NPORT-P
false
0001454889
XXXXXXXX
S000033156
C000102078
SCHWAB STRATEGIC TRUST
811-22311
0001454889
549300NAZEQOIX80E226
211 MAIN STREET
SAN FRANCISCO
94105
800-648-5300
Schwab U.S. Aggregate Bond ETF
S000033156
549300EMR2FMUC3JFN76
2022-12-31
2022-03-31
N
8343554765.87
131075997.73
8212478768.14
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
128942147.15000000
0.00000000
0.00000000
3060000.00000000
USD
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAQ2
500000.00000000
PA
USD
471615.00000000
0.005742663248
Long
DBT
CORP
JP
N
2
2030-01-16
Fixed
3.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAV5
8508030.99000000
PA
USD
7601816.19000000
0.092564211179
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
1.50000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BN2
300000.00000000
PA
USD
326307.00000000
0.003973307075
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.33000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFW94
1600000.00000000
PA
USD
1607008.00000000
0.019567880117
Long
DBT
USGSE
US
N
2
2024-02-13
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56C1
577430.78000000
PA
USD
547932.49000000
0.006671950156
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
1.50000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAC5
250000.00000000
PA
USD
251675.00000000
0.003064543691
Long
DBT
US
N
2
2026-06-15
Fixed
3.70000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAW0
200000.00000000
PA
USD
189286.00000000
0.002304858317
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.60000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABH1
100000.00000000
PA
USD
103481.00000000
0.001260045875
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
5.75000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EE3
646000.00000000
PA
USD
656336.00000000
0.007991935425
Long
DBT
NUSS
CA
N
2
2023-11-01
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4Y5
10474096.23000000
PA
USD
10013529.06000000
0.121930653858
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AL2
250000.00000000
PA
USD
253847.50000000
0.003090997336
Long
DBT
CORP
KY
N
2
2028-03-29
Fixed
4.38000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBL1
250000.00000000
PA
USD
274435.00000000
0.003341682916
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.72000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YD6
7986000.00000000
PA
USD
7614151.88000000
0.092714417838
Long
DBT
UST
US
N
2
2026-08-31
Fixed
1.38000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EM1
400000.00000000
PA
USD
386088.00000000
0.004701235898
Long
DBT
CORP
AU
N
2
2030-02-04
Fixed
2.89000000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAT2
550000.00000000
PA
USD
509509.00000000
0.006204083010
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAW5
200000.00000000
PA
USD
191350.00000000
0.002329990803
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
150000.00000000
PA
USD
151129.50000000
0.001840242200
Long
DBT
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCN9
21000000.00000000
PA
USD
20473359.48000000
0.249295737109
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLU7
102439.03000000
PA
USD
107659.97000000
0.001310931486
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.50000000
N
N
N
N
N
N
Southwest Gas Corp
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
844895AX0
100000.00000000
PA
USD
92030.00000000
0.001120611725
Long
DBT
CORP
US
N
2
2046-09-29
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBPF9
949132.38000000
PA
USD
955254.95000000
0.011631749401
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GRUE9
251499.14000000
PA
USD
257505.60000000
0.003135540526
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2LH6
313360.13000000
PA
USD
320253.59000000
0.003899597174
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAC0
350000.00000000
PA
USD
360535.00000000
0.004390087453
Long
DBT
CORP
CA
N
2
2026-03-04
Fixed
4.15000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCJ2
200000.00000000
PA
USD
180212.00000000
0.002194367925
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
2.62000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAT1
250000.00000000
PA
USD
229972.50000000
0.002800281212
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.95000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAE0
150000.00000000
PA
USD
189523.50000000
0.002307750258
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MER1
200000.00000000
PA
USD
190378.00000000
0.002318155156
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6BN9
1292368.15000000
PA
USD
1256026.58000000
0.015294122705
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BAL0
2227557.08000000
PA
USD
2319786.68000000
0.028247095006
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GQ22
43598.82000000
PA
USD
48824.77000000
0.000594519284
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FE77
289558.67000000
PA
USD
315261.32000000
0.003838808341
Long
ABS-MBS
USGA
US
N
2
2040-03-20
Fixed
5.00000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AP1
200000.00000000
PA
USD
164572.00000000
0.002003926033
Long
DBT
US
N
2
2050-04-15
Fixed
3.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXQ8
405911.58000000
PA
USD
404086.54000000
0.004920396769
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.00000000
N
N
N
N
N
N
RICE UNIVERSITY
549300QPVG49ONTSJJ20
William Marsh Rice University
96926GAD5
100000.00000000
PA
USD
106831.00000000
0.001300837457
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
3.77000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXK1
135903.87000000
PA
USD
138434.87000000
0.001685664875
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9B74
345113.33000000
PA
USD
349257.60000000
0.004252767159
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
3.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
925524AV2
100000.00000000
PA
USD
110428.00000000
0.001344636657
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.50000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AW5
300000.00000000
PA
USD
270927.00000000
0.003298967432
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.80000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
250000.00000000
PA
USD
229817.50000000
0.002798393840
Long
DBT
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644AAE7
250000.00000000
PA
USD
253150.00000000
0.003082504164
Long
DBT
CORP
US
N
2
2023-10-06
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRP9
549152.90000000
PA
USD
517526.01000000
0.006301702867
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
2.00000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEJ8
150000.00000000
PA
USD
141772.50000000
0.001726305832
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.55000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
850000.00000000
PA
USD
730226.50000000
0.008891669867
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAF1
250000.00000000
PA
USD
249277.50000000
0.003035350313
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DZY0
110029.40000000
PA
USD
119856.14000000
0.001459439267
Long
ABS-MBS
USGA
US
N
2
2033-10-20
Fixed
5.50000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAW9
500000.00000000
PA
USD
459850.00000000
0.005599405648
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
1.65000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBU8
750000.00000000
PA
USD
718927.50000000
0.008754086558
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.80000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HM8
200000.00000000
PA
USD
185428.00000000
0.002257881027
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBH3
450000.00000000
PA
USD
440550.00000000
0.005364397430
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
2.00000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
400000.00000000
PA
USD
351664.00000000
0.004282068909
Long
DBT
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AC5
250000.00000000
PA
USD
220500.00000000
0.002684938448
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.38000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBS7
250000.00000000
PA
USD
229865.00000000
0.002798972228
Long
DBT
CORP
JP
N
2
2027-07-09
Fixed
1.55000000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAB2
250000.00000000
PA
USD
239325.00000000
0.002914162785
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAW5
250000.00000000
PA
USD
238810.00000000
0.002907891840
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.50000000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802BA6
150000.00000000
PA
USD
136611.00000000
0.001663456355
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.75000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCH2
292000.00000000
PA
USD
297802.04000000
0.003626213819
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.55000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AT0
125000.00000000
PA
USD
134195.00000000
0.001634037710
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AM3
400000.00000000
PA
USD
414220.00000000
0.005043787773
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.30000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
500000.00000000
PA
USD
576540.00000000
0.007020292122
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAH6
350000.00000000
PA
USD
391349.00000000
0.004765296946
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
4.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300ITVQSU1IHX4H03
GS Mortgage Securities Trust 2013-GCJ14
36198FAE2
700000.00000000
PA
USD
709518.60000000
0.008639518226
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Fixed
4.24000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBJ8
250000.00000000
PA
USD
221140.00000000
0.002692731466
Long
DBT
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
TELEDYNE FLIR LLC
5493000HDPX16EHNN346
Teledyne FLIR LLC
302445AE1
200000.00000000
PA
USD
181986.00000000
0.002215969199
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BH2
100000.00000000
PA
USD
120337.00000000
0.001465294503
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
5.65000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FH6
250000.00000000
PA
USD
236995.00000000
0.002885791326
Long
DBT
CORP
US
N
2
2030-02-05
Fixed
2.40000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
300000.00000000
PA
USD
342249.00000000
0.004167426299
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NEW YORK ST THRUWAY AUTH
650009S53
150000.00000000
PA
USD
141093.90000000
0.001718042797
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
2.90000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBU3
575000.00000000
PA
USD
567168.50000000
0.006906179194
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DW7
700000.00000000
PA
USD
608797.00000000
0.007413072437
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBG5
450000.00000000
PA
USD
429619.50000000
0.005231301195
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAH4
12000000.00000000
PA
USD
10808437.56000000
0.131609930024
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DD5
250000.00000000
PA
USD
256027.50000000
0.003117542306
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAM5
250000.00000000
PA
USD
230240.00000000
0.002803538450
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BD4
200000.00000000
PA
USD
203160.00000000
0.002473796349
Long
DBT
CORP
CL
N
2
2047-11-02
Fixed
5.50000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AE2
200000.00000000
PA
USD
225816.00000000
0.002749669209
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAF3
300000.00000000
PA
USD
332244.00000000
0.004045599500
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
14084000.00000000
PA
USD
16481581.01000000
0.200689480914
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R36
16285000.00000000
PA
USD
15717569.53000000
0.191386425143
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VQT0
2207326.66000000
PA
USD
2190530.25000000
0.026673192246
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
500000.00000000
PA
USD
466070.00000000
0.005675144047
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.58000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
1000000.00000000
PA
USD
997960.00000000
0.012151751355
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
1350000.00000000
PA
USD
1419673.50000000
0.017286784417
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307BEH9
36613.56000000
PA
USD
36526.05000000
0.000444762793
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
2.50000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAL6
300000.00000000
PA
USD
267561.00000000
0.003257981025
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVJC2
642236.65000000
PA
USD
653713.61000000
0.007960003653
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AX0
50000.00000000
PA
USD
50160.50000000
0.000610783923
Long
DBT
CORP
US
N
2
2024-04-18
Fixed
3.13000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887AR3
50000.00000000
PA
USD
59097.00000000
0.000719600033
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D53R1
746818.74000000
PA
USD
741880.21000000
0.009033572334
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECG3
1694035.78000000
PA
USD
1593354.41000000
0.019401625927
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
707000.00000000
PA
USD
621580.26000000
0.007568728973
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAA8
650000.00000000
PA
USD
667901.00000000
0.008132757707
Long
DBT
NUSS
MX
N
2
2025-01-30
Fixed
3.60000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642AL7
400000.00000000
PA
USD
405312.00000000
0.004935318695
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
3.45000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724FAC5
330000.00000000
PA
USD
334649.70000000
0.004074892726
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.25000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBE6
200000.00000000
PA
USD
221578.00000000
0.002698064813
Long
DBT
CORP
MX
N
2
2049-05-24
Fixed
5.25000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BF5
104000.00000000
PA
USD
105843.92000000
0.001288818187
Long
DBT
CORP
US
N
2
2026-12-12
Fixed
3.63000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAZ5
500000.00000000
PA
USD
387915.00000000
0.004723482531
Long
DBT
CORP
KY
N
2
2051-02-09
Fixed
3.15000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAK8
200000.00000000
PA
USD
186344.00000000
0.002269034785
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
HOSPITAL SPECIAL SURGERY
549300U0XV0GGBTV6I72
NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery
44107HAF9
150000.00000000
PA
USD
121366.50000000
0.001477830304
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.67000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BK6
700000.00000000
PA
USD
708519.00000000
0.008627346505
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.27000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BW3
200000.00000000
PA
USD
205294.00000000
0.002499781196
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.88000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAA1
350000.00000000
PA
USD
326242.00000000
0.003972515597
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
State of Utah
N/A
UTAH ST
917542QV7
525000.00000000
PA
USD
532088.03000000
0.006479018637
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
3.54000000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RAN2
225000.00000000
PA
USD
230397.75000000
0.002805459307
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
3.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG51
404111.85000000
PA
USD
406990.54000000
0.004955757591
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.50000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BG3
300000.00000000
PA
USD
299163.00000000
0.003642785673
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.40000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764BD1
50000.00000000
PA
USD
50746.00000000
0.000617913317
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
3.33000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAS8
350000.00000000
PA
USD
346216.50000000
0.004215736926
Long
DBT
CORP
FR
N
2
2025-01-10
Fixed
2.43000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AP6
200000.00000000
PA
USD
172630.00000000
0.002102045008
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXGB0
35834.33000000
PA
USD
38590.29000000
0.000469898201
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAP8
250000.00000000
PA
USD
200915.00000000
0.002446459901
Long
DBT
CORP
GB
N
2
2051-09-02
Fixed
3.35000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBT0
200000.00000000
PA
USD
278328.00000000
0.003389086387
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828V98
14626000.00000000
PA
USD
14476312.10000000
0.176272140345
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAK6
300000.00000000
PA
USD
324435.00000000
0.003950512496
Long
DBT
CORP
US
N
2
2047-03-15
Fixed
4.15000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
600000.00000000
PA
USD
572754.00000000
0.006974191546
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXF2
820782.02000000
PA
USD
853438.79000000
0.010391975603
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBR5
350000.00000000
PA
USD
313911.50000000
0.003822372134
Long
DBT
CORP
GB
N
2
2032-03-10
Fixed
2.67000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBH6
265000.00000000
PA
USD
272427.95000000
0.003317243888
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.70000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBK8
300000.00000000
PA
USD
273012.00000000
0.003324355626
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CJ6
350000.00000000
PA
USD
346636.50000000
0.004220851094
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
Dallas Independent School District
N/A
DALLAS TX INDEP SCH DIST
235308RA3
350000.00000000
PA
USD
373079.35000000
0.004542834880
Long
DBT
MUN
US
N
2
2035-02-15
Fixed
6.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERAQ3
1928892.90000000
PA
USD
1924811.65000000
0.023437645372
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.00000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UBM0
200000.00000000
PA
USD
218638.00000000
0.002662265634
Long
DBT
CORP
US
N
2
2041-08-01
Fixed
4.90000000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAV5
100000.00000000
PA
USD
100045.00000000
0.001218207106
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.25000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BG9
200000.00000000
PA
USD
183356.00000000
0.002232651129
Long
DBT
CORP
US
N
2
2049-09-07
Fixed
2.88000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAD8
250000.00000000
PA
USD
224845.00000000
0.002737845738
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.38000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBK6
200000.00000000
PA
USD
225808.00000000
0.002749571796
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.75000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBM2
350000.00000000
PA
USD
375305.00000000
0.004569935711
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.20000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAW7
200000.00000000
PA
USD
197542.00000000
0.002405388258
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV43
393357.93000000
PA
USD
408578.58000000
0.004975094505
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WEK6
650000.00000000
PA
USD
782965.30000000
0.009533848696
Long
DBT
MUN
US
N
2
2051-10-01
Fixed
4.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5SL4
1087474.44000000
PA
USD
1085016.60000000
0.013211804019
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.50000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BF6
100000.00000000
PA
USD
102094.00000000
0.001243156943
Long
DBT
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
LINDE INC/CT
ZU69GUVJQGZ6Z1UOOO79
Linde Inc/CT
74005PBN3
200000.00000000
PA
USD
198876.00000000
0.002421631831
Long
DBT
CORP
US
N
2
2025-02-05
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDYE5
256105.27000000
PA
USD
266600.15000000
0.003246281147
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HHTP0
876360.61000000
PA
USD
897595.13000000
0.010929649321
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BY4
250000.00000000
PA
USD
258095.00000000
0.003142717409
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HD8
150000.00000000
PA
USD
151381.50000000
0.001843310701
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.35000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust 2017-C6
N/A
UBS Commercial Mortgage Trust 2017-C6
90276UAX9
1000000.00000000
PA
USD
1008451.18000000
0.012279498169
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.58000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
1357000.00000000
PA
USD
1410194.40000000
0.017171361288
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.02000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
19500000.00000000
PA
USD
14567109.38000000
0.177377741742
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBL9
250000.00000000
PA
USD
221510.00000000
0.002697236805
Long
DBT
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAZ8
400000.00000000
PA
USD
404612.00000000
0.004926795081
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F36F0
208045.93000000
PA
USD
206675.96000000
0.002516608758
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055BJ0
350000.00000000
PA
USD
361672.50000000
0.004403938326
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.60000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2F9
750000.00000000
PA
USD
741337.50000000
0.009026963976
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYM0
221189.50000000
PA
USD
226549.00000000
0.002758594650
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FPH3
154152.47000000
PA
USD
167835.80000000
0.002043667992
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
5.00000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBE7
300000.00000000
PA
USD
261039.00000000
0.003178565295
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.60000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BU7
550000.00000000
PA
USD
488438.50000000
0.005947516137
Long
DBT
CORP
JP
N
2
2030-07-17
Fixed
2.05000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
200000.00000000
PA
USD
196474.00000000
0.002392383658
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
646136XR7
50000.00000000
PA
USD
65220.55000000
0.000794164001
Long
DBT
MUN
US
N
2
2040-12-15
Fixed
6.56000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210B3Q6
211424.82000000
PA
USD
228795.17000000
0.002785945345
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
4.50000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BFXT3
100000.00000000
PA
USD
99502.80000000
0.001211604958
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Fixed
2.67000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
35177PAL1
800000.00000000
PA
USD
1113576.00000000
0.013559560169
Long
DBT
CORP
FR
N
2
2031-03-01
Fixed
9.00000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ETH2
400000.00000000
PA
USD
396448.00000000
0.004827385387
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MCZ1
421554.09000000
PA
USD
431837.78000000
0.005258312285
Long
ABS-MBS
USGA
US
N
2
2042-05-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2U5
753445.42000000
PA
USD
682030.95000000
0.008304812338
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PXKV7
354966.54000000
PA
USD
358987.36000000
0.004371242473
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
18000000.00000000
PA
USD
17009296.92000000
0.207115262032
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CW5
250000.00000000
PA
USD
253750.00000000
0.003089810119
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R4D8
709942.97000000
PA
USD
708569.40000000
0.008627960205
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DN73
432292.01000000
PA
USD
428127.96000000
0.005213139322
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
2.50000000
N
N
N
N
N
N
MT SINAI HOSPITAL
549300IJEDK5LH7YPT15
Mount Sinai Hospitals Group Inc
623115AF9
150000.00000000
PA
USD
132888.00000000
0.001618122904
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
3.39000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
600000.00000000
PA
USD
605274.00000000
0.007370174305
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.40000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCF0
550000.00000000
PA
USD
539346.50000000
0.006567402062
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
3.70000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBH1
400000.00000000
PA
USD
377000.00000000
0.004590575033
Long
DBT
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9QZ7
101036.19000000
PA
USD
111830.29000000
0.001361711770
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T91
7740000.00000000
PA
USD
7676810.18000000
0.093477382368
Long
DBT
UST
US
N
2
2023-10-31
Fixed
1.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TJW6
484402.63000000
PA
USD
482915.15000000
0.005880260559
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
3.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BQ6
500000.00000000
PA
USD
501550.00000000
0.006107169517
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
2.00000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BG3
350000.00000000
PA
USD
378168.00000000
0.004604797292
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.69000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMTB9
221150.31000000
PA
USD
224061.54000000
0.002728305866
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0Y28
278958.41000000
PA
USD
278368.18000000
0.003389575642
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBA6
450000.00000000
PA
USD
442597.50000000
0.005389329001
Long
DBT
CORP
GB
N
2
2024-10-24
Fixed
2.13000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FL8
600000.00000000
PA
USD
558684.00000000
0.006802866902
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
0.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
6332000.00000000
PA
USD
6604572.84000000
0.080421186178
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.88000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AP6
150000.00000000
PA
USD
185904.00000000
0.002263677085
Long
DBT
CORP
CA
N
2
2039-02-01
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG44
1596226.04000000
PA
USD
1580030.04000000
0.019239380516
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CM0
300000.00000000
PA
USD
282702.00000000
0.003442346799
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
2.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297FVZ2
74314.10000000
PA
USD
78032.12000000
0.000950165257
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
4.00000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAB8
250000.00000000
PA
USD
254930.00000000
0.003104178497
Long
DBT
CORP
NO
N
2
2028-09-10
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AEKB1
346852.49000000
PA
USD
341288.42000000
0.004155729708
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.00000000
N
N
N
N
N
N
NOVANT HEALTH INC
549300ZUXEGFGE8EP917
Novant Health Inc
66988AAG9
200000.00000000
PA
USD
176326.00000000
0.002147049690
Long
DBT
CORP
US
N
2
2036-11-01
Fixed
2.64000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AT9
150000.00000000
PA
USD
136140.00000000
0.001657721180
Long
DBT
US
N
2
2031-02-01
Fixed
2.60000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AB9
500000.00000000
PA
USD
510670.00000000
0.006218220033
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AR0
750000.00000000
PA
USD
766627.50000000
0.009334909978
Long
DBT
CORP
GB
N
2
2028-03-22
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5K7
620330.40000000
PA
USD
609395.11000000
0.007420355378
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BJ2
100000.00000000
PA
USD
112573.00000000
0.001370755446
Long
DBT
CORP
US
N
2
2033-12-05
Fixed
4.38000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AG6
200000.00000000
PA
USD
196786.00000000
0.002396182754
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176XKT5
188824.58000000
PA
USD
194831.64000000
0.002372385311
Long
ABS-MBS
USGA
US
N
2
2042-04-15
Fixed
3.50000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBT9
400000.00000000
PA
USD
417264.00000000
0.005080853318
Long
DBT
CORP
US
N
2
2028-10-16
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y3XQ9
295768.88000000
PA
USD
301618.34000000
0.003672683345
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
3.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECB5
200000.00000000
PA
USD
220560.00000000
0.002685669043
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.70000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAS4
300000.00000000
PA
USD
275841.00000000
0.003358803204
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wachovia Corp
929903AM4
100000.00000000
PA
USD
113310.00000000
0.001379729594
Long
DBT
CORP
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
11266000.00000000
PA
USD
10781033.96000000
0.131276247578
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
UNIVERSITY OF CHICAGO
54930099Y7GU6182V326
University of Chicago/The
91412NBD1
150000.00000000
PA
USD
135436.50000000
0.001649154948
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
2.76000000
N
N
N
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AC6
700000.00000000
PA
USD
718942.00000000
0.008754263119
Long
DBT
NUSS
PL
N
2
2024-01-22
Fixed
4.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AX3
400000.00000000
PA
USD
394384.00000000
0.004802252902
Long
DBT
CORP
US
N
2
2026-07-23
Fixed
2.60000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
650000.00000000
PA
USD
632040.50000000
0.007696099044
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAC1
250000.00000000
PA
USD
292145.00000000
0.003557330353
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFW7
304000.00000000
PA
USD
332202.08000000
0.004045089057
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.90000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DB0
250000.00000000
PA
USD
267815.00000000
0.003261073879
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPFQ7
379650.78000000
PA
USD
390628.85000000
0.004756527974
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
17666000.00000000
PA
USD
17882684.62000000
0.217750147365
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DPR7
509914.10000000
PA
USD
530597.00000000
0.006460862974
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.50000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAB0
250000.00000000
PA
USD
246287.50000000
0.002998942304
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AV2
300000.00000000
PA
USD
301365.00000000
0.003669598528
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DA3
250000.00000000
PA
USD
251595.00000000
0.003063569564
Long
DBT
NUSS
XX
N
2
2023-01-18
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
10230000.00000000
PA
USD
10610428.13000000
0.129198850061
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7C2
650000.00000000
PA
USD
641205.50000000
0.007807697506
Long
DBT
CORP
CA
N
2
2024-11-01
Fixed
2.25000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AL0
150000.00000000
PA
USD
148653.00000000
0.001810086871
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
4.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
500000.00000000
PA
USD
504180.00000000
0.006139193953
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.71000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHU7
300000.00000000
PA
USD
310407.00000000
0.003779699269
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
3.95000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AT2
50000.00000000
PA
USD
44681.50000000
0.000544068377
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W7PW8
61004.42000000
PA
USD
63485.37000000
0.000773035423
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.00000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154CG2
250000.00000000
PA
USD
243187.50000000
0.002961194870
Long
DBT
NUSS
KR
N
2
2027-04-21
Fixed
2.38000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
059438AH4
300000.00000000
PA
USD
353562.00000000
0.004305180079
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
7.63000000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AS8
100000.00000000
PA
USD
115327.00000000
0.001404289779
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EERL5
255598.05000000
PA
USD
266391.65000000
0.003243742328
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.00000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BM5
300000.00000000
PA
USD
255753.00000000
0.003114199831
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.75000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBL3
250000.00000000
PA
USD
272780.00000000
0.003321530657
Long
DBT
CORP
GB
N
2
2038-05-30
Fixed
5.00000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
250000.00000000
PA
USD
253942.50000000
0.003092154112
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BP0
450000.00000000
PA
USD
443034.00000000
0.005394644083
Long
DBT
CORP
US
N
2
2023-06-03
Fixed
0.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB28
2120352.75000000
PA
USD
2077580.23000000
0.025297845981
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214ET6
250000.00000000
PA
USD
226795.00000000
0.002761590092
Long
DBT
CORP
AU
N
2
2031-06-03
Fixed
2.15000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCG8
300000.00000000
PA
USD
257262.00000000
0.003132574308
Long
DBT
CORP
US
N
2
2032-07-29
Fixed
2.36000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BU5
500000.00000000
PA
USD
520385.00000000
0.006336515620
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
4.13000000
N
N
N
N
N
N
Hungary Government International Bond
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AF3
400000.00000000
PA
USD
583272.00000000
0.007102264936
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMUX7
674220.70000000
PA
USD
716157.44000000
0.008720356669
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
1200000.00000000
PA
USD
1184928.00000000
0.014428384333
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WXWP8
60514.82000000
PA
USD
63156.56000000
0.000769031638
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RD71
370472.60000000
PA
USD
378178.33000000
0.004604923077
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AW5
500000.00000000
PA
USD
509455.00000000
0.006203425474
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.45000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
950000.00000000
PA
USD
1020680.00000000
0.012428403516
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BY0
150000.00000000
PA
USD
133680.00000000
0.001627766765
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.55000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAE7
150000.00000000
PA
USD
150708.00000000
0.001835109767
Long
DBT
US
N
2
2023-05-01
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHF0
900000.00000000
PA
USD
1177011.00000000
0.014331982258
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.40000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FK4
300000.00000000
PA
USD
311055.00000000
0.003787589700
Long
DBT
CORP
US
N
2
2056-12-01
Fixed
4.30000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BR6
100000.00000000
PA
USD
102403.00000000
0.001246919509
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.40000000
N
N
N
N
N
N
ACE Capital Trust II
N/A
ACE Capital Trust II
00440FAA2
200000.00000000
PA
USD
275420.00000000
0.003353676859
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAG7
350000.00000000
PA
USD
322875.00000000
0.003931517013
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A2BE8
146953.67000000
PA
USD
150195.20000000
0.001828865610
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
3.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
500000.00000000
PA
USD
463130.00000000
0.005639344868
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Chile Government International Bond
168863CF3
750000.00000000
PA
USD
751050.00000000
0.009145229122
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
3.24000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NL5
410000.00000000
PA
USD
412054.10000000
0.005017414493
Long
DBT
CORP
US
N
2
2024-02-07
Fixed
2.95000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233835AQ0
550000.00000000
PA
USD
741422.00000000
0.009027992898
Long
DBT
CORP
US
N
2
2031-01-18
Fixed
8.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J8WM8
3621719.27000000
PA
USD
3616655.09000000
0.044038531996
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBE8
150000.00000000
PA
USD
152371.50000000
0.001855365527
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAD1
250000.00000000
PA
USD
305952.50000000
0.003725458642
Long
DBT
CORP
CA
N
2
2037-10-15
Fixed
6.20000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BJ1
300000.00000000
PA
USD
307536.00000000
0.003744740274
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ANN4
578598.20000000
PA
USD
601619.11000000
0.007325670202
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
WestRock MWV LLC
4DL8C98Z5G5IXZLH3578
WestRock MWV LLC
961548AV6
215000.00000000
PA
USD
275634.30000000
0.003356286302
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
8.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECD0
1491280.71000000
PA
USD
1449345.66000000
0.017648090191
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
2.00000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BC0
200000.00000000
PA
USD
198366.00000000
0.002415421769
Long
DBT
CORP
US
N
2
2043-11-29
Fixed
5.40000000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PAM7
100000.00000000
PA
USD
104652.00000000
0.001274304664
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAC5
150000.00000000
PA
USD
143607.00000000
0.001748643790
Long
DBT
CORP
BM
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCAA1
547677.84000000
PA
USD
570059.31000000
0.006941379406
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKMY8
83309.55000000
PA
USD
92338.81000000
0.001124371978
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAY6
300000.00000000
PA
USD
268782.00000000
0.003272848643
Long
DBT
US
N
2
2049-10-15
Fixed
3.70000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
225000.00000000
PA
USD
224586.00000000
0.002734692001
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UEA6
370161.86000000
PA
USD
383788.48000000
0.004673235582
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
4.50000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764BK5
250000.00000000
PA
USD
250915.00000000
0.003055289481
Long
DBT
CORP
US
N
2
2023-05-16
Fixed
2.57000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178EDE6
450821.89000000
PA
USD
454956.87000000
0.005539824002
Long
ABS-MBS
USGA
US
N
2
2043-05-15
Fixed
3.00000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AR0
350000.00000000
PA
USD
359793.00000000
0.004381052422
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
3.90000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAN5
500000.00000000
PA
USD
475645.00000000
0.005791734912
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
1.09000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
059438AG6
100000.00000000
PA
USD
112843.00000000
0.001374043126
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QYR6
260256.46000000
PA
USD
260840.12000000
0.003176143614
Long
ABS-MBS
USGA
US
N
2
2045-01-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DP48
1609121.30000000
PA
USD
1566024.74000000
0.019068843697
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A8VU0
961716.88000000
PA
USD
975279.10000000
0.011875575298
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CX6
575000.00000000
PA
USD
582498.00000000
0.007092840255
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.65000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BZ8
500000.00000000
PA
USD
462010.00000000
0.005625707086
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.95000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BP3
300000.00000000
PA
USD
272709.00000000
0.003320666119
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.85000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBF9
175000.00000000
PA
USD
192372.25000000
0.002342438323
Long
DBT
CORP
US
N
2
2054-10-15
Fixed
4.95000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBR6
350000.00000000
PA
USD
321758.50000000
0.003917921848
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HRPW4
37031.56000000
PA
USD
37915.97000000
0.000461687281
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BA7
850000.00000000
PA
USD
845945.50000000
0.010300732871
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BM4
50000.00000000
PA
USD
52407.00000000
0.000638138636
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.98000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBJ5
350000.00000000
PA
USD
355085.50000000
0.004323731117
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FZ1
200000.00000000
PA
USD
163330.00000000
0.001988802706
Long
DBT
CORP
US
N
2
2060-12-01
Fixed
3.00000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCZ0
150000.00000000
PA
USD
163945.50000000
0.001996297398
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.60000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BX9
400000.00000000
PA
USD
394376.00000000
0.004802155489
Long
DBT
CORP
NL
N
2
2026-09-12
Fixed
2.50000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AE7
150000.00000000
PA
USD
190315.50000000
0.002317394119
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BK72
194253.10000000
PA
USD
212071.06000000
0.002582302688
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAF9
50000.00000000
PA
USD
45444.00000000
0.000553353028
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.40000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAR8
150000.00000000
PA
USD
133741.50000000
0.001628515625
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
1300000.00000000
PA
USD
1289301.00000000
0.015699291729
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4D1
632305.11000000
PA
USD
626448.67000000
0.007628009614
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.50000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAH5
500000.00000000
PA
USD
511595.00000000
0.006229483380
Long
DBT
CORP
AT
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BFA9
114058.36000000
PA
USD
118362.64000000
0.001441253528
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MFQD2
24660.77000000
PA
USD
24618.55000000
0.000299770029
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RZW2
136952.93000000
PA
USD
149109.54000000
0.001815645972
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
5.00000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154CC1
250000.00000000
PA
USD
247817.50000000
0.003017572489
Long
DBT
NUSS
KR
N
2
2026-05-26
Fixed
2.63000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BC6
350000.00000000
PA
USD
353496.50000000
0.004304382513
Long
DBT
CORP
US
N
2
2027-06-02
Fixed
3.55000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VAH0
100000.00000000
PA
USD
120955.00000000
0.001472819637
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
5.95000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AY6
200000.00000000
PA
USD
179972.00000000
0.002191445543
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FP8
500000.00000000
PA
USD
523245.00000000
0.006371340672
Long
DBT
CORP
US
N
2
2046-01-02
Fixed
4.30000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAW6
700000.00000000
PA
USD
715064.00000000
0.008707042297
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.76000000
N
N
N
N
N
N
Kinross Gold Corp
549300UEBMAQDN0K0R06
Kinross Gold Corp
496902AQ0
150000.00000000
PA
USD
154306.50000000
0.001878927232
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECC2
1292785.00000000
PA
USD
1225517.91000000
0.014922631091
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
1.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BW4
225000.00000000
PA
USD
226939.50000000
0.002763349609
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KG5
950000.00000000
PA
USD
962663.50000000
0.011721960289
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.70000000
N
N
N
N
N
N
Nationwide Financial Services Inc
5493001H7AZNDS6BKJ36
Nationwide Financial Services Inc
638612AJ0
65000.00000000
PA
USD
72117.50000000
0.000878145344
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXJ6
3781645.78000000
PA
USD
3378692.32000000
0.041140956529
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3K4
337944.83000000
PA
USD
347969.65000000
0.004237084317
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BA22
203388.75000000
PA
USD
219772.49000000
0.002676079856
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
5.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAV3
100000.00000000
PA
USD
90558.00000000
0.001102687782
Long
DBT
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
17401QAU5
100000.00000000
PA
USD
102213.00000000
0.001244605957
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAQ7
350000.00000000
PA
USD
347686.50000000
0.004233636516
Long
DBT
NUSS
KR
N
2
2029-06-19
Fixed
2.50000000
N
N
N
N
N
N
Retail Properties of America Inc
549300OVTYLM7DH6CM14
Kite Realty Group Trust
76131VAB9
150000.00000000
PA
USD
155847.00000000
0.001897685271
Long
DBT
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
1400000.00000000
PA
USD
1301622.00000000
0.015849319514
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAY8
250000.00000000
PA
USD
232642.50000000
0.002832792711
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.70000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AM9
450000.00000000
PA
USD
459936.00000000
0.005600452835
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.63000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAN0
100000.00000000
PA
USD
98413.00000000
0.001198334909
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ATC2
251289.45000000
PA
USD
257393.78000000
0.003134178939
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDM0
200000.00000000
PA
USD
195120.00000000
0.002375896553
Long
DBT
CORP
US
N
2
2023-09-08
Fixed
0.65000000
N
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAB8
350000.00000000
PA
USD
371451.50000000
0.004523013215
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BH0
50000.00000000
PA
USD
49879.50000000
0.000607362300
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.75000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AR5
550000.00000000
PA
USD
545924.50000000
0.006647499682
Long
DBT
CORP
JP
N
2
2027-07-25
Fixed
3.29000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAN9
250000.00000000
PA
USD
254187.50000000
0.003095137377
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAC6
250000.00000000
PA
USD
253610.00000000
0.003088105396
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.18000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AK9
100000.00000000
PA
USD
99704.00000000
0.001214054889
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.40000000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS Wertmanagement
30254WAM1
250000.00000000
PA
USD
250857.50000000
0.003054589327
Long
DBT
CORP
DE
N
2
2022-08-01
Fixed
2.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCC8
200000.00000000
PA
USD
184810.00000000
0.002250355893
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
3.15000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CF5
430000.00000000
PA
USD
476306.70000000
0.005799792163
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31398AFD9
1500000.00000000
PA
USD
2022330.00000000
0.024625086494
Long
DBT
USGSE
US
N
2
2037-07-15
Fixed
5.63000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AG4
250000.00000000
PA
USD
244155.00000000
0.002972975722
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.30000000
N
N
N
N
N
N
ADVOCATE HEALTH CORP
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp
007589AB0
89000.00000000
PA
USD
97157.74000000
0.001183050120
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.27000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCG1
350000.00000000
PA
USD
343633.50000000
0.004184284790
Long
DBT
CORP
CA
N
2
2023-06-12
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417C3W3
471680.26000000
PA
USD
470872.73000000
0.005733624929
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DS8
450000.00000000
PA
USD
411520.50000000
0.005010917064
Long
DBT
NUSS
PE
N
2
2041-03-11
Fixed
3.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEG7
750000.00000000
PA
USD
813247.50000000
0.009902582678
Long
DBT
CORP
US
N
2
2047-01-22
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMTF0
593666.54000000
PA
USD
592982.42000000
0.007220504755
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QT50
640102.31000000
PA
USD
669187.39000000
0.008148421553
Long
ABS-MBS
USGA
US
N
2
2044-11-20
Fixed
4.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AS1
1200000.00000000
PA
USD
1524864.00000000
0.018567646176
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.88000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FQ5
250000.00000000
PA
USD
267092.50000000
0.003252276292
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.95000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
78387GAQ6
200000.00000000
PA
USD
238842.00000000
0.002908281491
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
6.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WQA9
5751001.75000000
PA
USD
5584000.37000000
0.067994092011
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QAZ9
100000.00000000
PA
USD
102678.00000000
0.001250268072
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
3.95000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FK0
150000.00000000
PA
USD
160987.50000000
0.001960279040
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
3.60000000
N
N
N
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
Fortive Corp
34959JAG3
250000.00000000
PA
USD
249307.50000000
0.003035715610
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.15000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BA3
250000.00000000
PA
USD
219645.00000000
0.002674527462
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.80000000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AG7
300000.00000000
PA
USD
302484.00000000
0.003683224134
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128GZ37
100000.00000000
PA
USD
89027.00000000
0.001084045420
Long
DBT
CORP
US
N
2
2027-06-23
Fixed
1.05000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
100000.00000000
PA
USD
98722.00000000
0.001202097476
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QYX3
57569.11000000
PA
USD
64387.52000000
0.000784020535
Long
ABS-MBS
USGA
US
N
2
2045-01-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WNE4
7445352.76000000
PA
USD
7229149.69000000
0.088026403405
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AE95
52129.78000000
PA
USD
53288.00000000
0.000648866213
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JL8
2000000.00000000
PA
USD
1858700.00000000
0.022632630810
Long
DBT
NUSS
XX
N
2
2025-10-28
Fixed
0.50000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAE0
700000.00000000
PA
USD
721707.00000000
0.008787931395
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.88000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
1900000.00000000
PA
USD
1986260.00000000
0.024185876835
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBL4
200000.00000000
PA
USD
203086.00000000
0.002472895282
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.38000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAL8
200000.00000000
PA
USD
189620.00000000
0.002308925299
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.88000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBC6
250000.00000000
PA
USD
258892.50000000
0.003152428241
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYS0
116593.30000000
PA
USD
118488.09000000
0.001442781081
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
3.50000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CE4
150000.00000000
PA
USD
176197.50000000
0.002145484998
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDH1
500000.00000000
PA
USD
497830.00000000
0.006061872597
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
1.95000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CP5
300000.00000000
PA
USD
292968.00000000
0.003567351688
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
0.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294UAQ6
48742.73000000
PA
USD
48583.23000000
0.000591578150
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
2.50000000
N
N
N
N
N
N
American Homes 4 Rent LP
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAB3
100000.00000000
PA
USD
106795.00000000
0.001300399100
Long
DBT
US
N
2
2029-02-15
Fixed
4.90000000
N
N
N
N
N
N
Hudson Pacific Properties LP
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAA4
150000.00000000
PA
USD
151044.00000000
0.001839201101
Long
DBT
US
N
2
2027-11-01
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UH39
272306.11000000
PA
USD
275759.61000000
0.003357812151
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400QVV2
39989.84000000
PA
USD
43336.53000000
0.000527691227
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
5.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
400000.00000000
PA
USD
379100.00000000
0.004616145876
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284F4
4724000.00000000
PA
USD
4740238.75000000
0.057719951354
Long
DBT
UST
US
N
2
2025-03-31
Fixed
2.63000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DD7
100000.00000000
PA
USD
103243.00000000
0.001257147846
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.10000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAN3
370000.00000000
PA
USD
380485.80000000
0.004633020196
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8RU0
340361.70000000
PA
USD
355193.64000000
0.004325047893
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312940NN5
129047.90000000
PA
USD
139357.34000000
0.001696897415
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AP4
350000.00000000
PA
USD
429264.50000000
0.005226978505
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.00000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAD9
750000.00000000
PA
USD
655162.50000000
0.007977646195
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.10000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2A0
950000.00000000
PA
USD
950095.00000000
0.011568918798
Long
DBT
CORP
US
N
2
2028-05-22
Fixed
3.58000000
N
N
N
N
N
N
INGERSOLL-RAND GL HLD CO
549300UCF0D858BIOV83
Trane Technologies Global Holding Co Ltd
45687AAG7
200000.00000000
PA
USD
243074.00000000
0.002959812827
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MD2M4
62665.22000000
PA
USD
62515.44000000
0.000761224981
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.50000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709AE2
750000.00000000
PA
USD
671595.00000000
0.008177738036
Long
DBT
NUSS
CA
N
2
2031-01-29
Fixed
1.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
1250000.00000000
PA
USD
1254987.50000000
0.015281470253
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.56000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BF5
250000.00000000
PA
USD
254792.50000000
0.003102504215
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHK1
1102495.49000000
PA
USD
1060620.58000000
0.012914743647
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
2.50000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AC9
250000.00000000
PA
USD
233465.00000000
0.002842807958
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.60000000
N
N
N
N
N
N
LEGGETT & PLATT INC
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660BA4
150000.00000000
PA
USD
132568.50000000
0.001614232483
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
3.50000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CD0
400000.00000000
PA
USD
434348.00000000
0.005288878209
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.56000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
200000.00000000
PA
USD
181420.00000000
0.002209077248
Long
DBT
CORP
ES
N
2
2027-09-14
Fixed
1.72000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353REF1
250000.00000000
PA
USD
252742.50000000
0.003077542202
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CR3
150000.00000000
PA
USD
158275.50000000
0.001927256124
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBA1
250000.00000000
PA
USD
236465.00000000
0.002879337733
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419GCZ5
198626.99000000
PA
USD
203047.05000000
0.002472421003
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
3.50000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAF9
350000.00000000
PA
USD
353657.50000000
0.004306342944
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9S44
189477.21000000
PA
USD
204033.63000000
0.002484434185
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
5.00000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FB4
500000.00000000
PA
USD
462125.00000000
0.005627107394
Long
DBT
NUSS
XX
N
2
2031-03-04
Fixed
1.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
450000.00000000
PA
USD
469570.50000000
0.005717768206
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
BROOKFIELD FINANCE LLC
549300E643C5WZF8BL44
Brookfield Finance LLC
11271RAB5
200000.00000000
PA
USD
175134.00000000
0.002132535193
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AK6
1750000.00000000
PA
USD
1759607.50000000
0.021426021907
Long
DBT
CORP
US
N
2
2023-05-03
Fixed
2.40000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BK8
400000.00000000
PA
USD
372668.00000000
0.004537826039
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QB3Q9
2747116.40000000
PA
USD
2704864.02000000
0.032936024510
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CR0
250000.00000000
PA
USD
249817.50000000
0.003041925672
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CX3
500000.00000000
PA
USD
513515.00000000
0.006252862436
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJX88
173170.47000000
PA
USD
175658.41000000
0.002138920720
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ATER4
211034.57000000
PA
USD
228360.24000000
0.002780649380
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.50000000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St Joseph Health Obligated Group
743756AC2
112000.00000000
PA
USD
109389.28000000
0.001331988588
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
3.74000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAL9
300000.00000000
PA
USD
302973.00000000
0.003689178487
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.40000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBW5
50000.00000000
PA
USD
50460.50000000
0.000614436900
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.25000000
N
N
N
N
N
N
Los Angeles Community College District/CA
N/A
LOS ANGELES CA CMNTY CLG DIST
54438CPA4
85000.00000000
PA
USD
128442.91000000
0.001563996859
Long
DBT
MUN
US
N
2
2049-08-01
Fixed
6.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
1975000.00000000
PA
USD
1809830.75000000
0.022037569911
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTQ5
13336592.78000000
PA
USD
12438050.11000000
0.151453056515
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE16 Mortgage Trust
12591VAC5
219110.44000000
PA
USD
220973.03000000
0.002690698341
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCK7
1933000.94000000
PA
USD
1893857.96000000
0.023060734931
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EW9
500000.00000000
PA
USD
486390.00000000
0.005922572389
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.63000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JQ8
1000000.00000000
PA
USD
936670.00000000
0.011405448055
Long
DBT
CORP
DE
N
2
2026-10-01
Fixed
1.00000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AK5
100000.00000000
PA
USD
101765.00000000
0.001239150844
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
3.95000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AK9
400000.00000000
PA
USD
406740.00000000
0.004952706868
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
4.10000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAQ0
250000.00000000
PA
USD
231587.50000000
0.002819946407
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C54
95001YAE4
800000.00000000
PA
USD
786725.63000000
0.009579636699
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MABL2
258159.76000000
PA
USD
274426.32000000
0.003341577223
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q95B5
91322.66000000
PA
USD
94856.31000000
0.001155026547
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MGK3
2700000.00000000
PA
USD
3541860.00000000
0.043127782731
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKT8
569280.62000000
PA
USD
560157.74000000
0.006820812032
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CS2
950000.00000000
PA
USD
966349.50000000
0.011766843206
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.51000000
N
N
N
N
N
N
Kentucky Utilities Co
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BG1
250000.00000000
PA
USD
280932.50000000
0.003420800320
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.13000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACR4
200000.00000000
PA
USD
183190.00000000
0.002230629815
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
2.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36230T2C5
40720.18000000
PA
USD
41780.56000000
0.000508744816
Long
ABS-MBS
USGA
US
N
2
2043-03-15
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAH9
600000.00000000
PA
USD
602472.00000000
0.007336055495
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.22000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAL8
250000.00000000
PA
USD
239282.50000000
0.002913645280
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMVU4
644384.12000000
PA
USD
643351.53000000
0.007833828837
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AT6
265000.00000000
PA
USD
269685.20000000
0.003283846541
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DX80
1740635.16000000
PA
USD
1650943.03000000
0.020102859034
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
1.50000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBJ4
300000.00000000
PA
USD
242931.00000000
0.002958071574
Long
DBT
US
N
2
2050-07-15
Fixed
3.00000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBD2
300000.00000000
PA
USD
325134.00000000
0.003959023933
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.15000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CJ7
250000.00000000
PA
USD
227935.00000000
0.002775471406
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406HCQ0
750000.00000000
PA
USD
773115.00000000
0.009413905616
Long
DBT
CORP
US
N
2
2025-11-18
Fixed
3.95000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AL5
1050000.00000000
PA
USD
1107613.50000000
0.013486957242
Long
DBT
CORP
GB
N
2
2028-12-04
Fixed
5.13000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AS4
250000.00000000
PA
USD
237522.50000000
0.002892214478
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.70000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FJ2
150000.00000000
PA
USD
147090.00000000
0.001791054858
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.85000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200AM3
150000.00000000
PA
USD
169782.00000000
0.002067366075
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417A6Y0
396511.83000000
PA
USD
400729.85000000
0.004879523726
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AL4
250000.00000000
PA
USD
264257.50000000
0.003217755655
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.80000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJK9
150000.00000000
PA
USD
157326.00000000
0.001915694450
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
21000000.00000000
PA
USD
20629218.75000000
0.251193571787
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.13000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CA0
400000.00000000
PA
USD
377336.00000000
0.004594666368
Long
DBT
CORP
JP
N
2
2025-10-11
Fixed
0.96000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAX6
250000.00000000
PA
USD
244712.50000000
0.002979764172
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
1200000.00000000
PA
USD
1210908.00000000
0.014744732183
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5DB6
373472.92000000
PA
USD
378124.60000000
0.004604268828
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAM2
300000.00000000
PA
USD
281298.00000000
0.003425250864
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.13000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142ED1
300000.00000000
PA
USD
308661.00000000
0.003758438940
Long
DBT
CORP
US
N
2
2025-06-26
Fixed
3.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KRWU4
81635.94000000
PA
USD
88736.67000000
0.001080510190
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
5.50000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAS2
250000.00000000
PA
USD
254967.50000000
0.003104635119
Long
DBT
CORP
US
N
2
2024-01-31
Fixed
4.00000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAB3
250000.00000000
PA
USD
255552.50000000
0.003111758425
Long
DBT
CORP
US
N
2
2024-02-25
Fixed
3.38000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14912L6G1
100000.00000000
PA
USD
101636.00000000
0.001237580064
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCMP8
560647.94000000
PA
USD
551663.41000000
0.006717380045
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CL0
100000.00000000
PA
USD
98203.00000000
0.001195777825
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.05000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AD3
200000.00000000
PA
USD
176816.00000000
0.002153016220
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CM2
44000.00000000
PA
USD
43582.88000000
0.000530690930
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.95000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
250000.00000000
PA
USD
253715.00000000
0.003089383938
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
4.68000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAF7
1000000.00000000
PA
USD
970820.00000000
0.011821278659
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
2.63000000
N
N
N
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AQ9
150000.00000000
PA
USD
142005.00000000
0.001729136890
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHKF8
11452.74000000
PA
USD
11942.41000000
0.000145417849
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA
N/A
JetBlue 2019-1 Class AA Pass Through Trust
477143AH4
228662.50000000
PA
USD
211279.58000000
0.002572665159
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.75000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAQ6
500000.00000000
PA
USD
492960.00000000
0.006002572596
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAY7
300000.00000000
PA
USD
298761.00000000
0.003637890683
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.88000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
300000.00000000
PA
USD
323751.00000000
0.003942183707
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DZ0
600000.00000000
PA
USD
497412.00000000
0.006056782781
Long
DBT
CORP
US
N
2
2050-08-20
Fixed
2.40000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBN8
250000.00000000
PA
USD
223872.50000000
0.002726004003
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.15000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
750000.00000000
PA
USD
749610.00000000
0.009127694830
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.51000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5K9
169154.48000000
PA
USD
168635.05000000
0.002053400133
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCX8
200000.00000000
PA
USD
217038.00000000
0.002642783088
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.20000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
900000.00000000
PA
USD
956439.00000000
0.011646167095
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BK1
250000.00000000
PA
USD
251302.50000000
0.003060007911
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.50000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAW3
300000.00000000
PA
USD
318468.00000000
0.003877854774
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
4.85000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FZ4
950000.00000000
PA
USD
940547.50000000
0.011452662789
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC Partners Inc
05541TAM3
50000.00000000
PA
USD
49790.00000000
0.000606272495
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.75000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442RAB7
200000.00000000
PA
USD
213708.00000000
0.002602235038
Long
DBT
CORP
US
N
2
2044-03-30
Fixed
4.38000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BN5
400000.00000000
PA
USD
431456.00000000
0.005253663506
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
5.20000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGH7
1000000.00000000
PA
USD
1000570.00000000
0.012183532259
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
3.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DK6
550000.00000000
PA
USD
620510.00000000
0.007555696854
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.40000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BS6
895000.00000000
PA
USD
905113.50000000
0.011021197442
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.13000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HW0
450000.00000000
PA
USD
425925.00000000
0.005186314778
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.30000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EZ2
250000.00000000
PA
USD
224267.50000000
0.002730813757
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YLL0
649924.08000000
PA
USD
690031.41000000
0.008402230672
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJW0
1150000.00000000
PA
USD
1065153.00000000
0.012969933074
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.31000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BL3
150000.00000000
PA
USD
141808.50000000
0.001726744190
Long
DBT
US
N
2
2029-10-01
Fixed
3.63000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAG9
600000.00000000
PA
USD
606630.00000000
0.007386685763
Long
DBT
US
N
2
2024-03-15
Fixed
3.63000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JL5
250000.00000000
PA
USD
249867.50000000
0.003042534502
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AE8
150000.00000000
PA
USD
162130.50000000
0.001974196884
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3M0
525039.94000000
PA
USD
521104.95000000
0.006345282157
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EC23
700000.00000000
PA
USD
712271.00000000
0.008673033076
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
3.85000000
N
N
N
N
N
N
MEAD JOHNSON NUTRITION C
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AH9
200000.00000000
PA
USD
205076.00000000
0.002497126699
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.13000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BG1
200000.00000000
PA
USD
202698.00000000
0.002468170764
Long
DBT
CORP
US
N
2
2024-03-07
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCP4
18500000.00000000
PA
USD
17075644.49000000
0.207923149296
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.63000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BM3
650000.00000000
PA
USD
655902.00000000
0.007986650784
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.00000000
N
N
N
N
N
N
SCHLUMBERGER FIN CA
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd
80685XAC5
200000.00000000
PA
USD
189698.00000000
0.002309875073
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
1.40000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACM5
900000.00000000
PA
USD
770175.00000000
0.009378106437
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J4DH9
475959.68000000
PA
USD
487374.54000000
0.005934560730
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.50000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BP0
350000.00000000
PA
USD
304006.50000000
0.003701762994
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKG3
175000.00000000
PA
USD
176620.50000000
0.002150635697
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.40000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
686330AK7
250000.00000000
PA
USD
250825.00000000
0.003054193588
Long
DBT
CORP
JP
N
2
2024-12-04
Fixed
3.25000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AY8
150000.00000000
PA
USD
140529.00000000
0.001711164241
Long
DBT
US
N
2
2049-11-01
Fixed
3.35000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312AJ5
400000.00000000
PA
USD
524012.00000000
0.006380680118
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.20000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BG4
250000.00000000
PA
USD
191842.50000000
0.002335987774
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.13000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAX2
236000.00000000
PA
USD
245904.92000000
0.002994283783
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.95000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFF6
350000.00000000
PA
USD
361217.50000000
0.004398397977
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DQ8
800000.00000000
PA
USD
659936.00000000
0.008035771155
Long
DBT
NUSS
CL
N
2
2061-01-22
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418XEW4
20787.18000000
PA
USD
22080.15000000
0.000268860969
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AE1
350000.00000000
PA
USD
298749.50000000
0.003637750652
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.38000000
N
N
N
N
N
N
PROSPECT CAPITAL CORP
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAW2
200000.00000000
PA
USD
171740.00000000
0.002091207841
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.44000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GS6
200000.00000000
PA
USD
191324.00000000
0.002329674211
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
2.85000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
700000.00000000
PA
USD
753970.00000000
0.009180784770
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWA60
3773862.25000000
PA
USD
3615412.68000000
0.044023403677
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMNX5
97926.08000000
PA
USD
97758.43000000
0.001190364477
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBT9
18442472.17000000
PA
USD
17156615.06000000
0.208909094858
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VXZ8
721772.46000000
PA
USD
716371.45000000
0.008722962582
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZU9
3048851.62000000
PA
USD
2723043.16000000
0.033157384474
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
1.50000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DE3
100000.00000000
PA
USD
100873.00000000
0.001228289324
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.75000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECF6
200000.00000000
PA
USD
203434.00000000
0.002477132735
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJWW4
61859.90000000
PA
USD
61616.87000000
0.000750283461
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
2.50000000
N
N
N
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Bon Secours Mercy Health Inc
09778PAA3
100000.00000000
PA
USD
99656.00000000
0.001213470412
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.46000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AY2
250000.00000000
PA
USD
244200.00000000
0.002973523669
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAK7
350000.00000000
PA
USD
379816.50000000
0.004624870404
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4X7
11683854.48000000
PA
USD
10861922.66000000
0.132261196243
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
DELTA AIR LINES 2020-AA
N/A
Delta Air Lines 2020-1 Class AA Pass Through Trust
247361ZV3
136546.37000000
PA
USD
125335.91000000
0.001526164189
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.00000000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBB5
300000.00000000
PA
USD
285030.00000000
0.003470693904
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RYY9
115607.51000000
PA
USD
114744.75000000
0.001397199959
Long
ABS-MBS
USGA
US
N
2
2031-02-20
Fixed
2.50000000
N
N
N
N
N
N
East Bay Municipal Utility District Water System Revenue
549300IZZ5HKLDKRTF96
EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE
271014TU6
50000.00000000
PA
USD
64708.65000000
0.000787930804
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
5.87000000
N
N
N
N
N
N
Cleveland Clinic Foundation/The
5493005LGDPOFHUC6Z36
Cleveland Clinic Foundation/The
18600TAA0
150000.00000000
PA
USD
170203.50000000
0.002072498508
Long
DBT
CORP
US
N
2
2114-01-01
Fixed
4.86000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEY1
3000000.00000000
PA
USD
2907090.00000000
0.035398447680
Long
DBT
USGSE
US
N
2
2023-10-16
Fixed
0.13000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918AW4
550000.00000000
PA
USD
564327.50000000
0.006871585497
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.63000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAL7
150000.00000000
PA
USD
153697.50000000
0.001871511687
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHS1
850000.00000000
PA
USD
912840.50000000
0.011115285966
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.33000000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AL4
250000.00000000
PA
USD
315995.00000000
0.003847742063
Long
DBT
CORP
US
N
2
2036-02-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y3U74
715743.04000000
PA
USD
724120.11000000
0.008817314850
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
3.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CN6
897000.00000000
PA
USD
910813.80000000
0.011090607668
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KA8
200000.00000000
PA
USD
201094.00000000
0.002448639511
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.30000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CL0
350000.00000000
PA
USD
337375.50000000
0.004108083680
Long
DBT
NUSS
KR
N
2
2026-09-12
Fixed
2.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBK7
300000.00000000
PA
USD
418221.00000000
0.005092506316
Long
DBT
CORP
US
N
2
2038-02-15
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7Y86
4037001.55000000
PA
USD
3972307.51000000
0.048369166266
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAF1
100000.00000000
PA
USD
121110.00000000
0.001474707008
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.90000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAJ1
50000.00000000
PA
USD
51586.00000000
0.000628141654
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VFP0
2553163.60000000
PA
USD
2534744.21000000
0.030864545060
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3.00000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JS0
300000.00000000
PA
USD
268983.00000000
0.003275296138
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AT7
230000.00000000
PA
USD
262591.00000000
0.003197463365
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.45000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AD3
400000.00000000
PA
USD
366136.00000000
0.004458288542
Long
DBT
CORP
US
N
2
2041-10-25
Fixed
3.13000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
550000.00000000
PA
USD
670153.00000000
0.008160179391
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AM8
325000.00000000
PA
USD
411992.75000000
0.005016667459
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
6.25000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAA2
250000.00000000
PA
USD
255772.50000000
0.003114437275
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.00000000
N
N
N
N
N
N
J PAUL GETTY TRUST
72TDDU3K225INPK3EI14
J Paul Getty Trust/The
374288AB4
150000.00000000
PA
USD
145105.50000000
0.001766890412
Long
DBT
CORP
US
N
2
2024-01-01
Fixed
0.39000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FKN5
1259882.50000000
PA
USD
1357139.66000000
0.016525335386
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.50000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AR3
50000.00000000
PA
USD
53101.50000000
0.000646595278
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.38000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
1000000.00000000
PA
USD
916960.00000000
0.011165447435
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54000000
N
N
N
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510AJ1
150000.00000000
PA
USD
149926.50000000
0.001825593760
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QL66
168943.01000000
PA
USD
176619.47000000
0.002150623155
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
4.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAC4
800000.00000000
PA
USD
843904.00000000
0.010275874359
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGVA9
12440.69000000
PA
USD
13443.63000000
0.000163697592
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
5.00000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CX3
150000.00000000
PA
USD
157726.50000000
0.001920571175
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VQU7
469959.05000000
PA
USD
474368.41000000
0.005776190397
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.50000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BJ9
425000.00000000
PA
USD
458294.50000000
0.005580464959
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
4.85000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BGK24
750000.00000000
PA
USD
755393.60000000
0.009198119365
Long
ABS-MBS
USGSE
US
N
2
2024-12-25
Fixed
3.06000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7L2
550000.00000000
PA
USD
531140.50000000
0.006467480951
Long
DBT
CORP
CA
N
2
2024-01-19
Fixed
0.43000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CEE0
287855.08000000
PA
USD
288241.88000000
0.003509803655
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
24100000.00000000
PA
USD
20887921.88000000
0.254343694147
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015AE3
250000.00000000
PA
USD
255497.50000000
0.003111088712
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.38000000
N
N
N
N
N
N
Rio Tinto Alcan Inc
2138007ZSQ7B17SKOX77
Rio Tinto Alcan Inc
013716AQ8
381000.00000000
PA
USD
493703.61000000
0.006011627231
Long
DBT
CORP
CA
N
2
2031-03-15
Fixed
7.25000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BT5
1000000.00000000
PA
USD
1101620.00000000
0.013413976840
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBM2
20000000.00000000
PA
USD
19209765.60000000
0.233909470481
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.13000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
750000.00000000
PA
USD
670267.50000000
0.008161573611
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9WV0
1109408.05000000
PA
USD
1155341.89000000
0.014068126355
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.00000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DBY7
100000.00000000
PA
USD
103966.40000000
0.001265956393
Long
DBT
MUN
US
N
2
2047-11-01
Fixed
3.90000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AM1
295000.00000000
PA
USD
306962.25000000
0.003737753955
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XUTV4
125834.98000000
PA
USD
130977.37000000
0.001594857943
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BY7
650000.00000000
PA
USD
644488.00000000
0.007847667168
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFQ7
200000.00000000
PA
USD
215490.00000000
0.002623933724
Long
DBT
CORP
US
N
2
2045-04-21
Fixed
4.75000000
N
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204BC1
250000.00000000
PA
USD
238362.50000000
0.002902442815
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
2.95000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AN4
370000.00000000
PA
USD
365352.80000000
0.004448751836
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AR1
100000.00000000
PA
USD
100164.00000000
0.001219656121
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RXD6
1411631.26000000
PA
USD
1440992.82000000
0.017546381070
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-PC1 Mortgage Trust
12593GAF9
497400.00000000
PA
USD
503138.58000000
0.006126513007
Long
ABS-MBS
CORP
US
N
2
2050-07-10
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RJH3
495521.90000000
PA
USD
540068.30000000
0.006576191126
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
5.00000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BS4
200000.00000000
PA
USD
213350.00000000
0.002597875818
Long
DBT
CORP
US
N
2
2047-11-21
Fixed
3.81000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCJ7
350000.00000000
PA
USD
310803.50000000
0.003784527287
Long
DBT
CORP
JP
N
2
2031-09-17
Fixed
2.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QE1
4705000.00000000
PA
USD
6170166.41000000
0.075131596491
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.63000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAN2
350000.00000000
PA
USD
300132.00000000
0.003654584790
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.10000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FF9
150000.00000000
PA
USD
158983.50000000
0.001935877150
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYU5
365709.88000000
PA
USD
385459.46000000
0.004693582423
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.50000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BU1
200000.00000000
PA
USD
225576.00000000
0.002746746827
Long
DBT
CORP
US
N
2
2059-03-15
Fixed
4.15000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAC7
50000.00000000
PA
USD
50692.50000000
0.000617261869
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.20000000
N
N
N
N
N
N
Barrick North America Finance LLC
N/A
Barrick North America Finance LLC
06849RAG7
450000.00000000
PA
USD
547542.00000000
0.006667195318
Long
DBT
CORP
US
N
2
2041-05-30
Fixed
5.70000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBC2
250000.00000000
PA
USD
254972.50000000
0.003104696002
Long
DBT
CORP
US
N
2
2023-11-14
Fixed
3.75000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAB3
250000.00000000
PA
USD
265910.00000000
0.003237877472
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C33
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C33
46645JAD4
1150000.00000000
PA
USD
1162447.26000000
0.014154645543
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.77000000
N
N
N
N
N
N
WISCONSIN PUBLIC SERVICE
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp
976843BH4
250000.00000000
PA
USD
242340.00000000
0.002950875208
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.67000000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS Wertmanagement
30254WAN9
275000.00000000
PA
USD
277406.25000000
0.003377862614
Long
DBT
CORP
DE
N
2
2023-03-06
Fixed
2.75000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CD9
600000.00000000
PA
USD
566658.00000000
0.006899963044
Long
DBT
CORP
DE
N
2
2031-09-18
Fixed
3.55000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
500000.00000000
PA
USD
526040.00000000
0.006405374246
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AG5
400000.00000000
PA
USD
403132.00000000
0.004908773725
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.50000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABE2
250000.00000000
PA
USD
271492.50000000
0.003305853295
Long
DBT
US
N
2
2045-06-01
Fixed
4.50000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EZ2
1050000.00000000
PA
USD
969664.50000000
0.011807208607
Long
DBT
NUSS
XX
N
2
2026-02-04
Fixed
0.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7ZZ2
70412.98000000
PA
USD
77247.02000000
0.000940605415
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
5.50000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CD6
450000.00000000
PA
USD
461416.50000000
0.005618480278
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4H25
550213.13000000
PA
USD
555314.89000000
0.006761842626
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.50000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BR4
250000.00000000
PA
USD
230807.50000000
0.002810448666
Long
DBT
CORP
US
N
2
2031-12-21
Fixed
2.20000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BH0
300000.00000000
PA
USD
327360.00000000
0.003986129026
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AW0
574768.13000000
PA
USD
525142.56000000
0.006394446485
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
1.00000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AV0
200000.00000000
PA
USD
183090.00000000
0.002229412156
Long
DBT
CORP
GB
N
2
2026-04-08
Fixed
0.70000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AQ1
550000.00000000
PA
USD
553850.00000000
0.006744005258
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GJ6
100000.00000000
PA
USD
100570.00000000
0.001224599817
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.65000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BP3
200000.00000000
PA
USD
252730.00000000
0.003077389995
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417MLN1
89513.34000000
PA
USD
96573.86000000
0.001175940452
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAU9
400000.00000000
PA
USD
406904.00000000
0.004954703829
Long
DBT
CORP
GB
N
2
2028-01-10
Fixed
4.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GWK5
229118.30000000
PA
USD
252653.19000000
0.003076454711
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NF86
429324.38000000
PA
USD
450215.62000000
0.005482091737
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
4.00000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAE9
250000.00000000
PA
USD
303965.00000000
0.003701257666
Long
DBT
CORP
US
N
2
2043-09-25
Fixed
5.95000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
1200000.00000000
PA
USD
1102320.00000000
0.013422500454
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419GB94
87701.65000000
PA
USD
91455.36000000
0.001113614568
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CW8
500000.00000000
PA
USD
444755.00000000
0.005415599997
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2S0
972410.16000000
PA
USD
963403.66000000
0.011730972915
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAB1
250000.00000000
PA
USD
253837.50000000
0.003090875570
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZE3
7100000.00000000
PA
USD
6492062.50000000
0.079051193717
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4EM1
86865.44000000
PA
USD
93510.37000000
0.001138637586
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5
61761AAZ1
193119.46000000
PA
USD
192766.47000000
0.002347238579
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Fixed
3.18000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGF5
300000.00000000
PA
USD
290439.00000000
0.003536557088
Long
DBT
CORP
US
N
2
2024-03-22
Fixed
0.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ET1
1000000.00000000
PA
USD
1143085.94000000
0.013918890657
Long
DBT
UST
US
N
2
2025-02-15
Fixed
7.63000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
200000.00000000
PA
USD
183004.00000000
0.002228364969
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBD9
200000.00000000
PA
USD
225870.00000000
0.002750326745
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.25000000
N
N
N
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
007924AJ2
250000.00000000
PA
USD
263750.00000000
0.003211576035
Long
DBT
CORP
NL
N
2
2048-04-11
Fixed
5.50000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBT1
700000.00000000
PA
USD
704445.00000000
0.008577739071
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAV0
100000.00000000
PA
USD
99500.00000000
0.001211570864
Long
DBT
CORP
CA
N
2
2023-05-13
Fixed
1.90000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEY6
600000.00000000
PA
USD
615168.00000000
0.007490649502
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDJM4
752782.10000000
PA
USD
783545.38000000
0.009540912093
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C7G3
118941.53000000
PA
USD
125124.88000000
0.001523594563
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
5.00000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AV4
200000.00000000
PA
USD
205142.00000000
0.002497930354
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.75000000
N
N
N
N
N
N
Ohio Turnpike & Infrastructure Commission
N/A
OHIO ST TURNPIKE COMMISSION
67760HNB3
100000.00000000
PA
USD
92206.80000000
0.001122764546
Long
DBT
MUN
US
N
2
2048-02-15
Fixed
3.22000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFB0
950000.00000000
PA
USD
975213.00000000
0.011874770425
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YWB9
320025.04000000
PA
USD
331210.02000000
0.004033009148
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAX1
557809.26000000
PA
USD
534496.50000000
0.006508345593
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213FZ22
136435.35000000
PA
USD
140778.95000000
0.001714207780
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W71
14418000.00000000
PA
USD
14360553.35000000
0.174862593322
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.13000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CN7
100000.00000000
PA
USD
103350.00000000
0.001258450742
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBJ8
867169.61000000
PA
USD
816637.36000000
0.009943859619
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
2.00000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2P1
200000.00000000
PA
USD
190714.00000000
0.002322246490
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.60000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BU4
125000.00000000
PA
USD
123898.75000000
0.001508664478
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.30000000
N
N
N
N
N
N
Old Republic International Corp
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AK0
250000.00000000
PA
USD
252885.00000000
0.003079277367
Long
DBT
CORP
US
N
2
2026-08-26
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D54E9
240602.14000000
PA
USD
243083.68000000
0.002959930696
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.00000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BH2
100000.00000000
PA
USD
103724.00000000
0.001263004787
Long
DBT
US
N
2
2026-01-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSH6
10688896.92000000
PA
USD
9968740.72000000
0.121385284533
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CD8
300000.00000000
PA
USD
293520.00000000
0.003574073167
Long
DBT
NUSS
JP
N
2
2024-10-17
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2VL3
99025.60000000
PA
USD
99933.87000000
0.001216853922
Long
ABS-MBS
USGA
US
N
2
2045-04-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDKV2
105797.56000000
PA
USD
110121.10000000
0.001340899661
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.00000000
N
N
N
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
02343UAH8
300000.00000000
PA
USD
317295.00000000
0.003863571632
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.50000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AH3
100000.00000000
PA
USD
100714.00000000
0.001226353246
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.90000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
693627AY7
200000.00000000
PA
USD
233756.00000000
0.002846351346
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
6.12000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ECEV1
136034.93000000
PA
USD
139180.12000000
0.001694739480
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460DAD1
300000.00000000
PA
USD
304083.00000000
0.003702694504
Long
DBT
US
N
2
2029-05-01
Fixed
3.39000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELAF0
30363.49000000
PA
USD
30973.64000000
0.000377153364
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
210000.00000000
PA
USD
210718.20000000
0.002565829464
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBG4
250000.00000000
PA
USD
258670.00000000
0.003149718949
Long
DBT
CORP
JP
N
2
2028-10-16
Fixed
4.31000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZM2
650000.00000000
PA
USD
597941.50000000
0.007280889447
Long
DBT
CORP
CA
N
2
2026-01-20
Fixed
0.88000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AW6
250000.00000000
PA
USD
294965.00000000
0.003591668341
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.88000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMY5
600000.00000000
PA
USD
592776.00000000
0.007217991263
Long
DBT
NUSS
SE
N
2
2023-04-06
Fixed
0.75000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BR4
450000.00000000
PA
USD
575397.00000000
0.007006374278
Long
DBT
US
N
2
2032-03-15
Fixed
7.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAP6
13600000.00000000
PA
USD
13184031.22000000
0.160536563834
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5NN9
115730.74000000
PA
USD
114968.66000000
0.001399926419
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296Q2T5
905861.35000000
PA
USD
980285.57000000
0.011936537039
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
4.50000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAJ3
200000.00000000
PA
USD
188440.00000000
0.002294556921
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAC0
350000.00000000
PA
USD
319469.50000000
0.003890049630
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AW2
200000.00000000
PA
USD
202078.00000000
0.002460621277
Long
DBT
CORP
US
N
2
2029-04-18
Fixed
3.75000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAS7
250000.00000000
PA
USD
287865.00000000
0.003505214541
Long
DBT
CORP
CA
N
2
2045-01-15
Fixed
5.25000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAZ4
250000.00000000
PA
USD
248372.50000000
0.003024330497
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.63000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
686330AJ0
143000.00000000
PA
USD
144186.90000000
0.001755704995
Long
DBT
CORP
JP
N
2
2027-07-18
Fixed
3.70000000
N
N
N
N
N
N
L3Harris Tech Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AN5
50000.00000000
PA
USD
63001.50000000
0.000767143535
Long
DBT
CORP
US
N
2
2040-12-15
Fixed
6.15000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AU1
350000.00000000
PA
USD
337456.00000000
0.004109063895
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
2.00000000
N
N
N
N
N
N
State of Texas
549300X9CH74QB747L76
TEXAS ST
882722VN8
500000.00000000
PA
USD
582215.00000000
0.007089394279
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
4.68000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AN9
200000.00000000
PA
USD
174052.00000000
0.002119360121
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.80000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
800000.00000000
PA
USD
849592.00000000
0.010345134812
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432CT0
200000.00000000
PA
USD
269626.00000000
0.003283125687
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
8.00000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14912L5X5
450000.00000000
PA
USD
461704.50000000
0.005621987137
Long
DBT
CORP
US
N
2
2023-11-24
Fixed
3.75000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAE8
200000.00000000
PA
USD
196226.00000000
0.002389363863
Long
DBT
US
N
2
2027-01-15
Fixed
3.20000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FL2
300000.00000000
PA
USD
292563.00000000
0.003562420168
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.88000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AZ9
495000.00000000
PA
USD
504627.75000000
0.006144646022
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4B5
1416954.29000000
PA
USD
1343940.92000000
0.016364619720
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BJC1
545999.32000000
PA
USD
580402.56000000
0.007067324937
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.50000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBA1
200000.00000000
PA
USD
197242.00000000
0.002401735280
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFF6
250000.00000000
PA
USD
247192.50000000
0.003009962119
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.00000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BK1
200000.00000000
PA
USD
192442.00000000
0.002343287641
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329QWE7
305265.13000000
PA
USD
311912.04000000
0.003798025526
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMU68
2203944.24000000
PA
USD
2200412.53000000
0.026793524733
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
2.50000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAN5
900000.00000000
PA
USD
920304.00000000
0.011206165957
Long
DBT
CORP
GB
N
2
2026-01-12
Fixed
4.38000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BT8
100000.00000000
PA
USD
116764.00000000
0.001421787541
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.15000000
N
N
N
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097AE3
200000.00000000
PA
USD
202154.00000000
0.002461546698
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVC0
250000.00000000
PA
USD
246015.00000000
0.002995624182
Long
DBT
CORP
US
N
2
2025-01-09
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JASZ9
26372.32000000
PA
USD
27542.92000000
0.000335378888
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYSK6
148399.01000000
PA
USD
147124.47000000
0.001791474585
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
3.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HKE2
250000.00000000
PA
USD
218869.50000000
0.002665084515
Long
DBT
MUN
US
N
2
2051-05-15
Fixed
3.07000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBJ1
200000.00000000
PA
USD
192588.00000000
0.002345065423
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285D8
9172000.00000000
PA
USD
9276080.74000000
0.112951046838
Long
DBT
UST
US
N
2
2023-09-30
Fixed
2.88000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
1090000.00000000
PA
USD
954829.10000000
0.011626564000
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAC5
400000.00000000
PA
USD
466256.00000000
0.005677408893
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
5.05000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAY3
350000.00000000
PA
USD
354998.00000000
0.004322665665
Long
DBT
CORP
US
N
2
2024-08-02
Fixed
3.69000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DB92
123904.14000000
PA
USD
124555.12000000
0.001516656828
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CC6
400000.00000000
PA
USD
378156.00000000
0.004604651173
Long
DBT
CORP
JP
N
2
2028-01-19
Fixed
2.34000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAJ2
435000.00000000
PA
USD
361463.25000000
0.004401390374
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-PC1 Mortgage Trust
12593GAC6
1414167.40000000
PA
USD
1429118.95000000
0.017401797804
Long
ABS-MBS
CORP
US
N
2
2050-07-10
Fixed
3.61000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBB3
100000.00000000
PA
USD
102976.00000000
0.001253896696
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.37000000
N
N
N
N
N
N
ADVOCATE HEALTH CORP
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp
007589AD6
250000.00000000
PA
USD
231860.00000000
0.002823264528
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.21000000
N
N
N
N
N
N
Kemper Corp
549300FNI1JKTRY2PV09
Kemper Corp
488401AB6
100000.00000000
PA
USD
102280.00000000
0.001245421789
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.35000000
N
N
N
N
N
N
TotalEnergies Capital SA
529900QI55ZLJVCMPA71
TotalEnergies Capital SA
89152UAH5
275000.00000000
PA
USD
284869.75000000
0.003468742605
Long
DBT
CORP
FR
N
2
2028-10-11
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GZ97
129960.06000000
PA
USD
145036.01000000
0.001766044261
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.50000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCL8
350000.00000000
PA
USD
355974.50000000
0.004334556107
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8R22
590709.72000000
PA
USD
627930.15000000
0.007646048991
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BN9
250000.00000000
PA
USD
215027.50000000
0.002618302050
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.70000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160MJ9
450000.00000000
PA
USD
452317.50000000
0.005507685471
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.63000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044BZ3
100000.00000000
PA
USD
129310.00000000
0.001574555060
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417BGX9
133848.03000000
PA
USD
134307.69000000
0.001635409890
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6B3
12467028.06000000
PA
USD
11588066.30000000
0.141103150792
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAF2
250000.00000000
PA
USD
253915.00000000
0.003091819256
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XQT0
62441.31000000
PA
USD
65113.86000000
0.000792864880
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QWE7
215839.68000000
PA
USD
220385.31000000
0.002683541914
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
3.50000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAE3
300000.00000000
PA
USD
295362.00000000
0.003596502448
Long
DBT
CORP
US
N
2
2026-08-17
Fixed
2.45000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AN1
640000.00000000
PA
USD
648416.00000000
0.007895496820
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAF9
200000.00000000
PA
USD
191256.00000000
0.002328846203
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
Precision Castparts Corp
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp
740189AM7
200000.00000000
PA
USD
202536.00000000
0.002466198156
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAL4
200000.00000000
PA
USD
196362.00000000
0.002391019880
Long
DBT
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460WAA5
200000.00000000
PA
USD
184866.00000000
0.002251037783
Long
DBT
US
N
2
2026-02-15
Fixed
0.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMXE8
366541.49000000
PA
USD
365612.16000000
0.004451909957
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
2.50000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BM9
350000.00000000
PA
USD
361357.50000000
0.004400102699
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
3447656.06000000
PA
USD
3510473.66000000
0.042745604087
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBPA0
771439.01000000
PA
USD
759076.49000000
0.009242964413
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAH5
250000.00000000
PA
USD
228477.50000000
0.002782077207
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAR1
350000.00000000
PA
USD
350581.00000000
0.004268881660
Long
DBT
CORP
JP
N
2
2027-07-12
Fixed
3.36000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FT6
50000.00000000
PA
USD
52203.50000000
0.000635660699
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.20000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCA6
250000.00000000
PA
USD
213932.50000000
0.002604968682
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFG4
400000.00000000
PA
USD
380832.00000000
0.004637235732
Long
DBT
NUSS
CA
N
2
2029-10-02
Fixed
2.00000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFJ8
500000.00000000
PA
USD
460360.00000000
0.005605615709
Long
DBT
NUSS
CA
N
2
2031-10-14
Fixed
1.80000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAR0
500000.00000000
PA
USD
472100.00000000
0.005748568895
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
1.85000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170BD5
150000.00000000
PA
USD
144268.50000000
0.001756698605
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.88000000
N
N
N
N
N
N
Republic of Italy Government International Bond
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BX5
1400000.00000000
PA
USD
1377516.00000000
0.016773449757
Long
DBT
NUSS
IT
N
2
2024-10-17
Fixed
2.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EAK5
122995.16000000
PA
USD
134350.95000000
0.001635936649
Long
ABS-MBS
USGA
US
N
2
2034-09-20
Fixed
5.50000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAF3
150000.00000000
PA
USD
135339.00000000
0.001647967730
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HLL2
400000.00000000
PA
USD
455060.00000000
0.005541079774
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJR4
1359451.20000000
PA
USD
1337665.63000000
0.016288208076
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
250000.00000000
PA
USD
246617.50000000
0.003002960579
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4D41
8175000.00000000
PA
USD
8521979.05000000
0.103768658532
Long
ABS-MBS
USGSE
US
N
2
2028-01-25
Fixed
3.60000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BS0
100000.00000000
PA
USD
104074.00000000
0.001267266594
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292R7M8
896321.81000000
PA
USD
917728.31000000
0.011174802832
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAL8
250000.00000000
PA
USD
234352.50000000
0.002853614683
Long
DBT
US
N
2
2031-01-15
Fixed
2.75000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EAR7
200000.00000000
PA
USD
267076.00000000
0.003252075378
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
1350000.00000000
PA
USD
1406524.50000000
0.017126674414
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAB7
500000.00000000
PA
USD
480420.00000000
0.005849878137
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBPL6
129485.48000000
PA
USD
130165.79000000
0.001584975665
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
Time Warner Entertainment Co LP
N/A
Time Warner Entertainment Co LP
88731EAF7
327000.00000000
PA
USD
345328.35000000
0.004204922286
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.38000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVD8
400000.00000000
PA
USD
383748.00000000
0.004672742674
Long
DBT
CORP
US
N
2
2030-01-09
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAFF0
352434.41000000
PA
USD
363023.69000000
0.004420391214
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AD9
175000.00000000
PA
USD
190321.25000000
0.002317464134
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.75000000
N
N
N
N
N
N
PIEDMONT HEALTHCARE INC
N/A
Piedmont Healthcare Inc
72014TAC3
150000.00000000
PA
USD
131953.50000000
0.001606743879
Long
DBT
CORP
US
N
2
2032-01-01
Fixed
2.04000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AJ5
250000.00000000
PA
USD
252092.50000000
0.003069627418
Long
DBT
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE
345105JG6
100000.00000000
PA
USD
98240.70000000
0.001196236882
Long
DBT
MUN
US
N
2
2053-01-15
Fixed
3.92000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMRB1
356397.19000000
PA
USD
360927.57000000
0.004394867617
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
3.00000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BB1
250000.00000000
PA
USD
238480.00000000
0.002903873565
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.50000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
450000.00000000
PA
USD
448425.00000000
0.005460288089
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYUT4
518816.09000000
PA
USD
470243.80000000
0.005725966705
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
1.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
700000.00000000
PA
USD
675710.00000000
0.008227844711
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.01000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK7
06541XAF7
1000000.00000000
PA
USD
1004875.70000000
0.012235961009
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
3.44000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
87031CAC7
200000.00000000
PA
USD
190590.00000000
0.002320736593
Long
DBT
NUSS
SE
N
2
2024-10-07
Fixed
0.63000000
N
N
N
N
N
N
SNAP-ON INC
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034AM3
200000.00000000
PA
USD
183728.00000000
0.002237180821
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.10000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AB4
100000.00000000
PA
USD
103021.00000000
0.001254444643
Long
DBT
CORP
US
N
2
2034-11-18
Fixed
4.50000000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc
95709TAP5
150000.00000000
PA
USD
149929.50000000
0.001825630290
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMTT0
623466.93000000
PA
USD
631674.27000000
0.007691639611
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UML3
306881.89000000
PA
USD
315124.52000000
0.003837142583
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
4.00000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BL2
50000.00000000
PA
USD
51343.00000000
0.000625182742
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJE48
83623.95000000
PA
USD
90014.46000000
0.001096069317
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7L20
790084.05000000
PA
USD
840139.69000000
0.010230037893
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.50000000
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JAG3
500000.00000000
PA
USD
526255.00000000
0.006407992213
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.85000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAG5
226000.00000000
PA
USD
229925.62000000
0.002799710373
Long
DBT
CORP
US
N
2
2023-05-25
Fixed
4.06000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
150000.00000000
PA
USD
146067.00000000
0.001778598205
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AF2
550000.00000000
PA
USD
581856.00000000
0.007085022883
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BR8
150000.00000000
PA
USD
168138.00000000
0.002047347758
Long
DBT
CORP
US
N
2
2046-01-15
Fixed
4.65000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AS3
300000.00000000
PA
USD
295986.00000000
0.003604100641
Long
DBT
US
N
2
2027-01-15
Fixed
3.00000000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AR9
275000.00000000
PA
USD
292314.00000000
0.003559388197
Long
DBT
CORP
AU
N
2
2042-02-24
Fixed
4.13000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZE5
300000.00000000
PA
USD
285186.00000000
0.003472593452
Long
DBT
CORP
CA
N
2
2024-09-10
Fixed
0.70000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAL0
50000.00000000
PA
USD
45012.00000000
0.000548092741
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.95000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331AY3
645000.00000000
PA
USD
631829.10000000
0.007693524912
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.85000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BE7
1450000.00000000
PA
USD
1457931.50000000
0.017752636459
Long
DBT
NUSS
JP
N
2
2027-06-01
Fixed
2.88000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAD8
300000.00000000
PA
USD
306627.00000000
0.003733671753
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F4Z5
46125.07000000
PA
USD
49614.82000000
0.000604139400
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
5.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EF1
120000.00000000
PA
USD
123928.80000000
0.001509030385
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.05000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAQ2
1200000.00000000
PA
USD
1218216.00000000
0.014833718715
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AJ0
200000.00000000
PA
USD
232168.00000000
0.002827014919
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.85000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
250000.00000000
PA
USD
257120.00000000
0.003130845232
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AHWX0
34866.14000000
PA
USD
37676.96000000
0.000458776954
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210BX42
113336.30000000
PA
USD
122495.20000000
0.001491574023
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
5.00000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BV9
350000.00000000
PA
USD
367871.00000000
0.004479414929
Long
DBT
NUSS
JP
N
2
2028-10-31
Fixed
3.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BZ1
200000.00000000
PA
USD
201714.00000000
0.002456188998
Long
DBT
CORP
DE
N
2
2026-01-13
Fixed
4.10000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
1000000.00000000
PA
USD
889200.00000000
0.010827425252
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297FRG9
55379.33000000
PA
USD
59929.21000000
0.000729733515
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
4.50000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BN5
300000.00000000
PA
USD
315609.00000000
0.003843041898
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
3.75000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBQ8
400000.00000000
PA
USD
383020.00000000
0.004663878115
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KC28
83254.03000000
PA
USD
91014.40000000
0.001108245178
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
5.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBW1
250000.00000000
PA
USD
272587.50000000
0.003319186663
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.38000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCG3
700000.00000000
PA
USD
627760.00000000
0.007643977144
Long
DBT
CORP
JP
N
2
2028-09-17
Fixed
1.90000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RQ25
50000.00000000
PA
USD
49465.00000000
0.000602315103
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.15000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAZ1
200000.00000000
PA
USD
197688.00000000
0.002407166040
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.12000000
N
N
N
N
N
N
AHS Hospital Corp
549300D7W3C9Z4RGJG34
AHS Hospital Corp
001306AB5
300000.00000000
PA
USD
357501.00000000
0.004353143674
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
5.02000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAF0
350000.00000000
PA
USD
347410.00000000
0.004230269688
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.35000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FA6
150000.00000000
PA
USD
179617.50000000
0.002187128942
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
5.70000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AM1
250000.00000000
PA
USD
227410.00000000
0.002769078696
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.55000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AX5
450000.00000000
PA
USD
451246.50000000
0.005494644342
Long
DBT
CORP
US
N
2
2024-05-05
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8DR9
249584.89000000
PA
USD
250099.61000000
0.003045360810
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
3.00000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630DJ4
200000.00000000
PA
USD
191934.00000000
0.002337101932
Long
DBT
NUSS
KR
N
2
2024-03-09
Fixed
0.40000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
600000.00000000
PA
USD
679506.00000000
0.008274067053
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJS7
1749964.91000000
PA
USD
1746579.15000000
0.021267381010
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307DEJ1
98433.37000000
PA
USD
96948.23000000
0.001180499003
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DR0
250000.00000000
PA
USD
191972.50000000
0.002337570731
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CK2
125000.00000000
PA
USD
133943.75000000
0.001630978341
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.30000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp
31847RAG7
100000.00000000
PA
USD
100488.00000000
0.001223601336
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAG7
250000.00000000
PA
USD
252147.50000000
0.003070297130
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6V2
718388.01000000
PA
USD
705586.67000000
0.008591640720
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAP5
250000.00000000
PA
USD
254750.00000000
0.003101986710
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AN9
200000.00000000
PA
USD
202114.00000000
0.002461059635
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.90000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769FH2
750000.00000000
PA
USD
752985.00000000
0.009168790827
Long
DBT
CORP
DE
N
2
2022-10-04
Fixed
2.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAFA2
3000000.00000000
PA
USD
2902890.00000000
0.035347305995
Long
DBT
USGSE
US
N
2
2023-12-04
Fixed
0.25000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAD5
350000.00000000
PA
USD
345226.00000000
0.004203676012
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.20000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BP0
350000.00000000
PA
USD
361375.00000000
0.004400315790
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
5.00000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
800000.00000000
PA
USD
909192.00000000
0.011070859671
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FC2
300000.00000000
PA
USD
293163.00000000
0.003569726123
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
3.95000000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RAF9
800000.00000000
PA
USD
1012528.00000000
0.012329139941
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MX47
605075.93000000
PA
USD
619836.59000000
0.007547497016
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.50000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350AV7
200000.00000000
PA
USD
245784.00000000
0.002992811390
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
5.75000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EC3
250000.00000000
PA
USD
265820.00000000
0.003236781579
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
4.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BX2
150000.00000000
PA
USD
144691.50000000
0.001761849303
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.75000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAR8
100000.00000000
PA
USD
95124.00000000
0.001158286099
Long
DBT
US
N
2
2030-03-15
Fixed
2.75000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
1325000.00000000
PA
USD
1314691.50000000
0.016008461478
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4LB0
233520.15000000
PA
USD
235251.87000000
0.002864565944
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCF5
300000.00000000
PA
USD
241890.00000000
0.002945395742
Long
DBT
CORP
JP
N
2
2041-01-12
Fixed
2.30000000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAH1
100000.00000000
PA
USD
101872.00000000
0.001240453739
Long
DBT
CORP
US
N
2
2023-09-27
Fixed
4.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
1060000.00000000
PA
USD
980245.60000000
0.011936050340
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BY8
200000.00000000
PA
USD
209758.00000000
0.002554137501
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.95000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAN9
78000.00000000
PA
USD
88891.92000000
0.001082400606
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.50000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AE0
50000.00000000
PA
USD
52719.00000000
0.000641937732
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
4.80000000
N
N
N
N
N
N
OGE ENERGY CORP
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837AC7
150000.00000000
PA
USD
146929.50000000
0.001789100515
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X3XH0
292284.08000000
PA
USD
291665.65000000
0.003551493504
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
NOV INC
549300EHF3IW1AR6U008
NOV Inc
637071AK7
400000.00000000
PA
USD
353384.00000000
0.004303012646
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.95000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483BM3
150000.00000000
PA
USD
158046.00000000
0.001924461596
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8V28
204918.03000000
PA
USD
207616.98000000
0.002528067175
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516AT3
200000.00000000
PA
USD
249892.00000000
0.003042832828
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
5.70000000
N
N
N
N
N
N
Credit Suisse USA Inc
EXD7DEVFDH4HOFFQ7349
Credit Suisse USA Inc
22541LAE3
300000.00000000
PA
USD
388797.00000000
0.004734222285
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.13000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CF1
500000.00000000
PA
USD
448490.00000000
0.005461079567
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.75000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAX3
250000.00000000
PA
USD
235950.00000000
0.002873066788
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
State of Oregon Department of Transportation
N/A
OREGON ST DEPT OF TRANSPRTN HIGHWAY USER TAX REVENUE
68607DNL5
125000.00000000
PA
USD
153058.75000000
0.001863733889
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
5.83000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AR7
200000.00000000
PA
USD
161284.00000000
0.001963889399
Long
DBT
US
N
2
2052-04-15
Fixed
3.00000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAM1
150000.00000000
PA
USD
145515.00000000
0.001771876726
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
700000.00000000
PA
USD
785855.00000000
0.009569035393
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEW5
3000000.00000000
PA
USD
2919600.00000000
0.035550776841
Long
DBT
USGSE
US
N
2
2023-09-08
Fixed
0.25000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABK8
50000.00000000
PA
USD
51854.50000000
0.000631411069
Long
DBT
US
N
2
2028-12-01
Fixed
4.15000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBH1
250000.00000000
PA
USD
222510.00000000
0.002709413397
Long
DBT
CORP
JP
N
2
2031-07-10
Fixed
2.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENLA5
302231.45000000
PA
USD
309023.51000000
0.003762853076
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7J5
2532970.26000000
PA
USD
2402450.38000000
0.029253657121
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
1.50000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CF3
300000.00000000
PA
USD
268632.00000000
0.003271022155
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKC3
1075000.00000000
PA
USD
1081600.50000000
0.013170207565
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.13000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AJ4
550000.00000000
PA
USD
567347.00000000
0.006908352715
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0BX5
200000.00000000
PA
USD
210780.00000000
0.002566581977
Long
DBT
NUSS
XX
N
2
2042-08-07
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NF78
745650.83000000
PA
USD
763480.42000000
0.009296589270
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.50000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
300000.00000000
PA
USD
298992.00000000
0.003640703476
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABM0
200000.00000000
PA
USD
197290.00000000
0.002402319757
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AP4
250000.00000000
PA
USD
254610.00000000
0.003100281987
Long
DBT
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BP9
100000.00000000
PA
USD
96583.00000000
0.001176051746
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.60000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AM8
200000.00000000
PA
USD
217272.00000000
0.002645632410
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.20000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
1400000.00000000
PA
USD
1312444.00000000
0.015981094588
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.70000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAX3
600000.00000000
PA
USD
615024.00000000
0.007488896073
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.40000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CX4
250000.00000000
PA
USD
231382.50000000
0.002817450206
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKU5
295718.05000000
PA
USD
297271.73000000
0.003619756451
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
450000.00000000
PA
USD
365805.00000000
0.004454258090
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CS7
800000.00000000
PA
USD
725176.00000000
0.008830171991
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ2U1
76196.68000000
PA
USD
80936.14000000
0.000985526322
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4H2
572521.48000000
PA
USD
553586.08000000
0.006740791612
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8DH1
108694.90000000
PA
USD
106132.91000000
0.001292337100
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7TX1
123704.71000000
PA
USD
124218.41000000
0.001512556848
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-LC15 Mortgage Trust
12591TAE6
400000.00000000
PA
USD
404826.52000000
0.004929407203
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
4.01000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TDW2
350000.00000000
PA
USD
352054.50000000
0.004286823868
Long
DBT
CORP
US
N
2
2024-04-17
Fixed
2.90000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEH3
183000.00000000
PA
USD
220509.51000000
0.002685054247
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
5.70000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAM6
150000.00000000
PA
USD
131673.00000000
0.001603328346
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.90000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RQ66
200000.00000000
PA
USD
194198.00000000
0.002364669735
Long
DBT
CORP
US
N
2
2025-02-06
Fixed
1.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178DBU4
33806.53000000
PA
USD
34882.01000000
0.000424743990
Long
ABS-MBS
USGA
US
N
2
2042-07-15
Fixed
3.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
1200000.00000000
PA
USD
1209144.00000000
0.014723252676
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412F7Y7
300000.00000000
PA
USD
369722.70000000
0.004501962323
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
5.77000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DN4
250000.00000000
PA
USD
239352.50000000
0.002914497641
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NNA2
596405.14000000
PA
USD
610666.05000000
0.007435831096
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PVCT5
26725.08000000
PA
USD
27545.26000000
0.000335407381
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
4.00000000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
19416QEG1
200000.00000000
PA
USD
203338.00000000
0.002475963783
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHA0
475000.00000000
PA
USD
482395.75000000
0.005873936038
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.95000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BK5
93000.00000000
PA
USD
94380.12000000
0.001149228176
Long
DBT
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BH7
500000.00000000
PA
USD
499500.00000000
0.006082207505
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857TAH0
300000.00000000
PA
USD
382182.00000000
0.004653674131
Long
DBT
CORP
GB
N
2
2030-02-15
Fixed
7.88000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAW2
150000.00000000
PA
USD
156808.50000000
0.001909393064
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.25000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAW5
700000.00000000
PA
USD
715414.00000000
0.008711304104
Long
DBT
CORP
GB
N
2
2028-05-09
Fixed
4.84000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAE6
500000.00000000
PA
USD
525110.00000000
0.006394050016
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P73E1
125327.39000000
PA
USD
128468.41000000
0.001564307362
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.50000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BK4
200000.00000000
PA
USD
167556.00000000
0.002040260982
Long
DBT
CORP
US
N
2
2050-04-24
Fixed
3.13000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAK5
300000.00000000
PA
USD
305394.00000000
0.003718658015
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QRMU1
571677.64000000
PA
USD
582324.24000000
0.007090724450
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CD0
288000.00000000
PA
USD
305818.56000000
0.003723827709
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ4P2
75610.39000000
PA
USD
74941.20000000
0.000912528386
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
3.00000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAH3
650000.00000000
PA
USD
631358.00000000
0.007687788520
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBV4
1865914.65000000
PA
USD
1828347.05000000
0.022263035334
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CX9
150000.00000000
PA
USD
152133.00000000
0.001852461410
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MFPX9
28327.03000000
PA
USD
28215.74000000
0.000343571542
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BYN0
836271.13000000
PA
USD
831909.17000000
0.010129818213
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BN0
200000.00000000
PA
USD
198440.00000000
0.002416322837
Long
DBT
CORP
GB
N
2
2024-05-22
Fixed
2.36000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBY1
200000.00000000
PA
USD
200346.00000000
0.002439531421
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CCW2
462478.51000000
PA
USD
477807.37000000
0.005818065208
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAV0
1050000.00000000
PA
USD
1195152.00000000
0.014552877806
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG41
2393400.64000000
PA
USD
2426863.64000000
0.029550927418
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAK5
400000.00000000
PA
USD
388564.00000000
0.004731385139
Long
DBT
CORP
ES
N
2
2024-06-30
Fixed
0.70000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAX8
200000.00000000
PA
USD
186354.00000000
0.002269156551
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
AMDOCS LTD
549300HQV672RJ7RQV66
Amdocs Ltd
02342TAE9
250000.00000000
PA
USD
227787.50000000
0.002773675359
Long
DBT
CORP
GG
N
2
2030-06-15
Fixed
2.54000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5Q4
748433.93000000
PA
USD
718451.82000000
0.008748294397
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCY9
255027.58000000
PA
USD
262894.92000000
0.003201164075
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.00000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAK8
200000.00000000
PA
USD
205740.00000000
0.002505211956
Long
DBT
US
N
2
2029-08-15
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U4C3
786149.40000000
PA
USD
795317.71000000
0.009684258948
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.50000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
375000.00000000
PA
USD
393236.25000000
0.004788277219
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AK7
100000.00000000
PA
USD
101069.00000000
0.001230675936
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.88000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AL4
800000.00000000
PA
USD
830848.00000000
0.010116896779
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00000000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AG4
150000.00000000
PA
USD
145671.00000000
0.001773776275
Long
DBT
CORP
JP
N
2
2029-07-02
Fixed
2.76000000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22546QAP2
1050000.00000000
PA
USD
1062526.50000000
0.012937951256
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.63000000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CC5
300000.00000000
PA
USD
272784.00000000
0.003321579363
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.05000000
N
N
N
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AU6
644000.00000000
PA
USD
656654.60000000
0.007995814887
Long
DBT
NUSS
PL
N
2
2026-04-06
Fixed
3.25000000
N
N
N
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
75968NAD3
200000.00000000
PA
USD
200654.00000000
0.002443281811
Long
DBT
CORP
BM
N
2
2029-04-15
Fixed
3.60000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G06G3
4000000.00000000
PA
USD
3719320.00000000
0.045288640677
Long
DBT
USGSE
US
N
2
2025-11-07
Fixed
0.50000000
N
N
N
N
N
N
CITY OF HOPE/THE
549300QIQJNNQEIXBL15
City of Hope
17858PAA9
195000.00000000
PA
USD
238130.10000000
0.002899612975
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.62000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AM5
500000.00000000
PA
USD
519315.00000000
0.006323486667
Long
DBT
CORP
NL
N
2
2028-10-02
Fixed
4.55000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy Inc
745332CB0
200000.00000000
PA
USD
244190.00000000
0.002973401903
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
5.80000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FRB2
200000.00000000
PA
USD
185223.20000000
0.002255387261
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
3.11000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DZF1
50729.48000000
PA
USD
54052.26000000
0.000658172295
Long
ABS-MBS
USGA
US
N
2
2033-09-20
Fixed
5.00000000
N
N
N
N
N
N
Healthcare Trust of America Holdings LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAF1
250000.00000000
PA
USD
253255.00000000
0.003083782706
Long
DBT
US
N
2
2027-07-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKK53
553204.98000000
PA
USD
577584.63000000
0.007033012155
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.50000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AQ6
255000.00000000
PA
USD
258929.55000000
0.003152879384
Long
DBT
CORP
NL
N
2
2029-04-09
Fixed
4.05000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058HT3
1450000.00000000
PA
USD
1416142.50000000
0.017243788872
Long
DBT
NUSS
XX
N
2
2025-01-15
Fixed
1.63000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAM3
250000.00000000
PA
USD
251415.00000000
0.003061377777
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWHJ6
633437.72000000
PA
USD
642370.52000000
0.007821883479
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AY6
150000.00000000
PA
USD
137428.50000000
0.001673410718
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.88000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HB2
300000.00000000
PA
USD
303963.00000000
0.003701233313
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DU91
133217.48000000
PA
USD
131934.21000000
0.001606508993
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.50000000
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
186118.00000000
0.002266282875
Long
DBT
CORP
US
N
2
2061-06-15
Fixed
3.60000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
500000.00000000
PA
USD
482610.00000000
0.005876544873
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAL7
250000.00000000
PA
USD
234515.00000000
0.002855593379
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.80000000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AL8
150000.00000000
PA
USD
139527.00000000
0.001698963296
Long
DBT
CORP
US
N
2
2051-06-11
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V7D6
12468461.76000000
PA
USD
11908612.49000000
0.145006310837
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.00000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687GA8
550000.00000000
PA
USD
555549.50000000
0.006764699376
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAW9
250000.00000000
PA
USD
266767.50000000
0.003248318900
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BK4
250000.00000000
PA
USD
245500.00000000
0.002989353238
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.40000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAA2
350000.00000000
PA
USD
354406.50000000
0.004315463211
Long
DBT
US
N
2
2027-12-15
Fixed
3.88000000
N
N
N
N
N
N
STERIS PLC
549300BRDKZ1HFI2J358
STERIS Irish FinCo UnLtd Co
85917PAB3
150000.00000000
PA
USD
140478.00000000
0.001710543235
Long
DBT
CORP
IE
N
2
2051-03-15
Fixed
3.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDG3
500000.00000000
PA
USD
507040.00000000
0.006174019005
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A8EC9
354364.26000000
PA
USD
358777.32000000
0.004368684901
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AB2
250000.00000000
PA
USD
261567.50000000
0.003185000623
Long
DBT
CORP
MX
N
2
2043-05-10
Fixed
4.38000000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AE2
150000.00000000
PA
USD
150142.50000000
0.001828223904
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.38000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
500000.00000000
PA
USD
460055.00000000
0.005601901849
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
LINDE INC/CT
ZU69GUVJQGZ6Z1UOOO79
Linde Inc/CT
74005PBS2
100000.00000000
PA
USD
76086.00000000
0.000926468148
Long
DBT
CORP
US
N
2
2050-08-10
Fixed
2.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUX5
500000.00000000
PA
USD
501390.00000000
0.006105221263
Long
DBT
CORP
US
N
2
2024-03-07
Fixed
2.60000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CZ1
200000.00000000
PA
USD
198662.00000000
0.002419026040
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
1.63000000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866AX6
460000.00000000
PA
USD
450119.20000000
0.005480917670
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.30000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
1131000.00000000
PA
USD
997496.76000000
0.012146110670
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.14000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ED8
1000000.00000000
PA
USD
899620.00000000
0.010954305337
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
1.65000000
N
N
N
N
N
N
CLECO CORPORATE HOLDINGS
5493002H80P81B3HXL31
Cleco Corporate Holdings LLC
18551PAC3
370000.00000000
PA
USD
375642.50000000
0.004574045310
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.74000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCC3
16000000.00000000
PA
USD
15296250.08000000
0.186256190266
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.25000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AX2
175000.00000000
PA
USD
168078.75000000
0.002046626295
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
3.38000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAP8
450000.00000000
PA
USD
473076.00000000
0.005760453248
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
5.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8H7
350000.00000000
PA
USD
356034.00000000
0.004335280614
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.75000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAB6
350000.00000000
PA
USD
360454.50000000
0.004389107237
Long
DBT
CORP
US
N
2
2025-09-21
Fixed
3.80000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159HB5
600000.00000000
PA
USD
621048.00000000
0.007562247861
Long
DBT
CORP
CA
N
2
2025-12-16
Fixed
4.50000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EU3
1050000.00000000
PA
USD
989824.50000000
0.012052688694
Long
DBT
NUSS
XX
N
2
2025-04-29
Fixed
0.63000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBA7
150000.00000000
PA
USD
155427.00000000
0.001892571102
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.63000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECL3
350000.00000000
PA
USD
296401.00000000
0.003609153927
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.82000000
N
N
N
N
N
N
Interstate Power & Light Co
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AP9
250000.00000000
PA
USD
258152.50000000
0.003143417563
Long
DBT
CORP
US
N
2
2028-09-26
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJUG3
21908.81000000
PA
USD
22819.79000000
0.000277867263
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.00000000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
172800.00000000
PA
USD
169855.49000000
0.002068260933
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UV90
350719.40000000
PA
USD
358328.15000000
0.004363215542
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6C1
8060993.62000000
PA
USD
7705285.67000000
0.093824116780
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E9YB0
208597.85000000
PA
USD
213420.73000000
0.002598737068
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9SL2
85329.45000000
PA
USD
82962.74000000
0.001010203403
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWL4
850000.00000000
PA
USD
852312.00000000
0.010378255141
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAA1
300000.00000000
PA
USD
297672.00000000
0.003624630375
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BC2
150000.00000000
PA
USD
143481.00000000
0.001747109539
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296TRZ8
145277.97000000
PA
USD
158794.69000000
0.001933578088
Long
ABS-MBS
USGA
US
N
2
2038-10-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJMS6
16928.26000000
PA
USD
18000.75000000
0.000219187781
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AZ5
200000.00000000
PA
USD
166190.00000000
0.002023627758
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.13000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
87031CAB9
500000.00000000
PA
USD
480530.00000000
0.005851217562
Long
DBT
NUSS
SE
N
2
2024-03-11
Fixed
0.38000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAK2
200000.00000000
PA
USD
187028.00000000
0.002277363574
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QPF2
228421.10000000
PA
USD
228933.36000000
0.002787628028
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFD1
450000.00000000
PA
USD
458370.00000000
0.005581384292
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CU9
550000.00000000
PA
USD
552964.50000000
0.006733222886
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8CV5
183315.29000000
PA
USD
191393.97000000
0.002330526207
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.50000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAP0
400000.00000000
PA
USD
363688.00000000
0.004428480246
Long
DBT
CORP
GB
N
2
2032-03-15
Fixed
2.90000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AV4
500000.00000000
PA
USD
649485.00000000
0.007908513596
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.95000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DV7
1250000.00000000
PA
USD
1166112.50000000
0.014199275674
Long
DBT
NUSS
XX
N
2
2026-04-20
Fixed
0.88000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAG4
200000.00000000
PA
USD
203466.00000000
0.002477522386
Long
DBT
CORP
FR
N
2
2024-01-15
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QT84
194456.93000000
PA
USD
215289.53000000
0.002621492683
Long
ABS-MBS
USGA
US
N
2
2044-11-20
Fixed
5.50000000
N
N
N
N
N
N
American Airlines 2017-2 Class AA Pass Through Trust
N/A
American Airlines 2017-2 Class AA Pass Through Trust
02376AAA7
40528.61000000
PA
USD
38783.85000000
0.000472255102
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCB9
500000.00000000
PA
USD
430985.00000000
0.005247928331
Long
DBT
CORP
US
N
2
2061-03-25
Fixed
4.10000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AN3
100000.00000000
PA
USD
110953.00000000
0.001351029368
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
6.00000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAL8
650000.00000000
PA
USD
581555.00000000
0.007081357729
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BK5
339000.00000000
PA
USD
330270.75000000
0.004021572040
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UZS4
1813731.70000000
PA
USD
1803050.13000000
0.021955005071
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.00000000
N
N
N
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964CAA4
250000.00000000
PA
USD
254930.00000000
0.003104178497
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBB9
250000.00000000
PA
USD
248695.00000000
0.003028257448
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.75000000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAF3
200000.00000000
PA
USD
191868.00000000
0.002336298277
Long
DBT
US
N
2
2030-02-15
Fixed
3.00000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550AW8
200000.00000000
PA
USD
198960.00000000
0.002422654665
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
1.88000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300NKHFE6ZRF37I48
Cenovus Energy Inc
448055AP8
200000.00000000
PA
USD
207708.00000000
0.002529175488
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RF95
217755.81000000
PA
USD
222285.07000000
0.002706674516
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
3.50000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBH5
250000.00000000
PA
USD
242940.00000000
0.002958181163
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBG5
150000.00000000
PA
USD
152652.00000000
0.001858781061
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FVUY0
570558.24000000
PA
USD
587056.63000000
0.007148348830
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VN22
7137329.36000000
PA
USD
6946416.51000000
0.084583676939
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
2.50000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AR8
150000.00000000
PA
USD
137466.00000000
0.001673867341
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A7ZK4
90072.43000000
PA
USD
94562.30000000
0.001151446508
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXY1
388717.64000000
PA
USD
404183.70000000
0.004921579847
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCJ0
10480067.36000000
PA
USD
10019231.65000000
0.122000091968
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JD7
700000.00000000
PA
USD
665609.00000000
0.008104848959
Long
DBT
CORP
DE
N
2
2029-09-14
Fixed
1.75000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCZ2
500000.00000000
PA
USD
496840.00000000
0.006049817771
Long
DBT
CORP
US
N
2
2024-06-27
Fixed
2.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QA9
2472000.00000000
PA
USD
2834688.75000000
0.034516847227
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BL7
200000.00000000
PA
USD
233946.00000000
0.002848664898
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.45000000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
748148QR7
468000.00000000
PA
USD
612944.28000000
0.007463572172
Long
DBT
NUSS
CA
N
2
2029-09-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZM5
58511.74000000
PA
USD
58168.60000000
0.000708295286
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
21600000.00000000
PA
USD
19235812.61000000
0.234226634285
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.88000000
N
N
N
N
N
N
LYB International Finance BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAB5
250000.00000000
PA
USD
278447.50000000
0.003390541490
Long
DBT
CORP
NL
N
2
2043-07-15
Fixed
5.25000000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AU8
100000.00000000
PA
USD
99098.00000000
0.001206675874
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
3.35000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DQ3
200000.00000000
PA
USD
222904.00000000
0.002714210974
Long
DBT
CORP
US
N
2
2044-04-22
Fixed
4.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEN5
550000.00000000
PA
USD
693720.50000000
0.008447151214
Long
DBT
CORP
US
N
2
2042-02-07
Fixed
5.88000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAN8
250000.00000000
PA
USD
327112.50000000
0.003983115320
Long
DBT
NUSS
MX
N
2
2033-04-08
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AQML4
171785.58000000
PA
USD
184752.77000000
0.002249659027
Long
ABS-MBS
USGA
US
N
2
2040-03-15
Fixed
5.00000000
N
N
N
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
Fortive Corp
34959JAH1
250000.00000000
PA
USD
263305.00000000
0.003206157451
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.30000000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AX2
150000.00000000
PA
USD
133380.00000000
0.001624113787
Long
DBT
CORP
US
N
2
2052-05-07
Fixed
3.45000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBM4
300000.00000000
PA
USD
245547.00000000
0.002989925538
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M9A87
523901.22000000
PA
USD
534679.78000000
0.006510577318
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDU58
158240.29000000
PA
USD
155380.50000000
0.001892004891
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J8TV2
98334.85000000
PA
USD
98197.35000000
0.001195709027
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDL2
17000000.00000000
PA
USD
16017187.50000000
0.195034750800
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AE7
1050000.00000000
PA
USD
1401445.50000000
0.017064829506
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.38000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BK2
200000.00000000
PA
USD
186008.00000000
0.002264943450
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries Inc
608190AL8
200000.00000000
PA
USD
196528.00000000
0.002393041194
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.63000000
N
N
N
N
N
N
GOLDMAN SACHS BDC INC
6D01AGSGBNZIJSN77043
Goldman Sachs BDC Inc
38147UAD9
150000.00000000
PA
USD
143974.50000000
0.001753118687
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.88000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Chile Government International Bond
168863CE6
450000.00000000
PA
USD
440698.50000000
0.005366205654
Long
DBT
NUSS
CL
N
2
2047-06-21
Fixed
3.86000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAW7
400000.00000000
PA
USD
354456.00000000
0.004316065952
Long
DBT
CORP
US
N
2
2031-07-28
Fixed
1.80000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCC7
292000.00000000
PA
USD
300996.52000000
0.003665111697
Long
DBT
CORP
US
N
2
2028-03-27
Fixed
3.88000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BR2
250000.00000000
PA
USD
219607.50000000
0.002674070840
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.15000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
17401QAQ4
250000.00000000
PA
USD
253215.00000000
0.003083295642
Long
DBT
CORP
US
N
2
2023-03-29
Fixed
3.70000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AL5
400000.00000000
PA
USD
439544.00000000
0.005352147779
Long
DBT
CORP
US
N
2
2048-09-26
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JNYY7
65436.72000000
PA
USD
69471.86000000
0.000845930467
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MK74
46318.17000000
PA
USD
47448.09000000
0.000577756014
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
3.50000000
N
N
N
N
N
N
GEORGE WASHINGTON UNIVER
5493002S4P5IVD462L47
George Washington University/The
372546AT8
125000.00000000
PA
USD
136918.75000000
0.001667203701
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.30000000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747BB2
150000.00000000
PA
USD
138471.00000000
0.001686104815
Long
DBT
US
N
2
2026-02-15
Fixed
1.25000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EU8
100000.00000000
PA
USD
101491.00000000
0.001235814458
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.50000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAT2
250000.00000000
PA
USD
262272.50000000
0.003193585120
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.20000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718EP0
400000.00000000
PA
USD
401176.00000000
0.004884956312
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
2.70000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NR2
150000.00000000
PA
USD
162924.00000000
0.001983859010
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MJSP5
51221.01000000
PA
USD
51780.30000000
0.000630507566
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAY5
450000.00000000
PA
USD
527814.00000000
0.006426975519
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
6.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285P1
7776000.00000000
PA
USD
7859075.60000000
0.095696753950
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.88000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAT0
300000.00000000
PA
USD
357156.00000000
0.004348942750
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.95000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
600000.00000000
PA
USD
655590.00000000
0.007982851688
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DM7
1350000.00000000
PA
USD
1327401.00000000
0.016163219869
Long
DBT
NUSS
XX
N
2
2023-05-24
Fixed
0.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
2050000.00000000
PA
USD
1780876.00000000
0.021684999745
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.53000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BT5
300000.00000000
PA
USD
263178.00000000
0.003204611024
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TV77
310100.03000000
PA
USD
325904.68000000
0.003968408189
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
4.50000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
State of Israel
46513JXM8
500000.00000000
PA
USD
488845.00000000
0.005952465921
Long
DBT
NUSS
IL
N
2
2030-01-15
Fixed
2.50000000
N
N
N
N
N
N
Hungary Government International Bond
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AJ5
550000.00000000
PA
USD
575993.00000000
0.007013631526
Long
DBT
NUSS
HU
N
2
2023-11-22
Fixed
5.75000000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAP9
350000.00000000
PA
USD
416573.50000000
0.005072445381
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
7.00000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AK0
350000.00000000
PA
USD
374335.50000000
0.004558130505
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
4.65000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AT0
250000.00000000
PA
USD
245592.50000000
0.002990479573
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MGQ9
135095.98000000
PA
USD
148601.80000000
0.001809463429
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.50000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AJ4
250000.00000000
PA
USD
257510.00000000
0.003135594103
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300RD723OFH36TP29
Wells Fargo Commercial Mortgage Trust 2015-NXS4
94989XBC8
2000000.00000000
PA
USD
2021417.00000000
0.024613969266
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.72000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D54Q2
325135.24000000
PA
USD
322985.20000000
0.003932858873
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAE7
200000.00000000
PA
USD
202228.00000000
0.002462447766
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.55000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCD5
150000.00000000
PA
USD
162246.00000000
0.001975603281
Long
DBT
CORP
US
N
2
2048-03-27
Fixed
4.42000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XW20
650000.00000000
PA
USD
661524.50000000
0.008055113671
Long
DBT
CORP
CA
N
2
2023-10-05
Fixed
3.70000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DH0
300000.00000000
PA
USD
305031.00000000
0.003714237912
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JASY2
39361.45000000
PA
USD
40991.17000000
0.000499132736
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36180CYS2
261501.28000000
PA
USD
269820.39000000
0.003285492694
Long
ABS-MBS
USGA
US
N
2
2043-01-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7YP8
6293334.62000000
PA
USD
6192482.23000000
0.075403327117
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
800000.00000000
PA
USD
815008.00000000
0.009924019568
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
1500000.00000000
PA
USD
1379205.00000000
0.016794016020
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.69000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AH9
150000.00000000
PA
USD
122395.50000000
0.001490360017
Long
DBT
CORP
US
N
2
2050-08-12
Fixed
2.34000000
N
N
N
N
N
N
TRUSTEES OF BOSTON COLL
549300Q2G2ZLXN1EX541
Trustees of Boston College
89838LAG9
150000.00000000
PA
USD
137214.00000000
0.001670798840
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LWTY7
32410.24000000
PA
USD
33385.19000000
0.000406517824
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
4.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
400000.00000000
PA
USD
370560.00000000
0.004512157784
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCU3
500000.00000000
PA
USD
533735.00000000
0.006499073118
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.25000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBE8
250000.00000000
PA
USD
226860.00000000
0.002762381570
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GKZN9
317715.53000000
PA
USD
324952.51000000
0.003956814004
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
3.50000000
N
N
N
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
Fortinet Inc
34959EAA7
200000.00000000
PA
USD
182140.00000000
0.002217844394
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3X8
8007087.44000000
PA
USD
7445050.60000000
0.090655340612
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
Legg Mason Inc
OWUNCC6U1ZJXMZKFBJ36
Legg Mason Inc
524901AV7
250000.00000000
PA
USD
263902.50000000
0.003213432965
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
1050000.00000000
PA
USD
1062673.50000000
0.012939741215
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.89000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAR2
350000.00000000
PA
USD
335450.50000000
0.004084643741
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EQ2
300000.00000000
PA
USD
290664.00000000
0.003539296821
Long
DBT
CORP
US
N
2
2029-09-24
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLP5
166339.12000000
PA
USD
161820.94000000
0.001970427499
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
2.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
750000.00000000
PA
USD
675922.50000000
0.008230432237
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXQ0
487826.95000000
PA
USD
441588.82000000
0.005377046717
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
1.50000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAV3
300000.00000000
PA
USD
314094.00000000
0.003824594362
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.45000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BJ0
200000.00000000
PA
USD
200752.00000000
0.002444475117
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.85000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FK9
700000.00000000
PA
USD
655529.00000000
0.007982108916
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AS1
250000.00000000
PA
USD
275757.50000000
0.003357786458
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
5.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAZ4
300000.00000000
PA
USD
308154.00000000
0.003752265408
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HS6
1100000.00000000
PA
USD
1118645.00000000
0.013621283312
Long
DBT
CORP
DE
N
2
2028-04-03
Fixed
2.88000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859AT1
250000.00000000
PA
USD
257595.00000000
0.003136629113
Long
DBT
CORP
US
N
2
2028-08-03
Fixed
3.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FP8
3094000.00000000
PA
USD
3845261.88000000
0.046822183515
Long
DBT
UST
US
N
2
2031-02-15
Fixed
5.38000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAJ9
100000.00000000
PA
USD
102821.00000000
0.001252009325
Long
DBT
US
N
2
2026-02-15
Fixed
4.40000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CF4
850000.00000000
PA
USD
909848.50000000
0.011078853604
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416Y3D8
13615.68000000
PA
USD
13907.58000000
0.000169346921
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DN65
744501.69000000
PA
USD
724561.95000000
0.008822694955
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
2.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBL3
500000.00000000
PA
USD
508415.00000000
0.006190761819
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
3.63000000
N
N
N
N
N
N
GENPACT LUXEMBOURG SARL
549300875ZJZQ1PBR343
Genpact Luxembourg Sarl
37254BAC4
250000.00000000
PA
USD
249910.00000000
0.003043052007
Long
DBT
CORP
LU
N
2
2024-12-01
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417VPX5
86654.44000000
PA
USD
89043.66000000
0.001084248282
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
4.50000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AE1
350000.00000000
PA
USD
317264.50000000
0.003863200246
Long
DBT
CORP
US
N
2
2051-10-25
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FM5
2131000.00000000
PA
USD
2741831.18000000
0.033386158520
Long
DBT
UST
US
N
2
2030-05-15
Fixed
6.25000000
N
N
N
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
29266MAF6
200000.00000000
PA
USD
261856.00000000
0.003188513570
Long
DBT
CORP
NL
N
2
2036-07-15
Fixed
6.75000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBQ8
250000.00000000
PA
USD
247187.50000000
0.003009901236
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.05000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AS8
150000.00000000
PA
USD
149785.50000000
0.001823876861
Long
DBT
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAB5
150000.00000000
PA
USD
146577.00000000
0.001784808267
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
1.23000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CB0
1150000.00000000
PA
USD
1082713.50000000
0.013183760111
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AA9
245000.00000000
PA
USD
251517.00000000
0.003062619789
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EWAK1
307012.98000000
PA
USD
311190.29000000
0.003789237071
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBC6
200000.00000000
PA
USD
209116.00000000
0.002546320129
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2H2
522455.14000000
PA
USD
537953.29000000
0.006550437513
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412REL7
107485.19000000
PA
USD
116004.67000000
0.001412541490
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446HD4
450000.00000000
PA
USD
581782.50000000
0.007084127903
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UPA4
679418.24000000
PA
USD
697666.93000000
0.008495205280
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BW9
300000.00000000
PA
USD
343116.00000000
0.004177983404
Long
DBT
CORP
US
N
2
2036-02-23
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAS5
250000.00000000
PA
USD
253685.00000000
0.003089018640
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8AJ0
81099.85000000
PA
USD
81346.07000000
0.000990517872
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWAQ7
320091.51000000
PA
USD
328361.41000000
0.003998322787
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.50000000
N
N
N
N
N
N
RELX Capital Inc
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAB8
150000.00000000
PA
USD
151303.50000000
0.001842360927
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.50000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159MK9
650000.00000000
PA
USD
658352.50000000
0.008016489522
Long
DBT
CORP
CA
N
2
2024-02-11
Fixed
3.40000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KN0
150000.00000000
PA
USD
142509.00000000
0.001735273892
Long
DBT
CORP
US
N
2
2032-02-09
Fixed
2.72000000
N
N
N
N
N
N
BGC Partners Inc
TF1LXM1YNB81WKUH5G19
BGC Partners Inc
05541TAK7
250000.00000000
PA
USD
255840.00000000
0.003115259195
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
5.38000000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PAP0
400000.00000000
PA
USD
398360.00000000
0.004850667030
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AA2W3
119109.41000000
PA
USD
125404.82000000
0.001527003278
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UQ62
254927.56000000
PA
USD
264312.11000000
0.003218420618
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
4.50000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QBD6
250000.00000000
PA
USD
323460.00000000
0.003938640319
Long
DBT
CORP
US
N
2
2037-12-01
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X6WX9
112102.95000000
PA
USD
113449.13000000
0.001381423723
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.00000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CE7
350000.00000000
PA
USD
345103.50000000
0.004202184379
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
3.13000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAC5
200000.00000000
PA
USD
179220.00000000
0.002182288746
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AG0
500000.00000000
PA
USD
486150.00000000
0.005919650007
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.60000000
N
N
N
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AD4
100000.00000000
PA
USD
102069.00000000
0.001242852528
Long
DBT
CORP
US
N
2
2024-07-18
Fixed
4.25000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
600000.00000000
PA
USD
652464.00000000
0.007944787663
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802AH2
50000.00000000
PA
USD
54965.50000000
0.000669292445
Long
DBT
CORP
US
N
2
2036-11-17
Fixed
6.20000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AT3
100000.00000000
PA
USD
101375.00000000
0.001234401973
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.70000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BJ7
250000.00000000
PA
USD
228405.00000000
0.002781194404
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
22300000.00000000
PA
USD
19542117.30000000
0.237956381401
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.88000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JH4
123000.00000000
PA
USD
120862.26000000
0.001471690380
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.55000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBU2
200000.00000000
PA
USD
175140.00000000
0.002132608253
Long
DBT
CORP
JP
N
2
2031-09-13
Fixed
2.56000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLAC2
838000.00000000
PA
USD
848725.94000000
0.010334589153
Long
ABS-MBS
USGSE
US
N
2
2025-06-25
Variable
3.28000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
03835VAF3
150000.00000000
PA
USD
145828.50000000
0.001775694088
Long
DBT
CORP
JE
N
2
2046-10-01
Fixed
4.40000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MV4
250000.00000000
PA
USD
252860.00000000
0.003078972952
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.40000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EA4
750000.00000000
PA
USD
615525.00000000
0.007494996545
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EAY5
100000.00000000
PA
USD
98641.00000000
0.001201111172
Long
DBT
US
N
2
2026-10-15
Fixed
2.90000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
8935268Z9
550000.00000000
PA
USD
768119.00000000
0.009353071364
Long
DBT
CORP
CA
N
2
2039-01-15
Fixed
7.63000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C53
95002BAE3
4000000.00000000
PA
USD
3910859.04000000
0.047620933343
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
3.04000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AX7
450000.00000000
PA
USD
445158.00000000
0.005420507164
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.65000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368EDC3
300000.00000000
PA
USD
275526.00000000
0.003354967577
Long
DBT
CORP
CA
N
2
2027-01-22
Fixed
0.95000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAR2
250000.00000000
PA
USD
250837.50000000
0.003054345795
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EK9
200000.00000000
PA
USD
189854.00000000
0.002311774622
Long
DBT
NUSS
CA
N
2
2025-05-20
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVC3
3249271.26000000
PA
USD
3114103.40000000
0.037919165308
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBF4
400000.00000000
PA
USD
388616.00000000
0.004732018322
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.62000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAW9
300000.00000000
PA
USD
281316.00000000
0.003425470043
Long
DBT
US
N
2
2030-10-01
Fixed
2.70000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHG7
1000000.00000000
PA
USD
1017750.00000000
0.012392726102
Long
DBT
CORP
US
N
2
2029-03-05
Fixed
3.97000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AL3
365000.00000000
PA
USD
374424.30000000
0.004559211786
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSK2
111129.49000000
PA
USD
117599.24000000
0.001431957918
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
5.00000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BR9
700000.00000000
PA
USD
703395.00000000
0.008564953649
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DC1
500000.00000000
PA
USD
418875.00000000
0.005100469807
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZV5
11400000.00000000
PA
USD
10304531.25000000
0.125474068681
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
1300000.00000000
PA
USD
1367795.00000000
0.016655081110
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BM7
150000.00000000
PA
USD
133450.50000000
0.001624972237
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A4NP9
498336.49000000
PA
USD
518769.12000000
0.006316839709
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAJ4
500000.00000000
PA
USD
477320.00000000
0.005812130703
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AF7
250000.00000000
PA
USD
224080.00000000
0.002728530646
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
1.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZW3
581961.75000000
PA
USD
578548.88000000
0.007044753433
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABZ7
350000.00000000
PA
USD
326518.50000000
0.003975882425
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FS2
100000.00000000
PA
USD
105589.00000000
0.001285714130
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXH0
2413583.73000000
PA
USD
2346812.68000000
0.028576179570
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVA4
93987.14000000
PA
USD
94010.39000000
0.001144726125
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBJ9
1000000.00000000
PA
USD
893310.00000000
0.010877471044
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943DJ9
590070.24000000
PA
USD
615783.72000000
0.007498146873
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAJ4
250000.00000000
PA
USD
256292.50000000
0.003120769103
Long
DBT
CORP
CA
N
2
2044-06-10
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDD0
19000000.00000000
PA
USD
18473046.97000000
0.224938748598
Long
DBT
UST
US
N
2
2023-10-31
Fixed
0.38000000
N
N
N
N
N
N
TIMKEN CO
B0I35MLPFXZSE70ASS73
Timken Co/The
887389AK0
150000.00000000
PA
USD
154051.50000000
0.001875822201
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.50000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AS4
300000.00000000
PA
USD
328047.00000000
0.003994494345
Long
DBT
CORP
US
N
2
2035-04-27
Fixed
4.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CAA2
144164.56000000
PA
USD
157497.92000000
0.001917787850
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
5.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBC4
650000.00000000
PA
USD
691821.00000000
0.008424021778
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.05000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AU6
180000.00000000
PA
USD
182770.20000000
0.002225518082
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.38000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XAT3
300000.00000000
PA
USD
289152.00000000
0.003520885814
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUH3
5394090.18000000
PA
USD
5170738.06000000
0.062961965637
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AMUC7
256662.63000000
PA
USD
267636.34000000
0.003258898410
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.00000000
N
N
N
N
N
N
Enbridge Energy Partners LP
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAT3
300000.00000000
PA
USD
340641.00000000
0.004147846339
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.50000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AU0
200000.00000000
PA
USD
248686.00000000
0.003028147859
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.25000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JE4
150000.00000000
PA
USD
139503.00000000
0.001698671058
Long
DBT
NUSS
XX
N
2
2025-07-28
Fixed
0.38000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAX7
250000.00000000
PA
USD
240935.00000000
0.002933767097
Long
DBT
CORP
JP
N
2
2030-07-16
Fixed
3.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ADSF0
52146.31000000
PA
USD
56430.57000000
0.000687132004
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ4W7
429229.26000000
PA
USD
439955.98000000
0.005357164291
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AB7
145000.00000000
PA
USD
183108.90000000
0.002229642293
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVV9
305503.18000000
PA
USD
311788.50000000
0.003796521230
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAU9
250000.00000000
PA
USD
251320.00000000
0.003060221001
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.45000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EY5
250000.00000000
PA
USD
227595.00000000
0.002771331365
Long
DBT
CORP
US
N
2
2030-05-28
Fixed
1.70000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBJ0
300000.00000000
PA
USD
306324.00000000
0.003729982245
Long
DBT
CORP
US
N
2
2027-03-19
Fixed
3.29000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
86722TAB8
150000.00000000
PA
USD
194676.00000000
0.002370490146
Long
DBT
CORP
CA
N
2
2039-06-01
Fixed
6.85000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DM8
300000.00000000
PA
USD
282354.00000000
0.003438109345
Long
DBT
NUSS
KR
N
2
2027-01-18
Fixed
1.63000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JA5
500000.00000000
PA
USD
471295.00000000
0.005738766739
Long
DBT
NUSS
XX
N
2
2029-10-09
Fixed
1.63000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664BU4
250000.00000000
PA
USD
270925.00000000
0.003298943079
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.40000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
300000.00000000
PA
USD
333783.00000000
0.004064339274
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBD8
200000.00000000
PA
USD
171652.00000000
0.002090136301
Long
DBT
US
N
2
2050-03-01
Fixed
3.05000000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
50000.00000000
PA
USD
49220.50000000
0.000599337926
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ4C1
291007.22000000
PA
USD
302505.94000000
0.003683491288
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-C42
95001GAE3
2400000.00000000
PA
USD
2428536.00000000
0.029571291062
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.59000000
N
N
N
N
N
N
Dell Inc
3E70L4WYANTIWWIPHC81
Dell Inc
247025AE9
50000.00000000
PA
USD
56926.50000000
0.000693170741
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
7.10000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DD8
500000.00000000
PA
USD
516075.00000000
0.006284034511
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BC3
150000.00000000
PA
USD
152128.50000000
0.001852406615
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAC1
200000.00000000
PA
USD
177074.00000000
0.002156157781
Long
DBT
US
N
2
2031-07-15
Fixed
2.38000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BJ1
100000.00000000
PA
USD
100042.00000000
0.001218170577
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.40000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AU9
300000.00000000
PA
USD
329700.00000000
0.004014622251
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.25000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DM6
650000.00000000
PA
USD
634439.00000000
0.007725304599
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060BD7
300000.00000000
PA
USD
262812.00000000
0.003200154392
Long
DBT
CORP
JP
N
2
2060-07-09
Fixed
3.38000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AK9
250000.00000000
PA
USD
255580.00000000
0.003112093281
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KKX1
290301.07000000
PA
USD
317499.84000000
0.003866065885
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AN87
95285.61000000
PA
USD
91245.45000000
0.001111058580
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
2.50000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713AT3
275000.00000000
PA
USD
326859.50000000
0.003980034642
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4ZK2
356515.75000000
PA
USD
389065.40000000
0.004737490482
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JP7
765000.00000000
PA
USD
770714.55000000
0.009384676317
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LYML8
194826.64000000
PA
USD
194493.09000000
0.002368262926
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297J4Y7
165487.14000000
PA
USD
178138.94000000
0.002169125120
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
5.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KB6
750000.00000000
PA
USD
786952.50000000
0.009582399202
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
4.15000000
N
N
N
N
N
N
Eaton Vance Corp
4JJ8ORNW1AFZPSV8GJ79
Eaton Vance Corp
278265AE3
123000.00000000
PA
USD
123929.88000000
0.001509043536
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
3.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBJ0
350000.00000000
PA
USD
361165.00000000
0.004397758705
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SCB1
213138.50000000
PA
USD
232299.21000000
0.002828612609
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
5.00000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BS4
200000.00000000
PA
USD
200326.00000000
0.002439287889
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.40000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
1000000.00000000
PA
USD
949050.00000000
0.011556194259
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
0778FPAA7
550000.00000000
PA
USD
595655.50000000
0.007253053759
Long
DBT
CORP
CA
N
2
2048-04-01
Fixed
4.46000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AR1
350000.00000000
PA
USD
346055.50000000
0.004213776495
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLV7
131711.92000000
PA
USD
143534.40000000
0.001747759769
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
5.00000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BT4
400000.00000000
PA
USD
440844.00000000
0.005367977348
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
3.95000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAY4
250000.00000000
PA
USD
251792.50000000
0.003065974440
Long
DBT
CORP
AU
N
2
2023-04-12
Fixed
2.88000000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BU6
250000.00000000
PA
USD
226422.50000000
0.002757054312
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Spirit Realty LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAC2
60000.00000000
PA
USD
61909.80000000
0.000753850350
Long
DBT
US
N
2
2026-09-15
Fixed
4.45000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCV4
950000.00000000
PA
USD
1006952.50000000
0.012261249355
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CF9
641000.00000000
PA
USD
600078.56000000
0.007306911554
Long
DBT
CORP
US
N
2
2062-03-17
Fixed
3.04000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
750000.00000000
PA
USD
697417.50000000
0.008492168073
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBE9
250000.00000000
PA
USD
253060.00000000
0.003081408270
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
3.41000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBH2
514578.50000000
PA
USD
525742.13000000
0.006401747204
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
200000.00000000
PA
USD
188864.00000000
0.002299719796
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VB3
15680000.00000000
PA
USD
15661625.08000000
0.190705212423
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BN5
300000.00000000
PA
USD
309924.00000000
0.003773817975
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KC4
950000.00000000
PA
USD
1013659.50000000
0.012342917755
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.25000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BR1
240000.00000000
PA
USD
247207.20000000
0.003010141115
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ACU9
381107.52000000
PA
USD
411168.05000000
0.005006625424
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BS2
750000.00000000
PA
USD
779827.50000000
0.009495640987
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056AS6
200000.00000000
PA
USD
242866.00000000
0.002957280096
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.35000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECH2
200000.00000000
PA
USD
203070.00000000
0.002472700456
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AL8
150000.00000000
PA
USD
149950.50000000
0.001825885999
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.10000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAH0
250000.00000000
PA
USD
254180.00000000
0.003095046053
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2M3
13533461.73000000
PA
USD
12944662.63000000
0.157621870271
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413BA9
150000.00000000
PA
USD
121936.50000000
0.001484770961
Long
DBT
CORP
US
N
2
2061-08-15
Fixed
3.38000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAU7
250000.00000000
PA
USD
241617.50000000
0.002942077621
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.63000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
1325000.00000000
PA
USD
1437439.50000000
0.017503113744
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VHT0
759929.94000000
PA
USD
767781.94000000
0.009348967122
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWR9
19457898.45000000
PA
USD
18146937.52000000
0.220967847008
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAF5
300000.00000000
PA
USD
378609.00000000
0.004610167169
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VTX8
1002085.26000000
PA
USD
994532.36000000
0.012110014382
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
3.00000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BHXJ1
400000.00000000
PA
USD
402399.33000000
0.004899852302
Long
ABS-MBS
USGSE
US
N
2
2025-11-25
Fixed
3.02000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EE9
1188000.00000000
PA
USD
1183592.52000000
0.014412122739
Long
DBT
NUSS
XX
N
2
2027-11-02
Fixed
2.50000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAT6
750000.00000000
PA
USD
770925.00000000
0.009387238880
Long
DBT
CORP
JP
N
2
2029-09-11
Fixed
4.25000000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222AV6
250000.00000000
PA
USD
230705.00000000
0.002809200565
Long
DBT
CORP
CA
N
2
2030-06-15
Fixed
2.45000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAE0
350000.00000000
PA
USD
320624.50000000
0.003904113594
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
1.75000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AM1
200000.00000000
PA
USD
204264.00000000
0.002487239306
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HMS9
500000.00000000
PA
USD
499310.00000000
0.006079893952
Long
DBT
CORP
US
N
2
2025-01-27
Fixed
2.80000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CJ9
50000.00000000
PA
USD
57625.00000000
0.000701676091
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.13000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EF0
500000.00000000
PA
USD
504710.00000000
0.006145647547
Long
DBT
NUSS
CA
N
2
2024-01-23
Fixed
2.95000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
450000.00000000
PA
USD
458329.50000000
0.005580891140
Long
DBT
NUSS
XX
N
2
2025-11-20
Fixed
3.13000000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBD4
800000.00000000
PA
USD
792100.75000000
0.009645087340
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
3.18000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBD5
683000.00000000
PA
USD
662448.53000000
0.008066365207
Long
DBT
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJMB3
93492.89000000
PA
USD
99416.12000000
0.001210549491
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHF9
1150000.00000000
PA
USD
1157900.50000000
0.014099281504
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AL4
300000.00000000
PA
USD
296775.00000000
0.003613707972
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.45000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576AB5
300000.00000000
PA
USD
270678.00000000
0.003295935461
Long
DBT
CORP
US
N
2
2051-05-20
Fixed
3.50000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFM1
250000.00000000
PA
USD
229197.50000000
0.002790844353
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W1KQ9
87588.88000000
PA
USD
87321.95000000
0.001063283723
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
2.50000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BM8
100000.00000000
PA
USD
130717.00000000
0.001591687524
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
6.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDL5
827738.98000000
PA
USD
822288.39000000
0.010012669904
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
El Paso Electric Co
OZ8GM8L4AHPKSWZMW205
El Paso Electric Co
283677AW2
269000.00000000
PA
USD
319507.44000000
0.003890511610
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBD4
250000.00000000
PA
USD
228170.00000000
0.002778332905
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.88000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAY1
100000.00000000
PA
USD
93288.00000000
0.001135929877
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
0.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
9882000.00000000
PA
USD
9634950.00000000
0.117320851255
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
700000.00000000
PA
USD
658546.00000000
0.008018845693
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBN4
1000000.00000000
PA
USD
973790.00000000
0.011857443136
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142CB7
600000.00000000
PA
USD
729966.00000000
0.008888497865
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
5.25000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBG3
350000.00000000
PA
USD
363646.50000000
0.004427974918
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A3U46
500000.00000000
PA
USD
644930.00000000
0.007853049221
Long
DBT
USGSE
US
N
2
2029-09-15
Fixed
6.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBA8
650000.00000000
PA
USD
682474.00000000
0.008310207177
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAK4
450000.00000000
PA
USD
484087.50000000
0.005894535787
Long
DBT
CORP
US
N
2
2045-11-20
Fixed
4.00000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AR9
150000.00000000
PA
USD
156771.00000000
0.001908936442
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.65000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGT0
750000.00000000
PA
USD
747585.00000000
0.009103037232
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.09000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CN7
250000.00000000
PA
USD
303930.00000000
0.003700831485
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
5.65000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CY7
50000.00000000
PA
USD
53735.00000000
0.000654309149
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
4.80000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350BL8
150000.00000000
PA
USD
181425.00000000
0.002209138131
Long
DBT
CORP
US
N
2
2068-11-15
Fixed
5.85000000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RBH4
270000.00000000
PA
USD
270572.40000000
0.003294649613
Long
DBT
CORP
US
N
2
2023-09-20
Fixed
2.20000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAB4
350000.00000000
PA
USD
362022.50000000
0.004408200133
Long
DBT
CORP
XX
N
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
14162VAB2
200000.00000000
PA
USD
204798.00000000
0.002493741606
Long
DBT
US
N
2
2026-08-15
Fixed
5.13000000
N
N
N
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AH2
100000.00000000
PA
USD
102932.00000000
0.001253360926
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZ88
451246.10000000
PA
USD
436321.73000000
0.005312911513
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GLJ21
18645.17000000
PA
USD
19069.87000000
0.000232206018
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9HP9
397491.12000000
PA
USD
402396.26000000
0.004899814920
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.50000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAV5
250000.00000000
PA
USD
255637.50000000
0.003112793435
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.67000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36180CY78
153224.75000000
PA
USD
154631.79000000
0.001882888155
Long
ABS-MBS
USGA
US
N
2
2043-01-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412QF95
93129.79000000
PA
USD
100475.57000000
0.001223449981
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.00000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBB5
200000.00000000
PA
USD
187280.00000000
0.002280432075
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RU4
4269000.00000000
PA
USD
4495457.13000000
0.054739345536
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.88000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CC1
650000.00000000
PA
USD
636460.50000000
0.007749919579
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJU2
630401.41000000
PA
USD
655910.54000000
0.007986754773
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
4.00000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AS4
250000.00000000
PA
USD
250880.00000000
0.003054863301
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.95000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCK5
400000.00000000
PA
USD
412264.00000000
0.005019970360
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QBL4
272453.29000000
PA
USD
306336.99000000
0.003730140419
Long
ABS-MBS
USGA
US
N
2
2044-04-20
Fixed
6.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7H1
200000.00000000
PA
USD
188852.00000000
0.002299573677
Long
DBT
CORP
CA
N
2
2025-06-10
Fixed
1.15000000
N
N
N
N
N
N
RICE UNIVERSITY
549300QPVG49ONTSJJ20
William Marsh Rice University
96926GAC7
150000.00000000
PA
USD
153034.50000000
0.001863438607
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
3.57000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FG7
350000.00000000
PA
USD
368966.50000000
0.004492754385
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.05000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
250000.00000000
PA
USD
246312.50000000
0.002999246718
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
DAYTON POWER & LIGHT CO/
1ELKY8G44MKGCQWG6864
Dayton Power & Light Co/The
240019BV0
150000.00000000
PA
USD
150246.00000000
0.001829484181
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.95000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAA3
500000.00000000
PA
USD
482225.00000000
0.005871856885
Long
DBT
CORP
US
N
2
2025-06-17
Fixed
2.20000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
300000.00000000
PA
USD
274413.00000000
0.003341415031
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.99000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDH1
450000.00000000
PA
USD
452250.00000000
0.005506863552
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
AXIS SPECIALTY FINAN PLC
N/A
AXIS Specialty Finance PLC
05464HAC4
150000.00000000
PA
USD
152128.50000000
0.001852406615
Long
DBT
CORP
GB
N
2
2027-12-06
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
1000000.00000000
PA
USD
934410.00000000
0.011377928958
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FKZZ2
600000.00000000
PA
USD
632032.32000000
0.007695999439
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Fixed
3.69000000
N
N
N
N
N
N
JAPAN INT'L COOP AGENCY
254900XEIG78M2AJB031
Japan International Cooperation Agency
47109LAB0
200000.00000000
PA
USD
199950.00000000
0.002434709490
Long
DBT
NUSS
JP
N
2
2027-04-27
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDMT5
351686.77000000
PA
USD
366058.84000000
0.004457348996
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.00000000
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
Aon Global Ltd
00185AAF1
400000.00000000
PA
USD
403816.00000000
0.004917102514
Long
DBT
CORP
GB
N
2
2024-06-14
Fixed
3.50000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
100000.00000000
PA
USD
121035.00000000
0.001473793764
Long
DBT
CORP
US
N
2
2057-05-15
Fixed
6.50000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DP5
300000.00000000
PA
USD
305262.00000000
0.003717050705
Long
DBT
CORP
US
N
2
2024-04-22
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335H4R1
14866.94000000
PA
USD
15337.16000000
0.000186754333
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
5.50000000
N
N
N
N
N
N
Dallas-Fort Worth International Airport
N/A
DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE
2350364X5
20000.00000000
PA
USD
18567.48000000
0.000226088621
Long
DBT
MUN
US
N
2
2045-11-01
Fixed
3.14000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBT5
250000.00000000
PA
USD
221047.50000000
0.002691605132
Long
DBT
CORP
JP
N
2
2032-07-09
Fixed
2.26000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8
61761QAG8
80000.00000000
PA
USD
80347.22000000
0.000978355284
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415YKQ1
35865.54000000
PA
USD
38106.63000000
0.000464008870
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T4Q5
584500.95000000
PA
USD
606017.96000000
0.007379233202
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
4.50000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CV2
350000.00000000
PA
USD
396676.00000000
0.004830161650
Long
DBT
CORP
CA
N
2
2049-01-20
Fixed
4.45000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
750000.00000000
PA
USD
762862.50000000
0.009289065111
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.38000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAE4
250000.00000000
PA
USD
246692.50000000
0.003003873823
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003AK4
200000.00000000
PA
USD
232202.00000000
0.002827428923
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
5.38000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DP0
850000.00000000
PA
USD
797036.50000000
0.009705187952
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBT2
100000.00000000
PA
USD
87332.00000000
0.001063406097
Long
DBT
US
N
2
2052-02-15
Fixed
3.40000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
400000.00000000
PA
USD
389004.00000000
0.004736742839
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UZT2
1159559.05000000
PA
USD
1173082.18000000
0.014284142621
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.50000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NQ4
250000.00000000
PA
USD
256810.00000000
0.003127070489
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.90000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AL2
900000.00000000
PA
USD
913617.00000000
0.011124741089
Long
DBT
CORP
GB
N
2
2025-11-16
Fixed
3.38000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BR0
600000.00000000
PA
USD
631200.00000000
0.007685864619
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVS6
112203.94000000
PA
USD
116869.43000000
0.001423071319
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENAA7
334235.03000000
PA
USD
354860.94000000
0.004320996741
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LPJ2
95904.93000000
PA
USD
104246.88000000
0.001269371683
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8GP2
1222920.11000000
PA
USD
1251194.62000000
0.015235285902
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
325000.00000000
PA
USD
298515.75000000
0.003634904374
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
450000.00000000
PA
USD
438210.00000000
0.005335904205
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187AB8
150000.00000000
PA
USD
149277.00000000
0.001817685064
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV27
812010.16000000
PA
USD
822705.03000000
0.010017743159
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
750000.00000000
PA
USD
693690.00000000
0.008446779828
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200HP9
300000.00000000
PA
USD
304251.00000000
0.003704740171
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.38000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FL5
375000.00000000
PA
USD
347418.75000000
0.004230376233
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AF9
250000.00000000
PA
USD
229407.50000000
0.002793401437
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABD4
250000.00000000
PA
USD
253310.00000000
0.003084452418
Long
DBT
US
N
2
2025-06-01
Fixed
3.38000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYC2
800000.00000000
PA
USD
720744.00000000
0.008776205337
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312940MG1
29595.42000000
PA
USD
31460.22000000
0.000383078250
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.50000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AJ1
300000.00000000
PA
USD
297051.00000000
0.003617068711
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSC7
378957.67000000
PA
USD
386895.42000000
0.004711067522
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
4.00000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CC0
300000.00000000
PA
USD
306360.00000000
0.003730420603
Long
DBT
NUSS
KR
N
2
2024-01-22
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ARUN9
83493.24000000
PA
USD
86128.46000000
0.001048751082
Long
ABS-MBS
USGA
US
N
2
2040-12-15
Fixed
3.50000000
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GR
N/A
PeaceHealth Obligated Group
70462GAC2
200000.00000000
PA
USD
175466.00000000
0.002136577822
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.22000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBP5
250000.00000000
PA
USD
252022.50000000
0.003068775057
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.70000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHNT5
39487.28000000
PA
USD
40796.09000000
0.000496757326
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CP2
400000.00000000
PA
USD
413512.00000000
0.005035166746
Long
DBT
CORP
US
N
2
2047-05-04
Fixed
4.05000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBQ0
450000.00000000
PA
USD
429939.00000000
0.005235191616
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
3.75000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBG0
500000.00000000
PA
USD
526960.00000000
0.006416576710
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.55000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AZ9
700000.00000000
PA
USD
705831.00000000
0.008594615827
Long
DBT
CORP
US
N
2
2024-08-22
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NLC0
782201.28000000
PA
USD
788140.05000000
0.009596859514
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
3.00000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DD6
500000.00000000
PA
USD
508830.00000000
0.006195815104
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
3.75000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DB1
200000.00000000
PA
USD
206440.00000000
0.002513735570
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.10000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HR0
1400000.00000000
PA
USD
1413874.00000000
0.017216166274
Long
DBT
NUSS
XX
N
2
2023-08-15
Fixed
2.88000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BD2
200000.00000000
PA
USD
202114.00000000
0.002461059635
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.50000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CG1
300000.00000000
PA
USD
374961.00000000
0.004565746963
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.25000000
N
N
N
N
N
N
First Horizon Corp
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517AD7
200000.00000000
PA
USD
202782.00000000
0.002469193598
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PWEA2
4300.91000000
PA
USD
4349.63000000
0.000052963668
Long
ABS-MBS
USGSE
US
N
2
2026-08-01
Fixed
3.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZT7
300000.00000000
PA
USD
275892.00000000
0.003359424210
Long
DBT
CORP
CA
N
2
2026-07-14
Fixed
1.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7B73
3358043.88000000
PA
USD
3221585.27000000
0.039227928143
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCP1
375000.00000000
PA
USD
344257.50000000
0.004191882983
Long
DBT
CORP
CA
N
2
2026-01-06
Fixed
0.75000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DJ4
500000.00000000
PA
USD
489250.00000000
0.005957397441
Long
DBT
NUSS
XX
N
2
2026-07-23
Fixed
2.00000000
N
N
N
N
N
N
UNITED AIR 2018-1 AA PTT
N/A
United Airlines 2018-1 Class AA Pass Through Trust
909318AA5
291863.67000000
PA
USD
285798.74000000
0.003480054537
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCS3
150000.00000000
PA
USD
162541.50000000
0.001979201463
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
5.65000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546BA1
325000.00000000
PA
USD
286659.75000000
0.003490538704
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.30000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
750000.00000000
PA
USD
686325.00000000
0.008357099231
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.59000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAX0
150000.00000000
PA
USD
151564.50000000
0.001845539017
Long
DBT
CORP
NO
N
2
2024-11-10
Fixed
3.25000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAW1
425000.00000000
PA
USD
368547.25000000
0.004487649349
Long
DBT
US
N
2
2031-04-01
Fixed
2.10000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DJ5
550000.00000000
PA
USD
508024.00000000
0.006186000772
Long
DBT
NUSS
KR
N
2
2026-12-29
Fixed
1.13000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
843000.00000000
PA
USD
854329.92000000
0.010402826529
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CA3
500000.00000000
PA
USD
486720.00000000
0.005926590664
Long
DBT
NUSS
PH
N
2
2041-03-01
Fixed
3.70000000
N
N
N
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503MAA6
350000.00000000
PA
USD
357000.00000000
0.004347043201
Long
DBT
CORP
US
N
2
2027-01-12
Fixed
3.65000000
N
N
N
N
N
N
NATIONAL GRID USA
MOM4570XTJ5YYX7JKH83
National Grid USA
49337WAJ9
150000.00000000
PA
USD
171637.50000000
0.002089959741
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5UA9
775052.84000000
PA
USD
813716.82000000
0.009908297396
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.50000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830AR0
300000.00000000
PA
USD
381753.00000000
0.004648450373
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
6.15000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400EV1
200000.00000000
PA
USD
229534.00000000
0.002794941776
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.75000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBN0
550000.00000000
PA
USD
557287.50000000
0.006785862292
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.38000000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BN0
150000.00000000
PA
USD
149148.00000000
0.001816114284
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.95000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AU3
250000.00000000
PA
USD
233510.00000000
0.002843355904
Long
DBT
CORP
US
N
2
2042-08-21
Fixed
3.88000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BQ7
250000.00000000
PA
USD
229752.50000000
0.002797602362
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.90000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDF3
200000.00000000
PA
USD
202780.00000000
0.002469169245
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.60000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAW2
100000.00000000
PA
USD
96238.00000000
0.001171850822
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.95000000
N
N
N
N
N
N
UNIV SOUTHERN CALIFORIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AB2
400000.00000000
PA
USD
373664.00000000
0.004549953924
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
3.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XTTW5
67381.67000000
PA
USD
70135.30000000
0.000854008904
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.00000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859AU8
150000.00000000
PA
USD
150795.00000000
0.001836169130
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
3.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBT7
18000000.00000000
PA
USD
16789218.84000000
0.204435461131
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBH2
200000.00000000
PA
USD
204406.00000000
0.002488968383
Long
DBT
CORP
GB
N
2
2024-01-16
Fixed
3.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HA2
300000.00000000
PA
USD
399315.00000000
0.004862295675
Long
DBT
CORP
US
N
2
2043-09-13
Fixed
6.68000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
800000.00000000
PA
USD
788984.00000000
0.009607135948
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
N
N
N
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AL0
350000.00000000
PA
USD
420444.50000000
0.005119580967
Long
DBT
CORP
AU
N
2
2040-11-02
Fixed
5.20000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AD9
200000.00000000
PA
USD
202766.00000000
0.002468998772
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.63000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFL7
250000.00000000
PA
USD
253060.00000000
0.003081408270
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAJ0
14900000.00000000
PA
USD
13789484.38000000
0.167908919697
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZZ8
993566.31000000
PA
USD
942369.44000000
0.011474847809
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
1.50000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CQ2
200000.00000000
PA
USD
204702.00000000
0.002492572654
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.15000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAJ7
150000.00000000
PA
USD
147988.50000000
0.001801995526
Long
DBT
CORP
US
N
2
2023-03-11
Fixed
0.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJSU5
221444.81000000
PA
USD
226060.75000000
0.002752649429
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RF0
825000.00000000
PA
USD
988498.50000000
0.012036542533
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.61000000
N
N
N
N
N
N
ROCKEFELLER FOUNDATION
549300JU3NX0IK5I9038
Rockefeller Foundation/The
77310VAA2
250000.00000000
PA
USD
207285.00000000
0.002524024790
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD2D2
453670.10000000
PA
USD
462642.39000000
0.005633407440
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCX0
400000.00000000
PA
USD
440288.00000000
0.005361207163
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.52000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56U1
3216961.92000000
PA
USD
3052622.07000000
0.037170532261
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
1.50000000
N
N
N
N
N
N
HOLLYFRONTIER CORP
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AC2
150000.00000000
PA
USD
146662.50000000
0.001785849365
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHL6
750000.00000000
PA
USD
759067.50000000
0.009242854945
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
3.86000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZW3
14500000.00000000
PA
USD
13473671.88000000
0.164063399862
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAV1
300000.00000000
PA
USD
315021.00000000
0.003835882063
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
4.30000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CU8
450000.00000000
PA
USD
465232.50000000
0.005664946152
Long
DBT
NUSS
ID
N
2
2070-04-15
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TJX4
2148991.58000000
PA
USD
2179037.40000000
0.026533248505
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
3.50000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477AN3
400000.00000000
PA
USD
406448.00000000
0.004949151303
Long
DBT
CORP
US
N
2
2024-12-16
Fixed
3.30000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AQ9
25000.00000000
PA
USD
25103.25000000
0.000305672023
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBJ6
400000.00000000
PA
USD
402124.00000000
0.004896499721
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.41000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAH6
250000.00000000
PA
USD
224815.00000000
0.002737480441
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
3.38000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAK1
350000.00000000
PA
USD
331282.00000000
0.004033885619
Long
DBT
CORP
LU
N
2
2049-11-15
Fixed
3.40000000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAR6
200000.00000000
PA
USD
188262.00000000
0.002292389488
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MQN3
637155.16000000
PA
USD
641685.19000000
0.007813538495
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408FGB9
1269.70000000
PA
USD
1319.51000000
0.000016067134
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
4.50000000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
748148PB3
150000.00000000
PA
USD
160083.00000000
0.001949265313
Long
DBT
NUSS
CA
N
2
2023-07-15
Fixed
7.50000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170BB9
150000.00000000
PA
USD
166347.00000000
0.002025539483
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GJS3
101752.49000000
PA
USD
111562.37000000
0.001358449417
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAE6
250000.00000000
PA
USD
216637.50000000
0.002637906363
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.80000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0CF3
750000.00000000
PA
USD
758985.00000000
0.009241850377
Long
DBT
NUSS
XX
N
2
2024-02-21
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERUC2
534093.23000000
PA
USD
555813.96000000
0.006767919597
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M4PV1
145373.31000000
PA
USD
153132.82000000
0.001864635810
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.00000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718ER6
350000.00000000
PA
USD
345275.00000000
0.004204272665
Long
DBT
CORP
US
N
2
2026-11-03
Fixed
2.45000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBC7
200000.00000000
PA
USD
203422.00000000
0.002476986616
Long
DBT
CORP
LU
N
2
2029-07-16
Fixed
4.25000000
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAB5
250000.00000000
PA
USD
259935.00000000
0.003165122338
Long
DBT
CORP
BM
N
2
2029-06-01
Fixed
4.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KAN8
156580.39000000
PA
USD
166788.43000000
0.002030914596
Long
ABS-MBS
USGA
US
N
2
2034-10-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHFE7
31973.91000000
PA
USD
36040.25000000
0.000438847405
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.50000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AV1
250000.00000000
PA
USD
211575.00000000
0.002576262368
Long
DBT
US
N
2
2033-02-01
Fixed
1.88000000
N
N
N
N
N
N
YALE UNIVERSITY
9SFB6DIM0FRWV0EV8S84
Yale University
98459LAB9
300000.00000000
PA
USD
271074.00000000
0.003300757391
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
1.48000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BY5
850000.00000000
PA
USD
866609.00000000
0.010552343871
Long
DBT
CORP
US
N
2
2026-02-23
Fixed
3.25000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAY0
150000.00000000
PA
USD
146239.50000000
0.001780698667
Long
DBT
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AD6
100000.00000000
PA
USD
118959.00000000
0.001448515160
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434CAD7
200000.00000000
PA
USD
202218.00000000
0.002462326000
Long
DBT
CORP
US
N
2
2024-06-23
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NBA5
677979.76000000
PA
USD
683127.24000000
0.008318161413
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X73K3
5070783.04000000
PA
USD
4729142.94000000
0.057584842208
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AE5
500000.00000000
PA
USD
463550.00000000
0.005644459037
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510AH5
100000.00000000
PA
USD
99177.00000000
0.001207637825
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.15000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AW3
250000.00000000
PA
USD
255520.00000000
0.003111362686
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CR56
254362.35000000
PA
USD
257139.75000000
0.003131085720
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
3.00000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FR0
400000.00000000
PA
USD
427512.00000000
0.005205639028
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.45000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
251799AA0
100000.00000000
PA
USD
130408.00000000
0.001587924957
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.95000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AW6
350000.00000000
PA
USD
439043.50000000
0.005346053395
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.95000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBC2
200000.00000000
PA
USD
202144.00000000
0.002461424932
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419JTQ1
277442.10000000
PA
USD
283616.03000000
0.003453476569
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
3.50000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBT6
350000.00000000
PA
USD
343630.00000000
0.004184242172
Long
DBT
CORP
JP
N
2
2024-09-27
Fixed
2.45000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-CCRE6 Mortgage Trust
12624XAD0
4950000.00000000
PA
USD
4954432.38000000
0.060328099711
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
3.10000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAL4
250000.00000000
PA
USD
226962.50000000
0.002763629671
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAV8
1000000.00000000
PA
USD
1033970.00000000
0.012590230418
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.20000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BHX51
221687.45000000
PA
USD
221964.55000000
0.002702771675
Long
ABS-MBS
USGSE
US
N
2
2024-11-25
Fixed
2.49000000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AY5
200000.00000000
PA
USD
197706.00000000
0.002407385219
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
2.85000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AJ2
250000.00000000
PA
USD
214787.50000000
0.002615379668
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.84000000
N
N
N
N
N
N
Asian Infrastructure Investment Bank/The
25490065OSV2524LCR32
Asian Infrastructure Investment Bank/The
04522KAA4
950000.00000000
PA
USD
944043.50000000
0.011495232154
Long
DBT
NUSS
XX
N
2
2024-05-16
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7ZQ1
1197068.01000000
PA
USD
1239475.33000000
0.015092584894
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
OEKB OEST. KONTROLLBANK
5299000OVRLMF858L016
Oesterreichische Kontrollbank AG
676167CA5
700000.00000000
PA
USD
679420.00000000
0.008273019866
Long
DBT
CORP
AT
N
2
2025-02-12
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBR1
18300000.00000000
PA
USD
17582296.88000000
0.214092448533
Long
DBT
UST
US
N
2
2024-03-15
Fixed
0.25000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DB6
150000.00000000
PA
USD
193834.50000000
0.002360243544
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
5.63000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBG9
500000.00000000
PA
USD
501055.00000000
0.006101142105
Long
DBT
CORP
US
N
2
2025-02-05
Fixed
3.20000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAS8
200000.00000000
PA
USD
206764.00000000
0.002517680786
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329NU48
640017.00000000
PA
USD
645954.89000000
0.007865528888
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAD3
500000.00000000
PA
USD
508735.00000000
0.006194658328
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LGU3
129668.58000000
PA
USD
132622.19000000
0.001614886244
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
CINCINNATI FINL CORP
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp
172062AE1
50000.00000000
PA
USD
61558.50000000
0.000749572714
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
6.13000000
N
N
N
N
N
N
American Airlines 2015-2 Class AA Pass Through Trust
N/A
American Airlines 2015-2 Class AA Pass Through Trust
02377BAB2
143157.38000000
PA
USD
138587.80000000
0.001687527041
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
3.60000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EP4
350000.00000000
PA
USD
332314.50000000
0.004046457949
Long
DBT
CORP
US
N
2
2049-09-24
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJN3
110912.30000000
PA
USD
109959.91000000
0.001338936916
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
3.00000000
N
N
N
N
N
N
New York City Water & Sewer System
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972FH25
300000.00000000
PA
USD
386255.10000000
0.004703270606
Long
DBT
MUN
US
N
2
2041-06-15
Fixed
5.75000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAX0
500000.00000000
PA
USD
434990.00000000
0.005296695580
Long
DBT
CORP
KY
N
2
2031-02-09
Fixed
2.13000000
N
N
N
N
N
N
Ohio State University/The
JFC10ZULKO4X2E3HBY86
OHIO ST UNIV
677632MV0
650000.00000000
PA
USD
766647.70000000
0.009335155945
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
4.91000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAK5
400000.00000000
PA
USD
403328.00000000
0.004911160337
Long
DBT
CORP
JP
N
2
2027-02-28
Fixed
3.66000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448BE2
255000.00000000
PA
USD
270600.90000000
0.003294996646
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DWS8
34918.81000000
PA
USD
35038.73000000
0.000426652305
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286G0
7982000.00000000
PA
USD
7991821.61000000
0.097313147901
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.38000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JQ4
100000.00000000
PA
USD
92046.00000000
0.001120806550
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJS8
1706481.22000000
PA
USD
1689166.53000000
0.020568290983
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BHP0
200000.00000000
PA
USD
199512.00000000
0.002429376143
Long
DBT
NUSS
CA
N
2
2023-02-24
Fixed
1.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294UAK9
648619.55000000
PA
USD
646497.14000000
0.007872131645
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312944HN4
82848.13000000
PA
USD
88068.36000000
0.001072372452
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
MONTEFIORE OBLIGATED GRP
N/A
Montefiore Obligated Group
61237WAG1
125000.00000000
PA
USD
107585.00000000
0.001310018607
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
4.29000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEX3
3000000.00000000
PA
USD
2784690.00000000
0.033908032868
Long
DBT
USGSE
US
N
2
2025-09-23
Fixed
0.38000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7J7
425000.00000000
PA
USD
412143.75000000
0.005018506125
Long
DBT
CORP
CA
N
2
2023-10-26
Fixed
0.50000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CW9
200000.00000000
PA
USD
175226.00000000
0.002133655440
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.45000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FC2
500000.00000000
PA
USD
468800.00000000
0.005708386143
Long
DBT
NUSS
XX
N
2
2026-04-14
Fixed
1.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BC6
50000.00000000
PA
USD
48607.50000000
0.000591873676
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AX9
350000.00000000
PA
USD
372767.50000000
0.004539037610
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
Steelcase Inc
GIE4CCPBJDI8SMV1OX95
Steelcase Inc
858155AE4
200000.00000000
PA
USD
209710.00000000
0.002553553024
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.13000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535AT1
200000.00000000
PA
USD
221734.00000000
0.002699964362
Long
DBT
CORP
US
N
2
2049-05-20
Fixed
5.00000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAH2
150000.00000000
PA
USD
128890.50000000
0.001569446979
Long
DBT
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AQ4
79000.00000000
PA
USD
90570.34000000
0.001102838041
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.35000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FK4M5
900000.00000000
PA
USD
958785.71000000
0.011674742024
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
4.06000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AR5
50000.00000000
PA
USD
51652.50000000
0.000628951397
Long
DBT
US
N
2
2026-10-15
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9BN9
276725.34000000
PA
USD
276139.83000000
0.003362441934
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBH7
350000.00000000
PA
USD
323183.00000000
0.003935267403
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCE3
250000.00000000
PA
USD
271970.00000000
0.003311667618
Long
DBT
CORP
US
N
2
2050-02-25
Fixed
4.35000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAF8
250000.00000000
PA
USD
215390.00000000
0.002622716065
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCE4
1250000.00000000
PA
USD
1159162.50000000
0.014114648362
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
3.33000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CP3
250000.00000000
PA
USD
255925.00000000
0.003116294205
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.30000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BQ9
250000.00000000
PA
USD
230550.00000000
0.002807313193
Long
DBT
CORP
US
N
2
2031-12-14
Fixed
2.45000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BK8
625000.00000000
PA
USD
643337.50000000
0.007833657999
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BB9
600000.00000000
PA
USD
580230.00000000
0.007065223745
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
16698000.00000000
PA
USD
15037331.80000000
0.183103448112
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AQ2
250000.00000000
PA
USD
242982.50000000
0.002958698668
Long
DBT
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142CK7
100000.00000000
PA
USD
138449.00000000
0.001685836930
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.50000000
N
N
N
N
N
N
JUNIPER NETWORKS INC
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203RAN4
150000.00000000
PA
USD
139707.00000000
0.001701155082
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
1.20000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884UAF6
200000.00000000
PA
USD
188810.00000000
0.002299062260
Long
DBT
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BJ6
50000.00000000
PA
USD
51628.50000000
0.000628659159
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.70000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBL2
300000.00000000
PA
USD
308451.00000000
0.003755881856
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBZ8
300000.00000000
PA
USD
314850.00000000
0.003833799865
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.25000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BR4
100000.00000000
PA
USD
101442.00000000
0.001235217805
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.60000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AX1
250000.00000000
PA
USD
232650.00000000
0.002832884036
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
1.40000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAG8
300000.00000000
PA
USD
321780.00000000
0.003918183645
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
850000.00000000
PA
USD
958349.50000000
0.011669430473
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FN9
281000.00000000
PA
USD
282048.13000000
0.003434384891
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CC0
245000.00000000
PA
USD
248929.80000000
0.003031116512
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
3.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YU8
7286000.00000000
PA
USD
7013913.44000000
0.085405559490
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BRH1
117102.60000000
PA
USD
117284.83000000
0.001428129476
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
3.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
400000.00000000
PA
USD
433176.00000000
0.005274607243
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.13000000
N
N
N
N
N
N
CSAIL 2015-C3 Commercial Mortgage Trust
549300ZAGI6FKGY8O078
CSAIL 2015-C3 Commercial Mortgage Trust
12635FAT1
300000.00000000
PA
USD
301370.21000000
0.003669661968
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.72000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JA2
1650000.00000000
PA
USD
1566493.50000000
0.019074551596
Long
DBT
NUSS
XX
N
2
2025-03-11
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CWT7
1140874.74000000
PA
USD
1168518.53000000
0.014228572919
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UAN9
45000.00000000
PA
USD
54076.05000000
0.000658461976
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.30000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAD1
200000.00000000
PA
USD
198236.00000000
0.002413838812
Long
DBT
US
N
2
2027-06-01
Fixed
4.50000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AR0
230000.00000000
PA
USD
226823.70000000
0.002761939560
Long
DBT
US
N
2
2031-08-15
Fixed
3.38000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CN4
200000.00000000
PA
USD
193416.00000000
0.002355147641
Long
DBT
NUSS
ID
N
2
2049-10-30
Fixed
3.70000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZA3
300000.00000000
PA
USD
293157.00000000
0.003569653064
Long
DBT
CORP
CA
N
2
2023-06-02
Fixed
0.30000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BD3
150000.00000000
PA
USD
174658.50000000
0.002126745224
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.05000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHM5
100000.00000000
PA
USD
100089.00000000
0.001218742876
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
3.10000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EG1
450000.00000000
PA
USD
386896.50000000
0.004711080672
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.80000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB59
300000.00000000
PA
USD
322614.00000000
0.003928338923
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BF6
225000.00000000
PA
USD
227335.50000000
0.002768171540
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.88000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BY5
250000.00000000
PA
USD
251790.00000000
0.003065943999
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.13000000
N
N
N
N
N
N
TCI Communications Inc
N/A
TCI Communications Inc
872287AL1
250000.00000000
PA
USD
297717.50000000
0.003625184410
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.13000000
N
N
N
N
N
N
AMERICAN UNIVERSITY
549300ZMGVN6I2E7LS27
American University/The
030360AD3
200000.00000000
PA
USD
195808.00000000
0.002384274048
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
3.67000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKP33
140471.83000000
PA
USD
145012.37000000
0.001765756406
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RZU6
1237559.35000000
PA
USD
1287637.07000000
0.015679030733
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
4.00000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JF2
1550000.00000000
PA
USD
1442554.00000000
0.017565390921
Long
DBT
CORP
DE
N
2
2025-07-18
Fixed
0.38000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAF6
300000.00000000
PA
USD
299550.00000000
0.003647498014
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.70000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CE8
150000.00000000
PA
USD
150001.50000000
0.001826507005
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
2.90000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BC2
100000.00000000
PA
USD
101052.00000000
0.001230468934
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
3.60000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BN9
100000.00000000
PA
USD
110856.00000000
0.001349848238
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.88000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AK9
300000.00000000
PA
USD
275676.00000000
0.003356794066
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBF7
600000.00000000
PA
USD
522684.00000000
0.006364509604
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202E3E7
110601.30000000
PA
USD
119048.27000000
0.001449602164
Long
ABS-MBS
USGA
US
N
2
2039-03-20
Fixed
4.50000000
N
N
N
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095AH4
200000.00000000
PA
USD
210898.00000000
0.002568018815
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.35000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AX9
200000.00000000
PA
USD
202444.00000000
0.002465077910
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.85000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCA6
750000.00000000
PA
USD
705420.00000000
0.008589611247
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AS6
200000.00000000
PA
USD
201830.00000000
0.002457601483
Long
DBT
CORP
US
N
2
2025-07-30
Fixed
3.10000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DE4
100000.00000000
PA
USD
99660.00000000
0.001213519119
Long
DBT
US
N
2
2027-12-01
Fixed
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U4A7
280545.89000000
PA
USD
272521.19000000
0.003318379233
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36230MQ91
49141.39000000
PA
USD
49655.89000000
0.000604639493
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
3.00000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAU8
250000.00000000
PA
USD
228812.50000000
0.002786156365
Long
DBT
CORP
US
N
2
2031-11-18
Fixed
2.00000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAD2
325000.00000000
PA
USD
330768.75000000
0.004027635983
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
3.79000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAF0
600000.00000000
PA
USD
616806.00000000
0.007510594759
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.05000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BV5
750000.00000000
PA
USD
726892.50000000
0.008851073111
Long
DBT
CORP
JP
N
2
2024-09-15
Fixed
0.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXR8
2112339.96000000
PA
USD
1990161.73000000
0.024233386608
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
2.00000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAG9
200000.00000000
PA
USD
191738.00000000
0.002334715320
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.63000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
550000.00000000
PA
USD
477257.00000000
0.005811363578
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHH8
159512.76000000
PA
USD
158143.04000000
0.001925643212
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DMD1
633086.80000000
PA
USD
626988.60000000
0.007634584121
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
2.50000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CX6
750000.00000000
PA
USD
643215.00000000
0.007832166367
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.60000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KM2
200000.00000000
PA
USD
193372.00000000
0.002354611871
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
2.20000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AM9
200000.00000000
PA
USD
199344.00000000
0.002427330476
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.13000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FB9
300000.00000000
PA
USD
293331.00000000
0.003571771791
Long
DBT
CORP
US
N
2
2023-10-07
Fixed
0.40000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAJ2
200000.00000000
PA
USD
184006.00000000
0.002240565914
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBF2
250000.00000000
PA
USD
253212.50000000
0.003083265201
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HG1
250000.00000000
PA
USD
259280.00000000
0.003157146670
Long
DBT
CORP
US
N
2
2066-11-01
Fixed
4.25000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BF3
200000.00000000
PA
USD
190504.00000000
0.002319689406
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423AU6
100000.00000000
PA
USD
98165.00000000
0.001195315114
Long
DBT
CORP
US
N
2
2050-05-12
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286X3
8388000.00000000
PA
USD
8258903.48000000
0.100565294756
Long
DBT
UST
US
N
2
2026-05-31
Fixed
2.13000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCH6
200000.00000000
PA
USD
185332.00000000
0.002256712074
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
1.88000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CE0
300000.00000000
PA
USD
343635.00000000
0.004184303055
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CB6
600000.00000000
PA
USD
626712.00000000
0.007631216076
Long
DBT
CORP
NL
N
2
2028-11-13
Fixed
3.88000000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BT9
100000.00000000
PA
USD
99555.00000000
0.001212240576
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.75000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DH3
350000.00000000
PA
USD
353990.00000000
0.004310391661
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFC8
650000.00000000
PA
USD
750828.00000000
0.009142525919
Long
DBT
CORP
US
N
2
2044-01-21
Fixed
5.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBH7
150000.00000000
PA
USD
138985.50000000
0.001692369672
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
1.60000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
350000.00000000
PA
USD
324922.50000000
0.003956448584
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBH0
272000.00000000
PA
USD
272459.68000000
0.003317630251
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.08000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RT7
10978000.00000000
PA
USD
10274721.88000000
0.125111092157
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AJ3
200000.00000000
PA
USD
194356.00000000
0.002366593637
Long
DBT
CORP
JP
N
2
2026-09-13
Fixed
2.76000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AJ8
300000.00000000
PA
USD
304173.00000000
0.003703790397
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.85000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFF1
850000.00000000
PA
USD
873256.00000000
0.010633281676
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
750000.00000000
PA
USD
679387.50000000
0.008272624127
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAY9
50000.00000000
PA
USD
53929.50000000
0.000656677496
Long
DBT
US
N
2
2049-03-15
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MJXK0
44558.76000000
PA
USD
44482.47000000
0.000541644870
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ47
887138.69000000
PA
USD
863378.75000000
0.010513010436
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y63F9
159870.35000000
PA
USD
172541.97000000
0.002100973102
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
5.00000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BT5
330000.00000000
PA
USD
326937.60000000
0.003980985634
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
2.75000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XAW6
250000.00000000
PA
USD
279307.50000000
0.003401013358
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.10000000
N
N
N
N
N
N
NYU HOSPITALS CENTER
N/A
NYU Langone Hospitals
62952EAE7
180000.00000000
PA
USD
184136.40000000
0.002242153741
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
4.37000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2UK6
91571.97000000
PA
USD
94487.29000000
0.001150533141
Long
ABS-MBS
USGA
US
N
2
2043-10-15
Fixed
3.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Finance Inc
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
035242AM8
437000.00000000
PA
USD
470732.03000000
0.005731911683
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAT9
600000.00000000
PA
USD
603318.00000000
0.007346356892
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.25000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DX2
250000.00000000
PA
USD
223125.00000000
0.002716902001
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
1.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282D1
8392000.00000000
PA
USD
8311194.19000000
0.101202017376
Long
DBT
UST
US
N
2
2023-08-31
Fixed
1.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9KC3
96412.26000000
PA
USD
96118.44000000
0.001170394989
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EZ7
1000000.00000000
PA
USD
1188750.00000000
0.014474923266
Long
DBT
UST
US
N
2
2027-02-15
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERCL2
270132.74000000
PA
USD
298856.16000000
0.003639049408
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
6.00000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAH1
625000.00000000
PA
USD
710775.00000000
0.008654816895
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.40000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AK5E2
1000000.00000000
PA
USD
929050.00000000
0.011312662427
Long
DBT
USGSE
US
N
2
2025-09-04
Fixed
0.38000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GDZ5
250000.00000000
PA
USD
311128.00000000
0.003788478591
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYG1
912346.05000000
PA
USD
825870.36000000
0.010056286089
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
1.50000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AG3
200000.00000000
PA
USD
202882.00000000
0.002470411257
Long
DBT
CORP
KY
N
2
2025-06-30
Fixed
4.13000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BQ0
231000.00000000
PA
USD
252584.64000000
0.003075620006
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES CA UNIF SCH DIST
544646XZ0
225000.00000000
PA
USD
267880.05000000
0.003261865967
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQF56
357128.14000000
PA
USD
364304.53000000
0.004435987480
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AQ6
150000.00000000
PA
USD
146250.00000000
0.001780826521
Long
DBT
CORP
US
N
2
2045-01-26
Fixed
3.70000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AV7
200000.00000000
PA
USD
207842.00000000
0.002530807151
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.50000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CK2
200000.00000000
PA
USD
186382.00000000
0.002269497495
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CE6
200000.00000000
PA
USD
179576.00000000
0.002186623613
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.13000000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power and Light Co
976826BN6
200000.00000000
PA
USD
195020.00000000
0.002374678894
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AK4
300000.00000000
PA
USD
303090.00000000
0.003690603148
Long
DBT
CORP
KY
N
2
2023-09-29
Fixed
3.88000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCM4
200000.00000000
PA
USD
239650.00000000
0.002918120177
Long
DBT
CORP
US
N
2
2054-08-21
Fixed
5.01000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XZ8
5988000.00000000
PA
USD
6029167.50000000
0.073414710347
Long
DBT
UST
US
N
2
2025-06-30
Fixed
2.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHA3
300000.00000000
PA
USD
343986.00000000
0.004188577038
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
5.15000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBA3
500000.00000000
PA
USD
539300.00000000
0.006566835850
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AE8
175000.00000000
PA
USD
192806.25000000
0.002347722964
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
4.90000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAQ2
350000.00000000
PA
USD
284588.50000000
0.003465317939
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ESB64
1776414.80000000
PA
USD
1773373.52000000
0.021593645110
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
3.00000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAG4
450000.00000000
PA
USD
459580.50000000
0.005596124056
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.30000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAT3
250000.00000000
PA
USD
247785.00000000
0.003017176750
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
2.13000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAG2
150000.00000000
PA
USD
153591.00000000
0.001870214880
Long
DBT
US
N
2
2026-01-15
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJRE2
9928.43000000
PA
USD
9918.57000000
0.000120774376
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AP4
350000.00000000
PA
USD
353230.50000000
0.004301143539
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.50000000
N
N
N
N
N
N
OHIOHEALTH CORP
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp
67777JAM0
50000.00000000
PA
USD
44205.00000000
0.000538266231
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
2.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FMN5
757666.65000000
PA
USD
735503.75000000
0.008955928785
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
2.50000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CA1
150000.00000000
PA
USD
145353.00000000
0.001769904119
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.45000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVK2
200000.00000000
PA
USD
185272.00000000
0.002255981479
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MT5
500000.00000000
PA
USD
483355.00000000
0.005885616433
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.78000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
1100000.00000000
PA
USD
1479511.00000000
0.018015401217
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AR1
250000.00000000
PA
USD
278122.50000000
0.003386584097
Long
DBT
CORP
US
N
2
2031-01-23
Fixed
4.90000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBV7
500000.00000000
PA
USD
414230.00000000
0.005043909539
Long
DBT
CORP
US
N
2
2041-11-19
Fixed
2.53000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EE6
650000.00000000
PA
USD
565090.50000000
0.006880876236
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.38000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AM1
200000.00000000
PA
USD
253764.00000000
0.003089980591
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
600000.00000000
PA
USD
608958.00000000
0.007415032868
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15000000
N
N
N
N
N
N
EMORY UNIVERSITY
95MD72NUUVZ3P8PQ6919
Emory University
29157TAE6
200000.00000000
PA
USD
180828.00000000
0.002201868706
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.97000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
1400000.00000000
PA
USD
1383928.00000000
0.016851526062
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9F65
388718.56000000
PA
USD
404969.69000000
0.004931150526
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJT3
150000.00000000
PA
USD
144481.50000000
0.001759292219
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
1.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MXB1
46082.13000000
PA
USD
45599.61000000
0.000555247828
Long
ABS-MBS
USGA
US
N
2
2028-01-20
Fixed
2.50000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABG3
90000.00000000
PA
USD
91545.30000000
0.001114709731
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
4.75000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAJ2
250000.00000000
PA
USD
225982.50000000
0.002751696611
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DPL0
473434.15000000
PA
USD
483350.83000000
0.005885565657
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DCF7
96320.62000000
PA
USD
101325.17000000
0.001233795214
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
5.00000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AB4
200000.00000000
PA
USD
213386.00000000
0.002598314175
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
4.13000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136ARTB4
2969.25000000
PA
USD
2969.25000000
0.000036155344
Long
ABS-MBS
USGSE
US
N
2
2023-02-25
Fixed
2.26000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAG4
100000.00000000
PA
USD
102234.00000000
0.001244861665
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYTW9
568410.12000000
PA
USD
535685.83000000
0.006522827578
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
2.00000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BW6
500000.00000000
PA
USD
562055.00000000
0.006843914192
Long
DBT
NUSS
PH
N
2
2037-01-13
Fixed
5.00000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
900000.00000000
PA
USD
1144251.00000000
0.013933077117
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFM9
96039.92000000
PA
USD
95215.23000000
0.001159396970
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBG2
3500000.00000000
PA
USD
3389029.67000000
0.041266830218
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
2.91000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JC1
1000000.00000000
PA
USD
993310.00000000
0.012095130204
Long
DBT
NUSS
XX
N
2
2023-05-15
Fixed
1.38000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ES8
268000.00000000
PA
USD
270990.88000000
0.003299745273
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RAC3
165198.41000000
PA
USD
177697.05000000
0.002163744406
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
150000.00000000
PA
USD
132511.50000000
0.001613538418
Long
DBT
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JG9
1200000.00000000
PA
USD
1047180.00000000
0.012751083193
Long
DBT
NUSS
XX
N
2
2030-08-26
Fixed
0.75000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAK6
850000.00000000
PA
USD
903473.50000000
0.011001227832
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBZ2
350000.00000000
PA
USD
320271.00000000
0.003899809168
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.44000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056AU1
150000.00000000
PA
USD
160668.00000000
0.001956388619
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.10000000
N
N
N
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222AR5
250000.00000000
PA
USD
256230.00000000
0.003120008066
Long
DBT
CORP
CA
N
2
2025-10-01
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A2VR0
202240.48000000
PA
USD
224406.74000000
0.002732509225
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGCF9
59151.45000000
PA
USD
63817.13000000
0.000777075129
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
5.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EQ2
400000.00000000
PA
USD
336192.00000000
0.004093672683
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBJ3
550000.00000000
PA
USD
525904.50000000
0.006403724318
Long
DBT
CORP
MX
N
2
2030-05-07
Fixed
2.88000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2019-C50
95001XBB1
1000000.00000000
PA
USD
1020462.02000000
0.012425749262
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.73000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-CR28 Mortgage Trust
12593YBE2
2700000.00000000
PA
USD
2725512.41000000
0.033187451522
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
3.76000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CZ1
500000.00000000
PA
USD
444050.00000000
0.005407015500
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.00000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EB5
550000.00000000
PA
USD
596816.00000000
0.007267184693
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95000000
N
N
N
N
N
N
ORLANDO HEALTH OBL GRP
N/A
Orlando Health Obligated Group
686514AF7
100000.00000000
PA
USD
104682.00000000
0.001274669962
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
4.09000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBM7
250000.00000000
PA
USD
200802.50000000
0.002445090035
Long
DBT
US
N
2
2051-09-15
Fixed
2.95000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFB5
350000.00000000
PA
USD
356772.50000000
0.004344273027
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
12120000.00000000
PA
USD
13526109.44000000
0.164701910615
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.13000000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings Inc
04621WAE0
50000.00000000
PA
USD
43397.50000000
0.000528433634
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.60000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BH5
150000.00000000
PA
USD
125121.00000000
0.001523547317
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MSX9
2762180.75000000
PA
USD
2829563.38000000
0.034454437690
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.50000000
N
N
N
N
N
N
Nvent Finance Sarl
549300KO1OQ4MVFB6X02
nVent Finance Sarl
67078AAD5
200000.00000000
PA
USD
206354.00000000
0.002512688383
Long
DBT
CORP
LU
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UV82
712468.23000000
PA
USD
721724.67000000
0.008788146555
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEBQ2
1500000.00000000
PA
USD
1550368.25000000
0.018878201013
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Fixed
3.44000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CK0
400000.00000000
PA
USD
409232.00000000
0.004983050934
Long
DBT
NUSS
ID
N
2
2029-09-18
Fixed
3.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBQ8
300000.00000000
PA
USD
296019.00000000
0.003604502469
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
1.51000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAH7
250000.00000000
PA
USD
262997.50000000
0.003202413149
Long
DBT
CORP
US
N
2
2046-11-21
Fixed
3.80000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555DB7
350000.00000000
PA
USD
306915.00000000
0.003737178611
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.35000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FJ3
300000.00000000
PA
USD
309321.00000000
0.003766475490
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
3.55000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAE2
250000.00000000
PA
USD
247795.00000000
0.003017298516
Long
DBT
CORP
US
N
2
2052-02-28
Fixed
3.90000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BH5
210000.00000000
PA
USD
244694.10000000
0.002979540123
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
5.10000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AN6
450000.00000000
PA
USD
463797.00000000
0.005647466655
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCS8
42300000.00000000
PA
USD
38466562.50000000
0.468391621896
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAD3
450000.00000000
PA
USD
417424.50000000
0.005082807661
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS39
372794.60000000
PA
USD
369727.46000000
0.004502020284
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JAWQ4
31858.90000000
PA
USD
33273.04000000
0.000405152219
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
4.00000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375BD3
150000.00000000
PA
USD
180256.50000000
0.002194909784
Long
DBT
CORP
CA
N
2
2028-07-15
Fixed
6.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418B6G6
1337731.53000000
PA
USD
1328922.67000000
0.016181748623
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
700000.00000000
PA
USD
563472.00000000
0.006861168423
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E7EK6
739621.84000000
PA
USD
755892.43000000
0.009204193415
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A8NW2
61466.55000000
PA
USD
64094.58000000
0.000780453524
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.00000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAM1
150000.00000000
PA
USD
150981.00000000
0.001838433976
Long
DBT
US
N
2
2045-04-01
Fixed
4.25000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058DX8
1400000.00000000
PA
USD
1400000.00000000
0.017047228242
Long
DBT
NUSS
XX
N
2
2024-11-25
Fixed
2.50000000
N
N
N
N
N
N
GEORGETOWN UNIVERSITY
549300GCL3B0KVXSX752
Georgetown University/The
37310PAD3
175000.00000000
PA
USD
144515.00000000
0.001759700135
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.94000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BC1
200000.00000000
PA
USD
184976.00000000
0.002252377208
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
550000.00000000
PA
USD
528885.50000000
0.006440022737
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2N9
376262.92000000
PA
USD
387424.41000000
0.004717508817
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAR1
200000.00000000
PA
USD
200558.00000000
0.002442112858
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132KEVG7
968581.56000000
PA
USD
980584.29000000
0.011940174430
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LUSQ9
48507.94000000
PA
USD
48424.89000000
0.000589650108
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.00000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
801060AD6
250000.00000000
PA
USD
260205.00000000
0.003168410017
Long
DBT
CORP
FR
N
2
2028-06-19
Fixed
3.63000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBV7
150000.00000000
PA
USD
157989.00000000
0.001923767530
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
4.05000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AD7
89000.00000000
PA
USD
92126.57000000
0.001121787618
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.15000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718DB2
250000.00000000
PA
USD
314002.50000000
0.003823480204
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.80000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YAW8
200000.00000000
PA
USD
202022.00000000
0.002459939388
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.60000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
1300000.00000000
PA
USD
1341938.00000000
0.016340230981
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHE5
532643.47000000
PA
USD
538148.69000000
0.006552816819
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MKQ82
87663.36000000
PA
USD
91490.25000000
0.001114039409
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBP0
300000.00000000
PA
USD
294804.00000000
0.003589707910
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.38000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AP1
575000.00000000
PA
USD
529943.00000000
0.006452899483
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350AW5
50000.00000000
PA
USD
54778.50000000
0.000667015423
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.75000000
N
N
N
N
N
N
CADENCE DESIGN SYS INC
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387AL2
150000.00000000
PA
USD
154092.00000000
0.001876315353
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
4.38000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BS3
200000.00000000
PA
USD
184098.00000000
0.002241686160
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7KK1
702950.75000000
PA
USD
752211.21000000
0.009159368702
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAW6
250000.00000000
PA
USD
250717.50000000
0.003052884604
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAP9
200000.00000000
PA
USD
190330.00000000
0.002317570679
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ATZ1
42901.88000000
PA
USD
42226.51000000
0.000514174967
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
2.00000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAS1
250000.00000000
PA
USD
248045.00000000
0.003020342663
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.05000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
42217KBC9
300000.00000000
PA
USD
306576.00000000
0.003733050746
Long
DBT
US
N
2
2024-01-15
Fixed
4.50000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAF2
300000.00000000
PA
USD
367377.00000000
0.004473399692
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
5.30000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AR8
350000.00000000
PA
USD
315584.50000000
0.003842743572
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAN0
145000.00000000
PA
USD
144669.40000000
0.001761580201
Long
DBT
US
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CR8
250000.00000000
PA
USD
228547.50000000
0.002782929569
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.88000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
700000.00000000
PA
USD
762559.00000000
0.009285369515
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.38000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZJ4
400000.00000000
PA
USD
356728.00000000
0.004343731169
Long
DBT
CORP
CA
N
2
2031-09-10
Fixed
2.00000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BE0
200000.00000000
PA
USD
209696.00000000
0.002553382552
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.75000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ADP6
600000.00000000
PA
USD
594918.00000000
0.007244073522
Long
DBT
NUSS
CA
N
2
2026-04-27
Fixed
2.50000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GX5
350000.00000000
PA
USD
349310.50000000
0.004253411300
Long
DBT
NUSS
XX
N
2
2023-06-19
Fixed
1.88000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAK7
350000.00000000
PA
USD
349839.00000000
0.004259846629
Long
DBT
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AU4
150000.00000000
PA
USD
150337.50000000
0.001830598339
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBF6
2415395.46000000
PA
USD
2399250.18000000
0.029214689592
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7S46
260827.44000000
PA
USD
270021.82000000
0.003287945425
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QX9
5391000.00000000
PA
USD
5484079.01000000
0.066777390418
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5L7
918094.66000000
PA
USD
930930.87000000
0.011335565013
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.50000000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BM2
150000.00000000
PA
USD
156087.00000000
0.001900607653
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.20000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
400000.00000000
PA
USD
450516.00000000
0.005485749342
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QARE2
791790.47000000
PA
USD
816817.47000000
0.009946052745
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAG5
300000.00000000
PA
USD
303735.00000000
0.003698457050
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
SAFEHOLD OPERATING PARTN
54930012UY5Z4Q8NL108
Safehold Operating Partnership LP
78646UAA7
150000.00000000
PA
USD
132751.50000000
0.001616460800
Long
DBT
US
N
2
2031-06-15
Fixed
2.80000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBQ4
150000.00000000
PA
USD
192706.50000000
0.002346508349
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.95000000
N
N
N
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAF1
150000.00000000
PA
USD
150660.00000000
0.001834525290
Long
DBT
CORP
US
N
2
2024-09-29
Fixed
3.30000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BM9
650000.00000000
PA
USD
653666.00000000
0.007959423926
Long
DBT
NUSS
JP
N
2
2027-07-21
Fixed
2.88000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BD8
200000.00000000
PA
USD
207324.00000000
0.002524499677
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDN8
17000000.00000000
PA
USD
16337929.73000000
0.198940297944
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31339SVQ5
891160.06000000
PA
USD
895846.51000000
0.010908357090
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJMW7
440812.81000000
PA
USD
468740.43000000
0.005707660783
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKK7
302067.98000000
PA
USD
305190.69000000
0.003716182392
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AW3
150000.00000000
PA
USD
148974.00000000
0.001813995557
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.20000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EK2
100000.00000000
PA
USD
107266.00000000
0.001306134274
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y3Y47
165904.89000000
PA
USD
172684.78000000
0.002102712041
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282A7
17724000.00000000
PA
USD
16988731.03000000
0.206864839589
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HMK26
219395.23000000
PA
USD
219177.41000000
0.002668833809
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE18 Mortgage Trust
12632QAW3
421424.43000000
PA
USD
419673.71000000
0.005110195372
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417VN66
32281.36000000
PA
USD
34298.49000000
0.000417638705
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJU73
546561.23000000
PA
USD
557805.99000000
0.006792175733
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.50000000
N
N
N
N
N
N
LYB International Finance BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAC3
250000.00000000
PA
USD
265975.00000000
0.003238668951
Long
DBT
CORP
NL
N
2
2044-03-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUA0
1285245.40000000
PA
USD
1297162.62000000
0.015795019465
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ADDN2
43194.75000000
PA
USD
46677.00000000
0.000568366766
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
5.00000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AC1
150000.00000000
PA
USD
150520.50000000
0.001832826656
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
2.80000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBK4
350000.00000000
PA
USD
329014.00000000
0.004006269109
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JY4
350000.00000000
PA
USD
341673.50000000
0.004160418670
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.70000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AN9
350000.00000000
PA
USD
353199.00000000
0.004300759977
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6F7
352141.51000000
PA
USD
359519.43000000
0.004377721272
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QBG5
384862.93000000
PA
USD
402350.40000000
0.004899256501
Long
ABS-MBS
USGA
US
N
2
2044-04-20
Fixed
4.00000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AV6
175000.00000000
PA
USD
174270.25000000
0.002122017662
Long
DBT
CORP
US
N
2
2045-07-17
Fixed
5.55000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AS7
200000.00000000
PA
USD
184540.00000000
0.002247068214
Long
DBT
CORP
KY
N
2
2026-04-09
Fixed
1.72000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDD2
5084577.34000000
PA
USD
4855211.24000000
0.059119924411
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFNY8
331556.10000000
PA
USD
329826.72000000
0.004016165268
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.00000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BW4
150000.00000000
PA
USD
150399.00000000
0.001831347200
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.80000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AP0
200000.00000000
PA
USD
213732.00000000
0.002602527276
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
4.30000000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St Joseph Health Obligated Group
743820AB8
250000.00000000
PA
USD
199367.50000000
0.002427616626
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.70000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
1250000.00000000
PA
USD
1205250.00000000
0.014675837028
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7XC8
1100349.43000000
PA
USD
1135929.39000000
0.013831748270
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CF0
100000.00000000
PA
USD
83971.00000000
0.001022480573
Long
DBT
CORP
US
N
2
2059-03-01
Fixed
3.83000000
N
N
N
N
N
N
Sutter Health
549300MJCC12LU768G81
Sutter Health
86944BAE3
200000.00000000
PA
USD
203986.00000000
0.002483854214
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.09000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACCM0
144889.29000000
PA
USD
152780.47000000
0.001860345387
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BP5
200000.00000000
PA
USD
203084.00000000
0.002472870928
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
900000.00000000
PA
USD
853875.00000000
0.010397287154
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEK5
250000.00000000
PA
USD
237807.50000000
0.002895684807
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQA28
977032.26000000
PA
USD
974965.01000000
0.011871750753
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
19000000.00000000
PA
USD
18615175.71000000
0.226669392220
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.13000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAP3
250000.00000000
PA
USD
267997.50000000
0.003263296107
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.75000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBJ8
250000.00000000
PA
USD
265482.50000000
0.003232671979
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.80000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBT2
150000.00000000
PA
USD
148528.50000000
0.001808570885
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.60000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AG8
250000.00000000
PA
USD
259662.50000000
0.003161804216
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.10000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CS5
200000.00000000
PA
USD
200710.00000000
0.002443963700
Long
DBT
NUSS
KR
N
2
2023-03-19
Fixed
2.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
1800000.00000000
PA
USD
2277180.00000000
0.027728290864
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AV2
25000.00000000
PA
USD
25563.25000000
0.000311273255
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.90000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DD7
350000.00000000
PA
USD
406119.00000000
0.004945145204
Long
DBT
CORP
US
N
2
2046-04-14
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176XPW3
100777.46000000
PA
USD
101702.89000000
0.001238394556
Long
ABS-MBS
USGA
US
N
2
2042-05-15
Fixed
3.00000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
375000.00000000
PA
USD
397016.25000000
0.004834304735
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.88000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
1050000.00000000
PA
USD
947467.50000000
0.011536924803
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.07000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BZD1
867236.58000000
PA
USD
901052.00000000
0.010971742216
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAM7
400000.00000000
PA
USD
369592.00000000
0.004500370843
Long
DBT
CORP
ES
N
2
2031-03-25
Fixed
2.96000000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power and Light Co
976826BL0
100000.00000000
PA
USD
99354.00000000
0.001209793082
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.05000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JB4
150000.00000000
PA
USD
151780.50000000
0.001848169161
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.25000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CD5
350000.00000000
PA
USD
334323.50000000
0.004070920722
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AD8
550000.00000000
PA
USD
563101.00000000
0.006856650907
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEA5
17900000.00000000
PA
USD
17641289.15000000
0.214810773312
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.50000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AW7
200000.00000000
PA
USD
206682.00000000
0.002516682305
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R4F3
1277771.50000000
PA
USD
1329476.40000000
0.016188491167
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
4.00000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAR0
250000.00000000
PA
USD
224402.50000000
0.002732457596
Long
DBT
CORP
US
N
2
2051-06-08
Fixed
3.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAW0
2072208.14000000
PA
USD
1952145.31000000
0.023770476187
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
2.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAM6
250000.00000000
PA
USD
255437.50000000
0.003110358117
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
4.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W48
8738000.00000000
PA
USD
8708475.08000000
0.106039544525
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XYCB8
275738.66000000
PA
USD
287527.97000000
0.003501110664
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BJ7
250000.00000000
PA
USD
294577.50000000
0.003586949912
Long
DBT
CORP
US
N
2
2035-05-01
Fixed
5.40000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AS4
200000.00000000
PA
USD
185178.00000000
0.002254836879
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.50000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAC3
400000.00000000
PA
USD
409356.00000000
0.004984560831
Long
DBT
US
N
2
2025-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307PSS9
55690.45000000
PA
USD
56423.56000000
0.000687046646
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YE4
9186000.00000000
PA
USD
8927643.75000000
0.108708271912
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AP5
1262588.27000000
PA
USD
1197572.04000000
0.014582345645
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
1.50000000
N
N
N
N
N
N
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676AM9
100000.00000000
PA
USD
104602.00000000
0.001273695834
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJKT4
1923978.34000000
PA
USD
1870718.52000000
0.022778975420
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.00000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
150000.00000000
PA
USD
143205.00000000
0.001743748800
Long
DBT
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297FYV8
193641.81000000
PA
USD
209520.46000000
0.002551245073
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828S35
10494000.00000000
PA
USD
10419394.27000000
0.126872708766
Long
DBT
UST
US
N
2
2023-06-30
Fixed
1.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQF2
2174659.38000000
PA
USD
2153712.00000000
0.026224871452
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
2.50000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBE2
675000.00000000
PA
USD
732462.75000000
0.008918899770
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AB9
150000.00000000
PA
USD
170925.00000000
0.002081283919
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZ62
1664913.02000000
PA
USD
1568630.20000000
0.019100569320
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.00000000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529YAJ5
150000.00000000
PA
USD
160446.00000000
0.001953685416
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.75000000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
Willis North America Inc
970648AG6
200000.00000000
PA
USD
206180.00000000
0.002510569656
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBE4
200000.00000000
PA
USD
198590.00000000
0.002418149326
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RLS6
95454.03000000
PA
USD
105094.56000000
0.001279693536
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
5.00000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
250000.00000000
PA
USD
248562.50000000
0.003026644050
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
675000.00000000
PA
USD
707042.25000000
0.008609364723
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JVL0
950000.00000000
PA
USD
967204.50000000
0.011777254192
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.70000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BF9
475000.00000000
PA
USD
452632.25000000
0.005511518054
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
3.50000000
N
N
N
N
N
N
Huntsman International LLC
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBF8
150000.00000000
PA
USD
138723.00000000
0.001689173316
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DPF3
596969.06000000
PA
USD
599589.01000000
0.007300950503
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AS9
600000.00000000
PA
USD
603354.00000000
0.007346795249
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.38000000
N
N
N
N
N
N
UNITED AIR 2016-1 AA PTT
N/A
United Airlines 2016-1 Class AA Pass Through Trust
90931LAA6
457531.67000000
PA
USD
446779.68000000
0.005440253699
Long
DBT
CORP
US
N
2
2028-07-07
Fixed
3.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCE1
841128.13000000
PA
USD
844100.68000000
0.010278269251
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EV6
1200000.00000000
PA
USD
1370203.13000000
0.016684403925
Long
DBT
UST
US
N
2
2025-08-15
Fixed
6.88000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRV4
1125000.00000000
PA
USD
1118227.50000000
0.013616199585
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFQ0
962639.02000000
PA
USD
947212.47000000
0.011533819407
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JMXK0
81384.93000000
PA
USD
83081.37000000
0.001011647912
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Allina Health System
5493001V00JCD7SQ0G44
Allina Health System
01959LAC6
150000.00000000
PA
USD
153438.00000000
0.001868351862
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
3.89000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AU9
250000.00000000
PA
USD
188930.00000000
0.002300523451
Long
DBT
CORP
US
N
2
2060-08-18
Fixed
2.55000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200HF1
375000.00000000
PA
USD
383741.25000000
0.004672660482
Long
DBT
CORP
US
N
2
2042-06-20
Fixed
4.00000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBB3
250000.00000000
PA
USD
258715.00000000
0.003150266896
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918AR5
50000.00000000
PA
USD
51268.50000000
0.000624275586
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9ZW4
765042.71000000
PA
USD
801095.37000000
0.009754611154
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
700000.00000000
PA
USD
706482.00000000
0.008602542788
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.38000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170AS3
200000.00000000
PA
USD
222672.00000000
0.002711386005
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.95000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AU0
300000.00000000
PA
USD
300099.00000000
0.003654182963
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
4.25000000
N
N
N
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
731572AB9
200000.00000000
PA
USD
192988.00000000
0.002349936060
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.95000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CB4
435000.00000000
PA
USD
438884.55000000
0.005344117925
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M4J6
141989.73000000
PA
USD
140500.04000000
0.001710811607
Long
ABS-MBS
USGA
US
N
2
2028-03-20
Fixed
2.50000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
500000.00000000
PA
USD
541115.00000000
0.006588936364
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.88000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAU5
300000.00000000
PA
USD
324684.00000000
0.003953544467
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.38000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DM9
100000.00000000
PA
USD
90976.00000000
0.001107777597
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
1.30000000
N
N
N
N
N
N
BLOCK FINANCIAL LLC
N/A
Block Financial LLC
093662AH7
250000.00000000
PA
USD
245315.00000000
0.002987100568
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5DX0
175181.28000000
PA
USD
178311.76000000
0.002171229479
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AR9
200000.00000000
PA
USD
192638.00000000
0.002345674253
Long
DBT
CORP
KY
N
2
2030-04-07
Fixed
3.43000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905CAA2
450000.00000000
PA
USD
548496.00000000
0.006678811787
Long
DBT
NUSS
XX
N
2
2035-02-15
Fixed
4.75000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BXQY1
107000.00000000
PA
USD
108920.53000000
0.001326280810
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Fixed
3.22000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBD0
200000.00000000
PA
USD
202704.00000000
0.002468243824
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAT7
300000.00000000
PA
USD
303279.00000000
0.003692904524
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CH8
800000.00000000
PA
USD
694704.00000000
0.008459126892
Long
DBT
NUSS
PH
N
2
2045-05-05
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DW40
1359264.49000000
PA
USD
1231929.71000000
0.015000704961
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
1.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967EW7
550000.00000000
PA
USD
833354.50000000
0.010147417406
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLS2
586627.61000000
PA
USD
594829.46000000
0.007242995407
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.50000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBK4
250000.00000000
PA
USD
254407.50000000
0.003097816227
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.20000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
500000.00000000
PA
USD
457105.00000000
0.005565980904
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZ54
558944.32000000
PA
USD
505965.41000000
0.006160934162
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F3N4
33036.38000000
PA
USD
34609.81000000
0.000421429521
Long
ABS-MBS
USGA
US
N
2
2042-02-20
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYN8
1000000.00000000
PA
USD
908860.00000000
0.011066817043
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJL63
47558.30000000
PA
USD
46241.78000000
0.000563067270
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
2.00000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AF8
250000.00000000
PA
USD
266440.00000000
0.003244331066
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167AW3
300000.00000000
PA
USD
353997.00000000
0.004310476897
Long
DBT
NUSS
XX
N
2
2028-06-16
Fixed
5.82000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFQ2
350000.00000000
PA
USD
356401.50000000
0.004339755511
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.60000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAA9
50000.00000000
PA
USD
62511.00000000
0.000761170917
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.75000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170BE3
200000.00000000
PA
USD
186802.00000000
0.002274611664
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GC86
300000.00000000
PA
USD
332910.60000000
0.004053716416
Long
DBT
MUN
US
N
2
2115-05-15
Fixed
4.77000000
N
N
N
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329WAP7
350000.00000000
PA
USD
350689.50000000
0.004270202820
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.80000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAP1
700000.00000000
PA
USD
707238.00000000
0.008611748291
Long
DBT
CORP
US
N
2
2024-04-23
Fixed
3.56000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAX9
300000.00000000
PA
USD
249390.00000000
0.003036720179
Long
DBT
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETZD1
271343.04000000
PA
USD
288087.83000000
0.003507927851
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
4.50000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AY7
450000.00000000
PA
USD
404235.00000000
0.004922204506
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XJW8
87846.67000000
PA
USD
95163.55000000
0.001158767683
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.50000000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAL0
250000.00000000
PA
USD
229560.00000000
0.002795258368
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.80000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFA7
600000.00000000
PA
USD
671814.00000000
0.008180404710
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.88000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EAT6
100000.00000000
PA
USD
102045.00000000
0.001242560290
Long
DBT
US
N
2
2023-12-15
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB71
720114.34000000
PA
USD
718721.09000000
0.008751573188
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137BA4
500000.00000000
PA
USD
470765.00000000
0.005732313145
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc
95709TAJ9
150000.00000000
PA
USD
151284.00000000
0.001842123483
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.10000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CP4
150000.00000000
PA
USD
154080.00000000
0.001876169234
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.70000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AX4
500000.00000000
PA
USD
528930.00000000
0.006440564596
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BL3
250000.00000000
PA
USD
279027.50000000
0.003397603913
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRR5
1702905.87000000
PA
USD
1657297.50000000
0.020180234820
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.00000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
6461366S5
250000.00000000
PA
USD
248849.75000000
0.003030141776
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
4.13000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBH0
565000.00000000
PA
USD
575605.05000000
0.007008907617
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MD4M2
113186.58000000
PA
USD
116589.92000000
0.001419667840
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
4.00000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJB7
400000.00000000
PA
USD
358952.00000000
0.004370811908
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
2.49000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDR9
18000000.00000000
PA
USD
17535585.96000000
0.213523668737
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UH47
154933.26000000
PA
USD
159094.66000000
0.001937230700
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AZ3
250000.00000000
PA
USD
215092.50000000
0.002619093529
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
1.75000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
250000.00000000
PA
USD
275507.50000000
0.003354742310
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
16058000.00000000
PA
USD
16017855.00000000
0.195042878675
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.38000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DX3
750000.00000000
PA
USD
689122.50000000
0.008391163246
Long
DBT
NUSS
XX
N
2
2028-07-20
Fixed
1.13000000
N
N
N
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AE1
150000.00000000
PA
USD
164923.50000000
0.002008206105
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.25000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAE0
75000.00000000
PA
USD
99771.75000000
0.001214879853
Long
DBT
CORP
US
N
2
2037-12-10
Fixed
7.38000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BD5
500000.00000000
PA
USD
504920.00000000
0.006148204631
Long
DBT
CORP
JP
N
2
2024-03-07
Fixed
3.41000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AV7
350000.00000000
PA
USD
355586.00000000
0.004329825501
Long
DBT
CORP
US
N
2
2024-01-23
Fixed
3.50000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AL5
300000.00000000
PA
USD
357780.00000000
0.004356540943
Long
DBT
CORP
CA
N
2
2038-03-15
Fixed
6.25000000
N
N
N
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AF5
200000.00000000
PA
USD
187922.00000000
0.002288249447
Long
DBT
US
N
2
2030-02-01
Fixed
2.85000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CM9
250000.00000000
PA
USD
235800.00000000
0.002871240299
Long
DBT
CORP
US
N
2
2026-11-04
Fixed
1.65000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAX7
400000.00000000
PA
USD
402304.00000000
0.004898691507
Long
DBT
CORP
US
N
2
2023-05-14
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31339SP82
99512.63000000
PA
USD
104676.91000000
0.001274607983
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
5.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
825000.00000000
PA
USD
887840.25000000
0.010810868132
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NF4
250000.00000000
PA
USD
214812.50000000
0.002615684083
Long
DBT
CORP
US
N
2
2042-11-03
Fixed
2.90000000
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AS9
100000.00000000
PA
USD
101781.00000000
0.001239345669
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CS6
200000.00000000
PA
USD
169530.00000000
0.002064297574
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
2.60000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DG2
669000.00000000
PA
USD
700864.47000000
0.008534140419
Long
DBT
CORP
US
N
2
2047-11-13
Fixed
3.75000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BH2
700000.00000000
PA
USD
668577.00000000
0.008140989083
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.45000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AT3
150000.00000000
PA
USD
150930.00000000
0.001837812970
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.50000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AC7
200000.00000000
PA
USD
200242.00000000
0.002438265055
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.25000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GAP9
250000.00000000
PA
USD
251025.00000000
0.003056628906
Long
DBT
CORP
CA
N
2
2024-04-02
Fixed
3.10000000
N
N
N
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
03836WAC7
200000.00000000
PA
USD
205474.00000000
0.002501972982
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
4.28000000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAR3
1850000.00000000
PA
USD
1860023.28000000
0.022648743850
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
3.69000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410FUZ6
412875.74000000
PA
USD
448839.48000000
0.005465335042
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCZ2
18200000.00000000
PA
USD
16945195.36000000
0.206334723515
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.88000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BF8
300000.00000000
PA
USD
309447.00000000
0.003768009741
Long
DBT
CORP
CA
N
2
2030-04-29
Fixed
4.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7L3
6359244.14000000
PA
USD
6097144.40000000
0.074242437297
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AE7
350000.00000000
PA
USD
330606.50000000
0.004025660331
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8TK9
368833.36000000
PA
USD
373471.56000000
0.004547610661
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.00000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WAJ4
450000.00000000
PA
USD
562716.00000000
0.006851962919
Long
DBT
CORP
MX
N
2
2035-03-01
Fixed
6.38000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BR4
500000.00000000
PA
USD
484270.00000000
0.005896758015
Long
DBT
CORP
DE
N
2
2026-07-27
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LWCJ8
97964.15000000
PA
USD
100229.13000000
0.001220449182
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FB9
300000.00000000
PA
USD
309726.00000000
0.003771407010
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UUJ9
422655.15000000
PA
USD
428333.66000000
0.005215644047
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
3.50000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAB3
300000.00000000
PA
USD
304257.00000000
0.003704813231
Long
DBT
CORP
US
N
2
2028-02-07
Fixed
3.44000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAP0
100000.00000000
PA
USD
107208.00000000
0.001305428032
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
4.80000000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
Aon Corp
037389AK9
100000.00000000
PA
USD
117273.00000000
0.001427985426
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
8.21000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBH8
425000.00000000
PA
USD
439216.25000000
0.005348156901
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.38000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAW1
200000.00000000
PA
USD
180880.00000000
0.002202501888
Long
DBT
CORP
US
N
2
2046-09-19
Fixed
3.13000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
716442AH1
200000.00000000
PA
USD
219850.00000000
0.002677023663
Long
DBT
CORP
CA
N
2
2033-07-15
Fixed
5.35000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BN2
484000.00000000
PA
USD
437618.28000000
0.005328699073
Long
DBT
CORP
US
N
2
2028-05-20
Fixed
1.30000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDU3
400000.00000000
PA
USD
407616.00000000
0.004963373562
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.70000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
500000.00000000
PA
USD
452185.00000000
0.005506072073
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
UNIV SOUTHERN CALIFORIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AD8
125000.00000000
PA
USD
105132.50000000
0.001280155516
Long
DBT
CORP
US
N
2
2120-10-01
Fixed
3.23000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CB6
350000.00000000
PA
USD
362789.00000000
0.004417533490
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483AU6
200000.00000000
PA
USD
241884.00000000
0.002945322683
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
5.38000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAV0
400000.00000000
PA
USD
415264.00000000
0.005056500135
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214CX9
800000.00000000
PA
USD
793696.00000000
0.009664512048
Long
DBT
CORP
AU
N
2
2026-05-13
Fixed
2.85000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20
46642CBH2
727300.17000000
PA
USD
717553.38000000
0.008737354460
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
3.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AVD7
85817.38000000
PA
USD
82167.20000000
0.001000516437
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
2.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DA5
400000.00000000
PA
USD
344644.00000000
0.004196589236
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K0U84
77282.99000000
PA
USD
82857.88000000
0.001008926565
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312946KG0
346681.45000000
PA
USD
368420.28000000
0.004486103287
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CF5
1250000.00000000
PA
USD
1386387.50000000
0.016881474389
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCE9
750000.00000000
PA
USD
767737.50000000
0.009348425995
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HP2J2
291625.43000000
PA
USD
291335.90000000
0.003547478273
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2YC0
90639.04000000
PA
USD
94070.19000000
0.001145454285
Long
ABS-MBS
USGA
US
N
2
2046-06-15
Fixed
4.00000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DZ3
350000.00000000
PA
USD
355491.50000000
0.004328674813
Long
DBT
CORP
AU
N
2
2023-05-15
Fixed
3.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828S92
11742000.00000000
PA
USD
11621598.59000000
0.141511459793
Long
DBT
UST
US
N
2
2023-07-31
Fixed
1.25000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAB7
200000.00000000
PA
USD
225584.00000000
0.002746844239
Long
DBT
CORP
BM
N
2
2030-04-03
Fixed
6.15000000
N
N
N
N
N
N
UPMC HEALTH SYSTEM
5493001YCBUGKVU74S74
UPMC
90320WAD5
100000.00000000
PA
USD
100920.00000000
0.001228861624
Long
DBT
CORP
US
N
2
2025-04-03
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWU0
801859.43000000
PA
USD
798254.16000000
0.009720014900
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRW4
3491193.31000000
PA
USD
3255976.85000000
0.039646700368
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F4Y9
45197.59000000
PA
USD
44724.33000000
0.000544589901
Long
ABS-MBS
USGA
US
N
2
2027-03-20
Fixed
2.50000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868CA2
250000.00000000
PA
USD
254135.00000000
0.003094498106
Long
DBT
NUSS
XX
N
2
2023-11-23
Fixed
3.75000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BH1
225000.00000000
PA
USD
244372.50000000
0.002975624131
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416NE65
46075.67000000
PA
USD
48047.70000000
0.000585057220
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NX45
316587.76000000
PA
USD
318991.41000000
0.003884228124
Long
ABS-MBS
USGA
US
N
2
2044-01-20
Fixed
3.00000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBC5
325000.00000000
PA
USD
321928.75000000
0.003919994913
Long
DBT
CORP
US
N
2
2024-08-16
Fixed
2.02000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJQU7
47011.29000000
PA
USD
48082.12000000
0.000585476338
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
3.50000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550AT5
150000.00000000
PA
USD
151002.00000000
0.001838689685
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.60000000
N
N
N
N
N
N
Broadridge Financial Solutions Inc
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133TAE3
250000.00000000
PA
USD
226797.50000000
0.002761620533
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.60000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAV7
500000.00000000
PA
USD
546580.00000000
0.006655481437
Long
DBT
CORP
GB
N
2
2047-01-10
Fixed
4.95000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EH9
250000.00000000
PA
USD
240927.50000000
0.002933675773
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAH8
200000.00000000
PA
USD
228978.00000000
0.002788171591
Long
DBT
CORP
US
N
2
2039-07-08
Fixed
6.13000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785GJ9
1650000.00000000
PA
USD
1677406.50000000
0.020425093901
Long
DBT
NUSS
XX
N
2
2024-01-29
Fixed
3.25000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448BD4
100000.00000000
PA
USD
102266.00000000
0.001245251316
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7K5
8551757.76000000
PA
USD
7975510.73000000
0.097114536976
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
Providence St Joseph Health Obligated Group
743756AE8
150000.00000000
PA
USD
153111.00000000
0.001864370116
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
3.93000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
24300000.00000000
PA
USD
21226429.81000000
0.258465566965
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
340000.00000000
PA
USD
297037.60000000
0.003616905545
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BX0
400000.00000000
PA
USD
361564.00000000
0.004402617165
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.20000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAF4
200000.00000000
PA
USD
241318.00000000
0.002938430732
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
5.50000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154BN8
200000.00000000
PA
USD
203470.00000000
0.002477571093
Long
DBT
NUSS
KR
N
2
2026-08-12
Fixed
3.25000000
N
N
N
N
N
N
JAPAN INT'L COOP AGENCY
254900XEIG78M2AJB031
Japan International Cooperation Agency
47109LAD6
370000.00000000
PA
USD
324101.50000000
0.003946451603
Long
DBT
NUSS
JP
N
2
2030-07-22
Fixed
1.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZS2
10200000.00000000
PA
USD
9231796.93000000
0.112411820969
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAM0
200000.00000000
PA
USD
169430.00000000
0.002063079915
Long
DBT
CORP
XX
N
2
2051-11-30
Fixed
3.25000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ED1
750000.00000000
PA
USD
838815.00000000
0.010213907684
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DBH4
131474.47000000
PA
USD
136475.92000000
0.001661811541
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.50000000
N
N
N
N
N
N
Ascension Health
N/A
Ascension Health
04352EAA3
120000.00000000
PA
USD
115719.60000000
0.001409070309
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.53000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BB9
400000.00000000
PA
USD
383884.00000000
0.004674398690
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AL1
250000.00000000
PA
USD
253582.50000000
0.003087770539
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TT96
103739.23000000
PA
USD
103420.67000000
0.001259311261
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
3.00000000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747AY3
200000.00000000
PA
USD
196780.00000000
0.002396109695
Long
DBT
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Los Angeles Community College District/CA
N/A
LOS ANGELES CA CMNTY CLG DIST
54438CYP1
350000.00000000
PA
USD
311829.35000000
0.003797018644
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
2.11000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D55N8
1073734.40000000
PA
USD
1063399.04000000
0.012948575820
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.50000000
N
N
N
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp
017175AF7
200000.00000000
PA
USD
174508.00000000
0.002124912647
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.25000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
150000.00000000
PA
USD
139935.00000000
0.001703931345
Long
DBT
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AV6
250000.00000000
PA
USD
254452.50000000
0.003098364174
Long
DBT
CORP
JP
N
2
2028-03-02
Fixed
3.96000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550AY4
100000.00000000
PA
USD
99418.00000000
0.001210572383
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.38000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAU7
250000.00000000
PA
USD
272727.50000000
0.003320891386
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAK9
200000.00000000
PA
USD
188736.00000000
0.002298161192
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.75000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
950000.00000000
PA
USD
942704.00000000
0.011478921609
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AP5
220000.00000000
PA
USD
227407.40000000
0.002769047037
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.65000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAN1
354000.00000000
PA
USD
353086.68000000
0.004299392302
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.46000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CQ7
400000.00000000
PA
USD
393748.00000000
0.004794508590
Long
DBT
NUSS
ID
N
2
2030-02-14
Fixed
2.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCB6
1409864.94000000
PA
USD
1447732.91000000
0.017628452393
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
4.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAV5
300000.00000000
PA
USD
325008.00000000
0.003957489683
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CD0
250000.00000000
PA
USD
289600.00000000
0.003526340927
Long
DBT
CORP
US
N
2
2043-12-05
Fixed
5.30000000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAJ7
150000.00000000
PA
USD
157672.50000000
0.001919913639
Long
DBT
CORP
US
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ALNP8
58721.90000000
PA
USD
59346.57000000
0.000722638945
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQJU7
212378.78000000
PA
USD
217153.26000000
0.002644186562
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.50000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAV2
250000.00000000
PA
USD
258960.00000000
0.003153250161
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.35000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
750000.00000000
PA
USD
767617.50000000
0.009346964804
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769GK4
2200000.00000000
PA
USD
2200264.00000000
0.026791716144
Long
DBT
CORP
DE
N
2
2024-11-20
Fixed
2.50000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBE1
450000.00000000
PA
USD
431761.50000000
0.005257383454
Long
DBT
CORP
US
N
2
2029-08-16
Fixed
2.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KVW1
138271.92000000
PA
USD
150441.44000000
0.001831863974
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CH1
200000.00000000
PA
USD
200020.00000000
0.002435561852
Long
DBT
CORP
US
N
2
2023-08-19
Fixed
2.25000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAE5
450000.00000000
PA
USD
574717.50000000
0.006998100284
Long
DBT
CORP
US
N
2
2040-04-16
Fixed
6.75000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCA1
400000.00000000
PA
USD
434308.00000000
0.005288391145
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RQZ5
831366.04000000
PA
USD
831571.74000000
0.010125709465
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.00000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AA9
300000.00000000
PA
USD
281388.00000000
0.003426346757
Long
DBT
CORP
US
N
2
2026-10-25
Fixed
1.75000000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747AZ0
100000.00000000
PA
USD
98129.00000000
0.001194876757
Long
DBT
US
N
2
2029-06-15
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MG53
1239088.41000000
PA
USD
1269315.62000000
0.015455937918
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3V5
221304.28000000
PA
USD
226123.01000000
0.002753407544
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
88339WAA4
250000.00000000
PA
USD
219002.50000000
0.002666704002
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
3.50000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JD3
150000.00000000
PA
USD
167700.00000000
0.002042014411
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.70000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AM3
250000.00000000
PA
USD
255392.50000000
0.003109810170
Long
DBT
CORP
GB
N
2
2023-12-04
Fixed
4.50000000
N
N
N
N
N
N
STANFORD UNIVERSITY
JIUV0DC2REIJXQ26CR37
Leland Stanford Junior University/The
85440KAD6
250000.00000000
PA
USD
210285.00000000
0.002560554565
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.41000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBL4
25000.00000000
PA
USD
26624.25000000
0.000324192618
Long
DBT
US
N
2
2029-02-01
Fixed
4.38000000
N
N
N
N
N
N
ALLIED WORLD ASSURANCE
549300E2X3MLXVVR4T40
Allied World Assurance Co Holdings Ltd
01959EAC2
200000.00000000
PA
USD
204024.00000000
0.002484316925
Long
DBT
CORP
BM
N
2
2025-10-29
Fixed
4.35000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AG4
150000.00000000
PA
USD
159994.50000000
0.001948187685
Long
DBT
US
N
2
2029-07-30
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCZ4
4945013.45000000
PA
USD
4594860.66000000
0.055949741725
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAY1
450000.00000000
PA
USD
437998.50000000
0.005333328856
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVB5
3682630.46000000
PA
USD
3290343.30000000
0.040065166594
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
1.50000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503BB1
170000.00000000
PA
USD
171101.60000000
0.002083434305
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AW9
1000000.00000000
PA
USD
1027370.00000000
0.012509864914
Long
DBT
CORP
GB
N
2
2026-03-08
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RXC8
146464.22000000
PA
USD
146500.46000000
0.001783876270
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VN30
2283219.22000000
PA
USD
2265721.56000000
0.027588766120
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
3.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAK6
500000.00000000
PA
USD
581470.00000000
0.007080322718
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GR
N/A
PeaceHealth Obligated Group
70462GAA6
100000.00000000
PA
USD
117657.00000000
0.001432661238
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.79000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AF8
150000.00000000
PA
USD
150250.50000000
0.001829538976
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERSC5
495199.48000000
PA
USD
516394.47000000
0.006287924566
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
4.00000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAP0
400000.00000000
PA
USD
358968.00000000
0.004371006734
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBE9
621016.08000000
PA
USD
603252.60000000
0.007345560543
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
2.50000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AU7
325000.00000000
PA
USD
335120.50000000
0.004080625465
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.55000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AW3
600000.00000000
PA
USD
610752.00000000
0.007436877674
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.70000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAX3
400000.00000000
PA
USD
396324.00000000
0.004825875490
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3F7
486116.19000000
PA
USD
434068.82000000
0.005285478748
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
1.50000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XAX4
112000.00000000
PA
USD
124162.08000000
0.001511870940
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.90000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CA2
650000.00000000
PA
USD
600333.50000000
0.007310015854
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.88000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AK5
150000.00000000
PA
USD
153274.50000000
0.001866360989
Long
DBT
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
Council Of Europe Development Bank
549300UYNXMI821WYG82
Council Of Europe Development Bank
222213AY6
300000.00000000
PA
USD
279276.00000000
0.003400629796
Long
DBT
NUSS
XX
N
2
2026-09-22
Fixed
0.88000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0CU0
550000.00000000
PA
USD
536525.00000000
0.006533045809
Long
DBT
NUSS
XX
N
2
2026-06-02
Fixed
2.00000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAD5
275000.00000000
PA
USD
296436.25000000
0.003609583152
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
4.15000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BK4
800000.00000000
PA
USD
803536.00000000
0.009784329709
Long
DBT
CORP
GB
N
2
2028-03-13
Fixed
4.04000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9YG1
430467.31000000
PA
USD
448290.34000000
0.005458648389
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DNB4
709805.66000000
PA
USD
715349.47000000
0.008710518348
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
3.00000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BS6
350000.00000000
PA
USD
350973.00000000
0.004273654884
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ4E7
121683.80000000
PA
USD
126491.96000000
0.001540240937
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CU7
700000.00000000
PA
USD
736799.00000000
0.008971700515
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
5.04000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AM9
300000.00000000
PA
USD
300987.00000000
0.003664995776
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.15000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAB2
300000.00000000
PA
USD
281859.00000000
0.003432081932
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.95000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AW6
400000.00000000
PA
USD
359708.00000000
0.004380017411
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVKM6
960760.59000000
PA
USD
997802.79000000
0.012149837073
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBE6
250000.00000000
PA
USD
218205.00000000
0.002656993170
Long
DBT
US
N
2
2030-07-01
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPSG0
321300.64000000
PA
USD
341285.64000000
0.004155695857
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.50000000
N
N
N
N
N
N
L3Harris Tech Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AR6
200000.00000000
PA
USD
202798.00000000
0.002469388423
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.83000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJY6
700000.00000000
PA
USD
680540.00000000
0.008286657648
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.52000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MKM1
166128.65000000
PA
USD
167867.05000000
0.002044048511
Long
ABS-MBS
USGA
US
N
2
2027-08-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UMM1
265329.06000000
PA
USD
275096.52000000
0.003349737975
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2V3
1491163.94000000
PA
USD
1404929.12000000
0.017107248124
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
2.00000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HF3
250000.00000000
PA
USD
250935.00000000
0.003055533013
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.80000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBJ1
400000.00000000
PA
USD
434056.00000000
0.005285322644
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.90000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AG3
150000.00000000
PA
USD
151911.00000000
0.001849758206
Long
DBT
CORP
IE
N
2
2024-07-02
Variable
3.63000000
N
N
N
N
N
N
Mercury General Corp
5493001Q9EXPCEL4W527
Mercury General Corp
589400AB6
200000.00000000
PA
USD
205644.00000000
0.002504043003
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAP3
250000.00000000
PA
USD
253485.00000000
0.003086583322
Long
DBT
CORP
AU
N
2
2026-01-14
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MKRA6
37334.19000000
PA
USD
38852.51000000
0.000473091146
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
4.00000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAY2
1242000.00000000
PA
USD
1261760.22000000
0.015363938898
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
4.03000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAD8
50000.00000000
PA
USD
44160.50000000
0.000537724373
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
CBRE Services Inc
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAD2
150000.00000000
PA
USD
157872.00000000
0.001922342869
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLS9
356788.34000000
PA
USD
343236.83000000
0.004179454701
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
2.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THG3
400000.00000000
PA
USD
361600.00000000
0.004403055523
Long
DBT
CORP
US
N
2
2027-08-13
Fixed
1.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXS8
150000.00000000
PA
USD
139980.00000000
0.001704479292
Long
DBT
CORP
US
N
2
2026-02-12
Fixed
0.86000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
600000.00000000
PA
USD
492984.00000000
0.006002864834
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAK0
100000.00000000
PA
USD
107391.00000000
0.001307656348
Long
DBT
CORP
US
N
2
2048-02-26
Fixed
3.95000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BQ7
350000.00000000
PA
USD
386001.00000000
0.004700176534
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BA8
250000.00000000
PA
USD
268592.50000000
0.003270541179
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMU67
100000.00000000
PA
USD
99789.08000000
0.001215090873
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Fixed
2.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AGQ5
740904.45000000
PA
USD
743448.85000000
0.009052673023
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.00000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAC1
500000.00000000
PA
USD
487755.00000000
0.005939193436
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
950000.00000000
PA
USD
1076749.00000000
0.013111132830
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.13000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAZ8
850000.00000000
PA
USD
849906.50000000
0.010348964350
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418U4N1
362290.11000000
PA
USD
384824.67000000
0.004685852844
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DU9
600000.00000000
PA
USD
588312.00000000
0.007163634958
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAU4
450000.00000000
PA
USD
448902.00000000
0.005466096323
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AN6
100000.00000000
PA
USD
92136.00000000
0.001121902443
Long
DBT
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DN5
250000.00000000
PA
USD
232440.00000000
0.002830326951
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.75000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BV1
450000.00000000
PA
USD
458518.50000000
0.005583192516
Long
DBT
CORP
US
N
2
2024-05-22
Fixed
3.63000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAH0
500000.00000000
PA
USD
487625.00000000
0.005937610479
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.06000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WWF5
108438.05000000
PA
USD
115182.93000000
0.001402535498
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.50000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBR0
800000.00000000
PA
USD
733576.00000000
0.008932455361
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAS1
250000.00000000
PA
USD
227297.50000000
0.002767708829
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.13000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HH3
100000.00000000
PA
USD
91086.00000000
0.001109117022
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.75000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BP4
600000.00000000
PA
USD
609252.00000000
0.007418612786
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
3.40000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BV7
250000.00000000
PA
USD
245835.00000000
0.002993432396
Long
DBT
CORP
US
N
2
2023-05-12
Fixed
0.25000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AW8
300000.00000000
PA
USD
265950.00000000
0.003238364536
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.88000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAT1
200000.00000000
PA
USD
199192.00000000
0.002425479634
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AN7
500000.00000000
PA
USD
522595.00000000
0.006363425888
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.88000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAH8
650000.00000000
PA
USD
693985.50000000
0.008450378011
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
4.71000000
N
N
N
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964CAC0
200000.00000000
PA
USD
203954.00000000
0.002483464563
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4UE4
814553.08000000
PA
USD
849379.61000000
0.010342548626
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
E.I. DU PONT DE NEMOURS
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours and Co
263534CP2
150000.00000000
PA
USD
139737.00000000
0.001701520380
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.30000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
350000.00000000
PA
USD
314125.00000000
0.003824971836
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
0778FPAC3
250000.00000000
PA
USD
240647.50000000
0.002930266327
Long
DBT
CORP
CA
N
2
2024-03-17
Fixed
0.75000000
N
N
N
N
N
N
Eastern Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AH8
167000.00000000
PA
USD
168608.21000000
0.002053073313
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.60000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAU9
850000.00000000
PA
USD
856604.50000000
0.010430523160
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
3.40000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C40
N/A
Wells Fargo Commercial Mortgage Trust 2017-C40
95000YAY1
1551000.00000000
PA
USD
1566710.98000000
0.019077199761
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.58000000
N
N
N
N
N
N
Omnicom Group Inc / Omnicom Capital Inc
N/A
Omnicom Group Inc / Omnicom Capital Inc
681919BA3
250000.00000000
PA
USD
253142.50000000
0.003082412839
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.65000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AC6
250000.00000000
PA
USD
293677.50000000
0.003575990980
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B16 Mortgage Trust
08161NAF4
1073000.00000000
PA
USD
1027421.71000000
0.012510494565
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.73000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCRJ7
244029.08000000
PA
USD
254001.60000000
0.003092873749
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAG1
100000.00000000
PA
USD
94239.00000000
0.001147509815
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.63000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AV8
200000.00000000
PA
USD
183502.00000000
0.002234428912
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.50000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAR9
550000.00000000
PA
USD
565862.00000000
0.006890270477
Long
DBT
CORP
US
N
2
2028-07-26
Fixed
4.05000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBD4
350000.00000000
PA
USD
397890.50000000
0.004844950120
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
5.65000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FY4
350000.00000000
PA
USD
362145.00000000
0.004409691765
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
N/A
GLP Capital LP / GLP Financing II Inc
361841AL3
200000.00000000
PA
USD
210530.00000000
0.002563537829
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCPC1
603804.08000000
PA
USD
610871.02000000
0.007438326932
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAV8
100000.00000000
PA
USD
101076.00000000
0.001230761172
Long
DBT
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A2R43
7671.43000000
PA
USD
7999.77000000
0.000097409932
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAE7
600000.00000000
PA
USD
604444.28000000
0.007360071143
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.49000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VK9
400000.00000000
PA
USD
397372.00000000
0.004838636558
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
1.63000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AF2
550000.00000000
PA
USD
564327.50000000
0.006871585497
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.75000000
N
N
N
N
N
N
MIDMICHIGAN HEALTH
N/A
MidMichigan Health
597861AA1
150000.00000000
PA
USD
136131.00000000
0.001657611591
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.41000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AF8
150000.00000000
PA
USD
149253.00000000
0.001817392826
Long
DBT
CORP
US
N
2
2116-07-01
Fixed
3.89000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SEH6
2912393.21000000
PA
USD
2970889.01000000
0.036175302169
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408GFA0
42912.64000000
PA
USD
47399.86000000
0.000577168737
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
6.00000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207YM0
148000.00000000
PA
USD
201811.76000000
0.002457379382
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.66000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBF5
590000.00000000
PA
USD
621299.50000000
0.007565310274
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EW4
1889000.00000000
PA
USD
2133315.59000000
0.025976512697
Long
DBT
UST
US
N
2
2026-02-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ARYF2
137082.69000000
PA
USD
141409.31000000
0.001721883416
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
3.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KA8
1350000.00000000
PA
USD
1377337.50000000
0.016771276235
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENHB8
1107816.11000000
PA
USD
1133429.36000000
0.013801306426
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
19344628.36000000
PA
USD
18001798.16000000
0.219200544296
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBF2
400000.00000000
PA
USD
402044.42000000
0.004895530708
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.70000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
2500000.00000000
PA
USD
2697025.00000000
0.032840571965
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.42000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
Unum Group
91529YAP1
175000.00000000
PA
USD
161386.75000000
0.001965140544
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGHW7
177432.24000000
PA
USD
191495.85000000
0.002331766758
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
5.00000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBJ7
400000.00000000
PA
USD
388460.00000000
0.004730118773
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.45000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAG8
400000.00000000
PA
USD
353048.00000000
0.004298921311
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
250000.00000000
PA
USD
253395.00000000
0.003085487428
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6M2
339521.85000000
PA
USD
346635.37000000
0.004220837335
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RC4
7017000.00000000
PA
USD
8144653.86000000
0.099174123793
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.63000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131AW2
150000.00000000
PA
USD
156517.50000000
0.001905849676
Long
DBT
US
N
2
2028-10-15
Fixed
4.10000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
400000.00000000
PA
USD
404896.00000000
0.004930253233
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AW9
450000.00000000
PA
USD
462091.50000000
0.005626699478
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.90000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AL0
200000.00000000
PA
USD
205054.00000000
0.002496858814
Long
DBT
US
N
2
2028-10-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUF53
1136076.50000000
PA
USD
1134021.80000000
0.013808520326
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
2.50000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MBK8
200000.00000000
PA
USD
212530.00000000
0.002587891013
Long
DBT
CORP
CA
N
2
2049-06-15
Fixed
4.30000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AD0
1150000.00000000
PA
USD
1534272.50000000
0.018682209638
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1
46590KAD6
600000.00000000
PA
USD
603110.03000000
0.007343824526
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CHJ6
453642.17000000
PA
USD
472424.73000000
0.005752522999
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.00000000
N
N
N
N
N
N
Texas Transportation Commission State Highway Fund
5493006JSGNPGVJS7691
TEXAS ST TRANSPRTN COMMISSIONST HIGHWAY FUND REVENUE
88283LHU3
130000.00000000
PA
USD
144753.83000000
0.001762608270
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.18000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAK8
250000.00000000
PA
USD
227687.50000000
0.002772457700
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BN8
250000.00000000
PA
USD
260705.00000000
0.003174498313
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
4.60000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2016-GC36
N/A
Citigroup Commercial Mortgage Trust 2016-GC36
17324TAE9
3350000.00000000
PA
USD
3366153.93000000
0.040988281675
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
3.62000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AL9
500000.00000000
PA
USD
439995.00000000
0.005357639421
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV92
248564.02000000
PA
USD
251259.12000000
0.003059479690
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AZ8
150000.00000000
PA
USD
156682.50000000
0.001907858813
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
850000.00000000
PA
USD
787797.00000000
0.009592682334
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.47000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417BUK1
33058.06000000
PA
USD
33792.54000000
0.000411477958
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKQ4
1127293.55000000
PA
USD
1084476.77000000
0.013205230730
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BM7
800000.00000000
PA
USD
909112.00000000
0.011069885544
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CF9
700000.00000000
PA
USD
715778.00000000
0.008715736383
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAP8
200000.00000000
PA
USD
206668.00000000
0.002516511833
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.90000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAF2
200000.00000000
PA
USD
184560.00000000
0.002247311746
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
1.45000000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866BB3
150000.00000000
PA
USD
139611.00000000
0.001699986130
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.13000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BJ9
550000.00000000
PA
USD
558701.00000000
0.006803073904
Long
DBT
CORP
GB
N
2
2024-06-25
Fixed
4.52000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJE5
409635.02000000
PA
USD
421480.12000000
0.005132191289
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AEE44
175725.14000000
PA
USD
172906.23000000
0.002105408548
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.00000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAS6
250000.00000000
PA
USD
216417.50000000
0.002635227513
Long
DBT
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477AT0
571000.00000000
PA
USD
581706.25000000
0.007083199438
Long
DBT
CORP
US
N
2
2025-08-18
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202E7H6
174043.40000000
PA
USD
189665.56000000
0.002309480065
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
5.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3133XGAY0
400000.00000000
PA
USD
521872.00000000
0.006354622212
Long
DBT
USGSE
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
N
Texas Private Activity Bond Surface Transportation Corp
N/A
TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE
882667AZ1
350000.00000000
PA
USD
358942.85000000
0.004370700492
Long
DBT
MUN
US
N
2
2049-12-31
Fixed
3.92000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGL8
900000.00000000
PA
USD
935532.00000000
0.011391591094
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAL8
350000.00000000
PA
USD
357581.00000000
0.004354117801
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.50000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBM9
100000.00000000
PA
USD
100348.00000000
0.001221896614
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.00000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BG7
250000.00000000
PA
USD
236917.50000000
0.002884847640
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
2.40000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAG5
200000.00000000
PA
USD
255482.00000000
0.003110899975
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.95000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAH0
100000.00000000
PA
USD
104099.00000000
0.001267571009
Long
DBT
CORP
US
N
2
2028-04-28
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5FG9
1068342.76000000
PA
USD
1109999.74000000
0.013516013512
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DP0
750000.00000000
PA
USD
726300.00000000
0.008843858480
Long
DBT
NUSS
XX
N
2
2023-11-15
Fixed
0.25000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CU4
250000.00000000
PA
USD
234972.50000000
0.002861164170
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.55000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDH8
250000.00000000
PA
USD
255130.00000000
0.003106613815
Long
DBT
CORP
GB
N
2
2028-11-28
Fixed
3.72000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
N/A
GLP Capital LP / GLP Financing II Inc
361841AP4
250000.00000000
PA
USD
243885.00000000
0.002969688042
Long
DBT
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBM2
200000.00000000
PA
USD
198792.00000000
0.002420608997
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.65000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAU5
300000.00000000
PA
USD
252975.00000000
0.003080373260
Long
DBT
US
N
2
2051-01-15
Fixed
3.25000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAJ4
250000.00000000
PA
USD
257822.50000000
0.003139399288
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7K5
990257.53000000
PA
USD
1016855.14000000
0.012381829758
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RNW5
1059261.00000000
PA
USD
1081293.35000000
0.013166467524
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
3.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAL6
250000.00000000
PA
USD
238935.00000000
0.002909413914
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.70000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0BT4
150000.00000000
PA
USD
173313.00000000
0.002110361620
Long
DBT
NUSS
XX
N
2
2041-10-28
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DAR3
252801.84000000
PA
USD
258298.59000000
0.003145196441
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BU7
200000.00000000
PA
USD
196044.00000000
0.002387147724
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.50000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AG1
250000.00000000
PA
USD
271462.50000000
0.003305487997
Long
DBT
CORP
US
N
2
2043-10-15
Fixed
5.15000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
1050000.00000000
PA
USD
1037841.00000000
0.012637366004
Long
DBT
CORP
US
N
2
2024-06-02
Fixed
1.65000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EL3
695000.00000000
PA
USD
698808.60000000
0.008509106930
Long
DBT
NUSS
XX
N
2
2024-01-30
Fixed
2.63000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BC5
200000.00000000
PA
USD
213226.00000000
0.002596365920
Long
DBT
CORP
US
N
2
2047-01-30
Fixed
4.35000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FZ1
350000.00000000
PA
USD
365134.00000000
0.004446087598
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
4.65000000
N
N
N
N
N
N
Sales Tax Securitization Corp
N/A
SALES TAX SECURITIZATION CORP IL
79467BBN4
250000.00000000
PA
USD
244966.50000000
0.002982857026
Long
DBT
MUN
US
N
2
2048-01-01
Fixed
3.82000000
N
N
N
N
N
N
American Airlines 2016-2 Class AA Pass Through Trust
N/A
American Airlines 2016-2 Class AA Pass Through Trust
023765AA8
458700.00000000
PA
USD
434196.25000000
0.005287030411
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FVG8
850374.83000000
PA
USD
916121.88000000
0.011155241990
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
4.50000000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
Northwell Healthcare Inc
667274AC8
300000.00000000
PA
USD
302835.00000000
0.003687498117
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.26000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M2N9
10851.10000000
PA
USD
10637.25000000
0.000129525449
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
2.50000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FG3
100000.00000000
PA
USD
105650.00000000
0.001286456902
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GW7
50000.00000000
PA
USD
55416.00000000
0.000674778000
Long
DBT
CORP
US
N
2
2042-05-30
Fixed
4.75000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CJ1
50000.00000000
PA
USD
56417.00000000
0.000686966768
Long
DBT
CORP
US
N
2
2048-04-17
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AA81
345467.75000000
PA
USD
353718.42000000
0.004307084742
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCR5
300000.00000000
PA
USD
313020.00000000
0.003811516703
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
4.13000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
350000.00000000
PA
USD
365599.50000000
0.004451755801
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DAV5
107400.16000000
PA
USD
109883.30000000
0.001338004067
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
SUMITOMO MITSUI BANKING
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
865622BN3
250000.00000000
PA
USD
251797.50000000
0.003066035323
Long
DBT
CORP
JP
N
2
2024-07-11
Fixed
3.40000000
N
N
N
N
N
N
Council Of Europe Development Bank
549300UYNXMI821WYG82
Council Of Europe Development Bank
222213AU4
350000.00000000
PA
USD
338425.50000000
0.004120869101
Long
DBT
NUSS
XX
N
2
2025-02-27
Fixed
1.38000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874AZ0
150000.00000000
PA
USD
185520.00000000
0.002259001274
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AUKF0
63537.89000000
PA
USD
66722.94000000
0.000812457990
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
4.00000000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES CA UNIF SCH DIST
544646XY3
300000.00000000
PA
USD
340409.10000000
0.004145022588
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.76000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294NQ44
130225.53000000
PA
USD
129799.41000000
0.001580514405
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
2.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCQ9
150000.00000000
PA
USD
144192.00000000
0.001755767096
Long
DBT
CORP
CA
N
2
2024-03-04
Fixed
0.55000000
N
N
N
N
N
N
ARCH CAPITAL GRP US INC
549300B4QKQFLY1XST28
Arch Capital Group US Inc
03938JAA7
250000.00000000
PA
USD
276132.50000000
0.003362352680
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.14000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7UA5
844397.68000000
PA
USD
877322.56000000
0.010682798516
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BX1
140000.00000000
PA
USD
146932.80000000
0.001789140698
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.10000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BJ5
250000.00000000
PA
USD
218267.50000000
0.002657754207
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAD5
1244005.22000000
PA
USD
1111502.65000000
0.013534313833
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDV1
450000.00000000
PA
USD
468031.50000000
0.005699028432
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.88000000
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
Sixth Street Specialty Lending Inc
83012AAA7
100000.00000000
PA
USD
92426.00000000
0.001125433655
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
2.50000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAL9
850000.00000000
PA
USD
879206.00000000
0.010705732396
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297APW8
39529.85000000
PA
USD
42553.76000000
0.000518159756
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
5.00000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EBB2
350000.00000000
PA
USD
361525.50000000
0.004402148367
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
4.05000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
0778FPAH2
300000.00000000
PA
USD
267000.00000000
0.003251149957
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AP5
250000.00000000
PA
USD
269552.50000000
0.003282230707
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.25000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FW8
200000.00000000
PA
USD
184944.00000000
0.002251987557
Long
DBT
CORP
US
N
2
2059-11-15
Fixed
3.70000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BE0
270000.00000000
PA
USD
272648.70000000
0.003319931870
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
3.63000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448BZ3
200000.00000000
PA
USD
259518.00000000
0.003160044699
Long
DBT
CORP
US
N
2
2037-09-01
Fixed
6.25000000
N
N
N
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR Inc
62944TAF2
250000.00000000
PA
USD
233932.50000000
0.002848500514
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
500000.00000000
PA
USD
450110.00000000
0.005480805645
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZS2
991598.35000000
PA
USD
1021013.19000000
0.012432460634
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BB7
550000.00000000
PA
USD
584501.50000000
0.007117236056
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.38000000
N
N
N
N
N
N
STERIS PLC
549300BRDKZ1HFI2J358
STERIS Irish FinCo UnLtd Co
85917PAA5
200000.00000000
PA
USD
183774.00000000
0.002237740945
Long
DBT
CORP
IE
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBA6
150000.00000000
PA
USD
155158.50000000
0.001889301688
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJKX7
216782.24000000
PA
USD
237364.15000000
0.002890286315
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
5.50000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAX7
200000.00000000
PA
USD
179770.00000000
0.002188985872
Long
DBT
CORP
JP
N
2
2031-07-14
Fixed
2.61000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ALY2
195650.76000000
PA
USD
213798.05000000
0.002603331540
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.50000000
N
N
N
N
N
N
Barrick PD Australia Finance Pty Ltd
5493008DX0TK7OFLV260
Barrick PD Australia Finance Pty Ltd
06849UAD7
400000.00000000
PA
USD
493204.00000000
0.006005543684
Long
DBT
CORP
AU
N
2
2039-10-15
Fixed
5.95000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBN2
400000.00000000
PA
USD
326332.00000000
0.003973611490
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142ER0
100000.00000000
PA
USD
93298.00000000
0.001136051643
Long
DBT
CORP
US
N
2
2026-09-17
Fixed
1.05000000
N
N
N
N
N
N
Sales Tax Securitization Corp
N/A
SALES TAX SECURITIZATION CORP IL
79467BAR6
200000.00000000
PA
USD
196049.60000000
0.002387215912
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.59000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BL2
400000.00000000
PA
USD
388544.00000000
0.004731141607
Long
DBT
CORP
US
N
2
2044-11-10
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJXB9
171235.72000000
PA
USD
171465.82000000
0.002087869263
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAF0
14060268.66000000
PA
USD
13112839.11000000
0.159669686585
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DBF8
180859.75000000
PA
USD
181809.97000000
0.002213825753
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9LS7
159086.71000000
PA
USD
156582.33000000
0.001906639084
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
2.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BN3
850000.00000000
PA
USD
823004.00000000
0.010021383594
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAH6
300000.00000000
PA
USD
279936.00000000
0.003408666346
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
Arizona Public Service Co
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CT9
425000.00000000
PA
USD
427040.00000000
0.005199891677
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.35000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAT8
200000.00000000
PA
USD
246044.00000000
0.002995977304
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
87031CAD5
500000.00000000
PA
USD
485770.00000000
0.005915022902
Long
DBT
NUSS
SE
N
2
2023-11-10
Fixed
0.50000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAP9
250000.00000000
PA
USD
214810.00000000
0.002615653642
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ETT6
475000.00000000
PA
USD
476011.75000000
0.005796200677
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5NB1
150819.93000000
PA
USD
159432.43000000
0.001941343588
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
European Bank for Reconstruction & Development
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEH3
500000.00000000
PA
USD
488315.00000000
0.005946012328
Long
DBT
NUSS
XX
N
2
2023-07-10
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D54D1
372806.14000000
PA
USD
370340.86000000
0.004509489405
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQV2
849097.96000000
PA
USD
847455.16000000
0.010319115384
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WZV7
101591.37000000
PA
USD
105939.57000000
0.001289982878
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAQ2
500000.00000000
PA
USD
411680.00000000
0.005012859230
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.50000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BZ8
400000.00000000
PA
USD
372356.00000000
0.004534026942
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAQ8
100000.00000000
PA
USD
99253.00000000
0.001208563246
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRD8
71307.75000000
PA
USD
73369.70000000
0.000893392872
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DDA8
42203.19000000
PA
USD
42130.94000000
0.000513011250
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AC3
250000.00000000
PA
USD
253207.50000000
0.003083204318
Long
DBT
CORP
JP
N
2
2023-07-20
Fixed
3.42000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAA9
100000.00000000
PA
USD
90725.00000000
0.001104721273
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AW2
250000.00000000
PA
USD
212942.50000000
0.002592913857
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBF5
150000.00000000
PA
USD
150372.00000000
0.001831018432
Long
DBT
US
N
2
2029-06-01
Fixed
3.30000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
20453KAA3
250000.00000000
PA
USD
254732.50000000
0.003101773620
Long
DBT
CORP
US
N
2
2025-04-10
Fixed
3.88000000
N
N
N
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas Inc
68235PAE8
100000.00000000
PA
USD
100706.00000000
0.001226255833
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.61000000
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043AE1
250000.00000000
PA
USD
230880.00000000
0.002811331469
Long
DBT
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AE87
105303.60000000
PA
USD
105665.23000000
0.001286642352
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDK4
19000000.00000000
PA
USD
17976523.39000000
0.218892783744
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9KB5
272028.72000000
PA
USD
271199.70000000
0.003302287989
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5CN3
475143.07000000
PA
USD
484572.40000000
0.005900440216
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
3.50000000
N
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
African Development Bank
00828EDC0
450000.00000000
PA
USD
454900.50000000
0.005539137608
Long
DBT
NUSS
XX
N
2
2023-09-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BGE2
196303.20000000
PA
USD
212302.84000000
0.002585124978
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBE8
350000.00000000
PA
USD
349744.50000000
0.004258695941
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.25000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AJ2
100000.00000000
PA
USD
96959.00000000
0.001180630145
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.60000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAH8
200000.00000000
PA
USD
190914.00000000
0.002324681809
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMJ8
350000.00000000
PA
USD
339269.00000000
0.004131140056
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.90000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JZ7
500000.00000000
PA
USD
458585.00000000
0.005584002259
Long
DBT
NUSS
XX
N
2
2028-09-13
Fixed
1.13000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FKUP9
2560000.00000000
PA
USD
2706882.66000000
0.032960604665
Long
ABS-MBS
USGSE
US
N
2
2028-12-25
Fixed
3.77000000
N
N
N
N
N
N
LAFARGE SA
549300DNNL29KCEPRZ85
Lafarge SA
505861AC8
150000.00000000
PA
USD
196863.00000000
0.002397120352
Long
DBT
CORP
FR
N
2
2036-07-15
Fixed
7.13000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACA1
700000.00000000
PA
USD
641704.00000000
0.007813767537
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EK5
100000.00000000
PA
USD
101744.00000000
0.001238895135
Long
DBT
CORP
US
N
2
2023-06-26
Fixed
3.40000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
1000000.00000000
PA
USD
1174470.00000000
0.014301041538
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.98000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAN7
550000.00000000
PA
USD
531151.50000000
0.006467614894
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
1.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQB1
368284.80000000
PA
USD
369901.11000000
0.004504134749
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.50000000
N
N
N
N
N
N
BHSH SYSTEM OBL GRP
5493002M6WR7Y63L2862
BHSH System Obligated Group
84765EAA6
150000.00000000
PA
USD
143553.00000000
0.001747986254
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
3.49000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AV2
500000.00000000
PA
USD
507920.00000000
0.006184734406
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865AY1
300000.00000000
PA
USD
300840.00000000
0.003663205817
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.80000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CBB9
150000.00000000
PA
USD
177378.00000000
0.002159859465
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
4.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294UU75
38100.36000000
PA
USD
39312.44000000
0.000478691526
Long
ABS-MBS
USGA
US
N
2
2042-04-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4H5
1614364.00000000
PA
USD
1588467.00000000
0.019342113932
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BA6
300000.00000000
PA
USD
279129.00000000
0.003398839837
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8AL7
1506940.65000000
PA
USD
1533870.13000000
0.018677310143
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAG5
590000.00000000
PA
USD
582253.30000000
0.007089860643
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J73Y9
308651.01000000
PA
USD
307041.10000000
0.003738714079
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DE4
500000.00000000
PA
USD
504075.00000000
0.006137915411
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.70000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDB9
350000.00000000
PA
USD
369085.50000000
0.004494203399
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.13000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
650000.00000000
PA
USD
685438.00000000
0.008346298594
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCR0
17500000.00000000
PA
USD
16015917.93000000
0.195019291765
Long
DBT
UST
US
N
2
2028-07-31
Fixed
1.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBQ3
20000000.00000000
PA
USD
18494531.20000000
0.225200353293
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust 2017-C3
N/A
UBS Commercial Mortgage Trust 2017-C3
90276GAS1
1550000.00000000
PA
USD
1542061.75000000
0.018777056154
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.43000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8XW2
1007666.49000000
PA
USD
1005534.42000000
0.012243981974
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.00000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AG5
540000.00000000
PA
USD
598482.00000000
0.007287470895
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.95000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
1500000.00000000
PA
USD
1245570.00000000
0.015166797201
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292K2T3
120630.08000000
PA
USD
128230.94000000
0.001561415787
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AU9
200000.00000000
PA
USD
200264.00000000
0.002438532940
Long
DBT
CORP
US
N
2
2028-01-25
Fixed
3.20000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAB2
250000.00000000
PA
USD
232807.50000000
0.002834801849
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAC6
500000.00000000
PA
USD
503290.00000000
0.006128356787
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBV5
150000.00000000
PA
USD
151414.50000000
0.001843712529
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EN4L0
290226.82000000
PA
USD
289621.75000000
0.003526605768
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
2.50000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950KCT5
500000.00000000
PA
USD
465570.00000000
0.005669055752
Long
DBT
NUSS
XX
N
2
2025-07-16
Fixed
0.38000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAU8
150000.00000000
PA
USD
168412.50000000
0.002050690233
Long
DBT
CORP
CA
N
2
2045-08-01
Fixed
4.80000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
850000.00000000
PA
USD
908990.00000000
0.011068400000
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BF7
100000.00000000
PA
USD
98525.00000000
0.001199698687
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
2.90000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAF7
500000.00000000
PA
USD
529035.00000000
0.006441843138
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.60000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAY4
100000.00000000
PA
USD
99756.00000000
0.001214688071
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.60000000
N
N
N
N
N
N
PUBLIC SERVICE OKLAHOMA
F3TJNSIZRGXRH8GEIK79
Public Service Co of Oklahoma
744533BP4
150000.00000000
PA
USD
131812.50000000
0.001605026980
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB44
484061.13000000
PA
USD
432241.98000000
0.005263234063
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
1.50000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAJ4
450000.00000000
PA
USD
489645.00000000
0.005962207194
Long
DBT
CORP
US
N
2
2043-05-18
Fixed
4.15000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCE9
200000.00000000
PA
USD
201906.00000000
0.002458526903
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R7J2
727159.81000000
PA
USD
740408.94000000
0.009015657280
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCB7
8579182.50000000
PA
USD
7977024.18000000
0.097132965639
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAK5
100000.00000000
PA
USD
108678.00000000
0.001323327622
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
6.10000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
450000.00000000
PA
USD
460075.50000000
0.005602151469
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
1300000.00000000
PA
USD
1291160.00000000
0.015721928012
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAM5
600000.00000000
PA
USD
551460.00000000
0.006714903204
Long
DBT
CORP
US
N
2
2027-01-28
Fixed
1.12000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBQ2
400000.00000000
PA
USD
356276.00000000
0.004338227349
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.38000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CT5
700000.00000000
PA
USD
718956.00000000
0.008754433591
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.45000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAG8
250000.00000000
PA
USD
256475.00000000
0.003122991331
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAB1
400000.00000000
PA
USD
404924.00000000
0.004930594177
Long
DBT
CORP
ES
N
2
2027-04-11
Fixed
4.25000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AH6
200000.00000000
PA
USD
236754.00000000
0.002882856768
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.88000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAG8
350000.00000000
PA
USD
340322.50000000
0.004143968095
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BJ7
275000.00000000
PA
USD
273930.25000000
0.003335536781
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Mayo Clinic
5493001OHMD58DCY4635
Mayo Clinic
578454AD2
250000.00000000
PA
USD
273405.00000000
0.003329141026
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ES3
1248000.00000000
PA
USD
1408290.00000000
0.017148172187
Long
DBT
UST
US
N
2
2024-11-15
Fixed
7.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BH6
250000.00000000
PA
USD
254760.00000000
0.003102108476
Long
DBT
CORP
US
N
2
2023-12-05
Fixed
3.38000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAJ1
150000.00000000
PA
USD
156070.50000000
0.001900406739
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.00000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BN3
200000.00000000
PA
USD
182050.00000000
0.002216748501
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CW26
181822.18000000
PA
USD
186754.74000000
0.002274036198
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAG0
200000.00000000
PA
USD
196946.00000000
0.002398131009
Long
DBT
CORP
GB
N
2
2028-11-03
Fixed
3.82000000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AV0
150000.00000000
PA
USD
117697.50000000
0.001433154390
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.97000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F3H7
141577.69000000
PA
USD
142669.89000000
0.001737232984
Long
ABS-MBS
USGA
US
N
2
2027-02-20
Fixed
3.00000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FD4
250000.00000000
PA
USD
299252.50000000
0.003643875478
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92344GAM8
250000.00000000
PA
USD
331540.00000000
0.004037027179
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
7.75000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAA1
350000.00000000
PA
USD
347116.00000000
0.004226689770
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
4.20000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JC9
1400000.00000000
PA
USD
1366064.00000000
0.016634003430
Long
DBT
CORP
DE
N
2
2024-08-05
Fixed
1.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HPNB6
37393.55000000
PA
USD
37356.43000000
0.000454873991
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CK5
140000.00000000
PA
USD
184934.40000000
0.002251870661
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZG0
1381852.41000000
PA
USD
1250875.09000000
0.015231395116
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSG1
1471459.98000000
PA
USD
1492032.99000000
0.018167876375
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAD1
300000.00000000
PA
USD
384036.00000000
0.004676249532
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.25000000
N
N
N
N
N
N
Arch Capital Finance LLC
549300XG4URFY0200M65
Arch Capital Finance LLC
03939CAA1
200000.00000000
PA
USD
205856.00000000
0.002506624440
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CKH6
237830.97000000
PA
USD
244708.15000000
0.002979711204
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAN2
550000.00000000
PA
USD
561137.50000000
0.006832742170
Long
DBT
CORP
NO
N
2
2024-03-01
Fixed
3.70000000
N
N
N
N
N
N
Nordic Investment Bank
213800HYL1S7VAXG6Z48
Nordic Investment Bank
65562QBL8
200000.00000000
PA
USD
199394.00000000
0.002427939305
Long
DBT
NUSS
XX
N
2
2024-05-21
Fixed
2.25000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAM1
150000.00000000
PA
USD
154168.50000000
0.001877246862
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.00000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBA0
50000.00000000
PA
USD
50080.00000000
0.000609803707
Long
DBT
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VFS4
250144.44000000
PA
USD
259352.91000000
0.003158034465
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
4.50000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AR9
300000.00000000
PA
USD
309486.00000000
0.003768484628
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.20000000
N
N
N
N
N
N
Arizona Public Service Co
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CY8
150000.00000000
PA
USD
150139.50000000
0.001828187374
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
750000.00000000
PA
USD
701760.00000000
0.008545044922
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8DA0
410562.47000000
PA
USD
414898.16000000
0.005052045450
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XGJV1
372337.65000000
PA
USD
402355.44000000
0.004899317871
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
5.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BJ8
650000.00000000
PA
USD
603375.50000000
0.007347057046
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785GS9
1100000.00000000
PA
USD
1080431.00000000
0.013155967041
Long
DBT
NUSS
XX
N
2
2025-02-10
Fixed
1.88000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200HU8
800000.00000000
PA
USD
815584.00000000
0.009931033285
Long
DBT
CORP
US
N
2
2024-02-12
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6A91
2710123.11000000
PA
USD
2635158.94000000
0.032087254218
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGA61
861955.37000000
PA
USD
877358.77000000
0.010683239430
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
New York City Water & Sewer System
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972FL20
250000.00000000
PA
USD
333605.00000000
0.004062171841
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
6.01000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081FA6
250000.00000000
PA
USD
222120.00000000
0.002704664526
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
JANUS HEND US HLDGS INC
8T2ZO87FU1KVPZIG9I59
Janus Henderson US Holdings Inc
47102XAJ4
250000.00000000
PA
USD
261197.50000000
0.003180495284
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.88000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AJ6
200000.00000000
PA
USD
212648.00000000
0.002589327850
Long
DBT
CORP
US
N
2
2043-03-18
Fixed
4.20000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BK2
250000.00000000
PA
USD
252972.50000000
0.003080342819
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AV5
400000.00000000
PA
USD
450912.00000000
0.005490571272
Long
DBT
CORP
US
N
2
2047-05-20
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMQY2
342341.42000000
PA
USD
341523.19000000
0.004158588407
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ATR9
127372.13000000
PA
USD
127816.25000000
0.001556366276
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.00000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BJ3
350000.00000000
PA
USD
351001.00000000
0.004273995828
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.10000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BF0
50000.00000000
PA
USD
53165.50000000
0.000647374580
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8KS1
67499.87000000
PA
USD
71567.96000000
0.000871453820
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
5.00000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460WAE7
250000.00000000
PA
USD
231160.00000000
0.002814740914
Long
DBT
US
N
2
2031-05-01
Fixed
2.30000000
N
N
N
N
N
N
NORDIC INVESTMENT BANK
213800HYL1S7VAXG6Z48
Nordic Investment Bank
65562QBP9
400000.00000000
PA
USD
370652.00000000
0.004513278030
Long
DBT
NUSS
XX
N
2
2025-09-11
Fixed
0.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31339SQJ7
497919.18000000
PA
USD
489931.75000000
0.005965698832
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YBSS3
1253910.24000000
PA
USD
1278708.97000000
0.015570316905
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLS4
262896.34000000
PA
USD
267686.41000000
0.003259508091
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.50000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAL0
250000.00000000
PA
USD
238832.50000000
0.002908165813
Long
DBT
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XVXB4
3139290.18000000
PA
USD
3170770.35000000
0.038609175615
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7TG8
321911.82000000
PA
USD
323248.59000000
0.003936066066
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UUH3
354079.64000000
PA
USD
352992.35000000
0.004298243684
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QPJ4
333175.71000000
PA
USD
356041.20000000
0.004335368285
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
4.50000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630DL9
250000.00000000
PA
USD
230747.50000000
0.002809718070
Long
DBT
NUSS
KR
N
2
2026-09-09
Fixed
1.00000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAS0
200000.00000000
PA
USD
224606.00000000
0.002734935533
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D54A7
244498.87000000
PA
USD
251238.60000000
0.003059229826
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WB85
475000.00000000
PA
USD
457719.50000000
0.005573463419
Long
DBT
CORP
CA
N
2
2025-05-01
Fixed
1.85000000
N
N
N
N
N
N
WILLIS-KNIGHTON MED CTR
N/A
Willis-Knighton Medical Center
97068LAB4
150000.00000000
PA
USD
126541.50000000
0.001540844166
Long
DBT
CORP
US
N
2
2051-03-01
Fixed
3.07000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDQ2
350000.00000000
PA
USD
394919.00000000
0.004808767378
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AV6
250000.00000000
PA
USD
229267.50000000
0.002791696715
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JAV69
18775.24000000
PA
USD
19552.61000000
0.000238084146
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MGK53
14346.12000000
PA
USD
14289.76000000
0.000174000571
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
2.50000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JB0
2700000.00000000
PA
USD
2548071.00000000
0.031026819939
Long
DBT
NUSS
XX
N
2
2025-04-22
Fixed
0.63000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BN8
525000.00000000
PA
USD
577505.25000000
0.007032045577
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.09000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAN4
300000.00000000
PA
USD
295392.00000000
0.003596867746
Long
DBT
CORP
US
N
2
2025-03-03
Fixed
2.00000000
N
N
N
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas Inc
68235PAG3
150000.00000000
PA
USD
161187.00000000
0.001962708270
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6C4
1670281.98000000
PA
USD
1602727.34000000
0.019515756268
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ADV6
95367.79000000
PA
USD
103716.05000000
0.001262907983
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
250000.00000000
PA
USD
247805.00000000
0.003017420281
Long
DBT
US
N
2
2026-10-15
Fixed
3.38000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AS4
250000.00000000
PA
USD
248270.00000000
0.003023082397
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJT67
707347.19000000
PA
USD
722091.58000000
0.008792614268
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
3.50000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAM4
650000.00000000
PA
USD
607893.00000000
0.007402064798
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.05000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFT7
400000.00000000
PA
USD
410280.00000000
0.004995812002
Long
DBT
CORP
US
N
2
2029-01-08
Fixed
3.65000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
250000.00000000
PA
USD
269477.50000000
0.003281317463
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAB2
250000.00000000
PA
USD
255372.50000000
0.003109566638
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CD2
475000.00000000
PA
USD
450490.00000000
0.005485432750
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAXP7
49042.61000000
PA
USD
52032.69000000
0.000633580816
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.50000000
N
N
N
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
03836WAB9
150000.00000000
PA
USD
150202.50000000
0.001828954500
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.57000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BC3
250000.00000000
PA
USD
229942.50000000
0.002799915914
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126BAA1
450000.00000000
PA
USD
539095.50000000
0.006564345737
Long
DBT
CORP
US
N
2
2042-01-06
Fixed
5.40000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
150000.00000000
PA
USD
144448.50000000
0.001758890392
Long
DBT
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAL2
350000.00000000
PA
USD
356629.00000000
0.004342525686
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.25000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAW9
450000.00000000
PA
USD
468499.50000000
0.005704727077
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDK5
309000.00000000
PA
USD
325825.05000000
0.003967438567
Long
DBT
CORP
US
N
2
2049-03-09
Fixed
4.55000000
N
N
N
N
N
N
Eastern Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AE5
150000.00000000
PA
USD
151717.50000000
0.001847402036
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.55000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BN3
1150000.00000000
PA
USD
1133106.50000000
0.013797375092
Long
DBT
CORP
DE
N
2
2025-01-13
Fixed
2.00000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHZ6
500000.00000000
PA
USD
479050.00000000
0.005833196206
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.45000000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAC8
300000.00000000
PA
USD
265554.00000000
0.003233542606
Long
DBT
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
608000.00000000
PA
USD
631219.52000000
0.007686102306
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FA1
250000.00000000
PA
USD
252527.50000000
0.003074924235
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.15000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406YAA0
300000.00000000
PA
USD
299688.00000000
0.003649178384
Long
DBT
CORP
US
N
2
2029-08-23
Fixed
3.30000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
92940PAF1
250000.00000000
PA
USD
259997.50000000
0.003165883375
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.20000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312AN6
200000.00000000
PA
USD
234512.00000000
0.002855556849
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938F24
32724.24000000
PA
USD
34797.48000000
0.000423714702
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBG8
406000.00000000
PA
USD
403892.86000000
0.004918038407
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
3.85000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAS7
650000.00000000
PA
USD
798570.50000000
0.009723866843
Long
DBT
NUSS
MX
N
2
2034-09-27
Fixed
6.75000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AB7
200000.00000000
PA
USD
233304.00000000
0.002840847527
Long
DBT
CORP
US
N
2
2114-07-01
Fixed
4.68000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BJ5
250000.00000000
PA
USD
243875.00000000
0.002969566276
Long
DBT
CORP
US
N
2
2023-09-14
Fixed
0.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NAH1
72147.13000000
PA
USD
71390.19000000
0.000869289188
Long
ABS-MBS
USGA
US
N
2
2028-04-20
Fixed
2.50000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBG8
400000.00000000
PA
USD
361264.00000000
0.004398964188
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJT8
470000.00000000
PA
USD
480607.90000000
0.005852166119
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZF0
5228493.65000000
PA
USD
5197831.57000000
0.063291872244
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YV6
9480000.00000000
PA
USD
9236334.42000000
0.112467072132
Long
DBT
UST
US
N
2
2024-11-30
Fixed
1.50000000
N
N
N
N
N
N
STELLANTIS NV
549300LKT9PW7ZIBDF31
Stellantis NV
31562QAF4
400000.00000000
PA
USD
409388.00000000
0.004984950482
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
5.25000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AE7
400000.00000000
PA
USD
399264.00000000
0.004861674669
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QT43
403876.47000000
PA
USD
412382.19000000
0.005021409511
Long
ABS-MBS
USGA
US
N
2
2044-11-20
Fixed
3.50000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AM4
125000.00000000
PA
USD
120012.50000000
0.001461343199
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.80000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAY1
200000.00000000
PA
USD
183526.00000000
0.002234721150
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.30000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DT7
200000.00000000
PA
USD
253910.00000000
0.003091758373
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NQ50
998364.61000000
PA
USD
1048353.12000000
0.012765367796
Long
ABS-MBS
USGA
US
N
2
2043-10-20
Fixed
4.00000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AL2
250000.00000000
PA
USD
252715.00000000
0.003077207346
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3A6
442217.18000000
PA
USD
446651.65000000
0.005438694730
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AQ0
200000.00000000
PA
USD
185794.00000000
0.002262337660
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAE2
700000.00000000
PA
USD
705397.00000000
0.008589331186
Long
DBT
CORP
NL
N
2
2025-05-21
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294MND9
222496.86000000
PA
USD
225017.16000000
0.002739942060
Long
ABS-MBS
USGSE
US
N
2
2027-04-01
Fixed
3.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBR0
400000.00000000
PA
USD
361100.00000000
0.004396967227
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
IDEX CORP
549300U5Y5EL6PHYLF13
IDEX Corp
45167RAG9
350000.00000000
PA
USD
329259.00000000
0.004009252374
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QK7
4494000.00000000
PA
USD
5371734.38000000
0.065409415739
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.88000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABN8
210000.00000000
PA
USD
204407.70000000
0.002488989083
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QS0
4317000.00000000
PA
USD
5079894.84000000
0.061855804847
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS47
3051761.30000000
PA
USD
3080058.24000000
0.037504611298
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAH6
250000.00000000
PA
USD
256417.50000000
0.003122291177
Long
DBT
US
N
2
2029-05-15
Fixed
4.13000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BH3
450000.00000000
PA
USD
417249.00000000
0.005080670669
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.75000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
700000.00000000
PA
USD
714028.00000000
0.008694427348
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
650000.00000000
PA
USD
755501.50000000
0.009199433220
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BG5
700000.00000000
PA
USD
727601.00000000
0.008859700226
Long
DBT
CORP
GB
N
2
2029-05-18
Fixed
4.89000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650BR0
150000.00000000
PA
USD
185653.50000000
0.002260626848
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
6.13000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CP5
50000.00000000
PA
USD
50229.50000000
0.000611624107
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.20000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAS9
250000.00000000
PA
USD
261317.50000000
0.003181956475
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AN9
350000.00000000
PA
USD
384930.00000000
0.004687135405
Long
DBT
CORP
GB
N
2
2045-12-01
Fixed
5.30000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216AW1
250000.00000000
PA
USD
316065.00000000
0.003848594424
Long
DBT
CORP
US
N
2
2038-09-15
Fixed
6.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHR87
67426.72000000
PA
USD
71587.68000000
0.000871693943
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAS7
850000.00000000
PA
USD
865478.50000000
0.010538578234
Long
DBT
CORP
US
N
2
2024-01-23
Fixed
3.65000000
N
N
N
N
N
N
FIRST-CITIZENS BANK/TRST
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Co
12556LBJ4
250000.00000000
PA
USD
247972.50000000
0.003019459861
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
2.97000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FUE4
67290.40000000
PA
USD
70495.25000000
0.000858391869
Long
ABS-MBS
USGA
US
N
2
2041-06-20
Fixed
4.00000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2K2
300000.00000000
PA
USD
278940.00000000
0.003396538461
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
0.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GTD53
7610.40000000
PA
USD
7792.16000000
0.000094881950
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YPN1
118529.77000000
PA
USD
124398.34000000
0.001514747782
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
4.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCA7
550000.00000000
PA
USD
549367.50000000
0.006689423686
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.15000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDL2
500000.00000000
PA
USD
470860.00000000
0.005733469921
Long
DBT
CORP
US
N
2
2025-07-08
Fixed
1.20000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353REQ7
500000.00000000
PA
USD
506825.00000000
0.006171401038
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AS2
250000.00000000
PA
USD
257785.00000000
0.003138942666
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.63000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BN6
400000.00000000
PA
USD
437784.00000000
0.005330716977
Long
DBT
NUSS
PH
N
2
2026-03-30
Fixed
5.50000000
N
N
N
N
N
N
Cenovus Energy Inc
549300NKHFE6ZRF37I48
Cenovus Energy Inc
15135UAR0
325000.00000000
PA
USD
367523.00000000
0.004475177475
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HQ9
275000.00000000
PA
USD
260122.50000000
0.003167405448
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FY5
300000.00000000
PA
USD
299931.00000000
0.003652137295
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.80000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAM7
450000.00000000
PA
USD
415138.50000000
0.005054971972
Long
DBT
CORP
GB
N
2
2026-08-21
Fixed
1.53000000
N
N
N
N
N
N
TRANSATLANTIC HOLDINGS
RN37QJVS1BV19MNIC295
Transatlantic Holdings Inc
893521AB0
171000.00000000
PA
USD
248189.40000000
0.003022100963
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7DM5
133036.89000000
PA
USD
143268.56000000
0.001744522744
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AW5
250000.00000000
PA
USD
221212.50000000
0.002693614269
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.64000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWB1
250000.00000000
PA
USD
245995.00000000
0.002995380651
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
2.13000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAR2
100000.00000000
PA
USD
100529.00000000
0.001224100577
Long
DBT
CORP
US
N
2
2025-08-07
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4A0
376976.14000000
PA
USD
378958.59000000
0.004614423984
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAN5
200000.00000000
PA
USD
208100.00000000
0.002533948712
Long
DBT
CORP
US
N
2
2044-11-21
Fixed
4.45000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EH6
700000.00000000
PA
USD
687477.00000000
0.008371126664
Long
DBT
NUSS
CA
N
2
2024-11-13
Fixed
1.88000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAG2
650000.00000000
PA
USD
508488.50000000
0.006191656798
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4F8
141551.51000000
PA
USD
144981.35000000
0.001765378688
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DT6
400000.00000000
PA
USD
374932.00000000
0.004565393842
Long
DBT
NUSS
PE
N
2
2051-03-10
Fixed
3.55000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAM6
350000.00000000
PA
USD
349492.50000000
0.004255627440
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBS8
4956994.10000000
PA
USD
4735950.98000000
0.057667740930
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAZ2
200000.00000000
PA
USD
196130.00000000
0.002388194910
Long
DBT
CORP
JP
N
2
2025-09-13
Fixed
2.56000000
N
N
N
N
N
N
SUMMA HEALTH
549300N4NP4BSOJ08A82
Summa Health
86564UAA8
100000.00000000
PA
USD
95892.00000000
0.001167637721
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
3.51000000
N
N
N
N
N
N
San Jose Redevelopment Agency Successor Agency
N/A
SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATION
798170AN6
750000.00000000
PA
USD
745189.50000000
0.009073868207
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C2E3
562396.70000000
PA
USD
591633.70000000
0.007204081942
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
686330AL5
150000.00000000
PA
USD
152946.00000000
0.001862360979
Long
DBT
CORP
JP
N
2
2024-01-16
Fixed
4.05000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBJ7
250000.00000000
PA
USD
242455.00000000
0.002952275516
Long
DBT
CORP
JP
N
2
2024-09-08
Fixed
0.85000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BP2
50000.00000000
PA
USD
50807.00000000
0.000618656089
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.85000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAX5
250000.00000000
PA
USD
239635.00000000
0.002917937528
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
0.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERVL1
345456.84000000
PA
USD
344404.05000000
0.004193667462
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EF9
200000.00000000
PA
USD
254430.00000000
0.003098090201
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
6.15000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AF2
250000.00000000
PA
USD
258602.50000000
0.003148897029
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
15276000.00000000
PA
USD
16415732.89000000
0.199887675249
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
Dallas-Fort Worth International Airport
N/A
DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE
2350364W7
150000.00000000
PA
USD
138656.25000000
0.001688360529
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
2.99000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FZ6
400000.00000000
PA
USD
391488.00000000
0.004766989493
Long
DBT
CORP
US
N
2
2053-02-14
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2020-HR8
61692BBP4
3000000.00000000
PA
USD
2714336.85000000
0.033051371292
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
2.04000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCK4
250000.00000000
PA
USD
214167.50000000
0.002607830181
Long
DBT
CORP
JP
N
2
2041-09-17
Fixed
2.93000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AL7
210000.00000000
PA
USD
203296.80000000
0.002475462107
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.88000000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv PLC
03835VAJ5
350000.00000000
PA
USD
278617.50000000
0.003392611510
Long
DBT
CORP
JE
N
2
2051-12-01
Fixed
3.10000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAM5
350000.00000000
PA
USD
316088.50000000
0.003848880574
Long
DBT
CORP
US
N
2
2042-08-09
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WNF1
1129084.96000000
PA
USD
1117628.78000000
0.013608909216
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
3.00000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4B7
100000.00000000
PA
USD
132282.00000000
0.001610743890
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.88000000
N
N
N
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
Brookfield Asset Management Inc
112585AH7
250000.00000000
PA
USD
253612.50000000
0.003088135837
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
4.00000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508AW4
250000.00000000
PA
USD
250280.00000000
0.003047557346
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XQY9
22453.10000000
PA
USD
23414.11000000
0.000285104055
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
WISCONSIN PUBLIC SERVICE
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp
976843BM3
200000.00000000
PA
USD
184530.00000000
0.002246946448
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.30000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRS1
799000.00000000
PA
USD
802923.09000000
0.009776866554
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AJ3
100000.00000000
PA
USD
100034.00000000
0.001218073164
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.25000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AV2
450000.00000000
PA
USD
480163.50000000
0.005846754841
Long
DBT
CORP
US
N
2
2046-05-19
Fixed
4.10000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CE2
166000.00000000
PA
USD
168753.94000000
0.002054847808
Long
DBT
CORP
US
N
2
2023-10-17
Fixed
3.70000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAQ5
150000.00000000
PA
USD
151633.50000000
0.001846379202
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D55H1
595760.90000000
PA
USD
579804.41000000
0.007060041509
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
2.00000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477AM5
200000.00000000
PA
USD
204520.00000000
0.002490356514
Long
DBT
CORP
US
N
2
2023-11-20
Fixed
3.70000000
N
N
N
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AL0
240000.00000000
PA
USD
237302.40000000
0.002889534410
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.48000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TC29
15255.93000000
PA
USD
16220.56000000
0.000197511134
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
5.00000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AY8
825000.00000000
PA
USD
917433.00000000
0.011171206963
Long
DBT
CORP
NL
N
2
2043-08-12
Fixed
4.55000000
N
N
N
N
N
N
AMGEN INC INDUSTRY
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DF4
250000.00000000
PA
USD
259182.50000000
0.003155959452
Long
DBT
CORP
US
N
2
2052-02-22
Fixed
4.20000000
N
N
N
N
N
N
Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd
N/A
MET GOVT NASHVILLE & DAVIDSONCNTY TN HLTH & EDUCTNL FAC BRD
592041WJ2
400000.00000000
PA
USD
416992.00000000
0.005077541285
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
4.05000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AT5
750000.00000000
PA
USD
703297.50000000
0.008563766432
Long
DBT
NUSS
CA
N
2
2026-04-14
Fixed
1.05000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AF1
250000.00000000
PA
USD
230737.50000000
0.002809596304
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DWU9
236349.71000000
PA
USD
257484.85000000
0.003135287862
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XLT64
724195.58000000
PA
USD
722953.16000000
0.008803105376
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAC7
250000.00000000
PA
USD
286485.00000000
0.003488410845
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.65000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818ED6
500000.00000000
PA
USD
503990.00000000
0.006136880401
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.25000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BK7
300000.00000000
PA
USD
301020.00000000
0.003665397604
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.20000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JU6
200000.00000000
PA
USD
221726.00000000
0.002699866949
Long
DBT
CORP
US
N
2
2045-07-30
Fixed
4.65000000
N
N
N
N
N
N
SUN COMMUNITIES
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
200000.00000000
PA
USD
180536.00000000
0.002198313141
Long
DBT
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMTS1
1425000.00000000
PA
USD
1437565.96000000
0.017504653595
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Fixed
2.99000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4WZ1
300000.00000000
PA
USD
305248.07000000
0.003716881085
Long
ABS-MBS
USGSE
US
N
2
2025-02-25
Variable
3.60000000
N
N
N
N
N
N
TC PipeLines LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233QAB4
200000.00000000
PA
USD
204876.00000000
0.002494691381
Long
DBT
CORP
US
N
2
2025-03-13
Fixed
4.38000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
425000.00000000
PA
USD
388696.50000000
0.004732998537
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UY9
250000.00000000
PA
USD
231570.00000000
0.002819733317
Long
DBT
NUSS
CA
N
2
2028-10-25
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAW3
20489587.34000000
PA
USD
19108928.05000000
0.232681612817
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAB9
1050000.00000000
PA
USD
1074381.00000000
0.013082298661
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NJA7
1751687.52000000
PA
USD
1793572.89000000
0.021839604590
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
3.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BE2
300000.00000000
PA
USD
347625.00000000
0.004232887655
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
6.35000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WJA3
1150000.00000000
PA
USD
1286448.65000000
0.015664559828
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.46000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CP5
250000.00000000
PA
USD
251962.50000000
0.003068044461
Long
DBT
CORP
CA
N
2
2048-02-03
Fixed
3.65000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDH2
200000.00000000
PA
USD
225934.00000000
0.002751106047
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.15000000
N
N
N
N
N
N
VALLEY NATIONAL BANCORP
549300ET52S1UBIB9762
Valley National Bancorp
919794AE7
100000.00000000
PA
USD
95900.00000000
0.001167735134
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.00000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AJ0
200000.00000000
PA
USD
203524.00000000
0.002478228629
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
61765LAU4
93000.00000000
PA
USD
93802.37000000
0.001142193150
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.73000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BL38
30431.20000000
PA
USD
31674.81000000
0.000385691225
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EZ7
225000.00000000
PA
USD
202662.00000000
0.002467732407
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7VW2
581184.33000000
PA
USD
588356.30000000
0.007164174381
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BB79
101303.38000000
PA
USD
107554.89000000
0.001309651970
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CJ7
775000.00000000
PA
USD
791802.00000000
0.009641449583
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VHS2
1829074.81000000
PA
USD
1814760.12000000
0.022097592836
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YWJV0
203125.50000000
PA
USD
206755.41000000
0.002517576189
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709AH5
600000.00000000
PA
USD
558138.00000000
0.006796218483
Long
DBT
NUSS
CA
N
2
2026-07-20
Fixed
0.90000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAE2
250000.00000000
PA
USD
236387.50000000
0.002878394047
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBS9
750000.00000000
PA
USD
757065.00000000
0.009218471321
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAX7
250000.00000000
PA
USD
291287.50000000
0.003546888926
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
6.20000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BP5
350000.00000000
PA
USD
316645.00000000
0.003855656847
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
3.70000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QAC9
100000.00000000
PA
USD
116577.00000000
0.001419510519
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.75000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
1250000.00000000
PA
USD
1522562.50000000
0.018539621751
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBJ9
18200000.00000000
PA
USD
16510812.50000000
0.201045420830
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239AB6
150000.00000000
PA
USD
152107.50000000
0.001852150907
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.15000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
1250000.00000000
PA
USD
1181800.00000000
0.014390295955
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAT7
100000.00000000
PA
USD
86611.00000000
0.001054626775
Long
DBT
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
UNIVERSITY OF PENNSYLVAN
549300FG60YK9HZ7DS75
Trustees of the University of Pennsylvania/The
91481CAD2
200000.00000000
PA
USD
162138.00000000
0.001974288209
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.40000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DRW4
400000.00000000
PA
USD
334847.20000000
0.004077297603
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
2.72000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
1100000.00000000
PA
USD
1125751.00000000
0.013707810172
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14912L6C0
250000.00000000
PA
USD
254055.00000000
0.003093523979
Long
DBT
CORP
US
N
2
2024-06-09
Fixed
3.30000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBE9
150000.00000000
PA
USD
141343.50000000
0.001721082075
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EY5
1150000.00000000
PA
USD
1001799.50000000
0.012198503378
Long
DBT
NUSS
XX
N
2
2030-10-08
Fixed
0.75000000
N
N
N
N
N
N
ADVENT HEALTH SYSTEM
5493008YM33UCY5QPW83
Adventist Health System/West
007944AF8
150000.00000000
PA
USD
146319.00000000
0.001781666706
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPG65
2426040.76000000
PA
USD
2525183.63000000
0.030748129782
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CL1
300000.00000000
PA
USD
392880.00000000
0.004783939308
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
6.40000000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAS4
250000.00000000
PA
USD
246467.50000000
0.003001134090
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.74000000
N
N
N
N
N
N
HELMERICH & PAYNE INC
254900NAOGHJ88RZ4C73
Helmerich & Payne Inc
423452AE1
200000.00000000
PA
USD
183914.00000000
0.002239445667
Long
DBT
CORP
US
N
2
2031-09-29
Fixed
2.90000000
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
Asian Infrastructure Investment Bank/The
04522KAE6
750000.00000000
PA
USD
710040.00000000
0.008645867101
Long
DBT
NUSS
XX
N
2
2024-10-30
Fixed
0.50000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CC1
150000.00000000
PA
USD
192781.50000000
0.002347421593
Long
DBT
CORP
US
N
2
2037-07-01
Fixed
6.20000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KL4
100000.00000000
PA
USD
94604.00000000
0.001151954271
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VTV2
1721122.41000000
PA
USD
1644116.91000000
0.020019740159
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
1175000.00000000
PA
USD
1063034.25000000
0.012944133921
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AP7
450000.00000000
PA
USD
654561.00000000
0.007970321975
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.75000000
N
N
N
N
N
N
WILLIS-KNIGHTON MED CTR
N/A
Willis-Knighton Medical Center
97068LAA6
100000.00000000
PA
USD
113807.00000000
0.001385781360
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.81000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JM3
150000.00000000
PA
USD
159571.50000000
0.001943036986
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBB1
227000.00000000
PA
USD
222566.69000000
0.002710103688
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.10000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
428236BR3
400000.00000000
PA
USD
466576.00000000
0.005681305403
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
6.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646139W35
500000.00000000
PA
USD
731682.00000000
0.008909392896
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DZ7
300000.00000000
PA
USD
255492.00000000
0.003111021741
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBF9
600000.00000000
PA
USD
611826.00000000
0.007449955333
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
3.75000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYH4
500000.00000000
PA
USD
455725.00000000
0.005549177207
Long
DBT
CORP
CA
N
2
2031-11-03
Fixed
2.30000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BV1
300000.00000000
PA
USD
266628.00000000
0.003246620265
Long
DBT
CORP
US
N
2
2041-08-12
Fixed
2.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAD3
13600000.00000000
PA
USD
12197500.00000000
0.148523976065
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.38000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
350000.00000000
PA
USD
335149.50000000
0.004080978587
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CU77
273175.14000000
PA
USD
276773.09000000
0.003370152883
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAV6
145000.00000000
PA
USD
160100.30000000
0.001949475968
Long
DBT
CORP
CA
N
2
2035-09-15
Fixed
4.80000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
350000.00000000
PA
USD
312336.50000000
0.003803194002
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E6VH6
695912.76000000
PA
USD
725666.78000000
0.008836148019
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SWZ6
113383.16000000
PA
USD
120526.28000000
0.001467599288
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
4.50000000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AX5
100000.00000000
PA
USD
89691.00000000
0.001092130677
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY71
1830312.96000000
PA
USD
1724464.97000000
0.020998105671
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X9TK5
46594.04000000
PA
USD
48488.95000000
0.000590430141
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
4.00000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DC8
250000.00000000
PA
USD
254862.50000000
0.003103356577
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
8501971.05000000
PA
USD
8255085.20000000
0.100518801120
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AU2
250000.00000000
PA
USD
284755.00000000
0.003467345341
Long
DBT
CORP
GB
N
2
2048-08-17
Fixed
4.38000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDK9
450000.00000000
PA
USD
451336.50000000
0.005495740235
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
3.00000000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AT8
175000.00000000
PA
USD
197862.00000000
0.002409284767
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
6.00000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BU9
100000.00000000
PA
USD
109182.00000000
0.001329464624
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
5.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
100000.00000000
PA
USD
85723.00000000
0.001043813961
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.63000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
300000.00000000
PA
USD
299856.00000000
0.003651224051
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AF6
150000.00000000
PA
USD
148849.50000000
0.001812479571
Long
DBT
CORP
JP
N
2
2024-07-02
Fixed
2.36000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDP3
550000.00000000
PA
USD
438581.00000000
0.005340421721
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FV3
500000.00000000
PA
USD
479195.00000000
0.005834961812
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6K6
1127327.65000000
PA
USD
1107282.34000000
0.013482924842
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAS3
550000.00000000
PA
USD
504493.00000000
0.006143005227
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.58000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCH2
15700000.00000000
PA
USD
14607746.13000000
0.177872558851
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D55M0
1249923.84000000
PA
USD
1216446.65000000
0.014812174062
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.00000000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAE6
250000.00000000
PA
USD
249660.00000000
0.003040007859
Long
DBT
CORP
CA
N
2
2032-02-24
Fixed
4.06000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BD7
100000.00000000
PA
USD
101420.00000000
0.001234949920
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U6U1
4190189.63000000
PA
USD
4162181.06000000
0.050681178941
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWW8
2294781.19000000
PA
USD
2177530.84000000
0.026514903739
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
1.50000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAF8
100000.00000000
PA
USD
105158.00000000
0.001280466019
Long
DBT
US
N
2
2047-05-15
Fixed
4.75000000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PAR6
600000.00000000
PA
USD
572658.00000000
0.006973022593
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAA0
200000.00000000
PA
USD
171184.00000000
0.002084437656
Long
DBT
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
189754AA2
100000.00000000
PA
USD
101800.00000000
0.001239577025
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.25000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EH1
750000.00000000
PA
USD
955305.00000000
0.011632358840
Long
DBT
USGA
US
N
2
2039-09-15
Fixed
5.25000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAC0
150000.00000000
PA
USD
151381.50000000
0.001843310701
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.38000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDM5
400000.00000000
PA
USD
382796.00000000
0.004661150558
Long
DBT
CORP
US
N
2
2026-07-30
Fixed
1.85000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AS5
150000.00000000
PA
USD
156157.50000000
0.001901466103
Long
DBT
CORP
US
N
2
2045-08-01
Fixed
4.55000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BN9
300000.00000000
PA
USD
261942.00000000
0.003189560757
Long
DBT
US
N
2
2033-04-15
Fixed
3.25000000
N
N
N
N
N
N
CGI INC
549300WSRCZY73ZG3090
CGI Inc
12532HAA2
200000.00000000
PA
USD
183890.00000000
0.002239153429
Long
DBT
CORP
CA
N
2
2026-09-14
Fixed
1.45000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CH0
250000.00000000
PA
USD
245355.00000000
0.002987587632
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.65000000
N
N
N
N
N
N
Selective Insurance Group Inc
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300AH0
100000.00000000
PA
USD
110525.00000000
0.001345817786
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFR8
228959.69000000
PA
USD
230162.63000000
0.002802596347
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAN7
300000.00000000
PA
USD
315075.00000000
0.003836539599
Long
DBT
US
N
2
2029-01-15
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D53T7
150842.70000000
PA
USD
149845.21000000
0.001824603925
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YG9
5990000.00000000
PA
USD
5768416.78000000
0.070239655320
Long
DBT
UST
US
N
2
2026-09-30
Fixed
1.63000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CH9
500000.00000000
PA
USD
491515.00000000
0.005984977421
Long
DBT
NUSS
JP
N
2
2023-05-22
Fixed
0.63000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAL9
450000.00000000
PA
USD
382171.50000000
0.004653546277
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AG5
174000.00000000
PA
USD
182701.74000000
0.002224684472
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.10000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CK1
400000.00000000
PA
USD
356420.00000000
0.004339980778
Long
DBT
NUSS
PH
N
2
2031-06-10
Fixed
1.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ4H0
553232.64000000
PA
USD
560924.94000000
0.006830153913
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
3.50000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAT0
250000.00000000
PA
USD
223290.00000000
0.002718911138
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.00000000
N
N
N
N
N
N
ESSENTIAL PROPER
254900XX9FNFCDE1NX02
Essential Properties LP
29670VAA7
150000.00000000
PA
USD
131793.00000000
0.001604789537
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
City of Tucson AZ
N/A
TUCSON AZ COPS
898735UW3
650000.00000000
PA
USD
572531.05000000
0.006971476775
Long
DBT
MUN
US
N
2
2047-07-01
Fixed
2.86000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AU8
200000.00000000
PA
USD
203120.00000000
0.002473309286
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
4.25000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BD5
75000.00000000
PA
USD
79323.75000000
0.000965892908
Long
DBT
CORP
US
N
2
2045-02-12
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QWD9
613512.31000000
PA
USD
614888.18000000
0.007487242248
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179N2K3
89033.31000000
PA
USD
93491.24000000
0.001138404647
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Q6P1
718957.56000000
PA
USD
733911.69000000
0.008936542921
Long
ABS-MBS
USGA
US
N
2
2045-03-20
Fixed
3.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAC0
200000.00000000
PA
USD
213912.00000000
0.002604719062
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AU2
300000.00000000
PA
USD
306492.00000000
0.003732027913
Long
DBT
CORP
AU
N
2
2023-09-30
Fixed
3.85000000
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
Telefonica Europe BV
879385AD4
550000.00000000
PA
USD
719152.50000000
0.008756826292
Long
DBT
CORP
NL
N
2
2030-09-15
Fixed
8.25000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAP2
200000.00000000
PA
USD
205166.00000000
0.002498222592
Long
DBT
CORP
IT
N
2
2024-01-12
Fixed
5.25000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAN0
300000.00000000
PA
USD
300192.00000000
0.003655315386
Long
DBT
CORP
JP
N
2
2027-01-11
Fixed
3.45000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBT2
450000.00000000
PA
USD
398016.00000000
0.004846478283
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.25000000
N
N
N
N
N
N
BANNER HEALTH
PLD0E0WJKFN8IZJ2WD85
Banner Health
06654DAE7
250000.00000000
PA
USD
215815.00000000
0.002627891116
Long
DBT
CORP
US
N
2
2051-01-01
Fixed
2.91000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DM6
100000.00000000
PA
USD
90250.00000000
0.001098937392
Long
DBT
US
N
2
2031-02-01
Fixed
2.20000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAA1
750000.00000000
PA
USD
735015.00000000
0.008949977476
Long
DBT
CORP
US
N
2
2024-04-05
Fixed
0.73000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKB4
700000.00000000
PA
USD
602994.00000000
0.007342411676
Long
DBT
CORP
US
N
2
2052-07-21
Fixed
2.97000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ARX8
125611.36000000
PA
USD
126049.34000000
0.001534851334
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAE3
550000.00000000
PA
USD
514778.00000000
0.006268241471
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.27000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7SJ3
214334.52000000
PA
USD
215224.57000000
0.002620701691
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNHM4
52641.52000000
PA
USD
53621.89000000
0.000652931855
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
350000.00000000
PA
USD
334267.50000000
0.004070238833
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FE3
1748000.00000000
PA
USD
2061547.50000000
0.025102621975
Long
DBT
UST
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAV6
350000.00000000
PA
USD
352177.00000000
0.004288315500
Long
DBT
US
N
2
2023-09-01
Fixed
3.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JNF36
123159.52000000
PA
USD
128258.81000000
0.001561755148
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DQ0
400000.00000000
PA
USD
351744.00000000
0.004283043036
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.88000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCE4
200000.00000000
PA
USD
149034.00000000
0.001814726152
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
2.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ88
7247755.12000000
PA
USD
6953232.88000000
0.084666677093
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHK1
440000.00000000
PA
USD
480114.80000000
0.005846161841
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.85000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GBB8
196372.50000000
PA
USD
197958.03000000
0.002410454085
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMVQ3
352367.52000000
PA
USD
351802.87000000
0.004283759872
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
2.50000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AR7
250000.00000000
PA
USD
260350.00000000
0.003170175623
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HV6
250000.00000000
PA
USD
256250.00000000
0.003120251598
Long
DBT
CORP
US
N
2
2024-08-05
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
850000.00000000
PA
USD
835227.00000000
0.010170218073
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.46000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
450000.00000000
PA
USD
422406.00000000
0.005143465352
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZB9
404673.16000000
PA
USD
402299.99000000
0.004898642679
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AZ3
500000.00000000
PA
USD
499120.00000000
0.006077580400
Long
DBT
CORP
US
N
2
2025-02-09
Fixed
2.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JT5
350000.00000000
PA
USD
316935.50000000
0.003859194147
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
500000.00000000
PA
USD
500040.00000000
0.006088782864
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJQ6
889118.59000000
PA
USD
855348.15000000
0.010415225100
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q95R0
219305.32000000
PA
USD
243362.71000000
0.002963328330
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
5.50000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AH6
250000.00000000
PA
USD
286862.50000000
0.003493007508
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.85000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAM3
100000.00000000
PA
USD
111819.00000000
0.001361574296
Long
DBT
US
N
2
2049-02-15
Fixed
5.20000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
450000.00000000
PA
USD
441355.50000000
0.005374205674
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KLW2
85944.71000000
PA
USD
93591.80000000
0.001139629125
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BC7
950000.00000000
PA
USD
994213.00000000
0.012106125666
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RAB5
207590.34000000
PA
USD
223296.28000000
0.002718987607
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAL5
655000.00000000
PA
USD
664720.20000000
0.008094026405
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAU9
1000000.00000000
PA
USD
945420.00000000
0.011511993232
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
450000.00000000
PA
USD
463405.50000000
0.005642699519
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CCH5
3081057.79000000
PA
USD
3060769.27000000
0.037269737388
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BL2
200000.00000000
PA
USD
207116.00000000
0.002521966946
Long
DBT
CORP
US
N
2
2028-02-23
Fixed
4.60000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCP5
750000.00000000
PA
USD
771607.50000000
0.009395549404
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAZ1
150000.00000000
PA
USD
146037.00000000
0.001778232907
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.10000000
N
N
N
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAC7
300000.00000000
PA
USD
301191.00000000
0.003667479801
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
3.70000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAX9
200000.00000000
PA
USD
226966.00000000
0.002763672289
Long
DBT
CORP
US
N
2
2045-09-01
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J4J26
303684.09000000
PA
USD
315380.60000000
0.003840260765
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
4.00000000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747AU1
250000.00000000
PA
USD
253265.00000000
0.003083904472
Long
DBT
US
N
2
2024-01-15
Fixed
3.95000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAM9
400000.00000000
PA
USD
407336.00000000
0.004959964116
Long
DBT
US
N
2
2028-03-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36180KB59
35417.52000000
PA
USD
35742.37000000
0.000435220242
Long
ABS-MBS
USGA
US
N
2
2043-03-15
Fixed
3.00000000
N
N
N
N
N
N
MEAD JOHNSON NUTRITION C
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AG1
200000.00000000
PA
USD
226974.00000000
0.002763769702
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.60000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAD2
350000.00000000
PA
USD
371511.00000000
0.004523737722
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJD7
642888.06000000
PA
USD
648849.13000000
0.007900770867
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBW0
18300000.00000000
PA
USD
17049738.33000000
0.207607700565
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BF8
150000.00000000
PA
USD
165891.00000000
0.002019986957
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VMD9
1975530.93000000
PA
USD
1960284.20000000
0.023869580127
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NQ35
175556.26000000
PA
USD
176889.15000000
0.002153906938
Long
ABS-MBS
USGA
US
N
2
2043-10-20
Fixed
3.00000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAL7
250000.00000000
PA
USD
252782.50000000
0.003078029266
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411DS59
34567.34000000
PA
USD
37723.13000000
0.000459339147
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
5.50000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAP6
50000.00000000
PA
USD
51793.50000000
0.000630668297
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.15000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CL2
350000.00000000
PA
USD
346734.50000000
0.004222044400
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
1.75000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBN9
550000.00000000
PA
USD
456604.50000000
0.005559886520
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77000000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc
95709TAH3
300000.00000000
PA
USD
303969.00000000
0.003701306372
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
4.13000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKE8
250000.00000000
PA
USD
239327.50000000
0.002914193226
Long
DBT
CORP
US
N
2
2025-12-06
Fixed
1.53000000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AH4
700000.00000000
PA
USD
705509.00000000
0.008590694964
Long
DBT
NUSS
CA
N
2
2024-10-16
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J55X3
1902575.45000000
PA
USD
1979950.19000000
0.024109044855
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AW6
650000.00000000
PA
USD
652561.00000000
0.007945968792
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VBD8
260000.00000000
PA
USD
296751.00000000
0.003613415734
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859AP9
450000.00000000
PA
USD
463770.00000000
0.005647137887
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
3.95000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAE6
200000.00000000
PA
USD
199928.00000000
0.002434441605
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.90000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CN7
200000.00000000
PA
USD
190960.00000000
0.002325241932
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CMF8
298522.73000000
PA
USD
301290.73000000
0.003668694172
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BTUM1
520000.00000000
PA
USD
531587.87000000
0.006472928393
Long
ABS-MBS
USGSE
US
N
2
2026-11-25
Variable
3.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J2KY8
59469.87000000
PA
USD
59719.77000000
0.000727183249
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F0NQ3
355707.24000000
PA
USD
362063.84000000
0.004408703513
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
750000.00000000
PA
USD
709927.50000000
0.008644497234
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RJL4
98606.24000000
PA
USD
106066.62000000
0.001291529914
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
VALERO ENERGY PARTNERS
549300WH1375KZXLJ231
Valero Energy Partners LP
91914JAB8
200000.00000000
PA
USD
205960.00000000
0.002507890806
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJX9
500000.00000000
PA
USD
510280.00000000
0.006213471162
Long
DBT
CORP
US
N
2
2024-05-13
Fixed
3.63000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFH2
500000.00000000
PA
USD
456190.00000000
0.005554839322
Long
DBT
NUSS
CA
N
2
2031-02-25
Fixed
1.60000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDB2
168000.00000000
PA
USD
183624.00000000
0.002235914456
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CH1
350000.00000000
PA
USD
517370.00000000
0.006299803197
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
8.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8FA4
109158.25000000
PA
USD
112772.19000000
0.001373180901
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.00000000
N
N
N
N
N
N
State of Texas
549300X9CH74QB747L76
TEXAS ST
882722KF7
750000.00000000
PA
USD
951012.75000000
0.011580093865
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
5.52000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AS8
350000.00000000
PA
USD
376113.50000000
0.004579780485
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.50000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust 2016-C7
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAD9
3625000.00000000
PA
USD
3681074.44000000
0.044822940112
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Fixed
3.84000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AQ2
495000.00000000
PA
USD
545871.15000000
0.006646850060
Long
DBT
CORP
GB
N
2
2044-03-14
Fixed
5.25000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AV8
250000.00000000
PA
USD
251622.50000000
0.003063904420
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.13000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BQ9
200000.00000000
PA
USD
177262.00000000
0.002158446980
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
1.75000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
750000.00000000
PA
USD
766072.50000000
0.009328151970
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFG4
713778.26000000
PA
USD
714737.39000000
0.008703065300
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAU3
400000.00000000
PA
USD
401716.00000000
0.004891531672
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UQ47
299689.79000000
PA
USD
303490.58000000
0.003695480847
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
3.50000000
N
N
N
N
N
N
Rio Tinto Alcan Inc
2138007ZSQ7B17SKOX77
Rio Tinto Alcan Inc
013716AU9
50000.00000000
PA
USD
63272.00000000
0.000770437303
Long
DBT
CORP
CA
N
2
2033-12-15
Fixed
6.13000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAX7
200000.00000000
PA
USD
214704.00000000
0.002614362923
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HNN9
94550.83000000
PA
USD
102008.70000000
0.001242118279
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DNJ7
323798.61000000
PA
USD
325219.68000000
0.003960067224
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
DELMARVA PWR & LIGHT CO
NJ98T8DDD027ZFXUDB24
Delmarva Power & Light Co
247109BS9
500000.00000000
PA
USD
506275.00000000
0.006164703913
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.50000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130ALRG1
500000.00000000
PA
USD
492455.00000000
0.005996423417
Long
DBT
USGSE
US
N
2
2023-03-17
Fixed
0.13000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust 2016-C4
N/A
CFCRE Commercial Mortgage Trust 2016-C4
12531YAN8
1000000.00000000
PA
USD
988726.22000000
0.012039315387
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Fixed
3.28000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CX6
350000.00000000
PA
USD
353955.00000000
0.004309965480
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
3.00000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AW6
500000.00000000
PA
USD
543245.00000000
0.006614872504
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
UNIV OF NOTRE DAME
XV74408A6JGDG5126L34
University of Notre Dame du Lac
914748AA6
149000.00000000
PA
USD
152149.86000000
0.001852666707
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
3.39000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB51
9551446.40000000
PA
USD
8882529.29000000
0.108158931557
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SWW3
4236338.48000000
PA
USD
4228142.18000000
0.051484360561
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
3.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BB3
200000.00000000
PA
USD
189456.00000000
0.002306928338
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.25000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBU9
100000.00000000
PA
USD
102272.00000000
0.001245324376
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.70000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BH9
175000.00000000
PA
USD
181720.00000000
0.002212730225
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.45000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAS1
300000.00000000
PA
USD
320376.00000000
0.003901087711
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.70000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641594A1
250000.00000000
PA
USD
232242.50000000
0.002827922075
Long
DBT
CORP
CA
N
2
2026-06-24
Fixed
1.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBLY2
1260076.35000000
PA
USD
1270524.13000000
0.015470653451
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BQ6
250000.00000000
PA
USD
256207.50000000
0.003119734092
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
250000.00000000
PA
USD
215365.00000000
0.002622411650
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AR9
300000.00000000
PA
USD
304617.00000000
0.003709196804
Long
DBT
CORP
GB
N
2
2023-08-17
Fixed
3.50000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AC3
550000.00000000
PA
USD
677259.00000000
0.008246706251
Long
DBT
CORP
US
N
2
2038-05-16
Fixed
6.38000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBB8
200000.00000000
PA
USD
202652.00000000
0.002467610641
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
3.80000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312939JD4
68993.25000000
PA
USD
73340.49000000
0.000893037194
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.50000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAG3
150000.00000000
PA
USD
205888.50000000
0.002507020180
Long
DBT
NUSS
MX
N
2
2031-08-15
Fixed
8.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8EW7
459528.77000000
PA
USD
458654.22000000
0.005584845123
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
3.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AH6
500000.00000000
PA
USD
506300.00000000
0.006165008328
Long
DBT
CORP
NL
N
2
2027-03-29
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2A7
100471.51000000
PA
USD
104986.73000000
0.001278380534
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WCX0
200000.00000000
PA
USD
247059.60000000
0.003008343850
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.65000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CA8
200000.00000000
PA
USD
196486.00000000
0.002392529777
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.50000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LAY6
150000.00000000
PA
USD
162715.50000000
0.001981320190
Long
DBT
CORP
US
N
2
2045-03-30
Fixed
4.70000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FK8
300000.00000000
PA
USD
304149.00000000
0.003703498159
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.25000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AD5
100000.00000000
PA
USD
101222.00000000
0.001232538955
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTL6
1168761.80000000
PA
USD
1109044.68000000
0.013504384136
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
1.50000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412HGG2
250000.00000000
PA
USD
219869.75000000
0.002677264151
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
1.61000000
N
N
N
N
N
N
Vornado Realty LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AJ6
150000.00000000
PA
USD
149508.00000000
0.001820497857
Long
DBT
US
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8JQ1
1264444.58000000
PA
USD
1292998.74000000
0.015744317598
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DCY6
410571.90000000
PA
USD
412729.01000000
0.005025632597
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DK3
350000.00000000
PA
USD
355946.50000000
0.004334215162
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.13000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
333000.00000000
PA
USD
343059.93000000
0.004177300662
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBY8
10311514.78000000
PA
USD
9590968.40000000
0.116785305274
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
92940PAD6
300000.00000000
PA
USD
323307.00000000
0.003936777301
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.90000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDQ6
1050000.00000000
PA
USD
1071556.50000000
0.013047905879
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.88000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA INCOME TAX SECURED REVENUE
25477GCY9
350000.00000000
PA
USD
409024.00000000
0.004980518203
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.59000000
N
N
N
N
N
N
STEWART INFORMATION SERV
529900TV1XI0PLKENU10
Stewart Information Services Corp
86038AAA0
100000.00000000
PA
USD
91691.00000000
0.001116483860
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NM96
1833547.91000000
PA
USD
1847468.90000000
0.022495874292
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
3.00000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices Inc
983919AJ0
250000.00000000
PA
USD
250532.50000000
0.003050631935
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WF4G8
409572.20000000
PA
USD
425542.30000000
0.005181654796
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BU4
100000.00000000
PA
USD
102094.00000000
0.001243156943
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.30000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AL1
50000.00000000
PA
USD
70637.50000000
0.000860123989
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
7.38000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05723KAG5
300000.00000000
PA
USD
293430.00000000
0.003572977273
Long
DBT
CORP
US
N
2
2029-11-07
Fixed
3.14000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJSJ0
396521.26000000
PA
USD
385222.95000000
0.004690702537
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
2.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCE3
1000000.00000000
PA
USD
913100.00000000
0.011118445791
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.88000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JM0
1150000.00000000
PA
USD
1141639.50000000
0.013901277948
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2020-C58
95002UAJ0
3000000.00000000
PA
USD
2717448.24000000
0.033089257418
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
2.09000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DTV5
29655.39000000
PA
USD
29757.23000000
0.000362341636
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DF4
500000.00000000
PA
USD
501325.00000000
0.006104429784
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
2.75000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AH6
50000.00000000
PA
USD
44258.00000000
0.000538911591
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
1.78000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
664000.00000000
PA
USD
574280.32000000
0.006992776921
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BW9
450000.00000000
PA
USD
400756.50000000
0.004879848232
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
3.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56V9
2451168.83000000
PA
USD
2385518.24000000
0.029047481367
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RS91
2434724.37000000
PA
USD
2485366.00000000
0.030263286763
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.50000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RYN0
144059.16000000
PA
USD
132206.40000000
0.001609823339
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
2.66000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTX6
6239017.95000000
PA
USD
5944289.05000000
0.072381180126
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128Q0CY1
101215.13000000
PA
USD
102391.62000000
0.001246780940
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
3.00000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAM4
200000.00000000
PA
USD
184556.00000000
0.002247263039
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.88000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CU2
500000.00000000
PA
USD
469810.00000000
0.005720684500
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYSV2
135207.58000000
PA
USD
131524.96000000
0.001601525723
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHVV1
274951.57000000
PA
USD
274330.14000000
0.003340406078
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
2.50000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477BC6
250000.00000000
PA
USD
254567.50000000
0.003099764482
Long
DBT
CORP
US
N
2
2024-12-03
Fixed
3.78000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142CY7
150000.00000000
PA
USD
181744.50000000
0.002213028552
Long
DBT
CORP
US
N
2
2040-10-25
Fixed
5.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BL6
350000.00000000
PA
USD
350829.50000000
0.004271907543
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.50000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL CORP
549300NXFO6BISJLOS32
Children's Hospital Corp/The
16876BAB8
120000.00000000
PA
USD
100797.60000000
0.001227371209
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
2.59000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9YX3
77593.26000000
PA
USD
83968.21000000
0.001022446600
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
4.50000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BX2
100000.00000000
PA
USD
96411.00000000
0.001173957372
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BM5
300000.00000000
PA
USD
297705.00000000
0.003625032202
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.88000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CH9
375000.00000000
PA
USD
336161.25000000
0.004093298253
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
3.16000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103AF5
300000.00000000
PA
USD
309345.00000000
0.003766767729
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.25000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KK6
150000.00000000
PA
USD
147477.00000000
0.001795767199
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCP9
150000.00000000
PA
USD
159930.00000000
0.001947402294
Long
DBT
CORP
US
N
2
2041-08-16
Fixed
4.38000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XCA2
550000.00000000
PA
USD
639606.00000000
0.007788221048
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D55S7
3697653.96000000
PA
USD
3598618.29000000
0.043818905248
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.00000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AG3
100000.00000000
PA
USD
90301.00000000
0.001099558398
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXM1
750000.00000000
PA
USD
688065.00000000
0.008378286500
Long
DBT
CORP
US
N
2
2026-12-09
Fixed
1.09000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CV7
250000.00000000
PA
USD
255430.00000000
0.003110266792
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HMK91
275700.98000000
PA
USD
282285.44000000
0.003437274518
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAXQ5
319124.07000000
PA
USD
338580.77000000
0.004122759760
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MEVP3
214434.92000000
PA
USD
219747.29000000
0.002675773005
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
MT SINAI HOSPITAL
549300IJEDK5LH7YPT15
Mount Sinai Hospitals Group Inc
623115AE2
200000.00000000
PA
USD
188728.00000000
0.002298063779
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.74000000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RAD4
500000.00000000
PA
USD
654205.00000000
0.007965987109
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
5.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DBG6
516309.25000000
PA
USD
527535.52000000
0.006423584582
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NBC1
277663.40000000
PA
USD
291174.71000000
0.003545515528
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AXZ6
120740.84000000
PA
USD
125340.46000000
0.001526219592
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
4.00000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAP8
300000.00000000
PA
USD
270048.00000000
0.003288264208
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.40000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBJ3
450000.00000000
PA
USD
417132.00000000
0.005079246008
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5T8
297297.15000000
PA
USD
303526.00000000
0.003695912142
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KDJ4
85791.45000000
PA
USD
91778.38000000
0.001117547851
Long
ABS-MBS
USGA
US
N
2
2035-04-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3M2
2024802.82000000
PA
USD
1968787.28000000
0.023973118659
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CB79
108786.36000000
PA
USD
108600.11000000
0.001322379187
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.00000000
N
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAD4
350000.00000000
PA
USD
373285.50000000
0.004545345084
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167CW1
1650000.00000000
PA
USD
1626834.00000000
0.019809293222
Long
DBT
NUSS
XX
N
2
2025-01-22
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X7DH3
99599.34000000
PA
USD
104843.32000000
0.001276634289
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.00000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBQ0
250000.00000000
PA
USD
255090.00000000
0.003106126751
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAZ4
16600000.00000000
PA
USD
15349164.10000000
0.186900502678
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.38000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CE4
700000.00000000
PA
USD
722456.00000000
0.008797051662
Long
DBT
NUSS
ID
N
2
2048-01-11
Fixed
4.35000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAE1
350000.00000000
PA
USD
282712.50000000
0.003442474653
Long
DBT
CORP
US
N
2
2040-12-21
Fixed
2.50000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCP1
400000.00000000
PA
USD
408376.00000000
0.004972627772
Long
DBT
CORP
GB
N
2
2024-02-10
Fixed
3.81000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JR6
750000.00000000
PA
USD
723832.50000000
0.008813812740
Long
DBT
CORP
DE
N
2
2025-01-31
Fixed
1.25000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABE1
150000.00000000
PA
USD
150936.00000000
0.001837886030
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBB0
400000.00000000
PA
USD
334148.00000000
0.004068783730
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45000000
N
N
N
N
N
N
MORGAN STANLEY DOM HOLD
549300RJIC678ZPVWG08
Morgan Stanley Domestic Holdings Inc
269246BQ6
100000.00000000
PA
USD
101504.00000000
0.001235972753
Long
DBT
CORP
US
N
2
2027-08-24
Fixed
3.80000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AQ4
150000.00000000
PA
USD
152349.00000000
0.001855091553
Long
DBT
CORP
US
N
2
2028-03-07
Fixed
3.65000000
N
N
N
N
N
N
Harley-Davidson Inc
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc
412822AE8
150000.00000000
PA
USD
139290.00000000
0.001696077444
Long
DBT
CORP
US
N
2
2045-07-28
Fixed
4.63000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBE1
250000.00000000
PA
USD
334825.00000000
0.004077027283
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.63000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAP1
200000.00000000
PA
USD
188058.00000000
0.002289905463
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.25000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CR8
200000.00000000
PA
USD
177736.00000000
0.002164218684
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.90000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630DP0
250000.00000000
PA
USD
225847.50000000
0.002750052771
Long
DBT
NUSS
KR
N
2
2031-10-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E5YJ1
58310.09000000
PA
USD
58930.38000000
0.000717571170
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.00000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460DAG4
150000.00000000
PA
USD
140878.50000000
0.001715419960
Long
DBT
US
N
2
2026-11-09
Fixed
1.50000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAB9
250000.00000000
PA
USD
237030.00000000
0.002886217507
Long
DBT
CORP
JE
N
2
2032-03-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5F40
220297.89000000
PA
USD
234215.72000000
0.002851949169
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDW8
15800000.00000000
PA
USD
15133437.50000000
0.184273687972
Long
DBT
UST
US
N
2
2029-01-31
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176NVW8
84754.60000000
PA
USD
85531.98000000
0.001041487989
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
3.00000000
N
N
N
N
N
N
PROSPECT CAPITAL CORP
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAV4
100000.00000000
PA
USD
91913.00000000
0.001119187063
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.36000000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154BT5
700000.00000000
PA
USD
700630.00000000
0.008531285374
Long
DBT
NUSS
KR
N
2
2025-01-21
Fixed
2.88000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-DC2 Mortgage Trust
12594CBF6
100000.00000000
PA
USD
101098.15000000
0.001231030884
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
3.77000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMA62
1306462.72000000
PA
USD
1297872.52000000
0.015803663627
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063BJC7
300000.00000000
PA
USD
457103.40000000
0.005565961421
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
7.60000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAH7
400000.00000000
PA
USD
367732.00000000
0.004477722382
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
1.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CM0
300000.00000000
PA
USD
329562.00000000
0.004012941881
Long
DBT
CORP
US
N
2
2035-07-20
Fixed
4.88000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECG4
250000.00000000
PA
USD
252827.50000000
0.003078577213
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9KT8
182641.80000000
PA
USD
197556.87000000
0.002405569324
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
5.00000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300NKHFE6ZRF37I48
Cenovus Energy Inc
15135UAF6
500000.00000000
PA
USD
621745.00000000
0.007570734945
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAG8
200000.00000000
PA
USD
181246.00000000
0.002206958521
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJJP7
210403.14000000
PA
USD
221341.25000000
0.002695182005
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AV5
300000.00000000
PA
USD
321135.00000000
0.003910329744
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
5.20000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAX2
200000.00000000
PA
USD
202782.00000000
0.002469193598
Long
DBT
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAP5
200000.00000000
PA
USD
190592.00000000
0.002320760946
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.38000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AU1
350000.00000000
PA
USD
390645.50000000
0.004756730714
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAB6
800000.00000000
PA
USD
818808.00000000
0.009970290616
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.21000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAQ1
200000.00000000
PA
USD
250716.00000000
0.003052866340
Long
DBT
CORP
CA
N
2
2041-01-15
Fixed
6.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312936LQ8
109893.05000000
PA
USD
118647.69000000
0.001444724465
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.00000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAP2
300000.00000000
PA
USD
302595.00000000
0.003684575735
Long
DBT
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
1500000.00000000
PA
USD
1415925.00000000
0.017241140464
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AE1
150000.00000000
PA
USD
176736.00000000
0.002152042093
Long
DBT
CORP
CA
N
2
2033-06-30
Fixed
6.45000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
450000.00000000
PA
USD
446994.00000000
0.005442863386
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BS2
600000.00000000
PA
USD
562104.00000000
0.006844510845
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C41
N/A
Wells Fargo Commercial Mortgage Trust 2017-C41
95001ABD7
2000000.00000000
PA
USD
2005362.66000000
0.024418482124
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.47000000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
250000.00000000
PA
USD
206400.00000000
0.002513248506
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
400000.00000000
PA
USD
493608.00000000
0.006010463027
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DP2
550000.00000000
PA
USD
524474.50000000
0.006386311792
Long
DBT
CORP
US
N
2
2029-09-11
Fixed
2.20000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAD4
200000.00000000
PA
USD
187478.00000000
0.002282843040
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945ZL5
68266.62000000
PA
USD
72547.31000000
0.000883378965
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVN6
1417518.20000000
PA
USD
1335525.40000000
0.016262147369
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMSF1
31109.91000000
PA
USD
31065.64000000
0.000378273611
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
2.50000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FH1
250000.00000000
PA
USD
292120.00000000
0.003557025938
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VSG6
6758776.08000000
PA
USD
6577988.96000000
0.080097485128
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.50000000
N
N
N
N
N
N
SPIRIT AIR 2015-1 PTT A
N/A
Spirit Airlines Pass Through Trust 2015-1A
84858DAA6
131960.99000000
PA
USD
130600.47000000
0.001590268586
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GS5M7
129678.56000000
PA
USD
135254.00000000
0.001646932720
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.00000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBN4
250000.00000000
PA
USD
252067.50000000
0.003069323003
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
3.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAQ2
300000.00000000
PA
USD
310227.00000000
0.003777507482
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAW3
400000.00000000
PA
USD
415512.00000000
0.005059519929
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.90000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAF4
300000.00000000
PA
USD
281511.00000000
0.003427844478
Long
DBT
CORP
DE
N
2
2026-03-19
Fixed
1.69000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
1800000.00000000
PA
USD
1958994.00000000
0.023853869888
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AK1
150000.00000000
PA
USD
179038.50000000
0.002180078695
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
5.50000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAN2
150000.00000000
PA
USD
158256.00000000
0.001927018680
Long
DBT
US
N
2
2028-12-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CG99
355758.15000000
PA
USD
363636.95000000
0.004427858631
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QN1
4692000.00000000
PA
USD
6249157.50000000
0.076093438734
Long
DBT
UST
US
N
2
2041-02-15
Fixed
4.75000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
1600000.00000000
PA
USD
1658336.00000000
0.020192880210
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EVZB6
495323.75000000
PA
USD
534175.61000000
0.006504438246
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.00000000
N
N
N
N
N
N
Mayo Clinic
5493001OHMD58DCY4635
Mayo Clinic
578454AB6
100000.00000000
PA
USD
100748.00000000
0.001226767250
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
3.77000000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALT
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAB0
350000.00000000
PA
USD
303177.00000000
0.003691662512
Long
DBT
US
N
2
2031-09-01
Fixed
2.15000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543BJ1
450000.00000000
PA
USD
563800.50000000
0.006865168433
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
7.38000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AH2
200000.00000000
PA
USD
196410.00000000
0.002391604356
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.75000000
N
N
N
N
N
N
DUKE UNIVERSITY HEALTH
SYIJ9BNVFR17R33OPQ57
Duke University Health System Inc
26443CAA1
200000.00000000
PA
USD
209736.00000000
0.002553869616
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DGF3
977533.25000000
PA
USD
971069.06000000
0.011824311360
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
2.50000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AU2
300000.00000000
PA
USD
314655.00000000
0.003831425430
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAS3
250000.00000000
PA
USD
216080.00000000
0.002631117913
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.25000000
N
N
N
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAB9
195000.00000000
PA
USD
198112.20000000
0.002412331350
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284V9
19868000.00000000
PA
USD
20359267.29000000
0.247906483106
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.88000000
N
N
N
N
N
N
Anheuser-Busch InBev Finance Inc
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
035242AN6
450000.00000000
PA
USD
499126.50000000
0.006077659548
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BX5
250000.00000000
PA
USD
225085.00000000
0.002740768120
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.10000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AF6
150000.00000000
PA
USD
144295.50000000
0.001757027373
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.90000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550AX6
250000.00000000
PA
USD
241887.50000000
0.002945365301
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5KU6
1851149.06000000
PA
USD
1887759.46000000
0.022986475987
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X70
7494000.00000000
PA
USD
7438087.72000000
0.090570556466
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAM0
100000.00000000
PA
USD
96670.00000000
0.001177111110
Long
DBT
CORP
US
N
2
2030-02-22
Fixed
3.70000000
N
N
N
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AA6
250000.00000000
PA
USD
252370.00000000
0.003073006422
Long
DBT
US
N
2
2023-04-15
Fixed
3.75000000
N
N
N
N
N
N
Tanger Properties LP
PQPGJDNFN35EXH363L31
Tanger Properties LP
875484AK3
150000.00000000
PA
USD
150586.50000000
0.001833630311
Long
DBT
US
N
2
2027-07-15
Fixed
3.88000000
N
N
N
N
N
N
MASS GENERAL BRIGHAM INC
5493007Z86EDN0QFYU66
Mass General Brigham Inc
70213HAC2
100000.00000000
PA
USD
104370.00000000
0.001270870865
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
4.12000000
N
N
N
N
N
N
RUSH OBLIGATED GROUP
N/A
Rush Obligated Group
78200JAA0
150000.00000000
PA
USD
154785.00000000
0.001884753731
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.92000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAT9
500000.00000000
PA
USD
504365.00000000
0.006141446623
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.04000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAT5
175000.00000000
PA
USD
179665.50000000
0.002187713418
Long
DBT
CORP
US
N
2
2047-05-09
Fixed
4.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BX7
350000.00000000
PA
USD
346675.00000000
0.004221319893
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LYB5
109635.72000000
PA
USD
109526.87000000
0.001333663965
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78572XAG6
150000.00000000
PA
USD
144618.00000000
0.001760954324
Long
DBT
US
N
2
2029-10-15
Fixed
3.90000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EK5
300000.00000000
PA
USD
338085.00000000
0.004116722971
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.20000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFF6
550000.00000000
PA
USD
540892.00000000
0.006586220984
Long
DBT
NUSS
CA
N
2
2026-06-15
Fixed
2.30000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506BP1
300000.00000000
PA
USD
307659.00000000
0.003746237995
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.75000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
208251AE8
300000.00000000
PA
USD
370608.00000000
0.004512742260
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.95000000
N
N
N
N
N
N
European Bank for Reconstruction & Development
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEG5
750000.00000000
PA
USD
702697.50000000
0.008556460477
Long
DBT
NUSS
XX
N
2
2025-05-19
Fixed
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AWGL1
56820.83000000
PA
USD
59250.23000000
0.000721465853
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AT4
150000.00000000
PA
USD
152988.00000000
0.001862872396
Long
DBT
CORP
LU
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEK6
200000.00000000
PA
USD
222466.00000000
0.002708877627
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
4.88000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ACT9
550000.00000000
PA
USD
558107.00000000
0.006795841009
Long
DBT
NUSS
CA
N
2
2024-05-16
Fixed
3.20000000
N
N
N
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613AK7
150000.00000000
PA
USD
149832.00000000
0.001824443072
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
2.85000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAW5
500000.00000000
PA
USD
541270.00000000
0.006590823736
Long
DBT
CORP
US
N
2
2049-03-07
Fixed
4.00000000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515AS3
100000.00000000
PA
USD
118533.00000000
0.001443327932
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5GG8
71249.27000000
PA
USD
79046.68000000
0.000962519139
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCKV7
716469.90000000
PA
USD
720234.18000000
0.008769997467
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGLB8
768914.48000000
PA
USD
782655.21000000
0.009530072857
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P73Q4
416708.57000000
PA
USD
418459.62000000
0.005095411894
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJT2
28459.23000000
PA
USD
31430.18000000
0.000382712465
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
Willis North America Inc
970648AH4
150000.00000000
PA
USD
162037.50000000
0.001973064461
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.05000000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAA8
150000.00000000
PA
USD
134355.00000000
0.001635985964
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHS4
250000.00000000
PA
USD
254252.50000000
0.003095928856
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.60000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
950000.00000000
PA
USD
1037172.00000000
0.012629219865
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CP5
750000.00000000
PA
USD
762817.50000000
0.009288517164
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HRMN7
44414.91000000
PA
USD
45475.65000000
0.000553738417
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CQ2
900000.00000000
PA
USD
969516.00000000
0.011805400383
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400CXG4
52176.32000000
PA
USD
56449.56000000
0.000687363238
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
5.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFY1
800000.00000000
PA
USD
820944.00000000
0.009996299816
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAF1
200000.00000000
PA
USD
286976.00000000
0.003494389551
Long
DBT
CORP
US
N
2
2038-09-01
Fixed
7.50000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
550000.00000000
PA
USD
505807.50000000
0.006159011356
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.67000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830AW9
165000.00000000
PA
USD
206083.35000000
0.002509392788
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
5.72000000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
Lazard Group LLC
52107QAJ4
150000.00000000
PA
USD
154395.00000000
0.001880004860
Long
DBT
CORP
US
N
2
2028-09-19
Fixed
4.50000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAH3
140000.00000000
PA
USD
176162.00000000
0.002145052729
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.50000000
N
N
N
N
N
N
TRANSCONT GAS PIPE CORP
N/A
Transcontinental Gas Pipe Line Co LLC
893574AF0
100000.00000000
PA
USD
102160.00000000
0.001243960598
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W6BW5
39923.19000000
PA
USD
39838.72000000
0.000485099823
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BN53
95168.12000000
PA
USD
103592.80000000
0.001261407218
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KJ9
500000.00000000
PA
USD
455150.00000000
0.005542175667
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.95000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AU1
150000.00000000
PA
USD
149607.00000000
0.001821703339
Long
DBT
CORP
LU
N
2
2027-08-15
Fixed
3.13000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAQ2
456000.00000000
PA
USD
463359.84000000
0.005642143536
Long
DBT
CORP
FR
N
2
2029-02-19
Fixed
3.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DD97
208352.28000000
PA
USD
226616.42000000
0.002759415596
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RP5
3382000.00000000
PA
USD
3610020.80000000
0.043957748956
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAA1
250000.00000000
PA
USD
243865.00000000
0.002969444511
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.40000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AT2
425000.00000000
PA
USD
407022.50000000
0.004956146755
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.75000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAC7
50000.00000000
PA
USD
51082.50000000
0.000622010740
Long
DBT
US
N
2
2026-06-15
Fixed
4.13000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBR1
350000.00000000
PA
USD
298252.50000000
0.003631698886
Long
DBT
US
N
2
2030-10-15
Fixed
1.25000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
1200000.00000000
PA
USD
1424268.00000000
0.017342729767
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
250000.00000000
PA
USD
229420.00000000
0.002793553645
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AN4
264000.00000000
PA
USD
277052.16000000
0.003373551004
Long
DBT
CORP
US
N
2
2028-06-22
Fixed
4.88000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836AT5
50000.00000000
PA
USD
64089.00000000
0.000780385579
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
7.45000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGM0
750000.00000000
PA
USD
969367.50000000
0.011803592159
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAV4
600000.00000000
PA
USD
556728.00000000
0.006779049489
Long
DBT
CORP
KY
N
2
2047-12-06
Fixed
4.20000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BH2
700000.00000000
PA
USD
791637.00000000
0.009639440446
Long
DBT
CORP
US
N
2
2045-05-13
Fixed
4.38000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAM2
100000.00000000
PA
USD
92961.00000000
0.001131948131
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCH4
11670436.92000000
PA
USD
10849496.96000000
0.132109893569
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
Brookfield Finance LLC
549300E643C5WZF8BL44
Brookfield Finance LLC
11271RAA7
250000.00000000
PA
USD
253952.50000000
0.003092275878
Long
DBT
CORP
CA
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2F3
400000.00000000
PA
USD
390092.00000000
0.004749990971
Long
DBT
CORP
US
N
2
2023-09-14
Fixed
0.45000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGX7
450000.00000000
PA
USD
450841.50000000
0.005489712822
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAZ8
350000.00000000
PA
USD
341078.50000000
0.004153173598
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.13000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DM0
200000.00000000
PA
USD
242762.00000000
0.002956013730
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
5.40000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
400000.00000000
PA
USD
371420.00000000
0.004522629652
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.13000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AR7
100000.00000000
PA
USD
101432.00000000
0.001235096039
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PWXN3
61455.32000000
PA
USD
62151.44000000
0.000756792702
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
3.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
400000.00000000
PA
USD
423564.00000000
0.005157565845
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AZ7
200000.00000000
PA
USD
187138.00000000
0.002278702999
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.30000000
N
N
N
N
N
N
INDIANA UNIV HEALTH INC
5493005H76YOO81B8D75
Indiana University Health Inc Obligated Group
455170AA8
140000.00000000
PA
USD
146174.00000000
0.001779901100
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.97000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
1200000.00000000
PA
USD
1223148.00000000
0.014893773664
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.88000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGG8
800000.00000000
PA
USD
869144.00000000
0.010583211531
Long
DBT
CORP
US
N
2
2048-01-20
Fixed
4.44000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KH3
100000.00000000
PA
USD
99626.00000000
0.001213105114
Long
DBT
CORP
US
N
2
2027-03-30
Fixed
3.25000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BA2
150000.00000000
PA
USD
149760.00000000
0.001823566358
Long
DBT
CORP
US
N
2
2029-05-22
Fixed
3.25000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AQ1
350000.00000000
PA
USD
355729.50000000
0.004331572842
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUG5
8443981.97000000
PA
USD
7875075.19000000
0.095891574423
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FHW9
440642.46000000
PA
USD
461455.77000000
0.005618958453
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179USS2
52988.56000000
PA
USD
52749.44000000
0.000642308388
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCX7
19000000.00000000
PA
USD
18055195.36000000
0.219850740193
Long
DBT
UST
US
N
2
2024-09-15
Fixed
0.38000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664BL4
150000.00000000
PA
USD
189238.50000000
0.002304279929
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.75000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AK6
300000.00000000
PA
USD
306345.00000000
0.003730237954
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAJ8
250000.00000000
PA
USD
251797.50000000
0.003066035323
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.88000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AU4
300000.00000000
PA
USD
319224.00000000
0.003887060277
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
4.60000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
59562EAH8
200000.00000000
PA
USD
244720.00000000
0.002979855496
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.80000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAH1
300000.00000000
PA
USD
270798.00000000
0.003297396652
Long
DBT
CORP
XX
N
2
2032-02-15
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307BY79
114082.30000000
PA
USD
112361.05000000
0.001368174617
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTR3
12437744.96000000
PA
USD
11925133.25000000
0.145207477385
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
RELX Capital Inc
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAC6
350000.00000000
PA
USD
360374.00000000
0.004388127021
Long
DBT
CORP
US
N
2
2029-03-18
Fixed
4.00000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AV7
350000.00000000
PA
USD
322588.00000000
0.003928022331
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.10000000
N
N
N
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611AJ8
200000.00000000
PA
USD
214036.00000000
0.002606228960
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
4.88000000
N
N
N
N
N
N
Dallas-Fort Worth International Airport
N/A
DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE
2350366Z8
160000.00000000
PA
USD
148248.48000000
0.001805161196
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.09000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06053FAA7
600000.00000000
PA
USD
615252.00000000
0.007491672336
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
4.10000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EX7
400000.00000000
PA
USD
377844.00000000
0.004600852077
Long
DBT
CORP
US
N
2
2025-05-28
Fixed
0.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYZ7
493669.25000000
PA
USD
500761.80000000
0.006097571928
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Q6Q9
67102.45000000
PA
USD
70151.46000000
0.000854205678
Long
ABS-MBS
USGA
US
N
2
2045-03-20
Fixed
4.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AD6
750000.00000000
PA
USD
760087.50000000
0.009255275069
Long
DBT
CORP
JP
N
2
2026-03-01
Fixed
3.85000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAQ7
250000.00000000
PA
USD
236070.00000000
0.002874527979
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.25000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406GAA9
450000.00000000
PA
USD
439128.00000000
0.005347082317
Long
DBT
CORP
US
N
2
2028-10-30
Fixed
3.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
250000.00000000
PA
USD
248550.00000000
0.003026491842
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AMTD7
23384.57000000
PA
USD
25269.77000000
0.000307699669
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XEH9
28893.15000000
PA
USD
29192.90000000
0.000355470020
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.00000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UU7
250000.00000000
PA
USD
250662.50000000
0.003052214892
Long
DBT
NUSS
CA
N
2
2024-04-16
Fixed
2.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179ST23
200284.31000000
PA
USD
198789.61000000
0.002420579895
Long
ABS-MBS
USGA
US
N
2
2032-01-20
Fixed
2.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CM8
950000.00000000
PA
USD
957106.00000000
0.011654288881
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
2.90000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AX3
150000.00000000
PA
USD
125733.00000000
0.001530999391
Long
DBT
CORP
US
N
2
2061-11-29
Fixed
3.10000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAP7
150000.00000000
PA
USD
136152.00000000
0.001657867299
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPWS9
313130.66000000
PA
USD
318726.40000000
0.003881001205
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAD8
400000.00000000
PA
USD
512764.00000000
0.006243717816
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
7.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MK82
83970.45000000
PA
USD
88056.51000000
0.001072228160
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
4.00000000
N
N
N
N
N
N
Enel Generacion Chile SA
549300PVHXUFEIE6LY50
Enel Generacion Chile SA
29246RAA1
200000.00000000
PA
USD
202628.00000000
0.002467318403
Long
DBT
CORP
CL
N
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Korea International Bond
50064FAP9
200000.00000000
PA
USD
207666.00000000
0.002528664071
Long
DBT
NUSS
KR
N
2
2028-09-20
Fixed
3.50000000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EL5
250000.00000000
PA
USD
263520.00000000
0.003208775418
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AY8
100000.00000000
PA
USD
101402.00000000
0.001234730741
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NNC8
477803.87000000
PA
USD
512446.85000000
0.006239856010
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8F75
1055485.55000000
PA
USD
1069675.75000000
0.013025004754
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ5C0
1171211.02000000
PA
USD
1200480.36000000
0.014617759069
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NUU0
31005.32000000
PA
USD
30680.03000000
0.000373578195
Long
ABS-MBS
USGA
US
N
2
2028-12-20
Fixed
2.50000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
400000.00000000
PA
USD
405236.00000000
0.004934393274
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAK0
200000.00000000
PA
USD
230878.00000000
0.002811307115
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.80000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AM5
100000.00000000
PA
USD
99632.00000000
0.001213178174
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284Z0
7736000.00000000
PA
USD
7790998.16000000
0.094867802766
Long
DBT
UST
US
N
2
2025-08-31
Fixed
2.75000000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154BY4
1250000.00000000
PA
USD
1263225.00000000
0.015381774926
Long
DBT
NUSS
KR
N
2
2025-11-10
Fixed
3.25000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WBP5
500000.00000000
PA
USD
501865.00000000
0.006111005144
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
2.90000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BF3
200000.00000000
PA
USD
199200.00000000
0.002425577047
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
300000.00000000
PA
USD
299109.00000000
0.003642128137
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEKB4
293681.39000000
PA
USD
292149.56000000
0.003557385878
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ3V8
415656.24000000
PA
USD
414023.24000000
0.005041391907
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
2.50000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAC4
350000.00000000
PA
USD
362614.00000000
0.004415402587
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.94000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAY0
449000.00000000
PA
USD
437595.40000000
0.005328420472
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.63000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769BR4
250000.00000000
PA
USD
173792.50000000
0.002116200295
Long
DBT
CORP
DE
N
2
2036-04-18
None
0.00000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAD4
1300000.00000000
PA
USD
1315353.00000000
0.016016516293
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QJS1
1635963.34000000
PA
USD
1670417.06000000
0.020339986344
Long
ABS-MBS
USGA
US
N
2
2044-07-20
Fixed
3.50000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AP8
150000.00000000
PA
USD
155467.50000000
0.001893064254
Long
DBT
US
N
2
2029-10-01
Fixed
4.55000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FY4
400000.00000000
PA
USD
404200.00000000
0.004921778325
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.50000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
200000.00000000
PA
USD
190826.00000000
0.002323610269
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AW8
600000.00000000
PA
USD
524526.00000000
0.006386938886
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.38000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AY7
250000.00000000
PA
USD
277975.00000000
0.003384788050
Long
DBT
CORP
CA
N
2
2047-06-01
Fixed
4.95000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BZ4
300000.00000000
PA
USD
305511.00000000
0.003720082676
Long
DBT
CORP
NL
N
2
2023-11-13
Fixed
3.50000000
N
N
N
N
N
N
Maxim Integrated Products Inc
SO0H5YEO14Y4PVKQH532
Maxim Integrated Products Inc
57772KAD3
200000.00000000
PA
USD
199544.00000000
0.002429765794
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.45000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718EV7
500000.00000000
PA
USD
501425.00000000
0.006105647444
Long
DBT
CORP
US
N
2
2027-08-11
Fixed
2.85000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-C28
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust 2015-C28
94989JAY2
993375.95000000
PA
USD
975835.70000000
0.011882352789
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.29000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AP1
550000.00000000
PA
USD
633528.50000000
0.007714217812
Long
DBT
CORP
US
N
2
2034-12-05
Fixed
4.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBQ3
300000.00000000
PA
USD
331830.00000000
0.004040558391
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DH96
121361.93000000
PA
USD
117994.30000000
0.001436768402
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
2.00000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE
072024ND0
500000.00000000
PA
USD
712397.00000000
0.008674567327
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
6.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E0E35
807583.66000000
PA
USD
822015.42000000
0.010009346059
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCY5
17700000.00000000
PA
USD
16429195.40000000
0.200051602735
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCG9
200000.00000000
PA
USD
197450.00000000
0.002404268011
Long
DBT
CORP
US
N
2
2028-01-05
Fixed
3.85000000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AG0
300000.00000000
PA
USD
302451.00000000
0.003682822306
Long
DBT
CORP
GB
N
2
2024-06-01
Fixed
3.00000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAM6
150000.00000000
PA
USD
149488.50000000
0.001820260413
Long
DBT
CORP
US
N
2
2027-01-22
Fixed
2.95000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEA6
400000.00000000
PA
USD
358768.00000000
0.004368571415
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.13000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
250000.00000000
PA
USD
238580.00000000
0.002905091224
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AQ9
450000.00000000
PA
USD
387031.50000000
0.004712724512
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412REK9
357785.97000000
PA
USD
386006.98000000
0.004700249350
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
5.00000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
3050000.00000000
PA
USD
3393796.00000000
0.041324867872
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DV7
150000.00000000
PA
USD
163443.00000000
0.001990178661
Long
DBT
CORP
US
N
2
2047-05-02
Fixed
4.00000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CR3
400000.00000000
PA
USD
336260.00000000
0.004094500692
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
2.10000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBC9
400000.00000000
PA
USD
394356.00000000
0.004801911957
Long
DBT
US
N
2
2024-11-18
Fixed
2.63000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AN6
99000.00000000
PA
USD
106123.05000000
0.001292217039
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.85000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAU4
200000.00000000
PA
USD
193854.00000000
0.002360480988
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.80000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FA1
200000.00000000
PA
USD
175840.00000000
0.002141131867
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
1.40000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CD4
400000.00000000
PA
USD
372884.00000000
0.004540456182
Long
DBT
CORP
JP
N
2
2033-01-19
Fixed
2.85000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAE9
500000.00000000
PA
USD
479255.00000000
0.005835692408
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.50000000
N
N
N
N
N
N
Southwestern Electric Power Co
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BQ4
150000.00000000
PA
USD
141417.00000000
0.001721977054
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9VL2
103850.50000000
PA
USD
112164.00000000
0.001365775220
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
5.00000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAG9
400000.00000000
PA
USD
404000.00000000
0.004919343007
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBS3
570000.00000000
PA
USD
567081.60000000
0.006905121048
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WVEL1
52860.25000000
PA
USD
55009.99000000
0.000669834182
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.00000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
475000.00000000
PA
USD
508136.00000000
0.006187364550
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.13000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CB8
250000.00000000
PA
USD
305307.50000000
0.003717604740
Long
DBT
CORP
US
N
2
2057-02-06
Fixed
4.50000000
N
N
N
N
N
N
CINCINNATI FINL CORP
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp
172062AF8
200000.00000000
PA
USD
238530.00000000
0.002904482394
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
6.92000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAJ4
400000.00000000
PA
USD
406028.00000000
0.004944037134
Long
DBT
CORP
ES
N
2
2028-04-12
Fixed
4.38000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
375000.00000000
PA
USD
380651.25000000
0.004635034814
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BQ5
350000.00000000
PA
USD
368508.00000000
0.004487171418
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.66000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
300000.00000000
PA
USD
253512.00000000
0.003086912090
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FJ1
150000.00000000
PA
USD
150964.50000000
0.001838233062
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAN7
60000.00000000
PA
USD
60480.60000000
0.000736447566
Long
DBT
US
N
2
2027-06-01
Fixed
3.60000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865AV2
300000.00000000
PA
USD
296868.00000000
0.003614840395
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.70000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140BG4
650000.00000000
PA
USD
655830.50000000
0.007985780158
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176XJ26
23731.78000000
PA
USD
23980.25000000
0.000291997710
Long
ABS-MBS
USGA
US
N
2
2027-04-15
Fixed
3.00000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAX5
400000.00000000
PA
USD
382784.00000000
0.004661004439
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058FT5
250000.00000000
PA
USD
243270.00000000
0.002962199439
Long
DBT
NUSS
XX
N
2
2026-10-27
Fixed
1.88000000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313AH6
250000.00000000
PA
USD
250727.50000000
0.003053006370
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.95000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
400000.00000000
PA
USD
386932.00000000
0.004711512941
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VQR4
687490.20000000
PA
USD
656730.90000000
0.007996743961
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
2.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
650000.00000000
PA
USD
662454.00000000
0.008066431813
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.13000000
N
N
N
N
N
N
EAGLE MATERIALS
529900KRXRGXL61SG039
Eagle Materials Inc
26969PAB4
250000.00000000
PA
USD
222955.00000000
0.002714831980
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVK2
1393417.41000000
PA
USD
1312818.66000000
0.015985656670
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
2.00000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AQ9
200000.00000000
PA
USD
224354.00000000
0.002731867032
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
4.88000000
N
N
N
N
N
N
NORDIC INVESTMENT BANK
213800HYL1S7VAXG6Z48
Nordic Investment Bank
65562QBN4
400000.00000000
PA
USD
392764.00000000
0.004782526823
Long
DBT
NUSS
XX
N
2
2023-05-19
Fixed
0.38000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAF9
200000.00000000
PA
USD
213322.00000000
0.002597534873
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.63000000
N
N
N
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAG9
197000.00000000
PA
USD
204809.08000000
0.002493876523
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
4.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKD3
650000.00000000
PA
USD
562289.00000000
0.006846763515
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039482AC8
200000.00000000
PA
USD
177702.00000000
0.002163804680
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FF0
2248000.00000000
PA
USD
2635253.14000000
0.032088401253
Long
DBT
UST
US
N
2
2028-11-15
Fixed
5.25000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBT6
500000.00000000
PA
USD
471445.00000000
0.005740593227
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBD1
450000.00000000
PA
USD
452277.00000000
0.005507192319
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.38000000
N
N
N
N
N
N
GEORGETOWN UNIVERSITY
549300GCL3B0KVXSX752
Georgetown University/The
37310PAC5
76000.00000000
PA
USD
80913.40000000
0.000985249426
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.32000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYU8
588821.55000000
PA
USD
597281.16000000
0.007272848756
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2N1
421378.54000000
PA
USD
412884.20000000
0.005027522282
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EB8
450000.00000000
PA
USD
580090.50000000
0.007063525110
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
6.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGM3
185673.76000000
PA
USD
192636.17000000
0.002345651969
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
4.00000000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAD8
300000.00000000
PA
USD
366702.00000000
0.004465180493
Long
DBT
CORP
CA
N
2
2046-03-04
Fixed
5.38000000
N
N
N
N
N
N
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
N/A
CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE
167725AF7
200000.00000000
PA
USD
257953.40000000
0.003140993204
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.90000000
N
N
N
N
N
N
Health & Educational Facilities Authority of the State of Missouri
549300IWTBCMX5JB3277
MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE
60636APP2
75000.00000000
PA
USD
73739.78000000
0.000897899185
Long
DBT
MUN
US
N
2
2057-08-15
Fixed
3.65000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DM9
250000.00000000
PA
USD
246250.00000000
0.002998485682
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
1.80000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
443000.00000000
PA
USD
449662.72000000
0.005475359300
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
300000.00000000
PA
USD
288333.00000000
0.003510913186
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BB5
600000.00000000
PA
USD
613536.00000000
0.007470777305
Long
DBT
US
N
2
2024-04-01
Fixed
4.95000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CA5
400000.00000000
PA
USD
415956.00000000
0.005064926336
Long
DBT
CORP
US
N
2
2025-11-06
Fixed
4.20000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAD1
300000.00000000
PA
USD
308763.00000000
0.003759680952
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BG6
150000.00000000
PA
USD
167190.00000000
0.002035804349
Long
DBT
CORP
US
N
2
2047-03-15
Fixed
4.80000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JN7
500000.00000000
PA
USD
468120.00000000
0.005700106060
Long
DBT
NUSS
XX
N
2
2031-05-13
Fixed
1.63000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ETG4
200000.00000000
PA
USD
201748.00000000
0.002456603002
Long
DBT
CORP
US
N
2
2023-03-06
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NDQ8
932147.69000000
PA
USD
939224.91000000
0.011436558151
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.00000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687CZ7
300000.00000000
PA
USD
306447.00000000
0.003731479966
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
24400000.00000000
PA
USD
23921531.37000000
0.291282717987
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.38000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDM0
600000.00000000
PA
USD
542106.00000000
0.006601003367
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AM7
100000.00000000
PA
USD
113937.00000000
0.001387364317
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.35000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BP2
750000.00000000
PA
USD
753960.00000000
0.009180663004
Long
DBT
NUSS
JP
N
2
2022-11-16
Fixed
2.38000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAA4
50000.00000000
PA
USD
50042.00000000
0.000609340996
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAC2
300000.00000000
PA
USD
290955.00000000
0.003542840209
Long
DBT
CORP
XX
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAA8
884202.36000000
PA
USD
799707.59000000
0.009737712724
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
1.50000000
N
N
N
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802AB0
150000.00000000
PA
USD
165862.50000000
0.002019639924
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVZ0
432252.16000000
PA
USD
430308.69000000
0.005239693180
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AN3
200000.00000000
PA
USD
202544.00000000
0.002466295569
Long
DBT
US
N
2
2024-10-01
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCP6
8957319.09000000
PA
USD
8562053.83000000
0.104256632762
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AL9
320000.00000000
PA
USD
321036.80000000
0.003909134002
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503BC9
150000.00000000
PA
USD
151749.00000000
0.001847785599
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.55000000
N
N
N
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BB8
200000.00000000
PA
USD
202960.00000000
0.002471361031
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
3.88000000
N
N
N
N
N
N
BAIN CAPITAL SPECIALTY F
549300V2JL72R0EYBK64
Bain Capital Specialty Finance Inc
05684BAB3
250000.00000000
PA
USD
234725.00000000
0.002858150463
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
2.95000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBA4
250000.00000000
PA
USD
241162.50000000
0.002936537272
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
2.05000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BX9
350000.00000000
PA
USD
396375.00000000
0.004826496496
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
4.50000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AP9
650000.00000000
PA
USD
660900.50000000
0.008047515478
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.33000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CZ6
350000.00000000
PA
USD
342807.50000000
0.004174226925
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.95000000
N
N
N
N
N
N
Alameda County Joint Powers Authority
N/A
ALAMEDA CNTY CA JT PWRS AUTH LEASE REVENUE
010831BE4
105000.00000000
PA
USD
153518.82000000
0.001869335974
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
7.05000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BX5
350000.00000000
PA
USD
358617.00000000
0.004366732750
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.94000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
350000.00000000
PA
USD
353024.00000000
0.004298629073
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VSF8
749107.21000000
PA
USD
715591.07000000
0.008713460213
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DNH1
1352029.69000000
PA
USD
1328142.65000000
0.016172250638
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9ZL8
549914.51000000
PA
USD
557157.36000000
0.006784277630
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CM4
100000.00000000
PA
USD
108021.00000000
0.001315327601
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.05000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAE9
250000.00000000
PA
USD
332417.50000000
0.004047712138
Long
DBT
US
N
2
2041-02-01
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9FQ0
36511.46000000
PA
USD
39909.03000000
0.000485955959
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RFT1
25034.67000000
PA
USD
26940.45000000
0.000328042857
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
1200000.00000000
PA
USD
1168176.00000000
0.014224402071
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225B6N3
110103.60000000
PA
USD
119749.42000000
0.001458139781
Long
ABS-MBS
USGA
US
N
2
2034-07-15
Fixed
5.50000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BU9
150000.00000000
PA
USD
144802.50000000
0.001763200905
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
800000.00000000
PA
USD
758504.00000000
0.009235993436
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAF8
100000.00000000
PA
USD
106294.00000000
0.001294298627
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.20000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CC1
475000.00000000
PA
USD
481607.25000000
0.005864334795
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DWU1
40253.11000000
PA
USD
42889.69000000
0.000522250239
Long
ABS-MBS
USGA
US
N
2
2033-03-20
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WJ5
19098000.00000000
PA
USD
19142760.94000000
0.233093582101
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEC4
180000.00000000
PA
USD
230421.60000000
0.002805749719
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.30000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PBW5
250000.00000000
PA
USD
322705.00000000
0.003929446992
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
7.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAB3
150000.00000000
PA
USD
177634.50000000
0.002162982760
Long
DBT
US
N
2
2043-09-30
Fixed
5.70000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
600000.00000000
PA
USD
594756.00000000
0.007242100914
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBG5
400000.00000000
PA
USD
326368.00000000
0.003974049847
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.45000000
N
N
N
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187AC6
250000.00000000
PA
USD
235747.50000000
0.002870601028
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.90000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp
31847RAF9
150000.00000000
PA
USD
154764.00000000
0.001884498022
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.60000000
N
N
N
N
N
N
Block Financial LLC
N/A
Block Financial LLC
093662AG9
175000.00000000
PA
USD
183968.75000000
0.002240112336
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X32U5
78222.92000000
PA
USD
81404.12000000
0.000991224723
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAD9
300000.00000000
PA
USD
303729.00000000
0.003698383990
Long
DBT
CORP
US
N
2
2027-05-16
Fixed
3.25000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AT4
150000.00000000
PA
USD
155614.50000000
0.001894854213
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3R1
1221756.38000000
PA
USD
1151101.55000000
0.014016493466
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
2.00000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BP8
200000.00000000
PA
USD
184030.00000000
0.002240858152
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.88000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BU6
150000.00000000
PA
USD
149832.00000000
0.001824443072
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.75000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844CC0
300000.00000000
PA
USD
315906.00000000
0.003846658346
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.10000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EX7
250000.00000000
PA
USD
222045.00000000
0.002703751282
Long
DBT
CORP
AU
N
2
2036-11-18
Fixed
3.02000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCQ5
850000.00000000
PA
USD
905947.00000000
0.011031346632
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBA0
6000126.93000000
PA
USD
5360884.15000000
0.065277296920
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AV9
110000.00000000
PA
USD
111395.90000000
0.001356422380
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.45000000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2C4
500000.00000000
PA
USD
494905.00000000
0.006026256066
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAK1
200000.00000000
PA
USD
190024.00000000
0.002313844642
Long
DBT
CORP
KY
N
2
2026-01-08
Fixed
3.80000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HE0
250000.00000000
PA
USD
251157.50000000
0.003058242305
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.85000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFS3
850000.00000000
PA
USD
873613.00000000
0.010637628719
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296YAJ1
25479.89000000
PA
USD
27573.28000000
0.000335748569
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
4.50000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBG2
100000.00000000
PA
USD
113072.00000000
0.001376831565
Long
DBT
CORP
US
N
2
2043-11-13
Fixed
4.88000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A5E0
1250000.00000000
PA
USD
1723835.00000000
0.020990434784
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U4B5
1835175.30000000
PA
USD
1821604.55000000
0.022180934665
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJV23
226286.21000000
PA
USD
230500.44000000
0.002806709721
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
893526DJ9
250000.00000000
PA
USD
307425.00000000
0.003743388673
Long
DBT
CORP
CA
N
2
2040-06-01
Fixed
6.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWCV4
1837514.76000000
PA
USD
1859012.21000000
0.022636432464
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.00000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FX0
350000.00000000
PA
USD
329126.00000000
0.004007632887
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.15000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AE1
150000.00000000
PA
USD
205216.50000000
0.002498837510
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.63000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAB6
400000.00000000
PA
USD
371224.00000000
0.004520243040
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.35000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GA6
250000.00000000
PA
USD
283600.00000000
0.003453281378
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.60000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
1000000.00000000
PA
USD
980280.00000000
0.011936469215
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.41000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2013-GC17
N/A
Citigroup Commercial Mortgage Trust 2013-GC17
17321RAD8
615000.00000000
PA
USD
623722.37000000
0.007594812572
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Fixed
4.13000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAJ8
100000.00000000
PA
USD
123811.00000000
0.001507595982
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.50000000
N
N
N
N
N
N
Dallas Area Rapid Transit
75YWM81F2R6UQGJIEW47
DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE
235241LS3
300000.00000000
PA
USD
400766.40000000
0.004879968780
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
6.00000000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
Hydro-Quebec
448814EJ8
810000.00000000
PA
USD
900225.90000000
0.010961683133
Long
DBT
NUSS
CA
N
2
2024-07-07
Fixed
8.05000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BJ2
375000.00000000
PA
USD
371775.00000000
0.004526952342
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
250000.00000000
PA
USD
241495.00000000
0.002940585988
Long
DBT
CORP
GB
N
2
2026-02-05
Fixed
2.44000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
36400000.00000000
PA
USD
31628187.50000000
0.385123522299
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBV1
450000.00000000
PA
USD
437962.50000000
0.005332890499
Long
DBT
CORP
JP
N
2
2025-01-15
Fixed
2.35000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BJ2
250000.00000000
PA
USD
228315.00000000
0.002780098511
Long
DBT
CORP
US
N
2
2030-05-04
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFAJ7
363568.23000000
PA
USD
363149.27000000
0.004421920351
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294MNY3
38937.84000000
PA
USD
39390.44000000
0.000479641300
Long
ABS-MBS
USGSE
US
N
2
2027-04-01
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBU4
400000.00000000
PA
USD
377576.00000000
0.004597588750
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.40000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477AW3
450000.00000000
PA
USD
446940.00000000
0.005442205850
Long
DBT
CORP
US
N
2
2026-05-19
Fixed
2.65000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AC4
200000.00000000
PA
USD
209526.00000000
0.002551312532
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2L6
950000.00000000
PA
USD
1006230.50000000
0.012252457856
Long
DBT
CORP
US
N
2
2031-04-04
Fixed
4.48000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BE1
250000.00000000
PA
USD
282317.50000000
0.003437664899
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.95000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CF4
50000.00000000
PA
USD
50195.00000000
0.000611204015
Long
DBT
CORP
US
N
2
2026-05-20
Fixed
3.13000000
N
N
N
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252AM0
125000.00000000
PA
USD
128246.25000000
0.001561602210
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RAZ2
207239.64000000
PA
USD
209295.95000000
0.002548511307
Long
ABS-MBS
USGA
US
N
2
2030-04-20
Fixed
3.00000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BQ1
150000.00000000
PA
USD
151114.50000000
0.001840059551
Long
DBT
CORP
US
N
2
2025-08-11
Fixed
3.38000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAK9
200000.00000000
PA
USD
176388.00000000
0.002147804639
Long
DBT
CORP
US
N
2
2060-10-01
Fixed
3.80000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAV9
500000.00000000
PA
USD
507265.00000000
0.006176758739
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.35000000
N
N
N
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAF0
435000.00000000
PA
USD
424072.80000000
0.005163761295
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDG1
550000.00000000
PA
USD
542459.50000000
0.006605307792
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.38000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
600000.00000000
PA
USD
607788.00000000
0.007400786256
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYM3
200000.00000000
PA
USD
193234.00000000
0.002352931501
Long
DBT
CORP
CA
N
2
2025-01-21
Fixed
1.60000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TAK1
1944996.27000000
PA
USD
1975150.93000000
0.024050606226
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
3.50000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AL3
200000.00000000
PA
USD
203656.00000000
0.002479835939
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BG8
500000.00000000
PA
USD
500400.00000000
0.006093166437
Long
DBT
NUSS
PA
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FP6
200000.00000000
PA
USD
205952.00000000
0.002507793393
Long
DBT
CORP
US
N
2
2027-03-23
Fixed
3.70000000
N
N
N
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AH1
50000.00000000
PA
USD
45650.50000000
0.000555867494
Long
DBT
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CS4
100000.00000000
PA
USD
101188.00000000
0.001232124951
Long
DBT
US
N
2
2024-10-01
Fixed
3.38000000
N
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204BA5
275000.00000000
PA
USD
271496.50000000
0.003305902001
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XR7A1
262667.20000000
PA
USD
263990.05000000
0.003214499025
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
3.00000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAR8
150000.00000000
PA
USD
152316.00000000
0.001854689726
Long
DBT
US
N
2
2027-05-01
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4G4
1820559.44000000
PA
USD
1715037.89000000
0.020883315968
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
2.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BK9
500000.00000000
PA
USD
494120.00000000
0.006016697442
Long
DBT
CORP
JP
N
2
2039-07-18
Fixed
3.75000000
N
N
N
N
N
N
Ohio State University/The
JFC10ZULKO4X2E3HBY86
OHIO ST UNIV
677632G88
75000.00000000
PA
USD
75023.25000000
0.000913527475
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
3.80000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMP4
550000.00000000
PA
USD
551947.00000000
0.006720833204
Long
DBT
NUSS
SE
N
2
2022-08-30
Fixed
2.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXA7
500000.00000000
PA
USD
527365.00000000
0.006421508230
Long
DBT
CORP
US
N
2
2039-04-23
Fixed
4.41000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AL5
350000.00000000
PA
USD
325500.00000000
0.003963480566
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAAD9
297886.64000000
PA
USD
301463.79000000
0.003670801453
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCG4
278000.00000000
PA
USD
289514.76000000
0.003525302995
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417KSE8
158253.82000000
PA
USD
165027.04000000
0.002009466869
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3U7
370304.08000000
PA
USD
372251.44000000
0.004532753758
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBW4
400000.00000000
PA
USD
348632.00000000
0.004245149483
Long
DBT
CORP
GB
N
2
2042-11-24
Fixed
3.33000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02344AAA6
250000.00000000
PA
USD
230237.50000000
0.002803508008
Long
DBT
CORP
US
N
2
2031-05-25
Fixed
2.69000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6H0
376909.82000000
PA
USD
373418.87000000
0.004546969076
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.50000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAQ0
100000.00000000
PA
USD
90561.00000000
0.001102724312
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.10000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRL6
750000.00000000
PA
USD
753217.50000000
0.009171621885
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
2.70000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAG8
300000.00000000
PA
USD
340125.00000000
0.004141563218
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
6.25000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBW4
550000.00000000
PA
USD
555027.00000000
0.006758337107
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
3.80000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142ET6
750000.00000000
PA
USD
683212.50000000
0.008319199589
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAN5
440000.00000000
PA
USD
447559.20000000
0.005449745596
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERJU5
197846.15000000
PA
USD
204403.77000000
0.002488941229
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BG6
250000.00000000
PA
USD
252692.50000000
0.003076933373
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.25000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration Inc
651290AR9
300000.00000000
PA
USD
318264.00000000
0.003875370749
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
5.38000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABG7
250000.00000000
PA
USD
248827.50000000
0.003029870846
Long
DBT
US
N
2
2027-08-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB77
1728117.30000000
PA
USD
1693190.15000000
0.020617284961
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C15
5493003CHVRASC16O965
WFRBS Commercial Mortgage Trust 2013-C15
92938CAD9
520000.00000000
PA
USD
523832.05000000
0.006378488940
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ70
1662352.44000000
PA
USD
1550352.72000000
0.018878011910
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.00000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BQ2
350000.00000000
PA
USD
344540.00000000
0.004195322870
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.00000000
N
N
N
N
N
N
HERCULES CAPITAL INC
549300UJ5OC256GR2B73
Hercules Capital Inc
427096AJ1
200000.00000000
PA
USD
188100.00000000
0.002290416880
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.38000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
900000.00000000
PA
USD
941661.00000000
0.011466221424
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.13000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DK1
1350000.00000000
PA
USD
1319611.50000000
0.016068370308
Long
DBT
NUSS
XX
N
2
2025-03-14
Fixed
1.75000000
N
N
N
N
N
N
Main Street Capital Corp
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAD6
200000.00000000
PA
USD
204120.00000000
0.002485485877
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WMKE0
98150.29000000
PA
USD
97942.62000000
0.001192607284
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAG4
200000.00000000
PA
USD
180464.00000000
0.002197436426
Long
DBT
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAP7
600000.00000000
PA
USD
571968.00000000
0.006964620745
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.38000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJK6
700000.00000000
PA
USD
647955.00000000
0.007889883411
Long
DBT
CORP
US
N
2
2026-10-24
Fixed
1.20000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AN9
100000.00000000
PA
USD
99748.00000000
0.001214590659
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F4Q6
422407.13000000
PA
USD
432711.63000000
0.005268952799
Long
ABS-MBS
USGA
US
N
2
2042-03-20
Fixed
3.50000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
552081AM3
350000.00000000
PA
USD
357290.50000000
0.004350580501
Long
DBT
CORP
NL
N
2
2055-02-26
Fixed
4.63000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDC3
350000.00000000
PA
USD
360479.00000000
0.004389405564
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.45000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGL0
650000.00000000
PA
USD
675779.00000000
0.008228684896
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.10000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHT2
100000.00000000
PA
USD
102914.00000000
0.001253141748
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DS45
258202.76000000
PA
USD
230698.06000000
0.002809116060
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
1.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EC31
575000.00000000
PA
USD
639233.25000000
0.007783682223
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAP2
150000.00000000
PA
USD
145137.00000000
0.001767273975
Long
DBT
CORP
US
N
2
2023-12-07
Fixed
0.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QWF4
1233597.66000000
PA
USD
1289650.09000000
0.015703542455
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UQ54
499224.35000000
PA
USD
510054.87000000
0.006210729846
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LHW5
106471.04000000
PA
USD
110967.18000000
0.001351202032
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
700000.00000000
PA
USD
593677.00000000
0.007228962372
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AP8
100000.00000000
PA
USD
93695.00000000
0.001140885750
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CL6
350000.00000000
PA
USD
336161.00000000
0.004093295209
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.88000000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BE3
145000.00000000
PA
USD
138012.45000000
0.001680521239
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
700000.00000000
PA
USD
644798.00000000
0.007851441911
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.22000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
1000000.00000000
PA
USD
1120720.00000000
0.013646549740
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.71000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
250000.00000000
PA
USD
242005.00000000
0.002946796050
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMW9
400000.00000000
PA
USD
400460.00000000
0.004876237872
Long
DBT
NUSS
SE
N
2
2022-11-14
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WZT44
82138.07000000
PA
USD
83788.61000000
0.001020259684
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CT6
255000.00000000
PA
USD
228786.00000000
0.002785833686
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A4Q68
1766129.04000000
PA
USD
1801743.19000000
0.021939090996
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAV2
400000.00000000
PA
USD
417980.00000000
0.005089571757
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.13000000
N
N
N
N
N
N
Council Of Europe Development Bank
549300UYNXMI821WYG82
Council Of Europe Development Bank
222213AV2
200000.00000000
PA
USD
195824.00000000
0.002384468873
Long
DBT
NUSS
XX
N
2
2023-06-10
Fixed
0.25000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBD7
100000.00000000
PA
USD
97176.00000000
0.001183272465
Long
DBT
US
N
2
2026-11-18
Fixed
2.90000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGR0
4800000.00000000
PA
USD
4850095.34000000
0.059057630186
Long
ABS-O
CORP
US
N
2
2024-12-07
Fixed
3.21000000
N
N
N
N
N
N
Kentucky Utilities Co
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BL0
250000.00000000
PA
USD
260997.50000000
0.003178059966
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.38000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHR4
750000.00000000
PA
USD
756022.50000000
0.009205777224
Long
DBT
CORP
US
N
2
2027-04-27
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8E35
621022.03000000
PA
USD
626780.35000000
0.007632048346
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AW9
200000.00000000
PA
USD
183176.00000000
0.002230459343
Long
DBT
CORP
US
N
2
2030-03-12
Fixed
2.25000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAB8
200000.00000000
PA
USD
186320.00000000
0.002268742547
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.75000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642AF0
350000.00000000
PA
USD
345747.50000000
0.004210026104
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
4.00000000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAK9
50000.00000000
PA
USD
52251.50000000
0.000636245176
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CF5
300000.00000000
PA
USD
303726.00000000
0.003698347460
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
3.38000000
N
N
N
N
N
N
Healthcare Trust of America Holdings LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAH7
250000.00000000
PA
USD
216812.50000000
0.002640037266
Long
DBT
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAR6
1150000.00000000
PA
USD
1154059.50000000
0.014052511215
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.75000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBP4
950000.00000000
PA
USD
914745.50000000
0.011138482373
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAC5
250000.00000000
PA
USD
327392.50000000
0.003986524766
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.05000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BU8
100000.00000000
PA
USD
95582.00000000
0.001163862978
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J8TR1
55182.97000000
PA
USD
56333.24000000
0.000685946857
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Chile Government International Bond
168863CA4
400000.00000000
PA
USD
403396.00000000
0.004911988345
Long
DBT
NUSS
CL
N
2
2026-01-21
Fixed
3.13000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAK4
500000.00000000
PA
USD
491750.00000000
0.005987838920
Long
DBT
NUSS
CA
N
2
2026-06-02
Fixed
2.25000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GY3
250000.00000000
PA
USD
256495.00000000
0.003123234862
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.10000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBC8
500000.00000000
PA
USD
473845.00000000
0.005769817047
Long
DBT
CORP
US
N
2
2027-06-10
Fixed
1.70000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AV5
360000.00000000
PA
USD
375987.60000000
0.004578247452
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAE3
100000.00000000
PA
USD
92462.00000000
0.001125872012
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FZ5
400000.00000000
PA
USD
400628.00000000
0.004878283540
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YAH2
400000.00000000
PA
USD
504176.00000000
0.006139145247
Long
DBT
CORP
GB
N
2
2036-09-30
Fixed
5.88000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
150000.00000000
PA
USD
151218.00000000
0.001841319828
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.85000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CT3
250000.00000000
PA
USD
262132.50000000
0.003191880398
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.13000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NK7
250000.00000000
PA
USD
252407.50000000
0.003073463044
Long
DBT
CORP
US
N
2
2046-04-20
Fixed
5.25000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHK9
500000.00000000
PA
USD
508500.00000000
0.006191796829
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
3.60000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AR8
165000.00000000
PA
USD
166664.85000000
0.002029409812
Long
DBT
CORP
LU
N
2
2024-08-01
Fixed
3.45000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2S7
100000.00000000
PA
USD
102090.00000000
0.001243108236
Long
DBT
CORP
US
N
2
2023-12-07
Fixed
3.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQU4
308887.16000000
PA
USD
302451.83000000
0.003682832413
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LYA7
1385225.63000000
PA
USD
1383850.36000000
0.016850580672
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AF0
550000.00000000
PA
USD
558805.50000000
0.006804346358
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
3.45000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BY9
600000.00000000
PA
USD
597168.00000000
0.007271470853
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.45000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BP8
600000.00000000
PA
USD
595704.00000000
0.007253644323
Long
DBT
CORP
DE
N
2
2025-06-10
Fixed
2.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M5M8
446658.85000000
PA
USD
457339.11000000
0.005568831566
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ABAV4
185383.77000000
PA
USD
193320.90000000
0.002353989647
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAG0
600000.00000000
PA
USD
608292.00000000
0.007406923258
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QT8
4644000.00000000
PA
USD
5010803.46000000
0.061014507330
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.13000000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
300000.00000000
PA
USD
301752.00000000
0.003674310869
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AP28
157014.19000000
PA
USD
152421.29000000
0.001855971799
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGAM6
369110.48000000
PA
USD
375706.60000000
0.004574825830
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AU2
50000.00000000
PA
USD
52799.50000000
0.000642917948
Long
DBT
CORP
IE
N
2
2047-02-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AC4
2514613.90000000
PA
USD
2445057.67000000
0.029772468691
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.00000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBG6
900000.00000000
PA
USD
1004607.00000000
0.012232689159
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
4.33000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
1000000.00000000
PA
USD
828700.00000000
0.010090741460
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBK7
650000.00000000
PA
USD
667088.50000000
0.008122864226
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
3.48000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
400000.00000000
PA
USD
416356.00000000
0.005069796973
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAP4
450000.00000000
PA
USD
438462.00000000
0.005338972707
Long
DBT
US
N
2
2026-10-01
Fixed
2.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283J7
4988000.00000000
PA
USD
4940068.46000000
0.060153196123
Long
DBT
UST
US
N
2
2024-11-30
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EP2J2
218892.05000000
PA
USD
223755.40000000
0.002724578124
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.50000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AK6
100000.00000000
PA
USD
97106.00000000
0.001182420104
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J7EQ1
38301.67000000
PA
USD
39100.05000000
0.000476105340
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DL1
350000.00000000
PA
USD
323396.50000000
0.003937867106
Long
DBT
CORP
US
N
2
2051-03-05
Fixed
3.00000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FY7
550000.00000000
PA
USD
536338.00000000
0.006530768786
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ADQ8
123482.63000000
PA
USD
126226.17000000
0.001537004521
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
ADVOCATE HEALTH CORP
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp
007589AE4
50000.00000000
PA
USD
44376.50000000
0.000540354517
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.01000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C12
N/A
WFRBS Commercial Mortgage Trust 2013-C12
92937FAD3
615520.62000000
PA
USD
616093.58000000
0.007501919912
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Fixed
3.20000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BW5
400000.00000000
PA
USD
433832.00000000
0.005282595087
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.40000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CJ6
250000.00000000
PA
USD
237990.00000000
0.002897907035
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBE8
250000.00000000
PA
USD
251900.00000000
0.003067283424
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.13000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AH5
250000.00000000
PA
USD
246687.50000000
0.003003812940
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
1250000.00000000
PA
USD
1290150.00000000
0.015709629655
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417BUE5
83891.04000000
PA
USD
84179.14000000
0.001025015009
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3L4
1481134.48000000
PA
USD
1404814.00000000
0.017105846354
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEZT2
697753.32000000
PA
USD
685292.21000000
0.008344523369
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VAN7
50000.00000000
PA
USD
64321.50000000
0.000783216636
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.38000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBD7
300000.00000000
PA
USD
306717.00000000
0.003734767646
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
3.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC
744320BJ0
250000.00000000
PA
USD
252060.00000000
0.003069231679
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
5.13000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAJ2
200000.00000000
PA
USD
182210.00000000
0.002218696755
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.36000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CK3
250000.00000000
PA
USD
243180.00000000
0.002961103545
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V4V9
4354009.60000000
PA
USD
4237546.37000000
0.051598871542
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXG4
700000.00000000
PA
USD
650090.00000000
0.007915880434
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FM6
250000.00000000
PA
USD
218155.00000000
0.002656384340
Long
DBT
CORP
US
N
2
2030-10-29
Fixed
1.20000000
N
N
N
N
N
N
Legg Mason Inc
OWUNCC6U1ZJXMZKFBJ36
Legg Mason Inc
524901AR6
176000.00000000
PA
USD
210360.48000000
0.002561473654
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJSK7
482357.35000000
PA
USD
481878.46000000
0.005867637209
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AT6
200000.00000000
PA
USD
169758.00000000
0.002067073837
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3T0
435249.40000000
PA
USD
428267.30000000
0.005214836008
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VFQ8
500441.32000000
PA
USD
505833.97000000
0.006159333671
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDJ8
382000.00000000
PA
USD
388593.32000000
0.004731742156
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.50000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
023551AF1
250000.00000000
PA
USD
310747.50000000
0.003783845398
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
7.88000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAQ3
200000.00000000
PA
USD
200806.00000000
0.002445132653
Long
DBT
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAG2
250000.00000000
PA
USD
253450.00000000
0.003086157141
Long
DBT
CORP
US
N
2
2023-04-28
Fixed
3.50000000
N
N
N
N
N
N
Boston University
549300M1CR2B2GU2ZU17
Trustees of Boston University
89838QAA1
180000.00000000
PA
USD
191241.00000000
0.002328663554
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
4.06000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBH6
600000.00000000
PA
USD
534288.00000000
0.006505806773
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307BY20
10685.00000000
PA
USD
10659.46000000
0.000129795891
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285K2
9486000.00000000
PA
USD
9588826.72000000
0.116759226912
Long
DBT
UST
US
N
2
2023-10-31
Fixed
2.88000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BQ8
260000.00000000
PA
USD
293272.20000000
0.003571055807
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAFB0
167968.63000000
PA
USD
181387.38000000
0.002208680048
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
5.00000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AT2
600000.00000000
PA
USD
518016.00000000
0.006307669275
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYUU1
2512753.05000000
PA
USD
2368089.81000000
0.028835262493
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
2.00000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
Israel Government International Bond
4651387M1
200000.00000000
PA
USD
202374.00000000
0.002464225548
Long
DBT
NUSS
IL
N
2
2023-06-30
Fixed
3.15000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBB4
200000.00000000
PA
USD
189450.00000000
0.002306855279
Long
DBT
CORP
GB
N
2
2029-10-24
Fixed
2.38000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FQ6
250000.00000000
PA
USD
233877.50000000
0.002847830802
Long
DBT
CORP
US
N
2
2036-04-06
Fixed
2.89000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THU2
300000.00000000
PA
USD
289788.00000000
0.003528630127
Long
DBT
CORP
US
N
2
2024-01-11
Fixed
0.45000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764BT6
700000.00000000
PA
USD
707434.00000000
0.008614134903
Long
DBT
CORP
US
N
2
2024-03-03
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YUH8
44520.97000000
PA
USD
46426.51000000
0.000565316651
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
81618TAE0
150000.00000000
PA
USD
150622.50000000
0.001834068668
Long
DBT
US
N
2
2024-05-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E1M20
66071.35000000
PA
USD
67524.82000000
0.000822222156
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.50000000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
08652BAA7
200000.00000000
PA
USD
210094.00000000
0.002558228836
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LF34
59265.05000000
PA
USD
60680.45000000
0.000738881057
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
46637WAD5
47639.44000000
PA
USD
47551.63000000
0.000579016778
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Fixed
3.48000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
660000.00000000
PA
USD
693580.80000000
0.008445450144
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JL1
1300000.00000000
PA
USD
1177618.00000000
0.014339373449
Long
DBT
NUSS
XX
N
2
2031-02-14
Fixed
1.25000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AK4
200000.00000000
PA
USD
203352.00000000
0.002476134255
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
3.95000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THP3
400000.00000000
PA
USD
371628.00000000
0.004525162383
Long
DBT
CORP
US
N
2
2025-10-16
Fixed
0.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVW9
2589292.42000000
PA
USD
2456994.21000000
0.029917815063
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
1.50000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAD0
250000.00000000
PA
USD
215207.50000000
0.002620493837
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.75000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAN4
550000.00000000
PA
USD
476899.50000000
0.005807010446
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAT7
250000.00000000
PA
USD
265567.50000000
0.003233706990
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.90000000
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAN0
250000.00000000
PA
USD
251852.50000000
0.003066705036
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U6V9
769753.85000000
PA
USD
778389.75000000
0.009478134092
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XJR2
215829.71000000
PA
USD
220590.52000000
0.002686040673
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS BDC INC
6D01AGSGBNZIJSN77043
Goldman Sachs BDC Inc
38147UAC1
150000.00000000
PA
USD
150226.50000000
0.001829246738
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
3.75000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBJ4
250000.00000000
PA
USD
238617.50000000
0.002905547846
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.35000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBD0
200000.00000000
PA
USD
196520.00000000
0.002392943781
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJT5
617110.98000000
PA
USD
628354.98000000
0.007651221972
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.50000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAJ3
200000.00000000
PA
USD
190690.00000000
0.002321954252
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.38000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BV4
100000.00000000
PA
USD
94123.00000000
0.001146097331
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
3.20000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CH2
250000.00000000
PA
USD
243950.00000000
0.002970479521
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2Q9
359998.43000000
PA
USD
371104.01000000
0.004518781971
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9CM2
159240.13000000
PA
USD
166086.54000000
0.002022367968
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
4.00000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AH8
100000.00000000
PA
USD
128172.00000000
0.001560698098
Long
DBT
CORP
US
N
2
2037-12-01
Fixed
6.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZT0
93523.31000000
PA
USD
98322.43000000
0.001197232075
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEV7
6000000.00000000
PA
USD
5848620.00000000
0.071216257175
Long
DBT
USGSE
US
N
2
2023-08-24
Fixed
0.25000000
N
N
N
N
N
N
BAPTIST HEALTHCARE
N/A
Baptist Healthcare System Obligated Group
06684QAB8
200000.00000000
PA
USD
184436.00000000
0.002245801848
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.54000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
1250000.00000000
PA
USD
1113387.50000000
0.013557264882
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.30000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEM2
850000.00000000
PA
USD
784269.50000000
0.009549729407
Long
DBT
NUSS
XX
N
2
2026-01-28
Fixed
0.50000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBH1
150000.00000000
PA
USD
141637.50000000
0.001724661993
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
3.28000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938WZ2
24383.19000000
PA
USD
25447.25000000
0.000309860770
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.00000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AJ0
200000.00000000
PA
USD
188314.00000000
0.002293022670
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3129413U9
254716.78000000
PA
USD
275065.71000000
0.003349362814
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FTL0
137701.04000000
PA
USD
148347.45000000
0.001806366313
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
4.50000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DN4
200000.00000000
PA
USD
209970.00000000
0.002556718938
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BF6
300000.00000000
PA
USD
258780.00000000
0.003151058374
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
1.30000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CV0
200000.00000000
PA
USD
205124.00000000
0.002497711175
Long
DBT
CORP
US
N
2
2028-03-14
Fixed
3.95000000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS Wertmanagement
30254WAP4
700000.00000000
PA
USD
704998.00000000
0.008584472726
Long
DBT
CORP
DE
N
2
2024-01-30
Fixed
2.75000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017BA1
450000.00000000
PA
USD
456025.50000000
0.005552836273
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BG4
300000.00000000
PA
USD
300609.00000000
0.003660393024
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A3NG1
331187.05000000
PA
USD
345379.78000000
0.004205548528
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160AL8
100000.00000000
PA
USD
118254.00000000
0.001439930663
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVC0
915950.09000000
PA
USD
862969.25000000
0.010508024122
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RM2
4534000.00000000
PA
USD
4819854.55000000
0.058689400436
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
900000.00000000
PA
USD
928539.00000000
0.011306440189
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
Healthcare Trust of America Holdings LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAD6
350000.00000000
PA
USD
350140.00000000
0.004263511783
Long
DBT
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAA7
400000.00000000
PA
USD
413724.00000000
0.005037748183
Long
DBT
CORP
ES
N
2
2025-11-19
Fixed
5.18000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
350000.00000000
PA
USD
317961.00000000
0.003871681242
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GLZ5
400000.00000000
PA
USD
390976.00000000
0.004760755078
Long
DBT
CORP
CA
N
2
2025-01-28
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DET5
341064.56000000
PA
USD
342856.49000000
0.004174823456
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
801060AC8
400000.00000000
PA
USD
405076.00000000
0.004932445019
Long
DBT
CORP
FR
N
2
2023-06-19
Fixed
3.38000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAD8
500000.00000000
PA
USD
572230.00000000
0.006967811012
Long
DBT
CORP
NL
N
2
2045-08-04
Fixed
5.25000000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAL7
320000.00000000
PA
USD
337702.40000000
0.004112064207
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967BU4
150000.00000000
PA
USD
172692.00000000
0.002102799956
Long
DBT
CORP
US
N
2
2033-02-22
Fixed
5.88000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
200000.00000000
PA
USD
180542.00000000
0.002198386201
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAC9
200000.00000000
PA
USD
203120.00000000
0.002473309286
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
4.38000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHG8
250000.00000000
PA
USD
255652.50000000
0.003112976084
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
3.70000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
400000.00000000
PA
USD
380576.00000000
0.004634118525
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AH7
500000.00000000
PA
USD
616745.00000000
0.007509851987
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UGB2
212432.26000000
PA
USD
215126.42000000
0.002619506559
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
3.50000000
N
N
N
N
N
N
Tencent Music Entertainment Group
213800XTZK2GOHQTYK41
Tencent Music Entertainment Group
88034PAA7
200000.00000000
PA
USD
184150.00000000
0.002242319343
Long
DBT
CORP
KY
N
2
2025-09-03
Fixed
1.38000000
N
N
N
N
N
N
Avista Corp
Q0IK63NITJD6RJ47SW96
Avista Corp
05379BAQ0
150000.00000000
PA
USD
158721.00000000
0.001932680795
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
4.35000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCH1
500000.00000000
PA
USD
458010.00000000
0.005577000719
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
1.40000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109AY7
250000.00000000
PA
USD
253912.50000000
0.003091788815
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.10000000
N
N
N
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AF6
300000.00000000
PA
USD
339372.00000000
0.004132394245
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.95000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABD3
150000.00000000
PA
USD
151249.50000000
0.001841703391
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406UHT8
43815.09000000
PA
USD
47150.55000000
0.000574132991
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCN9
400000.00000000
PA
USD
478456.00000000
0.005825963311
Long
DBT
CORP
US
N
2
2058-10-15
Fixed
4.95000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCA4
500000.00000000
PA
USD
499690.00000000
0.006084521057
Long
DBT
CORP
CA
N
2
2024-06-12
Fixed
2.65000000
N
N
N
N
N
N
REGIONS BANK
EQTWLK1G7ODGC2MGLV11
Regions Bank/Birmingham AL
75913MAA7
250000.00000000
PA
USD
312530.00000000
0.003805550173
Long
DBT
CORP
US
N
2
2037-06-26
Fixed
6.45000000
N
N
N
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637AT7
150000.00000000
PA
USD
154897.50000000
0.001886123597
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWQ1
3855919.87000000
PA
USD
3445173.29000000
0.041950468150
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
1.50000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AU8
200000.00000000
PA
USD
202768.00000000
0.002469023125
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9KY5
831516.49000000
PA
USD
848225.58000000
0.010328496474
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AK8
450000.00000000
PA
USD
451413.00000000
0.005496671744
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.10000000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AE7
100000.00000000
PA
USD
93810.00000000
0.001142286058
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
1.35000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBH4
900000.00000000
PA
USD
905094.00000000
0.011020959999
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.99000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295CK34
78673.45000000
PA
USD
83038.74000000
0.001011128824
Long
ABS-MBS
USGA
US
N
2
2043-09-15
Fixed
4.00000000
N
N
N
N
N
N
Kinross Gold Corp
549300UEBMAQDN0K0R06
Kinross Gold Corp
496902AN7
250000.00000000
PA
USD
261620.00000000
0.003185639894
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X43Y0
2978176.45000000
PA
USD
2971875.08000000
0.036187309141
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BX6
1000000.00000000
PA
USD
1014270.00000000
0.012350351564
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
4.29000000
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG Industries Inc
693506BQ9
100000.00000000
PA
USD
98730.00000000
0.001202194888
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.40000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DE7
400000.00000000
PA
USD
347048.00000000
0.004225861762
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.38000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAN4
400000.00000000
PA
USD
405188.00000000
0.004933808798
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.25000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
750000.00000000
PA
USD
749925.00000000
0.009131530457
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BB2
550000.00000000
PA
USD
722414.00000000
0.008796540245
Long
DBT
NUSS
PH
N
2
2031-01-14
Fixed
7.75000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAE1
250000.00000000
PA
USD
240872.50000000
0.002933006060
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.13000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJG5
750000.00000000
PA
USD
711870.00000000
0.008668150263
Long
DBT
CORP
US
N
2
2025-09-25
Fixed
0.98000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DA5
300000.00000000
PA
USD
290934.00000000
0.003542584501
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.55000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBF1
700000.00000000
PA
USD
610827.00000000
0.007437790918
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
167000.00000000
PA
USD
166772.88000000
0.002030725250
Long
DBT
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Finance Inc
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
035242AB2
250000.00000000
PA
USD
246372.50000000
0.002999977314
Long
DBT
CORP
US
N
2
2043-01-17
Fixed
4.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DP9
460000.00000000
PA
USD
460437.00000000
0.005606553307
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
3.10000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AT9
150000.00000000
PA
USD
147010.50000000
0.001790086819
Long
DBT
CORP
NL
N
2
2042-08-21
Fixed
3.63000000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAK9
250000.00000000
PA
USD
269475.00000000
0.003281287021
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.55000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AS4
200000.00000000
PA
USD
191114.00000000
0.002327117127
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.10000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCX2
250000.00000000
PA
USD
243185.00000000
0.002961164428
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AQ1
250000.00000000
PA
USD
246012.50000000
0.002995593741
Long
DBT
CORP
KY
N
2
2025-04-07
Fixed
3.08000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
150000.00000000
PA
USD
146467.50000000
0.001783474930
Long
DBT
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DBY4
130115.31000000
PA
USD
140020.44000000
0.001704971713
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.00000000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PBH7
350000.00000000
PA
USD
324954.00000000
0.003956832147
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.95000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAL9
250000.00000000
PA
USD
252565.00000000
0.003075380857
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAF9
750000.00000000
PA
USD
747847.50000000
0.009106233588
Long
DBT
CORP
NO
N
2
2030-04-06
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WPJG0
194089.56000000
PA
USD
193498.06000000
0.002356146852
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AB3
250000.00000000
PA
USD
250835.00000000
0.003054315354
Long
DBT
CORP
CA
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
250000.00000000
PA
USD
233180.00000000
0.002839337629
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXL1
5377598.51000000
PA
USD
5146970.73000000
0.062672560566
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
850000.00000000
PA
USD
780725.00000000
0.009506569478
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBA4
400000.00000000
PA
USD
415180.00000000
0.005055477301
Long
DBT
CORP
MX
N
2
2045-05-13
Fixed
5.00000000
N
N
N
N
N
N
District of Columbia Water & Sewer Authority
549300OT2FIJQJ5PSH71
DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE
254845JZ4
185000.00000000
PA
USD
212871.36000000
0.002592047614
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings PLC
03512TAE1
450000.00000000
PA
USD
421128.00000000
0.005127903668
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
350000.00000000
PA
USD
368970.00000000
0.004492797003
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
1000000.00000000
PA
USD
1129420.00000000
0.013752486087
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y3DA1
1268955.25000000
PA
USD
1299752.98000000
0.015826561220
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
589331AS6
200000.00000000
PA
USD
201214.00000000
0.002450100702
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.60000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAS0
200000.00000000
PA
USD
197316.00000000
0.002402636348
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
4.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBP5
230000.00000000
PA
USD
248004.40000000
0.003019848294
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.40000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAL6
350000.00000000
PA
USD
359254.00000000
0.004374489239
Long
DBT
US
N
2
2025-10-01
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFF0
6055519.13000000
PA
USD
5778954.67000000
0.070367970903
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.00000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAC4
200000.00000000
PA
USD
220948.00000000
0.002690393561
Long
DBT
CORP
US
N
2
2038-05-25
Fixed
4.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0K36
6000000.00000000
PA
USD
5916360.00000000
0.072041099490
Long
DBT
USGSE
US
N
2
2026-04-24
Fixed
2.13000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAE1
200000.00000000
PA
USD
203216.00000000
0.002474478238
Long
DBT
US
N
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc
95709TAQ3
200000.00000000
PA
USD
180622.00000000
0.002199360328
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
900000.00000000
PA
USD
787338.00000000
0.009587093278
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.90000000
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AG1
50000.00000000
PA
USD
47191.00000000
0.000574625534
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBS9
18000000.00000000
PA
USD
16792031.34000000
0.204469707795
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AEKC9
357384.20000000
PA
USD
361067.47000000
0.004396571122
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
3.00000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AT5
300000.00000000
PA
USD
290940.00000000
0.003542657560
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AT1
127000.00000000
PA
USD
128452.88000000
0.001564118259
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
3.46000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAY4
500000.00000000
PA
USD
623555.00000000
0.007592774576
Long
DBT
CORP
US
N
2
2041-02-06
Fixed
5.88000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FA0
150000.00000000
PA
USD
189427.50000000
0.002306581305
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAN4
500000.00000000
PA
USD
457615.00000000
0.005572190965
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.00000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAP3
200000.00000000
PA
USD
209846.00000000
0.002555209041
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.75000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
450000.00000000
PA
USD
437769.00000000
0.005330534329
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.63000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EU8
400000.00000000
PA
USD
416744.00000000
0.005074521490
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
3.63000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429AN5
150000.00000000
PA
USD
152064.00000000
0.001851621225
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.95000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAQ4
425000.00000000
PA
USD
432144.25000000
0.005262044045
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.85000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXZ2
750000.00000000
PA
USD
735330.00000000
0.008953813102
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
0.67000000
N
N
N
N
N
N
Council Of Europe Development Bank
549300UYNXMI821WYG82
Council Of Europe Development Bank
222213AT7
450000.00000000
PA
USD
451260.00000000
0.005494808726
Long
DBT
NUSS
XX
N
2
2022-09-26
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNQ4
777449.04000000
PA
USD
775061.68000000
0.009437609543
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.00000000
N
N
N
N
N
N
University of Virginia
N/A
UNIV OF VIRGINIA VA UNIV REVENUES
915217XF5
400000.00000000
PA
USD
315245.60000000
0.003838616925
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
2.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CPL0
617168.08000000
PA
USD
659957.24000000
0.008036029786
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EX2
1209000.00000000
PA
USD
1421377.85000000
0.017307537591
Long
DBT
UST
US
N
2
2026-08-15
Fixed
6.75000000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868CC8
400000.00000000
PA
USD
399628.00000000
0.004866106948
Long
DBT
NUSS
XX
N
2
2023-05-12
Fixed
2.38000000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AP4
200000.00000000
PA
USD
200494.00000000
0.002441333556
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGE4
600000.00000000
PA
USD
642540.00000000
0.007823947167
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAJ9
185000.00000000
PA
USD
185205.35000000
0.002255169909
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M47B3
84865.71000000
PA
USD
92502.30000000
0.001126362729
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
5.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BZ2
485000.00000000
PA
USD
507494.30000000
0.006179550831
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
4.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
450000.00000000
PA
USD
461371.50000000
0.005617932332
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.13000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AJ3
150000.00000000
PA
USD
138607.50000000
0.001687766920
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.95000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FU6
150000.00000000
PA
USD
161517.00000000
0.001966726545
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.99000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FS8
200000.00000000
PA
USD
200150.00000000
0.002437144809
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.10000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAG1
200000.00000000
PA
USD
192496.00000000
0.002343945177
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.50000000
N
N
N
N
N
N
Canada Government International Bond
4BFD7AQU0A75QLAHK410
Canada Government International Bond
135087K78
1050000.00000000
PA
USD
1024548.00000000
0.012475502572
Long
DBT
NUSS
CA
N
2
2025-01-22
Fixed
1.63000000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AG5
200000.00000000
PA
USD
194312.00000000
0.002366057867
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas Inc
68235PAF5
200000.00000000
PA
USD
214198.00000000
0.002608201567
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
4.66000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BK4
100000.00000000
PA
USD
110416.00000000
0.001344490538
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417ECP4
477255.46000000
PA
USD
476438.38000000
0.005801395576
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZY9
13400000.00000000
PA
USD
13080703.19000000
0.159278380612
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.13000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AR0
150000.00000000
PA
USD
143833.50000000
0.001751401788
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.05000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBZ8
250000.00000000
PA
USD
258782.50000000
0.003151088816
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.85000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
1400000.00000000
PA
USD
1388856.00000000
0.016911532306
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SB0
400000.00000000
PA
USD
359940.00000000
0.004382842381
Long
DBT
NUSS
CA
N
2
2030-05-28
Fixed
1.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7RV9
3308068.15000000
PA
USD
3301068.77000000
0.040195766262
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
550000.00000000
PA
USD
628204.50000000
0.007649389639
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AJ9
250000.00000000
PA
USD
233257.50000000
0.002840281315
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.75000000
N
N
N
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CCRE11 Mortgage Trust
12626LAE2
340000.00000000
PA
USD
345533.77000000
0.004207423602
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
4.26000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943LY7
146367.71000000
PA
USD
152745.97000000
0.001859925295
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AY1
300000.00000000
PA
USD
296601.00000000
0.003611589245
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.20000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBP5
350000.00000000
PA
USD
312728.50000000
0.003807967226
Long
DBT
US
N
2
2050-04-15
Fixed
3.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BE3
150000.00000000
PA
USD
155317.50000000
0.001891237766
Long
DBT
CORP
JP
N
2
2039-03-07
Fixed
4.15000000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AD3
250000.00000000
PA
USD
244545.00000000
0.002977724593
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
3.50000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JN4
1750000.00000000
PA
USD
1585185.00000000
0.019302150358
Long
DBT
NUSS
XX
N
2
2027-11-24
Fixed
0.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
350000.00000000
PA
USD
287315.00000000
0.003498517416
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV35
659980.32000000
PA
USD
675971.87000000
0.008231033395
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EJ5
450000.00000000
PA
USD
404046.00000000
0.004919903130
Long
DBT
CORP
US
N
2
2031-08-05
Fixed
1.70000000
N
N
N
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510AG7
50000.00000000
PA
USD
50318.50000000
0.000612707824
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DMU4
100593.42000000
PA
USD
100421.20000000
0.001222787940
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAD2
950000.00000000
PA
USD
907934.00000000
0.011055541519
Long
DBT
NUSS
MX
N
2
2048-02-10
Fixed
4.60000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDS2
500000.00000000
PA
USD
450250.00000000
0.005482510368
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
3.10000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BF2
100000.00000000
PA
USD
120656.00000000
0.001469178836
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
6.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RTA7
230706.12000000
PA
USD
240041.62000000
0.002922888774
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36192SXC9
24056.85000000
PA
USD
24967.52000000
0.000304019294
Long
ABS-MBS
USGA
US
N
2
2046-03-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5XG9
326284.48000000
PA
USD
333828.34000000
0.004064891361
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRK2
500000.00000000
PA
USD
490915.00000000
0.005977671466
Long
DBT
CORP
CA
N
2
2023-06-23
Fixed
0.95000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBK5
150000.00000000
PA
USD
152074.50000000
0.001851749079
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
3.54000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJQ3
500000.00000000
PA
USD
467200.00000000
0.005688903596
Long
DBT
CORP
US
N
2
2027-03-11
Fixed
1.66000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AN3
150000.00000000
PA
USD
146872.50000000
0.001788406450
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.60000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AT6
200000.00000000
PA
USD
200404.00000000
0.002440237663
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.40000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
400000.00000000
PA
USD
416348.00000000
0.005069699560
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358W4V3
300000.00000000
PA
USD
296426.70000000
0.003609466865
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
1.09000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967BL4
300000.00000000
PA
USD
363660.00000000
0.004428139301
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.63000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442RAD3
300000.00000000
PA
USD
311310.00000000
0.003790694731
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.15000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDR4
250000.00000000
PA
USD
233295.00000000
0.002840737937
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
2.35000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
867914BS1
500000.00000000
PA
USD
513730.00000000
0.006255480403
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417Y7H4
68834.53000000
PA
USD
70382.00000000
0.000857012870
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUA1
680775.81000000
PA
USD
690293.98000000
0.008405427879
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
3.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CD0
145000.00000000
PA
USD
182891.40000000
0.002226993885
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.13000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AD8
700000.00000000
PA
USD
719992.00000000
0.008767048540
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.38000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AE4
350000.00000000
PA
USD
363688.50000000
0.004428486334
Long
DBT
CORP
US
N
2
2042-11-02
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CBG8
197630.25000000
PA
USD
197895.81000000
0.002409696458
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJM5
150599.03000000
PA
USD
146508.39000000
0.001783972831
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
2.50000000
N
N
N
N
N
N
Export Development Canada
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BHC9
450000.00000000
PA
USD
453969.00000000
0.005527795112
Long
DBT
NUSS
CA
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BD2
750000.00000000
PA
USD
757522.50000000
0.009224042111
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DMN9
200540.24000000
PA
USD
192545.53000000
0.002344548283
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGY5
350000.00000000
PA
USD
351480.50000000
0.004279834504
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.38000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AB4
300000.00000000
PA
USD
303135.00000000
0.003691151095
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.61000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CP2
500000.00000000
PA
USD
460120.00000000
0.005602693327
Long
DBT
CORP
DE
N
2
2027-11-16
Fixed
2.31000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AEEZ5
349067.84000000
PA
USD
356668.52000000
0.004343006905
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AP1
300000.00000000
PA
USD
283863.00000000
0.003456483821
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828D56
19568000.00000000
PA
USD
19529781.35000000
0.237806171575
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.38000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KJ9
600000.00000000
PA
USD
623022.00000000
0.007586284453
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7B89
68362.58000000
PA
USD
70339.37000000
0.000856493782
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAP0
90000.00000000
PA
USD
91457.10000000
0.001113635755
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BF8
250000.00000000
PA
USD
256840.00000000
0.003127435787
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
425000.00000000
PA
USD
472438.50000000
0.005752690671
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C28
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C28
46644FAD3
2000000.00000000
PA
USD
1982938.28000000
0.024145429607
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.23000000
N
N
N
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AF4
150000.00000000
PA
USD
136329.00000000
0.001660022556
Long
DBT
US
N
2
2028-11-01
Fixed
2.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVR8
718441.20000000
PA
USD
723549.16000000
0.008810362625
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.00000000
N
N
N
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
133387583.48000000
NS
USD
133387583.48000000
1.624206128817
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPWU4
113131.53000000
PA
USD
123134.17000000
0.001499354500
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.50000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AL9
400000.00000000
PA
USD
406012.00000000
0.004943842309
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAJ6
150000.00000000
PA
USD
160236.00000000
0.001951128331
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.40000000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866BG2
250000.00000000
PA
USD
212922.50000000
0.002592670325
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D5C2
2558184.42000000
PA
USD
2487413.04000000
0.030288212733
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
2.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CJ6
600000.00000000
PA
USD
572070.00000000
0.006965862757
Long
DBT
CORP
DE
N
2
2024-05-28
Fixed
0.90000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DJ2
300000.00000000
PA
USD
229989.00000000
0.002800482125
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PYYP3
322203.51000000
PA
USD
321149.20000000
0.003910502651
Long
ABS-MBS
USGSE
US
N
2
2027-04-01
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWQ3
900000.00000000
PA
USD
900783.00000000
0.010968466713
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.27000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AT8
600000.00000000
PA
USD
618660.00000000
0.007533170160
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.05000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Chile Government International Bond
168863BP2
100000.00000000
PA
USD
93759.00000000
0.001141665052
Long
DBT
NUSS
CL
N
2
2042-10-30
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5SR5
458627.84000000
PA
USD
486930.13000000
0.005929149331
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WUH30
57792.77000000
PA
USD
60315.68000000
0.000734439402
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
4.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AD1
350000.00000000
PA
USD
356142.50000000
0.004336601774
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WP93
6862550.31000000
PA
USD
6538365.97000000
0.079615012161
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407JDN9
90628.49000000
PA
USD
100115.71000000
0.001219068113
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BV1
285000.00000000
PA
USD
286650.15000000
0.003490421809
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAB9
100000.00000000
PA
USD
109745.00000000
0.001336320045
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.22000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CGD0
392343.24000000
PA
USD
389759.69000000
0.004745944568
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
UNIV SOUTHERN CALIFORIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AA4
100000.00000000
PA
USD
127140.00000000
0.001548131856
Long
DBT
CORP
US
N
2
2111-10-01
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5DM8
1187899.77000000
PA
USD
1185214.95000000
0.014431878406
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB90
5084276.59000000
PA
USD
4854878.91000000
0.059115877764
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAF3
250000.00000000
PA
USD
255160.00000000
0.003106979113
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.00000000
N
N
N
N
N
N
NYU HOSPITALS CENTER
N/A
NYU Langone Hospitals
62954RAA4
150000.00000000
PA
USD
132829.50000000
0.001617410574
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
3.38000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CY3
600000.00000000
PA
USD
546774.00000000
0.006657843696
Long
DBT
CORP
GB
N
2
2032-11-22
Fixed
2.87000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAT7
400000.00000000
PA
USD
398936.00000000
0.004857680747
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.12000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBB2
525000.00000000
PA
USD
578686.50000000
0.007046429176
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBD0
450000.00000000
PA
USD
412330.50000000
0.005020780103
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
600000.00000000
PA
USD
549330.00000000
0.006688967064
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GJ0
1124662.40000000
PA
USD
1139964.91000000
0.013880887149
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
350000.00000000
PA
USD
373782.50000000
0.004551396850
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAB7
200000.00000000
PA
USD
200448.00000000
0.002440773433
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.90000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCJ8
100000.00000000
PA
USD
101289.00000000
0.001233354786
Long
DBT
CORP
US
N
2
2023-07-14
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942XS9
17261.58000000
PA
USD
18013.79000000
0.000219346564
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAM8
300000.00000000
PA
USD
285510.00000000
0.003476538668
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.63000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAH2
250000.00000000
PA
USD
245402.50000000
0.002988166020
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
CCUBS Commercial Mortgage Trust 2017-C1
12508GAU0
1747000.00000000
PA
USD
1755201.94000000
0.021372377202
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
3.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERC73
263326.42000000
PA
USD
273594.08000000
0.003331443376
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413JZR8
21912.52000000
PA
USD
24042.64000000
0.000292757408
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412QZ85
47650.23000000
PA
USD
50627.70000000
0.000616472826
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DR8
400000.00000000
PA
USD
357424.00000000
0.004352206076
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.13000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCR1
600000.00000000
PA
USD
696204.00000000
0.008477391779
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFP4
300000.00000000
PA
USD
305424.00000000
0.003719023313
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.50000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAQ5
550000.00000000
PA
USD
427339.00000000
0.005203532478
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.00000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BH1
200000.00000000
PA
USD
202682.00000000
0.002467975939
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80000000
N
N
N
N
N
N
DUKE ENERGY FL PROJ FIN
N/A
Duke Energy Florida Project Finance LLC
26444GAC7
400000.00000000
PA
USD
390620.00000000
0.004756420211
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.54000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YM6
9480000.00000000
PA
USD
9249665.67000000
0.112629401318
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HNZH5
2709271.91000000
PA
USD
2706582.12000000
0.032956945112
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GK2H8
49271.55000000
PA
USD
50393.87000000
0.000613625574
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
3.50000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAZ9
375000.00000000
PA
USD
357525.00000000
0.004353435912
Long
DBT
US
N
2
2030-09-15
Fixed
3.50000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAF4
925000.00000000
PA
USD
732877.50000000
0.008923950011
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.05000000
N
N
N
N
N
N
NEWMARKET CORP
54930082CG88ERDREQ47
NewMarket Corp
651587AG2
200000.00000000
PA
USD
183532.00000000
0.002234794209
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
2.70000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BA7
50000.00000000
PA
USD
64610.00000000
0.000786729583
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
6.40000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
750000.00000000
PA
USD
825247.50000000
0.010048701778
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AN6
350000.00000000
PA
USD
317478.00000000
0.003865799948
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LCD9
91472.56000000
PA
USD
97814.49000000
0.001191047097
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BS7
700000.00000000
PA
USD
707007.00000000
0.008608935498
Long
DBT
CORP
GB
N
2
2024-05-18
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132KF5Q1
695357.16000000
PA
USD
704579.59000000
0.008579377918
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BH7
100000.00000000
PA
USD
98772.00000000
0.001202706305
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GKJ23
42541.82000000
PA
USD
43510.85000000
0.000529813850
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
3.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780099CH8
600000.00000000
PA
USD
616566.00000000
0.007507672377
Long
DBT
CORP
GB
N
2
2024-05-28
Fixed
5.13000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AP4
150000.00000000
PA
USD
144781.50000000
0.001762945197
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAQ2
300000.00000000
PA
USD
299841.00000000
0.003651041402
Long
DBT
US
N
2
2026-07-15
Fixed
3.25000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368EA36
350000.00000000
PA
USD
337676.50000000
0.004111748834
Long
DBT
CORP
CA
N
2
2023-12-08
Fixed
0.45000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AV8
200000.00000000
PA
USD
234766.00000000
0.002858649704
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4KX1
700000.00000000
PA
USD
929558.00000000
0.011318848136
Long
DBT
USGSE
US
N
2
2032-07-15
Fixed
6.25000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BQ8
250000.00000000
PA
USD
236557.50000000
0.002880464067
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
0.80000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CC1
1000000.00000000
PA
USD
1002620.00000000
0.012208494272
Long
DBT
CORP
GB
N
2
2030-05-22
Fixed
3.97000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHX1
400000.00000000
PA
USD
397704.00000000
0.004842679186
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.40000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAM5
300000.00000000
PA
USD
385998.00000000
0.004700140005
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
6.25000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMQ2
200000.00000000
PA
USD
201912.00000000
0.002458599963
Long
DBT
NUSS
SE
N
2
2023-03-14
Fixed
2.88000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBM1
350000.00000000
PA
USD
334582.50000000
0.004074074459
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.75000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAF1
200000.00000000
PA
USD
226502.00000000
0.002758022351
Long
DBT
US
N
2
2048-09-01
Fixed
4.95000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBJ9
350000.00000000
PA
USD
333231.50000000
0.004057623884
Long
DBT
CORP
US
N
2
2029-08-26
Fixed
2.38000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHS2
450000.00000000
PA
USD
466704.00000000
0.005682864007
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
3.90000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBM7
350000.00000000
PA
USD
317576.00000000
0.003866993254
Long
DBT
CORP
US
N
2
2041-04-22
Fixed
3.11000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8DM0
406968.96000000
PA
USD
407808.26000000
0.004965714633
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.00000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CG4
100000.00000000
PA
USD
97496.00000000
0.001187168974
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.60000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AS2
150000.00000000
PA
USD
144856.50000000
0.001763858441
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DPA4
1448640.29000000
PA
USD
1403681.87000000
0.017092060870
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
2.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDM1
250000.00000000
PA
USD
254520.00000000
0.003099186094
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.50000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAF9
1250000.00000000
PA
USD
1396537.50000000
0.017005066794
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FX9
800000.00000000
PA
USD
764752.00000000
0.009312072780
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BU1
350000.00000000
PA
USD
355505.50000000
0.004328845285
Long
DBT
NUSS
JP
N
2
2023-10-31
Fixed
3.38000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EX7
750000.00000000
PA
USD
728167.50000000
0.008866598265
Long
DBT
NUSS
XX
N
2
2023-10-06
Fixed
0.25000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BQ8
250000.00000000
PA
USD
252390.00000000
0.003073249954
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.50000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TEM3
250000.00000000
PA
USD
248435.00000000
0.003025091534
Long
DBT
CORP
US
N
2
2028-01-11
Fixed
3.05000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBC2
250000.00000000
PA
USD
260657.50000000
0.003173919925
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.10000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448ER5
250000.00000000
PA
USD
248222.50000000
0.003022504008
Long
DBT
CORP
US
N
2
2027-03-19
Fixed
2.63000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
235000.00000000
PA
USD
218512.40000000
0.002660736254
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.38000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AE9
250000.00000000
PA
USD
220350.00000000
0.002683111959
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416TL56
509905.93000000
PA
USD
550125.67000000
0.006698655613
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBA3
750000.00000000
PA
USD
766710.00000000
0.009335914547
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
3.96000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VZQ6
14236078.60000000
PA
USD
13599135.94000000
0.165591124481
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HD1
800000.00000000
PA
USD
786800.00000000
0.009580542272
Long
DBT
NUSS
XX
N
2
2026-04-13
Fixed
2.13000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAM5
150000.00000000
PA
USD
124819.50000000
0.001519876075
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAQ5
200000.00000000
PA
USD
177942.00000000
0.002166727062
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
2.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XXW49
164861.47000000
PA
USD
169641.60000000
0.002065656481
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AT3
300000.00000000
PA
USD
260106.00000000
0.003167204535
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.50000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AU9
400000.00000000
PA
USD
395108.00000000
0.004811068754
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.63000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BN9
100000.00000000
PA
USD
100689.00000000
0.001226048831
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XB1
16880400.00000000
PA
USD
16679285.90000000
0.203096852617
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.13000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
012873AK1
200000.00000000
PA
USD
246100.00000000
0.002996659193
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FY67
335957.31000000
PA
USD
351958.01000000
0.004285648948
Long
ABS-MBS
USGA
US
N
2
2041-11-20
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TB7
100000.00000000
PA
USD
126803.00000000
0.001544028344
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.95000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DK6
550000.00000000
PA
USD
555285.50000000
0.006761484756
Long
DBT
CORP
AU
N
2
2027-03-08
Fixed
3.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945DN5
212314.00000000
PA
USD
217157.47000000
0.002644237825
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
3.50000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAH7
400000.00000000
PA
USD
413692.00000000
0.005037358533
Long
DBT
US
N
2
2029-03-15
Fixed
4.13000000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAB1
250000.00000000
PA
USD
259815.00000000
0.003163661147
Long
DBT
CORP
SG
N
2
2030-05-12
Fixed
4.88000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JW4
1500000.00000000
PA
USD
1400220.00000000
0.017049907092
Long
DBT
NUSS
XX
N
2
2028-04-20
Fixed
1.38000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAE8
250000.00000000
PA
USD
246700.00000000
0.003003965148
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJRW2
169383.66000000
PA
USD
173428.98000000
0.002111773861
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BX7
850000.00000000
PA
USD
1004904.00000000
0.012236305607
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAT5
250000.00000000
PA
USD
261517.50000000
0.003184391794
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAS2
50000.00000000
PA
USD
49891.00000000
0.000607502331
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG Industries Inc
693506BR7
200000.00000000
PA
USD
192378.00000000
0.002342508339
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.80000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BE2
250000.00000000
PA
USD
238150.00000000
0.002899855290
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAD4
450000.00000000
PA
USD
450549.00000000
0.005486151169
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
2.88000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKN8
200000.00000000
PA
USD
197342.00000000
0.002402952939
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBK2
400000.00000000
PA
USD
437132.00000000
0.005322777840
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.65000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AF0
300000.00000000
PA
USD
294462.00000000
0.003585543516
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.38000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
225000.00000000
PA
USD
224685.00000000
0.002735897484
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.07000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128L1E30
64747.94000000
PA
USD
71523.58000000
0.000870913423
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDW9
100000.00000000
PA
USD
94244.00000000
0.001147570698
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.25000000
N
N
N
N
N
N
Hungary Government International Bond
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AL0
600000.00000000
PA
USD
628632.00000000
0.007654595131
Long
DBT
NUSS
HU
N
2
2024-03-25
Fixed
5.38000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CJ6
145000.00000000
PA
USD
140683.35000000
0.001713043698
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELWC3
178393.24000000
PA
USD
192533.02000000
0.002344395954
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
5.00000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AU9
200000.00000000
PA
USD
183844.00000000
0.002238593306
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
1.70000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBE8
550000.00000000
PA
USD
504641.50000000
0.006144813450
Long
DBT
CORP
JP
N
2
2031-05-25
Fixed
2.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A5NW8
27458.98000000
PA
USD
29153.50000000
0.000354990263
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
HANOVER INSURANCE GROUP
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867AF2
150000.00000000
PA
USD
156144.00000000
0.001901301719
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.50000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EM6
250000.00000000
PA
USD
246662.50000000
0.003003508526
Long
DBT
CORP
US
N
2
2049-07-29
Fixed
3.38000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBS4
250000.00000000
PA
USD
224037.50000000
0.002728013141
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.65000000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
748148PD9
650000.00000000
PA
USD
704145.00000000
0.008574086093
Long
DBT
NUSS
CA
N
2
2024-02-09
Fixed
7.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CSA3
235777.38000000
PA
USD
246168.05000000
0.002997487810
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.50000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331AW7
170000.00000000
PA
USD
167332.70000000
0.002037541949
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.53000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAK8
250000.00000000
PA
USD
236142.50000000
0.002875410782
Long
DBT
CORP
NO
N
2
2030-05-22
Fixed
2.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQY6
387822.18000000
PA
USD
415941.07000000
0.005064744539
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
4.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BU7
117000.00000000
PA
USD
121359.42000000
0.001477744094
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.55000000
N
N
N
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329WAN2
100000.00000000
PA
USD
100251.00000000
0.001220715484
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785DV5
750000.00000000
PA
USD
945397.50000000
0.011511719259
Long
DBT
NUSS
XX
N
2
2036-02-15
Fixed
4.88000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BY1
850000.00000000
PA
USD
790406.50000000
0.009624457150
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
1.65000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAA6
250000.00000000
PA
USD
251135.00000000
0.003057968331
Long
DBT
CORP
XX
N
2
2026-06-18
Fixed
3.88000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AF6
250000.00000000
PA
USD
209030.00000000
0.002545272942
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
2.95000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CK6
300000.00000000
PA
USD
282492.00000000
0.003439789714
Long
DBT
CORP
CA
N
2
2046-08-02
Fixed
3.20000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AZ5
400000.00000000
PA
USD
402588.00000000
0.004902149659
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CKY0
304121.27000000
PA
USD
302926.46000000
0.003688611788
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWM8
169292.60000000
PA
USD
176028.31000000
0.002143424841
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
263901AF7
75000.00000000
PA
USD
83585.25000000
0.001017783453
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DN81
726996.09000000
PA
USD
732674.16000000
0.008921474023
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SBM1
242801.38000000
PA
USD
247862.48000000
0.003018120192
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAV3
240000.00000000
PA
USD
242258.40000000
0.002949881598
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
700000.00000000
PA
USD
602665.00000000
0.007338405577
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EH5
500000.00000000
PA
USD
669085.00000000
0.008147174792
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
18300000.00000000
PA
USD
16907484.38000000
0.205875532312
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAQ2
200000.00000000
PA
USD
203394.00000000
0.002476645672
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.40000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CW5
300000.00000000
PA
USD
302142.00000000
0.003679059739
Long
DBT
US
N
2
2026-01-15
Fixed
3.30000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAV5
150000.00000000
PA
USD
173965.50000000
0.002118306846
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
5.70000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286AY3
725000.00000000
PA
USD
1029210.00000000
0.012532269842
Long
DBT
NUSS
PH
N
2
2030-02-02
Fixed
9.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BLF1
675690.59000000
PA
USD
689053.80000000
0.008390326714
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETKK1
709046.37000000
PA
USD
723294.46000000
0.008807261247
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BU9
700000.00000000
PA
USD
582246.00000000
0.007089771753
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VES9
450000.00000000
PA
USD
468405.00000000
0.005703576389
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPWT7
222535.40000000
PA
USD
221374.66000000
0.002695588825
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.00000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CG9
250000.00000000
PA
USD
259612.50000000
0.003161195387
Long
DBT
NUSS
ID
N
2
2024-02-11
Fixed
4.45000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CY1
300000.00000000
PA
USD
281592.00000000
0.003428830782
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D57E6
2174578.98000000
PA
USD
2114428.39000000
0.025746530976
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.00000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EN9
500000.00000000
PA
USD
515555.00000000
0.006277702683
Long
DBT
CORP
US
N
2
2029-07-08
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307DBS4
283843.98000000
PA
USD
283165.56000000
0.003447991379
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CY1
200000.00000000
PA
USD
200630.00000000
0.002442989573
Long
DBT
US
N
2
2026-11-30
Fixed
3.25000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AS3
300000.00000000
PA
USD
274713.00000000
0.003345068008
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
Precision Castparts Corp
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp
740189AH8
250000.00000000
PA
USD
255132.50000000
0.003106644256
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
3.90000000
N
N
N
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
81013TAC5
100000.00000000
PA
USD
107663.00000000
0.001310968381
Long
DBT
CORP
NL
N
2
2025-03-15
Fixed
5.81000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDJ7
40800000.00000000
PA
USD
37446750.00000000
0.455973781573
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.38000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AC5
225000.00000000
PA
USD
277767.00000000
0.003382255319
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
7.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMVZ3
1323417.37000000
PA
USD
1321296.66000000
0.016088889813
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
250000.00000000
PA
USD
253155.00000000
0.003082565047
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.88000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452151LF8
2745000.00000000
PA
USD
2919137.31000000
0.035545142854
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAQ0
150000.00000000
PA
USD
164670.00000000
0.002005119339
Long
DBT
US
N
2
2049-04-15
Fixed
4.88000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJM3
630000.00000000
PA
USD
631837.77000000
0.007693630484
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.00000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MES9
250000.00000000
PA
USD
253217.50000000
0.003083326083
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
3.25000000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AD7
50000.00000000
PA
USD
41136.50000000
0.000500902360
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.18000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AP2
150000.00000000
PA
USD
157002.00000000
0.001911749234
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EUV1
260632.97000000
PA
USD
259609.02000000
0.003161153012
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
2.50000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HVC3
500000.00000000
PA
USD
488155.00000000
0.005944064073
Long
DBT
CORP
CA
N
2
2023-06-22
Fixed
0.45000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBN5
750000.00000000
PA
USD
669060.00000000
0.008146870377
Long
DBT
CORP
US
N
2
2051-04-22
Fixed
3.11000000
N
N
N
N
N
N
Texas Transportation Commission
5493006JSGNPGVJS7691
TEXAS ST TRANSPRTN COMMISSION
882830BH4
350000.00000000
PA
USD
292566.40000000
0.003562461569
Long
DBT
MUN
US
N
2
2044-10-01
Fixed
2.47000000
N
N
N
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
02343UAG0
80000.00000000
PA
USD
81139.20000000
0.000987998901
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
3.63000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BP3
250000.00000000
PA
USD
230012.50000000
0.002800768275
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER6B1
504495.80000000
PA
USD
501173.74000000
0.006102587953
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JK3
1450000.00000000
PA
USD
1329432.50000000
0.016187956614
Long
DBT
NUSS
XX
N
2
2026-03-26
Fixed
0.38000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DW0
300000.00000000
PA
USD
302001.00000000
0.003677342840
Long
DBT
CORP
AU
N
2
2028-01-25
Fixed
3.40000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVB2
400000.00000000
PA
USD
389144.00000000
0.004738447562
Long
DBT
CORP
US
N
2
2026-09-14
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYY2
4093067.16000000
PA
USD
3916259.63000000
0.047686694122
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
37800000.00000000
PA
USD
34144031.25000000
0.415757924178
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BP2
200000.00000000
PA
USD
187614.00000000
0.002284499056
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.25000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BQ2
150000.00000000
PA
USD
180001.50000000
0.002191804753
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.40000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AB7
50000.00000000
PA
USD
51770.50000000
0.000630388235
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
TotalEnergies Capital Canada Ltd
5299005IX98ZZ9LSGK46
TotalEnergies Capital Canada Ltd
89153UAF8
350000.00000000
PA
USD
351319.50000000
0.004277874073
Long
DBT
CORP
CA
N
2
2023-07-15
Fixed
2.75000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
175000.00000000
PA
USD
174818.00000000
0.002128687390
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AG5
2562174.77000000
PA
USD
2491302.97000000
0.030335578822
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
2.00000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
250000.00000000
PA
USD
210797.50000000
0.002566795068
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAH3
100000.00000000
PA
USD
120131.00000000
0.001462786125
Long
DBT
CORP
US
N
2
2041-01-15
Fixed
5.85000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
690000.00000000
PA
USD
743826.90000000
0.009057276383
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BS2
250000.00000000
PA
USD
215057.50000000
0.002618667348
Long
DBT
CORP
US
N
2
2051-12-21
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AWC8
14548.27000000
PA
USD
14319.25000000
0.000174359659
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AZ3
291000.00000000
PA
USD
288695.28000000
0.003515324521
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.05000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAG5
925000.00000000
PA
USD
875124.00000000
0.010656027549
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAE9
100000.00000000
PA
USD
133961.00000000
0.001631188387
Long
DBT
CORP
CA
N
2
2038-08-15
Fixed
7.25000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424AS7
200000.00000000
PA
USD
205276.00000000
0.002499562017
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.75000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CZ8
100000.00000000
PA
USD
104452.00000000
0.001271869346
Long
DBT
US
N
2
2046-11-30
Fixed
4.25000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAD1
600000.00000000
PA
USD
594594.00000000
0.007240128307
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
2.71000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBB1
125000.00000000
PA
USD
125366.25000000
0.001526533626
Long
DBT
CORP
US
N
2
2043-01-01
Fixed
3.80000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAE2
600000.00000000
PA
USD
553680.00000000
0.006741935238
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.20000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AR4
500000.00000000
PA
USD
471695.00000000
0.005743637375
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.50000000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PBJ3
250000.00000000
PA
USD
251810.00000000
0.003066187531
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.60000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FL2
150000.00000000
PA
USD
176863.50000000
0.002153594608
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
6.05000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAES4
4000000.00000000
PA
USD
3916880.00000000
0.047694248114
Long
DBT
USGSE
US
N
2
2023-06-26
Fixed
0.25000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CC4
300000.00000000
PA
USD
296244.00000000
0.003607242202
Long
DBT
CORP
NL
N
2
2024-11-07
Fixed
2.00000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962GXZ2
808000.00000000
PA
USD
1018702.16000000
0.012404320166
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DQ8
750000.00000000
PA
USD
676110.00000000
0.008232715348
Long
DBT
NUSS
XX
N
2
2027-09-16
Fixed
0.63000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BZ4
450000.00000000
PA
USD
413667.00000000
0.005037054118
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
3.13000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EU3
350000.00000000
PA
USD
459371.50000000
0.005593579149
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J27
16486000.00000000
PA
USD
16257385.51000000
0.197959543872
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VN48
417428.52000000
PA
USD
420395.82000000
0.005118988211
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
3.50000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AK9
250000.00000000
PA
USD
244460.00000000
0.002976689583
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.70000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BD3
1050000.00000000
PA
USD
1060783.50000000
0.012916727457
Long
DBT
CORP
NL
N
2
2025-05-11
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7LS2
723946.23000000
PA
USD
740684.22000000
0.009019009253
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
300000.00000000
PA
USD
291837.00000000
0.003553579963
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
Los Angeles Department of Water & Power Power System Revenue
549300S8NXV6YU61GG95
LOS ANGELES CA DEPT WTR & PWR REVENUE
544495VY7
250000.00000000
PA
USD
357054.50000000
0.004347706826
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
6.57000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BL9
550000.00000000
PA
USD
542894.00000000
0.006610598521
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.50000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BY7
260000.00000000
PA
USD
281330.40000000
0.003425645386
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7ZN6
157615.30000000
PA
USD
158277.62000000
0.001927281938
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LPX7
109360.42000000
PA
USD
111972.23000000
0.001363440115
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285J5
6688000.00000000
PA
USD
6795112.53000000
0.082741310167
Long
DBT
UST
US
N
2
2025-10-31
Fixed
3.00000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
600000.00000000
PA
USD
701160.00000000
0.008537738967
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748AV4
300000.00000000
PA
USD
304782.00000000
0.003711205941
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W1SQ1
227131.15000000
PA
USD
226650.57000000
0.002759831427
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LWQ87
31542.80000000
PA
USD
31887.22000000
0.000388277655
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
3.00000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513YJJ8
250000.00000000
PA
USD
267367.50000000
0.003255624855
Long
DBT
NUSS
IL
N
2
2048-01-17
Fixed
4.13000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332BA9
150000.00000000
PA
USD
128233.50000000
0.001561446959
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BVH6
234583.80000000
PA
USD
243730.73000000
0.002967809560
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158AZ9
300000.00000000
PA
USD
267663.00000000
0.003259223037
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AYL6
323232.43000000
PA
USD
342939.62000000
0.004175835696
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CEZ5
96392.16000000
PA
USD
102415.32000000
0.001247069525
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.50000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAN1
200000.00000000
PA
USD
219660.00000000
0.002674710111
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.45000000
N
N
N
N
N
N
Puget Energy Inc
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AH5
250000.00000000
PA
USD
251130.00000000
0.003057907449
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.65000000
N
N
N
N
N
N
Broadridge Financial Solutions Inc
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133TAC7
200000.00000000
PA
USD
201520.00000000
0.002453826739
Long
DBT
CORP
US
N
2
2026-06-27
Fixed
3.40000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AL6
400000.00000000
PA
USD
385508.00000000
0.004694173475
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MK66
106166.86000000
PA
USD
106921.68000000
0.001301941630
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
3.00000000
N
N
N
N
N
N
FRANCISCAN HEALTH SYS
254900OPFK0OOKZFLV35
Franciscan Missionaries of Our Lady Health System Inc
351837AA7
50000.00000000
PA
USD
49267.00000000
0.000599904138
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.91000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
750000.00000000
PA
USD
703155.00000000
0.008562031267
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.94000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CL9
250000.00000000
PA
USD
271275.00000000
0.003303204886
Long
DBT
US
N
2
2042-03-15
Fixed
4.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HD2
150000.00000000
PA
USD
134724.00000000
0.001640479126
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BJ9
100000.00000000
PA
USD
86530.00000000
0.001053640471
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.45000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBL8
850000.00000000
PA
USD
846804.00000000
0.010311186474
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.40000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JB7
150000.00000000
PA
USD
165792.00000000
0.002018781474
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.60000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBL6
25000.00000000
PA
USD
25657.75000000
0.000312423943
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.95000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BM5
300000.00000000
PA
USD
309642.00000000
0.003770384176
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCW9
20000000.00000000
PA
USD
18541406.20000000
0.225771131024
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBA0
400000.00000000
PA
USD
424564.00000000
0.005169742436
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z94
19398000.00000000
PA
USD
18188655.94000000
0.221475835171
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJQ27
1500954.13000000
PA
USD
1521376.58000000
0.018525181287
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC23
N/A
Citigroup Commercial Mortgage Trust 2014-GC23
17322VAT3
1000000.00000000
PA
USD
1004233.85000000
0.012228145464
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Fixed
3.62000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DKW2
469984.41000000
PA
USD
480850.68000000
0.005855122351
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAU8
200000.00000000
PA
USD
207500.00000000
0.002526642757
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
3.95000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CB6
550000.00000000
PA
USD
533065.50000000
0.006490920890
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70000000
N
N
N
N
N
N
American Homes 4 Rent LP
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAA5
190000.00000000
PA
USD
193100.80000000
0.002351309579
Long
DBT
US
N
2
2028-02-15
Fixed
4.25000000
N
N
N
N
N
N
YALE UNIVERSITY
9SFB6DIM0FRWV0EV8S84
Yale University
98459LAA1
125000.00000000
PA
USD
118758.75000000
0.001446076797
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.87000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AXB8
486961.31000000
PA
USD
517250.46000000
0.006298347607
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
1300000.00000000
PA
USD
1424579.00000000
0.017346516687
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAA4
350000.00000000
PA
USD
343462.00000000
0.004182196504
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBD1
550000.00000000
PA
USD
445896.00000000
0.005429493488
Long
DBT
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBR8
300000.00000000
PA
USD
337980.00000000
0.004115444429
Long
DBT
CORP
US
N
2
2046-05-13
Fixed
4.60000000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital/The
649322AH7
150000.00000000
PA
USD
121114.50000000
0.001474761803
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
2.26000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BN3
950000.00000000
PA
USD
842165.50000000
0.010254705354
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GX5
150000.00000000
PA
USD
158658.00000000
0.001931913670
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
4.40000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818DN5
100000.00000000
PA
USD
100381.00000000
0.001222298441
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
2.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBM6
200000.00000000
PA
USD
181992.00000000
0.002216042258
Long
DBT
CORP
GB
N
2
2031-06-24
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMRG0
77527.74000000
PA
USD
79339.92000000
0.000966089803
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.50000000
N
N
N
N
N
N
NOVANT HEALTH INC
549300ZUXEGFGE8EP917
Novant Health Inc
66988AAJ3
250000.00000000
PA
USD
222427.50000000
0.002708408828
Long
DBT
CORP
US
N
2
2061-11-01
Fixed
3.32000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416Q6N0
36337.50000000
PA
USD
38608.08000000
0.000470114822
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.50000000
N
N
N
N
N
N
ABB FINANCE USA INC
5493002Y01YAFV45F528
ABB Finance USA Inc
00037BAF9
200000.00000000
PA
USD
205486.00000000
0.002502119101
Long
DBT
CORP
US
N
2
2028-04-03
Fixed
3.80000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
38122NB76
200000.00000000
PA
USD
201175.40000000
0.002449630686
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HQAZ5
14671.97000000
PA
USD
14657.40000000
0.000178477173
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEL4
950000.00000000
PA
USD
880108.50000000
0.010716721769
Long
DBT
NUSS
XX
N
2
2025-11-25
Fixed
0.50000000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AZ2
200000.00000000
PA
USD
184816.00000000
0.002250428953
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.35000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAN3
350000.00000000
PA
USD
375343.50000000
0.004570404509
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAX1
200000.00000000
PA
USD
207264.00000000
0.002523769081
Long
DBT
US
N
2
2028-03-15
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M7CB9
77295.26000000
PA
USD
79082.36000000
0.000962953600
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022642
45500000.00000000
PA
USD
43407141.51000000
0.528551034778
Long
ABS-MBS
USGSE
US
N
2
2052-04-15
Fixed
2.50000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAD8
100000.00000000
PA
USD
106822.00000000
0.001300727868
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.30000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AK4
350000.00000000
PA
USD
354984.00000000
0.004322495193
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.50000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
605000.00000000
PA
USD
586136.10000000
0.007137139912
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
189754AC8
250000.00000000
PA
USD
253912.50000000
0.003091788815
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.13000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FV0
200000.00000000
PA
USD
204050.00000000
0.002484633516
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.13000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAV9
300000.00000000
PA
USD
322137.00000000
0.003922530688
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XYL8
88777.28000000
PA
USD
90680.54000000
0.001104179901
Long
ABS-MBS
USGSE
US
N
2
2026-03-01
Fixed
3.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BZ6
300000.00000000
PA
USD
251409.00000000
0.003061304718
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BWF9
645065.48000000
PA
USD
656592.99000000
0.007995064687
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
City of Atlanta GA Water & Wastewater Revenue
N/A
ATLANTA GA WTR & WSTWTR REVENUE
047870SN1
125000.00000000
PA
USD
111087.88000000
0.001352671746
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
2.26000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300NKHFE6ZRF37I48
Cenovus Energy Inc
15135UAM1
300000.00000000
PA
USD
310116.00000000
0.003776155881
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AM9
310000.00000000
PA
USD
306639.60000000
0.003733825178
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.06000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAK0
500000.00000000
PA
USD
458820.00000000
0.005586863758
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAA8
150000.00000000
PA
USD
152047.50000000
0.001851420311
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CL1
300000.00000000
PA
USD
265629.00000000
0.003234455850
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
1.96000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BW0
150000.00000000
PA
USD
147321.00000000
0.001793867651
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.55000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BN0
450000.00000000
PA
USD
446751.00000000
0.005439904474
Long
DBT
CORP
CA
N
2
2049-05-01
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KJWR9
37351.59000000
PA
USD
39984.52000000
0.000486875170
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.50000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAS3
100000.00000000
PA
USD
92524.00000000
0.001126626961
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.90000000
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AG5
450000.00000000
PA
USD
432130.50000000
0.005261876617
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
0.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AMN5
133391.84000000
PA
USD
143595.89000000
0.001748508508
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.00000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CN1
200000.00000000
PA
USD
228738.00000000
0.002785249209
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
5.15000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAX0
250000.00000000
PA
USD
248732.50000000
0.003028714070
Long
DBT
CORP
FR
N
2
2026-12-02
Fixed
3.38000000
N
N
N
N
N
N
Export Development Canada
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BHA3
400000.00000000
PA
USD
402884.00000000
0.004905753930
Long
DBT
NUSS
CA
N
2
2023-01-24
Fixed
2.50000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBD0
166000.00000000
PA
USD
166019.92000000
0.002021556763
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.40000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BD3
500000.00000000
PA
USD
583360.00000000
0.007103336476
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.88000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143YAC7
200000.00000000
PA
USD
244798.00000000
0.002980805270
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.45000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAQ1
300000.00000000
PA
USD
303306.00000000
0.003693233292
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.50000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FT0
250000.00000000
PA
USD
231497.50000000
0.002818850514
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WR26
4911657.85000000
PA
USD
4769029.89000000
0.058070529308
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AT7
75000.00000000
PA
USD
77067.75000000
0.000938422517
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.95000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CH0
200000.00000000
PA
USD
200572.00000000
0.002442283330
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XBV76
60015.88000000
PA
USD
61371.18000000
0.000747291794
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HD6
350000.00000000
PA
USD
358645.00000000
0.004367073695
Long
DBT
CORP
US
N
2
2023-10-25
Fixed
3.88000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAM7
450000.00000000
PA
USD
438511.50000000
0.005339575448
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
2.88000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AW9
150000.00000000
PA
USD
183369.00000000
0.002232809425
Long
DBT
CORP
US
N
2
2037-10-09
Fixed
6.30000000
N
N
N
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM 2013-CCRE11 Mortgage Trust
12626LAD4
449865.92000000
PA
USD
454937.42000000
0.005539587167
Long
ABS-MBS
CORP
US
N
2
2050-08-10
Fixed
3.98000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDG3
18500000.00000000
PA
USD
17403730.52000000
0.211918118893
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEB3
16000000.00000000
PA
USD
15448750.08000000
0.188113120486
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.88000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGM5
250000.00000000
PA
USD
261317.50000000
0.003181956475
Long
DBT
CORP
US
N
2
2038-04-24
Fixed
4.24000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EC3
650000.00000000
PA
USD
737561.50000000
0.008980985166
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
4.05000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCD6
450000.00000000
PA
USD
451588.50000000
0.005498808736
Long
DBT
CORP
US
N
2
2024-11-07
Fixed
3.50000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAL9
300000.00000000
PA
USD
297606.00000000
0.003623826720
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKRG2
51988.03000000
PA
USD
56807.12000000
0.000691717100
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D55T5
2739947.86000000
PA
USD
2713574.16000000
0.033042084328
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLP1
4202884.18000000
PA
USD
4080838.06000000
0.049690698450
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AXN3
111533.47000000
PA
USD
114242.84000000
0.001391088406
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.50000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBK4
300000.00000000
PA
USD
320538.00000000
0.003903060318
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X3XV9
427072.46000000
PA
USD
444440.82000000
0.005411774356
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.00000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MBH5
200000.00000000
PA
USD
221542.00000000
0.002697626456
Long
DBT
CORP
CA
N
2
2048-11-16
Fixed
4.60000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAY5
100000.00000000
PA
USD
102385.00000000
0.001246700331
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
HSBC Bank USA NA/New York NY
4042Q1AB3
250000.00000000
PA
USD
284495.00000000
0.003464179427
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.63000000
N
N
N
N
N
N
UNIV SOUTHERN CALIFORIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AC0
200000.00000000
PA
USD
212484.00000000
0.002587330889
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
3.84000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AM1
250000.00000000
PA
USD
226460.00000000
0.002757510934
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.90000000
N
N
N
N
N
N
Rio Tinto Alcan Inc
2138007ZSQ7B17SKOX77
Rio Tinto Alcan Inc
013716AW5
50000.00000000
PA
USD
61236.00000000
0.000745645763
Long
DBT
CORP
CA
N
2
2035-06-01
Fixed
5.75000000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529YAK2
100000.00000000
PA
USD
101698.00000000
0.001238335012
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.00000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C29
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C29
46644RAZ8
1000000.00000000
PA
USD
1003187.07000000
0.012215399251
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.61000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYUY3
438654.80000000
PA
USD
397587.32000000
0.004841258421
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
1.50000000
N
N
N
N
N
N
STANFORD HEALTH CARE
5493005311WCPXQGDG42
Stanford Health Care
85434VAC2
100000.00000000
PA
USD
89534.00000000
0.001090218952
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFWD8
35625.89000000
PA
USD
38497.95000000
0.000468773814
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XJTA0
90519.84000000
PA
USD
94354.89000000
0.001148920961
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764AH3
800000.00000000
PA
USD
809664.00000000
0.009858947862
Long
DBT
CORP
US
N
2
2023-06-24
Fixed
3.19000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AM8
250000.00000000
PA
USD
244540.00000000
0.002977663710
Long
DBT
CORP
US
N
2
2047-10-03
Fixed
4.20000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAW2
850000.00000000
PA
USD
915407.50000000
0.011146543276
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV82
7368745.33000000
PA
USD
7060790.28000000
0.085976359627
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCY3
350000.00000000
PA
USD
364441.00000000
0.004437649220
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CA87
351796.20000000
PA
USD
340312.83000000
0.004143850347
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
2.50000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAE6
600000.00000000
PA
USD
613830.00000000
0.007474357223
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CHQ0
563899.33000000
PA
USD
574401.07000000
0.006994247245
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.50000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YAZ2
250000.00000000
PA
USD
258357.50000000
0.003145913764
Long
DBT
CORP
GB
N
2
2028-05-18
Fixed
3.88000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BV5
275000.00000000
PA
USD
270206.75000000
0.003290197242
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.75000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AZ6
250000.00000000
PA
USD
232912.50000000
0.002836080391
Long
DBT
CORP
US
N
2
2051-05-10
Fixed
3.65000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JJ4
1750000.00000000
PA
USD
1626695.00000000
0.019807600676
Long
DBT
CORP
DE
N
2
2026-01-22
Fixed
0.63000000
N
N
N
N
N
N
Dallas County Hospital District
UQCNU7AEWLMSSOK7VW91
DALLAS CNTY TX HOSP DIST
234667JL8
150000.00000000
PA
USD
190142.55000000
0.002315288177
Long
DBT
MUN
US
N
2
2044-08-15
Fixed
5.62000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAY2
200000.00000000
PA
USD
190846.00000000
0.002323853800
Long
DBT
US
N
2
2029-12-15
Fixed
3.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739FHV6
200000.00000000
PA
USD
203232.00000000
0.002474673064
Long
DBT
CORP
GB
N
2
2024-05-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7L3
403474.13000000
PA
USD
420359.81000000
0.005118549732
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
25152R2Y8
350000.00000000
PA
USD
355040.00000000
0.004323177082
Long
DBT
CORP
DE
N
2
2026-01-13
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31306YA92
328959.96000000
PA
USD
327883.54000000
0.003992503959
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
2.50000000
N
N
N
N
N
N
Eaton Vance Corp
4JJ8ORNW1AFZPSV8GJ79
Eaton Vance Corp
278265AD5
150000.00000000
PA
USD
151807.50000000
0.001848497929
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.63000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AQ2
150000.00000000
PA
USD
174658.50000000
0.002126745224
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG58
544980.33000000
PA
USD
561792.41000000
0.006840716741
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.00000000
N
N
N
N
N
N
Energy Transfer Partners LP / Regency Energy Finance Corp
N/A
Energy Transfer LP / Regency Energy Finance Corp
75886AAJ7
300000.00000000
PA
USD
304740.00000000
0.003710694524
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEGE3
83453.60000000
PA
USD
84944.94000000
0.001034339843
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc
837004CJ7
200000.00000000
PA
USD
236510.00000000
0.002879885679
Long
DBT
CORP
US
N
2
2065-06-01
Fixed
5.10000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350BF1
300000.00000000
PA
USD
303969.00000000
0.003701306372
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.38000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAH1
150000.00000000
PA
USD
134431.50000000
0.001636917473
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBB3
150000.00000000
PA
USD
148573.50000000
0.001809118832
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.50000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AP8
250000.00000000
PA
USD
249837.50000000
0.003042169204
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
600000.00000000
PA
USD
609510.00000000
0.007421754347
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMTG8
544515.52000000
PA
USD
551683.54000000
0.006717625160
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AFZ6
82303.76000000
PA
USD
82586.41000000
0.001005620986
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVB2
2195175.55000000
PA
USD
2240834.63000000
0.027285728137
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
750000.00000000
PA
USD
804825.00000000
0.009800025336
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.13000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AM8
135000.00000000
PA
USD
145783.80000000
0.001775149794
Long
DBT
US
N
2
2048-10-15
Fixed
4.80000000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423BP2
150000.00000000
PA
USD
193033.50000000
0.002350490095
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BA2
150000.00000000
PA
USD
195204.00000000
0.002376919387
Long
DBT
CORP
US
N
2
2031-03-03
Fixed
7.13000000
N
N
N
N
N
N
OHIOHEALTH CORP
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp
67777JAL2
150000.00000000
PA
USD
137506.50000000
0.001674360493
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.30000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBU5
273000.00000000
PA
USD
309126.09000000
0.003764102151
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.63000000
N
N
N
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAH8
150000.00000000
PA
USD
153907.50000000
0.001874068771
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAE5
400000.00000000
PA
USD
477568.00000000
0.005815150498
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.50000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AE7
200000.00000000
PA
USD
192266.00000000
0.002341144560
Long
DBT
CORP
CA
N
2
2051-03-04
Fixed
3.75000000
N
N
N
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AE0
250000.00000000
PA
USD
256662.50000000
0.003125274442
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.50000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
250000.00000000
PA
USD
216927.50000000
0.002641437574
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MPCV5
59440.01000000
PA
USD
59206.49000000
0.000720933248
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
2.50000000
N
N
N
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Bon Secours Mercy Health Inc
09778PAB1
100000.00000000
PA
USD
89740.00000000
0.001092727330
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NDP0
276155.80000000
PA
USD
270698.94000000
0.003296190439
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
2.50000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAA2
100000.00000000
PA
USD
112173.00000000
0.001365884809
Long
DBT
CORP
US
N
2
2111-11-01
Fixed
4.70000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBD5
500000.00000000
PA
USD
480445.00000000
0.005850182552
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
ORLANDO HEALTH OBL GRP
N/A
Orlando Health Obligated Group
686514AH3
150000.00000000
PA
USD
137697.00000000
0.001676680133
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.33000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE22 Mortgage Trust
12592XBD7
750000.00000000
PA
USD
748058.70000000
0.009108805284
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Fixed
3.31000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AE1
50000.00000000
PA
USD
52822.50000000
0.000643198009
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
3.96000000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015AF0
350000.00000000
PA
USD
304381.00000000
0.003706323128
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.25000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AF7
100000.00000000
PA
USD
93451.00000000
0.001137914661
Long
DBT
CORP
US
N
2
2048-01-23
Fixed
4.70000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBF4
550000.00000000
PA
USD
817289.00000000
0.009951794373
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
8.20000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGF0
1150000.00000000
PA
USD
1164248.50000000
0.014176578507
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254ENB4
300000.00000000
PA
USD
278778.00000000
0.003394565853
Long
DBT
NUSS
SE
N
2
2025-08-26
Fixed
0.50000000
N
N
N
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
83192PAA6
250000.00000000
PA
USD
218337.50000000
0.002658606568
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.03000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DE0
150000.00000000
PA
USD
166588.50000000
0.002028480130
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.30000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFC3
400000.00000000
PA
USD
428804.00000000
0.005221371185
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.45000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAP6
550000.00000000
PA
USD
653026.00000000
0.007951630907
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.15000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FN3
450000.00000000
PA
USD
381492.00000000
0.004645272283
Long
DBT
CORP
US
N
2
2062-09-16
Fixed
2.97000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DE4
200000.00000000
PA
USD
214762.00000000
0.002615069165
Long
DBT
CORP
US
N
2
2035-07-10
Fixed
4.70000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AX4
750000.00000000
PA
USD
676282.50000000
0.008234815810
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ATJJ0
254715.18000000
PA
USD
257424.79000000
0.003134556536
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
3.00000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AM0
250000.00000000
PA
USD
279332.50000000
0.003401317773
Long
DBT
CORP
GB
N
2
2045-11-16
Fixed
4.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAL5
15000000.00000000
PA
USD
13392187.50000000
0.163071197845
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.38000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EC8
150000.00000000
PA
USD
152772.00000000
0.001860242252
Long
DBT
CORP
US
N
2
2055-02-01
Fixed
3.88000000
N
N
N
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
Thomson Reuters Corp
884903BQ7
200000.00000000
PA
USD
204220.00000000
0.002486703536
Long
DBT
CORP
CA
N
2
2023-11-23
Fixed
4.30000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAG8
200000.00000000
PA
USD
180542.00000000
0.002198386201
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687ER3
150000.00000000
PA
USD
197022.00000000
0.002399056430
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
6.15000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NW1
250000.00000000
PA
USD
211147.50000000
0.002571056875
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.35000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312AZ9
200000.00000000
PA
USD
198698.00000000
0.002419464398
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.40000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CP7
401000.00000000
PA
USD
347418.38000000
0.004230371728
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
3.00000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAW7
650000.00000000
PA
USD
711158.50000000
0.008659486618
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.35000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058EP4
1850000.00000000
PA
USD
1843987.50000000
0.022453482706
Long
DBT
NUSS
XX
N
2
2025-07-29
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AXJZ5
33849.46000000
PA
USD
34575.15000000
0.000421007481
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MM0
600000.00000000
PA
USD
701976.00000000
0.008547675066
Long
DBT
CORP
US
N
2
2041-03-26
Fixed
5.32000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HR1
200000.00000000
PA
USD
167270.00000000
0.002036778477
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
250000.00000000
PA
USD
253825.00000000
0.003090723363
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AG4
650000.00000000
PA
USD
790023.00000000
0.009619787427
Long
DBT
CORP
GB
N
2
2036-05-02
Fixed
6.50000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BU5
350000.00000000
PA
USD
438707.50000000
0.005341962060
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RNY1
171599.47000000
PA
USD
183376.15000000
0.002232896488
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
4.50000000
N
N
N
N
N
N
CHRISTUS HEALTH
OQUVMAC1TV7BMO6XVW61
CHRISTUS Health
17108JAA1
150000.00000000
PA
USD
155136.00000000
0.001889027714
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.34000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284N7
20770000.00000000
PA
USD
21259230.91000000
0.258864972564
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.88000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DE2
1000000.00000000
PA
USD
967940.00000000
0.011786210075
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAE3
450000.00000000
PA
USD
471807.00000000
0.005745001153
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CCM4
271249.87000000
PA
USD
270636.81000000
0.003295433907
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
2100000.00000000
PA
USD
2081814.00000000
0.025349398869
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAH3
550000.00000000
PA
USD
567028.00000000
0.006904468382
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.42000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247XAL5
400000.00000000
PA
USD
408372.00000000
0.004972579065
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
3.50000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBC2
200000.00000000
PA
USD
198142.00000000
0.002412694213
Long
DBT
US
N
2
2028-01-15
Fixed
3.20000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300AGZIS1CJS4RM30
Wells Fargo Commercial Mortgage Trust 2018-C44
95001JAX5
1500000.00000000
PA
USD
1567202.51000000
0.019083184921
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Fixed
4.21000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AP1
350000.00000000
PA
USD
361574.50000000
0.004402745020
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDL3
500000.00000000
PA
USD
550320.00000000
0.006701021890
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BZN9
206313.40000000
PA
USD
214423.98000000
0.002610953234
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9GS5
290586.18000000
PA
USD
313456.20000000
0.003816828132
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAS8
200000.00000000
PA
USD
213966.00000000
0.002605376598
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.95000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FH7
500000.00000000
PA
USD
503060.00000000
0.006125556171
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828B66
16595000.00000000
PA
USD
16726917.31000000
0.203676840844
Long
DBT
UST
US
N
2
2024-02-15
Fixed
2.75000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AS2
200000.00000000
PA
USD
242630.00000000
0.002954406420
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
5.65000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AP0
100000.00000000
PA
USD
102096.00000000
0.001243181296
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.90000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FV1
200000.00000000
PA
USD
198168.00000000
0.002413010804
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.95000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HC0
250000.00000000
PA
USD
257725.00000000
0.003138212070
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6G93
109634.13000000
PA
USD
122076.84000000
0.001486479824
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HL4C4
26719.37000000
PA
USD
26692.84000000
0.000325027811
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
1000000.00000000
PA
USD
1034060.00000000
0.012591326311
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FX7
600000.00000000
PA
USD
609054.00000000
0.007416201821
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJ4H8
170103.75000000
PA
USD
171692.36000000
0.002090627748
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DW9
350000.00000000
PA
USD
302956.50000000
0.003688977573
Long
DBT
NUSS
PE
N
2
2072-01-15
Fixed
3.60000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05X7
3500000.00000000
PA
USD
3253950.00000000
0.039622020243
Long
DBT
USGSE
US
N
2
2025-08-25
Fixed
0.38000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CT5
450000.00000000
PA
USD
432670.50000000
0.005268451976
Long
DBT
CORP
US
N
2
2027-02-21
Fixed
2.20000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAK4
150000.00000000
PA
USD
158908.50000000
0.001934963906
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.40000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AT3
150000.00000000
PA
USD
202615.50000000
0.002467166195
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BD4
200000.00000000
PA
USD
215226.00000000
0.002620719104
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.85000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
059438AK7
250000.00000000
PA
USD
301442.50000000
0.003670542213
Long
DBT
CORP
US
N
2
2027-04-29
Fixed
8.00000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EAV1
150000.00000000
PA
USD
151231.50000000
0.001841484212
Long
DBT
US
N
2
2025-06-01
Fixed
3.45000000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
Providence St Joseph Health Obligated Group
743820AA0
300000.00000000
PA
USD
284115.00000000
0.003459552323
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.53000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AM7
100000.00000000
PA
USD
101673.00000000
0.001238030597
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
3.45000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HMN7
750000.00000000
PA
USD
770880.00000000
0.009386690934
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJR36
1667340.90000000
PA
USD
1665685.55000000
0.020282372679
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307FFY2
33404.11000000
PA
USD
33828.73000000
0.000411918629
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AKP2
302218.16000000
PA
USD
308932.85000000
0.003761749146
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.50000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAF5
250000.00000000
PA
USD
222935.00000000
0.002714588448
Long
DBT
CORP
XX
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDX7
500000.00000000
PA
USD
461800.00000000
0.005623150001
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHU6
700000.00000000
PA
USD
720209.00000000
0.008769690861
Long
DBT
CORP
US
N
2
2040-04-23
Fixed
4.08000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582PWH9
400000.00000000
PA
USD
434290.80000000
0.005288181708
Long
DBT
MUN
US
N
2
2031-08-01
Fixed
4.50000000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AQ3
200000.00000000
PA
USD
196990.00000000
0.002398666779
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBBD6
243513.20000000
PA
USD
253765.02000000
0.003089993011
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M74K9
105683.12000000
PA
USD
114125.98000000
0.001389665449
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BA6
700000.00000000
PA
USD
708316.00000000
0.008624874657
Long
DBT
CORP
GB
N
2
2023-05-25
Fixed
3.60000000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EN1
300000.00000000
PA
USD
271032.00000000
0.003300245975
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UD90
592505.01000000
PA
USD
608419.27000000
0.007408472973
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
4.00000000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings Inc
04621WAD2
250000.00000000
PA
USD
238297.50000000
0.002901651337
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDF0
200000.00000000
PA
USD
201232.00000000
0.002450319881
Long
DBT
CORP
US
N
2
2025-09-17
Fixed
3.15000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TDR3
650000.00000000
PA
USD
654355.00000000
0.007967813597
Long
DBT
CORP
US
N
2
2027-01-11
Fixed
3.20000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAR9
200000.00000000
PA
USD
219530.00000000
0.002673127154
Long
DBT
CORP
CA
N
2
2043-06-01
Fixed
4.90000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKR9
135000.00000000
PA
USD
135001.35000000
0.001643856304
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAN3
11474300.03000000
PA
USD
10701121.99000000
0.130303192155
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBJ4
50000.00000000
PA
USD
50049.00000000
0.000609426233
Long
DBT
CORP
US
N
2
2029-05-21
Fixed
3.75000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
2600000.00000000
PA
USD
2948946.00000000
0.035908111098
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BYU4
400961.46000000
PA
USD
408126.76000000
0.004969592878
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SBF3
53749.99000000
PA
USD
53348.86000000
0.000649607280
Long
ABS-MBS
USGA
US
N
2
2031-05-20
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285N6
7682000.00000000
PA
USD
7772923.69000000
0.094647717326
Long
DBT
UST
US
N
2
2025-11-30
Fixed
2.88000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKK4
150000.00000000
PA
USD
152301.00000000
0.001854507077
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCE51
749216.04000000
PA
USD
757128.03000000
0.009219238811
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417BTF4
95093.63000000
PA
USD
99109.32000000
0.001206813713
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZQ3
350000.00000000
PA
USD
324404.50000000
0.003950141110
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAA7
400000.00000000
PA
USD
388264.00000000
0.004727732161
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3G5
9549682.50000000
PA
USD
8880849.76000000
0.108138480606
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189YAF3
200000.00000000
PA
USD
175410.00000000
0.002135895932
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.75000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BV5
550000.00000000
PA
USD
557529.50000000
0.006788809027
Long
DBT
CORP
DE
N
2
2023-11-14
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDEJ9
1625760.14000000
PA
USD
1603118.55000000
0.019520519872
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DE7
350000.00000000
PA
USD
347249.00000000
0.004228309257
Long
DBT
CORP
US
N
2
2032-02-22
Fixed
3.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
14428000.00000000
PA
USD
15741173.51000000
0.191673841167
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DDN9
199437.75000000
PA
USD
209799.97000000
0.002554648552
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
5.00000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AP0
200000.00000000
PA
USD
210140.00000000
0.002558788959
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.25000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AS7
250000.00000000
PA
USD
257342.50000000
0.003133554524
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.75000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BW8
675000.00000000
PA
USD
687615.75000000
0.008372816166
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
3.70000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCZ0
150000.00000000
PA
USD
160636.50000000
0.001956005056
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
4.63000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFE9
500000.00000000
PA
USD
491700.00000000
0.005987230090
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YAZX6
1391309.10000000
PA
USD
1418825.19000000
0.017276454893
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
European Bank for Reconstruction & Development
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QAY0
300000.00000000
PA
USD
293601.00000000
0.003575059470
Long
DBT
NUSS
XX
N
2
2024-09-27
Fixed
1.63000000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BG6
200000.00000000
PA
USD
192056.00000000
0.002338587476
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294NNU9
104691.39000000
PA
USD
104348.82000000
0.001270612965
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
2.50000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AW9
300000.00000000
PA
USD
286017.00000000
0.003482712200
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LDP8
365060.15000000
PA
USD
395052.95000000
0.004810398433
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AE5
200000.00000000
PA
USD
235970.00000000
0.002873310320
Long
DBT
CORP
CA
N
2
2035-10-01
Fixed
6.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KGWD6
1428547.96000000
PA
USD
1436060.44000000
0.017486321493
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y95
8284000.00000000
PA
USD
8074311.25000000
0.098317590558
Long
DBT
UST
US
N
2
2026-07-31
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ5Q7
169581.10000000
PA
USD
171432.77000000
0.002087466827
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2012-C4
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RBE3
500000.00000000
PA
USD
501189.52000000
0.006102780100
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Fixed
2.85000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967CC3
350000.00000000
PA
USD
409094.00000000
0.004981370564
Long
DBT
CORP
US
N
2
2033-10-31
Fixed
6.00000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DD5
200000.00000000
PA
USD
219788.00000000
0.002676268715
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
4.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SEG8
4108727.05000000
PA
USD
4100777.65000000
0.049933494694
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BU3
500000.00000000
PA
USD
454215.00000000
0.005530790554
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.00000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAD6
250000.00000000
PA
USD
256190.00000000
0.003119521002
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.75000000
N
N
N
N
N
N
MEDSTAR HEALTH INC
549300ICFOCGDEPVJE31
MedStar Health Inc
58506YAS1
150000.00000000
PA
USD
140854.50000000
0.001715127721
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.63000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CF9
550000.00000000
PA
USD
570757.00000000
0.006949874893
Long
DBT
CORP
US
N
2
2037-03-03
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y6LV4
266341.22000000
PA
USD
271608.68000000
0.003307267971
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
3.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAL7
350000.00000000
PA
USD
299215.00000000
0.003643418856
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NKP2
142395.93000000
PA
USD
140901.98000000
0.001715705866
Long
ABS-MBS
USGA
US
N
2
2028-08-20
Fixed
2.50000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AH5
200000.00000000
PA
USD
209856.00000000
0.002555330807
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
5.38000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354PAF2
350000.00000000
PA
USD
331856.00000000
0.004040874982
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VL7
550000.00000000
PA
USD
519425.50000000
0.006324832181
Long
DBT
CORP
CA
N
2
2025-06-11
Fixed
1.30000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAA0
200000.00000000
PA
USD
176744.00000000
0.002152139506
Long
DBT
CORP
US
N
2
2031-08-23
Fixed
2.05000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UBY4
100000.00000000
PA
USD
101435.00000000
0.001235132569
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.75000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EW9
150000.00000000
PA
USD
138328.50000000
0.001684369651
Long
DBT
CORP
AU
N
2
2028-11-20
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8XX0
442430.89000000
PA
USD
460423.86000000
0.005606393307
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAT6
250000.00000000
PA
USD
257997.50000000
0.003141530191
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.50000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AZ1
250000.00000000
PA
USD
231630.00000000
0.002820463912
Long
DBT
CORP
GB
N
2
2051-05-28
Fixed
3.00000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAB9
100000.00000000
PA
USD
102947.00000000
0.001253543575
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
4.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P76S7
97728.89000000
PA
USD
98025.60000000
0.001193617697
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YV95
449237.63000000
PA
USD
468465.41000000
0.005704311977
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBY6
430000.00000000
PA
USD
436209.20000000
0.005311541281
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
16148610.10000000
PA
USD
15025128.20000000
0.182954849859
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBK1
400000.00000000
PA
USD
388880.00000000
0.004735232942
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.65000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAC8
400000.00000000
PA
USD
411500.00000000
0.005010667444
Long
DBT
US
N
2
2026-04-01
Fixed
4.25000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AH1
382000.00000000
PA
USD
469558.22000000
0.005717618678
Long
DBT
CORP
IE
N
2
2036-01-15
Fixed
6.00000000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AR6
200000.00000000
PA
USD
178930.00000000
0.002178757535
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
3.10000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAT3
150000.00000000
PA
USD
156268.50000000
0.001902817704
Long
DBT
US
N
2
2028-07-15
Fixed
4.45000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAK9
450000.00000000
PA
USD
549607.50000000
0.006692346068
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.88000000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAJ0
300000.00000000
PA
USD
304515.00000000
0.003707954791
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.88000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FC7
250000.00000000
PA
USD
273357.50000000
0.003328562638
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.30000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RAR3
250000.00000000
PA
USD
286177.50000000
0.003484666543
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.65000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
698900AG2
100000.00000000
PA
USD
120672.00000000
0.001469373661
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.20000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AK6
100000.00000000
PA
USD
125969.00000000
0.001533873067
Long
DBT
CORP
US
N
2
2040-03-01
Fixed
6.20000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DK0
200000.00000000
PA
USD
208198.00000000
0.002535142018
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.20000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAQ7
237000.00000000
PA
USD
240386.73000000
0.002927091037
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664BV2
300000.00000000
PA
USD
320460.00000000
0.003902110544
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAN8
350000.00000000
PA
USD
353867.50000000
0.004308900028
Long
DBT
CORP
US
N
2
2027-05-17
Fixed
3.10000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AM5
500000.00000000
PA
USD
445820.00000000
0.005428568068
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.13000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
750000.00000000
PA
USD
927885.00000000
0.011298476698
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WXVV6
83437.16000000
PA
USD
86830.42000000
0.001057298562
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
4.00000000
N
N
N
N
N
N
Harley-Davidson Inc
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc
412822AD0
100000.00000000
PA
USD
100101.00000000
0.001218888995
Long
DBT
CORP
US
N
2
2025-07-28
Fixed
3.50000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAS7
450000.00000000
PA
USD
404424.00000000
0.004924505882
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FPY8
47376.14000000
PA
USD
47541.33000000
0.000578891359
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6G2
542388.38000000
PA
USD
527383.37000000
0.006421731914
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.00000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JP0
2000000.00000000
PA
USD
1906040.00000000
0.023209070657
Long
DBT
CORP
DE
N
2
2024-09-20
Fixed
0.50000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480AH3
200000.00000000
PA
USD
239604.00000000
0.002917560054
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLT0
647354.65000000
PA
USD
667854.85000000
0.008132195757
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.00000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAJ5
389000.00000000
PA
USD
403575.83000000
0.004914178062
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.95000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CK4
400000.00000000
PA
USD
362012.00000000
0.004408072279
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV33
1430253.63000000
PA
USD
1385853.41000000
0.016874970993
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
2.50000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BE3
250000.00000000
PA
USD
261670.00000000
0.003186248724
Long
DBT
US
N
2
2025-11-01
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYC0
3799773.60000000
PA
USD
3636224.50000000
0.044276820709
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UXT4
627904.38000000
PA
USD
635783.84000000
0.007741680166
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
3.50000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AD3
150000.00000000
PA
USD
152058.00000000
0.001851548165
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HK2
50000.00000000
PA
USD
53547.50000000
0.000652026038
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.30000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAC0
300000.00000000
PA
USD
325617.00000000
0.003964905227
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WVEK3
102997.44000000
PA
USD
107186.18000000
0.001305162339
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.00000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBH7
500000.00000000
PA
USD
460355.00000000
0.005605554826
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.45000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055AP7
200000.00000000
PA
USD
202364.00000000
0.002464103782
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J93G4
1071571.00000000
PA
USD
1069303.72000000
0.013020474696
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CJ7
400000.00000000
PA
USD
394888.00000000
0.004808389904
Long
DBT
CORP
US
N
2
2026-08-19
Fixed
2.60000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BV7
300000.00000000
PA
USD
361341.00000000
0.004399901786
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
5.20000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAG9
300000.00000000
PA
USD
302133.00000000
0.003678950150
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AG6
100000.00000000
PA
USD
111644.00000000
0.001359443392
Long
DBT
CORP
CA
N
2
2035-02-01
Fixed
5.85000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAR8
365000.00000000
PA
USD
365438.46000000
0.004449794883
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.44000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AL4
300000.00000000
PA
USD
312393.00000000
0.003803881980
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K0AZ6
33778.29000000
PA
USD
36376.13000000
0.000442937279
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VDN7
3033488.90000000
PA
USD
3007349.72000000
0.036619269344
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9U21
265574.25000000
PA
USD
272773.39000000
0.003321450169
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.50000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
600000.00000000
PA
USD
617148.00000000
0.007514759154
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327V2B9
250000.00000000
PA
USD
254495.00000000
0.003098881679
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
3.90000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BL2
350000.00000000
PA
USD
405849.50000000
0.004941863613
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FGW0
119096.73000000
PA
USD
128290.45000000
0.001562140416
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Fixed
4.50000000
N
N
N
N
N
N
Kite Realty Group LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAA1
100000.00000000
PA
USD
100221.00000000
0.001220350186
Long
DBT
US
N
2
2026-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LF49
37541.68000000
PA
USD
42822.63000000
0.000521433676
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
5.50000000
N
N
N
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAK1
300000.00000000
PA
USD
266568.00000000
0.003245889670
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
900000.00000000
PA
USD
903708.00000000
0.011004083243
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.54000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDD1
250000.00000000
PA
USD
256545.00000000
0.003123843692
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GTR33
35689.83000000
PA
USD
36542.20000000
0.000444959445
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBC6
375000.00000000
PA
USD
391218.75000000
0.004763710945
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418RPX3
133128.67000000
PA
USD
141409.32000000
0.001721883538
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335B6G6
77317.70000000
PA
USD
82189.46000000
0.001000787488
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
4.50000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CF6
400000.00000000
PA
USD
388744.00000000
0.004733576925
Long
DBT
CORP
US
N
2
2049-09-19
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVE6
562003.90000000
PA
USD
508738.15000000
0.006194696684
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
1.50000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FL3
250000.00000000
PA
USD
254027.50000000
0.003093189123
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285M8
16714000.00000000
PA
USD
17402146.80000000
0.211898834582
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.13000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Y5
5000000.00000000
PA
USD
4554050.00000000
0.055452806985
Long
DBT
USGSE
US
N
2
2027-10-08
Fixed
0.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
1000000.00000000
PA
USD
997750.00000000
0.012149194270
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.25000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAH6
200000.00000000
PA
USD
204056.00000000
0.002484706575
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.50000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAH4
150000.00000000
PA
USD
142759.50000000
0.001738324128
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FG4
150000.00000000
PA
USD
239037.00000000
0.002910655926
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
8.88000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AG1
150000.00000000
PA
USD
178120.50000000
0.002168900584
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
5.95000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
35177PAX5
250000.00000000
PA
USD
290452.50000000
0.003536721472
Long
DBT
CORP
FR
N
2
2042-01-13
Fixed
5.38000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAF2
700000.00000000
PA
USD
705558.00000000
0.008591291617
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3W0
339370.67000000
PA
USD
303000.21000000
0.003689509812
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2V1
339433.77000000
PA
USD
336889.84000000
0.004102169996
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAX1
300000.00000000
PA
USD
302628.00000000
0.003684977563
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
4.20000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCR3
408000.00000000
PA
USD
416025.36000000
0.005065770904
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.50000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FG9
300000.00000000
PA
USD
300621.00000000
0.003660539143
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
2.80000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BK0
300000.00000000
PA
USD
318972.00000000
0.003883991776
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJB31
397915.63000000
PA
USD
417990.56000000
0.005089700342
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.50000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CP7
600000.00000000
PA
USD
549252.00000000
0.006688017290
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.95000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAL9
250000.00000000
PA
USD
252320.00000000
0.003072397593
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.40000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGQ7
700000.00000000
PA
USD
775544.00000000
0.009443482557
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
4.90000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDC5
350000.00000000
PA
USD
362663.00000000
0.004415999240
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.13000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust 2016-NXS5
95000CBB8
2000000.00000000
PA
USD
2015464.36000000
0.024541486400
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Fixed
3.64000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RLN7
1101702.78000000
PA
USD
1101975.36000000
0.013418303914
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
3.00000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAW2
350000.00000000
PA
USD
333588.50000000
0.004061970927
Long
DBT
CORP
KY
N
2
2057-12-06
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4W2
1011937.91000000
PA
USD
973517.75000000
0.011854128059
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
925524AX8
450000.00000000
PA
USD
549531.00000000
0.006691414559
Long
DBT
CORP
US
N
2
2036-04-30
Fixed
6.88000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DD9
250000.00000000
PA
USD
232655.00000000
0.002832944919
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.71000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HQ6W7
54159.17000000
PA
USD
55452.63000000
0.000675224028
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5M30
463905.24000000
PA
USD
478277.28000000
0.005823787111
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AH3
150000.00000000
PA
USD
138438.00000000
0.001685702988
Long
DBT
CORP
US
N
2
2028-06-03
Fixed
1.70000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBP9
350000.00000000
PA
USD
358988.00000000
0.004371250266
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AQ2
750000.00000000
PA
USD
733860.00000000
0.008935913513
Long
DBT
CORP
GB
N
2
2028-11-07
Fixed
3.57000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BJ4
1100000.00000000
PA
USD
1200320.00000000
0.014615806431
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05000000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CC0
350000.00000000
PA
USD
360776.50000000
0.004393028100
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M83Q5
84455.04000000
PA
USD
88837.01000000
0.001081731989
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
200000.00000000
PA
USD
179886.00000000
0.002190398356
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.26000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
0778FPAB5
50000.00000000
PA
USD
53285.00000000
0.000648829683
Long
DBT
CORP
CA
N
2
2049-07-29
Fixed
4.30000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DG2
350000.00000000
PA
USD
363727.00000000
0.004428955133
Long
DBT
CORP
US
N
2
2062-02-22
Fixed
4.40000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AX3
250000.00000000
PA
USD
226085.00000000
0.002752944712
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
14276000.00000000
PA
USD
13570007.26000000
0.165236436441
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AK7
100000.00000000
PA
USD
101212.00000000
0.001232417189
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJN53
1171336.28000000
PA
USD
1168688.90000000
0.014230647445
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBR6
500000.00000000
PA
USD
469605.00000000
0.005718188299
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.18000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020646
29000000.00000000
PA
USD
26904440.28000000
0.327604381570
Long
ABS-MBS
USGSE
US
N
2
2052-04-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UKX9
275232.88000000
PA
USD
282625.44000000
0.003441414559
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BRY6
103625.73000000
PA
USD
111465.88000000
0.001357274498
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMSU8
100325.31000000
PA
USD
100182.54000000
0.001219881875
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
2.50000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CD1
175000.00000000
PA
USD
192853.50000000
0.002348298308
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFG9
200000.00000000
PA
USD
225778.00000000
0.002749206498
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQA5
783978.38000000
PA
USD
791247.69000000
0.009634699977
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGC2
1000000.00000000
PA
USD
939530.00000000
0.011440273107
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EP4F8
475089.20000000
PA
USD
474083.98000000
0.005772727009
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138NXH42
143415.65000000
PA
USD
143170.12000000
0.001743324080
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHBB7
130149.05000000
PA
USD
129292.03000000
0.001574336246
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4P7
3839107.87000000
PA
USD
3777522.40000000
0.045997347532
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
NY COMMUNITY BANCORP INC
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445AC7
200000.00000000
PA
USD
209008.00000000
0.002545005057
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
5.90000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AA3
125000.00000000
PA
USD
108391.25000000
0.001319835984
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.88000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAE6
150000.00000000
PA
USD
175356.00000000
0.002135238396
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.50000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUH0
150000.00000000
PA
USD
151894.50000000
0.001849557293
Long
DBT
CORP
US
N
2
2023-06-07
Fixed
3.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285Z9
10970000.00000000
PA
USD
11008994.95000000
0.134052035454
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKP3
200000.00000000
PA
USD
194686.00000000
0.002370611912
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJTY6
723756.32000000
PA
USD
738842.75000000
0.008996586424
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EW7A7
190481.36000000
PA
USD
189227.06000000
0.002304140629
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABN4
1000000.00000000
PA
USD
846260.00000000
0.010304562409
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAT6
375000.00000000
PA
USD
366405.00000000
0.004461564045
Long
DBT
CORP
FR
N
2
2030-01-10
Fixed
2.83000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AL7
400000.00000000
PA
USD
389352.00000000
0.004740980293
Long
DBT
CORP
US
N
2
2040-03-27
Fixed
3.25000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
500000.00000000
PA
USD
561660.00000000
0.006839104439
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACB9
750000.00000000
PA
USD
680602.50000000
0.008287418685
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
MEMORIAL HEALTH SERVICES
549300FTIZOMIONZZ882
Memorial Health Services
58601VAC6
150000.00000000
PA
USD
142114.50000000
0.001730470227
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.45000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CU1
50000.00000000
PA
USD
48398.50000000
0.000589328768
Long
DBT
CORP
GB
N
2
2024-08-17
Fixed
0.73000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAM5
4914921.55000000
PA
USD
4391419.15000000
0.053472517542
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
1.50000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BQ2
95000.00000000
PA
USD
99270.25000000
0.001208773292
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.20000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BH4
250000.00000000
PA
USD
276965.00000000
0.003372489693
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.75000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAT5
350000.00000000
PA
USD
382630.50000000
0.004659135332
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.25000000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932AP9
100000.00000000
PA
USD
108740.00000000
0.001324082570
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
5.25000000
N
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
941053AJ9
209000.00000000
PA
USD
210055.45000000
0.002557759428
Long
DBT
CORP
CA
N
2
2029-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J7YR7
73051.66000000
PA
USD
74574.39000000
0.000908061891
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2013-GC13
36198EAE5
649000.00000000
PA
USD
657541.22000000
0.008006610897
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
4.03000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DC9
500000.00000000
PA
USD
509337.19000000
0.006201990950
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y4KV0
317703.54000000
PA
USD
323986.80000000
0.003945054948
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7E6
12320922.25000000
PA
USD
11450348.55000000
0.139426217994
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGXY5
39624.92000000
PA
USD
40938.29000000
0.000498488838
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YH7
8982000.00000000
PA
USD
8771835.21000000
0.106811054952
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.50000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
500000.00000000
PA
USD
435160.00000000
0.005298765601
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAA4
125000.00000000
PA
USD
128506.25000000
0.001564768124
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CT1
750000.00000000
PA
USD
780802.50000000
0.009507513164
Long
DBT
NUSS
ID
N
2
2050-10-15
Fixed
4.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
18900000.00000000
PA
USD
17847211.03000000
0.217318199947
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAT6
100000.00000000
PA
USD
99160.00000000
0.001207430823
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.15000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
600000.00000000
PA
USD
507642.00000000
0.006181349314
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BE9
250000.00000000
PA
USD
278597.50000000
0.003392367978
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418A5N4
103558.16000000
PA
USD
107019.90000000
0.001303137615
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LJD8
37778.77000000
PA
USD
38681.03000000
0.000471003105
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRT1
667612.93000000
PA
USD
655715.64000000
0.007984381555
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AT0
125000.00000000
PA
USD
125982.50000000
0.001534037451
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
2.90000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VAL1
100000.00000000
PA
USD
121054.00000000
0.001474025119
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5Z28
1402461.98000000
PA
USD
1445911.02000000
0.017606267983
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2016-GC37
17290XAT7
600000.00000000
PA
USD
596689.91000000
0.007265649347
Long
ABS-MBS
CORP
US
N
2
2049-04-10
Fixed
3.31000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAL5
350000.00000000
PA
USD
334019.00000000
0.004067212950
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X4WG1
401766.20000000
PA
USD
406590.78000000
0.004950889877
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
3.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DM2
250000.00000000
PA
USD
255002.50000000
0.003105061299
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FYY8
144814.66000000
PA
USD
144508.25000000
0.001759617943
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
MASS GENERAL BRIGHAM INC
5493007Z86EDN0QFYU66
Mass General Brigham Inc
70213HAD0
100000.00000000
PA
USD
99126.00000000
0.001207016819
Long
DBT
CORP
US
N
2
2048-07-01
Fixed
3.77000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBB8
250000.00000000
PA
USD
221782.50000000
0.002700554926
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.88000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GCU6
200000.00000000
PA
USD
239486.00000000
0.002916123216
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.13000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAH7
200000.00000000
PA
USD
237464.00000000
0.002891502148
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
5.30000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
600000.00000000
PA
USD
653034.00000000
0.007951728320
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.88000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BE2
400000.00000000
PA
USD
417696.00000000
0.005086113605
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.63000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BV9
450000.00000000
PA
USD
463572.00000000
0.005644726922
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.38000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A7D0
950000.00000000
PA
USD
1331411.70000000
0.016212056525
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ANJ46
57352.90000000
PA
USD
58582.47000000
0.000713334812
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
3.50000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
335000.00000000
PA
USD
315087.60000000
0.003836693024
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AL0
250000.00000000
PA
USD
216255.00000000
0.002633248816
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBG5
500000.00000000
PA
USD
447390.00000000
0.005447685316
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.75000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AE6
250000.00000000
PA
USD
304920.00000000
0.003712886311
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.60000000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AG7
100000.00000000
PA
USD
100399.00000000
0.001222517620
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.38000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBR9
50000.00000000
PA
USD
48158.00000000
0.000586400298
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460DAJ8
200000.00000000
PA
USD
183068.00000000
0.002229144271
Long
DBT
US
N
2
2031-11-09
Fixed
2.25000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAT7
250000.00000000
PA
USD
224697.50000000
0.002736049691
Long
DBT
CORP
US
N
2
2028-08-12
Fixed
1.80000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CL4
400000.00000000
PA
USD
359704.00000000
0.004379968705
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.00000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAS7
500000.00000000
PA
USD
488700.00000000
0.005950700315
Long
DBT
CORP
AU
N
2
2026-07-12
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UGC0
788482.28000000
PA
USD
809660.35000000
0.009858903418
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.00000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAK5
250000.00000000
PA
USD
248530.00000000
0.003026248310
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6TF8
2270584.21000000
PA
USD
2232998.41000000
0.027190309686
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMTN3
187893.28000000
PA
USD
187676.76000000
0.002285263259
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BR6
100000.00000000
PA
USD
92468.00000000
0.001125945072
Long
DBT
CORP
US
N
2
2027-06-03
Fixed
1.20000000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EJ0
200000.00000000
PA
USD
200294.00000000
0.002438898238
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HS5
150000.00000000
PA
USD
151737.00000000
0.001847639479
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.80000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAU0
940000.00000000
PA
USD
951110.80000000
0.011581287779
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
3.80000000
N
N
N
N
N
N
BANNER HEALTH
PLD0E0WJKFN8IZJ2WD85
Banner Health
06654DAB3
200000.00000000
PA
USD
185970.00000000
0.002264480740
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
2.34000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AT6
200000.00000000
PA
USD
206692.00000000
0.002516804071
Long
DBT
CORP
GB
N
2
2028-08-16
Fixed
4.55000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBN4
250000.00000000
PA
USD
228265.00000000
0.002779489682
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
3.50000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ER9
2000000.00000000
PA
USD
2014540.00000000
0.024530230845
Long
DBT
USGA
US
N
2
2024-09-15
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUF7
2231061.60000000
PA
USD
1993400.82000000
0.024272827684
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AG3
175000.00000000
PA
USD
176494.50000000
0.002149101446
Long
DBT
US
N
2
2031-01-30
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VDM9
967442.81000000
PA
USD
939770.18000000
0.011443197681
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
2.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AY9
250000.00000000
PA
USD
240790.00000000
0.002932001491
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.40000000
N
N
N
N
N
N
Salt River Project Agricultural Improvement & Power District
SHB8HO6GKXJ83RX5OV39
SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC
79575DE63
75000.00000000
PA
USD
88210.73000000
0.001074106034
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
4.84000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYM6
3192310.05000000
PA
USD
3173589.00000000
0.038643497165
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346AM7
200000.00000000
PA
USD
204008.00000000
0.002484122099
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.00000000
N
N
N
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
Thomson Reuters Corp
884903BP9
150000.00000000
PA
USD
180873.00000000
0.002202416652
Long
DBT
CORP
CA
N
2
2043-11-23
Fixed
5.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286F2
8476000.00000000
PA
USD
8465073.93000000
0.103075748126
Long
DBT
UST
US
N
2
2026-02-28
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BUF1
307793.20000000
PA
USD
331465.11000000
0.004036115274
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
5.00000000
N
N
N
N
N
N
CyrusOne LP / CyrusOne Finance Corp
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAQ7
200000.00000000
PA
USD
200950.00000000
0.002446886082
Long
DBT
US
N
2
2024-11-15
Fixed
2.90000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
800000.00000000
PA
USD
860152.00000000
0.010473719619
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.13000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CK3
500000.00000000
PA
USD
444245.00000000
0.005409389936
Long
DBT
CORP
GB
N
2
2031-08-18
Fixed
2.36000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FH1
250000.00000000
PA
USD
238415.00000000
0.002903082086
Long
DBT
NUSS
XX
N
2
2027-01-20
Fixed
1.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK9
06540RAE4
1000000.00000000
PA
USD
1012323.66000000
0.012326651776
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
3.54000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FC6
100000.00000000
PA
USD
125876.00000000
0.001532740644
Long
DBT
CORP
US
N
2
2040-03-01
Fixed
5.69000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBD9
250000.00000000
PA
USD
260235.00000000
0.003168775315
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
4.13000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EV1
250000.00000000
PA
USD
273362.50000000
0.003328623521
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UZV7
61712.70000000
PA
USD
63984.51000000
0.000779113247
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MNG1
1539365.36000000
PA
USD
1550309.91000000
0.018877490630
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
3.00000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AP6
250000.00000000
PA
USD
248117.50000000
0.003021225466
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJVG0
40917.72000000
PA
USD
40825.24000000
0.000497112274
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JD9
900000.00000000
PA
USD
844371.00000000
0.010281560827
Long
DBT
NUSS
XX
N
2
2025-07-25
Fixed
0.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LUB6
429401.25000000
PA
USD
428506.03000000
0.005217742926
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAZ7
250000.00000000
PA
USD
250050.00000000
0.003044756730
Long
DBT
US
N
2
2025-01-15
Fixed
3.20000000
N
N
N
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAG8
100000.00000000
PA
USD
110308.00000000
0.001343175466
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.63000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
200000.00000000
PA
USD
196308.00000000
0.002390362344
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
UNIV OF NOTRE DAME
XV74408A6JGDG5126L34
University of Notre Dame du Lac
914744AD9
150000.00000000
PA
USD
147162.00000000
0.001791931573
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
3.44000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AU0
250000.00000000
PA
USD
232260.00000000
0.002828135165
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.75000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AV8
175000.00000000
PA
USD
208771.50000000
0.002542125293
Long
DBT
CORP
US
N
2
2044-06-09
Fixed
5.45000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAZ2
148000.00000000
PA
USD
159376.76000000
0.001940665717
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4F84
618031.62000000
PA
USD
636601.05000000
0.007751630999
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNR2
2253038.71000000
PA
USD
2284539.26000000
0.027817901567
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.50000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAF1
500000.00000000
PA
USD
492360.00000000
0.005995266641
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
N
DEUTSCHE BANK AG LONDON
7LTWFZYICNSX8D621K86
Deutsche Bank AG/London
25152RXA6
299000.00000000
PA
USD
301475.72000000
0.003670946720
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CCH7
55142.94000000
PA
USD
58588.60000000
0.000713409454
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
4.50000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535AQ7
175000.00000000
PA
USD
193135.25000000
0.002351729063
Long
DBT
CORP
US
N
2
2046-04-05
Fixed
5.00000000
N
N
N
N
N
N
City of San Francisco CA Public Utilities Commission Water Revenue
N/A
SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR
79765R5A3
250000.00000000
PA
USD
243074.25000000
0.002959815871
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.30000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DU1
550000.00000000
PA
USD
498822.50000000
0.006073957864
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413HDF2
42379.75000000
PA
USD
46229.89000000
0.000562922490
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.50000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459056HV2
1700000.00000000
PA
USD
1662481.00000000
0.020243352183
Long
DBT
NUSS
XX
N
2
2024-08-28
Fixed
1.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
750000.00000000
PA
USD
715522.50000000
0.008712625264
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.48000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAT6
300000.00000000
PA
USD
315048.00000000
0.003836210831
Long
DBT
US
N
2
2047-09-01
Fixed
4.45000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
600000.00000000
PA
USD
537918.00000000
0.006550007801
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X46F8
1332508.08000000
PA
USD
1414791.59000000
0.017227339393
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CE5
320000.00000000
PA
USD
419500.80000000
0.005108089918
Long
DBT
US
N
2
2040-02-01
Fixed
6.75000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136ASVZ6
2600000.00000000
PA
USD
2558614.16000000
0.031155199693
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Fixed
2.49000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
400000.00000000
PA
USD
398796.00000000
0.004855976024
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A8RC2
34224.74000000
PA
USD
35688.03000000
0.000434558566
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.00000000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold Inc
98462YAF7
150000.00000000
PA
USD
134509.50000000
0.001637867248
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167DN0
500000.00000000
PA
USD
488570.00000000
0.005949117359
Long
DBT
NUSS
XX
N
2
2026-04-24
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VS50
69287.72000000
PA
USD
68977.32000000
0.000839908655
Long
ABS-MBS
USGA
US
N
2
2035-09-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307DZN9
19623.50000000
PA
USD
19671.77000000
0.000239535109
Long
ABS-MBS
USGSE
US
N
2
2023-08-01
Fixed
2.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAL1
320000.00000000
PA
USD
316032.00000000
0.003848192597
Long
DBT
CORP
US
N
2
2024-10-24
Fixed
2.10000000
N
N
N
N
N
N
Ohio Edison Co
N/A
Ohio Edison Co
677347CE4
200000.00000000
PA
USD
260548.00000000
0.003172586588
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
6.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7C3
5871096.78000000
PA
USD
5630247.25000000
0.068557221381
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
COTTAGE HEALTH SYSTEM
N/A
Cottage Health Obligated Group
22170QAA8
200000.00000000
PA
USD
184518.00000000
0.002246800329
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.30000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBX0
575000.00000000
PA
USD
552621.00000000
0.006729040227
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.80000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAM7
650000.00000000
PA
USD
654478.50000000
0.007969317406
Long
DBT
CORP
US
N
2
2027-05-18
Fixed
3.00000000
N
N
N
N
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co
546676AY3
150000.00000000
PA
USD
157290.00000000
0.001915256093
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.25000000
N
N
N
N
N
N
Enbridge Energy Partners LP
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAW6
150000.00000000
PA
USD
161781.00000000
0.001969941165
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.88000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BX6
500000.00000000
PA
USD
547840.00000000
0.006670823943
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.67000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BB8
200000.00000000
PA
USD
187662.00000000
0.002285083533
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CC4
355000.00000000
PA
USD
343245.95000000
0.004179565752
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MBKA3
419258.69000000
PA
USD
428952.16000000
0.005223175269
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
800000.00000000
PA
USD
737480.00000000
0.008979992774
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAR5
150000.00000000
PA
USD
153289.50000000
0.001866543638
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BPP5
146034.51000000
PA
USD
162077.75000000
0.001973554569
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCG4
17000000.00000000
PA
USD
16215742.23000000
0.197452470658
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.25000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBA2
450000.00000000
PA
USD
389169.00000000
0.004738751977
Long
DBT
CORP
US
N
2
2040-06-24
Fixed
2.35000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CR8
300000.00000000
PA
USD
300624.00000000
0.003660575673
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.85000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AP7
100000.00000000
PA
USD
93580.00000000
0.001139485442
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A8RJ7
382755.95000000
PA
USD
406376.12000000
0.004948276050
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AP3
250000.00000000
PA
USD
254300.00000000
0.003096507244
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.85000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAD2
800000.00000000
PA
USD
857824.00000000
0.010445372514
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.73000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBF5
400000.00000000
PA
USD
391740.00000000
0.004770057994
Long
DBT
CORP
JP
N
2
2024-07-10
Fixed
1.24000000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CB7
200000.00000000
PA
USD
200362.00000000
0.002439726246
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.10000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CV3
300000.00000000
PA
USD
332388.00000000
0.004047352929
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.80000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBF0
200000.00000000
PA
USD
203904.00000000
0.002482855734
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GU4P6
131083.52000000
PA
USD
134214.14000000
0.001634270769
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHUY6
314975.78000000
PA
USD
312901.69000000
0.003810076090
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AV1
150000.00000000
PA
USD
151623.00000000
0.001846251348
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
4.05000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AT7
200000.00000000
PA
USD
235370.00000000
0.002866004365
Long
DBT
CORP
US
N
2
2045-07-29
Fixed
4.90000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAD7
300000.00000000
PA
USD
390189.00000000
0.004751172100
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.59000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBS4
350000.00000000
PA
USD
340378.50000000
0.004144649984
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
0.65000000
N
N
N
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652KAA1
200000.00000000
PA
USD
209234.00000000
0.002547756967
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
4.88000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
600000.00000000
PA
USD
587634.00000000
0.007155379229
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
NorthWestern Corp
3BPWMBHR1R9SHUN7J795
NorthWestern Corp
668074AU1
160000.00000000
PA
USD
169011.20000000
0.002057980358
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.18000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECM1
350000.00000000
PA
USD
310656.50000000
0.003782737329
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
1.90000000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AC9
250000.00000000
PA
USD
221250.00000000
0.002694070891
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.20000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFK5
450000.00000000
PA
USD
431284.50000000
0.005251575220
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.63000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867AX9
200000.00000000
PA
USD
211330.00000000
0.002573279103
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
BIO RAD LABS
549300ZC1GPV35XYDK53
BNG Bank NV
090572AQ1
250000.00000000
PA
USD
247267.50000000
0.003010875363
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184QTQ7
311703.06000000
PA
USD
323502.62000000
0.003939159285
Long
ABS-MBS
USGA
US
N
2
2045-04-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56B3
581679.84000000
PA
USD
551964.48000000
0.006721046051
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
1.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THF5
500000.00000000
PA
USD
487980.00000000
0.005941933169
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
0.50000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAF0
400000.00000000
PA
USD
420716.00000000
0.005122886912
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBL3
450000.00000000
PA
USD
439515.00000000
0.005351794657
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
1.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36186PRX4
149559.00000000
PA
USD
152947.17000000
0.001862375225
Long
ABS-MBS
USGA
US
N
2
2045-07-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7A7
12858755.81000000
PA
USD
12336205.93000000
0.150212941528
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAG1
275000.00000000
PA
USD
279584.25000000
0.003404383230
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.70000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AT4
175000.00000000
PA
USD
187386.50000000
0.002281728882
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.55000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022444
5500000.00000000
PA
USD
5435358.17000000
0.066184136646
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Fixed
2.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBW4
1050000.00000000
PA
USD
911053.50000000
0.011093526397
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DK3
200000.00000000
PA
USD
183094.00000000
0.002229460862
Long
DBT
CORP
US
N
2
2031-03-05
Fixed
2.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
381000.00000000
PA
USD
558999.39000000
0.006806707277
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFH6
2020179.53000000
PA
USD
1999681.92000000
0.024349310073
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
3.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAJ6
250000.00000000
PA
USD
253672.50000000
0.003088866433
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
3.45000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FW1
350000.00000000
PA
USD
333728.50000000
0.004063675650
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
2.20000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AX1
650000.00000000
PA
USD
716300.00000000
0.008722092564
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAK0
250000.00000000
PA
USD
218405.00000000
0.002659428488
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WUAG8
137714.59000000
PA
USD
143726.44000000
0.001750098162
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
4.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAC6
500000.00000000
PA
USD
449705.00000000
0.005475874126
Long
DBT
CORP
US
N
2
2027-08-03
Fixed
1.13000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAC4
625000.00000000
PA
USD
650425.00000000
0.007919959592
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DG3
350000.00000000
PA
USD
372666.00000000
0.004537801685
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.45000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
700000.00000000
PA
USD
607271.00000000
0.007394490958
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
Progress Energy Inc
743263AG0
60000.00000000
PA
USD
75159.60000000
0.000915187754
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2T6
631919.68000000
PA
USD
650664.99000000
0.007922881852
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CT2
200000.00000000
PA
USD
204644.00000000
0.002491866411
Long
DBT
US
N
2
2044-10-01
Fixed
4.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
1000000.00000000
PA
USD
1033400.00000000
0.012583289761
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAM9
350000.00000000
PA
USD
351372.00000000
0.004278513344
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFEU6
396055.52000000
PA
USD
395339.22000000
0.004813884226
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
211000.00000000
PA
USD
220258.68000000
0.002681999993
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
Magellan Midstream Partners LP
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AQ9
250000.00000000
PA
USD
243890.00000000
0.002969748925
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
New Jersey Transportation Trust Fund Authority
549300YUVD5TEXR6L889
NEW JERSEY ST TRANSPRTN TRUST FUND AUTH
646136XS5
650000.00000000
PA
USD
722534.80000000
0.008798011177
Long
DBT
MUN
US
N
2
2028-12-15
Fixed
5.75000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
300000.00000000
PA
USD
299100.00000000
0.003642018548
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032641
2500000.00000000
PA
USD
2503832.70000000
0.030488148227
Long
ABS-MBS
USGSE
US
N
2
2052-04-15
Fixed
3.50000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAG2
200000.00000000
PA
USD
176304.00000000
0.002146781805
Long
DBT
US
N
2
2032-03-15
Fixed
2.35000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FS2
500000.00000000
PA
USD
496385.00000000
0.006044277422
Long
DBT
CORP
US
N
2
2071-04-06
Fixed
3.80000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAV4
250000.00000000
PA
USD
228447.50000000
0.002781711910
Long
DBT
CORP
US
N
2
2031-11-24
Fixed
2.60000000
N
N
N
N
N
N
El Paso Electric Co
OZ8GM8L4AHPKSWZMW205
El Paso Electric Co
283677AZ5
50000.00000000
PA
USD
54288.50000000
0.000661048893
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.00000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CM8
150000.00000000
PA
USD
136453.50000000
0.001661538542
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294UAM5
83409.49000000
PA
USD
83136.56000000
0.001012319938
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
2.50000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AG3
100000.00000000
PA
USD
98501.00000000
0.001199406449
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.45000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBG7
100000.00000000
PA
USD
95876.00000000
0.001167442896
Long
DBT
CORP
US
N
2
2048-03-30
Fixed
3.95000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AN8
50000.00000000
PA
USD
50383.00000000
0.000613493214
Long
DBT
CORP
GB
N
2
2027-06-12
Fixed
3.13000000
N
N
N
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AT3
250000.00000000
PA
USD
259227.50000000
0.003156507399
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.20000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RBH4
550000.00000000
PA
USD
557166.50000000
0.006784388924
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AW79
124982.90000000
PA
USD
134939.67000000
0.001643105252
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HR8
900000.00000000
PA
USD
905463.00000000
0.011025453161
Long
DBT
CORP
DE
N
2
2022-12-29
Fixed
2.38000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WCW2
240000.00000000
PA
USD
296219.76000000
0.003606947041
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.65000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCH7
200000.00000000
PA
USD
178664.00000000
0.002175518561
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6A42
1926349.58000000
PA
USD
1827153.36000000
0.022248500259
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
1.50000000
N
N
N
N
N
N
Diageo Investment Corp
S4G8DPIPDVCF6CB81Z61
Diageo Investment Corp
25245BAA5
100000.00000000
PA
USD
108279.00000000
0.001318469162
Long
DBT
CORP
US
N
2
2042-05-11
Fixed
4.25000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBS8
200000.00000000
PA
USD
174678.00000000
0.002126982667
Long
DBT
US
N
2
2031-09-15
Fixed
2.30000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AZ2
275000.00000000
PA
USD
256165.25000000
0.003119219631
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JBG6
700000.00000000
PA
USD
655004.97000000
0.007975728016
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
2.40000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AU2
200000.00000000
PA
USD
174758.00000000
0.002127956795
Long
DBT
CORP
KY
N
2
2031-08-23
Fixed
2.38000000
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DG5
350000.00000000
PA
USD
380037.00000000
0.004627555342
Long
DBT
CORP
US
N
2
2043-04-11
Fixed
4.00000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAX0
400000.00000000
PA
USD
408560.00000000
0.004974868264
Long
DBT
CORP
SE
N
2
2023-11-20
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DW73
472894.49000000
PA
USD
458205.43000000
0.005579380390
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.50000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAU6
350000.00000000
PA
USD
327316.50000000
0.003985599345
Long
DBT
CORP
KY
N
2
2037-12-06
Fixed
4.00000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust 2013-C5
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YBF5
1850000.00000000
PA
USD
1855690.47000000
0.022595984992
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
3.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GLV6
33851.29000000
PA
USD
33779.67000000
0.000411321246
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DEM0
215251.00000000
PA
USD
221181.30000000
0.002693234360
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
13400000.00000000
PA
USD
12551507.85000000
0.152834585079
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.38000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKK4
1000000.00000000
PA
USD
938720.00000000
0.011430410068
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BT4
400000.00000000
PA
USD
413856.00000000
0.005039355494
Long
DBT
NUSS
JP
N
2
2028-07-20
Fixed
3.25000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2018-C2
05491UBC1
1150000.00000000
PA
USD
1190634.45000000
0.014497869444
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
16295216.20000000
PA
USD
15197338.56000000
0.185051785082
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AL0
250000.00000000
PA
USD
227127.50000000
0.002765638809
Long
DBT
CORP
US
N
2
2027-08-12
Fixed
1.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LSH6
609780.16000000
PA
USD
647410.18000000
0.007883249360
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JM5V7
302567.27000000
PA
USD
308874.17000000
0.003761034624
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBU9
250000.00000000
PA
USD
217145.00000000
0.002644085983
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.10000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAB8
250000.00000000
PA
USD
227372.50000000
0.002768622074
Long
DBT
US
N
2
2028-11-15
Fixed
2.30000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
891906AF6
150000.00000000
PA
USD
154594.50000000
0.001882434090
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HMZQ7
216796.63000000
PA
USD
216581.39000000
0.002637223134
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417HBT0
523187.20000000
PA
USD
533700.50000000
0.006498653026
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
61000.00000000
PA
USD
62159.00000000
0.000756884757
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36180SNG5
56067.90000000
PA
USD
57338.09000000
0.000698182505
Long
ABS-MBS
USGA
US
N
2
2045-04-15
Fixed
3.50000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BG3
175000.00000000
PA
USD
177128.00000000
0.002156815317
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.35000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CL0
100000.00000000
PA
USD
124249.00000000
0.001512929329
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P76T5
139756.73000000
PA
USD
143108.49000000
0.001742573637
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBV2
14000000.00000000
PA
USD
13450937.50000000
0.163786572601
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.38000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAU3
300000.00000000
PA
USD
290397.00000000
0.003536045671
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
3.46000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FQ4
200000.00000000
PA
USD
208600.00000000
0.002540037008
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MDZA3
414630.57000000
PA
USD
424217.03000000
0.005165517524
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AE8
250000.00000000
PA
USD
248577.50000000
0.003026826698
Long
DBT
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WXJ2
2193396.32000000
PA
USD
2129703.03000000
0.025932524029
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
2.50000000
N
N
N
N
N
N
GLOBE LIFE INC
5493001JFHKQOPP6XA71
Globe Life Inc
37959EAA0
200000.00000000
PA
USD
179334.00000000
0.002183676878
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BD0
350000.00000000
PA
USD
358893.50000000
0.004370099578
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.80000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AX6
350000.00000000
PA
USD
338002.00000000
0.004115712314
Long
DBT
NUSS
JP
N
2
2026-07-21
Fixed
1.88000000
N
N
N
N
N
N
Goldman Sachs Capital I
5299005MCIJK7R2NP351
Goldman Sachs Capital I
38143VAA7
300000.00000000
PA
USD
354096.00000000
0.004311682379
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.35000000
N
N
N
N
N
N
Pharmacia LLC
N/A
Pharmacia LLC
71713UAW2
200000.00000000
PA
USD
237928.00000000
0.002897152086
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.60000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
600000.00000000
PA
USD
528540.00000000
0.006435815725
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.75000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CJ2
250000.00000000
PA
USD
233837.50000000
0.002847343738
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
3.60000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HA8
200000.00000000
PA
USD
165318.00000000
0.002013009770
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75000000
N
N
N
N
N
N
Fifth Third Bank/Cincinnati OH
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBM0
250000.00000000
PA
USD
257197.50000000
0.003131788918
Long
DBT
CORP
US
N
2
2025-07-28
Fixed
3.95000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CZ3
300000.00000000
PA
USD
245034.00000000
0.002983678946
Long
DBT
CORP
CA
N
2
2050-05-01
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFE7
101451.32000000
PA
USD
100780.45000000
0.001227162381
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418APY8
216345.79000000
PA
USD
217088.76000000
0.002643401171
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSN3
1715301.74000000
PA
USD
1698779.11000000
0.020685339444
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312940ZV4
6145.63000000
PA
USD
6636.59000000
0.000080811046
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AZ6
600000.00000000
PA
USD
608610.00000000
0.007410795414
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAF7
150000.00000000
PA
USD
152889.00000000
0.001861666913
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.65000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAC1
275000.00000000
PA
USD
287839.75000000
0.003504907082
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGK0
700000.00000000
PA
USD
702870.00000000
0.008558560939
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHBZ4
1031782.25000000
PA
USD
1029450.28000000
0.012535195634
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6PB8
77464.06000000
PA
USD
84982.66000000
0.001034799144
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
6.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
950000.00000000
PA
USD
935892.50000000
0.011395980755
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
850000.00000000
PA
USD
895883.00000000
0.010908801414
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBP7
150000.00000000
PA
USD
126073.50000000
0.001535145521
Long
DBT
CORP
US
N
2
2061-02-04
Fixed
4.00000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AY8
150000.00000000
PA
USD
126078.00000000
0.001535200316
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.88000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AL2
200000.00000000
PA
USD
216800.00000000
0.002639885059
Long
DBT
CORP
IE
N
2
2044-07-02
Fixed
4.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AX8
1333246.11000000
PA
USD
1264591.40000000
0.015398413021
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AY6
2266849.44000000
PA
USD
2204146.57000000
0.026838992613
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
2.00000000
N
N
N
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
PVH Corp
693656AC4
250000.00000000
PA
USD
255157.50000000
0.003106948671
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
4.63000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
100000.00000000
PA
USD
145434.00000000
0.001770890423
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
900000.00000000
PA
USD
912492.00000000
0.011111042424
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
CHUBB CORP
N/A
Chubb Corp/The
171232AS0
260000.00000000
PA
USD
342867.20000000
0.004174953868
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHV5
500000.00000000
PA
USD
601585.00000000
0.007325254858
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312935M30
93065.76000000
PA
USD
102347.12000000
0.001246239081
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.50000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBF1
400000.00000000
PA
USD
356024.00000000
0.004335158848
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
2.50000000
N
N
N
N
N
N
OEKB OEST. KONTROLLBANK
5299000OVRLMF858L016
Oesterreichische Kontrollbank AG
676167CB3
500000.00000000
PA
USD
462790.00000000
0.005635204827
Long
DBT
CORP
AT
N
2
2025-09-17
Fixed
0.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WJEA5
1432164.69000000
PA
USD
1452740.61000000
0.017689429111
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BK5
250000.00000000
PA
USD
246787.50000000
0.003005030599
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.45000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CV0
250000.00000000
PA
USD
224367.50000000
0.002732031416
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.65000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531GAB7
200000.00000000
PA
USD
204458.00000000
0.002489601565
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
3.88000000
N
N
N
N
N
N
McLaren Health Care Corp
549300OY1YHQK68ZQX37
McLaren Health Care Corp
581760AV7
150000.00000000
PA
USD
162769.50000000
0.001981977726
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.39000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AM2
200000.00000000
PA
USD
201240.00000000
0.002450417293
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XBXW9
94734.24000000
PA
USD
98586.93000000
0.001200452783
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.00000000
N
N
N
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE
345105JE1
100000.00000000
PA
USD
101641.60000000
0.001237648252
Long
DBT
MUN
US
N
2
2049-01-15
Fixed
4.09000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAY8
250000.00000000
PA
USD
191685.00000000
0.002334069961
Long
DBT
CORP
KY
N
2
2041-02-09
Fixed
2.70000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy Inc
745332CG9
150000.00000000
PA
USD
156193.50000000
0.001901904460
Long
DBT
CORP
US
N
2
2045-05-20
Fixed
4.30000000
N
N
N
N
N
N
National Health Investors Inc
549300ZPKZIG6DKDEC02
National Health Investors Inc
63633DAF1
225000.00000000
PA
USD
196150.50000000
0.002388444531
Long
DBT
US
N
2
2031-02-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2020-C55
95002EBB2
750000.00000000
PA
USD
716232.65000000
0.008721272471
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.73000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAT0
350000.00000000
PA
USD
358991.50000000
0.004371292884
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
4.10000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CG2
550000.00000000
PA
USD
547789.00000000
0.006670202937
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7RY1
123664.68000000
PA
USD
126502.33000000
0.001540367209
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAG3
250000.00000000
PA
USD
253730.00000000
0.003089566587
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.80000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AS4
200000.00000000
PA
USD
187122.00000000
0.002278508173
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.38000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AE5
100000.00000000
PA
USD
116194.00000000
0.001414846884
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
5.25000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBK9
73000.00000000
PA
USD
83362.35000000
0.001015069290
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.75000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAR3
150000.00000000
PA
USD
153058.50000000
0.001863730845
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.70000000
N
N
N
N
N
N
DOMINION ENERGY SOUTH
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc
25731VAA2
150000.00000000
PA
USD
137313.00000000
0.001672004322
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.30000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EC0
750000.00000000
PA
USD
681727.50000000
0.008301117351
Long
DBT
CORP
US
N
2
2028-02-08
Fixed
1.20000000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABL6
200000.00000000
PA
USD
196434.00000000
0.002391896594
Long
DBT
US
N
2
2029-07-01
Fixed
3.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
500000.00000000
PA
USD
486715.00000000
0.005926529781
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KGGK8
745114.72000000
PA
USD
761339.01000000
0.009270514195
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7L94
317551.23000000
PA
USD
334773.50000000
0.004076400188
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EA7
650000.00000000
PA
USD
655980.00000000
0.007987600559
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.00000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAN8
100000.00000000
PA
USD
87365.00000000
0.001063807925
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LLA1
90536.86000000
PA
USD
92699.12000000
0.001128759326
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUT2
411292.76000000
PA
USD
402723.92000000
0.004903804702
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZV9
96033.09000000
PA
USD
95119.46000000
0.001158230817
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.00000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBL2
300000.00000000
PA
USD
277419.00000000
0.003378017865
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.75000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299AK0
300000.00000000
PA
USD
407136.00000000
0.004957528798
Long
DBT
NUSS
PA
N
2
2029-04-01
Fixed
9.38000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAE7
200000.00000000
PA
USD
200356.00000000
0.002439653187
Long
DBT
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBF0
500000.00000000
PA
USD
464150.00000000
0.005651764992
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAF4
100000.00000000
PA
USD
100882.00000000
0.001228398913
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.50000000
N
N
N
N
N
N
SHARP HEALTHCARE
549300DEPBQ9WUW1K512
Sharp HealthCare
819892AL4
150000.00000000
PA
USD
122397.00000000
0.001490378282
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
2.68000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAG8
350000.00000000
PA
USD
336899.50000000
0.004102287622
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDV0
18000000.00000000
PA
USD
17544023.46000000
0.213626408728
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176WYH8
83972.11000000
PA
USD
88181.50000000
0.001073750112
Long
ABS-MBS
USGA
US
N
2
2041-11-15
Fixed
4.00000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254ABA5
250000.00000000
PA
USD
253575.00000000
0.003087679215
Long
DBT
CORP
AU
N
2
2023-06-20
Fixed
3.63000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
450000.00000000
PA
USD
388210.50000000
0.004727080714
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZD7
500000.00000000
PA
USD
461925.00000000
0.005624672075
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.20000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AY1
150000.00000000
PA
USD
152613.00000000
0.001858306174
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXW0
244553.58000000
PA
USD
257017.57000000
0.003129597984
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECK5
350000.00000000
PA
USD
376845.00000000
0.004588687662
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.35000000
N
N
N
N
N
N
Southwestern Electric Power Co
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BR2
200000.00000000
PA
USD
205034.00000000
0.002496615282
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.10000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAR6
150000.00000000
PA
USD
152122.50000000
0.001852333555
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
4.63000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAC5
150000.00000000
PA
USD
130765.50000000
0.001592278089
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DC67
367916.66000000
PA
USD
369849.66000000
0.004503508263
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAJ9
200000.00000000
PA
USD
216990.00000000
0.002642198611
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
RWJ BARNABAS HEALTH
549300HV60S88R85TC91
RWJ Barnabas Health Inc
78349AAB9
250000.00000000
PA
USD
256260.00000000
0.003120373363
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
3.95000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAK2
500000.00000000
PA
USD
518470.00000000
0.006313197447
Long
DBT
CORP
US
N
2
2048-07-24
Fixed
4.03000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAA0
300000.00000000
PA
USD
308145.00000000
0.003752155819
Long
DBT
US
N
2
2027-03-15
Fixed
4.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
1000000.00000000
PA
USD
1018710.00000000
0.012404415630
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285C0
6682000.00000000
PA
USD
6786406.25000000
0.082635297351
Long
DBT
UST
US
N
2
2025-09-30
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MD5C3
164686.45000000
PA
USD
162201.69000000
0.001975063736
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
2.00000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DW0
150000.00000000
PA
USD
157921.50000000
0.001922945610
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
3.63000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FS0
550000.00000000
PA
USD
638000.00000000
0.007768665442
Long
DBT
CORP
US
N
2
2050-03-23
Fixed
4.70000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BC5
500000.00000000
PA
USD
511000.00000000
0.006222238308
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.75000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AH4
150000.00000000
PA
USD
150144.00000000
0.001828242169
Long
DBT
CORP
US
N
2
2048-01-30
Fixed
4.40000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AS8
100000.00000000
PA
USD
94526.00000000
0.001151004497
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.88000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAD6
400000.00000000
PA
USD
391352.00000000
0.004765333476
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
200000.00000000
PA
USD
205518.00000000
0.002502508752
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAH6
100000.00000000
PA
USD
88483.00000000
0.001077421354
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
3.16000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BR0
300000.00000000
PA
USD
321855.00000000
0.003919096890
Long
DBT
CORP
US
N
2
2030-03-30
Fixed
4.75000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAZ3
350000.00000000
PA
USD
339290.00000000
0.004131395764
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.50000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764BL3
300000.00000000
PA
USD
301608.00000000
0.003672557439
Long
DBT
CORP
US
N
2
2026-05-16
Fixed
2.95000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBF4
800000.00000000
PA
USD
770208.00000000
0.009378508264
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
4.60000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
1050000.00000000
PA
USD
976447.50000000
0.011889802428
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57000000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
00828EEF2
800000.00000000
PA
USD
745616.00000000
0.009079061523
Long
DBT
NUSS
XX
N
2
2026-07-22
Fixed
0.88000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CR14 Mortgage Trust
12630DAX2
240000.00000000
PA
USD
242586.16000000
0.002953872598
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Fixed
3.96000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G04Q3
2000000.00000000
PA
USD
1962340.00000000
0.023894612764
Long
DBT
USGSE
US
N
2
2023-05-22
Fixed
0.25000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GL1
1560000.00000000
PA
USD
1578486.00000000
0.019220579371
Long
DBT
NUSS
XX
N
2
2023-09-27
Fixed
3.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAS0
200000.00000000
PA
USD
186952.00000000
0.002276438153
Long
DBT
US
N
2
2025-07-15
Fixed
1.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFH2
156418.28000000
PA
USD
152088.29000000
0.001851916994
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VX21
164362.17000000
PA
USD
165987.59000000
0.002021163094
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31346Y2X0
1294188.91000000
PA
USD
1245052.56000000
0.015160496546
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
2.50000000
N
N
N
N
N
N
INGERSOLL-RAND GL HLD CO
549300UCF0D858BIOV83
Trane Technologies Global Holding Co Ltd
45687AAJ1
250000.00000000
PA
USD
254720.00000000
0.003101621412
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7SB0
19388.55000000
PA
USD
20080.65000000
0.000244513874
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V7E4
3570598.52000000
PA
USD
3466913.12000000
0.042215185181
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.50000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAF3
175000.00000000
PA
USD
180950.00000000
0.002203354250
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.13000000
N
N
N
N
N
N
CABOT CORP
K05C0SER542GQ6VLRO68
Cabot Corp
127055AL5
150000.00000000
PA
USD
151131.00000000
0.001840260465
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JKEF9
1365062.41000000
PA
USD
1402023.89000000
0.017071872324
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133EMRZ7
800000.00000000
PA
USD
769712.00000000
0.009372468675
Long
DBT
USGSE
US
N
2
2024-02-26
Fixed
0.25000000
N
N
N
N
N
N
NYU HOSPITALS CENTER
N/A
NYU Langone Hospitals
62952EAB3
150000.00000000
PA
USD
184455.00000000
0.002246033203
Long
DBT
CORP
US
N
2
2043-07-01
Fixed
5.75000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DD9
250000.00000000
PA
USD
245715.00000000
0.002991971205
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAS9
3033023.79000000
PA
USD
2949116.13000000
0.035910182701
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
2.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAE7
2600000.00000000
PA
USD
2696784.58000000
0.032837644469
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
4.02000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCZ7
200000.00000000
PA
USD
197870.00000000
0.002409382180
Long
DBT
CORP
US
N
2
2023-08-18
Fixed
1.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWV8
235944.24000000
PA
USD
240338.33000000
0.002926501690
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
2035045.00000000
NS
USD
2035045.00000000
0.024779911856
Long
STIV
RF
US
N
1
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAR5
500000.00000000
PA
USD
456420.00000000
0.005557639938
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ4B3
761830.66000000
PA
USD
780869.31000000
0.009508326682
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUJE0
260448.20000000
PA
USD
264115.06000000
0.003216021221
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
3.00000000
N
N
N
N
N
N
Commonwealth of Massachusetts Transportation Fund Revenue
5493001N1YCXNI1O7K10
MASSACHUSETTS ST TRANSPRTN FUND REVENUE
57604TAD8
200000.00000000
PA
USD
244573.60000000
0.002978072843
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
5.73000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U6W7
227729.27000000
PA
USD
232669.79000000
0.002833125010
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
4.00000000
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
Aon Global Ltd
00185AAD6
300000.00000000
PA
USD
305412.00000000
0.003718877194
Long
DBT
CORP
GB
N
2
2023-11-27
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BMN3
122559.18000000
PA
USD
125404.64000000
0.001527001086
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ASMH2
27756.07000000
PA
USD
28051.33000000
0.000341569589
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CGF5
617607.23000000
PA
USD
618437.13000000
0.007530456363
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VTW0
7415523.87000000
PA
USD
7217169.73000000
0.087880528324
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JZ5
800000.00000000
PA
USD
808888.00000000
0.009849498827
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAA9
250000.00000000
PA
USD
235617.50000000
0.002869018071
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
2.60000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CE1
300000.00000000
PA
USD
342018.00000000
0.004164613506
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
5.25000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
257469AJ5
300000.00000000
PA
USD
336999.00000000
0.004103499193
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.25000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBB5
250000.00000000
PA
USD
253355.00000000
0.003085000365
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTK8
712977.03000000
PA
USD
690849.85000000
0.008412196481
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
2.50000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAJ8
200000.00000000
PA
USD
221828.00000000
0.002701108961
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.60000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPL1
550000.00000000
PA
USD
539071.50000000
0.006564053499
Long
DBT
CORP
US
N
2
2025-01-21
Fixed
2.05000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AH2
150000.00000000
PA
USD
154827.00000000
0.001885265147
Long
DBT
US
N
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDS8
400000.00000000
PA
USD
394836.00000000
0.004807756721
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.88000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JAZ0
350000.00000000
PA
USD
419671.00000000
0.005110162374
Long
DBT
CORP
MX
N
2
2040-01-15
Fixed
6.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVS0
600000.00000000
PA
USD
673176.00000000
0.008196989228
Long
DBT
CORP
US
N
2
2045-10-21
Fixed
4.75000000
N
N
N
N
N
N
Rutgers The State University of New Jersey
549300BOYDHNW8J60112
RUTGERS NJ ST UNIV
783186TP4
150000.00000000
PA
USD
137031.75000000
0.001668579656
Long
DBT
MUN
US
N
2
2119-05-01
Fixed
3.92000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAR4
100000.00000000
PA
USD
111814.00000000
0.001361513413
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
4.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QC48
900000.00000000
PA
USD
915174.00000000
0.011143700042
Long
DBT
CORP
CA
N
2
2023-07-19
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283D0
7038000.00000000
PA
USD
6996211.88000000
0.085190014824
Long
DBT
UST
US
N
2
2024-10-31
Fixed
2.25000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBB9
350000.00000000
PA
USD
347123.00000000
0.004226775006
Long
DBT
US
N
2
2029-06-21
Fixed
3.40000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJX1
800000.00000000
PA
USD
763680.00000000
0.009299019474
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
Republic of Italy Government International Bond
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BG2
754000.00000000
PA
USD
863292.30000000
0.010511957770
Long
DBT
NUSS
IT
N
2
2033-06-15
Fixed
5.38000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAT2
500000.00000000
PA
USD
479245.00000000
0.005835570642
Long
DBT
CORP
IE
N
2
2023-10-29
Fixed
1.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR97
251974.76000000
PA
USD
259260.92000000
0.003156914341
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BGB6
1470111.21000000
PA
USD
1505221.30000000
0.018328465040
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4Y8
361282.79000000
PA
USD
369149.44000000
0.004494981970
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
TOLEDO EDISON COMPANY
N/A
Toledo Edison Co/The
889175BD6
100000.00000000
PA
USD
123366.00000000
0.001502177399
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UV74
343746.17000000
PA
USD
342086.14000000
0.004165443219
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
3.00000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAS6
400000.00000000
PA
USD
404800.00000000
0.004929084280
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.15000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
950000.00000000
PA
USD
973807.00000000
0.011857650138
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CU3
250000.00000000
PA
USD
211385.00000000
0.002573948815
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.70000000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AP5
300000.00000000
PA
USD
263106.00000000
0.003203734310
Long
DBT
CORP
CA
N
2
2051-06-15
Fixed
4.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VSH4
2628611.86000000
PA
USD
2608799.54000000
0.031766286570
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CX2
200000.00000000
PA
USD
168942.00000000
0.002057137738
Long
DBT
NUSS
ID
N
2
2071-03-12
Fixed
3.35000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
263901AB6
200000.00000000
PA
USD
257340.00000000
0.003133524082
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
6.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBW7
453344.47000000
PA
USD
414555.76000000
0.005047876185
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
1.50000000
N
N
N
N
N
N
CyrusOne LP / CyrusOne Finance Corp
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAT1
150000.00000000
PA
USD
150000.00000000
0.001826488740
Long
DBT
US
N
2
2030-11-01
Fixed
2.15000000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAQ3
300000.00000000
PA
USD
315420.00000000
0.003840740523
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.15000000
N
N
N
N
N
N
Northwestern University
OBWWNZE695DUK77DTI34
Northwestern University
668444AQ5
100000.00000000
PA
USD
109304.00000000
0.001330950168
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.66000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE
977100AC0
575000.00000000
PA
USD
616107.33000000
0.007502087340
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.70000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BA8
600000.00000000
PA
USD
620832.00000000
0.007559617717
Long
DBT
CORP
GB
N
2
2026-04-05
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXA3
440368.74000000
PA
USD
457889.86000000
0.005575537823
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CU3
150000.00000000
PA
USD
137086.50000000
0.001669246324
Long
DBT
CORP
US
N
2
2030-03-12
Fixed
1.85000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBN7
150000.00000000
PA
USD
154392.00000000
0.001879968330
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.05000000
N
N
N
N
N
N
Legrand France SA
969500TJLHIZLFRWEQ48
Legrand France SA
524671AA2
200000.00000000
PA
USD
229340.00000000
0.002792579518
Long
DBT
CORP
FR
N
2
2025-02-15
Fixed
8.50000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CE7
150000.00000000
PA
USD
181872.00000000
0.002214581067
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
5.35000000
N
N
N
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AU4
100000.00000000
PA
USD
106862.00000000
0.001301214931
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.95000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
200000.00000000
PA
USD
173968.00000000
0.002118337287
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
900000.00000000
PA
USD
900927.00000000
0.010970220142
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.67000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACQ37
167376.34000000
PA
USD
175279.96000000
0.002134312488
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFS8
500000.00000000
PA
USD
463120.00000000
0.005639223102
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCK2
525000.00000000
PA
USD
484680.00000000
0.005901750417
Long
DBT
CORP
CA
N
2
2025-09-11
Fixed
0.75000000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AV6
300000.00000000
PA
USD
300396.00000000
0.003657799410
Long
DBT
CORP
US
N
2
2050-09-17
Fixed
4.15000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AZ5
250000.00000000
PA
USD
256655.00000000
0.003125183117
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue 2020-1 Class A Pass Through Trust
477164AA5
233640.76000000
PA
USD
232551.99000000
0.002831690608
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AY6
325000.00000000
PA
USD
343265.00000000
0.004179797716
Long
DBT
CORP
US
N
2
2047-05-11
Fixed
4.10000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFL3
400000.00000000
PA
USD
347672.00000000
0.004233459955
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
1.50000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAU2
50000.00000000
PA
USD
57978.00000000
0.000705974427
Long
DBT
CORP
CA
N
2
2049-04-01
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LJ8
300000.00000000
PA
USD
322968.00000000
0.003932649436
Long
DBT
CORP
US
N
2
2048-04-24
Fixed
4.28000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBN1
200000.00000000
PA
USD
251568.00000000
0.003063240796
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.70000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BX1
500000.00000000
PA
USD
447695.00000000
0.005451399177
Long
DBT
CORP
JP
N
2
2032-07-20
Fixed
2.31000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAM5
150000.00000000
PA
USD
165379.50000000
0.002013758630
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.20000000
N
N
N
N
N
N
Enel Chile SA
549300YM5CWCAUVOPB53
Enel Chile SA
29278DAA3
475000.00000000
PA
USD
491872.00000000
0.005989324464
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.88000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
1100000.00000000
PA
USD
961422.00000000
0.011706843051
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9BR0
329504.32000000
PA
USD
328500.14000000
0.004000012045
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DPE6
2438842.98000000
PA
USD
2395661.27000000
0.029170988901
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M3RR7
521972.99000000
PA
USD
534041.26000000
0.006502802321
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AQ2
500000.00000000
PA
USD
486735.00000000
0.005926773313
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CH1
500000.00000000
PA
USD
561690.00000000
0.006839469736
Long
DBT
CORP
US
N
2
2047-02-09
Fixed
4.25000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BE8
168000.00000000
PA
USD
168925.68000000
0.002056939016
Long
DBT
CORP
US
N
2
2025-03-09
Fixed
3.35000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058HJ5
950000.00000000
PA
USD
900172.50000000
0.010961032903
Long
DBT
NUSS
XX
N
2
2029-10-23
Fixed
1.75000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BT8
200000.00000000
PA
USD
172838.00000000
0.002104577739
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.25000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DG0
1400000.00000000
PA
USD
1374716.00000000
0.016739355300
Long
DBT
NUSS
XX
N
2
2029-06-18
Fixed
2.25000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368DH72
400000.00000000
PA
USD
365064.00000000
0.004445235236
Long
DBT
CORP
CA
N
2
2037-01-10
Fixed
3.09000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZ49
591985.00000000
PA
USD
608044.67000000
0.007403911622
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.50000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBW7
600000.00000000
PA
USD
756738.00000000
0.009214489575
Long
DBT
CORP
US
N
2
2059-01-23
Fixed
5.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBB6
17900000.00000000
PA
USD
16140765.63000000
0.196539511220
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.63000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBF7
200000.00000000
PA
USD
182576.00000000
0.002223153388
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ96
1317524.00000000
PA
USD
1294095.31000000
0.015757670083
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFV1
750000.00000000
PA
USD
615930.00000000
0.007499928065
Long
DBT
CORP
US
N
2
2060-11-20
Fixed
3.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EK2
500000.00000000
PA
USD
435435.00000000
0.005302114164
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867AW1
150000.00000000
PA
USD
160102.50000000
0.001949502756
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.50000000
N
N
N
N
N
N
Arizona Public Service Co
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CS1
250000.00000000
PA
USD
249020.00000000
0.003032214840
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.15000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT
64990GWW8
200000.00000000
PA
USD
185489.00000000
0.002258623799
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
3.14000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AU4
250000.00000000
PA
USD
248022.50000000
0.003020068690
Long
DBT
CORP
US
N
2
2026-05-19
Fixed
2.60000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAM5
450000.00000000
PA
USD
468175.50000000
0.005700781861
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.88000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAP8
400000.00000000
PA
USD
392924.00000000
0.004784475078
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLR4
230533.75000000
PA
USD
229825.84000000
0.002798495393
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WS3E6
82755.94000000
PA
USD
84418.90000000
0.001027934468
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
600000.00000000
PA
USD
538434.00000000
0.006556290922
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109AW1
250000.00000000
PA
USD
251042.50000000
0.003056841997
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
3.00000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817MAK3
150000.00000000
PA
USD
136671.00000000
0.001664186950
Long
DBT
CORP
US
N
2
2031-11-23
Fixed
3.13000000
N
N
N
N
N
N
Southwest Gas Corp
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AB1
150000.00000000
PA
USD
149661.00000000
0.001822360875
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.15000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFP0
600000.00000000
PA
USD
695412.00000000
0.008467747919
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
5.38000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
500000.00000000
PA
USD
505350.00000000
0.006153440566
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAB2
450000.00000000
PA
USD
547222.50000000
0.006663304897
Long
DBT
CORP
NL
N
2
2043-12-01
Fixed
5.75000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423AV4
150000.00000000
PA
USD
135772.50000000
0.001653246283
Long
DBT
CORP
US
N
2
2052-03-30
Fixed
3.55000000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAE1
200000.00000000
PA
USD
192602.00000000
0.002345235895
Long
DBT
CORP
US
N
2
2027-02-08
Fixed
4.70000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FK9
350000.00000000
PA
USD
355803.00000000
0.004332467821
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
3.55000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAS1
150000.00000000
PA
USD
130830.00000000
0.001593063479
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MADC0
456147.06000000
PA
USD
491228.64000000
0.005981490532
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Fixed
5.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
950000.00000000
PA
USD
1004283.00000000
0.012228743943
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAS9
300000.00000000
PA
USD
320055.00000000
0.003897179025
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.80000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BX8
200000.00000000
PA
USD
202014.00000000
0.002459841975
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PK34
58334.75000000
PA
USD
60831.46000000
0.000740719844
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
4.00000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
350000.00000000
PA
USD
331740.50000000
0.004039468586
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CQ1
500000.00000000
PA
USD
452495.00000000
0.005509846816
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.40000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCZ2
600000.00000000
PA
USD
567390.00000000
0.006908876309
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402Q2V2
70790.60000000
PA
USD
76146.50000000
0.000927204832
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQB3
1704264.06000000
PA
USD
1753544.95000000
0.021352200711
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BRM0
920440.95000000
PA
USD
939627.20000000
0.011441456672
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
3.50000000
N
N
N
N
N
N
LOWE'S COMPANIES INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661AK3
301000.00000000
PA
USD
355369.63000000
0.004327190852
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.50000000
N
N
N
N
N
N
Northwest Pipeline LLC
549300FFKMN9OW536A14
Northwest Pipeline LLC
66775VAB1
250000.00000000
PA
USD
256322.50000000
0.003121134400
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BC0
250000.00000000
PA
USD
251330.00000000
0.003060342767
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U6T4
386512.01000000
PA
USD
375456.26000000
0.004571777542
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
2.50000000
N
N
N
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life Inc
891027AS3
170000.00000000
PA
USD
178287.50000000
0.002170934075
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943ME0
114469.48000000
PA
USD
119457.72000000
0.001454587870
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JL2
300000.00000000
PA
USD
294474.00000000
0.003585689635
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BM5
850000.00000000
PA
USD
826064.00000000
0.010058643965
Long
DBT
CORP
JP
N
2
2029-07-18
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GSTW9
183520.15000000
PA
USD
187903.09000000
0.002288019187
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F9WZ4
226476.29000000
PA
USD
225964.42000000
0.002751476458
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
500000.00000000
PA
USD
543415.00000000
0.006616942525
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.63000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAP9
89000.00000000
PA
USD
85035.94000000
0.001035447912
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.49000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC23 Mortgage Trust
12636FBJ1
440000.00000000
PA
USD
444999.56000000
0.005418577905
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.77000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
250000.00000000
PA
USD
269170.00000000
0.003277573161
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.88000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJH6
150000.00000000
PA
USD
163093.50000000
0.001985922942
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
4.90000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDT5
1863000.00000000
PA
USD
1554636.24000000
0.018930170584
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.94000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8D32
198807.42000000
PA
USD
203355.51000000
0.002476176995
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
1750000.00000000
PA
USD
1656445.00000000
0.020169854276
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.20000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AS6
350000.00000000
PA
USD
354805.50000000
0.004320321671
Long
DBT
CORP
US
N
2
2023-07-31
Fixed
3.70000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBF5
250000.00000000
PA
USD
253290.00000000
0.003084208886
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.13000000
N
N
N
N
N
N
San Diego County Water Authority
549300Y0QN5OFKA1G520
SAN DIEGO CNTY CA WTR AUTH FING AGY WTR REVENUE
79741TAR5
350000.00000000
PA
USD
473952.85000000
0.005771130293
Long
DBT
MUN
US
N
2
2049-05-01
Fixed
6.14000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VZR4
5516584.24000000
PA
USD
5369023.89000000
0.065376411210
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAM3
200000.00000000
PA
USD
201620.00000000
0.002455044398
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGJ0
69980.08000000
PA
USD
68261.84000000
0.000831196547
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
2.50000000
N
N
N
N
N
N
TRUSTEES PRINCETON UNIV
549300PJZYINN64GDJ90
Trustees of Princeton University/The
89837LAB1
200000.00000000
PA
USD
258514.00000000
0.003147819401
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
5.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9AU4
475343.14000000
PA
USD
474337.39000000
0.005775812679
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
750000.00000000
PA
USD
773925.00000000
0.009423768655
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAR4
650000.00000000
PA
USD
676110.50000000
0.008232721436
Long
DBT
CORP
US
N
2
2044-01-31
Fixed
5.38000000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES CA UNIF SCH DIST
544646ZR6
450000.00000000
PA
USD
571462.20000000
0.006958461825
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
6.76000000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015AG8
350000.00000000
PA
USD
325605.00000000
0.003964759108
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LNY8
109731.29000000
PA
USD
115201.11000000
0.001402756868
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
4.00000000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CT7
150000.00000000
PA
USD
155433.00000000
0.001892644162
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXX3
888572.52000000
PA
USD
905120.79000000
0.011021286210
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CY2
100000.00000000
PA
USD
102366.00000000
0.001246468975
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
3.50000000
N
N
N
N
N
N
ITC Holdings Corp
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AH8
150000.00000000
PA
USD
172120.50000000
0.002095841034
Long
DBT
CORP
US
N
2
2043-07-01
Fixed
5.30000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CN2
450000.00000000
PA
USD
420475.50000000
0.005119958442
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WU7D9
32911.86000000
PA
USD
32811.56000000
0.000399532965
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.50000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AW0
250000.00000000
PA
USD
221777.50000000
0.002700494044
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7PT7
368232.21000000
PA
USD
405902.70000000
0.004942511408
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
6.00000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAE2
350000.00000000
PA
USD
363475.00000000
0.004425886632
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC68
4069970.33000000
PA
USD
3781146.88000000
0.046041481345
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
700000.00000000
PA
USD
700882.00000000
0.008534353875
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
BAKER HUGHES HLDGS LLC
549300XU3XH6F05YEQ93
Baker Hughes Holdings LLC
057224AZ0
150000.00000000
PA
USD
170535.00000000
0.002076535048
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DA85
98357.70000000
PA
USD
103468.09000000
0.001259888675
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
5.00000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAR3
450000.00000000
PA
USD
453379.50000000
0.005520617012
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.73000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCT7
400000.00000000
PA
USD
415816.00000000
0.005063221613
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
4.13000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170AQ7
200000.00000000
PA
USD
204886.00000000
0.002494813146
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKJ0
361306.21000000
PA
USD
358916.98000000
0.004370385484
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
2.50000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AF8
150000.00000000
PA
USD
151566.00000000
0.001845557282
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.38000000
N
N
N
N
N
N
Enel Americas SA
549300LKH11TFCJLZK20
Enel Americas SA
29274FAF1
250000.00000000
PA
USD
256620.00000000
0.003124756936
Long
DBT
CORP
CL
N
2
2026-10-25
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HPHK3
284868.22000000
PA
USD
284585.40000000
0.003465280191
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
600000.00000000
PA
USD
579426.00000000
0.007055433765
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C5A8
379518.18000000
PA
USD
389813.94000000
0.004746605148
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
3.50000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AJ0
50000.00000000
PA
USD
49619.00000000
0.000604190298
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307BGG9
159294.02000000
PA
USD
156890.62000000
0.001910393005
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
2.00000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AC9
100000.00000000
PA
USD
103118.00000000
0.001255625772
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.88000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BQ7
100000.00000000
PA
USD
98995.00000000
0.001205421685
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
1.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQN8
385007.81000000
PA
USD
383825.54000000
0.004673686847
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
431000.00000000
PA
USD
578458.03000000
0.007043647190
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
450000.00000000
PA
USD
382878.00000000
0.004662149039
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GKCK0
170974.12000000
PA
USD
178417.61000000
0.002172518371
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBT6
150000.00000000
PA
USD
167841.00000000
0.002043731311
Long
DBT
CORP
GB
N
2
2059-06-19
Fixed
5.13000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AD9
150000.00000000
PA
USD
149460.00000000
0.001819913380
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AMU9
40304.56000000
PA
USD
38595.63000000
0.000469963224
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MLXD1
163431.70000000
PA
USD
163151.90000000
0.001986634055
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
700000.00000000
PA
USD
668360.00000000
0.008138346763
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.82000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBP9
600000.00000000
PA
USD
544398.00000000
0.006628912114
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae - ACES
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AMM48
2322.50000000
PA
USD
2322.50000000
0.000028280133
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Variable
2.51000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406HCX5
350000.00000000
PA
USD
353983.00000000
0.004310306425
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138APD54
91732.95000000
PA
USD
93853.86000000
0.001142820123
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CZA6
414007.72000000
PA
USD
412381.20000000
0.005021397456
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
2.50000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AW4
250000.00000000
PA
USD
218495.00000000
0.002660524382
Long
DBT
CORP
US
N
2
2036-08-15
Fixed
2.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXK3
19641029.10000000
PA
USD
18280673.16000000
0.222596291279
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZX8
200000.00000000
PA
USD
189814.00000000
0.002311287558
Long
DBT
CORP
CA
N
2
2024-10-07
Fixed
0.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468N2
500000.00000000
PA
USD
643655.00000000
0.007837524067
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
5.60000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAC0
250000.00000000
PA
USD
254210.00000000
0.003095411351
Long
DBT
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AX6
250000.00000000
PA
USD
195127.50000000
0.002375987877
Long
DBT
CORP
GB
N
2
2050-08-06
Fixed
2.13000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
350000.00000000
PA
USD
335419.00000000
0.004084260178
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAK7
12800000.00000000
PA
USD
12439250.05000000
0.151467667694
Long
DBT
UST
US
N
2
2023-09-15
Fixed
0.13000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAX6
300000.00000000
PA
USD
317361.00000000
0.003864375287
Long
DBT
CORP
XX
N
2
2026-03-01
Fixed
5.35000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BB4
1100000.00000000
PA
USD
1112848.00000000
0.013550695611
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
525000.00000000
PA
USD
549591.00000000
0.006692145155
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GS6
100000.00000000
PA
USD
128963.00000000
0.001570329782
Long
DBT
CORP
US
N
2
2040-04-30
Fixed
6.22000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039482AB0
450000.00000000
PA
USD
453861.00000000
0.005526480041
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
3.25000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HJ5
250000.00000000
PA
USD
257530.00000000
0.003135837635
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDT5
250000.00000000
PA
USD
221677.50000000
0.002699276384
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
1.80000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJD3
250000.00000000
PA
USD
238252.50000000
0.002901103390
Long
DBT
CORP
US
N
2
2033-01-27
Fixed
2.68000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBE5
265000.00000000
PA
USD
282837.15000000
0.003443992465
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BD1
50000.00000000
PA
USD
50827.00000000
0.000618899621
Long
DBT
US
N
2
2025-01-15
Fixed
4.50000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123BN0
425000.00000000
PA
USD
541416.00000000
0.006592601518
Long
DBT
CORP
US
N
2
2036-08-15
Fixed
6.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8FR7
38194.16000000
PA
USD
39067.92000000
0.000475714106
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DW65
947869.77000000
PA
USD
893281.03000000
0.010877118288
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CA0
300000.00000000
PA
USD
344955.00000000
0.004200376156
Long
DBT
CORP
US
N
2
2047-02-06
Fixed
4.25000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAS7
300000.00000000
PA
USD
285999.00000000
0.003482493021
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
2.70000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AD6
200000.00000000
PA
USD
210252.00000000
0.002560152737
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
4.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBE2
100000.00000000
PA
USD
105795.00000000
0.001288222508
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AK6
2003991.53000000
PA
USD
1900797.19000000
0.023145231100
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
1.50000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBF4
550000.00000000
PA
USD
516901.00000000
0.006294092375
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.88000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BJ2
300000.00000000
PA
USD
298170.00000000
0.003630694317
Long
DBT
CORP
JP
N
2
2024-07-18
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8A84
88747.81000000
PA
USD
88949.81000000
0.001083105509
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AS33
401319.51000000
PA
USD
410904.07000000
0.005003411048
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.50000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration Inc
651290AQ1
400000.00000000
PA
USD
420692.00000000
0.005122594674
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYTX7
848310.74000000
PA
USD
821943.26000000
0.010008467397
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
2.50000000
N
N
N
N
N
N
Mississippi Power Co
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417CD4
100000.00000000
PA
USD
85626.00000000
0.001042632832
Long
DBT
CORP
US
N
2
2051-07-30
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVS6
71946.51000000
PA
USD
73701.62000000
0.000897434527
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308GZ4
150000.00000000
PA
USD
134970.00000000
0.001643474568
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335A5Q7
315056.01000000
PA
USD
334171.72000000
0.004069072559
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3J2
324502.50000000
PA
USD
326209.00000000
0.003972113769
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AN0
450000.00000000
PA
USD
410017.50000000
0.004992615647
Long
DBT
CORP
CA
N
2
2030-12-17
Fixed
3.20000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BA6
250000.00000000
PA
USD
317175.00000000
0.003862110441
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
7.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
500000.00000000
PA
USD
459355.00000000
0.005593378235
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKRH0
620947.25000000
PA
USD
638902.70000000
0.007779657251
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F1WJ7
218478.39000000
PA
USD
221554.35000000
0.002697776837
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
1281000.00000000
PA
USD
1140371.82000000
0.013885841926
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DG80
455424.76000000
PA
USD
465954.40000000
0.005673736433
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
PUB SVC NEW HAMP
549300SHPFALUPKK2351
Public Service Co of New Hampshire
744482BM1
100000.00000000
PA
USD
97979.00000000
0.001193050268
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.60000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAA9
100000.00000000
PA
USD
93693.00000000
0.001140861396
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
700000.00000000
PA
USD
714784.00000000
0.008703632851
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CK6
250000.00000000
PA
USD
215855.00000000
0.002628378180
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5R2
1956547.08000000
PA
USD
1921981.86000000
0.023403188175
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9UY5
736955.49000000
PA
USD
783514.38000000
0.009540534619
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAB7
16100000.00000000
PA
USD
14927718.75000000
0.181768734768
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAJ0
250000.00000000
PA
USD
222395.00000000
0.002708013089
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.75000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AQ6
100000.00000000
PA
USD
100493.00000000
0.001223662219
Long
DBT
US
N
2
2027-11-15
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NNB0
39790.00000000
PA
USD
41782.30000000
0.000508766003
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
4.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDR0
200000.00000000
PA
USD
199162.00000000
0.002425114336
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.38000000
N
N
N
N
N
N
Texas Health Resources
54930008C10TUBW7Z611
Texas Health Resources
882484AA6
100000.00000000
PA
USD
111655.00000000
0.001359577335
Long
DBT
CORP
US
N
2
2055-11-15
Fixed
4.33000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FT0
250000.00000000
PA
USD
237100.00000000
0.002887069868
Long
DBT
CORP
US
N
2
2041-05-20
Fixed
3.20000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAH7
450000.00000000
PA
USD
488628.00000000
0.005949823601
Long
DBT
CORP
US
N
2
2048-09-21
Fixed
4.25000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GHA6
400000.00000000
PA
USD
448750.80000000
0.005464255222
Long
DBT
MUN
US
N
2
2112-05-15
Fixed
4.86000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2H9
500000.00000000
PA
USD
465150.00000000
0.005663941583
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFB96
271844.12000000
PA
USD
276702.06000000
0.003369287980
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
91912EAA3
175000.00000000
PA
USD
188436.50000000
0.002294514303
Long
DBT
CORP
BR
N
2
2042-09-11
Fixed
5.63000000
N
N
N
N
N
N
University of Virginia
N/A
UNIV OF VIRGINIA VA UNIV REVENUES
915217WX7
150000.00000000
PA
USD
148926.30000000
0.001813414733
Long
DBT
MUN
US
N
2
2117-09-01
Fixed
4.18000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KLA4
296119.05000000
PA
USD
327313.21000000
0.003985559284
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152FA4
125000.00000000
PA
USD
142912.88000000
0.001740191774
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
6.73000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8AR2
110039.74000000
PA
USD
112559.26000000
0.001370588140
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.50000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AC9
250000.00000000
PA
USD
229857.50000000
0.002798880904
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJUS7
113919.73000000
PA
USD
118656.57000000
0.001444832593
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YMB0
59811.24000000
PA
USD
62772.58000000
0.000764356070
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JNMJ3
360934.27000000
PA
USD
375878.36000000
0.004576917281
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AL4
2622857.18000000
PA
USD
2550306.85000000
0.031054044972
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SWV5
368655.35000000
PA
USD
360974.82000000
0.004395442961
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJQ76
690649.85000000
PA
USD
719815.16000000
0.008764895232
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAJ4
550000.00000000
PA
USD
623755.00000000
0.007595209894
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.48000000
N
N
N
N
N
N
Oesterreichische Kontrollbank AG
5299000OVRLMF858L016
Oesterreichische Kontrollbank AG
676167BZ1
500000.00000000
PA
USD
501075.00000000
0.006101385636
Long
DBT
CORP
AT
N
2
2022-09-17
Fixed
1.63000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCF1
150000.00000000
PA
USD
139648.50000000
0.001700442752
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.95000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BS4
648000.00000000
PA
USD
661672.80000000
0.008056919459
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QRY9
771403.20000000
PA
USD
787649.11000000
0.009590881538
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Z8
11032000.00000000
PA
USD
10874276.93000000
0.132411629144
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
549300A0CD4KNFGIIS89
Utah Acquisition Sub Inc
62854AAP9
350000.00000000
PA
USD
346265.50000000
0.004216333579
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K85M4
87855.53000000
PA
USD
95727.96000000
0.001165640273
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417BRG4
152069.14000000
PA
USD
155447.82000000
0.001892824619
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.50000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
649902T37
200000.00000000
PA
USD
246840.40000000
0.003005674741
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
5.60000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO TX ELEC & GAS REVENUE
79625GDG5
125000.00000000
PA
USD
107438.63000000
0.001308236319
Long
DBT
MUN
US
N
2
2048-02-01
Fixed
2.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3S9
737624.67000000
PA
USD
713228.70000000
0.008684694598
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
2.50000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
913366KB5
200000.00000000
PA
USD
175402.60000000
0.002135805826
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.01000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
1000000.00000000
PA
USD
968610.00000000
0.011794368391
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAP0
500000.00000000
PA
USD
504295.00000000
0.006140594261
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAV5
600000.00000000
PA
USD
510192.00000000
0.006212399622
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.88000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BT6
200000.00000000
PA
USD
181160.00000000
0.002205911334
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.40000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
250000.00000000
PA
USD
252685.00000000
0.003076842048
Long
DBT
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EL3
50000.00000000
PA
USD
58977.50000000
0.000718144931
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.85000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCJK1
308000.00000000
PA
USD
315965.37000000
0.003847381270
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Variable
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DNG3
1439688.43000000
PA
USD
1382016.69000000
0.016828252821
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.50000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GQ0
150000.00000000
PA
USD
155476.50000000
0.001893173844
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EQ7
200000.00000000
PA
USD
200838.00000000
0.002445522304
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.60000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAH5
149000.00000000
PA
USD
150323.12000000
0.001830423240
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M7WU5
84370.13000000
PA
USD
84225.69000000
0.001025581829
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.00000000
N
N
N
N
N
N
KENTUCKY UTILITIES CO
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BM8
250000.00000000
PA
USD
228465.00000000
0.002781925000
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.30000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAV7
200000.00000000
PA
USD
207664.00000000
0.002528639718
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.15000000
N
N
N
N
N
N
HOLLYFRONTIER CORP
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AB4
150000.00000000
PA
USD
148686.00000000
0.001810488698
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWQ9
246056.78000000
PA
USD
250639.20000000
0.003051931177
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DA2
700000.00000000
PA
USD
759360.00000000
0.009246416598
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAH9
350000.00000000
PA
USD
401310.00000000
0.004886587975
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.20000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAQ9
500000.00000000
PA
USD
535805.00000000
0.006524278663
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.95000000
N
N
N
N
N
N
SUMITOMO MITSUI BANKING
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
865622BJ2
250000.00000000
PA
USD
255422.50000000
0.003110175468
Long
DBT
CORP
JP
N
2
2024-01-10
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942L86
101950.90000000
PA
USD
106393.61000000
0.001295511538
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05574LFY9
375000.00000000
PA
USD
378776.25000000
0.004612203704
Long
DBT
CORP
FR
N
2
2023-03-03
Fixed
3.25000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AV8
150000.00000000
PA
USD
154093.50000000
0.001876333618
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
500000.00000000
PA
USD
421755.00000000
0.005135538391
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAG7
500000.00000000
PA
USD
509330.00000000
0.006201903400
Long
DBT
CORP
FR
N
2
2024-04-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3C4
280341.87000000
PA
USD
256136.34000000
0.003118867606
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7XP5
145679.29000000
PA
USD
151632.64000000
0.001846368730
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130ARHG9
1500000.00000000
PA
USD
1495425.00000000
0.018209179496
Long
DBT
USGSE
US
N
2
2024-02-28
Fixed
2.13000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAM1
150000.00000000
PA
USD
146022.00000000
0.001778050258
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFHX7
568875.24000000
PA
USD
579041.21000000
0.007050748334
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
YALE-NEW HAVEN HLTH SRVC
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp
98459HAA0
200000.00000000
PA
USD
156804.00000000
0.001909338269
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423AW2
100000.00000000
PA
USD
78994.00000000
0.000961877677
Long
DBT
CORP
US
N
2
2061-09-30
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287YND2
47498.90000000
PA
USD
51302.47000000
0.000624689225
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WYH9
556034.94000000
PA
USD
568300.06000000
0.006919957738
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAW1
15900000.00000000
PA
USD
15409957.07000000
0.187640753846
Long
DBT
UST
US
N
2
2023-11-15
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AF7
2704600.68000000
PA
USD
2565328.89000000
0.031236962218
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
1.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
600000.00000000
PA
USD
585864.00000000
0.007133826662
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.75000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ET6
500000.00000000
PA
USD
514935.00000000
0.006270153196
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178WDM8
103559.48000000
PA
USD
104510.45000000
0.001272581067
Long
ABS-MBS
USGA
US
N
2
2042-10-15
Fixed
3.00000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AR0
200000.00000000
PA
USD
202598.00000000
0.002466953105
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.65000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAD6
200000.00000000
PA
USD
255246.00000000
0.003108026300
Long
DBT
CORP
CA
N
2
2031-10-15
Fixed
7.13000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AN5
125000.00000000
PA
USD
136125.00000000
0.001657538531
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.40000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DQ2
650000.00000000
PA
USD
511491.50000000
0.006228223103
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJAS9
208703.20000000
PA
USD
230914.86000000
0.002811755945
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
250000.00000000
PA
USD
244347.50000000
0.002975319716
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.13000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBH7
250000.00000000
PA
USD
252120.00000000
0.003069962274
Long
DBT
CORP
MX
N
2
2029-04-22
Fixed
3.63000000
N
N
N
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Korea International Bond
50064FAK0
300000.00000000
PA
USD
306240.00000000
0.003728959412
Long
DBT
NUSS
KR
N
2
2023-09-11
Fixed
3.88000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A5G5
1400000.00000000
PA
USD
2082792.60000000
0.025361314881
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
978944.16000000
PA
USD
988021.25000000
0.012030731255
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
500000.00000000
PA
USD
459770.00000000
0.005598431520
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AZ7
250000.00000000
PA
USD
225970.00000000
0.002751544404
Long
DBT
US
N
2
2026-03-15
Fixed
0.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBA8
14700000.00000000
PA
USD
14182916.03000000
0.172699576223
Long
DBT
UST
US
N
2
2023-12-15
Fixed
0.13000000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946AL8
150000.00000000
PA
USD
136348.50000000
0.001660260000
Long
DBT
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AB3
180000.00000000
PA
USD
215911.80000000
0.002629069810
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.38000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GU1
150000.00000000
PA
USD
135649.50000000
0.001651748562
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECA7
150000.00000000
PA
USD
168861.00000000
0.002056151434
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
4.88000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DP0
350000.00000000
PA
USD
349730.50000000
0.004258525469
Long
DBT
CORP
US
N
2
2046-10-06
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EZE2
312848.25000000
PA
USD
336700.59000000
0.004099865576
Long
ABS-MBS
USGA
US
N
2
2039-01-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417L2C8
48961.52000000
PA
USD
53223.49000000
0.000648080701
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283W8
19822000.00000000
PA
USD
20132493.00000000
0.245145145191
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CN0
250000.00000000
PA
USD
258865.00000000
0.003152093385
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
200000.00000000
PA
USD
200710.00000000
0.002443963700
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.63000000
N
N
N
N
N
N
Los Angeles Community College District/CA
N/A
LOS ANGELES CA CMNTY CLG DIST
54438CYM8
125000.00000000
PA
USD
115538.00000000
0.001406859040
Long
DBT
MUN
US
N
2
2028-08-01
Fixed
1.61000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05723KAF7
575000.00000000
PA
USD
580393.50000000
0.007067214617
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
4.08000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7MZ5
344715.26000000
PA
USD
353620.79000000
0.004305895941
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.50000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAY3
200000.00000000
PA
USD
189240.00000000
0.002304298194
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.70000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BU9
650000.00000000
PA
USD
757601.00000000
0.009224997974
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417ES44
656666.45000000
PA
USD
655542.22000000
0.007982269890
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBB4
150000.00000000
PA
USD
142674.00000000
0.001737283030
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375BQ4
150000.00000000
PA
USD
193302.00000000
0.002353759509
Long
DBT
CORP
CA
N
2
2037-11-15
Fixed
6.38000000
N
N
N
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
Invesco Finance PLC
46132FAD2
350000.00000000
PA
USD
357196.00000000
0.004349429813
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D54Y5
158418.79000000
PA
USD
154175.80000000
0.001877335751
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
2.00000000
N
N
N
N
N
N
Republic of Italy Government International Bond
815600DE60799F5A9309
Republic of Italy Government International Bond
465410CA4
800000.00000000
PA
USD
738856.00000000
0.008996747764
Long
DBT
NUSS
IT
N
2
2026-02-17
Fixed
1.25000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EAZ2
150000.00000000
PA
USD
154249.50000000
0.001878233166
Long
DBT
US
N
2
2046-10-15
Fixed
3.90000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
200000.00000000
PA
USD
174998.00000000
0.002130879177
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.67000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDQ8
13500190.95000000
PA
USD
12862446.92000000
0.156620763147
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
13278000.00000000
PA
USD
12979245.00000000
0.158042965667
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.38000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CQ5
400000.00000000
PA
USD
356704.00000000
0.004343438930
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.30000000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE
576000XQ1
100000.00000000
PA
USD
93595.60000000
0.001139675396
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
3.40000000
N
N
N
N
N
N
PINNACLE WEST CAPITAL
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484AH4
250000.00000000
PA
USD
234625.00000000
0.002856932804
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AF9
250000.00000000
PA
USD
260250.00000000
0.003168957964
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.85000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAK5
300000.00000000
PA
USD
304470.00000000
0.003707406845
Long
DBT
CORP
CA
N
2
2023-10-16
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312926KB3
438981.10000000
PA
USD
472561.76000000
0.005754191558
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NHJ0
18107.70000000
PA
USD
17917.72000000
0.000218176758
Long
ABS-MBS
USGA
US
N
2
2028-07-20
Fixed
2.50000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170BC7
150000.00000000
PA
USD
150933.00000000
0.001837849500
Long
DBT
CORP
US
N
2
2069-11-15
Fixed
4.20000000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765UEK6
250000.00000000
PA
USD
413167.50000000
0.005030971910
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
8.08000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AY8
350000.00000000
PA
USD
354942.00000000
0.004321983776
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.91000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
250000.00000000
PA
USD
235575.00000000
0.002868500566
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MBMB9
54523.96000000
PA
USD
54430.61000000
0.000662779308
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.00000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AM0
250000.00000000
PA
USD
254570.00000000
0.003099794924
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.38000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2013-LC12
549300V2DF3KW9L1CV04
Wells Fargo Commercial Mortgage Trust 2013-LC12
94988QAG6
640000.00000000
PA
USD
646844.59000000
0.007876362402
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.22000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BK9
100000.00000000
PA
USD
97634.00000000
0.001188849344
Long
DBT
US
N
2
2029-12-15
Fixed
3.10000000
N
N
N
N
N
N
Hudson Pacific Properties LP
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAB2
150000.00000000
PA
USD
157014.00000000
0.001911895353
Long
DBT
US
N
2
2029-04-01
Fixed
4.65000000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003AF5
100000.00000000
PA
USD
113082.00000000
0.001376953331
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
5.38000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABJ1
200000.00000000
PA
USD
201444.00000000
0.002452901318
Long
DBT
US
N
2
2028-03-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BG1
700000.00000000
PA
USD
885059.00000000
0.010777001986
Long
DBT
NUSS
PH
N
2
2034-10-23
Fixed
6.38000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CC3
250000.00000000
PA
USD
226780.00000000
0.002761407443
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.45000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHN3
400000.00000000
PA
USD
390916.00000000
0.004760024482
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402C4H2
103352.00000000
PA
USD
112225.68000000
0.001366526272
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9XR7
941368.57000000
PA
USD
936458.43000000
0.011402871854
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
1150000.00000000
PA
USD
1175024.00000000
0.014307787370
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSS2
6432704.37000000
PA
USD
6062205.04000000
0.073816994979
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDM0
20000000.00000000
PA
USD
19442578.20000000
0.236744334431
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329NJX7
1347645.92000000
PA
USD
1431516.25000000
0.017430988747
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VDR8
68229.77000000
PA
USD
70741.49000000
0.000861390233
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
4.50000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAM1
150000.00000000
PA
USD
152428.50000000
0.001856059593
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.40000000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PAJ4
100000.00000000
PA
USD
102595.00000000
0.001249257415
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.50000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AN6
200000.00000000
PA
USD
223874.00000000
0.002726022268
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.05000000
N
N
N
N
N
N
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
N/A
CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE
167725AC4
445000.00000000
PA
USD
569584.43000000
0.006935596986
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.90000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460DAC3
250000.00000000
PA
USD
250195.00000000
0.003046522335
Long
DBT
US
N
2
2027-09-15
Fixed
3.09000000
N
N
N
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187AD4
100000.00000000
PA
USD
97836.00000000
0.001191309015
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAN0
6219818.14000000
PA
USD
5943427.27000000
0.072370686583
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BF1
250000.00000000
PA
USD
266512.50000000
0.003245213869
Long
DBT
CORP
US
N
2
2042-06-09
Fixed
3.90000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAL2
750000.00000000
PA
USD
758062.50000000
0.009230617471
Long
DBT
CORP
US
N
2
2038-07-22
Fixed
3.97000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAG3
350000.00000000
PA
USD
356510.00000000
0.004341076672
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
3.40000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ETW9
350000.00000000
PA
USD
347252.50000000
0.004228351875
Long
DBT
CORP
US
N
2
2027-09-08
Fixed
2.80000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
1200000.00000000
PA
USD
1257264.00000000
0.015309190263
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484AB7
200000.00000000
PA
USD
180960.00000000
0.002203476016
Long
DBT
US
N
2
2032-01-15
Fixed
2.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3N0
871676.20000000
PA
USD
863602.70000000
0.010515737384
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
2.50000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAC7
300000.00000000
PA
USD
282615.00000000
0.003441287435
Long
DBT
CORP
JE
N
2
2052-05-01
Fixed
4.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXE9
600000.00000000
PA
USD
608034.00000000
0.007403781698
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
3.63000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
650000.00000000
PA
USD
644624.50000000
0.007849329273
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.13000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AH0
400000.00000000
PA
USD
494044.00000000
0.006015772021
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QQMD1
301783.97000000
PA
USD
313791.17000000
0.003820906925
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAE3
350000.00000000
PA
USD
389770.50000000
0.004746076197
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LX84
136269.84000000
PA
USD
140608.17000000
0.001712128261
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
3.50000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVS5
200000.00000000
PA
USD
183912.00000000
0.002239421314
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAT8
18800000.00000000
PA
USD
17335656.34000000
0.211089207405
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828V23
8342000.00000000
PA
USD
8342162.92000000
0.101579110954
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.25000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
450000.00000000
PA
USD
464724.00000000
0.005658754355
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAJ3
300000.00000000
PA
USD
307044.00000000
0.003738749391
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.75000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BV5
775000.00000000
PA
USD
818059.00000000
0.009961170349
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
3.70000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
1200000.00000000
PA
USD
1371996.00000000
0.016706234971
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
550000.00000000
PA
USD
510801.50000000
0.006219821255
Long
DBT
CORP
DE
N
2
2026-11-24
Fixed
2.13000000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE
576000ZJ5
500000.00000000
PA
USD
448664.50000000
0.005463204382
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QL41
100718.34000000
PA
USD
101483.03000000
0.001235717410
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
3.00000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385BA8
200000.00000000
PA
USD
189278.00000000
0.002304760905
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENQS1
195248.26000000
PA
USD
202073.92000000
0.002460571597
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CL1
650000.00000000
PA
USD
590317.00000000
0.007188049024
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CD2
500000.00000000
PA
USD
476695.00000000
0.005804520333
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DN5
300000.00000000
PA
USD
295173.00000000
0.003594201072
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9KQ2
168967.13000000
PA
USD
168609.62000000
0.002053090482
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AX8
500000.00000000
PA
USD
504960.00000000
0.006148691695
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.15000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BK5
476000.00000000
PA
USD
541250.08000000
0.006590581178
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
5.15000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CB1
900000.00000000
PA
USD
873873.00000000
0.010640794633
Long
DBT
NUSS
PH
N
2
2042-02-02
Fixed
3.70000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AT2
100000.00000000
PA
USD
100345.00000000
0.001221860084
Long
DBT
CORP
US
N
2
2027-05-19
Fixed
3.15000000
N
N
N
N
N
N
ADVOCATE HEALTH CORP
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp
007589AA2
100000.00000000
PA
USD
102329.00000000
0.001246018442
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.83000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
HSBC Bank USA NA
4042Q1AD9
250000.00000000
PA
USD
342215.00000000
0.004167012295
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
7.00000000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AU2
100000.00000000
PA
USD
87550.00000000
0.001066060594
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.50000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBM1
200000.00000000
PA
USD
177482.00000000
0.002161125830
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.75000000
N
N
N
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AF9
75000.00000000
PA
USD
70224.75000000
0.000855098101
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.30000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBR4
250000.00000000
PA
USD
229815.00000000
0.002798363399
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.10000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFX2
1050000.00000000
PA
USD
1064847.00000000
0.012966207037
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJUC2
39748.63000000
PA
USD
42160.34000000
0.000513369241
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBC4
300000.00000000
PA
USD
311109.00000000
0.003788247236
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.70000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAQ0
50000.00000000
PA
USD
51504.50000000
0.000627149262
Long
DBT
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AN1
200000.00000000
PA
USD
182248.00000000
0.002219159466
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AM6
350000.00000000
PA
USD
348166.00000000
0.004239475191
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
2.70000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AS8
500000.00000000
PA
USD
508865.00000000
0.006196241285
Long
DBT
CORP
GB
N
2
2023-08-16
Fixed
4.05000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CH4
200000.00000000
PA
USD
240008.00000000
0.002922479397
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAK6
250000.00000000
PA
USD
248952.50000000
0.003031392920
Long
DBT
CORP
US
N
2
2025-02-06
Fixed
2.90000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAN6
500000.00000000
PA
USD
508125.00000000
0.006187230607
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.90000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MBF9
150000.00000000
PA
USD
153310.50000000
0.001866799346
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AQ3
2017325.24000000
PA
USD
1961524.41000000
0.023884681657
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
2.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641593X2
400000.00000000
PA
USD
383764.00000000
0.004672937499
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
0.70000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BP7
350000.00000000
PA
USD
359180.50000000
0.004373594259
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MBWC6
37366.85000000
PA
USD
37774.86000000
0.000459969043
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVR7
250000.00000000
PA
USD
232150.00000000
0.002826795740
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
1.05000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAH5
250000.00000000
PA
USD
251785.00000000
0.003065883116
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.13000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
750000.00000000
PA
USD
810757.50000000
0.009872262965
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHER9
1155520.25000000
PA
USD
1147911.24000000
0.013977646364
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EY0
1748000.00000000
PA
USD
2052739.22000000
0.024995367147
Long
DBT
UST
US
N
2
2026-11-15
Fixed
6.50000000
N
N
N
N
N
N
LINDE INC/CT
ZU69GUVJQGZ6Z1UOOO79
Linde Inc/CT
74005PBD5
150000.00000000
PA
USD
152685.00000000
0.001859182888
Long
DBT
CORP
US
N
2
2042-11-07
Fixed
3.55000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DT4
800000.00000000
PA
USD
764656.00000000
0.009310903828
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.13000000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CK6
150000.00000000
PA
USD
147295.50000000
0.001793557148
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.75000000
N
N
N
N
N
N
MONTEFIORE OBLIGATED GRP
N/A
Montefiore Obligated Group
61237WAE6
150000.00000000
PA
USD
149587.50000000
0.001821465896
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.25000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JE5
1500000.00000000
PA
USD
1498290.00000000
0.018244065431
Long
DBT
CORP
DE
N
2
2023-02-15
Fixed
1.63000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746JM4
100000.00000000
PA
USD
115882.00000000
0.001411047788
Long
DBT
CORP
US
N
2
2035-02-07
Fixed
5.38000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
373298CF3
300000.00000000
PA
USD
327726.00000000
0.003990585659
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
8.00000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JF8
100000.00000000
PA
USD
98174.00000000
0.001195424703
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.70000000
N
N
N
N
N
N
UNITED AIR 2013-1 A PTT
N/A
United Airlines 2013-1 Class A Pass Through Trust
909319AA3
753640.38000000
PA
USD
759918.20000000
0.009253213572
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.30000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAN1
200000.00000000
PA
USD
190214.00000000
0.002316158194
Long
DBT
US
N
2
2029-11-15
Fixed
3.10000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JV6
1000000.00000000
PA
USD
981680.00000000
0.011953516443
Long
DBT
NUSS
XX
N
2
2023-04-20
Fixed
0.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6A59
2296838.00000000
PA
USD
2233305.62000000
0.027194050457
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.00000000
N
N
N
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034AL5
100000.00000000
PA
USD
106584.00000000
0.001297829839
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.10000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAH4
600000.00000000
PA
USD
560304.00000000
0.006822592980
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-NXS5
549300SGFUCMB43V8P22
Wells Fargo Commercial Mortgage Trust 2016-NXS5
95000CAZ6
1375000.00000000
PA
USD
1370150.75000000
0.016683766115
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Fixed
3.37000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBL2
400000.00000000
PA
USD
349088.00000000
0.004250702009
Long
DBT
CORP
JP
N
2
2031-09-08
Fixed
1.98000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AH6
450000.00000000
PA
USD
497713.50000000
0.006060454024
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.55000000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866BF4
200000.00000000
PA
USD
188582.00000000
0.002296285997
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QL58
427348.36000000
PA
USD
436348.40000000
0.005313236263
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWX6
5000269.93000000
PA
USD
4866349.35000000
0.059255548627
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BV0
400000.00000000
PA
USD
452616.00000000
0.005511320184
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
PROSPECT CAPITAL CORP
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAU6
150000.00000000
PA
USD
141322.50000000
0.001720826366
Long
DBT
CORP
US
N
2
2026-01-22
Fixed
3.71000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBC0
150000.00000000
PA
USD
143980.50000000
0.001753191747
Long
DBT
US
N
2
2029-11-15
Fixed
2.88000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AX2
400000.00000000
PA
USD
394024.00000000
0.004797869329
Long
DBT
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCB0
250000.00000000
PA
USD
238035.00000000
0.002898454981
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.45000000
N
N
N
N
N
N
President & Fellows of Harvard College
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AN3
200000.00000000
PA
USD
199652.00000000
0.002431080866
Long
DBT
CORP
US
N
2
2056-07-15
Fixed
3.30000000
N
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AP8
200000.00000000
PA
USD
171274.00000000
0.002085533550
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.52000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BZP4
192122.91000000
PA
USD
195556.20000000
0.002381207982
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6B71
668504.12000000
PA
USD
670835.04000000
0.008168484314
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
3.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EJ7
100000.00000000
PA
USD
130647.00000000
0.001590835163
Long
DBT
USGA
US
N
2
2060-09-15
Fixed
4.63000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAR1
400000.00000000
PA
USD
380516.00000000
0.004633387930
Long
DBT
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
1050000.00000000
PA
USD
852642.00000000
0.010382273416
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2M1
1936055.77000000
PA
USD
1955470.15000000
0.023810961406
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
1200000.00000000
PA
USD
1106508.00000000
0.013473496020
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ASE47
57180.05000000
PA
USD
61819.66000000
0.000752752752
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JNCS4
101229.98000000
PA
USD
105421.30000000
0.001283672116
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5Y7
839567.67000000
PA
USD
843256.52000000
0.010267990259
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBK0
400000.00000000
PA
USD
367652.00000000
0.004476748255
Long
DBT
CORP
US
N
2
2049-09-06
Fixed
4.76000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBP5
18300000.00000000
PA
USD
16972535.20000000
0.206667629581
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.13000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAF0
300000.00000000
PA
USD
307509.00000000
0.003744411506
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYZ9
1518330.36000000
PA
USD
1487840.75000000
0.018116829181
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AX8
250000.00000000
PA
USD
212172.50000000
0.002583537881
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QJR3
337461.81000000
PA
USD
338218.61000000
0.004118349886
Long
ABS-MBS
USGA
US
N
2
2044-07-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ARLM1
95467.48000000
PA
USD
100226.28000000
0.001220414479
Long
ABS-MBS
USGA
US
N
2
2040-10-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
9334000.00000000
PA
USD
10052280.52000000
0.122402514561
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2U6
1000000.00000000
PA
USD
972900.00000000
0.011846605969
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
3.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312936NA1
101341.48000000
PA
USD
107761.95000000
0.001312173255
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RD2
7250000.00000000
PA
USD
8576523.44000000
0.104432823294
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194AL9
155000.00000000
PA
USD
157557.50000000
0.001918513331
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.85000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BW9
950000.00000000
PA
USD
916607.50000000
0.011161155186
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.55000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BW9
450000.00000000
PA
USD
462829.50000000
0.005635685802
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685AV5
250000.00000000
PA
USD
254120.00000000
0.003094315457
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AR0
250000.00000000
PA
USD
258850.00000000
0.003151910736
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.00000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAE1
250000.00000000
PA
USD
243740.00000000
0.002967922437
Long
DBT
CORP
CA
N
2
2032-06-01
Fixed
3.20000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AE5
250000.00000000
PA
USD
257660.00000000
0.003137420592
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.88000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
150000.00000000
PA
USD
129019.50000000
0.001571017760
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBM0
300000.00000000
PA
USD
243156.00000000
0.002960811307
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.50000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AM7
150000.00000000
PA
USD
134151.00000000
0.001633501940
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.35000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
850000.00000000
PA
USD
864467.00000000
0.010526261612
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.88000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAJ4
150000.00000000
PA
USD
185188.50000000
0.002254964733
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A12G6
819032.40000000
PA
USD
805893.80000000
0.009813039677
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCB2
400000.00000000
PA
USD
404844.00000000
0.004929620050
Long
DBT
CORP
CA
N
2
2024-03-11
Fixed
3.25000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WAW5
700000.00000000
PA
USD
872627.00000000
0.010625622599
Long
DBT
CORP
MX
N
2
2040-03-30
Fixed
6.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBW8
99461.57000000
PA
USD
99486.18000000
0.001211402583
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y0MU3
127187.41000000
PA
USD
133193.28000000
0.001621840174
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KGU22
235513.68000000
PA
USD
231735.66000000
0.002821750491
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AV2
375000.00000000
PA
USD
341205.00000000
0.004154713937
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
500472AE5
200000.00000000
PA
USD
221508.00000000
0.002697212452
Long
DBT
CORP
NL
N
2
2042-03-15
Fixed
5.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBE0
150000.00000000
PA
USD
165634.50000000
0.002016863661
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
4.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UZR6
229317.65000000
PA
USD
222758.27000000
0.002712436479
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QW1
4498000.00000000
PA
USD
4765420.18000000
0.058026575343
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163AAE3
1845000.00000000
PA
USD
1661052.74000000
0.020225960844
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
1.93000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AN8
150000.00000000
PA
USD
153643.50000000
0.001870854151
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BP93
235756.08000000
PA
USD
256602.32000000
0.003124541654
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
5.50000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy Inc
745332CH7
250000.00000000
PA
USD
261080.00000000
0.003179064535
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.22000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
700000.00000000
PA
USD
664391.00000000
0.008090017871
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641593U8
350000.00000000
PA
USD
322031.50000000
0.003921246058
Long
DBT
CORP
CA
N
2
2026-03-02
Fixed
1.05000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BC1
300000.00000000
PA
USD
294660.00000000
0.003587954481
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQA3
3192356.15000000
PA
USD
3135710.70000000
0.038182268576
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6BD1
1958969.90000000
PA
USD
1858093.92000000
0.022625250822
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FLN4
109123.96000000
PA
USD
114278.32000000
0.001391520431
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M2Q2
1245978.76000000
PA
USD
1276374.06000000
0.015541885660
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.50000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BM3
200000.00000000
PA
USD
206856.00000000
0.002518801032
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJUX6
131375.55000000
PA
USD
134078.42000000
0.001632618162
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
3.50000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AG7
750000.00000000
PA
USD
759337.50000000
0.009246142625
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.65000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G04Z3
2500000.00000000
PA
USD
2343000.00000000
0.028529754123
Long
DBT
USGSE
US
N
2
2025-06-17
Fixed
0.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4V4
832371.21000000
PA
USD
819018.64000000
0.009972855493
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406HCS6
150000.00000000
PA
USD
152728.50000000
0.001859712570
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
3.65000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAE3
250000.00000000
PA
USD
324212.50000000
0.003947803204
Long
DBT
CORP
KY
N
2
2034-01-17
Fixed
8.25000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CW5
300000.00000000
PA
USD
300516.00000000
0.003659260601
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CCV4
204952.64000000
PA
USD
215292.54000000
0.002621529334
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UST0
601785.19000000
PA
USD
609405.45000000
0.007420481284
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
3.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BR5
250000.00000000
PA
USD
233247.50000000
0.002840159549
Long
DBT
CORP
US
N
2
2026-05-13
Fixed
1.15000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868BS4
550000.00000000
PA
USD
552711.50000000
0.006730142209
Long
DBT
NUSS
XX
N
2
2022-06-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416RRG0
61482.25000000
PA
USD
65324.03000000
0.000795424035
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EA1
500000.00000000
PA
USD
468605.00000000
0.005706011707
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.63000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUR8
200000.00000000
PA
USD
203330.00000000
0.002475866370
Long
DBT
CORP
US
N
2
2024-01-10
Fixed
3.45000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBU8
300000.00000000
PA
USD
245154.00000000
0.002985140137
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBD2
450000.00000000
PA
USD
477742.50000000
0.005817275313
Long
DBT
CORP
US
N
2
2048-09-14
Fixed
4.00000000
N
N
N
N
N
N
HollyFrontier Corp
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AA6
310000.00000000
PA
USD
324827.30000000
0.003955289373
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
17500000.00000000
PA
USD
17035839.80000000
0.207438463842
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WTW1
65127.01000000
PA
USD
69196.54000000
0.000842578007
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.50000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAF8
100000.00000000
PA
USD
91341.00000000
0.001112222053
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AS4
200000.00000000
PA
USD
230186.00000000
0.002802880914
Long
DBT
CORP
CA
N
2
2040-08-15
Fixed
6.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAB1
450000.00000000
PA
USD
436963.50000000
0.005320726084
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAZ3
250000.00000000
PA
USD
253825.00000000
0.003090723363
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.59000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BJP64
920000.00000000
PA
USD
929824.35000000
0.011322091371
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Fixed
3.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQCF7
243809.38000000
PA
USD
239971.28000000
0.002922032272
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCD6
700000.00000000
PA
USD
634921.00000000
0.007731173716
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.16000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769CH5
800000.00000000
PA
USD
546064.00000000
0.006649198316
Long
DBT
CORP
DE
N
2
2037-06-29
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TF83
196956.62000000
PA
USD
202113.01000000
0.002461047580
Long
ABS-MBS
USGA
US
N
2
2032-09-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6N79
108600.53000000
PA
USD
119818.91000000
0.001458985933
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207YF5
243000.00000000
PA
USD
324684.21000000
0.003953547024
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.64000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3129404Y2
53904.95000000
PA
USD
57301.48000000
0.000697736720
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
4.50000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
500000.00000000
PA
USD
497445.00000000
0.006057184609
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284S6
8984000.00000000
PA
USD
9073138.17000000
0.110479898044
Long
DBT
UST
US
N
2
2023-05-31
Fixed
2.75000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CV8
200000.00000000
PA
USD
209772.00000000
0.002554307973
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
4.15000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAX2
289000.00000000
PA
USD
372659.72000000
0.004537725216
Long
DBT
CORP
CA
N
2
2115-09-15
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQNL2
159378.77000000
PA
USD
154732.44000000
0.001884113729
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
2.50000000
N
N
N
N
N
N
GEORGE WASHINGTON UNIVER
5493002S4P5IVD462L47
George Washington University/The
372546AU5
150000.00000000
PA
USD
173983.50000000
0.002118526024
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.87000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128ME5D9
145360.53000000
PA
USD
145127.60000000
0.001767159515
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BT9
500000.00000000
PA
USD
411555.00000000
0.005011337156
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZ21
1337336.94000000
PA
USD
1300339.93000000
0.015833708271
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
2.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CV6
400000.00000000
PA
USD
362068.00000000
0.004408754168
Long
DBT
NUSS
ID
N
2
2031-03-12
Fixed
1.85000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XV6Z3
371138.78000000
PA
USD
375494.82000000
0.004572247071
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
SUMITOMO MITSUI BANKING
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
865622BW3
250000.00000000
PA
USD
251772.50000000
0.003065730909
Long
DBT
CORP
JP
N
2
2025-07-23
Fixed
3.65000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BH8
300000.00000000
PA
USD
353358.00000000
0.004302696055
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312939C74
166637.28000000
PA
USD
177194.56000000
0.002157625791
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WCJ4
350000.00000000
PA
USD
431532.50000000
0.005254595015
Long
DBT
CORP
NL
N
2
2041-05-24
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBRC1
1369210.48000000
PA
USD
1451249.97000000
0.017671278197
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBF0
300000.00000000
PA
USD
261597.00000000
0.003185359833
Long
DBT
US
N
2
2033-10-01
Fixed
2.45000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AQ7
300000.00000000
PA
USD
304917.00000000
0.003712849781
Long
DBT
US
N
2
2024-07-15
Fixed
3.88000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
1050000.00000000
PA
USD
998560.50000000
0.012159063398
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BYE0
160025.48000000
PA
USD
166357.16000000
0.002025663197
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138APEQ7
77327.69000000
PA
USD
77023.89000000
0.000937888452
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
2.50000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEQ8
2000000.00000000
PA
USD
1969140.00000000
0.023977413587
Long
DBT
USGSE
US
N
2
2023-04-20
Fixed
0.38000000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
Lazard Group LLC
52107QAG0
50000.00000000
PA
USD
50539.00000000
0.000615392762
Long
DBT
CORP
US
N
2
2025-02-13
Fixed
3.75000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DX3
325000.00000000
PA
USD
328734.25000000
0.004002862707
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
3.90000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AL7
110000.00000000
PA
USD
136577.10000000
0.001663043568
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FB9
2434000.00000000
PA
USD
2899217.26000000
0.035302584540
Long
DBT
UST
US
N
2
2027-11-15
Fixed
6.13000000
N
N
N
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
200000.00000000
PA
USD
205644.00000000
0.002504043003
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBS8
500000.00000000
PA
USD
430145.00000000
0.005237699994
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CE2
450000.00000000
PA
USD
374148.00000000
0.004555847394
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAP7
200000.00000000
PA
USD
187782.00000000
0.002286544724
Long
DBT
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AP8
150000.00000000
PA
USD
159735.00000000
0.001945027859
Long
DBT
CORP
US
N
2
2044-04-25
Fixed
4.35000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BS6
550000.00000000
PA
USD
544626.50000000
0.006631694466
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BJX5
201165.65000000
PA
USD
205836.11000000
0.002506382248
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.50000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DL8
350000.00000000
PA
USD
319126.50000000
0.003885873059
Long
DBT
US
N
2
2028-02-01
Fixed
1.75000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
806605AG6
350000.00000000
PA
USD
460509.00000000
0.005607430022
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.50000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAV3
100000.00000000
PA
USD
97355.00000000
0.001185452075
Long
DBT
CORP
US
N
2
2026-09-19
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBH3
20100000.00000000
PA
USD
18524191.36000000
0.225561512948
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.38000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCV9
300000.00000000
PA
USD
305937.00000000
0.003725269904
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
200000.00000000
PA
USD
183596.00000000
0.002235573511
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GSDC0
273006.54000000
PA
USD
284744.26000000
0.003467214565
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
4.00000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
250000.00000000
PA
USD
223705.00000000
0.002723964424
Long
DBT
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NTE8
130977.71000000
PA
USD
137535.82000000
0.001674717510
Long
ABS-MBS
USGA
US
N
2
2043-11-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GYN7
49556.03000000
PA
USD
52991.82000000
0.000645259750
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAH5
150000.00000000
PA
USD
157438.50000000
0.001917064316
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2D4
750000.00000000
PA
USD
778717.50000000
0.009482124970
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.15000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AH9
150000.00000000
PA
USD
147883.50000000
0.001800716984
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967AR2
450000.00000000
PA
USD
520479.00000000
0.006337660220
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.63000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CQ0
200000.00000000
PA
USD
197832.00000000
0.002408919469
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
1.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VVY3
6960841.06000000
PA
USD
6774649.00000000
0.082492134120
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAN8
250000.00000000
PA
USD
260272.50000000
0.003169231937
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKBW4
268248.71000000
PA
USD
289874.21000000
0.003529679871
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
5.00000000
N
N
N
N
N
N
CHILDREN'S HEATH SYS TX
254900FK4IY1J5YO2L69
Children's Health System of Texas
16876HAB5
200000.00000000
PA
USD
159078.00000000
0.001937027838
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.51000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBK3
200000.00000000
PA
USD
191258.00000000
0.002328870556
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YR5K0
1625081.75000000
PA
USD
1616605.39000000
0.019684743615
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.00000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUU1
200000.00000000
PA
USD
205762.00000000
0.002505479841
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3Y4
214314.59000000
PA
USD
219670.45000000
0.002674837356
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDH1
16800000.00000000
PA
USD
16059093.79000000
0.195545026579
Long
DBT
UST
US
N
2
2024-11-15
Fixed
0.75000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
500000.00000000
PA
USD
470005.00000000
0.005723058935
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc
837004CE8
100000.00000000
PA
USD
118283.00000000
0.001440283784
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.45000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBP3
50000.00000000
PA
USD
43064.00000000
0.000524372740
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0U43
3000000.00000000
PA
USD
3030840.00000000
0.036905300891
Long
DBT
USGSE
US
N
2
2023-09-12
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHD7
1422685.33000000
PA
USD
1413277.45000000
0.017208902329
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
2.50000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HH9
378000.00000000
PA
USD
379886.22000000
0.004625719356
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.25000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DZ6
400000.00000000
PA
USD
506236.00000000
0.006164229026
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
6.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D5G3
2026806.24000000
PA
USD
1909376.39000000
0.023249696515
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.00000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB42
650000.00000000
PA
USD
672093.50000000
0.008183808067
Long
DBT
NUSS
IL
N
2
2050-07-03
Fixed
3.88000000
N
N
N
N
N
N
European Bank for Reconstruction & Development
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QDH4
475000.00000000
PA
USD
479132.50000000
0.005834200775
Long
DBT
NUSS
XX
N
2
2023-03-07
Fixed
2.75000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JG7
700000.00000000
PA
USD
711508.00000000
0.008663742337
Long
DBT
CORP
US
N
2
2026-02-19
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETK88
533455.75000000
PA
USD
555150.55000000
0.006759841524
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.00000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BM1
250000.00000000
PA
USD
229445.00000000
0.002793858060
Long
DBT
US
N
2
2031-02-01
Fixed
3.38000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAF3
650000.00000000
PA
USD
730424.50000000
0.008894080832
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAF4
250000.00000000
PA
USD
200700.00000000
0.002443841934
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
490000.00000000
PA
USD
484948.10000000
0.005905014961
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBC1
250000.00000000
PA
USD
264187.50000000
0.003216903293
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.65000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCC1
150000.00000000
PA
USD
160117.50000000
0.001949685405
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.70000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
1725000.00000000
PA
USD
1885890.75000000
0.022963721468
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVF3
1379747.10000000
PA
USD
1299939.08000000
0.015828827284
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.00000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CP2
250000.00000000
PA
USD
225207.50000000
0.002742259753
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CF4
450000.00000000
PA
USD
429763.50000000
0.005233054624
Long
DBT
CORP
US
N
2
2024-11-29
Fixed
1.32000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FM78
661093.42000000
PA
USD
692319.52000000
0.008430092053
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.00000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AV7
200000.00000000
PA
USD
172318.00000000
0.002098245911
Long
DBT
CORP
US
N
2
2041-08-19
Fixed
2.75000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAQ3
200000.00000000
PA
USD
209970.00000000
0.002556718938
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVKS3
1522684.47000000
PA
USD
1602085.13000000
0.019507936339
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.50000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170AV6
150000.00000000
PA
USD
150459.00000000
0.001832077795
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.00000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAM0
500000.00000000
PA
USD
507415.00000000
0.006178585227
Long
DBT
CORP
US
N
2
2023-07-25
Fixed
3.80000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAR1
300000.00000000
PA
USD
297141.00000000
0.003618164605
Long
DBT
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
250000.00000000
PA
USD
240045.00000000
0.002922929931
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAE5
800000.00000000
PA
USD
803184.00000000
0.009780043549
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JH0
500000.00000000
PA
USD
437165.00000000
0.005323179667
Long
DBT
NUSS
XX
N
2
2030-09-23
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CMG6
896951.59000000
PA
USD
922888.05000000
0.011237630879
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
24300000.00000000
PA
USD
21926953.13000000
0.266995553340
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3H3
10316486.74000000
PA
USD
9866048.81000000
0.120134847085
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSK9
2739286.73000000
PA
USD
2690366.05000000
0.032759488650
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XCE4
250000.00000000
PA
USD
224792.50000000
0.002737206467
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.25000000
N
N
N
N
N
N
DICK'S SPORTING GOODS
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393AG7
250000.00000000
PA
USD
213502.50000000
0.002599732748
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
4.10000000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BL4
200000.00000000
PA
USD
201358.00000000
0.002451854131
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.75000000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BM1
250000.00000000
PA
USD
340677.50000000
0.004148290785
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406HDA4
250000.00000000
PA
USD
251537.50000000
0.003062869410
Long
DBT
CORP
US
N
2
2025-02-24
Fixed
3.00000000
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
Agree LP
008513AB9
150000.00000000
PA
USD
136440.00000000
0.001661374158
Long
DBT
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BQ68
300000.00000000
PA
USD
304878.00000000
0.003712374894
Long
DBT
CORP
CA
N
2
2028-10-05
Fixed
4.34000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448BA0
100000.00000000
PA
USD
99559.00000000
0.001212289283
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAH2
100000.00000000
PA
USD
120194.00000000
0.001463553251
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404RTU1
38785.43000000
PA
USD
41474.48000000
0.000505017804
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAE2
150000.00000000
PA
USD
149515.50000000
0.001820589181
Long
DBT
CORP
NO
N
2
2027-04-06
Fixed
3.00000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
Progress Energy Inc
743263AE5
350000.00000000
PA
USD
450530.50000000
0.005485925902
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.75000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAW8
200000.00000000
PA
USD
198580.00000000
0.002418027560
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.25000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CD8
300000.00000000
PA
USD
280710.00000000
0.003418091028
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.40000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDZ2
400000.00000000
PA
USD
356544.00000000
0.004341490676
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AH0
225000.00000000
PA
USD
209668.50000000
0.002553047696
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
2.90000000
N
N
N
N
N
N
CEDARS-SINAI HEALTH SYS
N/A
Cedars-Sinai Health System
15073LAA1
100000.00000000
PA
USD
91267.00000000
0.001111320985
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.29000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158AV8
20000.00000000
PA
USD
20288.80000000
0.000247048431
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBMU1
1268292.38000000
PA
USD
1283522.57000000
0.015628930146
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MNH9
610394.53000000
PA
USD
625284.93000000
0.007613839227
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UWA6
140474.71000000
PA
USD
145645.95000000
0.001773471251
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.50000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AL8
525000.00000000
PA
USD
582114.75000000
0.007088173576
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.88000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAE2
250000.00000000
PA
USD
224537.50000000
0.002734101436
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
550000.00000000
PA
USD
559146.50000000
0.006808498576
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.40000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAM4
150000.00000000
PA
USD
148243.50000000
0.001805100557
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.10000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CB5
250000.00000000
PA
USD
259710.00000000
0.003162382604
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AT57
107341.37000000
PA
USD
102775.68000000
0.001251457481
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
2.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BP5
300000.00000000
PA
USD
288336.00000000
0.003510949716
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AJKW8
2000000.00000000
PA
USD
1870440.00000000
0.022775583996
Long
DBT
USGSE
US
N
2
2025-06-13
Fixed
0.50000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
400000.00000000
PA
USD
409716.00000000
0.004988944404
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BB5
200000.00000000
PA
USD
189514.00000000
0.002307634580
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LY4U8
1126173.93000000
PA
USD
1152211.62000000
0.014030010335
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XX3V1
516412.14000000
PA
USD
531385.41000000
0.006470463120
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVF3
150000.00000000
PA
USD
142059.00000000
0.001729794426
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.75000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
96145DAF2
200000.00000000
PA
USD
202854.00000000
0.002470070312
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CD2
350000.00000000
PA
USD
384961.50000000
0.004687518968
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
92976GAJ0
500000.00000000
PA
USD
657400.00000000
0.008004891319
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.60000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GE7
100000.00000000
PA
USD
90357.00000000
0.001100240287
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.60000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAK5
200000.00000000
PA
USD
212752.00000000
0.002590594216
Long
DBT
CORP
US
N
2
2045-08-25
Fixed
4.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGU8
700000.00000000
PA
USD
768131.00000000
0.009353217483
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BF6
150000.00000000
PA
USD
153820.50000000
0.001873009408
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.00000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AM3
525000.00000000
PA
USD
524984.25000000
0.006392518809
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EQ7
2248000.00000000
PA
USD
2375459.85000000
0.028925004460
Long
DBT
UST
US
N
2
2023-08-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YKR7
149482.03000000
PA
USD
155879.82000000
0.001898084907
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.00000000
N
N
N
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Korea International Bond
50064FAN4
200000.00000000
PA
USD
234522.00000000
0.002855678615
Long
DBT
NUSS
KR
N
2
2048-09-20
Fixed
3.88000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAK6
145000.00000000
PA
USD
149260.10000000
0.001817479280
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
4.38000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBC6
350000.00000000
PA
USD
383586.00000000
0.004670770066
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
5.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG28
6051458.73000000
PA
USD
5774482.01000000
0.070313509149
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.00000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EM5
850000.00000000
PA
USD
761285.50000000
0.009269862626
Long
DBT
NUSS
CA
N
2
2030-07-22
Fixed
1.30000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TDK8
250000.00000000
PA
USD
249335.00000000
0.003036050467
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYC8
1923558.04000000
PA
USD
1951193.82000000
0.023758890282
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AF8
500000.00000000
PA
USD
520295.00000000
0.006335419727
Long
DBT
CORP
CH
N
2
2045-05-15
Fixed
4.88000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AF5
175000.00000000
PA
USD
175145.25000000
0.002132672180
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.75000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAF6
100000.00000000
PA
USD
101314.00000000
0.001233659201
Long
DBT
US
N
2
2029-07-15
Fixed
3.85000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAT1
250000.00000000
PA
USD
274637.50000000
0.003344148676
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
4.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GRLZ2
54603.18000000
PA
USD
56980.37000000
0.000693826694
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QGE5
261492.45000000
PA
USD
280451.86000000
0.003414947763
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
4.50000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAP9
200000.00000000
PA
USD
196644.00000000
0.002394453678
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVQ0
187733.56000000
PA
USD
187311.26000000
0.002280812715
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.00000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAM1
700000.00000000
PA
USD
690200.00000000
0.008404283523
Long
DBT
CORP
JP
N
2
2027-09-11
Fixed
3.17000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HN6
200000.00000000
PA
USD
180568.00000000
0.002198702792
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417AP60
176628.79000000
PA
USD
180514.36000000
0.002198049640
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.50000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AT3
500000.00000000
PA
USD
512365.00000000
0.006238859356
Long
DBT
CORP
JP
N
2
2023-11-26
Fixed
4.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z52
8696000.00000000
PA
USD
8429685.00000000
0.102644831578
Long
DBT
UST
US
N
2
2025-01-31
Fixed
1.38000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063BBU5
615000.00000000
PA
USD
872910.71000000
0.010629077220
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
7.35000000
N
N
N
N
N
N
CyrusOne LP / CyrusOne Finance Corp
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAR5
200000.00000000
PA
USD
210020.00000000
0.002557327768
Long
DBT
US
N
2
2029-11-15
Fixed
3.45000000
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
Duke University
26442TAH0
200000.00000000
PA
USD
176136.00000000
0.002144736138
Long
DBT
CORP
US
N
2
2055-10-01
Fixed
2.83000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAE3
500000.00000000
PA
USD
488885.00000000
0.005952952985
Long
DBT
CORP
GB
N
2
2048-01-09
Fixed
4.34000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAL8
400000.00000000
PA
USD
350964.00000000
0.004273545295
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAW9
250000.00000000
PA
USD
251960.00000000
0.003068014020
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2VZ2
94655.21000000
PA
USD
98238.39000000
0.001196208754
Long
ABS-MBS
USGA
US
N
2
2046-04-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER5N6
369877.88000000
PA
USD
374484.78000000
0.004559948227
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
3.00000000
N
N
N
N
N
N
Board of Regents of the University of Texas System
TEHUYFNKZR6XVWLGEU86
UNIV OF TEXAS TX
9151375R0
50000.00000000
PA
USD
59050.10000000
0.000719028951
Long
DBT
MUN
US
N
2
2046-08-15
Fixed
4.79000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407SA44
204688.57000000
PA
USD
226671.79000000
0.002760089814
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
6.00000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BE1
850000.00000000
PA
USD
899376.50000000
0.010951340336
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M72V7
123804.70000000
PA
USD
135651.68000000
0.001651775107
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FJ2
1544000.00000000
PA
USD
1933739.38000000
0.023546354695
Long
DBT
UST
US
N
2
2029-08-15
Fixed
6.13000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAD1
450000.00000000
PA
USD
425857.50000000
0.005185492858
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBE4
700000.00000000
PA
USD
648921.00000000
0.007901645998
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.15000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BN9
350000.00000000
PA
USD
430496.50000000
0.005241980066
Long
DBT
CORP
US
N
2
2060-03-25
Fixed
4.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JL6
450000.00000000
PA
USD
456039.00000000
0.005553000657
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.88000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CS1
500000.00000000
PA
USD
409900.00000000
0.004991184897
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9H70
129861.57000000
PA
USD
138004.60000000
0.001680425653
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBH4
200000.00000000
PA
USD
192056.00000000
0.002338587476
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
1000000.00000000
PA
USD
965690.00000000
0.011758812744
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.19000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
301000.00000000
PA
USD
397861.80000000
0.004844600652
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
Northwell Healthcare Inc
667274AA2
175000.00000000
PA
USD
170413.25000000
0.002075052548
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.98000000
N
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204BB3
200000.00000000
PA
USD
197768.00000000
0.002408140167
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
2.80000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CG6
600000.00000000
PA
USD
624108.00000000
0.007599508231
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.38000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAE2
400000.00000000
PA
USD
434368.00000000
0.005289121740
Long
DBT
CORP
NO
N
2
2041-11-23
Fixed
4.25000000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAK2
100000.00000000
PA
USD
96255.00000000
0.001172057824
Long
DBT
CORP
CA
N
2
2027-05-19
Fixed
2.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417AC56
92138.41000000
PA
USD
96077.82000000
0.001169900376
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CG1
500000.00000000
PA
USD
507610.00000000
0.006180959663
Long
DBT
NUSS
KR
N
2
2025-09-16
Fixed
3.38000000
N
N
N
N
N
N
Westchester County Local Development Corp
549300KOSU8OC75V9238
WESTCHESTER CNTY NY LOCAL DEV CORP REVENUE
95737TEK8
250000.00000000
PA
USD
230232.75000000
0.002803450170
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
3.85000000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAQ6
250000.00000000
PA
USD
258230.00000000
0.003144361249
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.13000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBS3
300000.00000000
PA
USD
267609.00000000
0.003258565502
Long
DBT
CORP
GB
N
2
2042-03-10
Fixed
3.81000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
1000000.00000000
PA
USD
965070.00000000
0.011751263257
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
WEST VA HEALTH SYS OBL
N/A
West Virginia United Health System Obligated Group
956708AB7
150000.00000000
PA
USD
127059.00000000
0.001547145552
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQAY8
255295.00000000
PA
USD
254754.83000000
0.003102045523
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAY4
300000.00000000
PA
USD
291357.00000000
0.003547735199
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.40000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
400000.00000000
PA
USD
352920.00000000
0.004297362708
Long
DBT
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
Canada Government International Bond
4BFD7AQU0A75QLAHK410
Canada Government International Bond
427028AB1
250000.00000000
PA
USD
232190.00000000
0.002827282804
Long
DBT
NUSS
CA
N
2
2026-05-19
Fixed
0.75000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BE9
50000.00000000
PA
USD
55431.50000000
0.000674966737
Long
DBT
CORP
US
N
2
2030-03-24
Fixed
4.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCC4
370226.84000000
PA
USD
383855.86000000
0.004674056041
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
4.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBL8
500000.00000000
PA
USD
459240.00000000
0.005591977927
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.55000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQ3A9
800000.00000000
PA
USD
792059.30000000
0.009644582620
Long
ABS-MBS
USGSE
US
N
2
2029-09-25
Fixed
2.67000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
600000.00000000
PA
USD
560244.00000000
0.006821862385
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.42000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BG6
550000.00000000
PA
USD
582103.50000000
0.007088036589
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.38000000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAG5
150000.00000000
PA
USD
160474.50000000
0.001954032449
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKL2
150000.00000000
PA
USD
151732.50000000
0.001847584685
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
3.65000000
N
N
N
N
N
N
STORE CAPITAL CORP
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121AC4
150000.00000000
PA
USD
136326.00000000
0.001659986026
Long
DBT
US
N
2
2030-11-18
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WP85
344391.80000000
PA
USD
314925.22000000
0.003834715789
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMSC8
42590.80000000
PA
USD
43118.59000000
0.000525037460
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAU5
15700000.00000000
PA
USD
14098109.38000000
0.171666920281
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50000000
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
Aon Global Ltd
00185AAK0
300000.00000000
PA
USD
306705.00000000
0.003734621527
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D53Y6
371344.96000000
PA
USD
368889.34000000
0.004491814839
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
2.50000000
N
N
N
N
N
N
Stanford Health Care
5493005311WCPXQGDG42
Stanford Health Care
85434VAA6
200000.00000000
PA
USD
202990.00000000
0.002471726329
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZP8
14100000.00000000
PA
USD
13833697.25000000
0.168447281759
Long
DBT
UST
US
N
2
2023-05-15
Fixed
0.13000000
N
N
N
N
N
N
BORGWARNER INC
549300DSFX2IE88NSX47
BorgWarner Inc
099724AL0
350000.00000000
PA
USD
338646.00000000
0.004123554039
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
2.65000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
45685EAJ5
100000.00000000
PA
USD
118513.00000000
0.001443084400
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BFB7
62470.78000000
PA
USD
63201.94000000
0.000769584211
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3133X8EW8
1750000.00000000
PA
USD
1864432.50000000
0.022702433122
Long
DBT
USGSE
US
N
2
2024-08-15
Fixed
5.38000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AC7
350000.00000000
PA
USD
370975.50000000
0.004517217157
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.19000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC27
4832686.89000000
PA
USD
4617933.35000000
0.056230688448
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGT6
500000.00000000
PA
USD
485770.00000000
0.005915022902
Long
DBT
CORP
US
N
2
2025-02-13
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUH5
692559.58000000
PA
USD
701268.74000000
0.008539063050
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBD9
150000.00000000
PA
USD
155229.00000000
0.001890160137
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312934HK1
32163.79000000
PA
USD
34726.12000000
0.000422845781
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133D3JD8
356487.79000000
PA
USD
354523.54000000
0.004316888359
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.00000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BN9
100000.00000000
PA
USD
90842.00000000
0.001106145934
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAH4
400000.00000000
PA
USD
389008.00000000
0.004736791545
Long
DBT
CORP
ES
N
2
2023-09-18
Fixed
0.88000000
N
N
N
N
N
N
BAYCARE HEALTH SYSTEM
1H90SRZU22X0SF1UZR52
BayCare Health System Inc
072722AE1
200000.00000000
PA
USD
206878.00000000
0.002519068917
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.83000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DD2
250000.00000000
PA
USD
233407.50000000
0.002842107804
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNU7
2210100.90000000
PA
USD
2205824.89000000
0.026859428831
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
941053AH3
200000.00000000
PA
USD
208176.00000000
0.002534874133
Long
DBT
CORP
CA
N
2
2028-12-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJXN3
641866.50000000
PA
USD
669309.75000000
0.008149911481
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
650000.00000000
PA
USD
777595.00000000
0.009468456746
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023AX3
200000.00000000
PA
USD
248970.00000000
0.003031606011
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
6.88000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F012643
1000000.00000000
PA
USD
891203.46000000
0.010851820566
Long
ABS-MBS
USGSE
US
N
2
2052-04-15
Fixed
1.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEE8
500000.00000000
PA
USD
466905.00000000
0.005685311501
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
600000.00000000
PA
USD
527526.00000000
0.006423468661
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.18000000
N
N
N
N
N
N
WW GRAINGER INC
549300TWZSP6O1IH2V34
WW Grainger Inc
384802AE4
300000.00000000
PA
USD
291663.00000000
0.003551461236
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
1.85000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AG0
400000.00000000
PA
USD
520784.00000000
0.006341374080
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
5.85000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AW3
200000.00000000
PA
USD
188500.00000000
0.002295287516
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131YDBE3
105360.54000000
PA
USD
106553.27000000
0.001297455652
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AT2
100000.00000000
PA
USD
114039.00000000
0.001388606329
Long
DBT
CORP
US
N
2
2045-04-27
Fixed
5.05000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBF2
275000.00000000
PA
USD
281644.00000000
0.003429463965
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NQB7
25335.88000000
PA
USD
25606.21000000
0.000311796361
Long
ABS-MBS
USGA
US
N
2
2028-10-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QRZ6
223369.40000000
PA
USD
233518.90000000
0.002843464276
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VXX3
5831036.31000000
PA
USD
5570147.35000000
0.067825409444
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BM1
250000.00000000
PA
USD
229182.50000000
0.002790661704
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.13000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AQ2
150000.00000000
PA
USD
153100.50000000
0.001864242262
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.35000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBR6
100000.00000000
PA
USD
105104.00000000
0.001279808483
Long
DBT
CORP
US
N
2
2028-10-17
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3J7
393264.56000000
PA
USD
397208.14000000
0.004836641301
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829AY3
225000.00000000
PA
USD
240014.25000000
0.002922555500
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312933AP9
467604.03000000
PA
USD
488009.87000000
0.005942296884
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.00000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DS4
300000.00000000
PA
USD
269178.00000000
0.003277670574
Long
DBT
NUSS
XX
N
2
2031-01-13
Fixed
1.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBC4
17800000.00000000
PA
USD
16439273.48000000
0.200174319400
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.38000000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
24668PAE7
223000.00000000
PA
USD
272463.63000000
0.003317678348
Long
DBT
CORP
NL
N
2
2040-10-01
Fixed
5.70000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBB3
350000.00000000
PA
USD
371899.50000000
0.004528468328
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.20000000
N
N
N
N
N
N
University of Virginia
N/A
UNIV OF VIRGINIA VA UNIV REVENUES
915217XM0
300000.00000000
PA
USD
252898.50000000
0.003079441751
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.58000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WRZ3
6700675.87000000
PA
USD
6384138.42000000
0.077737046271
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.00000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CQ0
550000.00000000
PA
USD
503261.00000000
0.006128003666
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.54000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FQ1
290000.00000000
PA
USD
308507.80000000
0.003756573486
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A5FX5
252817.60000000
PA
USD
263638.43000000
0.003210217492
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EG4
500000.00000000
PA
USD
512405.00000000
0.006239346419
Long
DBT
CORP
AU
N
2
2039-07-24
Fixed
4.42000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCC4
300000.00000000
PA
USD
302751.00000000
0.003686475284
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.88000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AD5
250000.00000000
PA
USD
269597.50000000
0.003282778654
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GPR8
61179.32000000
PA
USD
68515.98000000
0.000834291106
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.50000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
200000.00000000
PA
USD
172870.00000000
0.002104967390
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQJU7
33589.99000000
PA
USD
34264.97000000
0.000417230545
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BM4
350000.00000000
PA
USD
347081.00000000
0.004226263589
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7PW3
883164.47000000
PA
USD
880344.87000000
0.010719599950
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DC59
323822.47000000
PA
USD
318633.13000000
0.003879865494
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.00000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBK5
950000.00000000
PA
USD
996740.00000000
0.012136895913
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.38000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBF5
350000.00000000
PA
USD
354714.50000000
0.004319213601
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DC8
650000.00000000
PA
USD
652749.50000000
0.007948264079
Long
DBT
US
N
2
2027-06-15
Fixed
3.38000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAH0
500000.00000000
PA
USD
462175.00000000
0.005627716223
Long
DBT
CORP
DE
N
2
2028-01-07
Fixed
2.55000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAU4
250000.00000000
PA
USD
253390.00000000
0.003085426546
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.50000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAJ5
287000.00000000
PA
USD
287215.25000000
0.003497302801
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.55000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAE6
250000.00000000
PA
USD
322927.50000000
0.003932156284
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LS23
26665.81000000
PA
USD
27995.03000000
0.000340884047
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
4.00000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0CE6
450000.00000000
PA
USD
563724.00000000
0.006864236924
Long
DBT
NUSS
XX
N
2
2044-01-24
Fixed
4.38000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBD3
400000.00000000
PA
USD
392284.00000000
0.004776682060
Long
DBT
CORP
US
N
2
2026-08-16
Fixed
2.28000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ML2
750000.00000000
PA
USD
697050.00000000
0.008487693176
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
2.67000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AN9
250000.00000000
PA
USD
221650.00000000
0.002698941528
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAV2
300000.00000000
PA
USD
298761.00000000
0.003637890683
Long
DBT
CORP
US
N
2
2027-01-16
Fixed
3.02000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBK1
200000.00000000
PA
USD
202002.00000000
0.002459695856
Long
DBT
CORP
US
N
2
2023-05-09
Fixed
3.70000000
N
N
N
N
N
N
GEORGE WASHINGTON UNIVER
5493002S4P5IVD462L47
George Washington University/The
372546AW1
260000.00000000
PA
USD
276413.80000000
0.003365777955
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.13000000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747AV9
300000.00000000
PA
USD
305859.00000000
0.003724320130
Long
DBT
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EN9
350000.00000000
PA
USD
355061.00000000
0.004323432790
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.20000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBK0
500000.00000000
PA
USD
503775.00000000
0.006134262434
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAX4
750000.00000000
PA
USD
784575.00000000
0.009553449356
Long
DBT
CORP
US
N
2
2029-12-05
Fixed
4.45000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DL0
300000.00000000
PA
USD
287325.00000000
0.003498639182
Long
DBT
NUSS
KR
N
2
2025-01-18
Fixed
1.25000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAY6
300000.00000000
PA
USD
298413.00000000
0.003633653229
Long
DBT
CORP
JP
N
2
2028-01-17
Fixed
3.54000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
CONNECTICUT ST
20772GF45
700000.00000000
PA
USD
831884.90000000
0.010129522687
Long
DBT
MUN
US
N
2
2032-03-15
Fixed
5.85000000
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
Aon Global Ltd
00185AAG9
200000.00000000
PA
USD
209928.00000000
0.002556207521
Long
DBT
CORP
GB
N
2
2044-06-14
Fixed
4.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TV51
420529.11000000
PA
USD
426408.68000000
0.005192204351
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
3.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCG5
250000.00000000
PA
USD
266550.00000000
0.003245670491
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
400000.00000000
PA
USD
416352.00000000
0.005069748266
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616CAB6
250000.00000000
PA
USD
259087.50000000
0.003154802676
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179THZ1
149457.59000000
PA
USD
148344.08000000
0.001806325278
Long
ABS-MBS
USGA
US
N
2
2032-10-20
Fixed
2.50000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAX4
200000.00000000
PA
USD
201834.00000000
0.002457650189
Long
DBT
US
N
2
2024-04-01
Fixed
3.88000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAK0
350000.00000000
PA
USD
285295.50000000
0.003473926789
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.50000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAP8
150000.00000000
PA
USD
167397.00000000
0.002038324904
Long
DBT
CORP
US
N
2
2048-08-20
Fixed
4.45000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FA7
250000.00000000
PA
USD
304370.00000000
0.003706189185
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.00000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAF3
200000.00000000
PA
USD
200976.00000000
0.002447202673
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
3.70000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AE1
100000.00000000
PA
USD
101822.00000000
0.001239844910
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.10000000
N
N
N
N
N
N
Tucson Electric Power Co
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AP5
250000.00000000
PA
USD
249590.00000000
0.003039155497
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X5ZU4
168722.99000000
PA
USD
172113.43000000
0.002095754946
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAB6
300000.00000000
PA
USD
289587.00000000
0.003526182632
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BW5
400000.00000000
PA
USD
524704.00000000
0.006389106319
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGAB0
193218.23000000
PA
USD
197517.92000000
0.002405095045
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
3.50000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AR2
350000.00000000
PA
USD
383831.00000000
0.004673753331
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.45000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
1900000.00000000
PA
USD
1878834.00000000
0.022877794306
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CE6
200000.00000000
PA
USD
191886.00000000
0.002336517456
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XDRY8
176362.56000000
PA
USD
187115.22000000
0.002278425616
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCA8
250000.00000000
PA
USD
259227.50000000
0.003156507399
Long
DBT
CORP
US
N
2
2042-10-15
Fixed
3.95000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FN8
200000.00000000
PA
USD
196272.00000000
0.002389923986
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHGK2
550960.57000000
PA
USD
569222.17000000
0.006931185894
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.00000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BL1
200000.00000000
PA
USD
200968.00000000
0.002447105261
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFKJ4
951704.98000000
PA
USD
968712.23000000
0.011795613204
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468R3
400000.00000000
PA
USD
377576.00000000
0.004597588750
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
0.86000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KGGT9
317843.90000000
PA
USD
319515.38000000
0.003890608292
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAU4
500000.00000000
PA
USD
564665.00000000
0.006875695096
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.80000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
250000.00000000
PA
USD
241175.00000000
0.002936689479
Long
DBT
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CH0
150000.00000000
PA
USD
191698.50000000
0.002334234345
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.35000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AQ8
200000.00000000
PA
USD
226992.00000000
0.002763988880
Long
DBT
CORP
US
N
2
2048-12-17
Fixed
4.88000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
750000.00000000
PA
USD
685147.50000000
0.008342761294
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.55000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAD5
400000.00000000
PA
USD
401180.00000000
0.004885005018
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJV72
127461.88000000
PA
USD
132533.26000000
0.001613803380
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDM5
200000.00000000
PA
USD
190412.00000000
0.002318569160
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
292505AE4
300000.00000000
PA
USD
357645.00000000
0.004354897103
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.63000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DD9
500000.00000000
PA
USD
448320.00000000
0.005459009547
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVM3
1050000.00000000
PA
USD
1071777.00000000
0.013050590817
Long
DBT
CORP
US
N
2
2024-03-03
Fixed
4.00000000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABM4
200000.00000000
PA
USD
189550.00000000
0.002308072938
Long
DBT
US
N
2
2030-02-15
Fixed
2.50000000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AL3
500000.00000000
PA
USD
482070.00000000
0.005869969513
Long
DBT
CORP
JP
N
2
2024-03-25
Fixed
0.68000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMQ22
1122421.75000000
PA
USD
1119739.04000000
0.013634604990
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
Huntsman International LLC
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
300000.00000000
PA
USD
310197.00000000
0.003777142185
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148YAA6
900000.00000000
PA
USD
909612.00000000
0.011075973840
Long
DBT
CORP
US
N
2
2038-10-31
Fixed
4.02000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TAL9
989985.41000000
PA
USD
1020525.43000000
0.012426521380
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
4.00000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167ED1
925000.00000000
PA
USD
927534.50000000
0.011294208803
Long
DBT
NUSS
XX
N
2
2022-09-13
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AX37
30850.53000000
PA
USD
30364.87000000
0.000369740621
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
2.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKE1
775000.00000000
PA
USD
664151.75000000
0.008087104621
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBP9
100000.00000000
PA
USD
88800.00000000
0.001081281334
Long
DBT
CORP
US
N
2
2082-01-15
Fixed
3.25000000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AN5
250000.00000000
PA
USD
227080.00000000
0.002765060420
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.75000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334BT0
200000.00000000
PA
USD
203094.00000000
0.002472992694
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X5SY4
43510.41000000
PA
USD
43377.81000000
0.000528193876
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DA7
650000.00000000
PA
USD
625410.50000000
0.007615368242
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
2.84000000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EG6
150000.00000000
PA
USD
160447.50000000
0.001953703681
Long
DBT
CORP
US
N
2
2044-04-15
Fixed
4.30000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAK3
250000.00000000
PA
USD
215022.50000000
0.002618241167
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJU5
100000.00000000
PA
USD
113757.00000000
0.001385172530
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
4.85000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBL5
900000.00000000
PA
USD
896787.00000000
0.010919809053
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DUK3
86856.53000000
PA
USD
94517.14000000
0.001150896613
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
891906AB5
400000.00000000
PA
USD
403940.00000000
0.004918612411
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.75000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAN7
200000.00000000
PA
USD
201074.00000000
0.002448395979
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.75000000
N
N
N
N
N
N
American Airlines 2019-1 Class AA Pass Through Trust
N/A
American Airlines 2019-1 Class AA Pass Through Trust
02377LAA2
312050.45000000
PA
USD
294850.23000000
0.003590270834
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097AH6
200000.00000000
PA
USD
208976.00000000
0.002544615406
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.38000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
150000.00000000
PA
USD
146032.50000000
0.001778178113
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748AZ5
250000.00000000
PA
USD
255862.50000000
0.003115533168
Long
DBT
CORP
US
N
2
2026-03-14
Fixed
3.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
1000000.00000000
PA
USD
912230.00000000
0.011107852157
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JC6
350000.00000000
PA
USD
360846.50000000
0.004393880461
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CWS9
168077.90000000
PA
USD
170291.63000000
0.002073571631
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDR9
1708000.00000000
PA
USD
1453508.00000000
0.017698773306
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.89000000
N
N
N
N
N
N
Republic of Italy Government International Bond
815600DE60799F5A9309
Republic of Italy Government International Bond
465410AH1
1300000.00000000
PA
USD
1380548.00000000
0.016810369183
Long
DBT
NUSS
IT
N
2
2023-09-27
Fixed
6.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DCT7
366295.80000000
PA
USD
370082.48000000
0.004506343218
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
3.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBC2
150000.00000000
PA
USD
136381.50000000
0.001660661827
Long
DBT
CORP
CA
N
2
2031-10-12
Fixed
2.50000000
N
N
N
N
N
N
BANNER HEALTH
PLD0E0WJKFN8IZJ2WD85
Banner Health
06654DAC1
100000.00000000
PA
USD
91458.00000000
0.001113646714
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
3.18000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FQ7
400000.00000000
PA
USD
371016.00000000
0.004517710309
Long
DBT
CORP
US
N
2
2031-04-23
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVZ2
1558882.35000000
PA
USD
1412847.53000000
0.017203667368
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
1.50000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBD4
150000.00000000
PA
USD
155529.00000000
0.001893813115
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BP7
650000.00000000
PA
USD
565981.00000000
0.006891719491
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
1.65000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AU8
300000.00000000
PA
USD
304839.00000000
0.003711900007
Long
DBT
US
N
2
2028-01-15
Fixed
3.65000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DK4
200000.00000000
PA
USD
218544.00000000
0.002661121035
Long
DBT
CORP
US
N
2
2048-01-15
Fixed
4.65000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAB8
250000.00000000
PA
USD
248475.00000000
0.003025578598
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299AD6
150000.00000000
PA
USD
191661.00000000
0.002333777723
Long
DBT
NUSS
PA
N
2
2027-09-30
Fixed
8.88000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CU2
450000.00000000
PA
USD
453987.00000000
0.005528014291
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.85000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FW8
100000.00000000
PA
USD
93540.00000000
0.001138998378
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
3.90000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAL4
400000.00000000
PA
USD
402136.00000000
0.004896645840
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
2.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FLYJ7
500000.00000000
PA
USD
523218.40000000
0.006371016775
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Fixed
3.47000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BF8
250000.00000000
PA
USD
271647.50000000
0.003307740667
Long
DBT
CORP
NL
N
2
2045-05-11
Fixed
4.38000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
500000.00000000
PA
USD
517095.00000000
0.006296454634
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAY9
350000.00000000
PA
USD
340102.00000000
0.004141283157
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BBF1
363562.97000000
PA
USD
371582.51000000
0.004524608470
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
3.50000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EV6
350000.00000000
PA
USD
380334.50000000
0.004631177878
Long
DBT
CORP
US
N
2
2060-03-19
Fixed
3.88000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CT4
150000.00000000
PA
USD
129106.50000000
0.001572077123
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.13000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QAQ8
90000.00000000
PA
USD
108434.70000000
0.001320365057
Long
DBT
CORP
US
N
2
2036-12-14
Fixed
5.70000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AV6
200000.00000000
PA
USD
204064.00000000
0.002484803988
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CTD6
2837055.78000000
PA
USD
2872732.66000000
0.034980092382
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
250000.00000000
PA
USD
264112.50000000
0.003215990049
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BHX7
90487.03000000
PA
USD
92276.60000000
0.001123614472
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
3.50000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AF3
50000.00000000
PA
USD
52013.50000000
0.000633347147
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5DT3
372706.56000000
PA
USD
377777.72000000
0.004600045012
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.50000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350BK0
150000.00000000
PA
USD
178396.50000000
0.002172261323
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.35000000
N
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919BB1
400000.00000000
PA
USD
370932.00000000
0.004516687476
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.45000000
N
N
N
N
N
N
MT SINAI HOSPITAL
549300IJEDK5LH7YPT15
Mount Sinai Hospitals Group Inc
623115AD4
100000.00000000
PA
USD
97742.00000000
0.001190164416
Long
DBT
CORP
US
N
2
2048-07-01
Fixed
3.98000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYSE0
108464.96000000
PA
USD
107533.40000000
0.001309390295
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
3.00000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AV4
250000.00000000
PA
USD
207145.00000000
0.002522320067
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.60000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFG8
550000.00000000
PA
USD
551457.50000000
0.006714872763
Long
DBT
CORP
US
N
2
2027-10-25
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQP3
337247.19000000
PA
USD
341962.36000000
0.004163936000
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.50000000
N
N
N
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097AB9
250000.00000000
PA
USD
255280.00000000
0.003108440304
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.38000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AK7
250000.00000000
PA
USD
260060.00000000
0.003166644412
Long
DBT
CORP
US
N
2
2028-09-26
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7SW7
56516.85000000
PA
USD
61972.90000000
0.000754618693
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
950000.00000000
PA
USD
842764.00000000
0.010261993044
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AV3
200000.00000000
PA
USD
206034.00000000
0.002508791874
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X3EZ1
89869.81000000
PA
USD
93524.67000000
0.001138811711
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
600000.00000000
PA
USD
479898.00000000
0.005843521956
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788JAA7
650000.00000000
PA
USD
625358.50000000
0.007614735059
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142ES8
200000.00000000
PA
USD
184048.00000000
0.002241077331
Long
DBT
CORP
US
N
2
2028-09-22
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y79
7386000.00000000
PA
USD
7468226.93000000
0.090937549317
Long
DBT
UST
US
N
2
2025-07-31
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3AJ7
346541.70000000
PA
USD
348777.14000000
0.004246916793
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ4T4
103457.99000000
PA
USD
108916.36000000
0.001326230034
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
5.00000000
N
N
N
N
N
N
HARMAN INTL IND
1VWDHRIRERCQ5D5M5681
Harman International Industries Inc
413086AH2
200000.00000000
PA
USD
205556.00000000
0.002502971463
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.15000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DQ1
300000.00000000
PA
USD
261699.00000000
0.003186601845
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.70000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AG8
150000.00000000
PA
USD
147709.50000000
0.001798598257
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.38000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BK9
250000.00000000
PA
USD
252977.50000000
0.003080403702
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BG5
300000.00000000
PA
USD
304680.00000000
0.003709963929
Long
DBT
CORP
US
N
2
2049-08-10
Fixed
3.85000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
300000.00000000
PA
USD
309123.00000000
0.003764064525
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAC4
750000.00000000
PA
USD
760942.50000000
0.009265686055
Long
DBT
CORP
JP
N
2
2026-03-09
Fixed
3.78000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2016-NXSR
12594PAV3
100000.00000000
PA
USD
101132.92000000
0.001231454264
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.79000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BMS4
31409.55000000
PA
USD
34867.78000000
0.000424570717
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184HK37
175798.90000000
PA
USD
176441.91000000
0.002148461079
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FHQ63
1700000.00000000
PA
USD
1806650.72000000
0.021998847984
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Variable
3.99000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LBA8
200000.00000000
PA
USD
202976.00000000
0.002471555857
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QL5
4253000.00000000
PA
USD
5319240.41000000
0.064770218105
Long
DBT
UST
US
N
2
2040-11-15
Fixed
4.25000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
250000.00000000
PA
USD
230802.50000000
0.002810387783
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DF2
1150000.00000000
PA
USD
1156244.50000000
0.014079117068
Long
DBT
NUSS
XX
N
2
2024-01-16
Fixed
2.63000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAY5
200000.00000000
PA
USD
207882.00000000
0.002531294215
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.42000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BB4
500000.00000000
PA
USD
532085.00000000
0.006478981742
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCU5
9605000.58000000
PA
USD
9179665.51000000
0.111777037958
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TAN5
31319.26000000
PA
USD
32993.41000000
0.000401747279
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMQT3
116949.27000000
PA
USD
116669.75000000
0.001420639898
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBY3
2382395.10000000
PA
USD
2316963.05000000
0.028212712816
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346AP0
200000.00000000
PA
USD
205554.00000000
0.002502947110
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.95000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDA1
400000.00000000
PA
USD
376724.00000000
0.004587214294
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
2.70000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
N/A
GLP Capital LP / GLP Financing II Inc
361841AF6
200000.00000000
PA
USD
205376.00000000
0.002500779676
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4YV2
1880537.19000000
PA
USD
1918326.06000000
0.023358672992
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAG8
225000.00000000
PA
USD
271883.25000000
0.003310611298
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.13000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BA0
150000.00000000
PA
USD
152902.50000000
0.001861831297
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
4.15000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAG5
100000.00000000
PA
USD
101664.00000000
0.001237921008
Long
DBT
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
150000.00000000
PA
USD
143751.00000000
0.001750397219
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAB0
50000.00000000
PA
USD
52765.00000000
0.000642497855
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAJ6
250000.00000000
PA
USD
226305.00000000
0.002755623562
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.80000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
158000.00000000
PA
USD
160790.28000000
0.001957877573
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.38000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDF6
200000.00000000
PA
USD
243470.00000000
0.002964634757
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
6.00000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BY8
350000.00000000
PA
USD
376925.50000000
0.004589667877
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938KQ5
543838.83000000
PA
USD
578293.65000000
0.007041645602
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAS8
200000.00000000
PA
USD
201490.00000000
0.002453461441
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.40000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAA8
250000.00000000
PA
USD
224707.50000000
0.002736171457
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LU3
300000.00000000
PA
USD
301626.00000000
0.003672776618
Long
DBT
CORP
US
N
2
2039-01-24
Fixed
3.88000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCLD4
4768000.00000000
PA
USD
4889891.58000000
0.059542212747
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Fixed
3.29000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PT9
1382000.00000000
PA
USD
1804265.79000000
0.021969807666
Long
DBT
UST
US
N
2
2037-02-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5D3
1467508.80000000
PA
USD
1443967.60000000
0.017582603751
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAE0
50000.00000000
PA
USD
48990.50000000
0.000596537310
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.70000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAP9
225000.00000000
PA
USD
235811.25000000
0.002871377286
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.90000000
N
N
N
N
N
N
ORIX CORP
35380016EMHNBOVYE123
ORIX Corp
686330AN1
190000.00000000
PA
USD
173791.10000000
0.002116183248
Long
DBT
CORP
JP
N
2
2031-03-09
Fixed
2.25000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBD5
200000.00000000
PA
USD
202898.00000000
0.002470606082
Long
DBT
CORP
US
N
2
2047-09-30
Fixed
3.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UUL4
188883.31000000
PA
USD
195836.60000000
0.002384622298
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
4.50000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBQ8
600000.00000000
PA
USD
602562.00000000
0.007337151388
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
250000.00000000
PA
USD
255962.50000000
0.003116750827
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637AP5
150000.00000000
PA
USD
162801.00000000
0.001982361289
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.50000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WAB6
100000.00000000
PA
USD
119167.00000000
0.001451047891
Long
DBT
CORP
GB
N
2
2032-11-30
Fixed
6.25000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCQ3
400000.00000000
PA
USD
448716.00000000
0.005463831477
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UUK6
674300.88000000
PA
USD
688929.64000000
0.008388814868
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
4.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CG1
500000.00000000
PA
USD
504220.00000000
0.006139681017
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DT2
500000.00000000
PA
USD
456835.00000000
0.005562693224
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CB3
270000.00000000
PA
USD
343099.80000000
0.004177786143
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSM5
2308004.05000000
PA
USD
2246189.54000000
0.027350932689
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DT2
500000.00000000
PA
USD
486440.00000000
0.005923181218
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.54000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905AG1
150000.00000000
PA
USD
145692.00000000
0.001774031983
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GSPG1
1020143.39000000
PA
USD
1029602.50000000
0.012537049154
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AT6
650000.00000000
PA
USD
655265.00000000
0.007978894296
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.55000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GT2
600000.00000000
PA
USD
608964.00000000
0.007415105928
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FM4
500000.00000000
PA
USD
504220.00000000
0.006139681017
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2W1
1105768.58000000
PA
USD
1069196.73000000
0.013019171923
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
2.50000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BZ4
310000.00000000
PA
USD
297615.50000000
0.003623942397
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.60000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CG7
325000.00000000
PA
USD
339579.50000000
0.004134920887
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
4.20000000
N
N
N
N
N
N
ALLINA HEALTH SYSTEM
5493001V00JCD7SQ0G44
Allina Health System
01959LAE2
50000.00000000
PA
USD
42259.00000000
0.000514570584
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.90000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030645
9000000.00000000
PA
USD
8801805.87000000
0.107175995439
Long
ABS-MBS
USGSE
US
N
2
2052-04-15
Fixed
3.00000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAP5
300000.00000000
PA
USD
314682.00000000
0.003831754198
Long
DBT
US
N
2
2029-01-26
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BTY2
617804.25000000
PA
USD
636130.84000000
0.007745905444
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-UBS8
61691ABL6
400000.00000000
PA
USD
403693.16000000
0.004915606741
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.81000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAY7
200000.00000000
PA
USD
202674.00000000
0.002467878526
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.63000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BN9
250000.00000000
PA
USD
290282.50000000
0.003534651451
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-C30
N/A
Wells Fargo Commercial Mortgage Trust 2015-C30
94989NBE6
723000.00000000
PA
USD
728621.77000000
0.008872129725
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
3.66000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WAQ3
580000.00000000
PA
USD
695797.00000000
0.008472435906
Long
DBT
CORP
GB
N
2
2037-02-27
Fixed
6.15000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
250000.00000000
PA
USD
254165.00000000
0.003094863404
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
1200000.00000000
PA
USD
1111164.00000000
0.013530190230
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
N/A
GLP Capital LP / GLP Financing II Inc
361841AN9
150000.00000000
PA
USD
149076.00000000
0.001815237569
Long
DBT
US
N
2
2024-09-01
Fixed
3.35000000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AY3
250000.00000000
PA
USD
216052.50000000
0.002630783057
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AJ5
350000.00000000
PA
USD
311986.50000000
0.003798932195
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCU4
300000.00000000
PA
USD
368424.00000000
0.004486148584
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
5.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYUP2
1064234.70000000
PA
USD
1002964.99000000
0.012212695074
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
2.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AW3
250000.00000000
PA
USD
252530.00000000
0.003074954677
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CM8
1250000.00000000
PA
USD
1174537.50000000
0.014301863458
Long
DBT
NUSS
JP
N
2
2031-04-15
Fixed
1.88000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAJ0
400000.00000000
PA
USD
368496.00000000
0.004487025298
Long
DBT
CORP
ES
N
2
2025-09-18
Fixed
1.13000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BM1
200000.00000000
PA
USD
194154.00000000
0.002364133965
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312944TS0
486319.87000000
PA
USD
507512.23000000
0.006179769157
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BY3
550000.00000000
PA
USD
448178.50000000
0.005457286559
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.25000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAH5
150000.00000000
PA
USD
149590.50000000
0.001821502426
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.75000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
171239AG1
350000.00000000
PA
USD
305172.00000000
0.003715954812
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.38000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646139X83
850000.00000000
PA
USD
1211638.45000000
0.014753626574
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
7.10000000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AN0
550000.00000000
PA
USD
699594.50000000
0.008518676513
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
1000000.00000000
PA
USD
1024980.00000000
0.012480762860
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417AJP5
462193.93000000
PA
USD
472361.51000000
0.005751753195
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFG8
6243803.40000000
PA
USD
6069590.11000000
0.073906919961
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AY3
200000.00000000
PA
USD
198960.00000000
0.002422654665
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETRW8
641865.11000000
PA
USD
656278.83000000
0.007991239289
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
3.50000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAE3
300000.00000000
PA
USD
339972.00000000
0.004139700200
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.38000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCJ5
250000.00000000
PA
USD
255117.50000000
0.003106461608
Long
DBT
CORP
GB
N
2
2023-09-26
Fixed
3.99000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DV9
625000.00000000
PA
USD
617262.50000000
0.007516153373
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.75000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL CORP
549300NXFO6BISJLOS32
Children's Hospital Corp/The
16876BAA0
150000.00000000
PA
USD
163468.50000000
0.001990489164
Long
DBT
CORP
US
N
2
2047-01-01
Fixed
4.12000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DY0
400000.00000000
PA
USD
349732.00000000
0.004258543734
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AU0
250000.00000000
PA
USD
242872.50000000
0.002957359243
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
0.67000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGU3
250000.00000000
PA
USD
231975.00000000
0.002824664836
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KNH3
56032.69000000
PA
USD
61403.13000000
0.000747680837
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAR9
250000.00000000
PA
USD
269495.00000000
0.003281530553
Long
DBT
CORP
US
N
2
2039-04-22
Fixed
4.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418B6J0
507290.24000000
PA
USD
507971.91000000
0.006185366493
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
3.00000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAB9
150000.00000000
PA
USD
160701.00000000
0.001956790447
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.88000000
N
N
N
N
N
N
Hudson Pacific Properties LP
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAC0
150000.00000000
PA
USD
143617.50000000
0.001748771644
Long
DBT
US
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138NYGM1
21995.97000000
PA
USD
22504.53000000
0.000274028471
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
300000.00000000
PA
USD
260277.00000000
0.003169286732
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.85000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HP1
150000.00000000
PA
USD
164992.50000000
0.002009046289
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAV7
350000.00000000
PA
USD
373110.50000000
0.004543214180
Long
DBT
CORP
US
N
2
2039-03-07
Fixed
3.90000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAV4
350000.00000000
PA
USD
343542.50000000
0.004183176720
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179USV5
173686.96000000
PA
USD
180080.83000000
0.002192770722
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296UZ37
58672.79000000
PA
USD
63493.26000000
0.000773131496
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZX3
2439089.28000000
PA
USD
2390015.46000000
0.029102242178
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJ5Y0
2024925.90000000
PA
USD
2087659.22000000
0.025420573726
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAA1
300000.00000000
PA
USD
288510.00000000
0.003513068443
Long
DBT
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG Industries Inc
693506BS5
100000.00000000
PA
USD
93851.00000000
0.001142785298
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YVT1
10950.44000000
PA
USD
11188.81000000
0.000136241569
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRU8
450022.98000000
PA
USD
451998.02000000
0.005503795294
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQKS0
116407.77000000
PA
USD
119440.21000000
0.001454374658
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
3.50000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400EB5
300000.00000000
PA
USD
343692.00000000
0.004184997120
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.65000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAR5
400000.00000000
PA
USD
408244.00000000
0.004971020461
Long
DBT
CORP
US
N
2
2027-03-26
Fixed
3.30000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DQ8
100000.00000000
PA
USD
87415.00000000
0.001064416754
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAU6
450000.00000000
PA
USD
517140.00000000
0.006297002581
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAF2
600000.00000000
PA
USD
591240.00000000
0.007199288018
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
3.80000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AT5
100000.00000000
PA
USD
90949.00000000
0.001107448829
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.55000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDD0
200000.00000000
PA
USD
197070.00000000
0.002399640907
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
2.15000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
92976GAG6
250000.00000000
PA
USD
300592.50000000
0.003660192111
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.85000000
N
N
N
N
N
N
OHIOHEALTH CORP
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp
67777JAK4
150000.00000000
PA
USD
133342.50000000
0.001623657165
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.04000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AH6
300000.00000000
PA
USD
298410.00000000
0.003633616699
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
2.40000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AC8
250000.00000000
PA
USD
232620.00000000
0.002832518738
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.65000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BL1
250000.00000000
PA
USD
255010.00000000
0.003105152624
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012725AC1
150000.00000000
PA
USD
153537.00000000
0.001869557344
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.15000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBG9
500000.00000000
PA
USD
428710.00000000
0.005220226585
Long
DBT
CORP
US
N
2
2061-12-10
Fixed
2.90000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAA3
350000.00000000
PA
USD
450978.50000000
0.005491381015
Long
DBT
CORP
US
N
2
2035-07-27
Fixed
7.50000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBF9
150000.00000000
PA
USD
152737.50000000
0.001859822159
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A5ZX3
57453.80000000
PA
USD
59168.99000000
0.000720476626
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BD8
350000.00000000
PA
USD
429233.00000000
0.005226594943
Long
DBT
NUSS
PH
N
2
2032-01-15
Fixed
6.38000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFC3
1200000.00000000
PA
USD
1214184.00000000
0.014784622697
Long
DBT
NUSS
CA
N
2
2024-01-29
Fixed
3.05000000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CQ3
300000.00000000
PA
USD
293841.00000000
0.003577981852
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.60000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CR5
650000.00000000
PA
USD
609628.50000000
0.007423197273
Long
DBT
NUSS
ID
N
2
2050-02-14
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNV5
470612.73000000
PA
USD
479187.47000000
0.005834870123
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
FIRST-CITIZENS BANK/TRST
L9VVX1KT5TFTKS0MLF66
First-Citizens Bank & Trust Co
125581GX0
200000.00000000
PA
USD
221466.00000000
0.002696701035
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.13000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDY7
950000.00000000
PA
USD
988551.00000000
0.012037181804
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.13000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBL5
260000.00000000
PA
USD
267040.80000000
0.003251646762
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.50000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AQ9
100000.00000000
PA
USD
106173.00000000
0.001292825260
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.55000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513CXR2
300000.00000000
PA
USD
301701.00000000
0.003673689862
Long
DBT
NUSS
IL
N
2
2026-03-16
Fixed
2.88000000
N
N
N
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AG4
200000.00000000
PA
USD
212388.00000000
0.002586161937
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJX54
52039.77000000
PA
USD
53804.17000000
0.000655151404
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
300000.00000000
PA
USD
313467.00000000
0.003816959639
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJRT9
398506.25000000
PA
USD
398110.61000000
0.004847630310
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAQ6
70000.00000000
PA
USD
87383.80000000
0.001064036845
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
6.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJS2
155927.96000000
PA
USD
156747.19000000
0.001908646517
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
250000.00000000
PA
USD
239377.50000000
0.002914802056
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
750000.00000000
PA
USD
663870.00000000
0.008083673866
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416RHJ5
158929.14000000
PA
USD
168859.98000000
0.002056139014
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DGJ5
155436.45000000
PA
USD
154101.73000000
0.001876433831
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
1150000.00000000
PA
USD
1079217.50000000
0.013141190747
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NH92
306540.82000000
PA
USD
308868.19000000
0.003760961808
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
3.00000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAZ7
300000.00000000
PA
USD
280005.00000000
0.003409506531
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.20000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAV6
650000.00000000
PA
USD
637754.00000000
0.007765670000
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.63000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EL8
400000.00000000
PA
USD
392496.00000000
0.004779263497
Long
DBT
CORP
US
N
2
2029-07-29
Fixed
2.63000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
900000.00000000
PA
USD
768897.00000000
0.009362544753
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.94000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CW8
450000.00000000
PA
USD
462073.50000000
0.005626480299
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.10000000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AF7
300000.00000000
PA
USD
297492.00000000
0.003622438588
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.30000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BG7
150000.00000000
PA
USD
152317.50000000
0.001854707991
Long
DBT
CORP
US
N
2
2023-09-28
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBJC3
658028.38000000
PA
USD
662908.13000000
0.008071961568
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAW9
1000000.00000000
PA
USD
1047210.00000000
0.012751448491
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.90000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBD3
200000.00000000
PA
USD
201828.00000000
0.002457577129
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZH8
1888568.80000000
PA
USD
1686944.93000000
0.020541239467
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERW55
153253.41000000
PA
USD
152786.36000000
0.001860417108
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
2.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EW4
100000.00000000
PA
USD
111656.00000000
0.001359589511
Long
DBT
CORP
US
N
2
2048-09-10
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6K3
1661161.72000000
PA
USD
1502348.80000000
0.018293487781
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
1.50000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NS0
200000.00000000
PA
USD
204814.00000000
0.002493936432
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.70000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300NKHFE6ZRF37I48
Cenovus Energy Inc
448055AD5
250000.00000000
PA
USD
310820.00000000
0.003784728201
Long
DBT
CORP
CA
N
2
2037-09-15
Fixed
6.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PG70
69253.96000000
PA
USD
73581.36000000
0.000895970170
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RJD2
2254377.57000000
PA
USD
2254935.35000000
0.027457426845
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
3.00000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DC9
1700000.00000000
PA
USD
1760418.00000000
0.021435891034
Long
DBT
NUSS
XX
N
2
2028-09-18
Fixed
3.13000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJD8
500000.00000000
PA
USD
491850.00000000
0.005989056579
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.40000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AM7
450000.00000000
PA
USD
488560.50000000
0.005949001681
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QDY4
228963.87000000
PA
USD
233785.89000000
0.002846715304
Long
ABS-MBS
USGA
US
N
2
2044-05-20
Fixed
3.50000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAN1
250000.00000000
PA
USD
226330.00000000
0.002755927977
Long
DBT
CORP
US
N
2
2031-03-12
Fixed
2.30000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAS0
150000.00000000
PA
USD
173718.00000000
0.002115293139
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.90000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AW9
200000.00000000
PA
USD
175456.00000000
0.002136456056
Long
DBT
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAH6
498000.00000000
PA
USD
602649.72000000
0.007338219519
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178GFP4
316964.38000000
PA
USD
327047.93000000
0.003982329077
Long
ABS-MBS
USGA
US
N
2
2042-07-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QH4
4194000.00000000
PA
USD
5339158.61000000
0.065012753892
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.38000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DV2
400000.00000000
PA
USD
403120.00000000
0.004908627606
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.65000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AN1
250000.00000000
PA
USD
207342.50000000
0.002524724944
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.75000000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CS9
200000.00000000
PA
USD
216144.00000000
0.002631897215
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BV9
350000.00000000
PA
USD
365344.00000000
0.004448644682
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.05000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BG3
500000.00000000
PA
USD
513565.00000000
0.006253471266
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.15000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
1000000.00000000
PA
USD
1062870.00000000
0.012942133916
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BG7
600000.00000000
PA
USD
653886.00000000
0.007962102776
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
4.60000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RE3
350000.00000000
PA
USD
360419.50000000
0.004388681056
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.48000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DX3
500000.00000000
PA
USD
490280.00000000
0.005969939330
Long
DBT
NUSS
CL
N
2
2027-01-31
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0QR2
138391.48000000
PA
USD
137969.73000000
0.001680001055
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
14042TCT2
575000.00000000
PA
USD
558566.50000000
0.006801436153
Long
DBT
CORP
US
N
2
2026-01-28
Fixed
2.28000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBE4
350000.00000000
PA
USD
328895.00000000
0.004004820094
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
3.90000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KN0
225000.00000000
PA
USD
210390.75000000
0.002561842239
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NF60
498105.71000000
PA
USD
501887.52000000
0.006111279361
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.00000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DB9
200000.00000000
PA
USD
211674.00000000
0.002577467850
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.05000000
N
N
N
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
American Assets Trust LP
02401LAA2
150000.00000000
PA
USD
141157.50000000
0.001718817229
Long
DBT
US
N
2
2031-02-01
Fixed
3.38000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AH1
400000.00000000
PA
USD
407580.00000000
0.004962935205
Long
DBT
CORP
US
N
2
2024-11-18
Fixed
3.80000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AR1
250000.00000000
PA
USD
253142.50000000
0.003082412839
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AJ0
300000.00000000
PA
USD
297840.00000000
0.003626676042
Long
DBT
NUSS
CA
N
2
2026-04-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D54U3
631539.56000000
PA
USD
625460.60000000
0.007615978289
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCU3
20000000.00000000
PA
USD
19458984.40000000
0.236944106029
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.13000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAM9
637000.00000000
PA
USD
786917.95000000
0.009581978501
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.13000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CG7
200000.00000000
PA
USD
213190.00000000
0.002595927563
Long
DBT
CORP
US
N
2
2047-03-03
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCN1
11749486.20000000
PA
USD
10911822.91000000
0.132868811208
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
337358BH7
200000.00000000
PA
USD
227968.00000000
0.002775873234
Long
DBT
CORP
US
N
2
2026-08-01
Variable
7.57000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FZX7
435939.49000000
PA
USD
447436.56000000
0.005448252258
Long
ABS-MBS
USGA
US
N
2
2041-12-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4Y58
199219.90000000
PA
USD
203653.15000000
0.002479801236
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.50000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FV0
155000.00000000
PA
USD
150438.35000000
0.001831826349
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.05000000
N
N
N
N
N
N
EMORY UNIVERSITY
95MD72NUUVZ3P8PQ6919
Emory University
29157TAD8
100000.00000000
PA
USD
94121.00000000
0.001146072978
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.14000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAZ8
500000.00000000
PA
USD
440095.00000000
0.005358857081
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDJ8
600000.00000000
PA
USD
629568.00000000
0.007665992421
Long
DBT
CORP
US
N
2
2048-03-09
Fixed
4.50000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAF2
150000.00000000
PA
USD
150862.50000000
0.001836991050
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.13000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607RAD2
450000.00000000
PA
USD
456759.00000000
0.005561767803
Long
DBT
CORP
CA
N
2
2023-09-13
Fixed
3.50000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAD8
100000.00000000
PA
USD
99108.00000000
0.001206797640
Long
DBT
US
N
2
2026-09-01
Fixed
3.13000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
42217KBF2
200000.00000000
PA
USD
203370.00000000
0.002476353434
Long
DBT
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBQ8
350000.00000000
PA
USD
322140.00000000
0.003922567218
Long
DBT
US
N
2
2026-05-15
Fixed
1.45000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159TF3
400000.00000000
PA
USD
390836.00000000
0.004759050355
Long
DBT
CORP
CA
N
2
2025-02-03
Fixed
2.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FE2A1
944443.44000000
PA
USD
986064.91000000
0.012006909702
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFU3
1000000.00000000
PA
USD
835960.00000000
0.010179143515
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.88000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
525000.00000000
PA
USD
550410.00000000
0.006702117783
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAN2
50000.00000000
PA
USD
52886.50000000
0.000643977311
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.30000000
N
N
N
N
N
N
JAPAN INT'L COOP AGENCY
254900XEIG78M2AJB031
Japan International Cooperation Agency
47109LAA2
200000.00000000
PA
USD
195484.00000000
0.002380328832
Long
DBT
NUSS
JP
N
2
2026-10-20
Fixed
2.13000000
N
N
N
N
N
N
Flex Ltd
549300EAQH74YHD07T53
Flex Ltd
33938XAA3
200000.00000000
PA
USD
209626.00000000
0.002552530191
Long
DBT
CORP
SG
N
2
2029-06-15
Fixed
4.88000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAZ4
100000.00000000
PA
USD
103735.00000000
0.001263138729
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
3.90000000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AT6
350000.00000000
PA
USD
365165.50000000
0.004446471160
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAP8
300000.00000000
PA
USD
275397.00000000
0.003353396797
Long
DBT
CORP
GB
N
2
2027-05-11
Fixed
1.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SAN0
287606.54000000
PA
USD
287321.00000000
0.003498590475
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.00000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EL0
100000.00000000
PA
USD
91334.00000000
0.001112136817
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QR37
125990.46000000
PA
USD
138715.07000000
0.001689076756
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
5.00000000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAU4
100000.00000000
PA
USD
92199.00000000
0.001122669569
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.25000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BD5
450000.00000000
PA
USD
461155.50000000
0.005615302188
Long
DBT
NUSS
PA
N
2
2024-09-22
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BDT0
69547.98000000
PA
USD
76354.80000000
0.000929741216
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
13100000.00000000
PA
USD
10329554.75000000
0.125778769621
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAS4
200000.00000000
PA
USD
202768.00000000
0.002469023125
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BQ82
189104.76000000
PA
USD
193621.08000000
0.002357644816
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WLTW6
404785.90000000
PA
USD
408845.01000000
0.004978338715
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJY20
138050.78000000
PA
USD
142731.38000000
0.001737981723
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05723KAE0
550000.00000000
PA
USD
547976.00000000
0.006672479959
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.34000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
800000.00000000
PA
USD
802584.00000000
0.009772737594
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BF8
350000.00000000
PA
USD
357521.50000000
0.004353393294
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.88000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EL0
450000.00000000
PA
USD
390294.00000000
0.004752450642
Long
DBT
CORP
US
N
2
2061-08-05
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ4J6
403155.51000000
PA
USD
413230.63000000
0.005031740618
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6P47
1281172.87000000
PA
USD
1318219.56000000
0.016051421223
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DU83
2826434.55000000
PA
USD
2750735.09000000
0.033494577796
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
UNIVERSITY OF CHICAGO
54930099Y7GU6182V326
University of Chicago/The
91412NBE9
150000.00000000
PA
USD
125157.00000000
0.001523985675
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.55000000
N
N
N
N
N
N
DOVER CORP
549300FMC2ALGA7N9E80
Dover Corp
260003AP3
150000.00000000
PA
USD
146182.50000000
0.001780004601
Long
DBT
CORP
US
N
2
2029-11-04
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6A83
2432812.28000000
PA
USD
2307536.07000000
0.028097924331
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
1.50000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
500000.00000000
PA
USD
499665.00000000
0.006084216642
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEN5
2500000.00000000
PA
USD
2523850.00000000
0.030731890714
Long
DBT
USGSE
US
N
2
2023-06-19
Fixed
2.75000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152BM2
150000.00000000
PA
USD
168312.60000000
0.002049473791
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417F7F9
554791.43000000
PA
USD
553100.68000000
0.006734881095
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA CA REVENUES
91412GTG0
250000.00000000
PA
USD
267874.75000000
0.003261801431
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.60000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
950000.00000000
PA
USD
823412.50000000
0.010026357732
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AT2
200000.00000000
PA
USD
206508.00000000
0.002514563578
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDV0
1290000.00000000
PA
USD
1059154.50000000
0.012896891789
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.99000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
0778FPAJ8
250000.00000000
PA
USD
239867.50000000
0.002920768586
Long
DBT
CORP
CA
N
2
2052-08-15
Fixed
3.65000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAB7
200000.00000000
PA
USD
173362.00000000
0.002110958273
Long
DBT
CORP
US
N
2
2050-04-28
Fixed
3.25000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBD6
150000.00000000
PA
USD
141759.00000000
0.001726141448
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CK8
100000.00000000
PA
USD
100380.00000000
0.001222286265
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
2.90000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDU5
500000.00000000
PA
USD
582805.00000000
0.007096578468
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
5.25000000
N
N
N
N
N
N
NORTHWESTERN UNIVERSITY
OBWWNZE695DUK77DTI34
Northwestern University
668444AS1
150000.00000000
PA
USD
125025.00000000
0.001522378365
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
2.64000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AD7
350000.00000000
PA
USD
360822.00000000
0.004393582135
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.50000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
Unum Group
91529YAN6
200000.00000000
PA
USD
204056.00000000
0.002484706575
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJY61
1359235.99000000
PA
USD
1351264.86000000
0.016453800346
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297GXG0
298918.86000000
PA
USD
301660.57000000
0.003673197563
Long
ABS-MBS
USGA
US
N
2
2043-07-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WND6
973245.23000000
PA
USD
928172.00000000
0.011301971380
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XYRT3
91293.61000000
PA
USD
92362.11000000
0.001124655692
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W6FH4
93798.91000000
PA
USD
92322.31000000
0.001124171064
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXD7
33497.97000000
PA
USD
33347.36000000
0.000406057183
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYSQ3
520429.02000000
PA
USD
515959.26000000
0.006282625192
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
3.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CW7
300000.00000000
PA
USD
325758.00000000
0.003966622127
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286R6
12574000.00000000
PA
USD
12542565.00000000
0.152725691646
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6F4
2223582.50000000
PA
USD
2108998.47000000
0.025680413058
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
1.50000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AT3
300000.00000000
PA
USD
342267.00000000
0.004167645477
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.80000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZL9
200000.00000000
PA
USD
191998.00000000
0.002337881234
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYX2
143444.02000000
PA
USD
138869.39000000
0.001690955848
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
2.50000000
N
N
N
N
N
N
SWISS RE AMERICA HOLDING
549300TFNR7TTQPWQU29
Swiss Re America Holding Corp
36158FAA8
200000.00000000
PA
USD
227988.00000000
0.002776116766
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8SU0
217733.48000000
PA
USD
220421.74000000
0.002683985508
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.00000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAX6
300000.00000000
PA
USD
301980.00000000
0.003677087131
Long
DBT
CORP
CA
N
2
2050-05-13
Fixed
3.95000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCG8
250000.00000000
PA
USD
231425.00000000
0.002817967711
Long
DBT
CORP
US
N
2
2030-03-10
Fixed
2.10000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RR24
300000.00000000
PA
USD
288999.00000000
0.003519022796
Long
DBT
CORP
US
N
2
2024-02-02
Fixed
0.35000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JAT4
50000.00000000
PA
USD
66011.00000000
0.000803788988
Long
DBT
CORP
MX
N
2
2032-03-11
Fixed
8.50000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AA6
30000.00000000
PA
USD
34819.80000000
0.000423986484
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
5.00000000
N
N
N
N
N
N
NVENT FINANCE SARL
549300KO1OQ4MVFB6X02
nVent Finance Sarl
67078AAE3
100000.00000000
PA
USD
89988.00000000
0.001095747125
Long
DBT
CORP
LU
N
2
2031-11-15
Fixed
2.75000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AT8
600000.00000000
PA
USD
605820.00000000
0.007376822724
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CJ5
700000.00000000
PA
USD
653618.00000000
0.007958839449
Long
DBT
NUSS
JP
N
2
2025-07-15
Fixed
0.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AKN7
58093.20000000
PA
USD
58292.70000000
0.000709806401
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WHX9
372606.34000000
PA
USD
362311.88000000
0.004411723795
Long
ABS-MBS
USGA
US
N
2
2036-07-20
Fixed
2.00000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBJ3
550000.00000000
PA
USD
564030.50000000
0.006867969049
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0CM8
1400000.00000000
PA
USD
1384096.00000000
0.016853571730
Long
DBT
NUSS
XX
N
2
2025-01-15
Fixed
2.13000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CR0
700000.00000000
PA
USD
764029.00000000
0.009303269105
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U57
9234000.00000000
PA
USD
9222277.16000000
0.112295902618
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.13000000
N
N
N
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAF4
300000.00000000
PA
USD
303459.00000000
0.003695096310
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-P2
N/A
Wells Fargo Commercial Mortgage Trust 2015-P2
95000AAU1
1500000.00000000
PA
USD
1520656.11000000
0.018516408418
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.81000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
350000.00000000
PA
USD
371378.00000000
0.004522118235
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
BANKUNITED INC
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652KAB9
100000.00000000
PA
USD
103882.00000000
0.001264928688
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2L5
10784420.98000000
PA
USD
10030784.94000000
0.122140771662
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
293791AP4
250000.00000000
PA
USD
308875.00000000
0.003761044731
Long
DBT
CORP
US
N
2
2034-10-15
Fixed
6.65000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBA6
175000.00000000
PA
USD
181282.50000000
0.002207402967
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.50000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BN1
300000.00000000
PA
USD
291417.00000000
0.003548465794
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VS6
15152000.00000000
PA
USD
15243148.83000000
0.185609598031
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ARYQ8
59263.13000000
PA
USD
62217.24000000
0.000757593922
Long
ABS-MBS
USGA
US
N
2
2041-01-15
Fixed
4.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
400000.00000000
PA
USD
411944.00000000
0.005016073850
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.91000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBC7
200000.00000000
PA
USD
189774.00000000
0.002310800494
Long
DBT
US
N
2
2030-03-15
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MKL3
31304.98000000
PA
USD
30977.19000000
0.000377196591
Long
ABS-MBS
USGA
US
N
2
2027-08-20
Fixed
2.50000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824AV2
160000.00000000
PA
USD
209518.40000000
0.002551219989
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJLC0
72948.61000000
PA
USD
77486.04000000
0.000943515863
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FY59
797244.02000000
PA
USD
818269.81000000
0.009963737296
Long
ABS-MBS
USGA
US
N
2
2041-11-20
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBF1
595000.00000000
PA
USD
535464.30000000
0.006520130098
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.13000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AX4
250000.00000000
PA
USD
239385.00000000
0.002914893380
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.80000000
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JGT9
300000.00000000
PA
USD
270654.00000000
0.003295643223
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.63000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBV7
350000.00000000
PA
USD
345068.50000000
0.004201758199
Long
DBT
CORP
US
N
2
2029-08-05
Fixed
3.10000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BH6
350000.00000000
PA
USD
349814.50000000
0.004259548302
Long
DBT
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CW8
425000.00000000
PA
USD
391450.50000000
0.004766532870
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
2.30000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
HOUSTON TX
4423313K8
255000.00000000
PA
USD
271558.94000000
0.003306662308
Long
DBT
MUN
US
N
2
2047-03-01
Fixed
3.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419JS90
415125.51000000
PA
USD
432893.26000000
0.005271164434
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DD9
350000.00000000
PA
USD
364374.50000000
0.004436839476
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
3.75000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593H62
150000.00000000
PA
USD
172425.15000000
0.002099550633
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
4.47000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EAU3
200000.00000000
PA
USD
202288.00000000
0.002463178361
Long
DBT
US
N
2
2024-11-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBZ0
637612.68000000
PA
USD
632979.67000000
0.007707534933
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EU4Q9
590656.74000000
PA
USD
586767.31000000
0.007144825899
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.00000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAH4
300000.00000000
PA
USD
299112.00000000
0.003642164667
Long
DBT
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EY5
250000.00000000
PA
USD
294052.50000000
0.003580557202
Long
DBT
CORP
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8AS3
162428.60000000
PA
USD
178693.87000000
0.002175882276
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.50000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAB1
150000.00000000
PA
USD
150598.50000000
0.001833776430
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
17870000.00000000
PA
USD
17760406.69000000
0.216261218950
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DF0
300000.00000000
PA
USD
275103.00000000
0.003349816879
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.10000000
N
N
N
N
N
N
ANDREW W MELLON FOUNDATI
HVIJIPOQ5TXYVD3NET54
Andrew W Mellon Foundation/The
03444RAB4
125000.00000000
PA
USD
113231.25000000
0.001378770687
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.95000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
1000000.00000000
PA
USD
1007170.00000000
0.012263897763
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
14666000.00000000
PA
USD
13910930.23000000
0.169387716215
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
1000000.00000000
PA
USD
931080.00000000
0.011337380908
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HC4
200000.00000000
PA
USD
199748.00000000
0.002432249819
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.25000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAA5
200000.00000000
PA
USD
183460.00000000
0.002233917495
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4X0
353243.58000000
PA
USD
355101.22000000
0.004323922533
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCE3
250000.00000000
PA
USD
230792.50000000
0.002810266017
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.38000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142CM3
150000.00000000
PA
USD
203884.50000000
0.002482618290
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.20000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BT0
100000.00000000
PA
USD
100370.00000000
0.001222164499
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.05000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FR3
250000.00000000
PA
USD
273395.00000000
0.003329019261
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
4.13000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BP4
350000.00000000
PA
USD
319501.00000000
0.003890433193
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.15000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BH0
300000.00000000
PA
USD
306969.00000000
0.003737836147
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
4.75000000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BlackRock Inc
09247XAR2
500000.00000000
PA
USD
451060.00000000
0.005492373408
Long
DBT
CORP
US
N
2
2031-01-28
Fixed
1.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCX1
2496033.36000000
PA
USD
2534919.16000000
0.030866675355
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.50000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AX1
250000.00000000
PA
USD
255052.50000000
0.003105670129
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.95000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAL9
400000.00000000
PA
USD
364440.00000000
0.004437637043
Long
DBT
CORP
KY
N
2
2030-06-18
Fixed
4.38000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAB3
750000.00000000
PA
USD
759232.50000000
0.009244864083
Long
DBT
CORP
US
N
2
2025-09-16
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERTU4
118132.92000000
PA
USD
130755.70000000
0.001592158758
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
6.00000000
N
N
N
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121AA8
85000.00000000
PA
USD
87780.35000000
0.001068865472
Long
DBT
US
N
2
2028-03-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V4U1
10468992.85000000
PA
USD
10000595.03000000
0.121773161457
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
78009PEH0
550000.00000000
PA
USD
586168.00000000
0.007137528346
Long
DBT
CORP
GB
N
2
2030-01-27
Fixed
5.08000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGT1
700000.00000000
PA
USD
731108.00000000
0.008902403532
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56Z0
2268954.41000000
PA
USD
2153043.92000000
0.026216736515
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
1.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
375000.00000000
PA
USD
347227.50000000
0.004228047460
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AW2
150000.00000000
PA
USD
147010.50000000
0.001790086819
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.38000000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486QAD3
100000.00000000
PA
USD
100573.00000000
0.001224636347
Long
DBT
CORP
US
N
2
2025-01-29
Fixed
3.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBZ2
350000.00000000
PA
USD
306967.50000000
0.003737817882
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
2.14000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
200000.00000000
PA
USD
231464.00000000
0.002818442598
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JX2
750000.00000000
PA
USD
700245.00000000
0.008526597386
Long
DBT
NUSS
XX
N
2
2026-07-15
Fixed
0.88000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE
64990FMT8
200000.00000000
PA
USD
234412.40000000
0.002854344061
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138NY4L6
64770.96000000
PA
USD
62876.31000000
0.000765619148
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
2.50000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EL3
250000.00000000
PA
USD
239300.00000000
0.002913858370
Long
DBT
CORP
AU
N
2
2030-01-16
Fixed
2.65000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JB3
1300000.00000000
PA
USD
1266187.00000000
0.015417841990
Long
DBT
NUSS
XX
N
2
2025-03-14
Fixed
1.63000000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAD4
150000.00000000
PA
USD
150165.00000000
0.001828497877
Long
DBT
US
N
2
2025-02-01
Fixed
3.63000000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866BD9
100000.00000000
PA
USD
96477.00000000
0.001174761027
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.45000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661CX3
150000.00000000
PA
USD
161917.50000000
0.001971603270
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AVV7
38683.64000000
PA
USD
38818.52000000
0.000472677264
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.00000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
500000.00000000
PA
USD
530880.00000000
0.006464308949
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EN4
200000.00000000
PA
USD
208374.00000000
0.002537285098
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.00000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FE3
400000.00000000
PA
USD
365240.00000000
0.004447378316
Long
DBT
CORP
US
N
2
2031-10-21
Fixed
1.95000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FE3
150000.00000000
PA
USD
154462.50000000
0.001880826780
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.95000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAZ9
350000.00000000
PA
USD
341600.00000000
0.004159523691
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
3.24000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BF5
150000.00000000
PA
USD
158844.00000000
0.001934178516
Long
DBT
CORP
US
N
2
2042-12-03
Fixed
4.05000000
N
N
N
N
N
N
Eastern Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AN5
150000.00000000
PA
USD
148518.00000000
0.001808443031
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HQMW9
78285.50000000
PA
USD
78207.78000000
0.000952304197
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAF9
204000.00000000
PA
USD
211474.56000000
0.002575039351
Long
DBT
US
N
2
2027-06-01
Fixed
4.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
600000.00000000
PA
USD
610896.00000000
0.007438631103
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C19
549300FCX3YXSYSLU895
WFRBS Commercial Mortgage Trust 2014-C19
92938VAP0
100000.00000000
PA
USD
100790.00000000
0.001227278667
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
3.83000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UXS6
487260.50000000
PA
USD
484520.02000000
0.005899802406
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
3.00000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CK2
150000.00000000
PA
USD
145929.00000000
0.001776917835
Long
DBT
NUSS
JP
N
2
2023-09-15
Fixed
0.38000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BUX60
257767.00000000
PA
USD
264347.42000000
0.003218850574
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Fixed
3.41000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724AH9
220000.00000000
PA
USD
218664.60000000
0.002662589532
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QYT2
359850.39000000
PA
USD
376201.34000000
0.004580850077
Long
ABS-MBS
USGA
US
N
2
2045-01-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FSB5
348570.55000000
PA
USD
347833.03000000
0.004235420752
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JP2
500000.00000000
PA
USD
462205.00000000
0.005628081521
Long
DBT
NUSS
XX
N
2
2026-10-26
Fixed
0.75000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
03835VAH9
150000.00000000
PA
USD
167458.50000000
0.002039073764
Long
DBT
CORP
JE
N
2
2049-03-15
Fixed
5.40000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAQ4
250000.00000000
PA
USD
269397.50000000
0.003280343336
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
4.95000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines 2019-1 Class AA Pass Through Trust
24737BAA3
188000.00000000
PA
USD
187960.52000000
0.002288718489
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20000000
N
N
N
N
N
N
Fibria Overseas Finance Ltd
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd
31572UAG1
200000.00000000
PA
USD
203378.00000000
0.002476450846
Long
DBT
CORP
KY
N
2
2025-01-14
Fixed
4.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JR3
350000.00000000
PA
USD
354301.50000000
0.004314184669
Long
DBT
CORP
US
N
2
2027-01-27
Fixed
3.30000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DJ3
350000.00000000
PA
USD
362197.50000000
0.004410331036
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.38000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CD8
100000.00000000
PA
USD
118192.00000000
0.001439175714
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.75000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BN1
325000.00000000
PA
USD
297254.75000000
0.003619549692
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAC7
350000.00000000
PA
USD
355089.00000000
0.004323773735
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4H66
155869.19000000
PA
USD
155516.90000000
0.001893665778
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
2.50000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AS9
300000.00000000
PA
USD
257541.00000000
0.003135971577
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
1.50000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAB0
150000.00000000
PA
USD
151933.50000000
0.001850032180
Long
DBT
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings Inc
299808AJ4
300000.00000000
PA
USD
249834.00000000
0.003042126586
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.13000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563AC9
500000.00000000
PA
USD
507410.00000000
0.006178524344
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
3.90000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CC1
250000.00000000
PA
USD
242112.50000000
0.002948105034
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.87000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AT5
200000.00000000
PA
USD
177326.00000000
0.002159226282
Long
DBT
CORP
KY
N
2
2030-10-09
Fixed
2.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4J1
323592.64000000
PA
USD
325294.36000000
0.003960976572
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
University of Michigan
N/A
UNIV OF MICHIGAN MI
914455UF5
250000.00000000
PA
USD
217236.00000000
0.002645194053
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
2.44000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BP9
350000.00000000
PA
USD
328020.00000000
0.003994165577
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
2.00000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CG0
600000.00000000
PA
USD
625164.00000000
0.007612366712
Long
DBT
NUSS
PH
N
2
2029-01-14
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NX52
37682.83000000
PA
USD
38583.88000000
0.000469820149
Long
ABS-MBS
USGA
US
N
2
2044-01-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9QP5
257633.07000000
PA
USD
257166.86000000
0.003131415827
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
2.50000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
200000.00000000
PA
USD
184016.00000000
0.002240687680
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BQ1
200000.00000000
PA
USD
194476.00000000
0.002368054828
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.60000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AP8
91000.00000000
PA
USD
91434.07000000
0.001113355328
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LNY4
120914.36000000
PA
USD
130554.18000000
0.001589704931
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
5.00000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
150000.00000000
PA
USD
140557.50000000
0.001711511274
Long
DBT
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CAF1
54310.50000000
PA
USD
53952.87000000
0.000656962063
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE20 Mortgage Trust
12592LBH4
1855386.40000000
PA
USD
1845872.41000000
0.022476434486
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
3.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJA3
1015264.35000000
PA
USD
1008578.92000000
0.012281053607
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CQ3
150000.00000000
PA
USD
138223.50000000
0.001683091109
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
2315000.00000000
PA
USD
2048589.80000000
0.024944841354
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FB0
200000.00000000
PA
USD
207608.00000000
0.002527957829
Long
DBT
CORP
US
N
2
2047-10-25
Fixed
3.50000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BL9
200000.00000000
PA
USD
183406.00000000
0.002233259959
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.30000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBQ3
350000.00000000
PA
USD
260092.00000000
0.003167034062
Long
DBT
US
N
2
2050-10-15
Fixed
2.13000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAE4
300000.00000000
PA
USD
374847.00000000
0.004564358832
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCD86
354335.33000000
PA
USD
366201.08000000
0.004459080995
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BNGT5
300000.00000000
PA
USD
298982.70000000
0.003640590233
Long
ABS-MBS
USGSE
US
N
2
2026-01-25
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9Z54
973272.40000000
PA
USD
993559.90000000
0.012098173134
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc
95709TAM2
100000.00000000
PA
USD
103369.00000000
0.001258682097
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.25000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBB8
300000.00000000
PA
USD
305646.00000000
0.003721726516
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYU80
1274827.79000000
PA
USD
1154001.84000000
0.014051809113
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
1.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
1200000.00000000
PA
USD
1143300.00000000
0.013921497178
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.88000000
N
N
N
N
N
N
CSAIL 2015-C1 Commercial Mortgage Trust
549300UFJ8EKD81Y8R30
CSAIL 2015-C1 Commercial Mortgage Trust
126281AZ7
1308000.00000000
PA
USD
1308839.72000000
0.015937206742
Long
ABS-MBS
CORP
US
N
2
2050-04-15
Fixed
3.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJQ92
5007893.97000000
PA
USD
4974917.39000000
0.060577537311
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
900000.00000000
PA
USD
840168.00000000
0.010230382613
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFDE3
391796.52000000
PA
USD
392406.22000000
0.004778170283
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
3.00000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C14
549300GADFYEKC4OLM57
WFRBS Commercial Mortgage Trust 2013-C14
92890PAE4
547687.00000000
PA
USD
549273.30000000
0.006688276652
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
3.34000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2G1
450000.00000000
PA
USD
410539.50000000
0.004998971828
Long
DBT
CORP
US
N
2
2027-09-14
Fixed
1.10000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBF9
195000.00000000
PA
USD
200573.10000000
0.002442296725
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0CN6
1100000.00000000
PA
USD
1100044.00000000
0.013394786532
Long
DBT
NUSS
XX
N
2
2022-04-14
Fixed
1.75000000
N
N
N
N
N
N
Interstate Power & Light Co
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AL8
200000.00000000
PA
USD
201348.00000000
0.002451732365
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QB7
3446000.00000000
PA
USD
4318537.99000000
0.052585073422
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VFN5
646729.52000000
PA
USD
629430.48000000
0.007664317896
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
2.50000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
200000.00000000
PA
USD
183048.00000000
0.002228900739
Long
DBT
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828K74
18668000.00000000
PA
USD
18343497.70000000
0.223361280045
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6SU3
44907.49000000
PA
USD
49154.81000000
0.000598538046
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
5.50000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
Israel Government International Bond
4651387N9
700000.00000000
PA
USD
791924.00000000
0.009642935127
Long
DBT
NUSS
IL
N
2
2043-01-30
Fixed
4.50000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAK0
250000.00000000
PA
USD
231235.00000000
0.002815654159
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BS0
300000.00000000
PA
USD
322176.00000000
0.003923005575
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.40000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAA2
250000.00000000
PA
USD
299010.00000000
0.003640922654
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.10000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
650000.00000000
PA
USD
648440.00000000
0.007895789058
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DK0
100000.00000000
PA
USD
94358.00000000
0.001148958830
Long
DBT
US
N
2
2030-07-15
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329PKM4
412037.11000000
PA
USD
422037.31000000
0.005138975964
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP
549300SRP1TQM9JJBG80
Columbia Pipeline Group Inc
198280AF6
483000.00000000
PA
USD
499006.62000000
0.006076199818
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.50000000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BlackRock Inc
09247XAQ4
250000.00000000
PA
USD
236935.00000000
0.002885060731
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8NA8
246885.85000000
PA
USD
270328.19000000
0.003291675968
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LUSX4
244434.88000000
PA
USD
250086.33000000
0.003045199105
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ECFT5
49587.54000000
PA
USD
50128.99000000
0.000610400238
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
3.00000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAZ1
250000.00000000
PA
USD
257130.00000000
0.003130966998
Long
DBT
CORP
XX
N
2
2024-03-01
Fixed
4.88000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FB5
350000.00000000
PA
USD
429397.50000000
0.005228597992
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.00000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BQ0
700000.00000000
PA
USD
698677.00000000
0.008507504490
Long
DBT
NUSS
JP
N
2
2027-11-16
Fixed
2.75000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CR8
350000.00000000
PA
USD
351106.00000000
0.004275274371
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
3.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7MH6
79313.07000000
PA
USD
86380.79000000
0.001051823602
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
5.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBW0
550000.00000000
PA
USD
534776.00000000
0.006511748950
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MAX8
315810.39000000
PA
USD
323514.50000000
0.003939303943
Long
ABS-MBS
USGA
US
N
2
2042-04-20
Fixed
3.50000000
N
N
N
N
N
N
Discover Card Execution Note Trust
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CD5
2100000.00000000
PA
USD
2120267.18000000
0.025817627538
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
3.03000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
775000.00000000
PA
USD
833001.00000000
0.010143112981
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AY5
250000.00000000
PA
USD
235667.50000000
0.002869626901
Long
DBT
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AJV1
30955.40000000
PA
USD
30902.40000000
0.000376285904
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307EHJ6
241792.56000000
PA
USD
244866.13000000
0.002981634862
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
500000.00000000
PA
USD
457415.00000000
0.005569755647
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.09000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AM5
200000.00000000
PA
USD
213184.00000000
0.002595854504
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.60000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CE9
200000.00000000
PA
USD
246696.00000000
0.003003916441
Long
DBT
CORP
US
N
2
2064-05-15
Fixed
4.75000000
N
N
N
N
N
N
Baxalta Inc
5493000JW8DCO3T45R55
Baxalta Inc
07177MAB9
300000.00000000
PA
USD
305985.00000000
0.003725854381
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
4.00000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FU7
250000.00000000
PA
USD
216947.50000000
0.002641681106
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.45000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAK3
500000.00000000
PA
USD
467740.00000000
0.005695478955
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.57000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DC1
200000.00000000
PA
USD
169960.00000000
0.002069533508
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AW5
250000.00000000
PA
USD
259387.50000000
0.003158455654
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DN8
320000.00000000
PA
USD
323392.00000000
0.003937812311
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.95000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BV6
100000.00000000
PA
USD
85540.00000000
0.001041585645
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
3.65000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AT2
150000.00000000
PA
USD
148969.50000000
0.001813940762
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RX8
6738000.00000000
PA
USD
7270196.75000000
0.088526216691
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDP3
17500000.00000000
PA
USD
16359765.63000000
0.199206184781
Long
DBT
UST
US
N
2
2028-12-31
Fixed
1.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BNP7
147948.49000000
PA
USD
148178.72000000
0.001804311757
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178NF95
301993.53000000
PA
USD
304766.70000000
0.003711019639
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AD5
700000.00000000
PA
USD
730541.00000000
0.008895499405
Long
DBT
CORP
CA
N
2
2026-01-27
Fixed
4.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCV1
16000000.00000000
PA
USD
14745000.00000000
0.179543843171
Long
DBT
UST
US
N
2
2028-08-31
Fixed
1.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3Z3
3159341.29000000
PA
USD
3095409.21000000
0.037691533791
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7XS7
186879.74000000
PA
USD
191167.95000000
0.002327774054
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.50000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AQ7
250000.00000000
PA
USD
248135.00000000
0.003021438557
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
2.63000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBG2
700000.00000000
PA
USD
735924.00000000
0.008961045998
Long
DBT
NUSS
MX
N
2
2026-01-21
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022648
5500000.00000000
PA
USD
5332031.93000000
0.064925975220
Long
ABS-MBS
USGA
US
N
2
2052-04-21
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FVF0
326200.86000000
PA
USD
341736.89000000
0.004161190544
Long
ABS-MBS
USGA
US
N
2
2041-07-20
Fixed
4.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
700000.00000000
PA
USD
713118.00000000
0.008683346650
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CJ1
320000.00000000
PA
USD
321785.60000000
0.003918251834
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.63000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAB0
250000.00000000
PA
USD
254480.00000000
0.003098699030
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.38000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AG1
400000.00000000
PA
USD
385944.00000000
0.004699482469
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust 2016-C32
94989YAZ6
500000.00000000
PA
USD
504256.80000000
0.006140129116
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Fixed
3.56000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
650000.00000000
PA
USD
648043.50000000
0.007890961039
Long
DBT
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
350000.00000000
PA
USD
328002.50000000
0.003993952486
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.32000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CD2
150000.00000000
PA
USD
149928.00000000
0.001825612025
Long
DBT
CORP
CA
N
2
2024-11-21
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGK7
168145.84000000
PA
USD
167820.52000000
0.002043481934
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWA4
415073.58000000
PA
USD
413207.35000000
0.005031457147
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4B8
239832.17000000
PA
USD
245054.33000000
0.002983926496
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDB4
18500000.00000000
PA
USD
17663164.16000000
0.215077136375
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FV86
317511.13000000
PA
USD
332633.29000000
0.004050339725
Long
ABS-MBS
USGA
US
N
2
2041-08-20
Fixed
4.00000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBC1
150000.00000000
PA
USD
158659.50000000
0.001931931935
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
250000.00000000
PA
USD
227185.00000000
0.002766338963
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AE3
300000.00000000
PA
USD
314859.00000000
0.003833909455
Long
DBT
CORP
US
N
2
2045-11-01
Fixed
3.88000000
N
N
N
N
N
N
FEDEX 2020-1 CLASS AA
N/A
FedEx Corp 2020-1 Class AA Pass Through Trust
314353AA1
229947.77000000
PA
USD
208762.68000000
0.002542017896
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
1.88000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAF1
100000.00000000
PA
USD
123176.00000000
0.001499863847
Long
DBT
CORP
CA
N
2
2037-05-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CMY7
242939.69000000
PA
USD
249215.90000000
0.003034600235
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHL9
811098.56000000
PA
USD
798100.49000000
0.009718143724
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXS4
461281.40000000
PA
USD
479634.58000000
0.005840314398
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063BFR8
100000.00000000
PA
USD
146980.20000000
0.001789717868
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.63000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AZ8
100000.00000000
PA
USD
108854.00000000
0.001325470702
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EENK1
689614.44000000
PA
USD
705558.66000000
0.008591299654
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BC6
300000.00000000
PA
USD
406008.00000000
0.004943793603
Long
DBT
CORP
US
N
2
2037-08-01
Fixed
6.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9SN2
840798.50000000
PA
USD
833880.89000000
0.010153827042
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
NORDIC INVESTMENT BANK
213800HYL1S7VAXG6Z48
Nordic Investment Bank
65562QBQ7
250000.00000000
PA
USD
230835.00000000
0.002810783522
Long
DBT
NUSS
XX
N
2
2026-01-21
Fixed
0.50000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY DEDICATED TAX FUND
59259NZH9
350000.00000000
PA
USD
515644.50000000
0.006278792488
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.34000000
N
N
N
N
N
N
CLECO CORPORATE HOLDINGS
5493002H80P81B3HXL31
Cleco Corporate Holdings LLC
18551PAD1
100000.00000000
PA
USD
106159.00000000
0.001292654787
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.97000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAZ1
150000.00000000
PA
USD
146736.00000000
0.001786744345
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.88000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AZ1
1400000.00000000
PA
USD
1372448.00000000
0.016711738791
Long
DBT
NUSS
JP
N
2
2026-11-04
Fixed
2.25000000
N
N
N
N
N
N
PUBLIC SERVICE OKLAHOMA
F3TJNSIZRGXRH8GEIK79
Public Service Co of Oklahoma
744533BM1
150000.00000000
PA
USD
134322.00000000
0.001635584137
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBG3
250000.00000000
PA
USD
232947.50000000
0.002836506572
Long
DBT
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAD5
500000.00000000
PA
USD
499855.00000000
0.006086530195
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
2.20000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAJ8
210000.00000000
PA
USD
222020.40000000
0.002703451738
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.25000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CS9
750000.00000000
PA
USD
721507.50000000
0.008785502165
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.22000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVT2
4473400.50000000
PA
USD
4262078.72000000
0.051897591949
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XZU5
500000.00000000
PA
USD
497665.00000000
0.006059863459
Long
DBT
CORP
CA
N
2
2024-07-16
Fixed
2.55000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859BB7
100000.00000000
PA
USD
106996.00000000
0.001302846595
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
4.63000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AS1
300000.00000000
PA
USD
427002.00000000
0.005199428967
Long
DBT
NUSS
UY
N
2
2036-03-21
Fixed
7.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2S8
644748.14000000
PA
USD
651213.55000000
0.007929561444
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AJ2
350000.00000000
PA
USD
348617.50000000
0.004244972922
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
2.75000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAJ0
50000.00000000
PA
USD
50344.00000000
0.000613018327
Long
DBT
US
N
2
2023-07-15
Fixed
3.15000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBB1
250000.00000000
PA
USD
249355.00000000
0.003036293998
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.45000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867229AD8
250000.00000000
PA
USD
289750.00000000
0.003528167416
Long
DBT
CORP
CA
N
2
2034-12-01
Fixed
5.95000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506BN6
200000.00000000
PA
USD
201788.00000000
0.002457090066
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.20000000
N
N
N
N
N
N
WISCONSIN PUBLIC SERVICE
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp
976843BJ0
150000.00000000
PA
USD
166438.50000000
0.002026653641
Long
DBT
CORP
US
N
2
2044-11-01
Fixed
4.75000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BT1
250000.00000000
PA
USD
221575.00000000
0.002698028284
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
1.95000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAJ3
150000.00000000
PA
USD
144943.50000000
0.001764917804
Long
DBT
US
N
2
2030-01-15
Fixed
3.10000000
N
N
N
N
N
N
HUBBELL INC
54930088VDQ6840Y6597
Hubbell Inc
443510AK8
150000.00000000
PA
USD
136831.50000000
0.001666141293
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.30000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AR9
183000.00000000
PA
USD
187445.07000000
0.002282442065
Long
DBT
CORP
IE
N
2
2026-02-14
Fixed
3.90000000
N
N
N
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp
017175AE0
200000.00000000
PA
USD
201508.00000000
0.002453680620
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.63000000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital/The
649322AF1
200000.00000000
PA
USD
186280.00000000
0.002268255483
Long
DBT
CORP
US
N
2
2119-08-01
Fixed
3.95000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AJ2
300000.00000000
PA
USD
296049.00000000
0.003604867767
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.38000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
500000.00000000
PA
USD
462050.00000000
0.005626194149
Long
DBT
CORP
NL
N
2
2027-04-01
Fixed
1.73000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AM4
175000.00000000
PA
USD
210672.00000000
0.002565266905
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BR8
700000.00000000
PA
USD
705026.00000000
0.008584813670
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BJ0
600000.00000000
PA
USD
695568.00000000
0.008469647467
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ADBA9
98787.06000000
PA
USD
106903.26000000
0.001301717337
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413TJC7
22748.08000000
PA
USD
24367.47000000
0.000296712730
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DY3
500000.00000000
PA
USD
437065.00000000
0.005321962008
Long
DBT
CORP
US
N
2
2030-08-20
Fixed
1.25000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AG6
200000.00000000
PA
USD
187704.00000000
0.002285594950
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.99000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AN2
150000.00000000
PA
USD
149725.50000000
0.001823146265
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX TOLLWAY AUTH REVENUE
66285WFB7
350000.00000000
PA
USD
520143.40000000
0.006333573756
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
6.72000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
350000.00000000
PA
USD
319805.50000000
0.003894140965
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAF5
150000.00000000
PA
USD
154062.00000000
0.001875950055
Long
DBT
CORP
US
N
2
2042-09-21
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MT93
45758.54000000
PA
USD
48627.93000000
0.000592122444
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0V34
4500000.00000000
PA
USD
4520790.00000000
0.055047813548
Long
DBT
USGSE
US
N
2
2024-02-05
Fixed
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBF2
650000.00000000
PA
USD
635303.50000000
0.007735831262
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.30000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BT2
650000.00000000
PA
USD
723203.00000000
0.008806147576
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.38000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CT6
67000.00000000
PA
USD
77236.93000000
0.000940482553
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
5.15000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAA7
150000.00000000
PA
USD
160456.50000000
0.001953813270
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.49000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BK8
260000.00000000
PA
USD
273717.60000000
0.003332947429
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTP7
612285.37000000
PA
USD
547062.51000000
0.006661356765
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
1.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AU3
400000.00000000
PA
USD
404896.00000000
0.004930253233
Long
DBT
CORP
GB
N
2
2025-08-18
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BJZ0
651949.89000000
PA
USD
680333.03000000
0.008284137459
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
4.00000000
N
N
N
N
N
N
GOLUB CAPITAL BDC
2549005WE0QLGK9APF78
Golub Capital BDC Inc
38173MAA0
200000.00000000
PA
USD
198302.00000000
0.002414642467
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQZ8
517953.39000000
PA
USD
488128.24000000
0.005943738227
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
2.00000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAZ6
600000.00000000
PA
USD
590064.00000000
0.007184968347
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCF6
19500000.00000000
PA
USD
18139570.41000000
0.220878140718
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
550000.00000000
PA
USD
467934.50000000
0.005697847303
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAP4
175000.00000000
PA
USD
151978.75000000
0.001850583170
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.35000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BJ4
300000.00000000
PA
USD
289545.00000000
0.003525671215
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284X5
7994000.00000000
PA
USD
8068787.63000000
0.098250331694
Long
DBT
UST
US
N
2
2023-08-31
Fixed
2.75000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AZ0
200000.00000000
PA
USD
201006.00000000
0.002447567971
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBQ5
4978662.58000000
PA
USD
4763597.35000000
0.058004379487
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CM8
550000.00000000
PA
USD
562050.50000000
0.006843859398
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.60000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
375000.00000000
PA
USD
388815.00000000
0.004734441463
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.88000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AK9
500000.00000000
PA
USD
581070.00000000
0.007075452082
Long
DBT
CORP
US
N
2
2045-05-20
Fixed
4.80000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CR2
350000.00000000
PA
USD
427595.00000000
0.005206649686
Long
DBT
CORP
US
N
2
2048-11-30
Fixed
5.55000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
750000.00000000
PA
USD
690585.00000000
0.008408971511
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785GQ3
500000.00000000
PA
USD
500310.00000000
0.006092070544
Long
DBT
NUSS
XX
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AK3
250000.00000000
PA
USD
223467.50000000
0.002721072483
Long
DBT
CORP
US
N
2
2028-10-12
Fixed
3.13000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HA4
200000.00000000
PA
USD
221274.00000000
0.002694363130
Long
DBT
CORP
US
N
2
2054-08-01
Fixed
4.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBY5
350000.00000000
PA
USD
328730.50000000
0.004002817045
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.88000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200BB6
300000.00000000
PA
USD
361902.00000000
0.004406732853
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
5.88000000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765UDN1
200000.00000000
PA
USD
258155.80000000
0.003143457746
Long
DBT
MUN
US
N
2
2047-02-15
Fixed
5.94000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KA0
1750000.00000000
PA
USD
1619292.50000000
0.019717463456
Long
DBT
NUSS
XX
N
2
2031-11-03
Fixed
1.63000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBM9
100000.00000000
PA
USD
99837.00000000
0.001215674375
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.37000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
1100000.00000000
PA
USD
1104741.00000000
0.013451979983
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286L9
9086000.00000000
PA
USD
8993720.31000000
0.109512859197
Long
DBT
UST
US
N
2
2026-03-31
Fixed
2.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCR0
850000.00000000
PA
USD
868691.50000000
0.010577701623
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.70000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CH3
750000.00000000
PA
USD
707527.50000000
0.008615273414
Long
DBT
CORP
NL
N
2
2050-04-06
Fixed
3.25000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAW0
300000.00000000
PA
USD
310884.00000000
0.003785507503
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CGE8
1146394.78000000
PA
USD
1161992.98000000
0.014149113961
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
264399ED4
100000.00000000
PA
USD
122160.00000000
0.001487492430
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
6.45000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAM6
300000.00000000
PA
USD
295497.00000000
0.003598146288
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.70000000
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
Duke University
26442TAF4
200000.00000000
PA
USD
176602.00000000
0.002150410430
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
2.68000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BA8
200000.00000000
PA
USD
203172.00000000
0.002473942468
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.50000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
96145DAB1
250000.00000000
PA
USD
249007.50000000
0.003032062633
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.00000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAT4
150000.00000000
PA
USD
147294.00000000
0.001793538883
Long
DBT
US
N
2
2025-01-15
Fixed
2.65000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BJ1
375000.00000000
PA
USD
362745.00000000
0.004416997720
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
900000.00000000
PA
USD
903996.00000000
0.011007590101
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ65
278026.91000000
PA
USD
288261.81000000
0.003510046334
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.50000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices Inc
983919AK7
250000.00000000
PA
USD
232367.50000000
0.002829444149
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.38000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAS7
200000.00000000
PA
USD
209702.00000000
0.002553455612
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.95000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAP2
150000.00000000
PA
USD
151068.00000000
0.001839493340
Long
DBT
CORP
US
N
2
2023-03-13
Fixed
2.70000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
300000.00000000
PA
USD
306150.00000000
0.003727863518
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.38000000
N
N
N
N
N
N
Interstate Power & Light Co
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AG9
200000.00000000
PA
USD
255496.00000000
0.003111070447
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
6.25000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBH1
350000.00000000
PA
USD
342198.50000000
0.004166811381
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424AQ1
200000.00000000
PA
USD
200666.00000000
0.002443427930
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.63000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DL8
250000.00000000
PA
USD
287560.00000000
0.003501500681
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9DN8
238309.21000000
PA
USD
247557.89000000
0.003014411324
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
4.00000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAF0
350000.00000000
PA
USD
389420.50000000
0.004741814389
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBJ3
450000.00000000
PA
USD
436954.50000000
0.005320616495
Long
DBT
CORP
US
N
2
2026-09-06
Fixed
3.22000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAQ4
200000.00000000
PA
USD
199744.00000000
0.002432201112
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RNX3
230387.44000000
PA
USD
239710.04000000
0.002918851259
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4Q5
268575.69000000
PA
USD
269988.08000000
0.003287534587
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAQ8
150000.00000000
PA
USD
153331.50000000
0.001867055055
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
4.30000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
300000.00000000
PA
USD
294999.00000000
0.003592082346
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEN0
450000.00000000
PA
USD
455611.50000000
0.005547795164
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.38000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
700000.00000000
PA
USD
644189.00000000
0.007844026367
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.99000000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
Aon Corp
037389AU7
150000.00000000
PA
USD
189642.00000000
0.002309193184
Long
DBT
CORP
US
N
2
2040-09-30
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417ESA0
1711196.55000000
PA
USD
1704473.74000000
0.020754680628
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2.50000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WRP1
200000.00000000
PA
USD
235716.20000000
0.002870219901
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
4.96000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBB0
400000.00000000
PA
USD
406472.00000000
0.004949443541
Long
DBT
CORP
GB
N
2
2024-05-16
Fixed
4.34000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BE9
50000.00000000
PA
USD
50755.00000000
0.000618022906
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BCT0
73602.59000000
PA
USD
75226.13000000
0.000915997862
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
3.50000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AD4
1350000.00000000
PA
USD
1793785.50000000
0.021842193455
Long
DBT
CORP
NL
N
2
2038-12-15
Fixed
6.38000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BS6
800000.00000000
PA
USD
810232.00000000
0.009865864166
Long
DBT
NUSS
JP
N
2
2023-07-20
Fixed
3.25000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CA8
360000.00000000
PA
USD
370029.60000000
0.004505699319
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.30000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AY5
150000.00000000
PA
USD
162649.50000000
0.001980516535
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.70000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AB7
200000.00000000
PA
USD
180966.00000000
0.002203549075
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2E0
250000.00000000
PA
USD
239230.00000000
0.002913006008
Long
DBT
CORP
CH
N
2
2024-02-02
Fixed
0.50000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBD0
400000.00000000
PA
USD
383928.00000000
0.004674934460
Long
DBT
CORP
JP
N
2
2026-05-25
Fixed
2.23000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BV6
100000.00000000
PA
USD
101879.00000000
0.001240538975
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.63000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAH3
200000.00000000
PA
USD
203240.00000000
0.002474770477
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BX7
250000.00000000
PA
USD
221847.50000000
0.002701346405
Long
DBT
CORP
US
N
2
2061-08-12
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAU8
250000.00000000
PA
USD
246949.22000000
0.003006999798
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.26000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAE7
500000.00000000
PA
USD
409405.00000000
0.004985157484
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.90000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAF9
600000.00000000
PA
USD
599430.00000000
0.007299014304
Long
DBT
CORP
US
N
2
2025-03-06
Fixed
2.71000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJM96
2820274.98000000
PA
USD
2801703.69000000
0.034115201623
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJUS5
64092.49000000
PA
USD
65574.34000000
0.000798471957
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2019-C18
90278PBA7
500000.00000000
PA
USD
483203.19000000
0.005883767905
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
3.04000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
470000.00000000
PA
USD
473929.20000000
0.005770842316
Long
DBT
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBH7
300000.00000000
PA
USD
282822.00000000
0.003443807990
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
3.46000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ARHN4
104618.66000000
PA
USD
109833.63000000
0.001337399256
Long
ABS-MBS
USGA
US
N
2
2040-09-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FGR31
1183000.00000000
PA
USD
1250668.76000000
0.015228882719
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Fixed
3.85000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AC2
100000.00000000
PA
USD
107169.00000000
0.001304953145
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
685218AB5
350000.00000000
PA
USD
421676.50000000
0.005134582528
Long
DBT
CORP
FR
N
2
2044-02-06
Fixed
5.50000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WBA9
300000.00000000
PA
USD
226146.00000000
0.002753687484
Long
DBT
CORP
KY
N
2
2061-02-09
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCT8
12297462.25000000
PA
USD
11420731.77000000
0.139065586559
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAE3
200000.00000000
PA
USD
241080.00000000
0.002935532703
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCE9
18000000.00000000
PA
USD
16762500.00000000
0.204110116729
Long
DBT
UST
US
N
2
2028-05-31
Fixed
1.25000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRR7
200000.00000000
PA
USD
184464.00000000
0.002246142793
Long
DBT
CORP
CA
N
2
2025-10-23
Fixed
0.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5DN2
868975.85000000
PA
USD
864444.05000000
0.010525982159
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247XAP6
500000.00000000
PA
USD
507355.00000000
0.006177854632
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
3.25000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BE8
200000.00000000
PA
USD
221632.00000000
0.002698722349
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.50000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
373298BR8
250000.00000000
PA
USD
321015.00000000
0.003908868553
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.75000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KK6
300000.00000000
PA
USD
267447.00000000
0.003256592894
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.85000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AG2
350000.00000000
PA
USD
339402.00000000
0.004132759542
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.40000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAE0
200000.00000000
PA
USD
181078.00000000
0.002204912854
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.50000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBD6
750000.00000000
PA
USD
758512.50000000
0.009236096937
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.50000000
N
N
N
N
N
N
ITC Holdings Corp
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AP0
100000.00000000
PA
USD
100078.00000000
0.001218608934
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJC71
38823.81000000
PA
USD
39702.37000000
0.000483439545
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
023551AM6
150000.00000000
PA
USD
185460.00000000
0.002258270678
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.13000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CP1
1475000.00000000
PA
USD
1501476.25000000
0.018282863096
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EH2
350000.00000000
PA
USD
394544.50000000
0.004804207245
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A4N4
409791.57000000
PA
USD
418830.83000000
0.005099931967
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
3.50000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DH6
100000.00000000
PA
USD
98394.00000000
0.001198103554
Long
DBT
CORP
US
N
2
2051-08-01
Fixed
3.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CE7
500000.00000000
PA
USD
488085.00000000
0.005943211712
Long
DBT
CORP
GB
N
2
2025-11-07
Fixed
2.63000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAB0
50000.00000000
PA
USD
54495.50000000
0.000663569447
Long
DBT
CORP
US
N
2
2045-08-01
Fixed
4.32000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DF1
300000.00000000
PA
USD
338574.00000000
0.004122677325
Long
DBT
CORP
US
N
2
2045-07-10
Fixed
4.80000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AB2
188000.00000000
PA
USD
225410.12000000
0.002744726974
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.80000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AX7
200000.00000000
PA
USD
180124.00000000
0.002193296385
Long
DBT
CORP
US
N
2
2050-03-12
Fixed
3.35000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CN9
150000.00000000
PA
USD
174025.50000000
0.002119037441
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.40000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AB2
300000.00000000
PA
USD
306021.00000000
0.003726292738
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.85000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
200000.00000000
PA
USD
180344.00000000
0.002195975235
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283Z1
7890000.00000000
PA
USD
7943319.12000000
0.096722552888
Long
DBT
UST
US
N
2
2025-02-28
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M5K2
172095.50000000
PA
USD
168694.88000000
0.002054128659
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
2.50000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AT3
300000.00000000
PA
USD
312093.00000000
0.003800229002
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.25000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAC6
250000.00000000
PA
USD
221865.00000000
0.002701559495
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.13000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
200000.00000000
PA
USD
175018.00000000
0.002131122709
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448AZ6
200000.00000000
PA
USD
203590.00000000
0.002479032284
Long
DBT
CORP
US
N
2
2027-03-30
Fixed
3.85000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AZ4
250000.00000000
PA
USD
217840.00000000
0.002652548714
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RYY6
300000.00000000
PA
USD
263330.10000000
0.003206463084
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
2.90000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BG4
850000.00000000
PA
USD
990964.00000000
0.012066563920
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ74
1082618.88000000
PA
USD
1166321.97000000
0.014201826305
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DD6
500000.00000000
PA
USD
501055.00000000
0.006101142105
Long
DBT
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGLP7
391554.99000000
PA
USD
389512.65000000
0.004742936462
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.00000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAK0
150000.00000000
PA
USD
152241.00000000
0.001853776482
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
4.45000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EL3
400000.00000000
PA
USD
404556.00000000
0.004926113192
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
2.85000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DK9
350000.00000000
PA
USD
355106.50000000
0.004323986825
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.38000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAL7
450000.00000000
PA
USD
446094.00000000
0.005431904454
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
3.70000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CF7
150000.00000000
PA
USD
129468.00000000
0.001576478961
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.38000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGA2
750000.00000000
PA
USD
758040.00000000
0.009230343498
Long
DBT
CORP
US
N
2
2024-09-09
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YYH4
155736.80000000
PA
USD
159237.91000000
0.001938974997
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
3.50000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LAX8
300000.00000000
PA
USD
303192.00000000
0.003691845161
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
3.50000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BQ0
250000.00000000
PA
USD
269977.50000000
0.003287405759
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412QXZ7
3166982.23000000
PA
USD
3365575.17000000
0.040981234351
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WBH3
250000.00000000
PA
USD
241522.50000000
0.002940920845
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DAQ5
238965.17000000
PA
USD
240220.67000000
0.002925068992
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
3.50000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CL0
250000.00000000
PA
USD
223417.50000000
0.002720463654
Long
DBT
NUSS
JP
N
2
2031-01-21
Fixed
1.25000000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939AAA5
250000.00000000
PA
USD
230595.00000000
0.002807861140
Long
DBT
CORP
BM
N
2
2050-06-30
Fixed
3.64000000
N
N
N
N
N
N
Altera Corp
N/A
Altera Corp
021441AF7
250000.00000000
PA
USD
256255.00000000
0.003120312480
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.10000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BQ1
250000.00000000
PA
USD
220075.00000000
0.002679763396
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BL9
150000.00000000
PA
USD
150709.50000000
0.001835128032
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.80000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CL2
950000.00000000
PA
USD
969769.50000000
0.011808487149
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.88000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448ES3
700000.00000000
PA
USD
687001.00000000
0.008365330607
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUU9
2108491.26000000
PA
USD
2104411.84000000
0.025624563538
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.00000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DH3
1200000.00000000
PA
USD
1207764.00000000
0.014706448979
Long
DBT
CORP
US
N
2
2023-04-11
Fixed
2.55000000
N
N
N
N
N
N
Industrial & Commercial Bank of China Ltd/New York NY
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd/New York NY
45580KAK4
250000.00000000
PA
USD
254055.00000000
0.003093523979
Long
DBT
CORP
CN
N
2
2027-11-08
Fixed
3.54000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBM1
900000.00000000
PA
USD
891729.00000000
0.010858219852
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
2.70000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAR9
550000.00000000
PA
USD
517660.00000000
0.006303334408
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.20000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAE4
350000.00000000
PA
USD
354364.50000000
0.004314951794
Long
DBT
CORP
US
N
2
2023-04-11
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312941W45
26468.36000000
PA
USD
28582.88000000
0.000348042056
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D54L3
260019.14000000
PA
USD
262700.95000000
0.003198802181
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBG9
300000.00000000
PA
USD
296277.00000000
0.003607644030
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.79000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AY9
250000.00000000
PA
USD
230632.50000000
0.002808317762
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.60000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
1000000.00000000
PA
USD
942270.00000000
0.011473636968
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFN0
250000.00000000
PA
USD
253355.00000000
0.003085000365
Long
DBT
CORP
US
N
2
2023-09-20
Fixed
3.45000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334BZ6
300000.00000000
PA
USD
300837.00000000
0.003663169287
Long
DBT
CORP
US
N
2
2027-02-10
Fixed
3.20000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAF8
750000.00000000
PA
USD
770167.50000000
0.009378015112
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
FRANKLIN RESOURCES INC
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613AM3
100000.00000000
PA
USD
83575.00000000
0.001017658643
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
2.95000000
N
N
N
N
N
N
PUGET SOUND ENERGY INC
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy Inc
745332CJ3
150000.00000000
PA
USD
135162.00000000
0.001645812474
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.25000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642AU7
450000.00000000
PA
USD
457326.00000000
0.005568671930
Long
DBT
CORP
US
N
2
2027-06-05
Fixed
3.60000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AMST7
471165.17000000
PA
USD
469850.51000000
0.005721177774
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Fixed
2.72000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AS1
400000.00000000
PA
USD
453724.00000000
0.005524811848
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AD0
400000.00000000
PA
USD
407100.00000000
0.004957090441
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AP4
250000.00000000
PA
USD
251415.00000000
0.003061377777
Long
DBT
CORP
US
N
2
2042-03-20
Fixed
4.50000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAJ6
200000.00000000
PA
USD
189838.00000000
0.002311579796
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
2.29000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
06423AAJ2
200000.00000000
PA
USD
270838.00000000
0.003297883716
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
8.75000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JHU7
5200000.00000000
PA
USD
5251477.24000000
0.063945093658
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
3.01000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBN2
6579953.10000000
PA
USD
5877587.46000000
0.071568982105
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
1.50000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AD8
150000.00000000
PA
USD
153705.00000000
0.001871603012
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWP1
868911.37000000
PA
USD
865004.62000000
0.010532807991
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.00000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AR7
250000.00000000
PA
USD
241682.50000000
0.002942869099
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
3.75000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140BD1
200000.00000000
PA
USD
201646.00000000
0.002455360990
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYTE9
347047.68000000
PA
USD
345069.31000000
0.004201768062
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.00000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAF4
250000.00000000
PA
USD
253202.50000000
0.003083143435
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BE3
400000.00000000
PA
USD
407780.00000000
0.004965370523
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AJ2
200000.00000000
PA
USD
202894.00000000
0.002470557376
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.85000000
N
N
N
N
N
N
Tencent Music Entertainment Group
213800XTZK2GOHQTYK41
Tencent Music Entertainment Group
88034PAB5
200000.00000000
PA
USD
165892.00000000
0.002019999134
Long
DBT
CORP
KY
N
2
2030-09-03
Fixed
2.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BU8
80000.00000000
PA
USD
81526.40000000
0.000992713677
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7DQ7
198063.62000000
PA
USD
199900.13000000
0.002434102244
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAV5
250000.00000000
PA
USD
253410.00000000
0.003085670077
Long
DBT
US
N
2
2027-02-01
Fixed
3.60000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JW8
250000.00000000
PA
USD
233175.00000000
0.002839276746
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.00000000
N
N
N
N
N
N
Crane Co
549300X1RO9ID7AUCA83
Crane Co
224399AT2
150000.00000000
PA
USD
152701.50000000
0.001859383802
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBS9
200000.00000000
PA
USD
174388.00000000
0.002123451456
Long
DBT
US
N
2
2031-03-15
Fixed
1.63000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAV2
280000.00000000
PA
USD
277300.80000000
0.003376578592
Long
DBT
US
N
2
2025-01-15
Fixed
2.95000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WMQ3
500000.00000000
PA
USD
497865.00000000
0.006062298777
Long
DBT
CORP
CA
N
2
2024-06-28
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416VSW5
238580.98000000
PA
USD
260443.26000000
0.003171311212
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
5.50000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBG8
150000.00000000
PA
USD
159589.50000000
0.001943256165
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HNW9
2044421.72000000
PA
USD
2131924.85000000
0.025959578224
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
200000.00000000
PA
USD
201296.00000000
0.002451099183
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DS3
400000.00000000
PA
USD
431280.00000000
0.005251520426
Long
DBT
CORP
US
N
2
2049-04-05
Fixed
4.55000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
450000.00000000
PA
USD
376893.00000000
0.004589272138
Long
DBT
CORP
US
N
2
2052-01-25
Fixed
2.80000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAF7
1250000.00000000
PA
USD
1320987.50000000
0.016085125298
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAY1
500000.00000000
PA
USD
450330.00000000
0.005483484496
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.40000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHV7
250000.00000000
PA
USD
248335.00000000
0.003023873875
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.95000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE
072024PY2
350000.00000000
PA
USD
537775.35000000
0.006548270810
Long
DBT
MUN
US
N
2
2050-10-01
Fixed
6.91000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EJ5
175000.00000000
PA
USD
176433.25000000
0.002148355630
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAD1
100000.00000000
PA
USD
95378.00000000
0.001161378953
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.06000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GES9
265000.00000000
PA
USD
291518.55000000
0.003549702327
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.95000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAH4
250000.00000000
PA
USD
250590.00000000
0.003051332089
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTY4
5627605.78000000
PA
USD
5464187.65000000
0.066535181450
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178GFN9
200948.51000000
PA
USD
207341.26000000
0.002524709845
Long
ABS-MBS
USGA
US
N
2
2042-07-15
Fixed
3.50000000
N
N
N
N
N
N
City of San Francisco CA Public Utilities Commission Water Revenue
N/A
SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR
79765RTL3
150000.00000000
PA
USD
222479.70000000
0.002709044446
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
6.95000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CT3
300000.00000000
PA
USD
299805.00000000
0.003650603045
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
2.75000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CJ9
488000.00000000
PA
USD
556237.04000000
0.006773071270
Long
DBT
USGA
US
N
2
2025-11-01
Fixed
6.75000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAM5
150000.00000000
PA
USD
201399.00000000
0.002452353372
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
7.55000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
350000.00000000
PA
USD
311909.50000000
0.003797994598
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAJ7
200000.00000000
PA
USD
208112.00000000
0.002534094831
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCX5
500000.00000000
PA
USD
510385.00000000
0.006214749704
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BK3
250000.00000000
PA
USD
252875.00000000
0.003079155601
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.25000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAP4
250000.00000000
PA
USD
261795.00000000
0.003187770798
Long
DBT
CORP
US
N
2
2049-03-04
Fixed
4.10000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABC5
250000.00000000
PA
USD
266645.00000000
0.003246827267
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.13000000
N
N
N
N
N
N
TCI Communications Inc
N/A
TCI Communications Inc
872287AF4
100000.00000000
PA
USD
116882.00000000
0.001423224379
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WET66
824405.57000000
PA
USD
820105.50000000
0.009986089744
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.00000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AP9
250000.00000000
PA
USD
249005.00000000
0.003032032191
Long
DBT
CORP
US
N
2
2049-06-14
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PTUX1
23987.37000000
PA
USD
24539.51000000
0.000298807591
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.50000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAF9
250000.00000000
PA
USD
217400.00000000
0.002647191014
Long
DBT
CORP
US
N
2
2028-09-30
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X7X73
136563.90000000
PA
USD
140017.65000000
0.001704937741
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDA20
2272125.53000000
PA
USD
2232069.62000000
0.027179000190
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A6CS4
26867.74000000
PA
USD
28211.96000000
0.000343525515
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
4.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BT2
900000.00000000
PA
USD
755064.00000000
0.009194105961
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550AZ1
150000.00000000
PA
USD
146758.50000000
0.001787018318
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
2.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJS43
644342.87000000
PA
USD
657773.96000000
0.008009444877
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
Thomson Reuters Corp
884903BH7
200000.00000000
PA
USD
245454.00000000
0.002988793115
Long
DBT
CORP
CA
N
2
2040-04-15
Fixed
5.85000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAQ3
250000.00000000
PA
USD
240875.00000000
0.002933036502
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.60000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAV2
150000.00000000
PA
USD
147298.50000000
0.001793593678
Long
DBT
CORP
US
N
2
2077-12-01
Fixed
4.80000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BG2
250000.00000000
PA
USD
254667.50000000
0.003100982141
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BZ25
196904.65000000
PA
USD
201278.35000000
0.002450884266
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
3.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FK7
350000.00000000
PA
USD
343763.00000000
0.004185861658
Long
DBT
CORP
US
N
2
2024-08-30
Fixed
1.75000000
N
N
N
N
N
N
Southwestern Electric Power Co
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BP6
500000.00000000
PA
USD
489675.00000000
0.005962572492
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAC5
250000.00000000
PA
USD
285485.00000000
0.003476234253
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDR6
4125876.10000000
PA
USD
4006066.19000000
0.048780231926
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WPRL3
69542.20000000
PA
USD
70239.56000000
0.000855278436
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292K4Q7
154942.94000000
PA
USD
161694.89000000
0.001968892639
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AN7
200000.00000000
PA
USD
214732.00000000
0.002614703867
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BM1
100000.00000000
PA
USD
103468.00000000
0.001259887579
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.88000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AX0
116000.00000000
PA
USD
115020.96000000
0.001400563255
Long
DBT
US
N
2
2029-07-01
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D54R0
321904.51000000
PA
USD
325224.59000000
0.003960127011
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.00000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
081437AT2
250000.00000000
PA
USD
231092.50000000
0.002813918994
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AN0
250000.00000000
PA
USD
254890.00000000
0.003103691433
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.40000000
N
N
N
N
N
N
Washington Gas Light Co
DL22T1SB4DUBS063O841
Washington Gas Light Co
93884PDW7
205000.00000000
PA
USD
202168.95000000
0.002461728738
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
3.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCW4
500000.00000000
PA
USD
488115.00000000
0.005943577009
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.95000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BA6
150000.00000000
PA
USD
148470.00000000
0.001807858555
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDL7
500000.00000000
PA
USD
440475.00000000
0.005363484185
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
008281BC0
950000.00000000
PA
USD
938951.50000000
0.011433228949
Long
DBT
NUSS
XX
N
2
2023-04-03
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWY4
498473.65000000
PA
USD
493671.62000000
0.006011237702
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.50000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO TX ELEC & GAS REVENUE
796253Z21
200000.00000000
PA
USD
217133.80000000
0.002643949605
Long
DBT
MUN
US
N
2
2042-02-01
Fixed
4.43000000
N
N
N
N
N
N
HANOVER INSURANCE GROUP
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867AG0
100000.00000000
PA
USD
91284.00000000
0.001111527987
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BLMD7
250000.00000000
PA
USD
251485.67000000
0.003062238297
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Variable
3.16000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy Inc
745332BX3
100000.00000000
PA
USD
124175.00000000
0.001512028262
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.27000000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital/The
649322AD6
100000.00000000
PA
USD
108021.00000000
0.001315327601
Long
DBT
CORP
US
N
2
2056-08-01
Fixed
4.06000000
N
N
N
N
N
N
Republic of Chile
549300FLZTJM5YJF8D34
Chile Government International Bond
168863BW7
200000.00000000
PA
USD
202572.00000000
0.002466636514
Long
DBT
NUSS
CL
N
2
2025-03-27
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417D2M4
133795.28000000
PA
USD
133566.22000000
0.001626381312
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGR4
850000.00000000
PA
USD
852992.00000000
0.010386535223
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938AS2
16063.73000000
PA
USD
16764.74000000
0.000204137392
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
8700000.00000000
PA
USD
8352679.73000000
0.101707169854
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FM3
650000.00000000
PA
USD
555880.00000000
0.006768723739
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAC6
350000.00000000
PA
USD
339377.50000000
0.004132461216
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282R0
14272000.00000000
PA
USD
14118687.46000000
0.171917491157
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAY9
300000.00000000
PA
USD
302865.00000000
0.003687863415
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.45000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
750000.00000000
PA
USD
693697.50000000
0.008446871152
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAK7
500000.00000000
PA
USD
501470.00000000
0.006106195390
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.63000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CY2
350000.00000000
PA
USD
345824.50000000
0.004210963702
Long
DBT
NUSS
KR
N
2
2024-10-01
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCEW2
591365.32000000
PA
USD
586499.90000000
0.007141569756
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294UAF0
237055.27000000
PA
USD
236279.58000000
0.002877079949
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
2.50000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RQ74
250000.00000000
PA
USD
251592.50000000
0.003063539122
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
2.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
950000.00000000
PA
USD
968135.50000000
0.011788590598
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEBK4
323199.81000000
PA
USD
322239.68000000
0.003923780981
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAF9
250000.00000000
PA
USD
222150.00000000
0.002705029824
Long
DBT
CORP
CA
N
2
2051-03-30
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FMR99
145946.48000000
PA
USD
144985.43000000
0.001765428369
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAD0
50000.00000000
PA
USD
65022.00000000
0.000791746339
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.95000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBE7
1000000.00000000
PA
USD
1094880.00000000
0.013331906613
Long
DBT
NUSS
MX
N
2
2045-01-21
Fixed
5.55000000
N
N
N
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAU8
200000.00000000
PA
USD
185166.00000000
0.002254690760
Long
DBT
NUSS
KR
N
2
2031-10-15
Fixed
1.75000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBA1
300000.00000000
PA
USD
316899.00000000
0.003858749702
Long
DBT
US
N
2
2028-12-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QL74
102000.20000000
PA
USD
109000.36000000
0.001327252868
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
4.50000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AK6
300000.00000000
PA
USD
346239.00000000
0.004216010899
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7M93
628800.02000000
PA
USD
655684.61000000
0.007984003715
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BT5
1250000.00000000
PA
USD
1290200.00000000
0.015710238484
Long
DBT
CORP
GB
N
2
2029-06-19
Fixed
4.58000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AX3
200000.00000000
PA
USD
171220.00000000
0.002084876014
Long
DBT
CORP
US
N
2
2031-02-04
Fixed
1.50000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AN6
200000.00000000
PA
USD
204844.00000000
0.002494301730
Long
DBT
CORP
US
N
2
2024-07-02
Fixed
4.25000000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RBL5
450000.00000000
PA
USD
447349.50000000
0.005447192164
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
2.50000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CY1
450000.00000000
PA
USD
461043.00000000
0.005613932321
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.13000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HP5
350000.00000000
PA
USD
334561.50000000
0.004073818751
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
300000.00000000
PA
USD
299571.00000000
0.003647753722
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAL6
400000.00000000
PA
USD
384636.00000000
0.004683555487
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.90000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP Texas Inc
00108WAH3
95000.00000000
PA
USD
97007.35000000
0.001181218883
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617MN5W9
224709.92000000
PA
USD
223163.21000000
0.002717367268
Long
ABS-MBS
USGA
US
N
2
2050-03-15
Fixed
3.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBG9
425000.00000000
PA
USD
386635.25000000
0.004707899538
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
4.38000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2016-NXS6
549300CFP9NBBMZH1008
Wells Fargo Commercial Mortgage Trust 2016-NXS6
95000KBB0
150000.00000000
PA
USD
147228.55000000
0.001792741925
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
2.92000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TV69
472396.34000000
PA
USD
485084.57000000
0.005906676701
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
4.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAJ6
250000.00000000
PA
USD
248165.00000000
0.003021803854
Long
DBT
US
N
2
2026-10-15
Fixed
3.25000000
N
N
N
N
N
N
Omnicom Group Inc / Omnicom Capital Inc
N/A
Omnicom Group Inc / Omnicom Capital Inc
68217FAA0
500000.00000000
PA
USD
506850.00000000
0.006171705453
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CEP5
280856.94000000
PA
USD
274034.44000000
0.003336805460
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
2.50000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CY2
200000.00000000
PA
USD
175808.00000000
0.002140742216
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAT7
250000.00000000
PA
USD
251035.00000000
0.003056750672
Long
DBT
US
N
2
2024-05-15
Fixed
3.38000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
700000.00000000
PA
USD
738143.00000000
0.008988065854
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.40000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAR6
250000.00000000
PA
USD
243492.50000000
0.002964908730
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
3.75000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DP0
300000.00000000
PA
USD
273498.00000000
0.003330273449
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
1.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DP89
220923.91000000
PA
USD
219641.69000000
0.002674487157
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
3.00000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAS4
250000.00000000
PA
USD
254987.50000000
0.003104878651
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RJE0
650359.01000000
PA
USD
663886.31000000
0.008083872467
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
3.50000000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
Aflac Inc
001055BK7
300000.00000000
PA
USD
279462.00000000
0.003402894642
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.13000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAN9
150000.00000000
PA
USD
152280.00000000
0.001854251369
Long
DBT
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
100000.00000000
PA
USD
100813.00000000
0.001227558729
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.38000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDE9
100000.00000000
PA
USD
100086.00000000
0.001218706347
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.95000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAX8
65000.00000000
PA
USD
62448.75000000
0.000760412924
Long
DBT
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAE3
550000.00000000
PA
USD
538675.50000000
0.006559231569
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAS3
200000.00000000
PA
USD
175476.00000000
0.002136699587
Long
DBT
NUSS
KR
N
2
2030-09-16
Fixed
1.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EH2
400000.00000000
PA
USD
393128.00000000
0.004786959103
Long
DBT
CORP
AU
N
2
2025-02-19
Fixed
2.35000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AX1
150000.00000000
PA
USD
149506.50000000
0.001820479592
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXQ2
143087.88000000
PA
USD
150526.51000000
0.001832899837
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WFW7
29968.42000000
PA
USD
31832.47000000
0.000387610986
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.50000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCA2
150000.00000000
PA
USD
139798.50000000
0.001702269241
Long
DBT
CORP
US
N
2
2049-08-01
Fixed
3.20000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AT8
150000.00000000
PA
USD
152133.00000000
0.001852461410
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
3.80000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAQ5
260000.00000000
PA
USD
300354.60000000
0.003657295299
Long
DBT
CORP
NO
N
2
2043-11-08
Fixed
4.80000000
N
N
N
N
N
N
Hackensack Meridian Health Inc
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AB3
150000.00000000
PA
USD
161896.50000000
0.001971347562
Long
DBT
CORP
US
N
2
2048-07-01
Fixed
4.21000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FARE0
1765000.00000000
PA
USD
1772100.95000000
0.021578149545
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Fixed
2.95000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BL4
500000.00000000
PA
USD
513435.00000000
0.006251888309
Long
DBT
CORP
GB
N
2
2030-05-08
Fixed
4.45000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BY2
550000.00000000
PA
USD
565950.00000000
0.006891342017
Long
DBT
NUSS
PH
N
2
2024-01-21
Fixed
4.20000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BJ8
264000.00000000
PA
USD
221836.56000000
0.002701213193
Long
DBT
CORP
US
N
2
2055-08-18
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282N9
6488000.00000000
PA
USD
6442888.16000000
0.078452417861
Long
DBT
UST
US
N
2
2024-07-31
Fixed
2.13000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158AY2
300000.00000000
PA
USD
283695.00000000
0.003454438154
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.85000000
N
N
N
N
N
N
President & Fellows of Harvard College
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AM5
207000.00000000
PA
USD
199591.47000000
0.002430343817
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.15000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CL9
700000.00000000
PA
USD
580076.00000000
0.007063348550
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299AV6
350000.00000000
PA
USD
399927.50000000
0.004869753837
Long
DBT
NUSS
PA
N
2
2026-01-29
Fixed
7.13000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133EMBS0
1000000.00000000
PA
USD
969950.00000000
0.011810685024
Long
DBT
USGSE
US
N
2
2023-10-02
Fixed
0.20000000
N
N
N
N
N
N
Arch Capital Finance LLC
549300XG4URFY0200M65
Arch Capital Finance LLC
03939CAB9
250000.00000000
PA
USD
273315.00000000
0.003328045133
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
5.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419MB42
111555.53000000
PA
USD
120590.10000000
0.001468376398
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EJ8
200000.00000000
PA
USD
216752.00000000
0.002639300582
Long
DBT
CORP
US
N
2
2038-09-15
Fixed
4.10000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBA9
150000.00000000
PA
USD
146763.00000000
0.001787073113
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.15000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
500000.00000000
PA
USD
509350.00000000
0.006202146932
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RE0
6677000.00000000
PA
USD
7768272.19000000
0.094591077911
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MFP3
1000000.00000000
PA
USD
1342980.00000000
0.016352918989
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
7.25000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAR0
250000.00000000
PA
USD
245827.50000000
0.002993341072
Long
DBT
CORP
XX
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAJ9
200000.00000000
PA
USD
207346.00000000
0.002524767562
Long
DBT
NUSS
MX
N
2
2025-04-27
Fixed
3.90000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBS4
350000.00000000
PA
USD
314723.50000000
0.003832259527
Long
DBT
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DS4
200000.00000000
PA
USD
165966.00000000
0.002020900201
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AQ2
150000.00000000
PA
USD
169707.00000000
0.002066452831
Long
DBT
US
N
2
2049-04-15
Fixed
4.85000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
500000.00000000
PA
USD
494945.00000000
0.006026743130
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NP6
350000.00000000
PA
USD
350388.50000000
0.004266537666
Long
DBT
CORP
US
N
2
2028-02-07
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416TF61
10234.32000000
PA
USD
11041.57000000
0.000134448688
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJB7
500000.00000000
PA
USD
608665.00000000
0.007411465127
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BS4
200000.00000000
PA
USD
203508.00000000
0.002478033803
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.15000000
N
N
N
N
N
N
STANFORD UNIVERSITY
JIUV0DC2REIJXQ26CR37
Leland Stanford Junior University/The
85440KAA2
200000.00000000
PA
USD
208684.00000000
0.002541059841
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
3.65000000
N
N
N
N
N
N
CHUBB CORP
N/A
Chubb Corp/The
171232AQ4
350000.00000000
PA
USD
439397.00000000
0.005350357820
Long
DBT
CORP
US
N
2
2037-05-11
Fixed
6.00000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAP9
500000.00000000
PA
USD
510870.00000000
0.006220655351
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.35000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AF5
200000.00000000
PA
USD
229874.00000000
0.002799081817
Long
DBT
CORP
MX
N
2
2043-11-26
Fixed
5.25000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAU3
2238000.00000000
PA
USD
2171928.82000000
0.026446690229
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.02000000
N
N
N
N
N
N
UNITED AIR 2016-2 AA PTT
N/A
United Airlines 2016-2 Class AA Pass Through Trust
90932EAA1
94626.26000000
PA
USD
89264.74000000
0.001086940283
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
2.88000000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AJ7
250000.00000000
PA
USD
228967.50000000
0.002788043737
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.65000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424AR9
100000.00000000
PA
USD
100221.00000000
0.001220350186
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYTQ2
1062623.17000000
PA
USD
1029594.36000000
0.012536950037
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
1500000.00000000
PA
USD
1330590.00000000
0.016202051019
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.24000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAG1
650000.00000000
PA
USD
708389.50000000
0.008625769636
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UCL6
161009.23000000
PA
USD
173771.12000000
0.002115939960
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWA45
5215443.86000000
PA
USD
4659931.97000000
0.056742088491
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
1.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-P7
N/A
Citigroup Commercial Mortgage Trust 2017-P7
17325HBP8
500000.00000000
PA
USD
505644.17000000
0.006157022554
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Fixed
3.71000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAC7
650000.00000000
PA
USD
816985.00000000
0.009948092689
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.05000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAL2
300000.00000000
PA
USD
289224.00000000
0.003521762529
Long
DBT
CORP
US
N
2
2024-03-11
Fixed
1.10000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAL7
400000.00000000
PA
USD
396952.00000000
0.004833522389
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRY8
1000000.00000000
PA
USD
1013110.00000000
0.012336226717
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.78000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
750000.00000000
PA
USD
653865.00000000
0.007961847067
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCKS4
869689.62000000
PA
USD
876900.56000000
0.010677659994
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CR1
150000.00000000
PA
USD
154689.00000000
0.001883584778
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
4.13000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BD5
140000.00000000
PA
USD
162397.20000000
0.001977444381
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
5.25000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BB3
250000.00000000
PA
USD
253572.50000000
0.003087648774
Long
DBT
CORP
US
N
2
2027-02-27
Fixed
3.25000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
450000.00000000
PA
USD
451683.00000000
0.005499959424
Long
DBT
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAF6
200000.00000000
PA
USD
201404.00000000
0.002452414255
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACBA7
754952.04000000
PA
USD
749988.11000000
0.009132298921
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAY6
300000.00000000
PA
USD
299928.00000000
0.003652100766
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC76
4954292.90000000
PA
USD
4733367.40000000
0.057636281732
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFWY8
913979.75000000
PA
USD
925363.54000000
0.011267773909
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AZ6
289000.00000000
PA
USD
294282.92000000
0.003583362932
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.20000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy Inc
745332CD6
150000.00000000
PA
USD
179884.50000000
0.002190380092
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
5.64000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DY1
250000.00000000
PA
USD
257712.50000000
0.003138059863
Long
DBT
NUSS
CL
N
2
2042-03-07
Fixed
4.34000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
1100000.00000000
PA
USD
1118810.00000000
0.013623292450
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAM9
150000.00000000
PA
USD
153208.50000000
0.001865557334
Long
DBT
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEF5
600000.00000000
PA
USD
567852.00000000
0.006914501894
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
750000.00000000
PA
USD
725947.50000000
0.008839566232
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.19000000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital/The
649322AA2
100000.00000000
PA
USD
105532.00000000
0.001285020064
Long
DBT
CORP
US
N
2
2045-08-01
Fixed
4.02000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A37H7
93805.57000000
PA
USD
97779.83000000
0.001190625056
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDQ2
500000.00000000
PA
USD
522970.00000000
0.006367992110
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.25000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAB9
350000.00000000
PA
USD
339979.50000000
0.004139791524
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EDDJ7
503334.65000000
PA
USD
514971.99000000
0.006270603608
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.50000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BC7
350000.00000000
PA
USD
350787.50000000
0.004271396126
Long
DBT
CORP
US
N
2
2027-11-03
Fixed
2.90000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVH9
50000.00000000
PA
USD
49151.50000000
0.000598497742
Long
DBT
CORP
US
N
2
2023-07-05
Fixed
0.70000000
N
N
N
N
N
N
Michigan State Building Authority
N/A
MICHIGAN ST BLDG AUTH REVENUE
594615HY5
250000.00000000
PA
USD
219671.75000000
0.002674853186
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
2.71000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AP1
350000.00000000
PA
USD
395468.50000000
0.004815458415
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QQTV4
787529.71000000
PA
USD
802196.21000000
0.009768015633
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPAC8
1362829.61000000
PA
USD
1446930.90000000
0.017618686645
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
BNSF Funding Trust I
N/A
BNSF Funding Trust I
05567SAA0
100000.00000000
PA
USD
106324.00000000
0.001294663925
Long
DBT
CORP
US
N
2
2055-12-15
Fixed
6.61000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBD6
750000.00000000
PA
USD
787807.50000000
0.009592810188
Long
DBT
CORP
GB
N
2
2029-05-16
Fixed
4.97000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAP6
150000.00000000
PA
USD
140967.00000000
0.001716497588
Long
DBT
US
N
2
2049-11-15
Fixed
4.00000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBB6
250000.00000000
PA
USD
253450.00000000
0.003086157141
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
3.25000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AY8
250000.00000000
PA
USD
272440.00000000
0.003317390616
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
4.13000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AV1
250000.00000000
PA
USD
264120.00000000
0.003216081373
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBP4
200000.00000000
PA
USD
213424.00000000
0.002598776886
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828V80
8194000.00000000
PA
USD
8186958.32000000
0.099689247925
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.25000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAZ3
350000.00000000
PA
USD
341057.50000000
0.004152917890
Long
DBT
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAR2
350000.00000000
PA
USD
306960.50000000
0.003737732646
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AA9
109000.00000000
PA
USD
125656.29000000
0.001530065325
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.20000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AK1
210000.00000000
PA
USD
196656.60000000
0.002394607104
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.64000000
N
N
N
N
N
N
JD.COM INC
549300HVTWB0GJZ16V92
JD.com Inc
47215PAF3
150000.00000000
PA
USD
129738.00000000
0.001579766641
Long
DBT
CORP
KY
N
2
2050-01-14
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TJZ9
302847.54000000
PA
USD
318282.56000000
0.003875596747
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M2BF2
31300.14000000
PA
USD
33232.95000000
0.000404664059
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.50000000
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corp
25179SAD2
150000.00000000
PA
USD
194943.00000000
0.002373741296
Long
DBT
CORP
US
N
2
2031-09-30
Fixed
7.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YENY9
386215.04000000
PA
USD
393116.82000000
0.004786822969
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCH6
100000.00000000
PA
USD
94503.00000000
0.001150724436
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286A3
9938000.00000000
PA
USD
9977596.77000000
0.121493121038
Long
DBT
UST
US
N
2
2026-01-31
Fixed
2.63000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AM8
250000.00000000
PA
USD
232395.00000000
0.002829779005
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QXR7
68530.32000000
PA
USD
68314.26000000
0.000831834844
Long
ABS-MBS
USGA
US
N
2
2030-01-20
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBG4
250000.00000000
PA
USD
213272.50000000
0.002596932132
Long
DBT
US
N
2
2030-10-15
Fixed
1.88000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JK4
500000.00000000
PA
USD
482400.00000000
0.005873987788
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
3.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HN0
150000.00000000
PA
USD
130218.00000000
0.001585611405
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.25000000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital/The
649322AJ3
100000.00000000
PA
USD
79286.00000000
0.000965433241
Long
DBT
CORP
US
N
2
2060-08-01
Fixed
2.61000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VQS2
7430502.34000000
PA
USD
7231747.55000000
0.088058036485
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
2.50000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058ES8
750000.00000000
PA
USD
752535.00000000
0.009163311361
Long
DBT
NUSS
XX
N
2
2022-10-07
Fixed
1.88000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBD0
669000.00000000
PA
USD
760351.95000000
0.009258495168
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.88000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
2375000.00000000
PA
USD
2086342.50000000
0.025404540564
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UBD0
200000.00000000
PA
USD
260172.00000000
0.003168008190
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
7.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CB3
700000.00000000
PA
USD
700042.00000000
0.008524125538
Long
DBT
CORP
DE
N
2
2025-11-26
Fixed
3.96000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAK6
350000.00000000
PA
USD
332804.50000000
0.004052424479
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HAFK1
634102.03000000
PA
USD
671415.94000000
0.008175557696
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SBD1
378434.18000000
PA
USD
386322.50000000
0.004704091309
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAK8
450000.00000000
PA
USD
451021.50000000
0.005491904609
Long
DBT
CORP
NO
N
2
2024-01-15
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZC7
9998000.00000000
PA
USD
9612920.83000000
0.117052611049
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.13000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BZ9
900000.00000000
PA
USD
901359.00000000
0.010975480429
Long
DBT
NUSS
PH
N
2
2040-01-20
Fixed
3.95000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AJ0
300000.00000000
PA
USD
284472.00000000
0.003463899366
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.80000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDN5
550000.00000000
PA
USD
555736.50000000
0.006766976398
Long
DBT
CORP
GB
N
2
2027-09-19
Fixed
3.28000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BQ4
725000.00000000
PA
USD
756414.25000000
0.009210547404
Long
DBT
CORP
NL
N
2
2046-05-10
Fixed
4.00000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AA3
250000.00000000
PA
USD
246130.00000000
0.002997024491
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.65000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AW0
150000.00000000
PA
USD
131643.00000000
0.001602963048
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.05000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
1350000.00000000
PA
USD
1425168.00000000
0.017353688700
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.33000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FDES7
1760000.00000000
PA
USD
1824130.56000000
0.022211692857
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
3.42000000
N
N
N
N
N
N
XLIT Ltd
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAD7
100000.00000000
PA
USD
118548.00000000
0.001443510581
Long
DBT
CORP
KY
N
2
2045-03-31
Fixed
5.50000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BR4
500000.00000000
PA
USD
530040.00000000
0.006454080612
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BS7
200000.00000000
PA
USD
245472.00000000
0.002989012293
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
5.70000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CG2
150000.00000000
PA
USD
143385.00000000
0.001745940586
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
1.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBB8
20776422.90000000
PA
USD
19337512.67000000
0.235464994381
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HE6
250000.00000000
PA
USD
245277.50000000
0.002986643946
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.60000000
N
N
N
N
N
N
OSHKOSH CORP
549300FEKNPCFSA2B506
Oshkosh Corp
688225AH4
250000.00000000
PA
USD
233885.00000000
0.002847922126
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.10000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBZ3
316000.00000000
PA
USD
324671.04000000
0.003953386659
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DKZ5
383285.47000000
PA
USD
392147.22000000
0.004775016545
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247XAN1
200000.00000000
PA
USD
202318.00000000
0.002463543659
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
200000.00000000
PA
USD
193164.00000000
0.002352079140
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.88000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBW5
900000.00000000
PA
USD
824958.00000000
0.010045176654
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
1.04000000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BB7
250000.00000000
PA
USD
258910.00000000
0.003152641331
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DA0
500000.00000000
PA
USD
485450.00000000
0.005911126393
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AV4D4
129195.78000000
PA
USD
134719.60000000
0.001640425549
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYT8
1042118.28000000
PA
USD
1081195.70000000
0.013165278480
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286AL1
100000.00000000
PA
USD
116129.00000000
0.001414055406
Long
DBT
NUSS
PH
N
2
2024-10-21
Fixed
9.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BB9
200000.00000000
PA
USD
210746.00000000
0.002566167973
Long
DBT
CORP
JP
N
2
2038-07-26
Fixed
4.29000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950KCS7
200000.00000000
PA
USD
197600.00000000
0.002406094500
Long
DBT
NUSS
XX
N
2
2023-03-20
Fixed
0.50000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CN7
700000.00000000
PA
USD
703675.00000000
0.008568363095
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MGG1
262905.40000000
PA
USD
286798.73000000
0.003492231007
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
5.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BZ2
800000.00000000
PA
USD
791136.00000000
0.009633339973
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334JW2
425000.00000000
PA
USD
430036.25000000
0.005236375790
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DB2
200000.00000000
PA
USD
194658.00000000
0.002370270968
Long
DBT
NUSS
KR
N
2
2025-02-12
Fixed
1.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297GT83
128132.39000000
PA
USD
132208.65000000
0.001609850737
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.50000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAD9
150000.00000000
PA
USD
151827.00000000
0.001848735373
Long
DBT
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAC0
900000.00000000
PA
USD
909621.00000000
0.011076083429
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
1100000.00000000
PA
USD
1074436.00000000
0.013082968374
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AB6
400000.00000000
PA
USD
402952.00000000
0.004906581939
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.65000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBK6
300000.00000000
PA
USD
281016.00000000
0.003421817065
Long
DBT
CORP
US
N
2
2049-08-26
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJU81
196891.73000000
PA
USD
205078.58000000
0.002497158114
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
4.00000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AT9
50000.00000000
PA
USD
49756.00000000
0.000605858491
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
3.13000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBB0
500000.00000000
PA
USD
472030.00000000
0.005747716533
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.75000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DY1
500000.00000000
PA
USD
504065.00000000
0.006137793645
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.00000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BV2
150000.00000000
PA
USD
148240.50000000
0.001805064027
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUKS7
916966.72000000
PA
USD
929443.25000000
0.011317450872
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZN7
500000.00000000
PA
USD
463455.00000000
0.005643302260
Long
DBT
CORP
US
N
2
2043-02-24
Fixed
3.44000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JQ1
700000.00000000
PA
USD
640255.00000000
0.007796123656
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
Dignity Health
254010AE1
100000.00000000
PA
USD
117409.00000000
0.001429641443
Long
DBT
CORP
US
N
2
2064-11-01
Fixed
5.27000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BK3
50000.00000000
PA
USD
55058.50000000
0.000670424868
Long
DBT
CORP
US
N
2
2043-02-11
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A2T55
122157.41000000
PA
USD
131167.31000000
0.001597170765
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
5.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DW5
650000.00000000
PA
USD
654621.50000000
0.007971058659
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
CALIFORNIA ENDOWMENT/THE
54930046FICHFANLFV69
California Endowment/The
1301ETAA0
150000.00000000
PA
USD
124000.50000000
0.001509903446
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAK7
300000.00000000
PA
USD
389640.00000000
0.004744487151
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.50000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAM0
400000.00000000
PA
USD
482332.00000000
0.005873159780
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.70000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AQ0
325000.00000000
PA
USD
326992.25000000
0.003981651085
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HDAS3
131775.40000000
PA
USD
138632.08000000
0.001688066221
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AM2
422491.19000000
PA
USD
418583.92000000
0.005096925445
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416JAS0
150913.31000000
PA
USD
162346.65000000
0.001976828855
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AF6
87000.00000000
PA
USD
110741.43000000
0.001348453166
Long
DBT
CORP
GB
N
2
2032-05-17
Fixed
7.63000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BP7
200000.00000000
PA
USD
181114.00000000
0.002205351211
Long
DBT
CORP
US
N
2
2031-03-03
Fixed
2.20000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967FX4
400000.00000000
PA
USD
497396.00000000
0.006056587956
Long
DBT
CORP
US
N
2
2042-01-30
Fixed
5.88000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254ENA6
350000.00000000
PA
USD
333126.50000000
0.004056345342
Long
DBT
NUSS
SE
N
2
2024-07-30
Fixed
0.38000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FQ2
250000.00000000
PA
USD
252725.00000000
0.003077329112
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.45000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Ltd / TAL International Container Corp
89681LAA0
150000.00000000
PA
USD
138201.00000000
0.001682817135
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CJ6
500000.00000000
PA
USD
467750.00000000
0.005695600721
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.92000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AG8
150000.00000000
PA
USD
130729.50000000
0.001591839731
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
1.88000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DV2
650000.00000000
PA
USD
650175.50000000
0.007916921533
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938H63
10312.69000000
PA
USD
10762.73000000
0.000131053367
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AR4
400000.00000000
PA
USD
390780.00000000
0.004758368466
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ACS5
266015.56000000
PA
USD
277076.61000000
0.003373848722
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BK4
300000.00000000
PA
USD
373890.00000000
0.004552705834
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
6.05000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AE7
150000.00000000
PA
USD
171420.00000000
0.002087311332
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
6.02000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CK7
250000.00000000
PA
USD
267220.00000000
0.003253828807
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
04650NAB0
350000.00000000
PA
USD
402836.00000000
0.004905169454
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.35000000
N
N
N
N
N
N
Precision Castparts Corp
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp
740189AP0
139000.00000000
PA
USD
150509.20000000
0.001832689060
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.38000000
N
N
N
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802AD6
350000.00000000
PA
USD
375007.50000000
0.004566313175
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.20000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FR2
250000.00000000
PA
USD
278097.50000000
0.003386279683
Long
DBT
CORP
US
N
2
2040-03-23
Fixed
4.63000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAS9
250000.00000000
PA
USD
258905.00000000
0.003152580448
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.88000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
05552JAA7
250000.00000000
PA
USD
248140.00000000
0.003021499440
Long
DBT
CORP
US
N
2
2024-08-27
Fixed
2.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDK9
200000.00000000
PA
USD
182812.00000000
0.002226027063
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHLY6
348036.23000000
PA
USD
353907.97000000
0.004309392815
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
1944000.00000000
PA
USD
1822208.40000000
0.022188287500
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AK1
150000.00000000
PA
USD
153246.00000000
0.001866013956
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
4.30000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HV1
1600000.00000000
PA
USD
1608544.00000000
0.019586583361
Long
DBT
NUSS
XX
N
2
2024-03-15
Fixed
2.63000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAN3
250000.00000000
PA
USD
215040.00000000
0.002618454258
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2C0
300000.00000000
PA
USD
288489.00000000
0.003512812734
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
1.45000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BG7
300000.00000000
PA
USD
362283.00000000
0.004411372135
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
5.30000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239AA8
100000.00000000
PA
USD
102933.00000000
0.001253373103
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.75000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAG9
150000.00000000
PA
USD
151890.00000000
0.001849502498
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
3.45000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CC4
400000.00000000
PA
USD
424384.00000000
0.005167550650
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.85000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AS5
50000.00000000
PA
USD
51017.00000000
0.000621213173
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LT97
276460.74000000
PA
USD
299157.82000000
0.003642722598
Long
ABS-MBS
USGA
US
N
2
2041-03-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AU55
2222568.60000000
PA
USD
2263960.45000000
0.027567321802
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDG4
250000.00000000
PA
USD
323627.50000000
0.003940679898
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.38000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
03835VAG1
150000.00000000
PA
USD
155023.50000000
0.001887657848
Long
DBT
CORP
JE
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QD3
4625000.00000000
PA
USD
5877001.98000000
0.071561852954
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZW5
8575692.38000000
PA
USD
8203920.08000000
0.099895784349
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152GS4
150000.00000000
PA
USD
173708.10000000
0.002115172591
Long
DBT
MUN
US
N
2
2035-07-01
Fixed
7.35000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11
61762TAE6
1000000.00000000
PA
USD
1007386.76000000
0.012266537161
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AYD4
126770.75000000
PA
USD
127212.77000000
0.001549017946
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ADX3
328511.85000000
PA
USD
348797.74000000
0.004247167631
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4Z2
1878714.60000000
PA
USD
1840697.14000000
0.022413417336
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AJ9
250000.00000000
PA
USD
235857.50000000
0.002871940453
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
KEMPER CORP
549300FNI1JKTRY2PV09
Kemper Corp
488401AC4
200000.00000000
PA
USD
175230.00000000
0.002133704146
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PWV21
31599.62000000
PA
USD
31957.56000000
0.000389134156
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4AA2
1564000.00000000
PA
USD
2081496.32000000
0.025345530609
Long
DBT
USGSE
US
N
2
2031-03-15
Fixed
6.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CR9
550000.00000000
PA
USD
559465.50000000
0.006812382908
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
20500000.00000000
PA
USD
18565312.50000000
0.226062228276
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSJ2
9114055.38000000
PA
USD
8740182.43000000
0.106425631977
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Q2
1000000.00000000
PA
USD
874140.00000000
0.010644045783
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
0.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F2M7
16102.79000000
PA
USD
16869.72000000
0.000205415690
Long
ABS-MBS
USGA
US
N
2
2042-01-20
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHQ5
950000.00000000
PA
USD
966121.50000000
0.011764066943
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HQW3
925000.00000000
PA
USD
933944.75000000
0.011372263799
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.30000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DC4
550000.00000000
PA
USD
541409.00000000
0.006592516282
Long
DBT
CORP
AU
N
2
2026-08-19
Fixed
2.70000000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAR1
150000.00000000
PA
USD
149116.50000000
0.001815730721
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
International Finance Corp
45950KCR9
750000.00000000
PA
USD
729855.00000000
0.008887146263
Long
DBT
NUSS
XX
N
2
2024-10-16
Fixed
1.38000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CJ5
350000.00000000
PA
USD
446855.50000000
0.005441176928
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
6.35000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FF5
375000.00000000
PA
USD
408712.50000000
0.004976725195
Long
DBT
CORP
US
N
2
2054-12-01
Fixed
4.63000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAU0
100000.00000000
PA
USD
104503.00000000
0.001272490352
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.50000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535AR5
100000.00000000
PA
USD
100406.00000000
0.001222602856
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R69
9838000.00000000
PA
USD
9807448.39000000
0.119421293703
Long
DBT
UST
US
N
2
2023-05-31
Fixed
1.63000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CR0
150000.00000000
PA
USD
157947.00000000
0.001923256113
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
4.05000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAN7
200000.00000000
PA
USD
191170.00000000
0.002327799016
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.70000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BS8
200000.00000000
PA
USD
201894.00000000
0.002458380784
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.45000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DV6
350000.00000000
PA
USD
390110.00000000
0.004750210149
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5JC0
316753.31000000
PA
USD
319692.06000000
0.003892759653
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
FIRST HORIZON BANK
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158AJ8
250000.00000000
PA
USD
282547.50000000
0.003440465515
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6L1
1270276.97000000
PA
USD
1196580.19000000
0.014570268292
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
2.00000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAE1
250000.00000000
PA
USD
303140.00000000
0.003691211978
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
5.40000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BM4
100000.00000000
PA
USD
99517.00000000
0.001211777866
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
2.90000000
N
N
N
N
N
N
PEACEHEALTH OBLIGATED GR
N/A
PeaceHealth Obligated Group
70462GAB4
150000.00000000
PA
USD
141781.50000000
0.001726415422
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.38000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBQ8
200000.00000000
PA
USD
202612.00000000
0.002467123577
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
3.80000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EQ7
550000.00000000
PA
USD
544610.00000000
0.006631493552
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.25000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJK2
250000.00000000
PA
USD
231925.00000000
0.002824056007
Long
DBT
CORP
US
N
2
2026-06-18
Fixed
1.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB89
1069848.30000000
PA
USD
1089341.34000000
0.013264464612
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBC5
200000.00000000
PA
USD
179190.00000000
0.002181923449
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
675000.00000000
PA
USD
679718.25000000
0.008276651534
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81000000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
Aon Corp
037389BB8
100000.00000000
PA
USD
104965.00000000
0.001278115937
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Korea International Bond
50064FAM6
450000.00000000
PA
USD
449685.00000000
0.005475630594
Long
DBT
NUSS
KR
N
2
2027-01-19
Fixed
2.75000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
350000.00000000
PA
USD
305952.50000000
0.003725458642
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A1CZ2
56643.68000000
PA
USD
59065.50000000
0.000719216471
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.00000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EE9
750000.00000000
PA
USD
784245.00000000
0.009549431080
Long
DBT
CORP
US
N
2
2028-06-26
Fixed
3.70000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEZ3
350000.00000000
PA
USD
381377.50000000
0.004643878063
Long
DBT
CORP
US
N
2
2035-12-09
Fixed
4.70000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535AS3
50000.00000000
PA
USD
51188.00000000
0.000623295370
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMU76
326854.10000000
PA
USD
331689.59000000
0.004038848676
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483BQ4
250000.00000000
PA
USD
292372.50000000
0.003560100528
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
16500000.00000000
PA
USD
12940898.52000000
0.157576036241
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.13000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH REVENUE
59447TXX6
350000.00000000
PA
USD
334803.00000000
0.004076759398
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
3.38000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAV5
200000.00000000
PA
USD
211520.00000000
0.002575592655
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.15000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CH7
400000.00000000
PA
USD
442144.00000000
0.005383806917
Long
DBT
NUSS
ID
N
2
2029-02-11
Fixed
4.75000000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RBC5
150000.00000000
PA
USD
151239.00000000
0.001841575537
Long
DBT
CORP
US
N
2
2026-02-28
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9LK6
58459.90000000
PA
USD
58401.86000000
0.000711135598
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56K3
5464256.26000000
PA
USD
5317905.01000000
0.064753957485
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
2.00000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AF8
250000.00000000
PA
USD
222215.00000000
0.002705821302
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AM3
25000.00000000
PA
USD
32278.00000000
0.000393036023
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
7.88000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2V0
150000.00000000
PA
USD
150880.50000000
0.001837210229
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
2.85000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFJ8
400000.00000000
PA
USD
382176.00000000
0.004653601072
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.63000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
61765LAS9
669187.30000000
PA
USD
671668.61000000
0.008178634355
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DCX8
217912.50000000
PA
USD
214420.39000000
0.002610909520
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.00000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAD1
150000.00000000
PA
USD
196053.00000000
0.002387257313
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
7.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
1150000.00000000
PA
USD
1188019.00000000
0.014466022178
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.88000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EG4
250000.00000000
PA
USD
252355.00000000
0.003072823773
Long
DBT
NUSS
XX
N
2
2028-01-19
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PW2
1796000.00000000
PA
USD
2273343.13000000
0.027681570865
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.38000000
N
N
N
N
N
N
DARTMOUTH-HITCH HEALTH
N/A
Dartmouth-Hitchcock Health
23745QAA2
150000.00000000
PA
USD
155982.00000000
0.001899329111
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
4.18000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
617000.00000000
PA
USD
612446.54000000
0.007457511395
Long
DBT
NUSS
XX
N
2
2027-05-24
Fixed
2.38000000
N
N
N
N
N
N
Anheuser-Busch InBev Finance Inc
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
03524BAF3
300000.00000000
PA
USD
319233.00000000
0.003887169866
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36186PRH9
71071.88000000
PA
USD
72681.97000000
0.000885018665
Long
ABS-MBS
USGA
US
N
2
2045-06-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFV31
107301.13000000
PA
USD
115951.46000000
0.001411893574
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EJ3
250000.00000000
PA
USD
262025.00000000
0.003190571414
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.05000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAG8
50000.00000000
PA
USD
55150.00000000
0.000671539026
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.13000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AW6
250000.00000000
PA
USD
268100.00000000
0.003264544208
Long
DBT
CORP
US
N
2
2029-02-26
Fixed
4.75000000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868CD6
500000.00000000
PA
USD
475120.00000000
0.005785342201
Long
DBT
NUSS
XX
N
2
2025-09-23
Fixed
1.63000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBK5
100000.00000000
PA
USD
100453.00000000
0.001223175156
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
3.05000000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAU0
325000.00000000
PA
USD
323505.00000000
0.003939188266
Long
DBT
US
N
2
2029-07-01
Fixed
3.60000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCC3
698000.00000000
PA
USD
714891.60000000
0.008704943052
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.97000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KH3
100000.00000000
PA
USD
93684.00000000
0.001140751807
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.70000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AQ1
400000.00000000
PA
USD
368420.00000000
0.004486099878
Long
DBT
NUSS
CA
N
2
2027-05-21
Fixed
1.05000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BX7
100000.00000000
PA
USD
96090.00000000
0.001170048687
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HBH68
1304121.68000000
PA
USD
1335721.00000000
0.016264529111
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
71644EAG7
200000.00000000
PA
USD
234234.00000000
0.002852171757
Long
DBT
CORP
CA
N
2
2035-05-15
Fixed
5.95000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JJ0
250000.00000000
PA
USD
246795.00000000
0.003005121924
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
Industrial & Commercial Bank of China Ltd/New York NY
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd/New York NY
45580KAJ7
250000.00000000
PA
USD
250505.00000000
0.003050297079
Long
DBT
CORP
CN
N
2
2022-11-08
Fixed
2.96000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AQ0
400000.00000000
PA
USD
354876.00000000
0.004321180121
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
400000.00000000
PA
USD
407132.00000000
0.004957480092
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAA1
500000.00000000
PA
USD
511535.00000000
0.006228752785
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.50000000
N
N
N
N
N
N
Mississippi Power Co
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417BZ6
100000.00000000
PA
USD
100273.00000000
0.001220983369
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.25000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAK0
400000.00000000
PA
USD
354864.00000000
0.004321034002
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284U1
10968000.00000000
PA
USD
11060328.29000000
0.134677100571
Long
DBT
UST
US
N
2
2023-06-30
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287B0
7984000.00000000
PA
USD
7783776.29000000
0.094779865004
Long
DBT
UST
US
N
2
2026-06-30
Fixed
1.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYY0
2621594.54000000
PA
USD
2606220.41000000
0.031734881557
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Trinity Health Corp
TWSRHFGEDJDX0GKMGJ67
Trinity Health Corp
896516AA9
225000.00000000
PA
USD
234002.25000000
0.002849349832
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.13000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAF9
200000.00000000
PA
USD
185454.00000000
0.002258197618
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AXH6
79298.07000000
PA
USD
89293.19000000
0.001087286707
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.50000000
N
N
N
N
N
N
JobsOhio Beverage System
N/A
JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE
47770VAZ3
200000.00000000
PA
USD
220148.40000000
0.002680657158
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
4.53000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FJ2
225000.00000000
PA
USD
216256.50000000
0.002633267081
Long
DBT
CORP
US
N
2
2027-02-05
Fixed
2.15000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAH9
175000.00000000
PA
USD
184551.50000000
0.002247208245
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.05000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
7886000.00000000
PA
USD
7728280.00000000
0.094104109346
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CH3
250000.00000000
PA
USD
228122.50000000
0.002777754517
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
400000.00000000
PA
USD
382684.00000000
0.004659786780
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
COLUMBIA PIPELINE GROUP
549300SRP1TQM9JJBG80
Columbia Pipeline Group Inc
198280AH2
100000.00000000
PA
USD
117550.00000000
0.001431358342
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.80000000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
Aon Corp
037389BC6
100000.00000000
PA
USD
102325.00000000
0.001245969735
Long
DBT
CORP
US
N
2
2029-05-02
Fixed
3.75000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBM5
500000.00000000
PA
USD
499650.00000000
0.006084033993
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.75000000
N
N
N
N
N
N
Dallas-Fort Worth International Airport
N/A
DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE
2350367A2
150000.00000000
PA
USD
132727.95000000
0.001616174041
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.92000000
N
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
African Development Bank
00828ECW7
1500000.00000000
PA
USD
1506300.00000000
0.018341599930
Long
DBT
NUSS
XX
N
2
2022-11-16
Fixed
2.13000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BC7
250000.00000000
PA
USD
297770.00000000
0.003625823681
Long
DBT
CORP
US
N
2
2055-10-23
Fixed
6.83000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EW9
750000.00000000
PA
USD
695700.00000000
0.008471254777
Long
DBT
NUSS
XX
N
2
2025-09-03
Fixed
0.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374CQC3
125456.35000000
PA
USD
136128.25000000
0.001657578105
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
5.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023AS4
150000.00000000
PA
USD
178632.00000000
0.002175128911
Long
DBT
CORP
US
N
2
2038-02-15
Fixed
6.63000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAE9
300000.00000000
PA
USD
301107.00000000
0.003666456967
Long
DBT
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AG5
450000.00000000
PA
USD
584689.50000000
0.007119525255
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.50000000
N
N
N
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
47215PAC0
200000.00000000
PA
USD
199086.00000000
0.002424188915
Long
DBT
CORP
KY
N
2
2026-04-29
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVKR5
1870796.22000000
PA
USD
1882875.41000000
0.022927004905
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BU7
150000.00000000
PA
USD
166314.00000000
0.002025137655
Long
DBT
CORP
US
N
2
2056-08-08
Fixed
3.95000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBZ0
400000.00000000
PA
USD
436840.00000000
0.005319222275
Long
DBT
CORP
US
N
2
2030-03-23
Fixed
4.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FT0
4194000.00000000
PA
USD
5310652.50000000
0.064665646632
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAC7
450000.00000000
PA
USD
449995.50000000
0.005479411426
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5HT5
649513.71000000
PA
USD
644184.92000000
0.007843976687
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWS7
3724676.10000000
PA
USD
3568296.77000000
0.043449692483
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
400000.00000000
PA
USD
398136.00000000
0.004847939474
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAE4
550000.00000000
PA
USD
518666.50000000
0.006315590148
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.40000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AU9
400000.00000000
PA
USD
330776.00000000
0.004027724263
Long
DBT
CORP
US
N
2
2055-12-15
Fixed
2.98000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NG2
500000.00000000
PA
USD
488245.00000000
0.005945159966
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
3.07000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAK6
600000.00000000
PA
USD
589662.00000000
0.007180073357
Long
DBT
CORP
JP
N
2
2026-10-19
Fixed
3.01000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AH4
150000.00000000
PA
USD
157470.00000000
0.001917447879
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.25000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FB9
225000.00000000
PA
USD
278311.50000000
0.003388885473
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
6.00000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBC2
300000.00000000
PA
USD
284406.00000000
0.003463095711
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
1.38000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAL4
450000.00000000
PA
USD
558391.50000000
0.006799305249
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.63000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HN6
250000.00000000
PA
USD
286530.00000000
0.003488958791
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAP2
250000.00000000
PA
USD
306617.50000000
0.003733556075
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
5.95000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BK9
400000.00000000
PA
USD
446676.00000000
0.005438991230
Long
DBT
CORP
US
N
2
2035-11-03
Fixed
4.20000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
750000.00000000
PA
USD
638505.00000000
0.007774814620
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FX1
400000.00000000
PA
USD
384916.00000000
0.004686964933
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KGU6
145709.50000000
PA
USD
156555.63000000
0.001906313969
Long
ABS-MBS
USGA
US
N
2
2035-12-15
Fixed
5.00000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAW7
150000.00000000
PA
USD
128692.50000000
0.001567036014
Long
DBT
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
500000.00000000
PA
USD
479395.00000000
0.005837397131
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.98000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDR0
700000.00000000
PA
USD
798091.00000000
0.009718028168
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25000000
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AT7
250000.00000000
PA
USD
260747.50000000
0.003175015818
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XAA8
128367.31000000
PA
USD
133861.55000000
0.001629977425
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U24
16582000.00000000
PA
USD
16223155.24000000
0.197542735853
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AB1
200000.00000000
PA
USD
252798.00000000
0.003078218003
Long
DBT
CORP
US
N
2
2031-12-30
Fixed
6.75000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
500000.00000000
PA
USD
498800.00000000
0.006073683891
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905AF3
200000.00000000
PA
USD
198558.00000000
0.002417759675
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.70000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAX7
200000.00000000
PA
USD
200856.00000000
0.002445741482
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.43000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AQHL7
127611.69000000
PA
USD
126740.28000000
0.001543264629
Long
ABS-MBS
USGSE
US
N
2
2025-06-25
Variable
2.71000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UBQ1
200000.00000000
PA
USD
197612.00000000
0.002406240619
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7P98
123722.15000000
PA
USD
128134.08000000
0.001560236362
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAA0
400000.00000000
PA
USD
376868.00000000
0.004588967723
Long
DBT
CORP
US
N
2
2025-08-05
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2R2
3510930.31000000
PA
USD
3413801.51000000
0.041568466797
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.00000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AM3
250000.00000000
PA
USD
247032.50000000
0.003008013864
Long
DBT
CORP
US
N
2
2060-03-15
Fixed
4.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200AP6
150000.00000000
PA
USD
236769.00000000
0.002883039417
Long
DBT
CORP
US
N
2
2096-12-01
Fixed
7.13000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAZ8
450000.00000000
PA
USD
399708.00000000
0.004867081076
Long
DBT
CORP
US
N
2
2030-06-24
Fixed
1.45000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAE5
200000.00000000
PA
USD
194676.00000000
0.002370490146
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
3.88000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABY0
350000.00000000
PA
USD
300205.50000000
0.003655479770
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQQ1
273610.37000000
PA
USD
282050.97000000
0.003434419472
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.00000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AT6
200000.00000000
PA
USD
205184.00000000
0.002498441771
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R28
3990000.00000000
PA
USD
3983220.11000000
0.048502044540
Long
DBT
UST
US
N
2
2023-04-30
Fixed
1.63000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FP7
55000.00000000
PA
USD
56087.90000000
0.000682959452
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AN5
200000.00000000
PA
USD
198798.00000000
0.002420682057
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXF4
354937.18000000
PA
USD
324290.88000000
0.003948757606
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
1.00000000
N
N
N
N
N
N
MULTICARE HEALTH SYSTEM
549300OSCVFLGLKTTI33
MultiCare Health System
62548LAA0
150000.00000000
PA
USD
124398.00000000
0.001514743642
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.80000000
N
N
N
N
N
N
Tucson Electric Power Co
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AQ3
100000.00000000
PA
USD
113072.00000000
0.001376831565
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FXB7
215015.93000000
PA
USD
225256.53000000
0.002742856771
Long
ABS-MBS
USGA
US
N
2
2041-09-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCRY3
180468.39000000
PA
USD
183061.18000000
0.002229061227
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.50000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAN3
400000.00000000
PA
USD
389800.00000000
0.004746435406
Long
DBT
CORP
GB
N
2
2024-05-11
Fixed
0.70000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAJ3
500000.00000000
PA
USD
457265.00000000
0.005567929158
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
1.95000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JE7
255000.00000000
PA
USD
224665.20000000
0.002735656387
Long
DBT
NUSS
XX
N
2
2030-05-17
Fixed
0.88000000
N
N
N
N
N
N
Asian Infrastructure Investment Bank/The
25490065OSV2524LCR32
Asian Infrastructure Investment Bank/The
04522KAC0
600000.00000000
PA
USD
581754.00000000
0.007083780870
Long
DBT
NUSS
XX
N
2
2023-09-29
Fixed
0.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179ME30
420015.64000000
PA
USD
430261.80000000
0.005239122220
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
3.50000000
N
N
N
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212AC5
200000.00000000
PA
USD
204682.00000000
0.002492329122
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.75000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAV1
150000.00000000
PA
USD
139875.00000000
0.001703200750
Long
DBT
US
N
2
2049-10-01
Fixed
3.70000000
N
N
N
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AH3
400000.00000000
PA
USD
425772.00000000
0.005184451759
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
5.15000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AS8
200000.00000000
PA
USD
189984.00000000
0.002313357578
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.85000000
N
N
N
N
N
N
Duke Realty LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YAZ0
50000.00000000
PA
USD
49777.00000000
0.000606114200
Long
DBT
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AY3
200000.00000000
PA
USD
200250.00000000
0.002438362468
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55000000
N
N
N
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176EAD0
250000.00000000
PA
USD
261202.50000000
0.003180556167
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.30000000
N
N
N
N
N
N
NOV INC
549300EHF3IW1AR6U008
NOV Inc
637071AM3
200000.00000000
PA
USD
196960.00000000
0.002398301481
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.60000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BH4
250000.00000000
PA
USD
229665.00000000
0.002796536910
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
300000.00000000
PA
USD
246558.00000000
0.003002236072
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WEB3
500000.00000000
PA
USD
466715.00000000
0.005682997949
Long
DBT
CORP
US
N
2
2029-01-12
Fixed
2.25000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7G3
400000.00000000
PA
USD
397780.00000000
0.004843604607
Long
DBT
CORP
CA
N
2
2023-04-17
Fixed
1.60000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AN3
450000.00000000
PA
USD
413761.50000000
0.005038204806
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAL7
250000.00000000
PA
USD
221435.00000000
0.002696323561
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZZ3
200000.00000000
PA
USD
184916.00000000
0.002251646612
Long
DBT
CORP
CA
N
2
2026-11-02
Fixed
1.40000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
700000.00000000
PA
USD
719705.00000000
0.008763553858
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL/DC
549300C1PQZDYQ6KZS51
Children's Hospital/DC
16876DAA6
150000.00000000
PA
USD
124137.00000000
0.001511565551
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
2.93000000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AD1
75000.00000000
PA
USD
79281.00000000
0.000965372358
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.80000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CK7
300000.00000000
PA
USD
310323.00000000
0.003778676435
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
4.25000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JH5
200000.00000000
PA
USD
225460.00000000
0.002745334342
Long
DBT
CORP
US
N
2
2046-02-19
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D57J5
3668273.28000000
PA
USD
3479377.75000000
0.042366961890
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
1.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBJ1
600000.00000000
PA
USD
600888.00000000
0.007316767774
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
2.20000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MD0
800000.00000000
PA
USD
905368.00000000
0.011024296385
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
650000.00000000
PA
USD
708311.50000000
0.008624819862
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BJ2
1000000.00000000
PA
USD
1016310.00000000
0.012375191811
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLQ9
1857913.92000000
PA
USD
1839062.73000000
0.022393515793
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BW0
100000.00000000
PA
USD
102329.00000000
0.001246018442
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.00000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAQ6
300000.00000000
PA
USD
276978.00000000
0.003372647988
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BB0
150000.00000000
PA
USD
155524.50000000
0.001893758320
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
4.20000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAH3
200000.00000000
PA
USD
181692.00000000
0.002212389281
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PU6
2048000.00000000
PA
USD
2741440.00000000
0.033381395281
Long
DBT
UST
US
N
2
2037-05-15
Fixed
5.00000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAD2
150000.00000000
PA
USD
170361.00000000
0.002074416321
Long
DBT
CORP
US
N
2
2048-05-25
Fixed
5.09000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GKXV3
294664.08000000
PA
USD
307492.51000000
0.003744210714
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AT3
200000.00000000
PA
USD
173518.00000000
0.002112857821
Long
DBT
CORP
AU
N
2
2051-11-02
Fixed
2.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AS9
850000.00000000
PA
USD
868640.50000000
0.010577080617
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
3.45000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BC4
350000.00000000
PA
USD
296831.50000000
0.003614395950
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JR5
1000000.00000000
PA
USD
903400.00000000
0.011000332853
Long
DBT
NUSS
XX
N
2
2031-02-10
Fixed
1.25000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAG3
50000.00000000
PA
USD
59795.00000000
0.000728099294
Long
DBT
CORP
CA
N
2
2040-12-01
Fixed
5.63000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AR2
500000.00000000
PA
USD
508870.00000000
0.006196302168
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
4.55000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BU2
300000.00000000
PA
USD
299202.00000000
0.003643260560
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBVQ8
801837.99000000
PA
USD
812748.05000000
0.009896501080
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
1050000.00000000
PA
USD
1076428.50000000
0.013107230233
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJY53
370912.71000000
PA
USD
359083.77000000
0.004372416418
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SF6
15626000.00000000
PA
USD
17162963.67000000
0.208986399290
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Flex Ltd
549300EAQH74YHD07T53
Flex Ltd
33938EAU1
200000.00000000
PA
USD
206484.00000000
0.002514271340
Long
DBT
CORP
SG
N
2
2025-06-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JQTQ6
3418379.90000000
PA
USD
3363599.44000000
0.040957176693
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286AP2
300000.00000000
PA
USD
366489.00000000
0.004462586879
Long
DBT
NUSS
PH
N
2
2025-03-16
Fixed
10.63000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAQ7
600000.00000000
PA
USD
510792.00000000
0.006219705577
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
3.00000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAQ7
500000.00000000
PA
USD
669225.00000000
0.008148879514
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
6.50000000
N
N
N
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660AY3
200000.00000000
PA
USD
199026.00000000
0.002423458320
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDV65
530692.40000000
PA
USD
541187.97000000
0.006589824890
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.50000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214ER0
400000.00000000
PA
USD
370704.00000000
0.004513911213
Long
DBT
CORP
AU
N
2
2026-06-03
Fixed
1.15000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818ER5
175000.00000000
PA
USD
182715.75000000
0.002224855067
Long
DBT
CORP
US
N
2
2067-09-15
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWA52
19653785.10000000
PA
USD
18329445.06000000
0.223190166787
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAN3
150000.00000000
PA
USD
158775.00000000
0.001933338331
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312AR7
100000.00000000
PA
USD
101256.00000000
0.001232952959
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
3.63000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAL9
300000.00000000
PA
USD
302532.00000000
0.003683808610
Long
DBT
CORP
US
N
2
2024-05-18
Fixed
2.75000000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2M6
250000.00000000
PA
USD
240987.50000000
0.002934406368
Long
DBT
CORP
CA
N
2
2024-11-15
Fixed
0.55000000
N
N
N
N
N
N
LOEWS CORP
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424AT5
150000.00000000
PA
USD
146967.00000000
0.001789557137
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.20000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2M4
1800000.00000000
PA
USD
2134638.00000000
0.025992615144
Long
DBT
CORP
US
N
2
2051-04-04
Fixed
5.01000000
N
N
N
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp
067901AH1
100000.00000000
PA
USD
115915.00000000
0.001411449615
Long
DBT
CORP
CA
N
2
2042-04-01
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296Q2L2
293670.56000000
PA
USD
318059.86000000
0.003872885020
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
5.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCD6
250000.00000000
PA
USD
211852.50000000
0.002579641372
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
2.70000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CY4
50000.00000000
PA
USD
48942.50000000
0.000595952834
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
2.38000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-C31
N/A
Wells Fargo Commercial Mortgage Trust 2015-C31
94989WAR8
1268746.79000000
PA
USD
1265263.04000000
0.015406591307
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.43000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AV9
200000.00000000
PA
USD
201486.00000000
0.002453412735
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
1000000.00000000
PA
USD
1010090.00000000
0.012299453411
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.74000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8DJ7
97866.26000000
PA
USD
98068.09000000
0.001194135081
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAP5
200000.00000000
PA
USD
203350.00000000
0.002476109902
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJY1
250984.77000000
PA
USD
278148.04000000
0.003386895087
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAP2
100000.00000000
PA
USD
100362.00000000
0.001222067086
Long
DBT
US
N
2
2024-04-15
Fixed
3.50000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
450000.00000000
PA
USD
390339.00000000
0.004752998589
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
552081AK7
250000.00000000
PA
USD
260920.00000000
0.003177116280
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
5.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
1050000.00000000
PA
USD
984637.50000000
0.011989528713
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BL4
300000.00000000
PA
USD
290550.00000000
0.003537908689
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.92000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
10528000.00000000
PA
USD
10915397.55000000
0.132912338140
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BY5
550000.00000000
PA
USD
520256.00000000
0.006334944840
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.24000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAJ4
500000.00000000
PA
USD
557875.00000000
0.006793016039
Long
DBT
CORP
GB
N
2
2045-08-17
Fixed
5.25000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AH1
525000.00000000
PA
USD
545149.50000000
0.006638062823
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.20000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAM6
400000.00000000
PA
USD
355120.00000000
0.004324151209
Long
DBT
CORP
US
N
2
2061-07-15
Fixed
3.05000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBN5
150000.00000000
PA
USD
154861.50000000
0.001885685240
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.40000000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BQ5
100000.00000000
PA
USD
93444.00000000
0.001137829425
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.40000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109AX9
225000.00000000
PA
USD
229119.75000000
0.002789897623
Long
DBT
CORP
CA
N
2
2043-03-15
Fixed
4.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFH2
250000.00000000
PA
USD
270047.50000000
0.003288258120
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.45000000
N
N
N
N
N
N
UNITYPOINT HEALTH
549300M1J9QXG1NVRE79
Iowa Health System
91338CAA3
150000.00000000
PA
USD
151287.00000000
0.001842160013
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.67000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO TX ELEC & GAS REVENUE
796253T93
150000.00000000
PA
USD
189744.60000000
0.002310442502
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.99000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CJ6
950000.00000000
PA
USD
895774.00000000
0.010907474165
Long
DBT
CORP
GB
N
2
2026-04-18
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZ39
769622.18000000
PA
USD
762493.91000000
0.009284576941
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
2.50000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KM2
250000.00000000
PA
USD
248715.00000000
0.003028500980
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
2.10000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBE2
400000.00000000
PA
USD
407756.00000000
0.004965078285
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.75000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BE2
450000.00000000
PA
USD
443889.00000000
0.005405055069
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
2.35000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAY7
250000.00000000
PA
USD
223757.50000000
0.002724603695
Long
DBT
US
N
2
2031-07-15
Fixed
2.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE3 Mortgage Trust
12624PAE5
204561.52000000
PA
USD
204459.58000000
0.002489620804
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
2.82000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAU3
250000.00000000
PA
USD
242800.00000000
0.002956476440
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.55000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BT8
500000.00000000
PA
USD
501470.00000000
0.006106195390
Long
DBT
CORP
NL
N
2
2026-05-10
Fixed
2.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9PM7
257123.88000000
PA
USD
276869.15000000
0.003371322566
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.00000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BZ6
300000.00000000
PA
USD
264828.00000000
0.003224702400
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7J8
6831929.12000000
PA
USD
6371570.10000000
0.077584006971
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T4P7
611961.82000000
PA
USD
628398.68000000
0.007651754089
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YX2
7490000.00000000
PA
USD
7248623.07000000
0.088263522800
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.75000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AS7
250000.00000000
PA
USD
228967.50000000
0.002788043737
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.38000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DE5
350000.00000000
PA
USD
365585.50000000
0.004451585329
Long
DBT
CORP
US
N
2
2028-02-20
Fixed
3.90000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBA2
300000.00000000
PA
USD
296325.00000000
0.003608228506
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W15X1
288148.73000000
PA
USD
293939.00000000
0.003579175158
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AZ4
200000.00000000
PA
USD
201964.00000000
0.002459233146
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.15000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD3 Mortgage Trust
12515GAD9
1715000.00000000
PA
USD
1731060.17000000
0.021078412728
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Fixed
3.63000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAH6
350000.00000000
PA
USD
355540.50000000
0.004329271466
Long
DBT
CORP
GB
N
2
2024-03-12
Fixed
3.90000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EP9
250000.00000000
PA
USD
231220.00000000
0.002815471510
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
2.88000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCN0
750000.00000000
PA
USD
757635.00000000
0.009225411978
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
MORGAN STANLEY DOM HOLD
549300RJIC678ZPVWG08
Morgan Stanley Domestic Holdings Inc
269246BS2
200000.00000000
PA
USD
208508.00000000
0.002538916761
Long
DBT
CORP
US
N
2
2028-06-20
Fixed
4.50000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103AG3
350000.00000000
PA
USD
358424.50000000
0.004364388756
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.85000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CG3
650000.00000000
PA
USD
658177.00000000
0.008014352530
Long
DBT
CORP
US
N
2
2024-02-09
Fixed
3.00000000
N
N
N
N
N
N
County of Cook IL
5493004UMR7OX4YITE10
COOK CNTY IL
213185DV0
50000.00000000
PA
USD
61432.60000000
0.000748039681
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
6.23000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJUN8
484101.69000000
PA
USD
504230.87000000
0.006139813377
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY30
2695272.96000000
PA
USD
2620709.07000000
0.031911304053
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.00000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167ER0
1000000.00000000
PA
USD
954700.00000000
0.011624992002
Long
DBT
NUSS
XX
N
2
2030-01-24
Fixed
1.88000000
N
N
N
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AJ8
250000.00000000
PA
USD
267637.50000000
0.003258912534
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.20000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAM1
150000.00000000
PA
USD
150946.50000000
0.001838013884
Long
DBT
US
N
2
2025-02-01
Fixed
3.40000000
N
N
N
N
N
N
HARTFORD HEALTHCARE CORP
549300W3L482NUDOFF24
Hartford HealthCare Corp
41652PAC3
150000.00000000
PA
USD
142047.00000000
0.001729648307
Long
DBT
CORP
US
N
2
2054-07-01
Fixed
3.45000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBC0
250000.00000000
PA
USD
303722.50000000
0.003698304842
Long
DBT
CORP
MX
N
2
2046-01-31
Fixed
6.13000000
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AJ9
250000.00000000
PA
USD
226260.00000000
0.002755075615
Long
DBT
CORP
US
N
2
2051-06-03
Fixed
3.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7K2
2805123.40000000
PA
USD
2727520.53000000
0.033211903579
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
2.00000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063DRD2
175000.00000000
PA
USD
171820.25000000
0.002092185013
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.38000000
N
N
N
N
N
N
LYB International Finance II BV
549300ZSNDBYN4Z4VZ93
LYB International Finance II BV
50247WAB3
400000.00000000
PA
USD
400396.00000000
0.004875458571
Long
DBT
CORP
NL
N
2
2027-03-02
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
1500000.00000000
PA
USD
1383675.00000000
0.016848445384
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CY5
450000.00000000
PA
USD
458658.00000000
0.005584891151
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.00000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBF1
200000.00000000
PA
USD
202998.00000000
0.002471823742
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.75000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0CC0
850000.00000000
PA
USD
859571.00000000
0.010466645019
Long
DBT
NUSS
XX
N
2
2023-10-04
Fixed
3.00000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAF5
100000.00000000
PA
USD
120286.00000000
0.001464673497
Long
DBT
CORP
CA
N
2
2036-12-01
Fixed
5.88000000
N
N
N
N
N
N
Republic of Korea
549300O0QCVSQGPGDT58
Korea International Bond
50064FAL8
400000.00000000
PA
USD
475204.00000000
0.005786365035
Long
DBT
NUSS
KR
N
2
2044-06-10
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBZ3
18600000.00000000
PA
USD
17332148.48000000
0.211046493626
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
500000.00000000
PA
USD
514410.00000000
0.006263760486
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAJ9
100000.00000000
PA
USD
101999.00000000
0.001242000166
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
4.10000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JG0
700000.00000000
PA
USD
611793.00000000
0.007449553505
Long
DBT
CORP
DE
N
2
2030-09-30
Fixed
0.75000000
N
N
N
N
N
N
Kennametal Inc
549300GZDSG25XUV0Y08
Kennametal Inc
489170AE0
300000.00000000
PA
USD
311739.00000000
0.003795918489
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.63000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAL1
50000.00000000
PA
USD
44458.00000000
0.000541346909
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
3.11000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BU2
350000.00000000
PA
USD
317810.50000000
0.003869848665
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
2.75000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BL7
150000.00000000
PA
USD
136575.00000000
0.001663017998
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.90000000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BD5
225000.00000000
PA
USD
234299.25000000
0.002852966279
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.40000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE21 Mortgage Trust
12592RBF5
173591.93000000
PA
USD
173668.03000000
0.002114684675
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Fixed
3.53000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJM3
450000.00000000
PA
USD
548370.00000000
0.006677277536
Long
DBT
CORP
US
N
2
2043-08-16
Fixed
5.63000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
100000.00000000
PA
USD
96509.00000000
0.001175150678
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CE3
150000.00000000
PA
USD
130996.50000000
0.001595090881
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713AZ9
250000.00000000
PA
USD
265730.00000000
0.003235685686
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.15000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AH2
50000.00000000
PA
USD
51050.00000000
0.000621615001
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.30000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
92940PAB0
350000.00000000
PA
USD
365155.00000000
0.004446343306
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.65000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAC9
300000.00000000
PA
USD
288789.00000000
0.003516465712
Long
DBT
CORP
US
N
2
2030-06-17
Fixed
3.40000000
N
N
N
N
N
N
European Bank for Reconstruction & Development
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEE0
500000.00000000
PA
USD
485245.00000000
0.005908630191
Long
DBT
NUSS
XX
N
2
2025-02-13
Fixed
1.50000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BZ5
400000.00000000
PA
USD
404960.00000000
0.004931032535
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
3.20000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
200000.00000000
PA
USD
192882.00000000
0.002348645341
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HT6
1050000.00000000
PA
USD
1064689.50000000
0.012964289224
Long
DBT
NUSS
XX
N
2
2023-12-14
Fixed
3.13000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AG9
200000.00000000
PA
USD
237780.00000000
0.002895349951
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BD4
400000.00000000
PA
USD
427184.00000000
0.005201645106
Long
DBT
CORP
US
N
2
2047-06-02
Fixed
4.55000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AT5
245000.00000000
PA
USD
294191.10000000
0.003582244877
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.88000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FP3
250000.00000000
PA
USD
280742.50000000
0.003418486767
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
5.50000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
450000.00000000
PA
USD
447768.00000000
0.005452288068
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5BW2
533674.98000000
PA
USD
540322.00000000
0.006579280327
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284M9
7986000.00000000
PA
USD
8070227.38000000
0.098267862941
Long
DBT
UST
US
N
2
2025-04-30
Fixed
2.88000000
N
N
N
N
N
N
MEAD JOHNSON NUTRITION C
E4BJRFT3MF4GJDY1SC50
Mead Johnson Nutrition Co
582839AF3
150000.00000000
PA
USD
189817.50000000
0.002311330176
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
5.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERHV5
258523.40000000
PA
USD
274603.64000000
0.003343736376
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BY4
250000.00000000
PA
USD
251367.50000000
0.003060799389
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AV0
250000.00000000
PA
USD
226990.00000000
0.002763964527
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X9TJ8
328014.84000000
PA
USD
334606.21000000
0.004074363166
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.50000000
N
N
N
N
N
N
TEXAS HEALTH RESOURCES
54930008C10TUBW7Z611
Texas Health Resources
882484AC2
150000.00000000
PA
USD
114727.50000000
0.001396989913
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.33000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BM7
300000.00000000
PA
USD
310500.00000000
0.003780831692
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BA6
150000.00000000
PA
USD
197941.50000000
0.002410252806
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
7.00000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAP3
350000.00000000
PA
USD
341733.00000000
0.004161143177
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLR6
1388182.80000000
PA
USD
1385497.00000000
0.016870631134
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AM7
100000.00000000
PA
USD
100154.00000000
0.001219534355
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FB7
200000.00000000
PA
USD
231156.00000000
0.002814692208
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXP4
1133666.73000000
PA
USD
1177533.00000000
0.014338338438
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAM7
750000.00000000
PA
USD
792742.50000000
0.009652901668
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.38000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
350000.00000000
PA
USD
303320.50000000
0.003693409853
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
1150000.00000000
PA
USD
1162063.50000000
0.014149972655
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PJ36
25353.67000000
PA
USD
26937.92000000
0.000328012050
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
4.50000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AP3
200000.00000000
PA
USD
198648.00000000
0.002418855568
Long
DBT
NUSS
JP
N
2
2025-05-28
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A8EL6
70985.46000000
PA
USD
72565.10000000
0.000883595587
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
3.50000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAE1
100000.00000000
PA
USD
102716.00000000
0.001250730782
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
3.80000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAN7
300000.00000000
PA
USD
304389.00000000
0.003706420541
Long
DBT
US
N
2
2024-05-01
Fixed
3.88000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
450000.00000000
PA
USD
466690.50000000
0.005682699623
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.88000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
300000.00000000
PA
USD
256695.00000000
0.003125670181
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDF5
15500000.00000000
PA
USD
14492500.00000000
0.176469253792
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.38000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167DU4
1000000.00000000
PA
USD
1004430.00000000
0.012230533902
Long
DBT
NUSS
XX
N
2
2027-01-12
Fixed
2.63000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
425000.00000000
PA
USD
398101.75000000
0.004847522425
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582PUE8
100000.00000000
PA
USD
124112.00000000
0.001511261136
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
5.46000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
100000.00000000
PA
USD
100524.00000000
0.001224039694
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AS3K3
78392.71000000
PA
USD
82322.41000000
0.001002406366
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
4.00000000
N
N
N
N
N
N
Time Warner Entertainment Co LP
N/A
Time Warner Entertainment Co LP
88731EAJ9
300000.00000000
PA
USD
392130.00000000
0.004774806864
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.38000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423AT9
150000.00000000
PA
USD
160656.00000000
0.001956242500
Long
DBT
CORP
US
N
2
2044-08-01
Fixed
4.75000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP Texas Inc
00108WAJ9
100000.00000000
PA
USD
99304.00000000
0.001209184252
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
4.15000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVJ5
150000.00000000
PA
USD
145986.00000000
0.001777611901
Long
DBT
CORP
US
N
2
2023-10-10
Fixed
0.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYJ3
272122.86000000
PA
USD
281349.16000000
0.003425873818
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.00000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CB3
400000.00000000
PA
USD
346540.00000000
0.004219676053
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
1.73000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4LC5
66213.54000000
PA
USD
73263.52000000
0.000892099962
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
7636000.00000000
PA
USD
8095353.13000000
0.098573808938
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAK5
100000.00000000
PA
USD
99354.00000000
0.001209793082
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.80000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CF8
200000.00000000
PA
USD
266440.00000000
0.003244331066
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
7.30000000
N
N
N
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252AP3
300000.00000000
PA
USD
292170.00000000
0.003557634768
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJTA8
1083848.76000000
PA
USD
1082333.24000000
0.013179129840
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
SIGNATURE BANK NEW YORK
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669GCK8
150000.00000000
PA
USD
150768.00000000
0.001835840362
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DMJ8
1398772.08000000
PA
USD
1374112.75000000
0.016732009771
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
1772000.00000000
PA
USD
1858119.20000000
0.022625558646
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BB8
150000.00000000
PA
USD
156010.50000000
0.001899676144
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7TS5
45331.87000000
PA
USD
48943.24000000
0.000595961845
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EFE6
926026.58000000
PA
USD
924441.19000000
0.011256542830
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GK7
987602.75000000
PA
USD
1001040.38000000
0.012189259884
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307C5V6
116396.85000000
PA
USD
116118.65000000
0.001413929378
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
2.50000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012725AD9
100000.00000000
PA
USD
112798.00000000
0.001373495179
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JWNM8
122306.84000000
PA
USD
128661.56000000
0.001566659271
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMVW0
59523.91000000
PA
USD
57915.40000000
0.000705212173
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
2.00000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBE8
150000.00000000
PA
USD
164937.00000000
0.002008370489
Long
DBT
US
N
2
2048-04-15
Fixed
4.35000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ETC3
200000.00000000
PA
USD
203518.00000000
0.002478155569
Long
DBT
CORP
US
N
2
2025-09-11
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AD3M8
529711.50000000
PA
USD
557813.28000000
0.006792264500
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Everest Reinsurance Holdings Inc
N/A
Everest Reinsurance Holdings Inc
299808AF2
115000.00000000
PA
USD
125681.20000000
0.001530368644
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.87000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAT2
650000.00000000
PA
USD
664020.50000000
0.008085506443
Long
DBT
CORP
US
N
2
2045-02-10
Fixed
3.70000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAM0
128000.00000000
PA
USD
125566.72000000
0.001528974668
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
3.55000000
N
N
N
N
N
N
Interstate Power & Light Co
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AN4
50000.00000000
PA
USD
48329.00000000
0.000588482495
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9N97
133897.27000000
PA
USD
139342.66000000
0.001696718663
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.00000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AX6
200000.00000000
PA
USD
178410.00000000
0.002172425707
Long
DBT
CORP
US
N
2
2060-06-15
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGGZ1
238213.23000000
PA
USD
247501.68000000
0.003013726878
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AJ4
400000.00000000
PA
USD
380668.00000000
0.004635238771
Long
DBT
CORP
LU
N
2
2030-06-26
Fixed
2.65000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BC0
250000.00000000
PA
USD
245575.00000000
0.002990266482
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.40000000
N
N
N
N
N
N
State of Oregon
549300R5SUGZRD8KP359
OREGON ST
68607LXQ5
500000.00000000
PA
USD
554520.50000000
0.006752169663
Long
DBT
MUN
US
N
2
2027-06-01
Fixed
5.89000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAP0
200000.00000000
PA
USD
169550.00000000
0.002064541106
Long
DBT
CORP
KY
N
2
2029-03-08
Fixed
3.10000000
N
N
N
N
N
N
FLOWERS FOODS INC
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AC5
200000.00000000
PA
USD
179498.00000000
0.002185673839
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.40000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400ES8
200000.00000000
PA
USD
233680.00000000
0.002845425925
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAA5
500000.00000000
PA
USD
511340.00000000
0.006226378349
Long
DBT
CORP
US
N
2
2026-10-30
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCT6
17000000.00000000
PA
USD
16193164.02000000
0.197177545016
Long
DBT
UST
US
N
2
2024-08-15
Fixed
0.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W1GE1
94160.44000000
PA
USD
93999.23000000
0.001144590234
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBJ8
500000.00000000
PA
USD
515425.00000000
0.006276119726
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.13000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CM7
210000.00000000
PA
USD
271034.40000000
0.003300275198
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
7.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CY4
350000.00000000
PA
USD
297902.50000000
0.003627437079
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.75000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BY9
150000.00000000
PA
USD
139675.50000000
0.001700771520
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.32000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CNE0
948050.46000000
PA
USD
975464.51000000
0.011877832960
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LW9
300000.00000000
PA
USD
306495.00000000
0.003732064443
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.08000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0X24
1000000.00000000
PA
USD
976380.00000000
0.011888980508
Long
DBT
USGSE
US
N
2
2025-01-07
Fixed
1.63000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
1500000.00000000
PA
USD
1598850.00000000
0.019468543482
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MFJ7
527000.00000000
PA
USD
696035.25000000
0.008475336979
Long
DBT
USGSE
US
N
2
2030-01-15
Fixed
7.13000000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAA6
300000.00000000
PA
USD
320259.00000000
0.003899663049
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.20000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DF5
100000.00000000
PA
USD
98452.00000000
0.001198809796
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.88000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BW1
550000.00000000
PA
USD
576433.00000000
0.007018989226
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
3.90000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HM2
400000.00000000
PA
USD
395048.00000000
0.004810338159
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X2HK3
95109.65000000
PA
USD
97228.06000000
0.001183906378
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAU0
250000.00000000
PA
USD
247275.00000000
0.003010966688
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
2.40000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
150000.00000000
PA
USD
145228.50000000
0.001768388133
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLL4
484832.29000000
PA
USD
481626.21000000
0.005864565664
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGW9
650000.00000000
PA
USD
655960.50000000
0.007987363115
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.90000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAH0
350000.00000000
PA
USD
326760.00000000
0.003978823071
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.45000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAE0
350000.00000000
PA
USD
355894.00000000
0.004333575891
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.50000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AF7
100000.00000000
PA
USD
88973.00000000
0.001083387884
Long
DBT
US
N
2
2032-04-01
Fixed
2.75000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKH1
200000.00000000
PA
USD
202442.00000000
0.002465053557
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
3.75000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DL2
200000.00000000
PA
USD
213376.00000000
0.002598192409
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AU4
2333108.73000000
PA
USD
2268573.08000000
0.027623487914
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCL3
13900000.00000000
PA
USD
13270156.25000000
0.161585273151
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.38000000
N
N
N
N
N
N
INGERSOLL-RAND GL HLD CO
549300UCF0D858BIOV83
Trane Technologies Global Holding Co Ltd
45687AAP7
300000.00000000
PA
USD
302262.00000000
0.003680520930
Long
DBT
CORP
US
N
2
2028-08-21
Fixed
3.75000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CG5
600000.00000000
PA
USD
582438.00000000
0.007092109659
Long
DBT
CORP
NL
N
2
2030-04-06
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6U4
8935763.14000000
PA
USD
8570913.25000000
0.104364510301
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
GOLUB CAPITAL BDC
2549005WE0QLGK9APF78
Golub Capital BDC Inc
38173MAB8
200000.00000000
PA
USD
184282.00000000
0.002243926653
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
2.50000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DZ8
250000.00000000
PA
USD
238067.50000000
0.002898850721
Long
DBT
NUSS
XX
N
2
2024-09-23
Fixed
0.50000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CS6
250000.00000000
PA
USD
216955.00000000
0.002641772431
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KGP3
383713.35000000
PA
USD
423081.84000000
0.005151694779
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
1150000.00000000
PA
USD
1334276.00000000
0.016246933936
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBM2
350000.00000000
PA
USD
325349.50000000
0.003961647989
Long
DBT
US
N
2
2030-04-15
Fixed
2.25000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
656531AM2
50000.00000000
PA
USD
60114.50000000
0.000731989715
Long
DBT
CORP
NO
N
2
2027-09-23
Fixed
7.25000000
N
N
N
N
N
N
ADVOCATE HEALTH CORP
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp
007589AC8
200000.00000000
PA
USD
190734.00000000
0.002322490022
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.39000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AM2
125000.00000000
PA
USD
131423.75000000
0.001600293330
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.38000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc
837004CB4
250000.00000000
PA
USD
307992.50000000
0.003750298888
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSL7
488667.12000000
PA
USD
463698.99000000
0.005646273227
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
1.50000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641594B9
350000.00000000
PA
USD
315700.00000000
0.003844149968
Long
DBT
CORP
CA
N
2
2031-08-01
Fixed
2.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A2XL5
27026.38000000
PA
USD
28378.54000000
0.000345553891
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJUH1
90622.65000000
PA
USD
96121.09000000
0.001170427257
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
Lazard Group LLC
52107QAK1
150000.00000000
PA
USD
153645.00000000
0.001870872416
Long
DBT
CORP
US
N
2
2029-03-11
Fixed
4.38000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167ES8
750000.00000000
PA
USD
749857.50000000
0.009130708537
Long
DBT
NUSS
XX
N
2
2023-01-24
Fixed
1.63000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBK6
150000.00000000
PA
USD
151285.50000000
0.001842141748
Long
DBT
US
N
2
2026-10-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ANCX9
56639.89000000
PA
USD
59061.55000000
0.000719168373
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RH3
8682000.00000000
PA
USD
9384021.14000000
0.114265393006
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.13000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAG2
209000.00000000
PA
USD
217464.50000000
0.002647976404
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ATN63
17403.86000000
PA
USD
18477.87000000
0.000224997476
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAL0
150000.00000000
PA
USD
152677.50000000
0.001859091564
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAB6
1179707.05000000
PA
USD
1111301.44000000
0.013531863781
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5RY1
489686.92000000
PA
USD
518966.98000000
0.006319248970
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
5.00000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
71644EAJ1
350000.00000000
PA
USD
452018.00000000
0.005504038582
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
6.80000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCE3
300000.00000000
PA
USD
300432.00000000
0.003658237768
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.13000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAE6
700000.00000000
PA
USD
711137.00000000
0.008659224822
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023AU9
150000.00000000
PA
USD
170830.50000000
0.002080133231
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.13000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
425000.00000000
PA
USD
382066.50000000
0.004652267735
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3Y6
8057654.22000000
PA
USD
7704592.15000000
0.093815672070
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CV7
300000.00000000
PA
USD
302946.00000000
0.003688849719
Long
DBT
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKN9
393093.06000000
PA
USD
402811.83000000
0.004904875146
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209FDN6
372216.05000000
PA
USD
390874.66000000
0.004759521102
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
4.00000000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515AP9
150000.00000000
PA
USD
186621.00000000
0.002272407701
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
6.10000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BE8
50000.00000000
PA
USD
50239.00000000
0.000611739785
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.90000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THX6
300000.00000000
PA
USD
263997.00000000
0.003214583653
Long
DBT
CORP
US
N
2
2031-01-10
Fixed
1.65000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DJ4
300000.00000000
PA
USD
356604.00000000
0.004342221271
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y3GG5
1603272.74000000
PA
USD
1642184.41000000
0.019996208895
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BG5
159000.00000000
PA
USD
162553.65000000
0.001979349409
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
1100000.00000000
PA
USD
1106985.00000000
0.013479304254
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764CA6
450000.00000000
PA
USD
427162.50000000
0.005201383310
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.08000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BH9
200000.00000000
PA
USD
187748.00000000
0.002286130720
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
2.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UH54
360731.57000000
PA
USD
374011.04000000
0.004554179688
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TEY7
231685.58000000
PA
USD
230974.13000000
0.002812477651
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
3.00000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AT1
200000.00000000
PA
USD
225032.00000000
0.002740122761
Long
DBT
US
N
2
2047-03-15
Fixed
4.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8A35
297156.86000000
PA
USD
297833.24000000
0.003626593728
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBD1
2272578.14000000
PA
USD
2155475.85000000
0.026246349133
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VSJ0
641214.59000000
PA
USD
645772.68000000
0.007863310192
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAC5
300000.00000000
PA
USD
270150.00000000
0.003289506221
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
3.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D54K5
571123.46000000
PA
USD
567346.76000000
0.006908349793
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
2.50000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAY4
250000.00000000
PA
USD
273995.00000000
0.003336325215
Long
DBT
CORP
XX
N
2
2028-12-01
Fixed
5.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY89
727496.22000000
PA
USD
703435.24000000
0.008565443635
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292L5F8
493774.18000000
PA
USD
493283.96000000
0.006006517324
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZV7
9465892.21000000
PA
USD
8805867.07000000
0.107225447013
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
900000.00000000
PA
USD
856368.00000000
0.010427643397
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.98000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBC7
200000.00000000
PA
USD
194258.00000000
0.002365400331
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBS4
300000.00000000
PA
USD
334437.00000000
0.004072302765
Long
DBT
CORP
US
N
2
2048-10-17
Fixed
4.95000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DK3
500000.00000000
PA
USD
503705.00000000
0.006133410072
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
3.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAZ6
450000.00000000
PA
USD
453537.00000000
0.005522534825
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.35000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AK5
250000.00000000
PA
USD
243005.00000000
0.002958972642
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.55000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BJ1
250000.00000000
PA
USD
256025.00000000
0.003117511864
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.00000000
N
N
N
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541WAA8
200000.00000000
PA
USD
206244.00000000
0.002511348958
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.20000000
N
N
N
N
N
N
FRANKLIN RESOURCES INC
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613AL5
350000.00000000
PA
USD
303422.00000000
0.003694645777
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAF8
12700000.00000000
PA
USD
12368857.41000000
0.150610525265
Long
DBT
UST
US
N
2
2023-08-15
Fixed
0.13000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
550000.00000000
PA
USD
449388.50000000
0.005472020235
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110CA0
500000.00000000
PA
USD
467100.00000000
0.005687685937
Long
DBT
CORP
DE
N
2
2026-03-30
Fixed
0.88000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
850000.00000000
PA
USD
915254.50000000
0.011144680258
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
650000.00000000
PA
USD
662896.00000000
0.008071813866
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AQ8
150000.00000000
PA
USD
158346.00000000
0.001928114573
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.13000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAJ9
250000.00000000
PA
USD
252065.00000000
0.003069292562
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.15000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUY3
400000.00000000
PA
USD
394212.00000000
0.004800158528
Long
DBT
CORP
US
N
2
2029-07-18
Fixed
2.80000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29279FAA7
600000.00000000
PA
USD
689418.00000000
0.008394761429
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AP5
500000.00000000
PA
USD
542800.00000000
0.006609453921
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.75000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAP6
1000000.00000000
PA
USD
1037200.00000000
0.012629560809
Long
DBT
CORP
US
N
2
2028-09-13
Fixed
4.65000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAR0
350000.00000000
PA
USD
404145.00000000
0.004921108613
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBK0
500000.00000000
PA
USD
519525.00000000
0.006326043752
Long
DBT
CORP
GB
N
2
2030-06-20
Fixed
5.09000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282U3
7490000.00000000
PA
USD
7386719.94000000
0.089945071987
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.88000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFQ9
1300000.00000000
PA
USD
1305349.83000000
0.015894711777
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
2.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGYR9
48811.50000000
PA
USD
53796.20000000
0.000655054357
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.00000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709AD4
500000.00000000
PA
USD
490905.00000000
0.005977549700
Long
DBT
NUSS
CA
N
2
2024-09-27
Fixed
1.75000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LAZ3
100000.00000000
PA
USD
100987.00000000
0.001229677456
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AA9
240000.00000000
PA
USD
338954.40000000
0.004127309300
Long
DBT
CORP
US
N
2
2111-07-01
Fixed
5.60000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MBD4
200000.00000000
PA
USD
196878.00000000
0.002397303001
Long
DBT
CORP
CA
N
2
2027-02-16
Fixed
2.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZN3
10350000.00000000
PA
USD
9387773.44000000
0.114311083231
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A3A59
251009.67000000
PA
USD
261134.19000000
0.003179724384
Long
ABS-MBS
USGA
US
N
2
2047-06-15
Fixed
4.00000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
350000.00000000
PA
USD
323918.00000000
0.003944217198
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
JUNIPER NETWORKS INC
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203RAP9
250000.00000000
PA
USD
216777.50000000
0.002639611086
Long
DBT
CORP
US
N
2
2030-12-10
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HNH51
116925.97000000
PA
USD
119718.47000000
0.001457762916
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBG9
350000.00000000
PA
USD
373439.50000000
0.004547220279
Long
DBT
CORP
MX
N
2
2049-04-22
Fixed
4.38000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDD3
650000.00000000
PA
USD
636512.50000000
0.007750552762
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.63000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950KCU2
750000.00000000
PA
USD
655897.50000000
0.007986595990
Long
DBT
NUSS
XX
N
2
2030-08-27
Fixed
0.75000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BG8
350000.00000000
PA
USD
333980.50000000
0.004066744151
Long
DBT
CORP
US
N
2
2029-09-04
Fixed
2.25000000
N
N
N
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAJ4
200000.00000000
PA
USD
192642.00000000
0.002345722959
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
1100000.00000000
PA
USD
1092168.00000000
0.013298883696
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
San Diego County Regional Transportation Commission
W4FR340A6EQ2SSI17B56
SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV
797400FN3
300000.00000000
PA
USD
407402.70000000
0.004960776295
Long
DBT
MUN
US
N
2
2048-04-01
Fixed
5.91000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VXY1
5719072.21000000
PA
USD
5566095.61000000
0.067776073060
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GTJR9
27363.63000000
PA
USD
28017.14000000
0.000341153271
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BA9
450000.00000000
PA
USD
458023.50000000
0.005577165103
Long
DBT
CORP
US
N
2
2049-12-07
Fixed
3.94000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AS9
650000.00000000
PA
USD
665808.00000000
0.008107272101
Long
DBT
CORP
US
N
2
2025-07-29
Fixed
3.70000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CP2
200000.00000000
PA
USD
199486.00000000
0.002429059552
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7DC7
214574.65000000
PA
USD
230972.37000000
0.002812456220
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
5.00000000
N
N
N
N
N
N
TRINITY HEALTH CORP
TWSRHFGEDJDX0GKMGJ67
Trinity Health Corp
896517AA7
100000.00000000
PA
USD
94310.00000000
0.001148374353
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
3.43000000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AH8
650000.00000000
PA
USD
663377.00000000
0.008077670807
Long
DBT
CORP
GB
N
2
2029-06-01
Fixed
3.38000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBH3
700000.00000000
PA
USD
750582.00000000
0.009139530477
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AT7
1127323.12000000
PA
USD
1069272.29000000
0.013020091986
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
1.50000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BP9
150000.00000000
PA
USD
145447.50000000
0.001771054807
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.90000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109AZ4
250000.00000000
PA
USD
281947.50000000
0.003433159560
Long
DBT
CORP
CA
N
2
2043-10-01
Fixed
5.45000000
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611AK5
200000.00000000
PA
USD
185998.00000000
0.002264821684
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.65000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424AP3
100000.00000000
PA
USD
119187.00000000
0.001451291423
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
6.00000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483BL5
500000.00000000
PA
USD
491540.00000000
0.005985281836
Long
DBT
CORP
US
N
2
2026-08-11
Fixed
2.50000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HT3
250000.00000000
PA
USD
202205.00000000
0.002462167704
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417ECJ8
169712.68000000
PA
USD
169422.13000000
0.002062984085
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBE4
300000.00000000
PA
USD
313332.00000000
0.003815315799
Long
DBT
CORP
MX
N
2
2042-07-16
Fixed
4.38000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KL4
300000.00000000
PA
USD
263841.00000000
0.003212684104
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.95000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAC0
250000.00000000
PA
USD
227830.00000000
0.002774192864
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAM2
150000.00000000
PA
USD
146475.00000000
0.001783566254
Long
DBT
US
N
2
2027-01-15
Fixed
3.13000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DP9
300000.00000000
PA
USD
329928.00000000
0.004017398514
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.38000000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAB4
100000.00000000
PA
USD
97709.00000000
0.001189762588
Long
DBT
CORP
US
N
2
2025-02-25
Fixed
3.50000000
N
N
N
N
N
N
KIRBY CORPORATION
I7NO6FZO5GUCG585T325
Kirby Corp
497266AC0
200000.00000000
PA
USD
198880.00000000
0.002421680537
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.20000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCJ2
200000.00000000
PA
USD
180918.00000000
0.002202964599
Long
DBT
CORP
US
N
2
2040-03-10
Fixed
3.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DF4
250000.00000000
PA
USD
248637.50000000
0.003027557294
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
1000000.00000000
PA
USD
930030.00000000
0.011324595487
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.95000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
International Finance Corp
45950KCP3
500000.00000000
PA
USD
504830.00000000
0.006147108738
Long
DBT
NUSS
XX
N
2
2023-07-31
Fixed
2.88000000
N
N
N
N
N
N
NYU HOSPITALS CENTER
N/A
NYU Langone Hospitals
62952EAC1
100000.00000000
PA
USD
110426.00000000
0.001344612304
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.78000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055AM4
150000.00000000
PA
USD
153601.50000000
0.001870342734
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.63000000
N
N
N
N
N
N
E.I. DU PONT DE NEMOURS
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours and Co
263534CN7
200000.00000000
PA
USD
191864.00000000
0.002336249571
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.70000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFR0
150000.00000000
PA
USD
157245.00000000
0.001914708146
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAD3
300000.00000000
PA
USD
257349.00000000
0.003133633672
Long
DBT
CORP
CA
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCK0
700000.00000000
PA
USD
668773.00000000
0.008143375695
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.97000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAJ6
350000.00000000
PA
USD
321398.00000000
0.003913532187
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.25000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBW9
450000.00000000
PA
USD
423576.00000000
0.005157711964
Long
DBT
CORP
JP
N
2
2030-01-15
Fixed
2.75000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
350000.00000000
PA
USD
362190.50000000
0.004410245800
Long
DBT
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAQ5
250000.00000000
PA
USD
217605.00000000
0.002649687215
Long
DBT
US
N
2
2032-11-15
Fixed
2.50000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAB7
160000.00000000
PA
USD
160686.40000000
0.001956612668
Long
DBT
CORP
US
N
2
2029-07-02
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RS83
636449.30000000
PA
USD
636606.77000000
0.007751700649
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLT7
386493.61000000
PA
USD
380299.95000000
0.004630757177
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
250000.00000000
PA
USD
224025.00000000
0.002727860933
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189TAZ7
50000.00000000
PA
USD
64598.50000000
0.000786589552
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BL5
150000.00000000
PA
USD
149755.50000000
0.001823511563
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.95000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBT4
550000.00000000
PA
USD
577610.00000000
0.007033321075
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.44000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PYKL7
35781.91000000
PA
USD
36197.83000000
0.000440766192
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
500000.00000000
PA
USD
475410.00000000
0.005788873413
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AN9
250000.00000000
PA
USD
270675.00000000
0.003295898931
Long
DBT
US
N
2
2030-07-01
Fixed
4.70000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THA6
250000.00000000
PA
USD
246882.50000000
0.003006187376
Long
DBT
CORP
US
N
2
2023-08-25
Fixed
1.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XT2
13668000.00000000
PA
USD
13554811.88000000
0.165051408505
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAP0
700000.00000000
PA
USD
730702.00000000
0.008897459836
Long
DBT
CORP
GB
N
2
2026-05-12
Fixed
5.20000000
N
N
N
N
N
N
Sierra Pacific Power Co
QB888G5GSVGE1LD1WV84
Sierra Pacific Power Co
826418BM6
200000.00000000
PA
USD
196984.00000000
0.002398593720
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.60000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BC1
400000.00000000
PA
USD
411708.00000000
0.005013200175
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.75000000
N
N
N
N
N
N
Export Development Canada
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BHH8
240000.00000000
PA
USD
241176.00000000
0.002936701656
Long
DBT
NUSS
CA
N
2
2024-02-21
Fixed
2.63000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
975000.00000000
PA
USD
1030467.75000000
0.012547584950
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.88000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDA4
400000.00000000
PA
USD
445732.00000000
0.005427496527
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.85000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAD9
100000.00000000
PA
USD
83910.00000000
0.001021737801
Long
DBT
US
N
2
2051-07-15
Fixed
3.38000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BJ6
175000.00000000
PA
USD
197029.00000000
0.002399141666
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RAS1
175000.00000000
PA
USD
225207.50000000
0.002742259753
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
6.55000000
N
N
N
N
N
N
INTEGRIS BAPTIST MEDICAL
549300S00ZKDLJSB3927
Integris Baptist Medical Center Inc
45834QAA7
200000.00000000
PA
USD
200894.00000000
0.002446204193
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.88000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AC5
750000.00000000
PA
USD
747967.50000000
0.009107694779
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BN6G4
950000.00000000
PA
USD
954527.36000000
0.011622889835
Long
ABS-MBS
USGSE
US
N
2
2025-12-25
Fixed
3.00000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
100000.00000000
PA
USD
92524.00000000
0.001126626961
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WF4W3
14903.37000000
PA
USD
15754.42000000
0.000191835138
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.50000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WAP0
150000.00000000
PA
USD
183112.50000000
0.002229686129
Long
DBT
CORP
MX
N
2
2037-11-15
Fixed
6.13000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAU5
425000.00000000
PA
USD
472519.25000000
0.005753673931
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
4.55000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CN8
75000.00000000
PA
USD
72069.75000000
0.000877563912
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.61000000
N
N
N
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
200000.00000000
PA
USD
208188.00000000
0.002535020252
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQ7A4
539361.20000000
PA
USD
561601.71000000
0.006838394665
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9TA0
157671.85000000
PA
USD
153182.08000000
0.001865235628
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
2.50000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BK7
200000.00000000
PA
USD
193818.00000000
0.002360042631
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.13000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBF3
200000.00000000
PA
USD
230970.00000000
0.002812427362
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.10000000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power and Light Co
976826BM8
250000.00000000
PA
USD
244570.00000000
0.002978029008
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.00000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBA6
200000.00000000
PA
USD
188942.00000000
0.002300669570
Long
DBT
CORP
JP
N
2
2030-09-13
Fixed
2.87000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AW9
200000.00000000
PA
USD
171464.00000000
0.002087847102
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
3.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYSZ3
179744.55000000
PA
USD
174848.88000000
0.002129063403
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYA4
2802418.56000000
PA
USD
2503519.35000000
0.030484332692
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
1.50000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AW5
250000.00000000
PA
USD
203422.50000000
0.002476992705
Long
DBT
CORP
US
N
2
2050-09-04
Fixed
2.63000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAT9
750000.00000000
PA
USD
736515.00000000
0.008968242363
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BG9
200000.00000000
PA
USD
174960.00000000
0.002130416466
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
1.65000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAV2
250000.00000000
PA
USD
255377.50000000
0.003109627521
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAH8
250000.00000000
PA
USD
253045.00000000
0.003081225621
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
3.88000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DU8
400000.00000000
PA
USD
427976.00000000
0.005211288967
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKG6
550000.00000000
PA
USD
501226.00000000
0.006103224302
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAR6
400000.00000000
PA
USD
372512.00000000
0.004535926490
Long
DBT
CORP
GB
N
2
2028-01-11
Fixed
2.47000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust 2019-4
02007TAD7
2000000.00000000
PA
USD
1995662.64000000
0.024300368942
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
1.92000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BG4
600000.00000000
PA
USD
609216.00000000
0.007418174429
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.20000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EH9
750000.00000000
PA
USD
684810.00000000
0.008338651694
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.40000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448ET1
300000.00000000
PA
USD
305301.00000000
0.003717525592
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
3.50000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DP2
500000.00000000
PA
USD
467035.00000000
0.005686894458
Long
DBT
CORP
US
N
2
2032-01-05
Fixed
2.25000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFB5
800000.00000000
PA
USD
813232.00000000
0.009902393941
Long
DBT
NUSS
CA
N
2
2023-10-17
Fixed
3.40000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BR5
50000.00000000
PA
USD
47185.00000000
0.000574552474
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVB2
928330.06000000
PA
USD
840344.56000000
0.010232532512
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZU7
13600000.00000000
PA
USD
13336500.00000000
0.162393113900
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp
31847RAH5
200000.00000000
PA
USD
175718.00000000
0.002139646323
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371K6C0
84071.71000000
PA
USD
91222.76000000
0.001110782293
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBY1
300000.00000000
PA
USD
287301.00000000
0.003498346943
Long
DBT
CORP
US
N
2
2025-02-16
Fixed
0.56000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FA1
1200000.00000000
PA
USD
1434937.50000000
0.017472647911
Long
DBT
UST
US
N
2
2027-08-15
Fixed
6.38000000
N
N
N
N
N
N
Hackensack Meridian Health Inc
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AA5
150000.00000000
PA
USD
168885.00000000
0.002056443672
Long
DBT
CORP
US
N
2
2057-07-01
Fixed
4.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
500000.00000000
PA
USD
498845.00000000
0.006074231837
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDS7
16000000.00000000
PA
USD
15410000.00000000
0.187641276587
Long
DBT
UST
US
N
2
2025-01-15
Fixed
1.13000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CU2
900000.00000000
PA
USD
893403.00000000
0.010878603467
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAY7
14700000.00000000
PA
USD
13271917.93000000
0.161606724409
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.63000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAU1
100000.00000000
PA
USD
91904.00000000
0.001119077474
Long
DBT
CORP
US
N
2
2028-07-14
Fixed
1.65000000
N
N
N
N
N
N
UNIVERSITY OF CHICAGO
54930099Y7GU6182V326
University of Chicago/The
91412NBC3
100000.00000000
PA
USD
106675.00000000
0.001298937909
Long
DBT
CORP
US
N
2
2053-10-01
Fixed
4.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AZ6
300000.00000000
PA
USD
291630.00000000
0.003551059408
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
4.45000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DJ3
300000.00000000
PA
USD
296349.00000000
0.003608520744
Long
DBT
US
N
2
2050-07-15
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294NTJ8
46900.37000000
PA
USD
46746.90000000
0.000569217909
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWL0
2603719.36000000
PA
USD
2652209.55000000
0.032294872533
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAT7
350000.00000000
PA
USD
391167.00000000
0.004763080807
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGCB8
344543.51000000
PA
USD
365974.23000000
0.004456318735
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AS0
200000.00000000
PA
USD
237792.00000000
0.002895496070
Long
DBT
CORP
US
N
2
2035-05-09
Fixed
5.55000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAT8
450000.00000000
PA
USD
458010.00000000
0.005577000719
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.40000000
N
N
N
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
Invesco Finance PLC
46132FAC4
100000.00000000
PA
USD
114589.00000000
0.001395303455
Long
DBT
CORP
GB
N
2
2043-11-30
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CBF0
1636870.46000000
PA
USD
1626091.80000000
0.019800255756
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UWC4
77770.20000000
PA
USD
83934.41000000
0.001022035031
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BW7
550000.00000000
PA
USD
575575.00000000
0.007008541711
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QU5
4582000.00000000
PA
USD
4948917.99000000
0.060260953236
Long
DBT
UST
US
N
2
2042-02-15
Fixed
3.13000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
350000.00000000
PA
USD
330543.50000000
0.004024893206
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FH5
275000.00000000
PA
USD
281550.50000000
0.003428325453
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
3.80000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EU3
300000.00000000
PA
USD
319761.00000000
0.003893599107
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.90000000
N
N
N
N
N
N
Council Of Europe Development Bank
549300UYNXMI821WYG82
Council Of Europe Development Bank
222213AW0
400000.00000000
PA
USD
387856.00000000
0.004722764112
Long
DBT
NUSS
XX
N
2
2023-10-20
Fixed
0.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RBK7
400000.00000000
PA
USD
403596.00000000
0.004914423664
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KRGR9
65735.82000000
PA
USD
72242.24000000
0.000879664252
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BN4
450000.00000000
PA
USD
435096.00000000
0.005297986299
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
0.75000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AT9
250000.00000000
PA
USD
253215.00000000
0.003083295642
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EJK8
443917.50000000
PA
USD
454181.09000000
0.005530377646
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYH7
252700.06000000
PA
USD
256330.60000000
0.003121233031
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
650000.00000000
PA
USD
549425.50000000
0.006690129929
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAD3
150000.00000000
PA
USD
137787.00000000
0.001677776027
Long
DBT
CORP
BM
N
2
2051-05-25
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFKL9
216489.29000000
PA
USD
220358.02000000
0.002683209615
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FP59
23407.27000000
PA
USD
24033.33000000
0.000292644044
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
3.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DQ7
550000.00000000
PA
USD
551369.50000000
0.006713801223
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189LAJ0
250000.00000000
PA
USD
272065.00000000
0.003312824394
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.40000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECJ8
140000.00000000
PA
USD
157120.60000000
0.001913193378
Long
DBT
CORP
US
N
2
2043-12-15
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CCK9
292794.69000000
PA
USD
299564.25000000
0.003647671530
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJUK4
453468.45000000
PA
USD
462797.95000000
0.005635301631
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
3.50000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCH6
500000.00000000
PA
USD
511665.00000000
0.006230335742
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.63000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2K8
1100000.00000000
PA
USD
1064767.00000000
0.012965232910
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
2.16000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518CV6
250000.00000000
PA
USD
252400.00000000
0.003073371720
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
3.38000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JQ0
1000000.00000000
PA
USD
946880.00000000
0.011529771056
Long
DBT
NUSS
XX
N
2
2027-03-15
Fixed
1.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AGP33
552503.38000000
PA
USD
597863.21000000
0.007279936142
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283F5
14074000.00000000
PA
USD
13913468.44000000
0.169418622961
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DPD8
10339884.35000000
PA
USD
9923692.53000000
0.120836751121
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SAU
87938WAX1
450000.00000000
PA
USD
505971.00000000
0.006161002229
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
5.52000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WE4D8
158172.35000000
PA
USD
160998.94000000
0.001960418340
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEP0
5000000.00000000
PA
USD
4862350.00000000
0.059206850176
Long
DBT
USGSE
US
N
2
2025-02-12
Fixed
1.50000000
N
N
N
N
N
N
ENI USA INC
N/A
Eni USA Inc
51808BAE2
150000.00000000
PA
USD
177081.00000000
0.002156243017
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.30000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BX3
450000.00000000
PA
USD
463581.00000000
0.005644836511
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312944LP4
208938.30000000
PA
USD
218043.20000000
0.002655022998
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HBFK9
196358.41000000
PA
USD
201116.24000000
0.002448910319
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAL6
300000.00000000
PA
USD
311136.00000000
0.003788576004
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BH6
250000.00000000
PA
USD
240775.00000000
0.002931818842
Long
DBT
CORP
US
N
2
2025-03-12
Fixed
1.38000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BV2
250000.00000000
PA
USD
254810.00000000
0.003102717306
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.88000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BM3
550000.00000000
PA
USD
549675.50000000
0.006693174077
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9DF7
3652638.89000000
PA
USD
3838048.52000000
0.046734349376
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAN3
300000.00000000
PA
USD
320604.00000000
0.003903863973
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
5.60000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59023VAA8
500000.00000000
PA
USD
698125.00000000
0.008500783012
Long
DBT
CORP
US
N
2
2038-05-14
Fixed
7.75000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AM7
100000.00000000
PA
USD
102481.00000000
0.001247869283
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3K6
590391.35000000
PA
USD
592476.18000000
0.007214340477
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC25
N/A
Citigroup Commercial Mortgage Trust 2014-GC25
17322YAD2
210000.00000000
PA
USD
211595.32000000
0.002576509796
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.64000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829AJ6
200000.00000000
PA
USD
229090.00000000
0.002789535370
Long
DBT
CORP
US
N
2
2035-09-21
Fixed
5.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335H7E7
15436.14000000
PA
USD
16075.48000000
0.000195744554
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285T3
8486000.00000000
PA
USD
8516828.03000000
0.103705936666
Long
DBT
UST
US
N
2
2025-12-31
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQH8
7745840.93000000
PA
USD
7432570.23000000
0.090503372244
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Regional Transportation District Sales Tax Revenue
N/A
REGL TRANSPRTN DIST CO SALES TAX REVENUE
759136QP2
200000.00000000
PA
USD
270661.40000000
0.003295733330
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
5.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WH2U5
92598.50000000
PA
USD
92389.21000000
0.001124985678
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFCY4
74067.52000000
PA
USD
78638.29000000
0.000957546341
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176ULB9
136803.01000000
PA
USD
141030.90000000
0.001717275672
Long
ABS-MBS
USGA
US
N
2
2042-01-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKL3
4458581.21000000
PA
USD
4423929.16000000
0.053868378657
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.00000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL/PHIL
254900N2KNSY5WTR1Q61
Children's Hospital of Philadelphia/The
16877PAA8
150000.00000000
PA
USD
124975.50000000
0.001521775623
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.70000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BD0
175000.00000000
PA
USD
184136.75000000
0.002242158003
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.88000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B12 Mortgage Trust
08162FAE3
1875000.00000000
PA
USD
1843274.87000000
0.022444805302
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.12000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
581557BJ3
200000.00000000
PA
USD
202104.00000000
0.002460937869
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
3.95000000
N
N
N
N
N
N
LINDE INC/CT
ZU69GUVJQGZ6Z1UOOO79
Linde Inc/CT
74005PBQ6
350000.00000000
PA
USD
353132.50000000
0.004299950233
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
3.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y87
10078000.00000000
PA
USD
9922105.94000000
0.120817431863
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417G2M7
266693.07000000
PA
USD
265880.31000000
0.003237515949
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UAV1
150000.00000000
PA
USD
175893.00000000
0.002141777226
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.95000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AU4
350000.00000000
PA
USD
346675.00000000
0.004221319893
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBU3
400000.00000000
PA
USD
376452.00000000
0.004583902261
Long
DBT
CORP
JP
N
2
2029-09-27
Fixed
2.72000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAQ8
400000.00000000
PA
USD
393908.00000000
0.004796456844
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
3.15000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DT1
200000.00000000
PA
USD
205776.00000000
0.002505650313
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAY2
700000.00000000
PA
USD
711340.00000000
0.008661696670
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
4.02000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BE3
200000.00000000
PA
USD
224282.00000000
0.002730990317
Long
DBT
CORP
US
N
2
2055-02-12
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E1BZ9
46257.30000000
PA
USD
46749.38000000
0.000569248107
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FD5
300000.00000000
PA
USD
297747.00000000
0.003625543619
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.55000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BR8
100000.00000000
PA
USD
109340.00000000
0.001331388525
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
3.95000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JC8
2300000.00000000
PA
USD
2023241.00000000
0.024636179369
Long
DBT
NUSS
XX
N
2
2030-05-14
Fixed
0.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FG8
474000.00000000
PA
USD
558616.41000000
0.006802043886
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M4ZR6
948129.71000000
PA
USD
946506.48000000
0.011525222855
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.00000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JT8
250000.00000000
PA
USD
227627.50000000
0.002771727104
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.13000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAP0
550000.00000000
PA
USD
551441.00000000
0.006714671849
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FNL8
43863.22000000
PA
USD
43729.55000000
0.000532476871
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
2.50000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
92940PAE4
250000.00000000
PA
USD
251167.50000000
0.003058364071
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.90000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BD4
850000.00000000
PA
USD
943406.50000000
0.011487475665
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXH2
950000.00000000
PA
USD
957752.00000000
0.011662154960
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDA6
20000000.00000000
PA
USD
19449218.80000000
0.236825194306
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGG3
650000.00000000
PA
USD
611344.50000000
0.007444092304
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
1.45000000
N
N
N
N
N
N
ALLEGION PLC
984500560CAC2E6FB757
Allegion PLC
01748TAB7
110000.00000000
PA
USD
106581.20000000
0.001297795744
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312933AQ7
24349.11000000
PA
USD
25891.74000000
0.000315273143
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6D2
2958111.04000000
PA
USD
2905625.33000000
0.035380612991
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4N2
1846412.88000000
PA
USD
1776310.29000000
0.021629404959
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
2.50000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
550000.00000000
PA
USD
634991.50000000
0.007732032166
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.32000000
N
N
N
N
N
N
Cooperatieve Rabobank UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAQ5
250000.00000000
PA
USD
240102.50000000
0.002923630085
Long
DBT
CORP
NL
N
2
2024-01-12
Fixed
0.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XUJ30
1309970.12000000
PA
USD
1323106.24000000
0.016110924330
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BH1
450000.00000000
PA
USD
461250.00000000
0.005616452876
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6E0
328497.37000000
PA
USD
329940.71000000
0.004017553278
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.50000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AU6
550000.00000000
PA
USD
698670.50000000
0.008507425342
Long
DBT
NUSS
PE
N
2
2037-03-14
Fixed
6.55000000
N
N
N
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings Inc
299808AH8
400000.00000000
PA
USD
358168.00000000
0.004361265460
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.50000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GR8
250000.00000000
PA
USD
268122.50000000
0.003264818181
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.88000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBK5
250000.00000000
PA
USD
197515.00000000
0.002405059490
Long
DBT
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA PLC
76720AAG1
150000.00000000
PA
USD
161758.50000000
0.001969667192
Long
DBT
CORP
GB
N
2
2042-08-21
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4C3
2323403.85000000
PA
USD
2259127.60000000
0.027508474162
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
1250000.00000000
PA
USD
1139062.50000000
0.013869898871
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94980VAG3
275000.00000000
PA
USD
329381.25000000
0.004010740962
Long
DBT
CORP
US
N
2
2036-08-26
Fixed
5.95000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMX7
500000.00000000
PA
USD
494970.00000000
0.006027047545
Long
DBT
NUSS
SE
N
2
2023-12-12
Fixed
1.75000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAF4
250000.00000000
PA
USD
253820.00000000
0.003090662480
Long
DBT
CORP
US
N
2
2028-01-29
Fixed
3.40000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HP4
2050000.00000000
PA
USD
2063858.00000000
0.025130755990
Long
DBT
NUSS
XX
N
2
2023-03-15
Fixed
2.50000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AJ5
200000.00000000
PA
USD
195572.00000000
0.002381400372
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
0.43000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AW3J0
156175.54000000
PA
USD
162852.89000000
0.001982993132
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSP72
750000.00000000
PA
USD
745116.67000000
0.009072981386
Long
ABS-MBS
USGSE
US
N
2
2026-08-25
Fixed
2.65000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EB0
400000.00000000
PA
USD
394880.00000000
0.004808292491
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.38000000
N
N
N
N
N
N
Ahold Finance USA LLC
549300XB4647UBM7K822
Ahold Finance USA LLC
008685AB5
150000.00000000
PA
USD
181020.00000000
0.002204206611
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296RG85
112135.81000000
PA
USD
126003.02000000
0.001534287315
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LK95
117403.21000000
PA
USD
120207.11000000
0.001463712886
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DF7
550000.00000000
PA
USD
553646.50000000
0.006741527322
Long
DBT
CORP
AU
N
2
2031-11-23
Fixed
4.32000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097AZ4
400000.00000000
PA
USD
416388.00000000
0.005070186623
Long
DBT
CORP
GB
N
2
2023-12-19
Fixed
6.00000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPW21
750000.00000000
PA
USD
745729.02000000
0.009080437722
Long
ABS-MBS
USGSE
US
N
2
2026-03-25
Fixed
2.67000000
N
N
N
N
N
N
Bunge Ltd Finance Corp
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AZ3
500000.00000000
PA
USD
503405.00000000
0.006129757095
Long
DBT
CORP
US
N
2
2027-09-25
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FB47
87132.80000000
PA
USD
94953.85000000
0.001156214252
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410BF66
17408.64000000
PA
USD
19252.00000000
0.000234423741
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KR1
750000.00000000
PA
USD
804285.00000000
0.009793449976
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M56
19072000.00000000
PA
USD
18883515.05000000
0.229936850774
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YR6T0
332843.87000000
PA
USD
332241.89000000
0.004045573807
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2Q4
1752901.17000000
PA
USD
1662576.99000000
0.020244521014
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J7XT4
331361.08000000
PA
USD
338268.18000000
0.004118953479
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WTV4
558130.26000000
PA
USD
582018.75000000
0.007087004623
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBJ3
1050000.00000000
PA
USD
934993.50000000
0.011385034000
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BX1
175000.00000000
PA
USD
180096.00000000
0.002192955441
Long
DBT
US
N
2
2029-11-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCT1
100000.00000000
PA
USD
95741.00000000
0.001165799056
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
1.56000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAT1
300000.00000000
PA
USD
299178.00000000
0.003642968322
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAH6
100000.00000000
PA
USD
83473.00000000
0.001016416630
Long
DBT
CORP
US
N
2
2051-12-22
Fixed
3.85000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAL4
250000.00000000
PA
USD
302807.50000000
0.003687163261
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAC9
500000.00000000
PA
USD
540150.00000000
0.006577185953
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.10000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABB8
150000.00000000
PA
USD
164883.00000000
0.002007712953
Long
DBT
US
N
2
2044-07-01
Fixed
4.50000000
N
N
N
N
N
N
Merck Sharp & Dohme Corp
MZK1AT00SJV4XB7WNL71
Merck Sharp & Dohme Corp
589331AE7
50000.00000000
PA
USD
58092.50000000
0.000707368647
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPF5
39297.54000000
PA
USD
40433.88000000
0.000492346843
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
906548CJ9
115000.00000000
PA
USD
114364.05000000
0.001392564330
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
1000000.00000000
PA
USD
911380.00000000
0.011097502054
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BM2
200000.00000000
PA
USD
198442.00000000
0.002416347190
Long
DBT
CORP
GB
N
2
2029-11-01
Fixed
3.75000000
N
N
N
N
N
N
JobsOhio Beverage System
N/A
JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE
47770VAY6
100000.00000000
PA
USD
103603.90000000
0.001261542378
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
3.99000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAF5
250000.00000000
PA
USD
241445.00000000
0.002939977159
Long
DBT
US
N
2
2030-01-15
Fixed
3.40000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GK3
350000.00000000
PA
USD
439726.00000000
0.005354363918
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG36
8219340.36000000
PA
USD
7980661.73000000
0.097177258600
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.50000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AG5
200000.00000000
PA
USD
192902.00000000
0.002348888873
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.00000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AS4
250000.00000000
PA
USD
254537.50000000
0.003099399184
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
3.75000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCB4
450000.00000000
PA
USD
403096.50000000
0.004908341456
Long
DBT
CORP
JP
N
2
2030-07-08
Fixed
2.13000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAG5
200000.00000000
PA
USD
155336.00000000
0.001891463033
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
4.10000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBM6
756000.00000000
PA
USD
727022.52000000
0.008852656311
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.65000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
1025000.00000000
PA
USD
902666.25000000
0.010991398279
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAG0
200000.00000000
PA
USD
201560.00000000
0.002454313803
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.00000000
N
N
N
N
N
N
COCA-COLA CONSOLIDATED
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated Inc
191098AK8
150000.00000000
PA
USD
153777.00000000
0.001872479726
Long
DBT
CORP
US
N
2
2025-11-25
Fixed
3.80000000
N
N
N
N
N
N
Broadridge Financial Solutions Inc
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133TAD5
350000.00000000
PA
USD
331747.50000000
0.004039553822
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.90000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CS0
250000.00000000
PA
USD
262800.00000000
0.003200008273
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.35000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAE5
300000.00000000
PA
USD
321087.00000000
0.003909745267
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.85000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DQ0
650000.00000000
PA
USD
597720.50000000
0.007278198420
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QZ4
6286000.00000000
PA
USD
6765307.50000000
0.082378386489
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.13000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AK9
200000.00000000
PA
USD
201742.00000000
0.002456529942
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.90000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAW9
300000.00000000
PA
USD
278865.00000000
0.003395625217
Long
DBT
CORP
FR
N
2
2060-06-29
Fixed
3.39000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABX2
250000.00000000
PA
USD
218870.00000000
0.002665090603
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
1400000.00000000
PA
USD
1519392.00000000
0.018501015867
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AS5
50000.00000000
PA
USD
50881.50000000
0.000619563245
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAR1
2158968.55000000
PA
USD
2047720.38000000
0.024934254782
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
1.50000000
N
N
N
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAN0
300000.00000000
PA
USD
307470.00000000
0.003743936619
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MABP3
129689.75000000
PA
USD
139202.14000000
0.001695007608
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER2P4
381471.00000000
PA
USD
405198.62000000
0.004933938113
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
1200000.00000000
PA
USD
1099032.00000000
0.013382463821
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57000000
N
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919BC9
200000.00000000
PA
USD
209326.00000000
0.002548877213
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.20000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BY1
325000.00000000
PA
USD
355039.75000000
0.004323174038
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.45000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
200000.00000000
PA
USD
200534.00000000
0.002441820620
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X75T2
709781.69000000
PA
USD
717119.24000000
0.008732068115
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
3.00000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAZ7
200000.00000000
PA
USD
210536.00000000
0.002563610889
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
Baxalta Inc
5493000JW8DCO3T45R55
Baxalta Inc
07177MAN3
198000.00000000
PA
USD
229470.12000000
0.002794163936
Long
DBT
CORP
US
N
2
2045-06-23
Fixed
5.25000000
N
N
N
N
N
N
Republic of Italy Government International Bond
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BY3
700000.00000000
PA
USD
662753.00000000
0.008070072614
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVH0
153461.40000000
PA
USD
156618.66000000
0.001907081460
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
3.50000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452151LE1
280000.01000000
PA
USD
283988.89000000
0.003458016733
Long
DBT
MUN
US
N
2
2023-06-01
Fixed
4.95000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAD0
100000.00000000
PA
USD
99470.00000000
0.001211205566
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
89352HAY5
350000.00000000
PA
USD
393914.50000000
0.004796535992
Long
DBT
CORP
CA
N
2
2048-05-15
Fixed
4.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJUJ5
675779.43000000
PA
USD
684974.29000000
0.008340652187
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BF4
300000.00000000
PA
USD
276768.00000000
0.003370090904
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.63000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VM5
150000.00000000
PA
USD
147160.50000000
0.001791913308
Long
DBT
CORP
CA
N
2
2023-06-15
Fixed
0.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY22
2840877.89000000
PA
USD
2694492.03000000
0.032809729024
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XVRE7
2326755.29000000
PA
USD
2311456.50000000
0.028145661806
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
BROADSTONE NET LEASE LLC
54930089IBT6J4WBTI50
Broadstone Net Lease LLC
11135EAA2
150000.00000000
PA
USD
134011.50000000
0.001631803305
Long
DBT
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DK1
400000.00000000
PA
USD
442716.00000000
0.005390771927
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.35000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAQ0
150000.00000000
PA
USD
138918.00000000
0.001691547752
Long
DBT
CORP
US
N
2
2026-01-28
Fixed
0.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKM1
745346.57000000
PA
USD
752717.50000000
0.009165533589
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.50000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AH1
300000.00000000
PA
USD
289938.00000000
0.003530456615
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAC9
200000.00000000
PA
USD
200240.00000000
0.002438240702
Long
DBT
CORP
SG
N
2
2026-02-01
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZH0
500000.00000000
PA
USD
487695.00000000
0.005938462841
Long
DBT
CORP
US
N
2
2025-01-24
Fixed
1.76000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3Z6
4091863.96000000
PA
USD
4026223.87000000
0.049025683763
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBP8
150000.00000000
PA
USD
152275.50000000
0.001854196574
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
3.80000000
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JBH0
300000.00000000
PA
USD
305946.00000000
0.003725379494
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.15000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CJ3
500000.00000000
PA
USD
578045.00000000
0.007038617892
Long
DBT
NUSS
ID
N
2
2049-02-11
Fixed
5.35000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
250000.00000000
PA
USD
245417.50000000
0.002988348669
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BG5
150000.00000000
PA
USD
148575.00000000
0.001809137097
Long
DBT
CORP
CA
N
2
2048-02-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CAZ8
79954.30000000
PA
USD
81802.88000000
0.000996080261
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAD5
200000.00000000
PA
USD
230282.00000000
0.002804049867
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.45000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477AL7
250000.00000000
PA
USD
252215.00000000
0.003071119050
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.10000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GT4
500000.00000000
PA
USD
463485.00000000
0.005643667558
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CT6
200000.00000000
PA
USD
171858.00000000
0.002092644679
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLQ3
122744.56000000
PA
USD
121690.56000000
0.001481776250
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
3.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DG9
250000.00000000
PA
USD
240315.00000000
0.002926217610
Long
DBT
CORP
US
N
2
2024-02-26
Fixed
0.60000000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AP0
325000.00000000
PA
USD
288899.00000000
0.003517805137
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.75000000
N
N
N
N
N
N
POTOMAC ELECTRIC POWER
549300BXF2DWUNN57U06
Potomac Electric Power Co
737679DG2
250000.00000000
PA
USD
254050.00000000
0.003093463096
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DGH9
806106.71000000
PA
USD
828315.45000000
0.010086058952
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
3.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BA1
150000.00000000
PA
USD
177078.00000000
0.002156206487
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
4.85000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCM6
250000.00000000
PA
USD
237267.50000000
0.002889109447
Long
DBT
CORP
US
N
2
2025-08-09
Fixed
0.77000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286S4
7084000.00000000
PA
USD
7043875.80000000
0.085770398912
Long
DBT
UST
US
N
2
2026-04-30
Fixed
2.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYUZ0
947165.10000000
PA
USD
892635.28000000
0.010869255254
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4NK5
13794.90000000
PA
USD
15269.67000000
0.000185932535
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
023551AJ3
163000.00000000
PA
USD
200164.00000000
0.002437315281
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.30000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAY5
400000.00000000
PA
USD
359596.00000000
0.004378653633
Long
DBT
CORP
JP
N
2
2028-07-14
Fixed
2.17000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14916RAD6
250000.00000000
PA
USD
253035.00000000
0.003081103856
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.35000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAT4
150000.00000000
PA
USD
154693.50000000
0.001883639572
Long
DBT
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLV5
19480.82000000
PA
USD
20735.70000000
0.000252490150
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
5.00000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CB0
400000.00000000
PA
USD
384428.00000000
0.004681022756
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.35000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2K9
450000.00000000
PA
USD
452893.50000000
0.005514699188
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297GQ29
104064.95000000
PA
USD
109281.56000000
0.001330676925
Long
ABS-MBS
USGA
US
N
2
2041-05-15
Fixed
4.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
750000.00000000
PA
USD
793252.50000000
0.009659111729
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.63000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAC6
150000.00000000
PA
USD
131551.50000000
0.001601848890
Long
DBT
US
N
2
2034-01-15
Fixed
2.70000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AQ8
200000.00000000
PA
USD
201354.00000000
0.002451805425
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
3.20000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GE7
200000.00000000
PA
USD
199258.00000000
0.002426283289
Long
DBT
NUSS
XX
N
2
2027-11-22
Fixed
2.50000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFJ2
250000.00000000
PA
USD
249877.50000000
0.003042656268
Long
DBT
CORP
US
N
2
2028-01-22
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAL0
1150000.00000000
PA
USD
1179900.00000000
0.014367160431
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AU3
350000.00000000
PA
USD
387275.00000000
0.004715689512
Long
DBT
US
N
2
2030-12-15
Fixed
4.90000000
N
N
N
N
N
N
Commonwealth Financing Authority
N/A
CMWLTH FING AUTH PA
20281PKG6
215000.00000000
PA
USD
222465.66000000
0.002708873487
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
4.14000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413BTW1
68592.55000000
PA
USD
75060.17000000
0.000913977035
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
550000.00000000
PA
USD
587911.50000000
0.007158758233
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
425000.00000000
PA
USD
364858.25000000
0.004442729902
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.86000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FN1
500000.00000000
PA
USD
507165.00000000
0.006175541079
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
3.35000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBA5
200000.00000000
PA
USD
201764.00000000
0.002456797827
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.50000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BQ2
250000.00000000
PA
USD
259002.50000000
0.003153767666
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.75000000
N
N
N
N
N
N
PUB SVC NEW HAMP
549300SHPFALUPKK2351
Public Service Co of New Hampshire
744482BL3
300000.00000000
PA
USD
304089.00000000
0.003702767563
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DU75
78116.36000000
PA
USD
74125.06000000
0.000902590583
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
1.50000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDA3
300000.00000000
PA
USD
305634.00000000
0.003721580397
Long
DBT
CORP
GB
N
2
2025-03-17
Fixed
3.51000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EA1
900000.00000000
PA
USD
924471.00000000
0.011256905814
Long
DBT
NUSS
CA
N
2
2028-03-15
Fixed
3.30000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDN3
150000.00000000
PA
USD
134119.50000000
0.001633118377
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
3.00000000
N
N
N
N
N
N
OEKB OEST. KONTROLLBANK
5299000OVRLMF858L016
Oesterreichische Kontrollbank AG
676167CC1
500000.00000000
PA
USD
461035.00000000
0.005613834909
Long
DBT
CORP
AT
N
2
2026-02-02
Fixed
0.50000000
N
N
N
N
N
N
University of Pittsburgh-of the Commonwealth System of Higher Education
5493002C83QSGL8ETT42
UNIV OF PITTSBURGH PA OF THE CMWLTH SYS OF HGR EDU
91335VKQ8
250000.00000000
PA
USD
201353.75000000
0.002451802381
Long
DBT
MUN
US
N
2
2119-09-15
Fixed
3.56000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DTN3
178651.37000000
PA
USD
178345.51000000
0.002171640439
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867229AE6
450000.00000000
PA
USD
569331.00000000
0.006932511073
Long
DBT
CORP
CA
N
2
2038-06-15
Fixed
6.50000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BZ6
250000.00000000
PA
USD
256377.50000000
0.003121804113
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BA3
300000.00000000
PA
USD
317445.00000000
0.003865398121
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VME7
581812.56000000
PA
USD
587566.26000000
0.007154554387
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J52V0
2026500.43000000
PA
USD
2093668.85000000
0.025493750536
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
4.00000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAB8
200000.00000000
PA
USD
165982.00000000
0.002021095027
Long
DBT
CORP
US
N
2
2051-08-23
Fixed
2.90000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RJL7
100000.00000000
PA
USD
107384.00000000
0.001307571112
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.85000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AU7
350000.00000000
PA
USD
355180.00000000
0.004324881805
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25000000
N
N
N
N
N
N
Comerica Bank
70WY0ID1N53Q4254VH70
Comerica Bank
200339DX4
250000.00000000
PA
USD
255312.50000000
0.003108836043
Long
DBT
CORP
US
N
2
2025-07-27
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKQQ1
1546863.01000000
PA
USD
1544214.73000000
0.018803272113
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCZ3
250000.00000000
PA
USD
273137.50000000
0.003325883788
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.25000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AS1
150000.00000000
PA
USD
142059.00000000
0.001729794426
Long
DBT
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
850000.00000000
PA
USD
776696.00000000
0.009457509990
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.13000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAJ7
550000.00000000
PA
USD
553388.00000000
0.006738379673
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RW3
1250000.00000000
PA
USD
1239275.00000000
0.015090145557
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
3.00000000
N
N
N
N
N
N
PRUDENTIAL PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
74435KAA3
325000.00000000
PA
USD
315224.00000000
0.003838353911
Long
DBT
CORP
GB
N
2
2030-04-14
Fixed
3.13000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CJ8
400000.00000000
PA
USD
389376.00000000
0.004741272531
Long
DBT
CORP
US
N
2
2050-04-09
Fixed
3.25000000
N
N
N
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932AL8
200000.00000000
PA
USD
204968.00000000
0.002495811627
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160AV6
50000.00000000
PA
USD
56908.00000000
0.000692945474
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JP6
200000.00000000
PA
USD
208190.00000000
0.002535044605
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAL7
500000.00000000
PA
USD
578395.00000000
0.007042879699
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3J9
439642.89000000
PA
USD
430763.35000000
0.005245229390
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTS1
398108.39000000
PA
USD
390983.37000000
0.004760844819
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
3.00000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AZ2
250000.00000000
PA
USD
232990.00000000
0.002837024077
Long
DBT
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAY8
250000.00000000
PA
USD
231562.50000000
0.002819641992
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
3.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBU5
350000.00000000
PA
USD
336297.50000000
0.004094957314
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7B5
11417594.86000000
PA
USD
10648237.81000000
0.129659243093
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
21800000.00000000
PA
USD
16799625.00000000
0.204562172692
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.38000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CY4
522000.00000000
PA
USD
422141.40000000
0.005140243426
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
2.77000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAF9
250000.00000000
PA
USD
240465.00000000
0.002928044099
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CL4
100000.00000000
PA
USD
95736.00000000
0.001165738173
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.65000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBD1
300000.00000000
PA
USD
266091.00000000
0.003240081435
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WXH6
3789674.48000000
PA
USD
3608604.48000000
0.043940503006
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
2.00000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BQ2
100000.00000000
PA
USD
89401.00000000
0.001088599465
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
1.40000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAQ6
750000.00000000
PA
USD
702285.00000000
0.008551437633
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.06000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
42217KAX4
300000.00000000
PA
USD
385644.00000000
0.004695829491
Long
DBT
US
N
2
2041-03-15
Fixed
6.50000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAS8
350000.00000000
PA
USD
318559.50000000
0.003878968932
Long
DBT
CORP
JP
N
2
2030-07-16
Fixed
2.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A4L8
112703.14000000
PA
USD
119713.31000000
0.001457700085
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.50000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
581557BE4
400000.00000000
PA
USD
405844.00000000
0.004941796642
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.80000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BV5
200000.00000000
PA
USD
207094.00000000
0.002521699061
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
800000.00000000
PA
USD
815936.00000000
0.009935319445
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZE7
600000.00000000
PA
USD
586038.00000000
0.007135945389
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
1.22000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
350000.00000000
PA
USD
352019.50000000
0.004286397687
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
TELUS CORP
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MBW2
300000.00000000
PA
USD
294237.00000000
0.003582803783
Long
DBT
CORP
CA
N
2
2032-05-13
Fixed
3.40000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHV5
450000.00000000
PA
USD
456484.50000000
0.005558425329
Long
DBT
CORP
US
N
2
2024-02-05
Fixed
3.38000000
N
N
N
N
N
N
Maryland Health & Higher Educational Facilities Authority
N/A
MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE
57421CAW4
100000.00000000
PA
USD
86687.00000000
0.001055552196
Long
DBT
MUN
US
N
2
2050-07-01
Fixed
3.20000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
5493003476LG35QAKM08
NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
64971M4P4
450000.00000000
PA
USD
530220.60000000
0.006456279705
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
5.51000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
750000.00000000
PA
USD
774307.50000000
0.009428426201
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MRA43
26947.24000000
PA
USD
26841.37000000
0.000326836400
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
2.50000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BV1
400000.00000000
PA
USD
396348.00000000
0.004826167728
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
1.14000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJQ78
114256.43000000
PA
USD
116858.98000000
0.001422944074
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
3.50000000
N
N
N
N
N
N
Ascension Health
N/A
Ascension Health
04352EAB1
200000.00000000
PA
USD
186676.00000000
0.002273077413
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
3.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FE5P5
43937.07000000
PA
USD
45207.56000000
0.000550473995
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CQ1
250000.00000000
PA
USD
280967.50000000
0.003421226500
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.20000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRS5
300000.00000000
PA
USD
289764.00000000
0.003528337888
Long
DBT
CORP
CA
N
2
2023-12-14
Fixed
0.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMPE7
15788.07000000
PA
USD
15966.91000000
0.000194422542
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AU8
350000.00000000
PA
USD
356205.50000000
0.004337368899
Long
DBT
CORP
JP
N
2
2025-03-02
Fixed
3.78000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
700000.00000000
PA
USD
723310.00000000
0.008807450471
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAL4
50000.00000000
PA
USD
51094.00000000
0.000622150771
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.00000000
N
N
N
N
N
N
Santa Clara Valley Transportation Authority
549300R6Q7T4MD3V9H68
SANTA CLARA VLY CA TRANSPRTN AUTH SALES TAX REVENUE
80168NEP0
150000.00000000
PA
USD
169982.85000000
0.002069811743
Long
DBT
MUN
US
N
2
2032-04-01
Fixed
5.88000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133EMH96
1000000.00000000
PA
USD
978020.00000000
0.011908950118
Long
DBT
USGSE
US
N
2
2023-06-14
Fixed
0.13000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AM1
250000.00000000
PA
USD
238912.50000000
0.002909139941
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JY8
750000.00000000
PA
USD
755295.00000000
0.009196918754
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFC65
31097.15000000
PA
USD
33604.12000000
0.000409183645
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAW6
150000.00000000
PA
USD
153391.50000000
0.001867785650
Long
DBT
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56Q0
2373489.65000000
PA
USD
2309919.57000000
0.028126947237
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2014-LC16
549300PX4QZK7CUM8D08
Wells Fargo Commercial Mortgage Trust 2014-LC16
94988XAT3
715895.84000000
PA
USD
716895.70000000
0.008729346160
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6BM2
1216679.78000000
PA
USD
1231979.92000000
0.015001316347
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
3.00000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AV3
100000.00000000
PA
USD
101337.00000000
0.001233939263
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
3.90000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CJ5
200000.00000000
PA
USD
201448.00000000
0.002452950025
Long
DBT
NUSS
KR
N
2
2026-01-13
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMVE8
163934.18000000
PA
USD
163290.13000000
0.001988317225
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJUV0
153550.76000000
PA
USD
159935.47000000
0.001947468900
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-C4
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAD9
5600000.00000000
PA
USD
5607421.90000000
0.068279286416
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Fixed
3.47000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M2R0
32223.86000000
PA
USD
33791.90000000
0.000411470165
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
4.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BA0
400000.00000000
PA
USD
425668.00000000
0.005183185394
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQW0
81461.49000000
PA
USD
82945.75000000
0.001009996522
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDF6
200000.00000000
PA
USD
203270.00000000
0.002475135774
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEU9
3000000.00000000
PA
USD
2794470.00000000
0.034027119934
Long
DBT
USGSE
US
N
2
2025-07-21
Fixed
0.38000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
International Finance Corp
45950VLH7
850000.00000000
PA
USD
853145.00000000
0.010388398242
Long
DBT
NUSS
XX
N
2
2022-10-24
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDDN1
587427.03000000
PA
USD
577048.64000000
0.007026485623
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AE2
200000.00000000
PA
USD
203596.00000000
0.002479105343
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
150000.00000000
PA
USD
131851.50000000
0.001605501867
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400JRY7
41028.70000000
PA
USD
44302.73000000
0.000539456250
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
5.50000000
N
N
N
N
N
N
PULTE GROUP INC
N/A
PulteGroup Inc
745867AP6
150000.00000000
PA
USD
174942.00000000
0.002130197288
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
6.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYH9
994221.82000000
PA
USD
936725.44000000
0.011406123126
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
2.00000000
N
N
N
N
N
N
JB HUNT TRANSPRT SVCS
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658CF2
275000.00000000
PA
USD
281286.50000000
0.003425110833
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.88000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BZ6
600000.00000000
PA
USD
666612.00000000
0.008117062081
Long
DBT
CORP
US
N
2
2037-02-06
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7H69
736471.81000000
PA
USD
731622.20000000
0.008908664736
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06050TJZ6
350000.00000000
PA
USD
428435.00000000
0.005216878023
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBE3
150000.00000000
PA
USD
135403.50000000
0.001648753120
Long
DBT
US
N
2
2032-04-01
Fixed
2.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBH5
17276737.43000000
PA
USD
16077522.46000000
0.195769424967
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AJK5
175991.45000000
PA
USD
176595.84000000
0.002150335422
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CJ6
250000.00000000
PA
USD
248957.50000000
0.003031453803
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.38000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEU4
300000.00000000
PA
USD
305148.00000000
0.003715662574
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
3.38000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCR5
400000.00000000
PA
USD
413988.00000000
0.005040962804
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.10000000
N
N
N
N
N
N
LINDE INC/CT
ZU69GUVJQGZ6Z1UOOO79
Linde Inc/CT
74005PBT0
200000.00000000
PA
USD
172014.00000000
0.002094544227
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.10000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CF1
250000.00000000
PA
USD
264867.50000000
0.003225183376
Long
DBT
NUSS
ID
N
2
2028-04-24
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D55J7
969770.64000000
PA
USD
960436.00000000
0.011694836931
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
2.50000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
50000.00000000
PA
USD
47811.00000000
0.000582175021
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJK56
307777.00000000
PA
USD
305750.31000000
0.003722996657
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Interstate Power & Light Co
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AR5
150000.00000000
PA
USD
138598.50000000
0.001687657331
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHM7
353451.30000000
PA
USD
355308.30000000
0.004326444061
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.50000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
100000.00000000
PA
USD
99036.00000000
0.001205920925
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc
837004BX7
100000.00000000
PA
USD
115448.00000000
0.001405763147
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J92D2
383342.08000000
PA
USD
396047.96000000
0.004822514263
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PED0
400000.00000000
PA
USD
376048.00000000
0.004578982918
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BC4
276000.00000000
PA
USD
294630.00000000
0.003587589183
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB69
10312463.77000000
PA
USD
9862195.72000000
0.120087929581
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BD3
100000.00000000
PA
USD
103887.00000000
0.001264989571
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.20000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
450000.00000000
PA
USD
442692.00000000
0.005390479689
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.13000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAL3
200000.00000000
PA
USD
197950.00000000
0.002410356307
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
330000.00000000
PA
USD
341236.50000000
0.004155097500
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0Y36
547119.60000000
PA
USD
545961.98000000
0.006647956060
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CR9
400000.00000000
PA
USD
409732.00000000
0.004989139230
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YT81
23498.45000000
PA
USD
24948.56000000
0.000303788426
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887AX0
150000.00000000
PA
USD
194434.50000000
0.002367549499
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLN6
6171455.10000000
PA
USD
5879917.84000000
0.071597358191
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9AS9
237454.93000000
PA
USD
236952.51000000
0.002885273943
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8CQ2
256789.73000000
PA
USD
257319.31000000
0.003133272149
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
750000.00000000
PA
USD
764197.50000000
0.009305320860
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
400000.00000000
PA
USD
400824.00000000
0.004880670152
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AM0
250000.00000000
PA
USD
257247.50000000
0.003132397748
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXKB5
977.14000000
PA
USD
1092.77000000
0.000013306214
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.50000000
N
N
N
N
N
N
Ascension Health
N/A
Ascension Health
04351LAB6
400000.00000000
PA
USD
419472.00000000
0.005107739232
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.95000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FL7
250000.00000000
PA
USD
244917.50000000
0.002982260373
Long
DBT
CORP
US
N
2
2070-02-05
Fixed
3.75000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAN1
650000.00000000
PA
USD
665008.50000000
0.008097536916
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.95000000
N
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AH8
450000.00000000
PA
USD
457393.50000000
0.005569493850
Long
DBT
CORP
LU
N
2
2023-12-01
Fixed
3.65000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081ET0
150000.00000000
PA
USD
171340.50000000
0.002086343293
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
4.95000000
N
N
N
N
N
N
Southwestern Electric Power Co
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BN1
100000.00000000
PA
USD
94502.00000000
0.001150712259
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAP8
3686283.57000000
PA
USD
3532931.22000000
0.043019060624
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
TRAVELERS PPTY CASUALTY
N/A
Travelers Property Casualty Corp
89420GAE9
300000.00000000
PA
USD
381318.00000000
0.004643153556
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.38000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAF1
400000.00000000
PA
USD
483764.00000000
0.005890596659
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.30000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593H70
50000.00000000
PA
USD
58999.50000000
0.000718412816
Long
DBT
MUN
US
N
2
2054-01-01
Fixed
4.57000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBH5
160000.00000000
PA
USD
158984.00000000
0.001935883239
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
2.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BH6
700000.00000000
PA
USD
708323.00000000
0.008624959893
Long
DBT
CORP
JP
N
2
2029-03-07
Fixed
3.74000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CT4
800000.00000000
PA
USD
728752.00000000
0.008873715483
Long
DBT
CORP
GB
N
2
2032-05-24
Fixed
2.80000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBC3
150000.00000000
PA
USD
151950.00000000
0.001850233093
Long
DBT
CORP
JP
N
2
2028-07-19
Fixed
3.94000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
525000.00000000
PA
USD
558962.25000000
0.006806255039
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7F3
9613051.57000000
PA
USD
9187365.56000000
0.111870798322
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QAVA5
377079.64000000
PA
USD
379060.79000000
0.004615668432
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
3.50000000
N
N
N
N
N
N
FORD FOUNDATION/THE
54930013YZ3DULPNNT44
Ford Foundation/The
34531XAB0
300000.00000000
PA
USD
248520.00000000
0.003026126544
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.42000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EM6
250000.00000000
PA
USD
256435.00000000
0.003122504267
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LTW2
75532.32000000
PA
USD
76882.11000000
0.000936162054
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05579T5G7
300000.00000000
PA
USD
307692.00000000
0.003746639823
Long
DBT
CORP
FR
N
2
2024-10-15
Fixed
4.25000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAJ1
200000.00000000
PA
USD
206576.00000000
0.002515391586
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EJV2
121416.71000000
PA
USD
129303.52000000
0.001574476155
Long
ABS-MBS
USGA
US
N
2
2036-07-20
Fixed
5.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CA5
250000.00000000
PA
USD
258550.00000000
0.003148257758
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVC0
1448549.43000000
PA
USD
1507164.84000000
0.018352130733
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
4.00000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAG3
250000.00000000
PA
USD
238102.50000000
0.002899276901
Long
DBT
US
N
2
2031-02-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUC4
2384833.22000000
PA
USD
2262981.72000000
0.027555404207
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
1.50000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAC7
650000.00000000
PA
USD
623792.00000000
0.007595660428
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WE6
18978000.00000000
PA
USD
19140350.91000000
0.233064236150
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
341271AF1
350000.00000000
PA
USD
319787.65000000
0.003893923613
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.15000000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo Inc
92940PAG9
250000.00000000
PA
USD
233630.00000000
0.002844817095
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8CG4
250153.57000000
PA
USD
250669.47000000
0.003052299763
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
3.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160AJ3
100000.00000000
PA
USD
128200.00000000
0.001561039043
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
6.95000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HY6
300000.00000000
PA
USD
249228.00000000
0.003034747571
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RR40
250000.00000000
PA
USD
237620.00000000
0.002893401696
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
0.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJN0
300000.00000000
PA
USD
284748.00000000
0.003467260105
Long
DBT
CORP
US
N
2
2052-03-13
Fixed
3.48000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C4RF9
166787.11000000
PA
USD
180480.12000000
0.002197632713
Long
ABS-MBS
USGA
US
N
2
2040-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J55V7
281247.00000000
PA
USD
292684.87000000
0.003563904130
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
4.00000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CU9
500000.00000000
PA
USD
505570.00000000
0.006156119416
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.40000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBE7
250000.00000000
PA
USD
253775.00000000
0.003090114533
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.75000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BX3
1000000.00000000
PA
USD
938280.00000000
0.011425052368
Long
DBT
CORP
US
N
2
2026-05-12
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BAX4
36852.12000000
PA
USD
37592.65000000
0.000457750346
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.50000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UL7
400000.00000000
PA
USD
388600.00000000
0.004731823496
Long
DBT
NUSS
CA
N
2
2026-06-22
Fixed
2.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMES0
1376755.80000000
PA
USD
1367703.41000000
0.016653965856
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDY5
400000.00000000
PA
USD
359384.00000000
0.004376072196
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BA9
250000.00000000
PA
USD
268425.00000000
0.003268501600
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.20000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AP6
150000.00000000
PA
USD
147385.50000000
0.001794653041
Long
DBT
CORP
US
N
2
2025-02-24
Fixed
2.30000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FR4
550000.00000000
PA
USD
535711.00000000
0.006523134063
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
Agree LP
008513AA1
250000.00000000
PA
USD
233615.00000000
0.002844634447
Long
DBT
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJRM4
175436.10000000
PA
USD
179625.97000000
0.002187232077
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
PROV OF NEW BRUNSWICK
549300POZA55ZTGSOU44
Province of New Brunswick Canada
642869AM3
100000.00000000
PA
USD
104632.00000000
0.001274061132
Long
DBT
NUSS
CA
N
2
2028-02-24
Fixed
3.63000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AP4
700000.00000000
PA
USD
710626.00000000
0.008653002583
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25000000
N
N
N
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Bon Secours Mercy Health Inc
09778PAC9
100000.00000000
PA
USD
87699.00000000
0.001067874906
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.21000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685AW3
250000.00000000
PA
USD
253250.00000000
0.003083721823
Long
DBT
CORP
US
N
2
2048-01-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GWB8
220113.60000000
PA
USD
224536.72000000
0.002734091939
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
TC PipeLines LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233QAC2
100000.00000000
PA
USD
102211.00000000
0.001244581604
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
3.90000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EF6
600000.00000000
PA
USD
593052.00000000
0.007221352002
Long
DBT
CORP
AU
N
2
2034-07-24
Fixed
4.11000000
N
N
N
N
N
N
NORTHEASTERN UNIVERSITY
549300I2J5CUY7XEVC78
Northeastern University
664675AT2
100000.00000000
PA
USD
85986.00000000
0.001047016405
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.89000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667BA8
200000.00000000
PA
USD
188490.00000000
0.002295165751
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.15000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GU1
300000.00000000
PA
USD
359562.00000000
0.004378239629
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
5.50000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189TAA2
150000.00000000
PA
USD
170262.00000000
0.002073210839
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
1145000.00000000
PA
USD
1158888.85000000
0.014111316238
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAK2
150000.00000000
PA
USD
149763.00000000
0.001823602888
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WCU0
343711.21000000
PA
USD
334215.25000000
0.004069602606
Long
ABS-MBS
USGA
US
N
2
2036-04-20
Fixed
2.00000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865BD1
450000.00000000
PA
USD
457398.00000000
0.005569548645
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36195CBW1
170168.09000000
PA
USD
173051.63000000
0.002107179024
Long
ABS-MBS
USGA
US
N
2
2047-12-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KZ68
114526.45000000
PA
USD
122616.71000000
0.001493053601
Long
ABS-MBS
USGA
US
N
2
2039-02-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MQP8
238439.28000000
PA
USD
244255.94000000
0.002974204827
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDS7
650000.00000000
PA
USD
619209.50000000
0.007539861197
Long
DBT
CORP
US
N
2
2024-07-12
Fixed
0.55000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BW3
269000.00000000
PA
USD
285000.12000000
0.003470330067
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294MFJ5
160943.38000000
PA
USD
165782.69000000
0.002018668110
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
4.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
1050000.00000000
PA
USD
1283278.50000000
0.015625958206
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
150000.00000000
PA
USD
159354.00000000
0.001940388578
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AW6
200000.00000000
PA
USD
201282.00000000
0.002450928710
Long
DBT
CORP
US
N
2
2023-02-22
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131XX6Y2
417670.49000000
PA
USD
421545.52000000
0.005132987638
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CC7
150000.00000000
PA
USD
149385.00000000
0.001819000136
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
2.80000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AU2
250000.00000000
PA
USD
218845.00000000
0.002664786189
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.13000000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RAW2
250000.00000000
PA
USD
255797.50000000
0.003114741690
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BD2
250000.00000000
PA
USD
253482.50000000
0.003086552880
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.28000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HX5
1700000.00000000
PA
USD
1709180.00000000
0.020811986834
Long
DBT
CORP
DE
N
2
2024-02-28
Fixed
2.63000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAJ1
450000.00000000
PA
USD
430897.50000000
0.005246862879
Long
DBT
CORP
NO
N
2
2026-01-22
Fixed
1.75000000
N
N
N
N
N
N
Republic of Italy Government International Bond
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BZ0
950000.00000000
PA
USD
916873.50000000
0.011164394160
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
4.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BM1
700000.00000000
PA
USD
816459.00000000
0.009941687802
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.75000000
N
N
N
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660AZ0
226000.00000000
PA
USD
235580.14000000
0.002868563154
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.40000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677052AA0
200000.00000000
PA
USD
226988.00000000
0.002763940174
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.38000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865BA2
150000.00000000
PA
USD
152163.00000000
0.001852826707
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AX4
150000.00000000
PA
USD
157986.00000000
0.001923731000
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
550000.00000000
PA
USD
603680.00000000
0.007350764818
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe LLC
12189TAX2
100000.00000000
PA
USD
128276.00000000
0.001561964464
Long
DBT
CORP
US
N
2
2036-08-15
Fixed
6.20000000
N
N
N
N
N
N
YALE UNIVERSITY
9SFB6DIM0FRWV0EV8S84
Yale University
98459LAC7
200000.00000000
PA
USD
166616.00000000
0.002028814986
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X3EH1
279934.10000000
PA
USD
279341.80000000
0.003401431015
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AW5
250000.00000000
PA
USD
299567.50000000
0.003647711104
Long
DBT
CORP
CA
N
2
2041-07-15
Fixed
6.25000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AM6
150000.00000000
PA
USD
153033.00000000
0.001863420342
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36241LL79
305692.11000000
PA
USD
332826.84000000
0.004052696504
Long
ABS-MBS
USGA
US
N
2
2040-07-20
Fixed
5.00000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513YJH2
300000.00000000
PA
USD
309147.00000000
0.003764356763
Long
DBT
NUSS
IL
N
2
2028-01-17
Fixed
3.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AL4
1150000.00000000
PA
USD
1210225.50000000
0.014736421659
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CX7
300000.00000000
PA
USD
244122.00000000
0.002972573895
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.50000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDN8
200000.00000000
PA
USD
186572.00000000
0.002271811048
Long
DBT
CORP
US
N
2
2025-09-10
Fixed
1.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
1350000.00000000
PA
USD
1338970.50000000
0.016304096945
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.11000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAC1
300000.00000000
PA
USD
269367.00000000
0.003279971950
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.63000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAH5
200000.00000000
PA
USD
174048.00000000
0.002119311415
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BN8
700000.00000000
PA
USD
725739.00000000
0.008837027412
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AEKD4
128490.85000000
PA
USD
136420.12000000
0.001661132087
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJA9
450000.00000000
PA
USD
390091.50000000
0.004749984882
Long
DBT
CORP
US
N
2
2030-07-22
Fixed
1.38000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CQ4
300000.00000000
PA
USD
315198.00000000
0.003838037319
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CT95
911788.73000000
PA
USD
904287.05000000
0.011011134098
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRH7
140247.70000000
PA
USD
145936.36000000
0.001777007455
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
4.50000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AS5
200000.00000000
PA
USD
161530.00000000
0.001966884841
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DGK2
624616.42000000
PA
USD
600892.28000000
0.007316819890
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
2.50000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBJ8
300000.00000000
PA
USD
302181.00000000
0.003679534626
Long
DBT
CORP
US
N
2
2025-04-06
Fixed
3.19000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAM7
150000.00000000
PA
USD
180603.00000000
0.002199128973
Long
DBT
CORP
CA
N
2
2046-12-01
Fixed
5.50000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JA9
200000.00000000
PA
USD
200146.00000000
0.002437096102
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
3.80000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AM1
300000.00000000
PA
USD
298047.00000000
0.003629196597
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.38000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBW9
500000.00000000
PA
USD
460805.00000000
0.005611034293
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WT5U6
45992.72000000
PA
USD
46545.02000000
0.000566759699
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QMEC1
914440.04000000
PA
USD
933253.41000000
0.011363845634
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.50000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAJ4
250000.00000000
PA
USD
224967.50000000
0.002739337371
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
2.65000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BH0
400000.00000000
PA
USD
452528.00000000
0.005510248644
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.84000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DL9
556000.00000000
PA
USD
632967.08000000
0.007707381630
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VAY3
200000.00000000
PA
USD
219298.00000000
0.002670302185
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMSA2
54123.95000000
PA
USD
54794.66000000
0.000667212196
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CV74
399652.56000000
PA
USD
427361.05000000
0.005203800972
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DB3
550000.00000000
PA
USD
551446.50000000
0.006714738820
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W92S8
890943.08000000
PA
USD
927176.33000000
0.011289847513
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
4.00000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAL8
250000.00000000
PA
USD
240105.00000000
0.002923660526
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.58000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
61763MAF7
270000.00000000
PA
USD
272530.50000000
0.003318492597
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Fixed
3.89000000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EM3
50000.00000000
PA
USD
46025.50000000
0.000560433716
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.75000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KE0
300000.00000000
PA
USD
301482.00000000
0.003671023189
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BE7
250000.00000000
PA
USD
247892.50000000
0.003018485733
Long
DBT
CORP
US
N
2
2027-11-16
Fixed
3.45000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABF9
250000.00000000
PA
USD
246172.50000000
0.002997541996
Long
DBT
US
N
2
2026-11-01
Fixed
2.85000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAP4
500000.00000000
PA
USD
487440.00000000
0.005935357810
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128E7C78
72548.27000000
PA
USD
72849.53000000
0.000887058975
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.00000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GC2
300000.00000000
PA
USD
282042.00000000
0.003434310248
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.30000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAS8
250000.00000000
PA
USD
252977.50000000
0.003080403702
Long
DBT
CORP
JP
N
2
2024-09-11
Fixed
3.92000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CJ4
350000.00000000
PA
USD
333438.00000000
0.004060138350
Long
DBT
NUSS
PH
N
2
2030-05-05
Fixed
2.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CCK8
86421.29000000
PA
USD
86537.42000000
0.001053730821
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHRL8
1181068.05000000
PA
USD
1197138.03000000
0.014577060882
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216AY7
300000.00000000
PA
USD
404454.00000000
0.004924871179
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.45000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AQ4
250000.00000000
PA
USD
247872.50000000
0.003018242201
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BL7
200000.00000000
PA
USD
189134.00000000
0.002303007476
Long
DBT
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
TRUSTEES PRINCETON UNIV
549300PJZYINN64GDJ90
Trustees of Princeton University/The
89837LAG0
200000.00000000
PA
USD
172178.00000000
0.002096541188
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.52000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBG7
5789154.21000000
PA
USD
5171794.52000000
0.062974829719
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
1.50000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAB5
150000.00000000
PA
USD
123345.00000000
0.001501921691
Long
DBT
CORP
US
N
2
2052-03-09
Fixed
3.05000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
913366DF4
200000.00000000
PA
USD
269889.60000000
0.003286335436
Long
DBT
MUN
US
N
2
2049-05-15
Fixed
6.58000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416X7G9
23217.26000000
PA
USD
25097.56000000
0.000305602738
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAJ4
200000.00000000
PA
USD
209268.00000000
0.002548170971
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
4.30000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EY5
300000.00000000
PA
USD
256848.00000000
0.003127533199
Long
DBT
CORP
AU
N
2
2041-11-18
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEXL8
1459202.26000000
PA
USD
1485278.64000000
0.018085631414
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EU2
500000.00000000
PA
USD
506590.00000000
0.006168539539
Long
DBT
USGA
US
N
2
2027-02-01
Fixed
2.88000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAL3
100000.00000000
PA
USD
103930.00000000
0.001265513165
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
4.90000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THW8
300000.00000000
PA
USD
277989.00000000
0.003384958522
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
0.80000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CS3
550000.00000000
PA
USD
579282.00000000
0.007053680336
Long
DBT
NUSS
ID
N
2
2030-10-15
Fixed
3.85000000
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCC7
500000.00000000
PA
USD
514755.00000000
0.006267961410
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6M9
730019.02000000
PA
USD
705874.60000000
0.008595146726
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
2.50000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
500000.00000000
PA
USD
433825.00000000
0.005282509851
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTN2
950384.67000000
PA
USD
941230.10000000
0.011460974531
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.50000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAJ3
100000.00000000
PA
USD
100272.00000000
0.001220971193
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.50000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAP6
390000.00000000
PA
USD
404773.20000000
0.004928757947
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.30000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AJ8
150000.00000000
PA
USD
142404.00000000
0.001733995350
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.63000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AK1
100000.00000000
PA
USD
116628.00000000
0.001420131525
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3D4
1036120.84000000
PA
USD
1061226.41000000
0.012922120591
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BZ1
850000.00000000
PA
USD
854658.00000000
0.010406821425
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
3.80000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EBC0
350000.00000000
PA
USD
354074.00000000
0.004311414494
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.20000000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAE4
200000.00000000
PA
USD
186312.00000000
0.002268645134
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EBU2
71040.90000000
PA
USD
75766.48000000
0.000922577484
Long
ABS-MBS
USGA
US
N
2
2034-12-20
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DU9
350000.00000000
PA
USD
283923.50000000
0.003457220505
Long
DBT
NUSS
CL
N
2
2071-09-21
Fixed
3.25000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
200000.00000000
PA
USD
185180.00000000
0.002254861232
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CR1
150000.00000000
PA
USD
147444.00000000
0.001795365372
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R7H6
438172.38000000
PA
USD
437324.62000000
0.005325123295
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.00000000
N
N
N
N
N
N
XLIT Ltd
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAB1
200000.00000000
PA
USD
244856.00000000
0.002981511513
Long
DBT
CORP
KY
N
2
2043-12-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YHVY3
240999.83000000
PA
USD
240563.96000000
0.002929249095
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VZT0
231185.86000000
PA
USD
232829.25000000
0.002835066690
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
3.50000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAM9
300000.00000000
PA
USD
266646.00000000
0.003246839444
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.36000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HNJ5
493000.00000000
PA
USD
509914.83000000
0.006209024636
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WZVF6
69207.36000000
PA
USD
70598.06000000
0.000859643744
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFS9
200000.00000000
PA
USD
203058.00000000
0.002472554337
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
3.35000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCZ5
300000.00000000
PA
USD
338136.00000000
0.004117343977
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
4.67000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BM1
50000.00000000
PA
USD
58551.00000000
0.000712951614
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.30000000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946AM6
250000.00000000
PA
USD
218952.50000000
0.002666095172
Long
DBT
US
N
2
2031-03-15
Fixed
2.05000000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc
30036FAA9
100000.00000000
PA
USD
93351.00000000
0.001136697002
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AQ8
50000.00000000
PA
USD
50075.00000000
0.000609742824
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYS83
97156.95000000
PA
USD
94137.08000000
0.001146268777
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
2.50000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCS5
300000.00000000
PA
USD
305097.00000000
0.003715041568
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
3.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ54
548046.55000000
PA
USD
542767.50000000
0.006609058182
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YQK6
209383.59000000
PA
USD
216701.62000000
0.002638687126
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
4.00000000
N
N
N
N
N
N
Los Angeles Community College District/CA
N/A
LOS ANGELES CA CMNTY CLG DIST
54438CYN6
200000.00000000
PA
USD
180052.00000000
0.002192419671
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
1.81000000
N
N
N
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AR3
300000.00000000
PA
USD
306003.00000000
0.003726073559
Long
DBT
US
N
2
2029-04-15
Fixed
4.20000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081CY7
650000.00000000
PA
USD
957294.00000000
0.011656578081
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
7.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7UA1
645017.71000000
PA
USD
662556.85000000
0.008067684175
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBG4
962035.74000000
PA
USD
972402.44000000
0.011840547384
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.50000000
N
N
N
N
N
N
BOC Aviation Ltd
254900H06V5RMEB3KE72
BOC Aviation Ltd
000000000
200000.00000000
PA
USD
200022.00000000
0.002435586205
Long
DBT
CORP
SG
N
2
2022-05-23
Fixed
3.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AX1
150000.00000000
PA
USD
148416.00000000
0.001807201019
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X88
17420000.00000000
PA
USD
17346509.38000000
0.211221360441
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419DTW1
50593.55000000
PA
USD
51709.55000000
0.000629646072
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
800000.00000000
PA
USD
813120.00000000
0.009901030163
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKB7
67876.87000000
PA
USD
66033.17000000
0.000804058943
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C7E8
235538.04000000
PA
USD
241245.21000000
0.002937544398
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AM1
150000.00000000
PA
USD
121407.00000000
0.001478323456
Long
DBT
CORP
US
N
2
2061-08-15
Fixed
2.80000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
1700000.00000000
PA
USD
1963738.00000000
0.023911635639
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHJW3
41764.49000000
PA
USD
46946.69000000
0.000571650671
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RQ28
404140.18000000
PA
USD
412546.19000000
0.005023406472
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RS9
7982000.00000000
PA
USD
7827348.75000000
0.095310429055
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
1200000.00000000
PA
USD
1136088.00000000
0.013833679599
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.74000000
N
N
N
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340AN2
350000.00000000
PA
USD
350115.50000000
0.004263213457
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.15000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAG0
250000.00000000
PA
USD
255275.00000000
0.003108379421
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.03000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AT2
300000.00000000
PA
USD
293325.00000000
0.003571698731
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.25000000
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
Aon Global Ltd
00185AAH7
300000.00000000
PA
USD
323340.00000000
0.003937179128
Long
DBT
CORP
GB
N
2
2045-05-15
Fixed
4.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCU8
750000.00000000
PA
USD
708367.50000000
0.008625501751
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
2.96000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283V0
7488000.00000000
PA
USD
7487122.48000000
0.091167632713
Long
DBT
UST
US
N
2
2025-01-31
Fixed
2.50000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
Unum Group
91529YAR7
200000.00000000
PA
USD
175776.00000000
0.002140352565
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.13000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AJ0
200000.00000000
PA
USD
237398.00000000
0.002890698493
Long
DBT
CORP
CA
N
2
2037-02-15
Fixed
6.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHW5
350000.00000000
PA
USD
358676.50000000
0.004367457257
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.80000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AN0
100000.00000000
PA
USD
107365.00000000
0.001307339757
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.00000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFFX0
5000000.00000000
PA
USD
5233250.00000000
0.063723148001
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
3.25000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAS1
250000.00000000
PA
USD
223467.50000000
0.002721072483
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AASJ8
75352.16000000
PA
USD
81542.98000000
0.000992915565
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
150000.00000000
PA
USD
158571.00000000
0.001930854306
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6FN2
197654.81000000
PA
USD
203873.68000000
0.002482486539
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419DL74
477443.63000000
PA
USD
507140.78000000
0.006175246162
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAC2
250000.00000000
PA
USD
253007.50000000
0.003080768999
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.40000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
State of Israel
46513JXN6
800000.00000000
PA
USD
761296.00000000
0.009269990480
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
3.38000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JAV9
128000.00000000
PA
USD
139063.04000000
0.001693313845
Long
DBT
CORP
MX
N
2
2025-03-18
Fixed
6.63000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
792860AK4
50000.00000000
PA
USD
65692.00000000
0.000799904655
Long
DBT
CORP
US
N
2
2036-06-20
Fixed
6.75000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JM7
1500000.00000000
PA
USD
1440975.00000000
0.017546164083
Long
DBT
CORP
DE
N
2
2024-03-08
Fixed
0.25000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAE0
700000.00000000
PA
USD
735763.00000000
0.008959085566
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
4.23000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAG6
450000.00000000
PA
USD
450859.50000000
0.005489932001
Long
DBT
US
N
2
2024-09-01
Fixed
3.20000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBQ7
175000.00000000
PA
USD
173223.75000000
0.002109274859
Long
DBT
CORP
US
N
2
2050-04-02
Fixed
5.28000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AT5
200000.00000000
PA
USD
211024.00000000
0.002569553066
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.00000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAH7
650000.00000000
PA
USD
657299.50000000
0.008003667571
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
100000.00000000
PA
USD
91844.00000000
0.001118346879
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJQ2
5445625.99000000
PA
USD
5188376.63000000
0.063176743301
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.00000000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAQ3
250000.00000000
PA
USD
248600.00000000
0.003027100672
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
3.40000000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BR3
300000.00000000
PA
USD
293580.00000000
0.003574803762
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.70000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKF8
500000.00000000
PA
USD
425040.00000000
0.005175538494
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
3.50000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BS8
200000.00000000
PA
USD
206946.00000000
0.002519896925
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
38800000.00000000
PA
USD
34377406.44000000
0.418599638556
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.88000000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AV0
850000.00000000
PA
USD
1009885.00000000
0.012296957210
Long
DBT
CORP
AU
N
2
2043-09-30
Fixed
5.00000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAA6
50000.00000000
PA
USD
49864.50000000
0.000607179651
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.45000000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055450AH3
100000.00000000
PA
USD
112377.00000000
0.001368368834
Long
DBT
CORP
AU
N
2
2026-03-01
Fixed
6.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412Q2T5
36040.67000000
PA
USD
38292.71000000
0.000466274691
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.50000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DG9
175000.00000000
PA
USD
172011.00000000
0.002094507698
Long
DBT
US
N
2
2024-09-13
Fixed
2.00000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAD5
150000.00000000
PA
USD
218385.00000000
0.002659184957
Long
DBT
CORP
NL
N
2
2032-06-01
Fixed
9.25000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AK9
500000.00000000
PA
USD
493990.00000000
0.006015114485
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
2.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PX0
2396000.00000000
PA
USD
3076426.57000000
0.037460389936
Long
DBT
UST
US
N
2
2038-05-15
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRX0
500000.00000000
PA
USD
502530.00000000
0.006119102577
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.63000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YAU3
250000.00000000
PA
USD
251182.50000000
0.003058546720
Long
DBT
CORP
GB
N
2
2023-04-29
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV74
16679230.03000000
PA
USD
15555479.75000000
0.189412724089
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RR57
150000.00000000
PA
USD
143326.50000000
0.001745228256
Long
DBT
CORP
US
N
2
2024-11-08
Fixed
0.90000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
450000.00000000
PA
USD
419917.50000000
0.005113163904
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DS4
400000.00000000
PA
USD
354068.00000000
0.004311341435
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AX7
200000.00000000
PA
USD
168414.00000000
0.002050708498
Long
DBT
US
N
2
2051-05-18
Fixed
3.00000000
N
N
N
N
N
N
Oregon School Boards Association
N/A
OREGON ST SCH BRDS ASSN SHORT-TERM BORROWING PROGRAM CTFS
686053BN8
500000.00000000
PA
USD
552890.50000000
0.006732321819
Long
DBT
MUN
US
N
2
2028-06-30
Fixed
5.55000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAE2
250000.00000000
PA
USD
227542.50000000
0.002770692094
Long
DBT
CORP
US
N
2
2029-06-07
Fixed
1.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPCV9
119376.37000000
PA
USD
120491.23000000
0.001467172499
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJXQ7
1500000.00000000
PA
USD
1530309.81000000
0.018633957580
Long
ABS-MBS
USGSE
US
N
2
2025-08-25
Fixed
3.75000000
N
N
N
N
N
N
Toyota Auto Receivables 2018-C Owner Trust
N/A
Toyota Auto Receivables 2018-C Owner Trust
89231AAE1
1642147.26000000
PA
USD
1649613.63000000
0.020086671473
Long
ABS-O
CORP
US
N
2
2024-02-15
Fixed
3.13000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
700000.00000000
PA
USD
724780.00000000
0.008825350061
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAC7
300000.00000000
PA
USD
300651.00000000
0.003660904441
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.19000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AGSB2
84509.79000000
PA
USD
91447.94000000
0.001113524218
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
4.50000000
N
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
1000000.00000000
PA
USD
1001950.00000000
0.012200335955
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2G5
600000.00000000
PA
USD
549630.00000000
0.006692620042
Long
DBT
CORP
CH
N
2
2026-08-07
Fixed
1.25000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
549300P1YQ48837ZOI22
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10
61762MBW0
180000.00000000
PA
USD
181252.30000000
0.002207035234
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.07000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBX1
150000.00000000
PA
USD
191479.50000000
0.002331567671
Long
DBT
CORP
US
N
2
2052-10-01
Fixed
5.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QYS4
60299.99000000
PA
USD
61569.92000000
0.000749711770
Long
ABS-MBS
USGA
US
N
2
2045-01-20
Fixed
3.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EH7
500000.00000000
PA
USD
497100.00000000
0.006052983685
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.75000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BB6
350000.00000000
PA
USD
375189.50000000
0.004568529314
Long
DBT
CORP
CA
N
2
2044-03-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MHU9
373192.90000000
PA
USD
408063.34000000
0.004968820638
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7VX0
1603540.01000000
PA
USD
1640614.64000000
0.019977094447
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.50000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055AY8
150000.00000000
PA
USD
172114.50000000
0.002095767975
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.75000000
N
N
N
N
N
N
POTOMAC ELECTRIC POWER
549300BXF2DWUNN57U06
Potomac Electric Power Co
737679DE7
200000.00000000
PA
USD
208188.00000000
0.002535020252
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.15000000
N
N
N
N
N
N
Council Of Europe Development Bank
549300UYNXMI821WYG82
Council Of Europe Development Bank
222213AS9
315000.00000000
PA
USD
315954.45000000
0.003847248302
Long
DBT
NUSS
XX
N
2
2024-02-27
Fixed
2.50000000
N
N
N
N
N
N
CONSOLIDATED EDISON INC
54930033SBW53OO8T749
Consolidated Edison Inc
209115AE4
300000.00000000
PA
USD
292467.00000000
0.003561251216
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.65000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JG6
150000.00000000
PA
USD
160708.50000000
0.001956881771
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BK96
167683.26000000
PA
USD
168071.65000000
0.002046539841
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAE1
300000.00000000
PA
USD
276030.00000000
0.003361104579
Long
DBT
CORP
CA
N
2
2032-02-02
Fixed
2.45000000
N
N
N
N
N
N
Oesterreichische Kontrollbank AG
5299000OVRLMF858L016
Oesterreichische Kontrollbank AG
676167BV0
650000.00000000
PA
USD
656402.50000000
0.007992745169
Long
DBT
CORP
AT
N
2
2023-03-13
Fixed
2.88000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCV2
350000.00000000
PA
USD
353391.50000000
0.004303103971
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.10000000
N
N
N
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AG7
250000.00000000
PA
USD
224567.50000000
0.002734466734
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAE6
150000.00000000
PA
USD
147943.50000000
0.001801447579
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
3.70000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
900000.00000000
PA
USD
906480.00000000
0.011037836755
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CT9
650000.00000000
PA
USD
527605.00000000
0.006424430612
Long
DBT
CORP
US
N
2
2060-09-01
Fixed
2.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBU6
18033015.71000000
PA
USD
17251240.66000000
0.210061312145
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCJ5
500000.00000000
PA
USD
486410.00000000
0.005922815921
Long
DBT
CORP
CA
N
2
2023-09-11
Fixed
0.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
16800000.00000000
PA
USD
16137187.58000000
0.196495942767
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Q3H2
904740.40000000
PA
USD
906769.39000000
0.011041360539
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329KXR0
319824.08000000
PA
USD
318985.19000000
0.003884152385
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NFE3
97970.17000000
PA
USD
99015.51000000
0.001205671427
Long
ABS-MBS
USGA
US
N
2
2028-06-20
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAV1
550000.00000000
PA
USD
575718.00000000
0.007010282963
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NDR6
213147.17000000
PA
USD
218243.83000000
0.002657465987
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDP4
350000.00000000
PA
USD
367472.00000000
0.004474556469
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
9831000.00000000
PA
USD
10179693.28000000
0.123953967704
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.88000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AC2
300000.00000000
PA
USD
323322.00000000
0.003936959949
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
4.20000000
N
N
N
N
N
N
Grand Parkway Transportation Corp
N/A
GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE
38611TAV9
200000.00000000
PA
USD
241464.40000000
0.002940213385
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
5.18000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
263901AA8
200000.00000000
PA
USD
254732.00000000
0.003101767531
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
6.35000000
N
N
N
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAX1
100000.00000000
PA
USD
99521.00000000
0.001211826572
Long
DBT
CORP
GB
N
2
2024-06-18
Fixed
2.88000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020448
8000000.00000000
PA
USD
7767861.92000000
0.094586082220
Long
ABS-MBS
USGSE
US
N
2
2037-04-15
Fixed
2.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CU2
500000.00000000
PA
USD
471045.00000000
0.005735722591
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.45000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650BJ8
200000.00000000
PA
USD
226656.00000000
0.002759897546
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
6.25000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AQ8
300000.00000000
PA
USD
296745.00000000
0.003613342674
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056AV9
100000.00000000
PA
USD
99099.00000000
0.001206688051
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.50000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BA2
150000.00000000
PA
USD
168685.50000000
0.002054014442
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
5.88000000
N
N
N
N
N
N
NORTHWELL HEALTHCARE INC
54930073NUTKK4QD3P47
Northwell Healthcare Inc
667274AD6
150000.00000000
PA
USD
141670.50000000
0.001725063820
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.81000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBF6
250000.00000000
PA
USD
254275.00000000
0.003096202829
Long
DBT
CORP
JP
N
2
2023-10-16
Fixed
3.94000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122AU2
300000.00000000
PA
USD
283689.00000000
0.003454365094
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
3.25000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CV0
250000.00000000
PA
USD
243185.00000000
0.002961164428
Long
DBT
CORP
US
N
2
2025-02-21
Fixed
1.90000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYL2
500000.00000000
PA
USD
484785.00000000
0.005903028959
Long
DBT
CORP
US
N
2
2024-10-21
Fixed
0.93000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMZ2
500000.00000000
PA
USD
469800.00000000
0.005720562734
Long
DBT
NUSS
SE
N
2
2025-05-14
Fixed
0.63000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB34
700000.00000000
PA
USD
694596.00000000
0.008457811820
Long
DBT
NUSS
IL
N
2
2030-07-03
Fixed
2.75000000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AM1
300000.00000000
PA
USD
281817.00000000
0.003431570515
Long
DBT
CORP
JP
N
2
2026-03-25
Fixed
1.34000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BK9
200000.00000000
PA
USD
187038.00000000
0.002277485340
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.13000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAR6
475000.00000000
PA
USD
481075.25000000
0.005857856849
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
3.70000000
N
N
N
N
N
N
IHC HEALTH SERVICES INC
UHH3GVKP4EW0MPCVT846
IHC Health Services Inc
45174XAA0
100000.00000000
PA
USD
113850.00000000
0.001386304953
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.13000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AP1
170000.00000000
PA
USD
175344.80000000
0.002135102019
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAL3
350000.00000000
PA
USD
386099.00000000
0.004701369840
Long
DBT
CORP
CA
N
2
2043-10-16
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAR7
750000.00000000
PA
USD
766402.50000000
0.009332170245
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416X4Z0
26954.53000000
PA
USD
28617.92000000
0.000348468724
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419DD99
431604.84000000
PA
USD
450077.92000000
0.005480415020
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EP4
250000.00000000
PA
USD
260307.50000000
0.003169658118
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DMK5
242838.90000000
PA
USD
243904.66000000
0.002969927434
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EGH8
1995697.59000000
PA
USD
1992280.90000000
0.024259190875
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ARH72
32450.69000000
PA
USD
33838.13000000
0.000412033089
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.00000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AZ6
350000.00000000
PA
USD
379673.00000000
0.004623123063
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.88000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BD5
200000.00000000
PA
USD
205480.00000000
0.002502046042
Long
DBT
US
N
2
2024-02-06
Fixed
4.60000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAN2
300000.00000000
PA
USD
294156.00000000
0.003581817479
Long
DBT
CORP
US
N
2
2045-03-06
Fixed
3.57000000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
Dignity Health
254010AB7
100000.00000000
PA
USD
103167.00000000
0.001256222425
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.50000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAK0
150000.00000000
PA
USD
135256.50000000
0.001646963162
Long
DBT
CORP
US
N
2
2026-08-05
Fixed
1.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
25700000.00000000
PA
USD
22415218.75000000
0.272940964388
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9HV7
57019.87000000
PA
USD
61028.01000000
0.000743113154
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.50000000
N
N
N
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines 2019-1 Class AA Pass Through Trust
90931CAA6
278716.25000000
PA
USD
281283.23000000
0.003425071016
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AD1
250000.00000000
PA
USD
255567.50000000
0.003111941074
Long
DBT
CORP
JP
N
2
2028-07-20
Fixed
3.67000000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAN0
150000.00000000
PA
USD
151795.50000000
0.001848351810
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YQ7
7584000.00000000
PA
USD
7301673.77000000
0.088909499508
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.63000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBA0
300000.00000000
PA
USD
271575.00000000
0.003306857864
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBZ5
10617296.60000000
PA
USD
10155364.89000000
0.123657730835
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
WASHINGTON GAS LIGHT CO
DL22T1SB4DUBS063O841
Washington Gas Light Co
93884PDY3
125000.00000000
PA
USD
121157.50000000
0.001475285397
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ABT4
150909.78000000
PA
USD
154302.38000000
0.001878877064
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.50000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUB3
50000.00000000
PA
USD
50089.50000000
0.000609919385
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
3.05000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BC8
150000.00000000
PA
USD
163393.50000000
0.001989575919
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
4.63000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
250000.00000000
PA
USD
265735.00000000
0.003235746569
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAC3
400000.00000000
PA
USD
367496.00000000
0.004474848707
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.25000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CN9
50000.00000000
PA
USD
50592.00000000
0.000616038122
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.80000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448AU7
150000.00000000
PA
USD
165835.50000000
0.002019311156
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAP6
150000.00000000
PA
USD
152409.00000000
0.001855822149
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UGD8
381860.60000000
PA
USD
395917.89000000
0.004820930454
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178EDM8
470827.81000000
PA
USD
475146.29000000
0.005785662324
Long
ABS-MBS
USGA
US
N
2
2043-05-15
Fixed
3.00000000
N
N
N
N
N
N
CATHOLIC HEALTH SERVICES
N/A
Catholic Health Services of Long Island Obligated Group
14918AAD1
150000.00000000
PA
USD
130801.50000000
0.001592716446
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
3.37000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AX1
200000.00000000
PA
USD
208114.00000000
0.002534119184
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YZ92
157066.88000000
PA
USD
166367.48000000
0.002025788859
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
4.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAE8
2600000.00000000
PA
USD
2528396.55000000
0.030787252197
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.95000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBE5
400000.00000000
PA
USD
384428.00000000
0.004681022756
Long
DBT
US
N
2
2029-11-18
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYSW0
265988.14000000
PA
USD
263703.67000000
0.003211011893
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NH84
13728.68000000
PA
USD
13457.40000000
0.000163865263
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
2.50000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
300000.00000000
PA
USD
289773.00000000
0.003528447478
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6VR9
508804.16000000
PA
USD
522607.25000000
0.006363575051
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.50000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAM2
150000.00000000
PA
USD
147901.50000000
0.001800936162
Long
DBT
CORP
US
N
2
2023-03-02
Fixed
0.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6S9
256130.97000000
PA
USD
228849.73000000
0.002786609700
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
1.50000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
350000.00000000
PA
USD
367510.50000000
0.004475025267
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.25000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2U7
250000.00000000
PA
USD
253027.50000000
0.003081012531
Long
DBT
CORP
US
N
2
2023-03-07
Fixed
3.38000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYA6
1200000.00000000
PA
USD
1107756.00000000
0.013488692406
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.43000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAH0
200000.00000000
PA
USD
237808.00000000
0.002895690895
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
5.80000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CR9
700000.00000000
PA
USD
639450.00000000
0.007786321499
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFU1
350000.00000000
PA
USD
402024.00000000
0.004895282062
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
5.15000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AY4
500000.00000000
PA
USD
489430.00000000
0.005959589227
Long
DBT
CORP
GB
N
2
2023-05-26
Fixed
0.30000000
N
N
N
N
N
N
BETH ISRAEL LAHEY HEALTH
549300QPZ5W3279DU141
Beth Israel Lahey Health Inc
08661UAB2
150000.00000000
PA
USD
130332.00000000
0.001586999536
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
3.08000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DB3
400000.00000000
PA
USD
365340.00000000
0.004448595975
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.65000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL MEDI
549300EKVCKSAOOWU002
Children's Hospital Medical Center/Cincinnati OH
16876AAA2
150000.00000000
PA
USD
162735.00000000
0.001981557634
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.27000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAW3
150000.00000000
PA
USD
155443.50000000
0.001892772016
Long
DBT
US
N
2
2047-02-01
Fixed
4.40000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CF7
400000.00000000
PA
USD
355720.00000000
0.004331457164
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.38000000
N
N
N
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964CAE6
200000.00000000
PA
USD
192714.00000000
0.002346599673
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.25000000
N
N
N
N
N
N
IDAHO POWER CO
TN0LL73P2C8X3W6KM391
Idaho Power Co
45138LBF9
200000.00000000
PA
USD
215902.00000000
0.002628950480
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.20000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAK1
450000.00000000
PA
USD
525532.50000000
0.006399194626
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.58000000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBC3
150000.00000000
PA
USD
140536.50000000
0.001711255565
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
2.80000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AE1
50000.00000000
PA
USD
50398.50000000
0.000613681951
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.38000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AB9
200000.00000000
PA
USD
208060.00000000
0.002533461648
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.60000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAH9
150000.00000000
PA
USD
148369.50000000
0.001806634807
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.88000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HX7
450000.00000000
PA
USD
448605.00000000
0.005462479875
Long
DBT
NUSS
XX
N
2
2024-06-24
Fixed
2.25000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAC3
400000.00000000
PA
USD
388464.00000000
0.004730167480
Long
DBT
CORP
ES
N
2
2029-06-27
Fixed
3.31000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7RX3
15173.82000000
PA
USD
15715.47000000
0.000191360860
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
4.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CJ9
250000.00000000
PA
USD
223532.50000000
0.002721863962
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.88000000
N
N
N
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
93164.06000000
PA
USD
93164.99000000
0.001134432034
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
550000.00000000
PA
USD
492167.50000000
0.005992922647
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.03000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AT2
250000.00000000
PA
USD
223707.50000000
0.002723994865
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4UD6
609802.06000000
PA
USD
633579.55000000
0.007714839427
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
350000.00000000
PA
USD
297836.00000000
0.003626627336
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AY9
275000.00000000
PA
USD
312908.75000000
0.003810162057
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
5.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AEB39
1800440.90000000
PA
USD
1892017.59000000
0.023038325497
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAG8
6582482.08000000
PA
USD
6309913.54000000
0.076833240220
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JF4
1250000.00000000
PA
USD
1215837.50000000
0.014804756691
Long
DBT
NUSS
XX
N
2
2023-09-15
Fixed
0.25000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AL9
150000.00000000
PA
USD
170719.50000000
0.002078781630
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
4.80000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
2144000.00000000
PA
USD
1887020.16000000
0.022977473833
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEG4
400000.00000000
PA
USD
412788.00000000
0.005026350894
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.10000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAQ4
296000.00000000
PA
USD
323607.92000000
0.003940441481
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.20000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BN1
450000.00000000
PA
USD
450247.50000000
0.005482479927
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5FS9
504680.20000000
PA
USD
501361.85000000
0.006104878492
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
1850000.00000000
PA
USD
1914139.50000000
0.023307694960
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4F6
481929.08000000
PA
USD
436249.98000000
0.005312037842
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
1.50000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BR7
200000.00000000
PA
USD
167776.00000000
0.002042939832
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
2.63000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE
072024NV0
300000.00000000
PA
USD
460374.90000000
0.005605797141
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
7.04000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EM1
100000.00000000
PA
USD
101501.00000000
0.001235936224
Long
DBT
CORP
US
N
2
2026-07-08
Fixed
3.05000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
250000.00000000
PA
USD
253557.50000000
0.003087466125
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
11534000.00000000
PA
USD
12559444.69000000
0.152931228738
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XTF45
445819.92000000
PA
USD
450290.51000000
0.005483003642
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCH9
400000.00000000
PA
USD
377004.00000000
0.004590623740
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AV1
100000.00000000
PA
USD
89029.00000000
0.001084069773
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.15000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G06H1
2000000.00000000
PA
USD
1937860.00000000
0.023596529801
Long
DBT
USGSE
US
N
2
2023-11-27
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXN9
819091.38000000
PA
USD
838938.25000000
0.010215408449
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FE8
1150000.00000000
PA
USD
1100711.00000000
0.013402908318
Long
DBT
NUSS
XX
N
2
2024-06-11
Fixed
0.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ET2G0
1160942.40000000
PA
USD
1187783.96000000
0.014463160192
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AC2
100000.00000000
PA
USD
107747.00000000
0.001311991215
Long
DBT
CORP
LU
N
2
2044-11-01
Fixed
4.65000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAG0
150000.00000000
PA
USD
150705.00000000
0.001835073237
Long
DBT
CORP
IE
N
2
2025-10-01
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFZB5
456300.32000000
PA
USD
464454.54000000
0.005655473251
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CQ0
250000.00000000
PA
USD
247612.50000000
0.003015076288
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222AQ7
250000.00000000
PA
USD
252827.50000000
0.003078577213
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
3.63000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BJ7
200000.00000000
PA
USD
192344.00000000
0.002342094335
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.05000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59259YGF0
650000.00000000
PA
USD
843877.45000000
0.010275551070
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.81000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AN4
300000.00000000
PA
USD
303525.00000000
0.003695899966
Long
DBT
CORP
JP
N
2
2027-02-22
Fixed
3.68000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWW6
61741.64000000
PA
USD
64198.18000000
0.000781715019
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJXV6
2100000.00000000
PA
USD
2250938.26000000
0.027408755913
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
4.05000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BY9
925000.00000000
PA
USD
949392.25000000
0.011560361698
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
3.30000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BH4
550000.00000000
PA
USD
599362.50000000
0.007298192384
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMZQ7
104433.19000000
PA
USD
104114.93000000
0.001267764982
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
2.50000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AU9
300000.00000000
PA
USD
295521.00000000
0.003598438526
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416RRB1
199527.12000000
PA
USD
211994.77000000
0.002581373736
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDG8
400000.00000000
PA
USD
385264.00000000
0.004691202386
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
600000.00000000
PA
USD
565476.00000000
0.006885570312
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
340000.00000000
PA
USD
341326.00000000
0.004156187305
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4K8
135928.34000000
PA
USD
138888.07000000
0.001691183306
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J62G8
915844.02000000
PA
USD
914934.76000000
0.011140786915
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BW2
562000.00000000
PA
USD
548697.46000000
0.006681264883
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ASSB9
94266.45000000
PA
USD
100083.71000000
0.001218678462
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.50000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
341271AE4
350000.00000000
PA
USD
326033.05000000
0.003969971298
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
1.71000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
200000.00000000
PA
USD
186418.00000000
0.002269935853
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.13000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
500000.00000000
PA
USD
433940.00000000
0.005283910159
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAV0
250000.00000000
PA
USD
251125.00000000
0.003057846566
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAJ9
200000.00000000
PA
USD
172200.00000000
0.002096809073
Long
DBT
CORP
US
N
2
2031-08-09
Fixed
2.65000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AJ0
350000.00000000
PA
USD
390281.50000000
0.004752298435
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
23400000.00000000
PA
USD
22875785.24000000
0.278549094443
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.13000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q3B3
450000.00000000
PA
USD
446152.50000000
0.005432616784
Long
DBT
CORP
US
N
2
2024-11-08
Fixed
2.15000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
325000.00000000
PA
USD
330414.50000000
0.004023322425
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QPH8
263696.90000000
PA
USD
275678.81000000
0.003356828282
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
4.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
750000.00000000
PA
USD
761760.00000000
0.009275640418
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEXU8
1170717.82000000
PA
USD
1191638.90000000
0.014510100222
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128Q0XL6
16915.03000000
PA
USD
16859.68000000
0.000205293437
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
2.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBQ7
250000.00000000
PA
USD
240082.50000000
0.002923386553
Long
DBT
CORP
GB
N
2
2024-12-10
Fixed
1.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DGM8
205055.50000000
PA
USD
206132.85000000
0.002509995530
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWHK3
812419.70000000
PA
USD
823876.52000000
0.010032007914
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DST0
1064498.64000000
PA
USD
1031462.02000000
0.012559691770
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHBC5
1451750.34000000
PA
USD
1442190.68000000
0.017560966922
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.00000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
30161MAJ2
100000.00000000
PA
USD
108298.00000000
0.001318700517
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.75000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
429000.00000000
PA
USD
425229.09000000
0.005177840966
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80000000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154CY3
450000.00000000
PA
USD
447948.00000000
0.005454479854
Long
DBT
NUSS
KR
N
2
2024-06-25
Fixed
2.38000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAC5
450000.00000000
PA
USD
453847.50000000
0.005526315657
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLM2
658252.54000000
PA
USD
665057.40000000
0.008098132351
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.00000000
N
N
N
N
N
N
Capital One Multi-Asset Execution Trust
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFV8
2000000.00000000
PA
USD
1927721.16000000
0.023473073287
Long
ABS-O
CORP
US
N
2
2028-08-15
Fixed
2.06000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBE0
14900000.00000000
PA
USD
14340668.01000000
0.174620457658
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3M5
180933.43000000
PA
USD
178030.97000000
0.002167810414
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
Assured Guaranty US Holdings Inc
5493007YCE0652G9TZ64
Assured Guaranty US Holdings Inc
04621WAC4
132000.00000000
PA
USD
136759.92000000
0.001665269693
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335CAJ3
751117.98000000
PA
USD
745488.62000000
0.009077510469
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUV7
149566.85000000
PA
USD
152292.01000000
0.001854397610
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BX1
567000.00000000
PA
USD
574456.05000000
0.006994916714
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
2.88000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAH8
250000.00000000
PA
USD
274295.00000000
0.003339978193
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.15000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166AW4
200000.00000000
PA
USD
233174.00000000
0.002839264570
Long
DBT
US
N
2
2027-10-01
Fixed
6.95000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148RZ8
850000.00000000
PA
USD
824287.50000000
0.010037012250
Long
DBT
NUSS
CA
N
2
2025-02-11
Fixed
1.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJJ0
625000.00000000
PA
USD
632237.50000000
0.007698497832
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.38000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CW7
400000.00000000
PA
USD
386536.00000000
0.004706691011
Long
DBT
CORP
GB
N
2
2024-11-22
Fixed
1.16000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAB5
150000.00000000
PA
USD
146640.00000000
0.001785575392
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.90000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAV7
650000.00000000
PA
USD
641472.00000000
0.007810942568
Long
DBT
CORP
US
N
2
2034-07-08
Fixed
4.30000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCM0
200000.00000000
PA
USD
189062.00000000
0.002302130761
Long
DBT
CORP
JP
N
2
2027-01-14
Fixed
2.17000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
700000.00000000
PA
USD
709002.00000000
0.008633227799
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.84000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
645913AA2
516000.00000000
PA
USD
605318.05000000
0.007370710684
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.43000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LS8
900000.00000000
PA
USD
894384.00000000
0.010890548703
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418U4W1
265474.36000000
PA
USD
286516.35000000
0.003488792581
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBN1
800000.00000000
PA
USD
770984.00000000
0.009387957299
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BC0
550000.00000000
PA
USD
565086.50000000
0.006880827530
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I 2017-HR2
61691NAE5
1300000.00000000
PA
USD
1310771.61000000
0.015960730578
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.59000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJV56
65491.11000000
PA
USD
65196.65000000
0.000793872980
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WPD4
383107.19000000
PA
USD
372524.04000000
0.004536073097
Long
ABS-MBS
USGA
US
N
2
2036-10-20
Fixed
2.00000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114BT4
100000.00000000
PA
USD
132895.00000000
0.001618208140
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.70000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAG5
150000.00000000
PA
USD
164862.00000000
0.002007457244
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.38000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630DG0
400000.00000000
PA
USD
367288.00000000
0.004472315976
Long
DBT
NUSS
KR
N
2
2026-07-19
Fixed
0.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9ED0
290899.75000000
PA
USD
290610.94000000
0.003538650731
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fifth Third Bank/Cincinnati OH
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677AAB0
300000.00000000
PA
USD
305640.00000000
0.003721653457
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.85000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHR3
750000.00000000
PA
USD
754912.50000000
0.009192261207
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.46000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
1050000.00000000
PA
USD
1110984.00000000
0.013527998444
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407VFE0
78312.96000000
PA
USD
86448.97000000
0.001052653802
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
6.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBS4
150000.00000000
PA
USD
149148.00000000
0.001816114284
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.00000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
250000.00000000
PA
USD
255025.00000000
0.003105335273
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284R8
7288000.00000000
PA
USD
7364296.25000000
0.089672027872
Long
DBT
UST
US
N
2
2025-05-31
Fixed
2.88000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAX7
250000.00000000
PA
USD
226907.50000000
0.002762959958
Long
DBT
US
N
2
2028-03-01
Fixed
1.90000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BP2
350000.00000000
PA
USD
351141.00000000
0.004275700551
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.10000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AK7
200000.00000000
PA
USD
182870.00000000
0.002226733306
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AH50
12271.37000000
PA
USD
12651.77000000
0.000154055436
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXUJ7
118457.97000000
PA
USD
131166.30000000
0.001597158467
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBL9
950000.00000000
PA
USD
881020.50000000
0.010727826821
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X45X0
1451019.26000000
PA
USD
1512294.06000000
0.018414587150
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SSP3
1973665.13000000
PA
USD
1969846.56000000
0.023986017079
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
3.00000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FB8
350000.00000000
PA
USD
444493.00000000
0.005412409730
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
5.96000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
650000.00000000
PA
USD
693355.00000000
0.008442700670
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.13000000
N
N
N
N
N
N
NORDIC INVESTMENT BANK
213800HYL1S7VAXG6Z48
Nordic Investment Bank
65562QBM6
200000.00000000
PA
USD
200144.00000000
0.002437071749
Long
DBT
NUSS
XX
N
2
2022-10-17
Fixed
1.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5M5
911413.15000000
PA
USD
939529.30000000
0.011440264584
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
12700000.00000000
PA
USD
11823898.50000000
0.143974783178
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9RA1
1218860.68000000
PA
USD
1270331.70000000
0.015468310310
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCE0
250000.00000000
PA
USD
255677.50000000
0.003113280499
Long
DBT
CORP
US
N
2
2024-03-11
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A5TV4
35510.93000000
PA
USD
37030.83000000
0.000450909293
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3F5
1366769.32000000
PA
USD
1407313.26000000
0.017136278823
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAG0
300000.00000000
PA
USD
341370.00000000
0.004156723075
Long
DBT
CORP
US
N
2
2042-11-08
Fixed
5.25000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CC8
550000.00000000
PA
USD
516477.50000000
0.006288935589
Long
DBT
CORP
US
N
2
2061-05-12
Fixed
3.25000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BD9
250000.00000000
PA
USD
252957.50000000
0.003080160170
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.38000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGM0
1290000.00000000
PA
USD
1166998.50000000
0.014210064134
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.36000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCK3
300000.00000000
PA
USD
294603.00000000
0.003587260415
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERV23
286072.23000000
PA
USD
285466.94000000
0.003476014344
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
BEST BUY CO INC
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
08652BAB5
200000.00000000
PA
USD
175852.00000000
0.002141277986
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.95000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAU4
350000.00000000
PA
USD
351858.50000000
0.004284437256
Long
DBT
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YY0
9982000.00000000
PA
USD
9783529.79000000
0.119130046679
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBX5
11722869.11000000
PA
USD
11169085.11000000
0.136001387952
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824AY6
200000.00000000
PA
USD
245412.00000000
0.002988281698
Long
DBT
CORP
US
N
2
2040-05-27
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417AVT3
97540.98000000
PA
USD
99686.74000000
0.001213844721
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4G7
623348.50000000
PA
USD
599681.88000000
0.007302081343
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
2.50000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAV6
200000.00000000
PA
USD
202136.00000000
0.002461327520
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.05000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBE0
300000.00000000
PA
USD
270267.00000000
0.003290930882
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918AT1
250000.00000000
PA
USD
250727.50000000
0.003053006370
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J6GQ1
370162.12000000
PA
USD
359614.88000000
0.004378883527
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
2.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AH2
750000.00000000
PA
USD
916942.50000000
0.011165234345
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.50000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AC1
75000.00000000
PA
USD
79029.00000000
0.000962303857
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.33000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAA4
725000.00000000
PA
USD
776576.50000000
0.009456054888
Long
DBT
CORP
US
N
2
2048-02-22
Fixed
4.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DP97
2341039.30000000
PA
USD
2183313.58000000
0.026585317802
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CS6
200000.00000000
PA
USD
189838.00000000
0.002311579796
Long
DBT
CORP
GB
N
2
2025-05-24
Fixed
0.98000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
200000.00000000
PA
USD
195350.00000000
0.002378697169
Long
DBT
CORP
US
N
2
2043-04-30
Fixed
4.75000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBN0
200000.00000000
PA
USD
198746.00000000
0.002420048874
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.05000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EQ2
1625000.00000000
PA
USD
1585350.00000000
0.019304159496
Long
DBT
NUSS
XX
N
2
2024-10-18
Fixed
1.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAZ1
950000.00000000
PA
USD
969114.00000000
0.011800505393
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BB9
750000.00000000
PA
USD
754470.00000000
0.009186873065
Long
DBT
CORP
US
N
2
2025-02-12
Fixed
2.70000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
800000.00000000
PA
USD
862136.00000000
0.010497877977
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWJ5
850292.45000000
PA
USD
846469.42000000
0.010307112430
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.00000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAR0
250000.00000000
PA
USD
250037.50000000
0.003044604522
Long
DBT
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AJ9
200000.00000000
PA
USD
196322.00000000
0.002390532816
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000000
N
N
N
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121AB6
150000.00000000
PA
USD
155854.50000000
0.001897776595
Long
DBT
US
N
2
2029-03-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401CGD9
65241.37000000
PA
USD
70684.39000000
0.000860694949
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
5.50000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FX6
400000.00000000
PA
USD
399176.00000000
0.004860603129
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.35000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
950000.00000000
PA
USD
828751.50000000
0.010091368555
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AK2
125000.00000000
PA
USD
124398.75000000
0.001514752774
Long
DBT
US
N
2
2027-10-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UCP7
59581.35000000
PA
USD
65087.32000000
0.000792541714
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VFR6
781139.76000000
PA
USD
798086.35000000
0.009717971547
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
4.00000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBJ7
300000.00000000
PA
USD
332361.00000000
0.004047024161
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.13000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBY0
1200000.00000000
PA
USD
986220.00000000
0.012008798169
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHY8
700000.00000000
PA
USD
674380.00000000
0.008211649844
Long
DBT
CORP
US
N
2
2026-02-13
Fixed
2.02000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBJ7
350000.00000000
PA
USD
325909.50000000
0.003968466880
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.57000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAJ2
400000.00000000
PA
USD
408352.00000000
0.004972335533
Long
DBT
CORP
GB
N
2
2024-03-13
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BH1
550000.00000000
PA
USD
560675.50000000
0.006827116584
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
4.38000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
664397AK2
100000.00000000
PA
USD
100302.00000000
0.001221336490
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.80000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAX9
500000.00000000
PA
USD
501250.00000000
0.006103516540
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.25000000
N
N
N
N
N
N
Northwestern University
OBWWNZE695DUK77DTI34
Northwestern University
668444AC6
200000.00000000
PA
USD
226300.00000000
0.002755562679
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.64000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BM5
800000.00000000
PA
USD
787664.00000000
0.009591062847
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AV2
250000.00000000
PA
USD
230745.00000000
0.002809687629
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CM4
50000.00000000
PA
USD
51564.50000000
0.000627879857
Long
DBT
CORP
US
N
2
2048-01-15
Fixed
3.50000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HL0
125000.00000000
PA
USD
138435.00000000
0.001685666458
Long
DBT
CORP
US
N
2
2068-03-01
Fixed
4.65000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBA6
250000.00000000
PA
USD
250277.50000000
0.003047526904
Long
DBT
US
N
2
2027-05-15
Fixed
3.35000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AR9
500000.00000000
PA
USD
440600.00000000
0.005365006259
Long
DBT
NUSS
CA
N
2
2030-10-07
Fixed
1.13000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2D8
500000.00000000
PA
USD
490370.00000000
0.005971035223
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.65000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV CORP REVENUE
650035TD0
185000.00000000
PA
USD
208258.20000000
0.002535875049
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.77000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FQKN2
2200000.00000000
PA
USD
2179822.11000000
0.026542803598
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Fixed
2.65000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AZ4
150000.00000000
PA
USD
143965.50000000
0.001753009098
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
1550000.00000000
PA
USD
1464006.00000000
0.017826603164
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
UNIVERSITY OF PENNSYLVAN
549300FG60YK9HZ7DS75
Trustees of the University of Pennsylvania/The
91481CAC4
125000.00000000
PA
USD
111030.00000000
0.001351966965
Long
DBT
CORP
US
N
2
2119-02-15
Fixed
3.61000000
N
N
N
N
N
N
MASS GENERAL BRIGHAM INC
5493007Z86EDN0QFYU66
Mass General Brigham Inc
70213HAF5
250000.00000000
PA
USD
227750.00000000
0.002773218737
Long
DBT
CORP
US
N
2
2060-07-01
Fixed
3.34000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56P2
3855758.50000000
PA
USD
3658785.46000000
0.044551536305
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
1.50000000
N
N
N
N
N
N
INGERSOLL-RAND GL HLD CO
549300UCF0D858BIOV83
Trane Technologies Global Holding Co Ltd
45687AAN2
150000.00000000
PA
USD
156465.00000000
0.001905210405
Long
DBT
CORP
US
N
2
2048-02-21
Fixed
4.30000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAP1
400000.00000000
PA
USD
407360.00000000
0.004960256355
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBJ8
400000.00000000
PA
USD
402596.00000000
0.004902247072
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.50000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAJ2
250000.00000000
PA
USD
246495.00000000
0.003001468946
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKB7
400000.00000000
PA
USD
360740.00000000
0.004392583654
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCL3
500000.00000000
PA
USD
552820.00000000
0.006731463369
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
Asian Infrastructure Investment Bank/The
25490065OSV2524LCR32
Asian Infrastructure Investment Bank/The
04522KAD8
1500000.00000000
PA
USD
1377960.00000000
0.016778856163
Long
DBT
NUSS
XX
N
2
2026-01-27
Fixed
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416YCS5
21209.38000000
PA
USD
22890.47000000
0.000278727904
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8A95
34916.50000000
PA
USD
39258.72000000
0.000478037400
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDN9
150000.00000000
PA
USD
154282.50000000
0.001878634993
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.70000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAD1
100000.00000000
PA
USD
115241.00000000
0.001403242592
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
6.35000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAV9
120000.00000000
PA
USD
123532.80000000
0.001504208455
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XX3
7940000.00000000
PA
USD
7869594.51000000
0.095824838421
Long
DBT
UST
US
N
2
2024-06-30
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMSM6
123773.15000000
PA
USD
123597.01000000
0.001504990314
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
2.50000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAF3
350000.00000000
PA
USD
335797.00000000
0.004088862930
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.80000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123BS9
275000.00000000
PA
USD
334350.50000000
0.004071249490
Long
DBT
CORP
US
N
2
2041-05-27
Fixed
5.20000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAD5
250000.00000000
PA
USD
245207.50000000
0.002985791585
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.82000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAD8
400000.00000000
PA
USD
353036.00000000
0.004298775192
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
1400000.00000000
PA
USD
1274014.00000000
0.015513148173
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.62000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BY3
1150000.00000000
PA
USD
1149275.50000000
0.013994258401
Long
DBT
NUSS
JP
N
2
2024-05-23
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ANFK1
111160.58000000
PA
USD
120286.72000000
0.001464682264
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
4.50000000
N
N
N
N
N
N
JOHNS HOPKINS UNIVERSITY
549300Z1XKWYKTIOM958
Johns Hopkins University
478115AF5
150000.00000000
PA
USD
124324.50000000
0.001513848662
Long
DBT
CORP
US
N
2
2060-01-01
Fixed
2.81000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBP9
400000.00000000
PA
USD
368468.00000000
0.004486684354
Long
DBT
CORP
GB
N
2
2035-09-23
Fixed
3.56000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QC5
3846000.00000000
PA
USD
4965246.11000000
0.060459774085
Long
DBT
UST
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802AX7
200000.00000000
PA
USD
203364.00000000
0.002476280374
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DNA6
741831.18000000
PA
USD
734685.50000000
0.008945965289
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
2.50000000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AM2
400000.00000000
PA
USD
422976.00000000
0.005150406009
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.95000000
N
N
N
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
American Airlines 2016-1 Class AA Pass Through Trust
02376UAA3
184531.27000000
PA
USD
178978.72000000
0.002179350778
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.58000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9GT1
474494.70000000
PA
USD
484029.54000000
0.005893830031
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FP9
250000.00000000
PA
USD
234202.50000000
0.002851788194
Long
DBT
CORP
US
N
2
2026-04-23
Fixed
1.00000000
N
N
N
N
N
N
Hackensack Meridian Health Inc
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AC1
250000.00000000
PA
USD
214110.00000000
0.002607130027
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
2.68000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAD5
300000.00000000
PA
USD
349392.00000000
0.004254403693
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDC4
8372241.44000000
PA
USD
7773563.72000000
0.094655510710
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160AT1
382000.00000000
PA
USD
494002.40000000
0.006015265475
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
5.85000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FF5
200000.00000000
PA
USD
223124.00000000
0.002716889824
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
5.55000000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA PLC
76720AAD8
400000.00000000
PA
USD
455112.00000000
0.005541712957
Long
DBT
CORP
GB
N
2
2042-03-22
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TW47
66026.37000000
PA
USD
70099.59000000
0.000853574078
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EC3
250000.00000000
PA
USD
253470.00000000
0.003086400673
Long
DBT
CORP
AU
N
2
2024-02-26
Fixed
3.30000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AJ1
150000.00000000
PA
USD
165528.00000000
0.002015566854
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.75000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBL3
350000.00000000
PA
USD
324887.50000000
0.003956022404
Long
DBT
US
N
2
2026-04-15
Fixed
1.60000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAR0
200000.00000000
PA
USD
203168.00000000
0.002473893762
Long
DBT
CORP
JP
N
2
2028-03-05
Fixed
4.02000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBA7
100000.00000000
PA
USD
103766.00000000
0.001263516204
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
4.20000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GQ0
1450000.00000000
PA
USD
1453900.50000000
0.017703552618
Long
DBT
NUSS
XX
N
2
2024-03-19
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K3LH3
1143388.95000000
PA
USD
1125065.83000000
0.013699467137
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AV1
150000.00000000
PA
USD
150801.00000000
0.001836242190
Long
DBT
CORP
US
N
2
2023-03-06
Fixed
2.63000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JT9
750000.00000000
PA
USD
772477.50000000
0.009406143039
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5X9
607542.36000000
PA
USD
596786.00000000
0.007266819395
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BK1
250000.00000000
PA
USD
272807.50000000
0.003321865513
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.63000000
N
N
N
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
04686JAA9
500000.00000000
PA
USD
503680.00000000
0.006133105658
Long
DBT
CORP
BM
N
2
2028-01-12
Fixed
4.13000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAM7
250000.00000000
PA
USD
250150.00000000
0.003045974389
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.05000000
N
N
N
N
N
N
Fibria Overseas Finance Ltd
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd
31572UAF3
250000.00000000
PA
USD
264955.00000000
0.003226248827
Long
DBT
CORP
KY
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
1100000.00000000
PA
USD
1045352.00000000
0.012728824384
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.79000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BY9
500000.00000000
PA
USD
459975.00000000
0.005600927722
Long
DBT
CORP
JP
N
2
2027-07-20
Fixed
1.54000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
750000.00000000
PA
USD
679432.50000000
0.008273172073
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DX5
500000.00000000
PA
USD
466295.00000000
0.005677883781
Long
DBT
CORP
US
N
2
2025-08-20
Fixed
0.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMTK9
494059.59000000
PA
USD
493490.26000000
0.006009029355
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAM7
250000.00000000
PA
USD
255660.00000000
0.003113067408
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
4.20000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAE8
200000.00000000
PA
USD
194632.00000000
0.002369954376
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZB9
4800000.00000000
PA
USD
4504875.02000000
0.054854023336
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.13000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEF7
250000.00000000
PA
USD
320875.00000000
0.003907163830
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
6.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BQM1
525047.10000000
PA
USD
525864.16000000
0.006403233114
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
17000000.00000000
PA
USD
15881054.73000000
0.193377117656
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.88000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAS6
114000.00000000
PA
USD
121261.80000000
0.001476555415
Long
DBT
US
N
2
2048-03-15
Fixed
4.50000000
N
N
N
N
N
N
Valmont Industries Inc
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AF8
180000.00000000
PA
USD
191480.40000000
0.002331578630
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
5.00000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAS8
250000.00000000
PA
USD
264020.00000000
0.003214863714
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.38000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AR5
300000.00000000
PA
USD
305400.00000000
0.003718731075
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.90000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAC9
300000.00000000
PA
USD
294747.00000000
0.003589013844
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194AM7
150000.00000000
PA
USD
146293.50000000
0.001781356203
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.55000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBH3
900000.00000000
PA
USD
800568.00000000
0.009748189585
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817MAM9
150000.00000000
PA
USD
127393.50000000
0.001551218622
Long
DBT
CORP
US
N
2
2051-11-23
Fixed
4.00000000
N
N
N
N
N
N
Dallas Area Rapid Transit
75YWM81F2R6UQGJIEW47
DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE
235241LW4
250000.00000000
PA
USD
300054.75000000
0.003653644148
Long
DBT
MUN
US
N
2
2048-12-01
Fixed
5.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J82W2
618157.80000000
PA
USD
636731.02000000
0.007753213590
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AS2
350000.00000000
PA
USD
373047.50000000
0.004542447055
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.13000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAT6
350000.00000000
PA
USD
367797.50000000
0.004478519949
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
GEORGETOWN UNIVERSITY
549300GCL3B0KVXSX752
Georgetown University/The
37310PAB7
100000.00000000
PA
USD
115124.00000000
0.001401817931
Long
DBT
CORP
US
N
2
2118-10-01
Fixed
5.22000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GK6W1
13043.74000000
PA
USD
13340.85000000
0.000162446082
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
3.50000000
N
N
N
N
N
N
FLORIDA POWER LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GE1
400000.00000000
PA
USD
359368.00000000
0.004375877370
Long
DBT
CORP
US
N
2
2051-12-04
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBP7
16503552.44000000
PA
USD
15355443.87000000
0.186976968872
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Metropolitan Water Reclamation District of Greater Chicago
254900GOGQEZEWCZ4D37
CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO
167560PL9
250000.00000000
PA
USD
301378.75000000
0.003669765956
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.72000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6VJ4
71903.30000000
PA
USD
77695.39000000
0.000946065033
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
5.00000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2Z6
500000.00000000
PA
USD
496075.00000000
0.006040502678
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D5B4
1911586.08000000
PA
USD
1813085.13000000
0.022077197167
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
1.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JP3
550000.00000000
PA
USD
530673.00000000
0.006461788395
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZR4
512192.47000000
PA
USD
519551.14000000
0.006326362048
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030641
3000000.00000000
PA
USD
2964835.44000000
0.036101590320
Long
ABS-MBS
USGA
US
N
2
2052-04-21
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
26190000.00000000
PA
USD
25034980.14000000
0.304840728929
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AG3
350000.00000000
PA
USD
371024.50000000
0.004517813810
Long
DBT
CORP
GB
N
2
2042-09-18
Fixed
4.00000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAJ3
250000.00000000
PA
USD
253252.50000000
0.003083752264
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.70000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AT6
250000.00000000
PA
USD
227777.50000000
0.002773553593
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DL50
59498.55000000
PA
USD
59264.80000000
0.000721643265
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
2.50000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GU1
750000.00000000
PA
USD
752325.00000000
0.009160754276
Long
DBT
NUSS
XX
N
2
2022-07-01
Fixed
2.13000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
1100000.00000000
PA
USD
1049488.00000000
0.012779186767
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WHH9
650000.00000000
PA
USD
659204.00000000
0.008026857890
Long
DBT
CORP
CA
N
2
2024-02-05
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVU9
2582843.43000000
PA
USD
2507841.12000000
0.030536957121
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EH3N0
22203.59000000
PA
USD
24969.44000000
0.000304042673
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
6.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAL4
850000.00000000
PA
USD
863158.00000000
0.010510322454
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFE9
181967.30000000
PA
USD
184443.20000000
0.002245889520
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
Community Health Network Inc
549300MZTYKU2IU56D87
Community Health Network Inc
20369EAE2
200000.00000000
PA
USD
170982.00000000
0.002081977985
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.10000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAQ5
700000.00000000
PA
USD
701995.00000000
0.008547906421
Long
DBT
CORP
KY
N
2
2024-11-28
Fixed
3.60000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAG6
150000.00000000
PA
USD
143638.50000000
0.001749027352
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480AE0
400000.00000000
PA
USD
414720.00000000
0.005049876069
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.65000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NG6
400000.00000000
PA
USD
401256.00000000
0.004885930439
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2P1
117446.03000000
PA
USD
119275.73000000
0.001452371852
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.50000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BK7
100000.00000000
PA
USD
101788.00000000
0.001239430905
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.35000000
N
N
N
N
N
N
Enbridge Energy Partners LP
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAP1
100000.00000000
PA
USD
132952.00000000
0.001618902206
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
7.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
18100000.00000000
PA
USD
14810890.63000000
0.180346166463
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.38000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAB1
350000.00000000
PA
USD
341250.00000000
0.004155261884
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.00000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAP4
250000.00000000
PA
USD
253025.00000000
0.003080982090
Long
DBT
CORP
JP
N
2
2023-03-05
Fixed
3.55000000
N
N
N
N
N
N
Mississippi Power Co
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417CB8
250000.00000000
PA
USD
254955.00000000
0.003104482911
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
3.95000000
N
N
N
N
N
N
Credit Suisse AG
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2D2
750000.00000000
PA
USD
738982.50000000
0.008998288103
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
PENTAIR FINANCE SARL
549300H2U8U8TZPV3T89
Pentair Finance Sarl
709629AR0
150000.00000000
PA
USD
156603.00000000
0.001906890774
Long
DBT
CORP
LU
N
2
2029-07-01
Fixed
4.50000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AR7
100000.00000000
PA
USD
101964.00000000
0.001241573986
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
350000.00000000
PA
USD
347795.00000000
0.004234957676
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7QV8
179808.66000000
PA
USD
184001.97000000
0.002240516842
Long
ABS-MBS
USGSE
US
N
2
2031-04-01
Fixed
3.50000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DP3
250000.00000000
PA
USD
228935.00000000
0.002787647998
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.20000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BL3
150000.00000000
PA
USD
145390.50000000
0.001770360741
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BG6
148000.00000000
PA
USD
182037.04000000
0.002216590692
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
5.30000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BM7
450000.00000000
PA
USD
454108.50000000
0.005529493747
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.05000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477BD4
500000.00000000
PA
USD
524490.00000000
0.006386500529
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.14000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DE8
200000.00000000
PA
USD
195366.00000000
0.002378891994
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.65000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS ThROUGH CERTIFICATES
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBTA4
1676243.26000000
PA
USD
1686551.07000000
0.020536443595
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.06000000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
19416QEC0
110000.00000000
PA
USD
109849.30000000
0.001337590063
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.10000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAK6
250000.00000000
PA
USD
223295.00000000
0.002718972021
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PAR3
200000.00000000
PA
USD
248756.00000000
0.003029000220
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RF87
1000720.17000000
PA
USD
1000967.77000000
0.012188375742
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
3.00000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DC4
250000.00000000
PA
USD
225262.50000000
0.002742929465
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.10000000
N
N
N
N
N
N
ITC Holdings Corp
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AK1
220000.00000000
PA
USD
218820.80000000
0.002664491515
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BT2
150000.00000000
PA
USD
148464.00000000
0.001807785495
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J86E5
55443.05000000
PA
USD
56598.74000000
0.000689179742
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QGC9
34853.52000000
PA
USD
35587.54000000
0.000433334940
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
3.50000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAE2
600000.00000000
PA
USD
655188.00000000
0.007977956698
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.15000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
750000.00000000
PA
USD
690502.50000000
0.008407966942
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.07000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BF9
200000.00000000
PA
USD
258000.00000000
0.003141560633
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
7.15000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AW5
200000.00000000
PA
USD
177974.00000000
0.002167116713
Long
DBT
CORP
US
N
2
2031-08-19
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416RGD9
504706.50000000
PA
USD
526307.81000000
0.006408635259
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.00000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0CY2
1200000.00000000
PA
USD
1189200.00000000
0.014480402733
Long
DBT
NUSS
XX
N
2
2027-07-07
Fixed
2.38000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2L2
65000.00000000
PA
USD
65852.80000000
0.000801862651
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.45000000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BY9
750000.00000000
PA
USD
661957.50000000
0.008060386135
Long
DBT
CORP
DE
N
2
2030-09-03
Fixed
0.88000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAA0
350000.00000000
PA
USD
357910.00000000
0.004358123900
Long
DBT
CORP
NL
N
2
2023-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9U82
248825.40000000
PA
USD
261455.89000000
0.003183641594
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
600000.00000000
PA
USD
518940.00000000
0.006318920445
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.93000000
N
N
N
N
N
N
TIMKEN CO
B0I35MLPFXZSE70ASS73
Timken Co/The
887389AJ3
150000.00000000
PA
USD
150996.00000000
0.001838616625
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.88000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAP5
450000.00000000
PA
USD
447043.50000000
0.005443466127
Long
DBT
US
N
2
2027-07-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJG0
140278.15000000
PA
USD
143384.82000000
0.001745938395
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
3.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CX5
350000.00000000
PA
USD
395706.50000000
0.004818356444
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5B7
74715.65000000
PA
USD
78593.07000000
0.000956995716
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBTW8
996530.00000000
PA
USD
1001765.69000000
0.012198091688
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
150000.00000000
PA
USD
152194.50000000
0.001853210270
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCK9
250000.00000000
PA
USD
242665.00000000
0.002954832601
Long
DBT
CORP
US
N
2
2024-12-06
Fixed
1.34000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAF7
705000.00000000
PA
USD
855552.75000000
0.010417716430
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.42000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7D1
2516277.41000000
PA
USD
2471342.23000000
0.030092525043
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
500000.00000000
PA
USD
663465.00000000
0.008078742347
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBK1
350000.00000000
PA
USD
321842.50000000
0.003918944682
Long
DBT
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAQ1
200000.00000000
PA
USD
202534.00000000
0.002466173803
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AS7
174000.00000000
PA
USD
197021.94000000
0.002399055700
Long
DBT
CORP
IE
N
2
2045-09-14
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CSD7
324965.47000000
PA
USD
332162.32000000
0.004044604916
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
3.50000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAL3
400000.00000000
PA
USD
408064.00000000
0.004968828675
Long
DBT
CORP
FR
N
2
2024-04-10
Fixed
3.75000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EB2
800000.00000000
PA
USD
745000.00000000
0.009071560743
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
0.70000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBF1
200000.00000000
PA
USD
201286.00000000
0.002450977417
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.20000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CG5
500000.00000000
PA
USD
402770.00000000
0.004904365799
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.38000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CL6
350000.00000000
PA
USD
356426.00000000
0.004340053838
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
3.40000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CA2
250000.00000000
PA
USD
231340.00000000
0.002816932701
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.80000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SA34
44899.04000000
PA
USD
43619.71000000
0.000531139394
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MDS52
163042.13000000
PA
USD
162763.00000000
0.001981898578
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAH7
200000.00000000
PA
USD
237888.00000000
0.002896665023
Long
DBT
CORP
US
N
2
2040-09-30
Fixed
5.25000000
N
N
N
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AD0
100000.00000000
PA
USD
87286.00000000
0.001062845974
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
2.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BVJ2
108990.52000000
PA
USD
109160.13000000
0.001329198322
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
3.00000000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AQ4
200000.00000000
PA
USD
200250.00000000
0.002438362468
Long
DBT
NUSS
CA
N
2
2024-04-09
Fixed
2.50000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BY3
275000.00000000
PA
USD
289308.25000000
0.003522788407
Long
DBT
CORP
US
N
2
2048-02-28
Fixed
4.15000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAN8
400000.00000000
PA
USD
406816.00000000
0.004953632289
Long
DBT
CORP
CA
N
2
2035-03-15
Fixed
4.13000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAF8
150000.00000000
PA
USD
180036.00000000
0.002192224845
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.65000000
N
N
N
N
N
N
Enbridge Energy Partners LP
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAX4
150000.00000000
PA
USD
209604.00000000
0.002552262306
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.38000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BG8
300000.00000000
PA
USD
308604.00000000
0.003757744874
Long
DBT
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAS1
200000.00000000
PA
USD
199380.00000000
0.002427768833
Long
DBT
CORP
KY
N
2
2023-06-06
Fixed
2.80000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RYP5
150000.00000000
PA
USD
135579.30000000
0.001650893765
Long
DBT
MUN
US
N
2
2043-09-01
Fixed
2.81000000
N
N
N
N
N
N
Ascension Health
N/A
Ascension Health
04351LAA8
150000.00000000
PA
USD
187510.50000000
0.002283238779
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
4.85000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UD5
250000.00000000
PA
USD
252830.00000000
0.003078607654
Long
DBT
NUSS
CA
N
2
2024-05-14
Fixed
3.05000000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAE2
200000.00000000
PA
USD
202490.00000000
0.002465638033
Long
DBT
US
N
2
2026-02-01
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FMA1
221688.41000000
PA
USD
232159.64000000
0.002826913122
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.00000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
171239AJ5
300000.00000000
PA
USD
260031.00000000
0.003166291290
Long
DBT
CORP
US
N
2
2061-12-15
Fixed
3.05000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593AN2
150000.00000000
PA
USD
201116.70000000
0.002448915920
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.40000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG6T7
835000.00000000
PA
USD
886878.86000000
0.010799161678
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Fixed
3.75000000
N
N
N
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
Invesco Finance PLC
46132FAB6
50000.00000000
PA
USD
50974.00000000
0.000620689580
Long
DBT
CORP
GB
N
2
2024-01-30
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R4E6
594174.71000000
PA
USD
606277.34000000
0.007382391566
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FSE7
109439.19000000
PA
USD
117900.52000000
0.001435626481
Long
ABS-MBS
USGA
US
N
2
2041-04-20
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJM2
350000.00000000
PA
USD
298165.00000000
0.003630633435
Long
DBT
CORP
US
N
2
2051-10-24
Fixed
2.83000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AC9
300000.00000000
PA
USD
302304.00000000
0.003681032347
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.25000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAE6
118000.00000000
PA
USD
123917.70000000
0.001508895225
Long
DBT
US
N
2
2029-02-15
Fixed
4.38000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EV1
750000.00000000
PA
USD
732150.00000000
0.008915091541
Long
DBT
NUSS
XX
N
2
2023-07-14
Fixed
0.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JU2
100000.00000000
PA
USD
87856.00000000
0.001069786631
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
4.20000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAL1
250000.00000000
PA
USD
253465.00000000
0.003086339790
Long
DBT
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAM1
650000.00000000
PA
USD
695136.00000000
0.008464387179
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.63000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AS7
750000.00000000
PA
USD
694890.00000000
0.008461391738
Long
DBT
NUSS
CA
N
2
2026-01-21
Fixed
0.63000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEZ8
2500000.00000000
PA
USD
2424875.00000000
0.029526712560
Long
DBT
USGSE
US
N
2
2023-11-06
Fixed
0.25000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EP4
1150000.00000000
PA
USD
1089958.50000000
0.013271979517
Long
DBT
NUSS
XX
N
2
2029-09-19
Fixed
1.75000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795HT0
300000.00000000
PA
USD
394008.00000000
0.004797674503
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.45000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BT9
200000.00000000
PA
USD
178854.00000000
0.002177832114
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.37000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617482V92
700000.00000000
PA
USD
937188.00000000
0.011411755530
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.38000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AG6
100000.00000000
PA
USD
104205.00000000
0.001268861727
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.38000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
150000.00000000
PA
USD
135613.50000000
0.001651310205
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.90000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBE5
200000.00000000
PA
USD
198830.00000000
0.002421071708
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AH4
150000.00000000
PA
USD
122197.50000000
0.001487949052
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
2.29000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CM2
400000.00000000
PA
USD
358236.00000000
0.004362093469
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BF76
2070464.95000000
PA
USD
2067569.86000000
0.025175953793
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAW4
100000.00000000
PA
USD
101440.00000000
0.001235193452
Long
DBT
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
Republic of Italy Government International Bond
815600DE60799F5A9309
Republic of Italy Government International Bond
465410CC0
800000.00000000
PA
USD
743608.00000000
0.009054610928
Long
DBT
NUSS
IT
N
2
2051-05-06
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P46
16672000.00000000
PA
USD
16119088.79000000
0.196275561192
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.63000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
2300000.00000000
PA
USD
2310419.00000000
0.028133028592
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBT2
800000.00000000
PA
USD
739880.00000000
0.009009216594
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
1.05000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GD0
450000.00000000
PA
USD
362677.50000000
0.004416175800
Long
DBT
CORP
US
N
2
2050-12-15
Fixed
2.45000000
N
N
N
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AD8
250000.00000000
PA
USD
302297.50000000
0.003680953199
Long
DBT
CORP
AU
N
2
2028-07-15
Fixed
7.13000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
300000.00000000
PA
USD
312969.00000000
0.003810895697
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZK1
911596.35000000
PA
USD
832886.49000000
0.010141718639
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312946PK6
43200.38000000
PA
USD
46728.25000000
0.000568990816
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
5.00000000
N
N
N
N
N
N
Tampa Electric Co
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BE1
450000.00000000
PA
USD
480825.00000000
0.005854809657
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MX39
3095114.39000000
PA
USD
3117119.97000000
0.037955896849
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.00000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EH2
1100000.00000000
PA
USD
1109768.00000000
0.013513191709
Long
DBT
NUSS
XX
N
2
2023-03-17
Fixed
2.75000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAA2
250000.00000000
PA
USD
252702.50000000
0.003077055139
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E0SF7
323780.64000000
PA
USD
327224.96000000
0.003984484699
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AR6
150000.00000000
PA
USD
145510.50000000
0.001771821932
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BW5
250000.00000000
PA
USD
249122.50000000
0.003033462941
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.30000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCK8
900000.00000000
PA
USD
1035990.00000000
0.012614827133
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACLE8
230707.81000000
PA
USD
236046.14000000
0.002874237446
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
3.50000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAU2
150000.00000000
PA
USD
132994.50000000
0.001619419711
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.90000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CM0
500000.00000000
PA
USD
458220.00000000
0.005579557803
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.38000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CE4
250000.00000000
PA
USD
230500.00000000
0.002806704364
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
1.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AEB0
123173.51000000
PA
USD
125910.18000000
0.001533156840
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.50000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FA6
200000.00000000
PA
USD
220676.00000000
0.002687081528
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MUR1
49369.03000000
PA
USD
53263.10000000
0.000648563016
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282Y5
5784000.00000000
PA
USD
5736327.17000000
0.069848913244
Long
DBT
UST
US
N
2
2024-09-30
Fixed
2.13000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AR3
500000.00000000
PA
USD
499885.00000000
0.006086895492
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAG3
250000.00000000
PA
USD
321040.00000000
0.003909172967
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
6.75000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AR7
100000.00000000
PA
USD
100569.00000000
0.001224587640
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXR6
1248443.67000000
PA
USD
1271693.97000000
0.015484898115
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
700000.00000000
PA
USD
705740.00000000
0.008593507757
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BP6
297000.00000000
PA
USD
290160.09000000
0.003533160915
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERV49
1523563.53000000
PA
USD
1558789.07000000
0.018980737899
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBR0
4074301.61000000
PA
USD
3785153.93000000
0.046090273556
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GH0
50000.00000000
PA
USD
61484.00000000
0.000748665558
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DW4
250000.00000000
PA
USD
293230.00000000
0.003570541955
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
5.13000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162AW0
50000.00000000
PA
USD
63879.00000000
0.000777828494
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AEJ80
396317.89000000
PA
USD
404947.40000000
0.004930879110
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FBH8
27947.12000000
PA
USD
30081.53000000
0.000366290505
Long
ABS-MBS
USGA
US
N
2
2039-09-20
Fixed
4.50000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AW3
250000.00000000
PA
USD
228607.50000000
0.002783660164
Long
DBT
CORP
NL
N
2
2032-04-01
Fixed
2.73000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36181LUA4
98729.17000000
PA
USD
101300.15000000
0.001233490555
Long
ABS-MBS
USGA
US
N
2
2043-08-15
Fixed
3.50000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AR6
150000.00000000
PA
USD
156091.50000000
0.001900662448
Long
DBT
CORP
US
N
2
2047-08-01
Fixed
3.95000000
N
N
N
N
N
N
UNITED AIR 2014-2 A PTT
N/A
United Airlines 2014-2 Class A Pass Through Trust
90932QAA4
211575.61000000
PA
USD
209068.44000000
0.002545741010
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.75000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239AC4
175000.00000000
PA
USD
181832.00000000
0.002214094004
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.90000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAC7
100000.00000000
PA
USD
102223.00000000
0.001244727723
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.25000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CK3
300000.00000000
PA
USD
270129.00000000
0.003289250512
Long
DBT
CORP
DE
N
2
2032-05-28
Fixed
3.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKV3
467492.82000000
PA
USD
477657.66000000
0.005816242251
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EU6X2
994393.96000000
PA
USD
987845.96000000
0.012028596820
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJW55
517604.57000000
PA
USD
527244.14000000
0.006420036567
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
481000.00000000
PA
USD
488359.30000000
0.005946551751
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
39900000.00000000
PA
USD
37587046.88000000
0.457682119384
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
850000.00000000
PA
USD
857675.50000000
0.010443564290
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
3.77000000
N
N
N
N
N
N
JUNIPER NETWORKS INC
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203RAM6
250000.00000000
PA
USD
250305.00000000
0.003047861760
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAD5
400000.00000000
PA
USD
393824.00000000
0.004795434011
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AQ5
150000.00000000
PA
USD
151033.50000000
0.001839073247
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.35000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYE8
500000.00000000
PA
USD
483925.00000000
0.005892557091
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.66000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LRA9
12941.57000000
PA
USD
13339.98000000
0.000162435488
Long
ABS-MBS
USGSE
US
N
2
2024-06-01
Fixed
5.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746NL1
100000.00000000
PA
USD
118527.00000000
0.001443254872
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQGC0
157377.42000000
PA
USD
156897.81000000
0.001910480555
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8AU5
89546.22000000
PA
USD
89750.04000000
0.001092849583
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NMN5
17238.91000000
PA
USD
17422.85000000
0.000212150928
Long
ABS-MBS
USGA
US
N
2
2028-09-20
Fixed
3.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
700000.00000000
PA
USD
771211.00000000
0.009390721385
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAL2
250000.00000000
PA
USD
230162.50000000
0.002802594764
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
Rutgers The State University of New Jersey
549300BOYDHNW8J60112
RUTGERS NJ ST UNIV
783186UJ6
100000.00000000
PA
USD
93389.80000000
0.001137169454
Long
DBT
MUN
US
N
2
2043-05-01
Fixed
3.27000000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AF4
300000.00000000
PA
USD
275211.00000000
0.003351131951
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
1.70000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CR6
350000.00000000
PA
USD
355918.50000000
0.004333874218
Long
DBT
US
N
2
2024-02-01
Fixed
3.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDT6
100000.00000000
PA
USD
122929.00000000
0.001496856229
Long
DBT
CORP
US
N
2
2057-03-01
Fixed
5.70000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAE4
400000.00000000
PA
USD
406812.00000000
0.004953583582
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WC2F9
32163.23000000
PA
USD
33477.62000000
0.000407643306
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.00000000
N
N
N
N
N
N
County of Clark Department of Aviation
549300LDD8NZB2EOVG83
CLARK CNTY NV ARPT REVENUE
18085PMT8
350000.00000000
PA
USD
507154.20000000
0.006175409572
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
6.82000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GV9
200000.00000000
PA
USD
185584.00000000
0.002259780575
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
1.20000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDS8
228000.00000000
PA
USD
273112.08000000
0.003325574259
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.45000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBE1
250000.00000000
PA
USD
235255.00000000
0.002864604057
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.70000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6
46634SAC9
53527.22000000
PA
USD
53514.33000000
0.000651622141
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
3.51000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M5L0
409941.52000000
PA
USD
413053.95000000
0.005029589258
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HW9
775000.00000000
PA
USD
776999.50000000
0.009461205586
Long
DBT
NUSS
XX
N
2
2022-05-20
Fixed
2.63000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBD2
400000.00000000
PA
USD
426764.00000000
0.005196530938
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261LAC2
350000.00000000
PA
USD
343654.50000000
0.004184540498
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DWH8
40733.07000000
PA
USD
45589.28000000
0.000555122043
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAS2
200000.00000000
PA
USD
179900.00000000
0.002190568829
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPYM0
100708.60000000
PA
USD
112759.80000000
0.001373030033
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZF0
13200000.00000000
PA
USD
12438937.50000000
0.151463861900
Long
DBT
UST
US
N
2
2025-03-31
Fixed
0.50000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABP3
300000.00000000
PA
USD
268374.00000000
0.003267880594
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.40000000
N
N
N
N
N
N
Trinity Acquisition PLC
549300FJZWZN6MJNGB63
Trinity Acquisition PLC
89641UAC5
110000.00000000
PA
USD
113621.20000000
0.001383518949
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
4.40000000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BN2
150000.00000000
PA
USD
159937.50000000
0.001947493619
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
4.50000000
N
N
N
N
N
N
DELMARVA PWR & LIGHT CO
NJ98T8DDD027ZFXUDB24
Delmarva Power & Light Co
247109BT7
200000.00000000
PA
USD
203460.00000000
0.002477449327
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.15000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AC2
250000.00000000
PA
USD
228737.50000000
0.002785243121
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.64000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
1000000.00000000
PA
USD
917580.00000000
0.011172996922
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DX98
4288486.05000000
PA
USD
4169846.41000000
0.050774516777
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
2.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MR9
200000.00000000
PA
USD
198250.00000000
0.002414009285
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.68000000
N
N
N
N
N
N
LUBRIZOL CORP
549300TW3R1QXAWGC017
Lubrizol Corp/The
549271AF1
96000.00000000
PA
USD
125319.36000000
0.001525962666
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
6.50000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAY0
200000.00000000
PA
USD
208984.00000000
0.002544712819
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
4.00000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AC9
162000.00000000
PA
USD
164575.80000000
0.002003972304
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.90000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AP3
250000.00000000
PA
USD
256727.50000000
0.003126065920
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.38000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AZ8
700000.00000000
PA
USD
668332.00000000
0.008138005818
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448BC6
350000.00000000
PA
USD
368732.00000000
0.004489898974
Long
DBT
CORP
US
N
2
2028-11-07
Fixed
4.55000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAP4
250000.00000000
PA
USD
278297.50000000
0.003388715001
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
6.05000000
N
N
N
N
N
N
Grand Parkway Transportation Corp
N/A
GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE
38611TDL8
300000.00000000
PA
USD
271728.90000000
0.003308731841
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
3.24000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
500000.00000000
PA
USD
520065.00000000
0.006332619111
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CK6
200000.00000000
PA
USD
183290.00000000
0.002231847474
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
1.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJZ4
700000.00000000
PA
USD
725060.00000000
0.008828759506
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.13000000
N
N
N
N
N
N
New York City Water & Sewer System
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972FY34
250000.00000000
PA
USD
331778.50000000
0.004039931296
Long
DBT
MUN
US
N
2
2044-06-15
Fixed
5.88000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
650000.00000000
PA
USD
595686.00000000
0.007253425145
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTM4
3675123.47000000
PA
USD
3576693.85000000
0.043551940296
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BCY0
200000.00000000
PA
USD
222818.00000000
0.002713163787
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
6.25000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBE8
300000.00000000
PA
USD
301089.00000000
0.003666237788
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y9EJ3
180490.69000000
PA
USD
179954.50000000
0.002191232453
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WSNK0
62417.02000000
PA
USD
62284.95000000
0.000758418399
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GXPN5
2265201.08000000
PA
USD
2286204.77000000
0.027838181802
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AN7
250000.00000000
PA
USD
252112.50000000
0.003069870950
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.40000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAQ1
490000.00000000
PA
USD
472389.40000000
0.005752092800
Long
DBT
CORP
US
N
2
2027-02-14
Fixed
2.00000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAK0
500000.00000000
PA
USD
490030.00000000
0.005966895182
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.31000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
250000.00000000
PA
USD
220730.00000000
0.002687739064
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.73000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AY1
250000.00000000
PA
USD
215927.50000000
0.002629260983
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DLP6
337523.90000000
PA
USD
345327.62000000
0.004204913397
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HT1
500000.00000000
PA
USD
508760.00000000
0.006194962743
Long
DBT
CORP
US
N
2
2024-06-16
Fixed
3.75000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BR4
650000.00000000
PA
USD
602218.50000000
0.007332968729
Long
DBT
CORP
JP
N
2
2030-02-25
Fixed
2.56000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AS2
300000.00000000
PA
USD
297234.00000000
0.003619297028
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.13000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AL9
200000.00000000
PA
USD
202424.00000000
0.002464834378
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.15000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AG1
100000.00000000
PA
USD
101593.00000000
0.001237056470
Long
DBT
US
N
2
2024-06-15
Fixed
3.90000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AT0
225000.00000000
PA
USD
230532.75000000
0.002807103147
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
4.95000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BP6
700000.00000000
PA
USD
738822.00000000
0.008996333760
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
4.03000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
Progress Energy Inc
743263AP0
85000.00000000
PA
USD
101662.55000000
0.001237903352
Long
DBT
CORP
US
N
2
2039-12-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MSY7
501874.80000000
PA
USD
526296.40000000
0.006408496324
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
4.00000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAU1
150000.00000000
PA
USD
126612.00000000
0.001541702615
Long
DBT
US
N
2
2051-09-15
Fixed
2.88000000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AQ8
200000.00000000
PA
USD
183536.00000000
0.002234842916
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JN1
750000.00000000
PA
USD
766065.00000000
0.009328060645
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3129364K0
216372.53000000
PA
USD
230080.77000000
0.002801599571
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.50000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AM5
500000.00000000
PA
USD
497700.00000000
0.006060289640
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.38000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJH3
400000.00000000
PA
USD
386908.00000000
0.004711220703
Long
DBT
CORP
US
N
2
2024-10-24
Fixed
0.81000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C04P0
311245.06000000
PA
USD
326759.81000000
0.003978820758
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
4.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDN8
350000.00000000
PA
USD
304941.00000000
0.003713142019
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.50000000
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
Sutter Health
86944BAF0
200000.00000000
PA
USD
187830.00000000
0.002287129200
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.32000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DD8
700000.00000000
PA
USD
613186.00000000
0.007466515498
Long
DBT
NUSS
KR
N
2
2030-09-21
Fixed
1.25000000
N
N
N
N
N
N
Entergy Mississippi LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAA4
350000.00000000
PA
USD
352352.00000000
0.004290446404
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
3.85000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AV4
300000.00000000
PA
USD
301806.00000000
0.003674968405
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.38000000
N
N
N
N
N
N
METHODIST HOSPITAL/THE
549300Y1E42JLBRENF23
Methodist Hospital/The
591539AA9
250000.00000000
PA
USD
206677.50000000
0.002516627510
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
2.71000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AP0
150000.00000000
PA
USD
162267.00000000
0.001975858989
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.25000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055AR3
150000.00000000
PA
USD
153168.00000000
0.001865064182
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
4.00000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAH5
450000.00000000
PA
USD
458338.50000000
0.005581000729
Long
DBT
CORP
NO
N
2
2050-04-06
Fixed
3.70000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAG7
200000.00000000
PA
USD
200566.00000000
0.002442210271
Long
DBT
CORP
NO
N
2
2040-04-06
Fixed
3.63000000
N
N
N
N
N
N
UNIVERSITY OF PENNSYLVAN
549300FG60YK9HZ7DS75
Trustees of the University of Pennsylvania/The
91481CAA8
50000.00000000
PA
USD
56765.50000000
0.000691210310
Long
DBT
CORP
US
N
2
2112-09-01
Fixed
4.67000000
N
N
N
N
N
N
FACTSET RESEARCH SYSTEMS
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075AB1
100000.00000000
PA
USD
96945.00000000
0.001180459672
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHBD3
174962.92000000
PA
USD
182451.49000000
0.002221637280
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BN1
200000.00000000
PA
USD
216196.00000000
0.002632530397
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.88000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630DH8
450000.00000000
PA
USD
400824.00000000
0.004880670152
Long
DBT
NUSS
KR
N
2
2031-01-19
Fixed
1.63000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AJ8
550000.00000000
PA
USD
689348.00000000
0.008393909067
Long
DBT
CORP
GB
N
2
2038-06-01
Fixed
6.80000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GB4
150000.00000000
PA
USD
146382.00000000
0.001782433831
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
2.88000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
350000.00000000
PA
USD
306750.50000000
0.003735175562
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAF6
150000.00000000
PA
USD
129309.00000000
0.001574542883
Long
DBT
US
N
2
2031-10-15
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X74W6
1069555.60000000
PA
USD
1120039.98000000
0.013638269414
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
4.00000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AT6
150000.00000000
PA
USD
142299.00000000
0.001732716808
Long
DBT
US
N
2
2029-12-15
Fixed
2.75000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AP8
250000.00000000
PA
USD
253057.50000000
0.003081377829
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBX6
859255.25000000
PA
USD
877127.54000000
0.010680423837
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
637000.00000000
PA
USD
647918.18000000
0.007889435069
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BA0
200000.00000000
PA
USD
191422.00000000
0.002330867517
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.20000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DF1
550000.00000000
PA
USD
513859.50000000
0.006257057272
Long
DBT
US
N
2
2029-09-13
Fixed
2.45000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448BZ0
250000.00000000
PA
USD
267092.50000000
0.003252276292
Long
DBT
CORP
US
N
2
2042-03-05
Fixed
4.00000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAS0
250000.00000000
PA
USD
207692.50000000
0.002528986751
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.25000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAH1
300000.00000000
PA
USD
275787.00000000
0.003358145668
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
Sonoco Products Co
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AJ1
130000.00000000
PA
USD
155359.10000000
0.001891744312
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.75000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAM6
250000.00000000
PA
USD
263142.50000000
0.003204178755
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
JD.COM INC
549300HVTWB0GJZ16V92
JD.com Inc
47215PAE6
200000.00000000
PA
USD
189180.00000000
0.002303567599
Long
DBT
CORP
KY
N
2
2030-01-14
Fixed
3.38000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AH9
50000.00000000
PA
USD
56757.50000000
0.000691112897
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
5.25000000
N
N
N
N
N
N
Maryland Health & Higher Educational Facilities Authority
N/A
MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE
57421CAV6
100000.00000000
PA
USD
90685.80000000
0.001104243950
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
3.05000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAM2
300000.00000000
PA
USD
267801.00000000
0.003260903407
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JQRZ8
367769.07000000
PA
USD
361875.47000000
0.004406409808
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BU9
250000.00000000
PA
USD
245860.00000000
0.002993736811
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCC5
8175018.27000000
PA
USD
7816809.00000000
0.095182090824
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NBB3
1127057.13000000
PA
USD
1154006.69000000
0.014051868170
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.50000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAF6
125000.00000000
PA
USD
140851.25000000
0.001715088147
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QJT9
176644.83000000
PA
USD
184671.25000000
0.002248666391
Long
ABS-MBS
USGA
US
N
2
2044-07-20
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZK3
750000.00000000
PA
USD
718215.00000000
0.008745410737
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.64000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AU9
250000.00000000
PA
USD
240057.50000000
0.002923082138
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDAD3
69458.06000000
PA
USD
70271.00000000
0.000855661268
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JC2
100000.00000000
PA
USD
99486.00000000
0.001211400392
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DGL0
425173.89000000
PA
USD
418360.36000000
0.005094203246
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AW0
50000.00000000
PA
USD
45910.50000000
0.000559033408
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.90000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBB8
50000.00000000
PA
USD
54376.00000000
0.000662114344
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
5.25000000
N
N
N
N
N
N
TRACTOR SUPPLY CO
549300OJ9VZHZRO6I137
Tractor Supply Co
892356AA4
225000.00000000
PA
USD
193659.75000000
0.002358115685
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.75000000
N
N
N
N
N
N
CBOE GLOBAL MARKETS INC
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503MAC2
50000.00000000
PA
USD
43668.50000000
0.000531733490
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.63000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBZ8
550000.00000000
PA
USD
539979.00000000
0.006575103756
Long
DBT
CORP
US
N
2
2024-03-16
Fixed
0.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6XB2
271347.13000000
PA
USD
278708.37000000
0.003393717997
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BT0
650000.00000000
PA
USD
695734.00000000
0.008471668781
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CC9
850000.00000000
PA
USD
854411.50000000
0.010403819895
Long
DBT
NUSS
PH
N
2
2028-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMXT5
293324.11000000
PA
USD
301488.38000000
0.003671100876
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAL7
400000.00000000
PA
USD
403808.00000000
0.004917005101
Long
DBT
CORP
GB
N
2
2025-07-09
Fixed
3.87000000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAL6
250000.00000000
PA
USD
255452.50000000
0.003110540766
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.75000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SC8
1150000.00000000
PA
USD
1075790.50000000
0.013099461567
Long
DBT
NUSS
CA
N
2
2025-07-23
Fixed
0.60000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBC7
175000.00000000
PA
USD
176729.00000000
0.002151956857
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
3.88000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBN5
250000.00000000
PA
USD
230452.50000000
0.002806125976
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AV2
449987.10000000
PA
USD
445825.55000000
0.005428635648
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.50000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAN7
250000.00000000
PA
USD
250102.50000000
0.003045396001
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.25000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865AZ8
250000.00000000
PA
USD
268975.00000000
0.003275198726
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.25000000
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765UEQ3
480000.00000000
PA
USD
607268.16000000
0.007394456377
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
6.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6A5
1477611.12000000
PA
USD
1318952.05000000
0.016060340455
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
1.50000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AE6
250000.00000000
PA
USD
233527.50000000
0.002843568995
Long
DBT
CORP
US
N
2
2025-08-12
Fixed
0.69000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBC6
250000.00000000
PA
USD
212690.00000000
0.002589839267
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QQ4
4444000.00000000
PA
USD
5650823.75000000
0.068807773018
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FGY6
70907.04000000
PA
USD
77201.10000000
0.000940046265
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Fixed
5.00000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769FK5
1050000.00000000
PA
USD
1054263.00000000
0.012837329992
Long
DBT
CORP
DE
N
2
2023-01-17
Fixed
2.13000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BZ0
350000.00000000
PA
USD
284637.50000000
0.003465914592
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
2.50000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2F7
500000.00000000
PA
USD
486815.00000000
0.005927747440
Long
DBT
CORP
CH
N
2
2023-08-09
Fixed
0.52000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBL9
500000.00000000
PA
USD
493105.00000000
0.006004338201
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.25000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
246000.00000000
PA
USD
253274.22000000
0.003084016740
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
Owl Rock Capital Corp
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAA2
150000.00000000
PA
USD
153589.50000000
0.001870196615
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BG9
250000.00000000
PA
USD
249777.50000000
0.003041438608
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAC3
300000.00000000
PA
USD
291483.00000000
0.003549269449
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.15000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BT0
500000.00000000
PA
USD
496955.00000000
0.006051218079
Long
DBT
CORP
DE
N
2
2027-11-15
Fixed
2.50000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BP4
150000.00000000
PA
USD
128830.50000000
0.001568716384
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.25000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571900BB4
200000.00000000
PA
USD
202340.00000000
0.002463811544
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300VHRKFNCWVN9Y77
Wells Fargo Commercial Mortgage Trust 2018-C47
95002DBD0
1275000.00000000
PA
USD
1321545.61000000
0.016091921176
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Fixed
4.18000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETC53
607091.64000000
PA
USD
632755.58000000
0.007704806281
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAC4
250000.00000000
PA
USD
238120.00000000
0.002899489992
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9NE8
205978.84000000
PA
USD
205774.34000000
0.002505630100
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36179DEQ9
18269.79000000
PA
USD
18851.00000000
0.000229540928
Long
ABS-MBS
USGA
US
N
2
2042-12-15
Fixed
3.50000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AP8
250000.00000000
PA
USD
244200.00000000
0.002973523669
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EV4
190000.00000000
PA
USD
214931.80000000
0.002617136750
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBU6
450000.00000000
PA
USD
483750.00000000
0.005890426187
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.80000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBF8
550000.00000000
PA
USD
594517.00000000
0.007239190709
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.23000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CV4
100000.00000000
PA
USD
105037.00000000
0.001278992652
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MF5
800000.00000000
PA
USD
802272.00000000
0.009768938497
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAB9
50000.00000000
PA
USD
57854.50000000
0.000704470618
Long
DBT
CORP
US
N
2
2042-04-01
Fixed
4.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2CH3
664542.49000000
PA
USD
670644.90000000
0.008166169057
Long
ABS-MBS
USGA
US
N
2
2042-10-15
Fixed
3.00000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
187115.66000000
PA
USD
171368.01000000
0.002086678271
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417Y6Q5
256213.95000000
PA
USD
265170.91000000
0.003228877875
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419DM24
49389.23000000
PA
USD
52461.26000000
0.000638799337
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BD6
250000.00000000
PA
USD
287810.00000000
0.003504544828
Long
DBT
CORP
US
N
2
2029-10-16
Fixed
5.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AQU5
79975.92000000
PA
USD
80254.78000000
0.000977229680
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKMM4
506550.45000000
PA
USD
517447.57000000
0.006300747735
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
800000.00000000
PA
USD
736872.00000000
0.008972589406
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAM2
8218287.08000000
PA
USD
7636322.15000000
0.092984376162
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KP5
100000.00000000
PA
USD
95319.00000000
0.001160660534
Long
DBT
CORP
US
N
2
2052-02-09
Fixed
3.43000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
350000.00000000
PA
USD
345740.50000000
0.004209940868
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.20000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFE9
300000.00000000
PA
USD
303735.00000000
0.003698457050
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.35000000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAD4
300000.00000000
PA
USD
286404.00000000
0.003487424541
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.00000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AR6
150000.00000000
PA
USD
147957.00000000
0.001801611963
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
2.85000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CQ1
350000.00000000
PA
USD
351704.50000000
0.004282562061
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.20000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CE2
900000.00000000
PA
USD
909531.00000000
0.011074987536
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
2.95000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AC4
125000.00000000
PA
USD
137720.00000000
0.001676960195
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.80000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
850000.00000000
PA
USD
871811.00000000
0.010615686501
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.38000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAL8
200000.00000000
PA
USD
179744.00000000
0.002188669280
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
SSM HEALTH CARE
5493000QP6H63JFPC580
SSM Health Care Corp
784710AB1
450000.00000000
PA
USD
454581.00000000
0.005535247187
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.69000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAN1
165000.00000000
PA
USD
170098.50000000
0.002071219966
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
3.90000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBV6
400000.00000000
PA
USD
363296.00000000
0.004423707022
Long
DBT
CORP
GB
N
2
2032-11-24
Fixed
2.89000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FU3
250000.00000000
PA
USD
250567.50000000
0.003051058116
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.15000000
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
Duke University
26442TAG2
100000.00000000
PA
USD
88017.00000000
0.001071747063
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.76000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FD0
400000.00000000
PA
USD
420724.00000000
0.005122984325
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
6500000.00000000
PA
USD
6275039.10000000
0.076408588407
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AN8
200000.00000000
PA
USD
208950.00000000
0.002544298815
Long
DBT
CORP
KY
N
2
2028-11-14
Fixed
4.88000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKG3
250000.00000000
PA
USD
244687.50000000
0.002979459757
Long
DBT
CORP
US
N
2
2025-02-04
Fixed
1.84000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AX3
175000.00000000
PA
USD
179506.25000000
0.002185774296
Long
DBT
CORP
US
N
2
2025-05-21
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXU4
127051.61000000
PA
USD
128827.96000000
0.001568685455
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
3.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEN0
250000.00000000
PA
USD
241497.50000000
0.002940616430
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
3.70000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BD5
550000.00000000
PA
USD
614856.00000000
0.007486850406
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
85000.00000000
PA
USD
87289.05000000
0.001062883113
Long
DBT
US
N
2
2024-04-01
Fixed
4.60000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CD4
1260000.00000000
PA
USD
1090051.20000000
0.013273108287
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.68000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
74000.00000000
PA
USD
73196.36000000
0.000891282182
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAF6
300000.00000000
PA
USD
303654.00000000
0.003697470746
Long
DBT
CORP
XX
N
2
2024-01-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETUP9
87343.65000000
PA
USD
89819.51000000
0.001093695491
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7TM5
119505.33000000
PA
USD
122247.54000000
0.001488558368
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
500000.00000000
PA
USD
487920.00000000
0.005941202574
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518CU8
250000.00000000
PA
USD
256707.50000000
0.003125822388
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
First Horizon Corp
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517AC9
100000.00000000
PA
USD
100627.00000000
0.001225293883
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
3.55000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
700000.00000000
PA
USD
878577.00000000
0.010698073319
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBM3
900000.00000000
PA
USD
871875.00000000
0.010616465803
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45000000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAG1
250000.00000000
PA
USD
218085.00000000
0.002655531979
Long
DBT
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFR0
700000.00000000
PA
USD
611870.00000000
0.007450491103
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDK5
450000.00000000
PA
USD
469206.00000000
0.005713329839
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.85000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AS7
250000.00000000
PA
USD
244105.00000000
0.002972366893
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.20000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAQ8
600000.00000000
PA
USD
533280.00000000
0.006493532769
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BGG5
326726.36000000
PA
USD
340950.64000000
0.004151616699
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMQG1
159157.67000000
PA
USD
156398.72000000
0.001904403340
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DN7
100000.00000000
PA
USD
87735.00000000
0.001068313264
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFF4
767415.38000000
PA
USD
738267.46000000
0.008989581353
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
2.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZG0
500000.00000000
PA
USD
460700.00000000
0.005609755751
Long
DBT
CORP
CA
N
2
2026-09-10
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJFL7
891452.80000000
PA
USD
862353.89000000
0.010500531134
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
2.50000000
N
N
N
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932AK0
100000.00000000
PA
USD
101030.00000000
0.001230201049
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.50000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
549300A0CD4KNFGIIS89
Utah Acquisition Sub Inc
62854AAN4
800000.00000000
PA
USD
795104.00000000
0.009681656689
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
100000.00000000
PA
USD
105500.00000000
0.001284630414
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAB9
100000.00000000
PA
USD
93215.00000000
0.001135040986
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.25000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CC3
950000.00000000
PA
USD
965874.50000000
0.011761059325
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.40000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AC5
300000.00000000
PA
USD
277206.00000000
0.003375424251
Long
DBT
CORP
US
N
2
2031-10-25
Fixed
2.50000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBP0
350000.00000000
PA
USD
352201.50000000
0.004288613827
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.40000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BK9
200000.00000000
PA
USD
229836.00000000
0.002798619107
Long
DBT
CORP
US
N
2
2043-12-05
Fixed
4.50000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BD3
600000.00000000
PA
USD
611304.00000000
0.007443599152
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUKT5
56790.97000000
PA
USD
58673.31000000
0.000714440933
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CR0
100000.00000000
PA
USD
111548.00000000
0.001358274440
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
5.00000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBP3
250000.00000000
PA
USD
227412.50000000
0.002769109137
Long
DBT
CORP
JP
N
2
2027-05-22
Fixed
1.23000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
250000.00000000
PA
USD
260342.50000000
0.003170084299
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AJ2
300000.00000000
PA
USD
335403.00000000
0.004084065353
Long
DBT
CORP
US
N
2
2035-05-20
Fixed
4.65000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAQ3
250000.00000000
PA
USD
243685.00000000
0.002967252724
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QY7
7208000.00000000
PA
USD
7325693.16000000
0.089201973811
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAS3
271000.00000000
PA
USD
270257.46000000
0.003290814717
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RLP2
460362.82000000
PA
USD
469938.25000000
0.005722246148
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
3.50000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CL5
150000.00000000
PA
USD
158887.50000000
0.001934708198
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.63000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DN7
650000.00000000
PA
USD
631358.00000000
0.007687788520
Long
DBT
CORP
US
N
2
2026-09-11
Fixed
2.05000000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAS1
100000.00000000
PA
USD
95762.00000000
0.001166054764
Long
DBT
CORP
NL
N
2
2025-01-10
Fixed
1.38000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BT8
150000.00000000
PA
USD
149148.00000000
0.001816114284
Long
DBT
CORP
US
N
2
2027-09-14
Fixed
2.80000000
N
N
N
N
N
N
Tampa Electric Co
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BA9
100000.00000000
PA
USD
101354.00000000
0.001234146265
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
4.10000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAJ3
240000.00000000
PA
USD
245565.60000000
0.002990152022
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB82
6779027.03000000
PA
USD
6294001.41000000
0.076639484712
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAG0
300000.00000000
PA
USD
294384.00000000
0.003584593742
Long
DBT
CORP
LU
N
2
2024-11-15
Fixed
2.20000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBE0
250000.00000000
PA
USD
211325.00000000
0.002573218220
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
3.38000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
200000.00000000
PA
USD
200400.00000000
0.002440188957
Long
DBT
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAJ4
345000.00000000
PA
USD
424512.15000000
0.005169111080
Long
DBT
CORP
US
N
2
2045-04-23
Fixed
5.88000000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AN1
700000.00000000
PA
USD
702107.00000000
0.008549270199
Long
DBT
NUSS
CA
N
2
2027-04-12
Fixed
2.75000000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
Lazard Group LLC
52107QAH8
200000.00000000
PA
USD
199354.00000000
0.002427452242
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.63000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
850000.00000000
PA
USD
845495.00000000
0.010295247316
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4R3
393328.40000000
PA
USD
401892.82000000
0.004893684736
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAB7
300000.00000000
PA
USD
309411.00000000
0.003767571384
Long
DBT
US
N
2
2026-02-15
Fixed
4.45000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BS4
700000.00000000
PA
USD
626892.00000000
0.007633407862
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HP6C3
8999.63000000
PA
USD
8990.70000000
0.000109476082
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376KKS4
132349.49000000
PA
USD
144269.97000000
0.001756716505
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CP3
150000.00000000
PA
USD
140029.50000000
0.001705082033
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.25000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AJ6
400000.00000000
PA
USD
399404.00000000
0.004863379392
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LFB3
25137.89000000
PA
USD
26689.17000000
0.000324983123
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BK2
350000.00000000
PA
USD
303051.00000000
0.003690128261
Long
DBT
CORP
US
N
2
2030-09-14
Fixed
1.38000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAY4
250000.00000000
PA
USD
250575.00000000
0.003051149440
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.60000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
1500000.00000000
PA
USD
1394865.00000000
0.016984701444
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBB8
100000.00000000
PA
USD
100030.00000000
0.001218024457
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
2.85000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
341271AD6
350000.00000000
PA
USD
332297.35000000
0.004046249121
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
1.26000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335A3Z9
293562.42000000
PA
USD
316949.09000000
0.003859359627
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
5.00000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AC7
350000.00000000
PA
USD
353066.00000000
0.004299140490
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.35000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CS8
200000.00000000
PA
USD
189220.00000000
0.002304054662
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.60000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACN3
250000.00000000
PA
USD
213200.00000000
0.002596049329
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AH0
100000.00000000
PA
USD
100829.00000000
0.001227753554
Long
DBT
CORP
US
N
2
2023-03-18
Fixed
2.80000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
350000.00000000
PA
USD
317817.50000000
0.003869933901
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAZ2
400000.00000000
PA
USD
468868.00000000
0.005709214151
Long
DBT
CORP
CA
N
2
2049-03-15
Fixed
5.10000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AV1
200000.00000000
PA
USD
189500.00000000
0.002307464108
Long
DBT
CORP
US
N
2
2027-03-12
Fixed
2.00000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YAV1
50000.00000000
PA
USD
51730.50000000
0.000629901171
Long
DBT
CORP
GB
N
2
2043-04-29
Fixed
3.88000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
370425RZ5
200000.00000000
PA
USD
249828.00000000
0.003042053526
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LTMS4
835379.41000000
PA
USD
833949.22000000
0.010154659068
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.00000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BL7
350000.00000000
PA
USD
328391.00000000
0.003998683092
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.80000000
N
N
N
N
N
N
Nordic Investment Bank
213800HYL1S7VAXG6Z48
Nordic Investment Bank
65562QBK0
450000.00000000
PA
USD
454207.50000000
0.005530699230
Long
DBT
NUSS
XX
N
2
2023-07-19
Fixed
2.88000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHP0
150000.00000000
PA
USD
153808.50000000
0.001872863289
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.05000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAP4
100000.00000000
PA
USD
99635.00000000
0.001213214704
Long
DBT
CORP
XX
N
2
2025-01-15
Fixed
3.13000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BA1
750000.00000000
PA
USD
761752.50000000
0.009275549094
Long
DBT
CORP
JP
N
2
2023-07-26
Fixed
3.76000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CU0
100000.00000000
PA
USD
101378.00000000
0.001234438503
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.50000000
N
N
N
N
N
N
State of Utah
N/A
UTAH ST
917542QR6
205000.00000000
PA
USD
210137.10000000
0.002558753647
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
4.55000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAL8
300000.00000000
PA
USD
311559.00000000
0.003793726702
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5QW6
127678.21000000
PA
USD
126837.46000000
0.001544447950
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
MASS GENERAL BRIGHAM INC
5493007Z86EDN0QFYU66
Mass General Brigham Inc
70213HAE8
100000.00000000
PA
USD
90248.00000000
0.001098913038
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NLE6
468071.46000000
PA
USD
491507.98000000
0.005984891941
Long
ABS-MBS
USGA
US
N
2
2043-08-20
Fixed
4.00000000
N
N
N
N
N
N
HONDA MOTOR CO LTD
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
438127AB8
200000.00000000
PA
USD
194048.00000000
0.002362843247
Long
DBT
CORP
JP
N
2
2027-03-10
Fixed
2.53000000
N
N
N
N
N
N
LYB International Finance BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAA7
148000.00000000
PA
USD
150397.60000000
0.001831330153
Long
DBT
CORP
NL
N
2
2023-07-15
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CW4
350000.00000000
PA
USD
317961.00000000
0.003871681242
Long
DBT
NUSS
ID
N
2
2051-03-12
Fixed
3.05000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CA7
200000.00000000
PA
USD
204472.00000000
0.002489772038
Long
DBT
CORP
US
N
2
2029-09-17
Fixed
3.90000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFX7
418000.00000000
PA
USD
365599.52000000
0.004451756044
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PBK0
225000.00000000
PA
USD
234243.00000000
0.002852281346
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.63000000
N
N
N
N
N
N
ACUITY BRANDS LIGHTING
549300OTPVPFLUC38K21
Acuity Brands Lighting Inc
00510RAD5
200000.00000000
PA
USD
176036.00000000
0.002143518479
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BC9
250000.00000000
PA
USD
230755.00000000
0.002809809395
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UKY7
240595.88000000
PA
USD
249452.84000000
0.003037485356
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8CD1
101762.14000000
PA
USD
104127.06000000
0.001267912684
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
3.50000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBG0
250000.00000000
PA
USD
267660.00000000
0.003259186508
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVX7
2948369.35000000
PA
USD
2869404.15000000
0.034939562475
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
2.00000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
913366EP1
100000.00000000
PA
USD
136762.30000000
0.001665298673
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
6.55000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CH0
450000.00000000
PA
USD
416592.00000000
0.005072670648
Long
DBT
CORP
GB
N
2
2031-06-04
Fixed
2.85000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DH7
700000.00000000
PA
USD
707511.00000000
0.008615072500
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.38000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAC8
200000.00000000
PA
USD
199298.00000000
0.002426770353
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.70000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCW0
500000.00000000
PA
USD
513125.00000000
0.006248113565
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RNV7
201725.54000000
PA
USD
201775.45000000
0.002456937249
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
3.00000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAF1
525000.00000000
PA
USD
543091.50000000
0.006613003398
Long
DBT
CORP
US
N
2
2028-04-11
Fixed
3.70000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAF0
400000.00000000
PA
USD
352960.00000000
0.004297849771
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDZ1
18000000.00000000
PA
USD
17500078.08000000
0.213091303783
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.50000000
N
N
N
N
N
N
JAPAN INT'L COOP AGENCY
254900XEIG78M2AJB031
Japan International Cooperation Agency
47109LAE4
350000.00000000
PA
USD
326193.00000000
0.003971918944
Long
DBT
NUSS
JP
N
2
2031-04-28
Fixed
1.75000000
N
N
N
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890AJ8
100000.00000000
PA
USD
102993.00000000
0.001254103698
Long
DBT
CORP
US
N
2
2029-03-25
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CBT0
113044.04000000
PA
USD
110298.01000000
0.001343053822
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBC8
500000.00000000
PA
USD
493545.00000000
0.006009695902
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.95000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3P7
100000.00000000
PA
USD
120320.00000000
0.001465087501
Long
DBT
CORP
US
N
2
2038-01-14
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXG2
2533946.61000000
PA
USD
2403376.42000000
0.029264933132
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296Q6Q7
16512.80000000
PA
USD
17338.95000000
0.000211129312
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
4.00000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159QE9
650000.00000000
PA
USD
637559.00000000
0.007763295565
Long
DBT
CORP
CA
N
2
2026-08-03
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DF49
176707.96000000
PA
USD
185889.21000000
0.002263496993
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
5.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AB4
250000.00000000
PA
USD
222555.00000000
0.002709961343
Long
DBT
CORP
GB
N
2
2035-11-28
Fixed
3.03000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AMDZ2
210352.71000000
PA
USD
227622.40000000
0.002771665004
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.50000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AL9
350000.00000000
PA
USD
340914.00000000
0.004151170549
Long
DBT
CORP
GB
N
2
2023-10-01
Fixed
0.53000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMVE0
371153.45000000
PA
USD
376644.31000000
0.004586243942
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
3.00000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AQ9
400000.00000000
PA
USD
486300.00000000
0.005921476496
Long
DBT
CORP
US
N
2
2044-12-05
Fixed
4.95000000
N
N
N
N
N
N
County of Miami-Dade FL Water & Sewer System Revenue
549300QG0NBD9HULR263
MIAMI-DADE CNTY FL WTR & SWR REVENUE
59334DLS1
150000.00000000
PA
USD
150537.30000000
0.001833031222
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
3.49000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CB3
50000.00000000
PA
USD
49659.50000000
0.000604683450
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
3.13000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AV1
100000.00000000
PA
USD
99383.00000000
0.001210146203
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.10000000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
500472AC9
267000.00000000
PA
USD
351436.08000000
0.004279293620
Long
DBT
CORP
NL
N
2
2038-03-11
Fixed
6.88000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAZ5
500000.00000000
PA
USD
458480.00000000
0.005582723717
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.10000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AZ0
150000.00000000
PA
USD
144057.00000000
0.001754123256
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y61
9396000.00000000
PA
USD
9484271.00000000
0.115486094609
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RG5
6794000.00000000
PA
USD
7628388.13000000
0.092887766840
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.38000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYK4
500000.00000000
PA
USD
431135.00000000
0.005249754820
Long
DBT
CORP
US
N
2
2042-07-21
Fixed
2.91000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAB2
225000.00000000
PA
USD
205263.00000000
0.002499403722
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AT9
750000.00000000
PA
USD
754620.00000000
0.009188699554
Long
DBT
NUSS
PL
N
2
2023-03-17
Fixed
3.00000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
780641AH9
190000.00000000
PA
USD
245006.90000000
0.002983348960
Long
DBT
CORP
NL
N
2
2030-10-01
Fixed
8.38000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300NKHFE6ZRF37I48
Cenovus Energy Inc
15135UAP4
250000.00000000
PA
USD
271925.00000000
0.003311119671
Long
DBT
CORP
CA
N
2
2037-06-15
Fixed
5.25000000
N
N
N
N
N
N
UNITED AIRLINES 2012-1 A
N/A
United Airlines 2012-1 Class A Pass Through Trust
210795PZ7
165186.02000000
PA
USD
165774.08000000
0.002018563270
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138NYWY7
1172157.14000000
PA
USD
1170150.37000000
0.014248443168
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
RENAISSANCERE FINANCE
54930048ETFU7B0OJ457
RenaissanceRe Finance Inc
75973QAA5
150000.00000000
PA
USD
151791.00000000
0.001848297015
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.45000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDQ1
550000.00000000
PA
USD
429209.00000000
0.005226302704
Long
DBT
CORP
US
N
2
2062-08-15
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPAV1
315203.22000000
PA
USD
324317.71000000
0.003949084303
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust 2016-C3
N/A
CFCRE Commercial Mortgage Trust 2016-C3
12531WBB7
5325000.00000000
PA
USD
5397168.77000000
0.065719119919
Long
ABS-MBS
CORP
US
N
2
2048-01-10
Fixed
3.87000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BF0
400000.00000000
PA
USD
409708.00000000
0.004988846992
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDJ0
509527.36000000
PA
USD
510212.03000000
0.006212643519
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M82R4
458910.96000000
PA
USD
469379.99000000
0.005715448444
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
3.50000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AH8
200000.00000000
PA
USD
199908.00000000
0.002434198073
Long
DBT
CORP
US
N
2
2050-04-03
Fixed
4.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDP0
832300.69000000
PA
USD
761088.03000000
0.009267458114
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
1.50000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CF3
700000.00000000
PA
USD
666631.00000000
0.008117293436
Long
DBT
NUSS
JP
N
2
2029-10-17
Fixed
2.00000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAL8
250000.00000000
PA
USD
233550.00000000
0.002843842968
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.70000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
1650000.00000000
PA
USD
1399431.00000000
0.017040299762
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.68000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AR4
200000.00000000
PA
USD
210668.00000000
0.002565218199
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
7.50000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAR3
250000.00000000
PA
USD
250822.50000000
0.003054163147
Long
DBT
CORP
KY
N
2
2034-11-28
Fixed
4.50000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AN6
450000.00000000
PA
USD
447313.50000000
0.005446753807
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.88000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAC6
350000.00000000
PA
USD
330386.00000000
0.004022975393
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25000000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BF0
400000.00000000
PA
USD
376556.00000000
0.004585168627
Long
DBT
CORP
US
N
2
2049-08-19
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ57
217324.43000000
PA
USD
223161.61000000
0.002717347786
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.00000000
N
N
N
N
N
N
Tanger Properties LP
PQPGJDNFN35EXH363L31
Tanger Properties LP
875484AJ6
150000.00000000
PA
USD
145473.00000000
0.001771365310
Long
DBT
US
N
2
2026-09-01
Fixed
3.13000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCV6
850000.00000000
PA
USD
834717.00000000
0.010164008012
Long
DBT
CORP
US
N
2
2025-02-26
Fixed
2.90000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAK4
400000.00000000
PA
USD
344916.00000000
0.004199901269
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ADPF9
547615.55000000
PA
USD
576137.48000000
0.007015390800
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
5.00000000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RBE1
100000.00000000
PA
USD
100688.00000000
0.001226036655
Long
DBT
CORP
US
N
2
2023-02-28
Fixed
2.60000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AK7
200000.00000000
PA
USD
194722.00000000
0.002371050269
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.05000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DL9
650000.00000000
PA
USD
618546.50000000
0.007531788117
Long
DBT
NUSS
XX
N
2
2025-04-03
Fixed
0.88000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAR4
650000.00000000
PA
USD
659646.00000000
0.008032239943
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBA3
300000.00000000
PA
USD
299064.00000000
0.003641580190
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.90000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130A1XJ2
1075000.00000000
PA
USD
1084288.00000000
0.013202932154
Long
DBT
USGSE
US
N
2
2024-06-14
Fixed
2.88000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HR7
200000.00000000
PA
USD
186872.00000000
0.002275464025
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HS9
100000.00000000
PA
USD
96043.00000000
0.001169476387
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ANJ2
18262.97000000
PA
USD
19971.62000000
0.000243186260
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F3M6
68293.49000000
PA
USD
70094.60000000
0.000853513317
Long
ABS-MBS
USGA
US
N
2
2042-02-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283P3
7988000.00000000
PA
USD
7935890.76000000
0.096632100782
Long
DBT
UST
US
N
2
2024-12-31
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
21900000.00000000
PA
USD
17975109.38000000
0.218875565922
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.63000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BW5
850000.00000000
PA
USD
819374.50000000
0.009977188655
Long
DBT
CORP
US
N
2
2024-05-12
Fixed
0.45000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05G4
7000000.00000000
PA
USD
6840400.00000000
0.083292757194
Long
DBT
USGSE
US
N
2
2023-07-10
Fixed
0.25000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAP2
350000.00000000
PA
USD
362232.50000000
0.004410757217
Long
DBT
US
N
2
2028-06-15
Fixed
4.20000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DQ7
500000.00000000
PA
USD
490315.00000000
0.005970365511
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBE2
230000.00000000
PA
USD
233944.50000000
0.002848646634
Long
DBT
CORP
US
N
2
2025-06-05
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y32E0
733972.82000000
PA
USD
763967.44000000
0.009302519514
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.00000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAN0
250000.00000000
PA
USD
224992.50000000
0.002739641786
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.25000000
N
N
N
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AL3
200000.00000000
PA
USD
176958.00000000
0.002154745296
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.75000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EX0
185000.00000000
PA
USD
214446.45000000
0.002611226842
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
4.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285U0
8776000.00000000
PA
USD
8831878.46000000
0.107542177086
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.63000000
N
N
N
N
N
N
Johns Hopkins University
549300Z1XKWYKTIOM958
Johns Hopkins University
478115AB4
125000.00000000
PA
USD
139028.75000000
0.001692896309
Long
DBT
CORP
US
N
2
2053-07-01
Fixed
4.08000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AUQ9
207777.39000000
PA
USD
208501.86000000
0.002538841997
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.00000000
N
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AH6
50000.00000000
PA
USD
59782.00000000
0.000727940999
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
4.88000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DH7
500000.00000000
PA
USD
512840.00000000
0.006244643237
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
200000.00000000
PA
USD
232370.00000000
0.002829474590
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555DC5
250000.00000000
PA
USD
193765.00000000
0.002359397271
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ40
250819.36000000
PA
USD
254326.16000000
0.003096825784
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
3.50000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BH4
350000.00000000
PA
USD
394887.50000000
0.004808383816
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBU9
600000.00000000
PA
USD
519306.00000000
0.006323377078
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
1.76000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
500000.00000000
PA
USD
509920.00000000
0.006209087589
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F2H8
148635.23000000
PA
USD
149781.88000000
0.001823832782
Long
ABS-MBS
USGA
US
N
2
2027-01-20
Fixed
3.00000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KP5
150000.00000000
PA
USD
130963.50000000
0.001594689054
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.25000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AN5
200000.00000000
PA
USD
204900.00000000
0.002494983619
Long
DBT
CORP
US
N
2
2026-12-05
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31329PXL2
798619.56000000
PA
USD
836330.89000000
0.010183659691
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BF1
375000.00000000
PA
USD
347321.25000000
0.004229189015
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
0.90000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DN5
600000.00000000
PA
USD
563124.00000000
0.006856930969
Long
DBT
NUSS
XX
N
2
2025-07-15
Fixed
0.63000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AU6
191000.00000000
PA
USD
231807.15000000
0.002822620995
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.40000000
N
N
N
N
N
N
GEORGIA POWER COMPANY
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334JS1
100000.00000000
PA
USD
106881.00000000
0.001301446287
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.75000000
N
N
N
N
N
N
Asian Infrastructure Investment Bank/The
25490065OSV2524LCR32
Asian Infrastructure Investment Bank/The
04522KAB2
950000.00000000
PA
USD
885960.50000000
0.010787979184
Long
DBT
NUSS
XX
N
2
2025-05-28
Fixed
0.50000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCT6
450000.00000000
PA
USD
457173.00000000
0.005566808912
Long
DBT
CORP
US
N
2
2024-01-12
Fixed
3.55000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AS3
250000.00000000
PA
USD
237297.50000000
0.002889474745
Long
DBT
CORP
US
N
2
2030-02-04
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ANXD0
27241.67000000
PA
USD
28922.77000000
0.000352180758
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.50000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EY0
400000.00000000
PA
USD
395724.00000000
0.004818569535
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBS1
3434206.10000000
PA
USD
3067275.64000000
0.037348962799
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
1.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LZ2
450000.00000000
PA
USD
455859.00000000
0.005550808871
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.04000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HPW34
50181.68000000
PA
USD
50131.86000000
0.000610435185
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829AZ0
300000.00000000
PA
USD
305403.00000000
0.003718767605
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AZ5
400000.00000000
PA
USD
412356.00000000
0.005021090606
Long
DBT
NUSS
UY
N
2
2024-08-14
Fixed
4.50000000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
92334NAC7
100000.00000000
PA
USD
131082.00000000
0.001596131980
Long
DBT
CORP
FR
N
2
2038-06-01
Fixed
6.75000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DR5
472000.00000000
PA
USD
479674.72000000
0.005840803167
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.65000000
N
N
N
N
N
N
Barrick North America Finance LLC
N/A
Barrick North America Finance LLC
06849RAK8
200000.00000000
PA
USD
244292.00000000
0.002974643915
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
5.75000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAE0
250000.00000000
PA
USD
211272.50000000
0.002572578949
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R7K9
447166.02000000
PA
USD
465260.55000000
0.005665287705
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VVX5
4504034.25000000
PA
USD
4302517.27000000
0.052389995657
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.00000000
N
N
N
N
N
N
Japan Bank for International Cooperation
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BL1
500000.00000000
PA
USD
501960.00000000
0.006112161920
Long
DBT
NUSS
JP
N
2
2022-07-21
Fixed
2.38000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AF0
150000.00000000
PA
USD
137116.50000000
0.001669611622
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.88000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818DR6
350000.00000000
PA
USD
355806.50000000
0.004332510439
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.65000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AE0
250000.00000000
PA
USD
234492.50000000
0.002855319406
Long
DBT
US
N
2
2030-08-15
Fixed
3.15000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CS9
250000.00000000
PA
USD
208232.50000000
0.002535562110
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.63000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DH7
450000.00000000
PA
USD
404388.00000000
0.004924067524
Long
DBT
US
N
2
2049-09-13
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVN7
41049.20000000
PA
USD
41893.73000000
0.000510122840
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
3.50000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAM0
150000.00000000
PA
USD
147571.50000000
0.001796917887
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.13000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AGWK7
2000000.00000000
PA
USD
1958140.00000000
0.023843471079
Long
DBT
USGSE
US
N
2
2024-08-15
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T26
8642000.00000000
PA
USD
8548828.44000000
0.104095592589
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.38000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NT8
100000.00000000
PA
USD
107924.00000000
0.001314146472
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.30000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCE3
250000.00000000
PA
USD
250787.50000000
0.003053736966
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859BF8
150000.00000000
PA
USD
152730.00000000
0.001859730835
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BSY3
1087997.89000000
PA
USD
1107440.74000000
0.013484853614
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
313000.00000000
PA
USD
314111.15000000
0.003824803191
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AB6
2857741.22000000
PA
USD
2710583.55000000
0.033005668891
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
1.50000000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
19416QEK2
377000.00000000
PA
USD
401889.54000000
0.004893644797
Long
DBT
CORP
US
N
2
2047-08-01
Fixed
3.70000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EU3
350000.00000000
PA
USD
312109.00000000
0.003800423828
Long
DBT
CORP
US
N
2
2041-09-22
Fixed
2.50000000
N
N
N
N
N
N
2022-04-29
SCHWAB STRATEGIC TRUST
Mark Fischer
Mark Fischer
CFO
XXXX