0001775697-21-000575.txt : 20210624
0001775697-21-000575.hdr.sgml : 20210624
20210624085157
ACCESSION NUMBER: 0001775697-21-000575
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210430
FILED AS OF DATE: 20210624
PERIOD START: 20211031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BNY Mellon Investment Funds IV, Inc.
CENTRAL INDEX KEY: 0000819940
IRS NUMBER: 134024319
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05202
FILM NUMBER: 211040883
BUSINESS ADDRESS:
STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC.
STREET 2: 240 GREENWICH STREET
CITY: NEW YORK
STATE: NY
ZIP: 10286
BUSINESS PHONE: 2129226400
MAIL ADDRESS:
STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC.
STREET 2: 240 GREENWICH STREET
CITY: NEW YORK
STATE: NY
ZIP: 10286
FORMER COMPANY:
FORMER CONFORMED NAME: DREYFUS/LAUREL FUNDS, INC.
DATE OF NAME CHANGE: 20181030
FORMER COMPANY:
FORMER CONFORMED NAME: DREYFUS/LAUREL FUNDS, INC
DATE OF NAME CHANGE: 20181030
FORMER COMPANY:
FORMER CONFORMED NAME: DREYFUS/LAUREL FUNDS INC
DATE OF NAME CHANGE: 20040419
0000819940
S000000307
BNY Mellon Bond Market Index Fund
C000000765
Investor Shares
DBMIX
C000000766
Class I
DBIRX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000819940
XXXXXXXX
S000000307
C000000765
C000000766
BNY Mellon Investment Funds IV, Inc.
811-05202
0000819940
549300D4NK7TLHD8CY27
240 Greenwich Street
New York
10286
212 495 1784
BNY Mellon Bond Market Index Fund
S000000307
549300TLMPSFP953EM10
2021-10-31
2021-04-30
N
1366703141.98
146145451.43
1220557690.55
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0.00
0.00
0.00
0.00
0.00
0.00
0.00
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136960024.65
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CAD
USD
GBP
UST
FANNIE MAE
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FANNIE MAE POOL
3140J7XW0
253459.54
OU
Other Units
USD
274006.40
0.0224492788928
Long
ABS-MBS
USGA
US
N
2
2048-01-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TNR2
357337.16
OU
Other Units
USD
381831.56
0.0312833684926
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335B2M7
144645.49
OU
Other Units
USD
152855.11
0.0125233826457
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TCX1
341679.15
OU
Other Units
USD
365638.76
0.029956696257
Long
ABS-MBS
USGA
US
N
2
2047-07-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TLT0
300698.39
OU
Other Units
USD
325163.06
0.0266405318255
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TNS0
294307.49
OU
Other Units
USD
318002.56
0.0260538737711
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
4.00
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
ONCOR ELECTRIC DELIVERY CO LLC
68233JBK9
170000.00
PA
USD
211461.60
0.0173249983705
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SQV2
357557.44
OU
Other Units
USD
379078.16
0.0310577830884
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.00
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC
054561AJ4
90000.00
PA
USD
101567.83
0.0083214280477
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TBU1
120000.00
PA
USD
151823.73
0.0124388819287
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140GV3Q6
369080.06
OU
Other Units
USD
393439.31
0.032234388677
Long
ABS-MBS
USGA
US
N
2
2048-01-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179T4P7
202754.54
OU
Other Units
USD
218172.51
0.0178748216236
Long
ABS-MBS
USGA
US
N
2
2048-07-01
Fixed
4.00
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2D4
135000.00
PA
USD
153589.20
0.0125835264641
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.15
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS INC
571748BG6
70000.00
PA
USD
81125.69
0.006646608401
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CR89
290049.91
OU
Other Units
USD
310177.53
0.0254127709326
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CXN9
231738.52
OU
Other Units
USD
249618.07
0.0204511488422
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
4.00
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
035240AQ3
285000.00
PA
USD
334717.97
0.0274233633192
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128285Z9
1290000.00
PA
USD
1368332.23
0.1121071327143
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TBW7
300000.00
PA
USD
410784.39
0.0336554669378
Long
DBT
CORP
US
N
2
2059-01-23
Fixed
5.80
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HBJA7
215296.77
OU
Other Units
USD
231487.72
0.018965733598
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
4.00
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29279FAA7
95000.00
PA
USD
114228.14
0.0093586842215
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS INC
571748BJ0
65000.00
PA
USD
84717.83
0.0069409115731
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.90
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS
3130A0F70
500000.00
PA
USD
539988.56
0.0442411337195
Long
DBT
UST
US
N
2
2023-12-08
Fixed
3.375
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJ3B4
292139.94
OU
Other Units
USD
315678.06
0.0258634280414
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
4.00
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06367WHH9
500000.00
PA
USD
538032.07
0.0440808389612
Long
DBT
CORP
CA
N
2
2024-02-05
Fixed
3.30
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179T7K5
275800.39
OU
Other Units
USD
297555.48
0.0243786493914
Long
ABS-MBS
USGA
US
N
2
2048-08-01
Fixed
4.00
N
N
N
N
N
N
UBS COMMERCIAL MORTGAGE TRUST
N/A
UBS COMMERCIAL MORTGAGE TRUST 2018-C12
90353DAZ8
500000.00
OU
Other Units
USD
572224.50
0.0468822165826
Long
ABS-MBS
CORP
US
N
2
2051-08-01
Fixed
4.2962
N
N
N
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
EXPORT DEVELOPMENT CANADA
30216BHH8
300000.00
PA
USD
319024.91
0.0261376346624
Long
DBT
USGSE
CA
N
2
2024-02-21
Fixed
2.625
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TUC7
77772.34
OU
Other Units
USD
84996.75
0.006963763422
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SF6
1150000.00
PA
USD
1322005.86
0.1083116242874
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAH7
200000.00
PA
USD
225415.32
0.0184682233167
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DAQ5
92741.14
OU
Other Units
USD
98706.14
0.0080869704696
Long
ABS-MBS
USGA
US
N
2
2049-03-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C4F8
95888.83
OU
Other Units
USD
103040.68
0.0084420982963
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
4.00
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RHJ4
560000.00
PA
USD
636052.27
0.0521116105305
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C4X9
79862.34
OU
Other Units
USD
87097.61
0.00713588638
Long
ABS-MBS
USGA
US
N
2
2048-12-01
Fixed
4.50
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RHK1
110000.00
PA
USD
128425.84
0.0105218983907
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.85
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBE2
300000.00
PA
USD
363427.35
0.029775515964
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128286B1
4310000.00
PA
USD
4696468.95
0.3847805791042
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.625
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA/THE
064159MK9
500000.00
PA
USD
538610.99
0.0441282697385
Long
DBT
CORP
CA
N
2
2024-02-11
Fixed
3.40
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
VENTAS REALTY LP
92277GAQ0
200000.00
PA
USD
233902.29
0.0191635587412
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
4.875
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHQ5
300000.00
PA
USD
334903.48
0.0274385621091
Long
DBT
CORP
US
N
2
2030-02-07
Variable
3.974
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GXE9
500000.00
PA
USD
539571.68
0.0442069788407
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
3.625
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBD4
300000.00
PA
USD
341575.47
0.0279851966559
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CF0
100000.00
PA
USD
96583.91
0.0079130966727
Long
DBT
CORP
US
N
2
2059-03-01
Fixed
3.825
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO
88579YBG5
300000.00
PA
USD
330905.66
0.0271110216716
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.375
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785HW9
500000.00
PA
USD
513059.38
0.0420348324353
Long
DBT
CORP
XX
N
2
2022-05-20
Fixed
2.625
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP
29717PAT4
200000.00
PA
USD
223233.32
0.0182894525779
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CE3
200000.00
PA
USD
195678.03
0.0160318542511
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179T7L3
122103.80
OU
Other Units
USD
133417.08
0.0109308294915
Long
ABS-MBS
USGA
US
N
2
2048-08-01
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128286G0
2070000.00
PA
USD
2190925.20
0.1795019782319
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.375
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CV8
300000.00
PA
USD
350487.59
0.0287153645184
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
4.15
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
ARIZONA PUBLIC SERVICE CO
040555CY8
250000.00
PA
USD
291327.46
0.0238683892007
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.25
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO
202795JP6
250000.00
PA
USD
286392.82
0.0234640953244
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UEA6
202886.77
OU
Other Units
USD
219661.45
0.0179968101221
Long
ABS-MBS
USGA
US
N
2
2048-10-01
Fixed
4.50
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS CO
02361DAT7
250000.00
PA
USD
312174.98
0.0255764215339
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO/THE
260543CG6
300000.00
PA
USD
345765.53
0.0283284872707
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.375
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
FLORIDA POWER & LIGHT CO
341081FU6
200000.00
PA
USD
233971.13
0.019169198786
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.99
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO/THE
260543BJ1
500000.00
PA
USD
685288.94
0.0561455591411
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
7.375
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHS1
145000.00
PA
USD
168373.77
0.0137948227522
Long
DBT
CORP
US
N
2
2050-03-15
Variable
4.33
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJ4W7
68093.30
OU
Other Units
USD
73143.80
0.0059926540602
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q7HL4
69979.95
OU
Other Units
USD
74867.78
0.0061338993297
Long
ABS-MBS
USGA
US
N
2
2047-08-01
Fixed
3.50
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAW5
80000.00
PA
USD
93217.69
0.0076373030723
Long
DBT
CORP
US
N
2
2049-03-07
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JABQ0
49912.45
OU
Other Units
USD
53124.02
0.0043524382674
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JACW6
123093.59
OU
Other Units
USD
132656.74
0.0108685350169
Long
ABS-MBS
USGA
US
N
2
2049-03-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJ5G1
90382.10
OU
Other Units
USD
96240.45
0.007884957077
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
3.50
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EV1
65000.00
PA
USD
75591.27
0.0061931746926
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.00
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAV7
55000.00
PA
USD
63080.50
0.0051681702952
Long
DBT
CORP
US
N
2
2039-03-07
Fixed
3.90
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081ET6
100000.00
PA
USD
110671.28
0.0090672715314
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UGC0
202444.09
OU
Other Units
USD
216191.52
0.0177125195862
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128286L9
2500000.00
PA
USD
2671435.55
0.2188700764153
Long
DBT
UST
US
N
2
2026-03-31
Fixed
2.25
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND CO
549300LO13MQ9HYSTR83
ARCHER-DANIELS-MIDLAND CO
039483BL5
350000.00
PA
USD
373745.25
0.0306208590461
Long
DBT
CORP
US
N
2
2026-08-11
Fixed
2.50
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV
02364WBG9
200000.00
PA
USD
235019.00
0.0192550505248
Long
DBT
CORP
MX
N
2
2049-04-22
Fixed
4.375
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132Y33P7
58568.75
OU
Other Units
USD
63869.39
0.0052328038645
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C4G6
119807.95
OU
Other Units
USD
130960.86
0.0107295919737
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140H5TL5
118022.46
OU
Other Units
USD
125731.59
0.0103011591318
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TQQ1
144299.66
OU
Other Units
USD
155916.80
0.012774226176
Long
ABS-MBS
USGA
US
N
2
2048-01-01
Fixed
4.00
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AP8
300000.00
PA
USD
324485.10
0.0265849867246
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475AW5
200000.00
PA
USD
220860.34
0.0180950348934
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.45
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DS3
80000.00
PA
USD
95844.59
0.0078525243617
Long
DBT
CORP
US
N
2
2049-04-05
Fixed
4.55
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C7E8
75717.98
OU
Other Units
USD
81332.86
0.0066635817896
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QAJB7
112642.38
OU
Other Units
USD
123479.09
0.0101166123449
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
4.50
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DR5
80000.00
PA
USD
88490.35
0.0072499932354
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.65
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CZJ6
45256.11
OU
Other Units
USD
49284.19
0.0040378419128
Long
ABS-MBS
USGA
US
N
2
2048-08-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179T7M1
54182.06
OU
Other Units
USD
59364.04
0.0048636816153
Long
ABS-MBS
USGA
US
N
2
2048-08-01
Fixed
5.00
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC
931142EN9
90000.00
PA
USD
99861.68
0.0081816435858
Long
DBT
CORP
US
N
2
2029-07-08
Fixed
3.25
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967HA2
500000.00
PA
USD
742760.27
0.0608541714783
Long
DBT
CORP
US
N
2
2043-09-13
Fixed
6.675
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GFM6
500000.00
PA
USD
550624.27
0.0451125148989
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128286S4
196200.00
PA
USD
210911.17
0.0172799017721
Long
DBT
UST
US
N
2
2026-04-30
Fixed
2.375
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XCU8
200000.00
PA
USD
206857.65
0.0169477978469
Long
DBT
CORP
US
N
2
2022-07-08
Fixed
3.55
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128286R6
3309000.00
PA
USD
3497781.03
0.2865723641808
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.25
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC
03522AAH3
590000.00
PA
USD
699169.31
0.0572827745393
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KBK5
300000.00
PA
USD
349523.62
0.0286363866866
Long
DBT
CORP
US
N
2
2079-05-01
Variable
5.65
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC
03522AAG5
315000.00
PA
USD
348886.13
0.0285841572832
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CC1
300000.00
PA
USD
328727.81
0.0269325909414
Long
DBT
CORP
GB
N
2
2030-05-22
Variable
3.973
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
AON CORP
037389BC6
250000.00
PA
USD
278445.25
0.0228129528129
Long
DBT
CORP
US
N
2
2029-05-02
Fixed
3.75
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP
459200KC4
160000.00
PA
USD
188028.62
0.0154051399172
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.25
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP
459200JZ5
250000.00
PA
USD
274614.68
0.0224991151279
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP
459200KA8
220000.00
PA
USD
242046.20
0.019830787342
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JLYF5
116230.74
OU
Other Units
USD
126881.80
0.0103953955624
Long
ABS-MBS
USGA
US
N
2
2049-01-01
Fixed
4.50
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP
459200JY8
320000.00
PA
USD
344064.61
0.0281891313015
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128286X3
1540000.00
PA
USD
1636340.23
0.1340649641282
Long
DBT
UST
US
N
2
2026-05-31
Fixed
2.125
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UGD8
104635.78
OU
Other Units
USD
113590.74
0.0093064621917
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JJGJ2
18321.75
OU
Other Units
USD
19991.13
0.001637868505
Long
ABS-MBS
USGA
US
N
2
2048-12-01
Fixed
4.50
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785HX7
160000.00
PA
USD
169205.72
0.0138629842169
Long
DBT
CORP
XX
N
2
2024-06-24
Fixed
2.25
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
WASTE MANAGEMENT INC
94106LBK4
250000.00
PA
USD
298598.90
0.0244641365428
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.15
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DBG6
105573.26
OU
Other Units
USD
113475.84
0.0092970484622
Long
ABS-MBS
USGA
US
N
2
2049-04-01
Fixed
4.00
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP
459200KB6
105000.00
PA
USD
121739.66
0.0099741012606
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
4.15
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128286T2
2000000.00
PA
USD
2141679.68
0.1754673045429
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.375
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UCB6
269479.88
OU
Other Units
USD
290839.33
0.0238283968264
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810ET1
550000.00
PA
USD
696888.67
0.0570959222489
Long
DBT
UST
US
N
2
2025-02-15
Fixed
7.625
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128286U9
3705000.00
PA
USD
3784119.98
0.3100320459489
Long
DBT
UST
US
N
2
2022-05-15
Fixed
2.125
N
N
N
N
N
N
REINSURANCE GROUP OF AMERICA INC
LORM1GNEU1DKEW527V90
REINSURANCE GROUP OF AMERICA INC
759351AN9
250000.00
PA
USD
275399.91
0.0225634488342
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.90
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AU3
250000.00
PA
USD
295423.67
0.0242039907074
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RJL7
300000.00
PA
USD
348737.75
0.0285720005453
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.85
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC
49271VAG5
107000.00
PA
USD
114503.98
0.0093812837268
Long
DBT
CORP
US
N
2
2023-05-25
Fixed
4.057
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UEB4
72550.58
OU
Other Units
USD
79668.84
0.0065272490286
Long
ABS-MBS
USGA
US
N
2
2048-10-01
Fixed
5.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SH2
1871000.00
PA
USD
2102061.18
0.1722213703026
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.875
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBT6
110000.00
PA
USD
136567.16
0.0111889147934
Long
DBT
CORP
GB
N
2
2059-06-19
Fixed
5.125
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BX6
110000.00
PA
USD
122383.28
0.0100268328934
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DDN9
9946.82
OU
Other Units
USD
11047.38
0.0009051092042
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UH54
101040.29
OU
Other Units
USD
109613.59
0.0089806152424
Long
ABS-MBS
USGA
US
N
2
2048-12-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C7K4
98408.27
OU
Other Units
USD
104721.67
0.0085798214054
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DAR3
89347.45
OU
Other Units
USD
96033.50
0.0078680017129
Long
ABS-MBS
USGA
US
N
2
2049-03-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DBH4
135862.20
OU
Other Units
USD
148275.92
0.012148210703
Long
ABS-MBS
USGA
US
N
2
2049-04-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C7G3
30327.15
OU
Other Units
USD
33682.71
0.0027596163836
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
5.00
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BY4
50000.00
PA
USD
60752.86
0.0049774673061
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.125
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AS7
190000.00
PA
USD
201727.13
0.016527455569
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XAW0
90000.00
PA
USD
99193.92
0.0081269341685
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.80
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128286Y1
4425000.00
PA
USD
4508314.43
0.36936512423
Long
DBT
UST
US
N
2
2022-06-15
Fixed
1.75
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AV0
100000.00
PA
USD
116873.14
0.0095753884396
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AU2
190000.00
PA
USD
206095.47
0.0168853526216
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BZ1
100000.00
PA
USD
123216.75
0.0100951188914
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128286Z8
1570000.00
PA
USD
1637859.58
0.1341894441107
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP
701094AP9
40000.00
PA
USD
45450.13
0.003723718293
Long
DBT
CORP
US
N
2
2049-06-14
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128287B0
2126000.00
PA
USD
2232092.37
0.1828747946354
Long
DBT
UST
US
N
2
2026-06-30
Fixed
1.875
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DCF7
9035.49
OU
Other Units
USD
10035.27
0.0008221872737
Long
ABS-MBS
USGA
US
N
2
2049-05-01
Fixed
5.00
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468J1
100000.00
PA
USD
105654.20
0.0086562233655
Long
DBT
CORP
US
N
2
2025-07-22
Variable
2.72
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JACX4
97163.67
OU
Other Units
USD
103366.70
0.008468809037
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828Y95
1320000.00
PA
USD
1385484.38
0.1135124042662
Long
DBT
UST
US
N
2
2026-07-31
Fixed
1.875
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UKX9
105919.59
OU
Other Units
USD
113729.78
0.0093178537057
Long
ABS-MBS
USGA
US
N
2
2049-01-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DB92
100317.39
OU
Other Units
USD
106766.46
0.0087473505616
Long
ABS-MBS
USGA
US
N
2
2049-05-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UGE6
26326.17
OU
Other Units
USD
28854.37
0.0023640316408
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
5.00
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
05531FBH5
200000.00
PA
USD
211367.18
0.0173172625625
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HPW45
61065.02
OU
Other Units
USD
66187.38
0.0054227162314
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UKZ4
35568.59
OU
Other Units
USD
39010.36
0.0031961094753
Long
ABS-MBS
USGA
US
N
2
2049-01-01
Fixed
5.00
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO
88579YBH3
345000.00
PA
USD
359381.90
0.0294440732119
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
2.00
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP
125523AF7
67000.00
PA
USD
71566.24
0.0058634049462
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP
125523AG5
130000.00
PA
USD
146220.42
0.011979804079
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.125
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132ADPD4
101052.22
OU
Other Units
USD
108559.87
0.0088942842145
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5D85
75148.43
OU
Other Units
USD
82316.65
0.0067441834693
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
4.00
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP
125523AH3
230000.00
PA
USD
263580.65
0.021595099686
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4EA0
103849.70
OU
Other Units
USD
110373.90
0.009042907259
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
3.50
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK
4581X0DJ4
80000.00
PA
USD
84047.26
0.0068859719332
Long
DBT
CORP
XX
N
2
2026-07-23
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DBA9
89308.92
OU
Other Units
USD
95487.95
0.0078233049317
Long
ABS-MBS
USGA
US
N
2
2034-04-01
Fixed
3.50
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
TOTAL CAPITAL INTERNATIONAL SA
89153VAT6
170000.00
PA
USD
178709.35
0.0146416143524
Long
DBT
CORP
FR
N
2
2030-01-10
Fixed
2.829
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132AD3U0
213149.96
OU
Other Units
USD
232312.80
0.0190333322053
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
4.50
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO
88579YBJ9
390000.00
PA
USD
400378.57
0.0328029205911
Long
DBT
CORP
US
N
2
2029-08-26
Fixed
2.375
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAZ5
230000.00
PA
USD
222414.04
0.0182223291633
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.095
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
045167EN9
170000.00
PA
USD
173574.27
0.0142208984748
Long
DBT
CORP
XX
N
2
2022-07-19
Fixed
1.875
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAY8
430000.00
PA
USD
423952.51
0.0347343278635
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.995
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132ADPG7
47329.56
OU
Other Units
USD
49665.83
0.0040691095869
Long
ABS-MBS
USGA
US
N
2
2048-10-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5J63
91800.83
OU
Other Units
USD
98725.96
0.0080885943175
Long
ABS-MBS
USGA
US
N
2
2048-08-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q9SP9
125195.45
OU
Other Units
USD
133582.96
0.0109444200003
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
3.50
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
TOTAL CAPITAL INTERNATIONAL SA
89153VAU3
50000.00
PA
USD
50971.76
0.0041761041198
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
3.461
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CN3
125000.00
PA
USD
125543.23
0.010285726842
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHV4
130000.00
PA
USD
137934.10
0.011300907861
Long
DBT
CORP
US
N
2
2030-07-23
Variable
3.194
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DG2
100000.00
PA
USD
106725.33
0.0087439807906
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UH62
37836.01
OU
Other Units
USD
41451.54
0.0033961147695
Long
ABS-MBS
USGA
US
N
2
2048-12-01
Fixed
5.00
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
500769JB1
210000.00
PA
USD
214387.31
0.0175647010919
Long
DBT
CORP
DE
N
2
2022-08-22
Fixed
1.75
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828Y87
760000.00
PA
USD
793339.06
0.06499807966
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132AEEY8
48766.50
OU
Other Units
USD
51875.22
0.0042501243817
Long
ABS-MBS
USGA
US
N
2
2049-05-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3131XPUE6
247878.23
OU
Other Units
USD
275220.52
0.0225487514544
Long
ABS-MBS
USGA
US
N
2
2044-02-01
Fixed
4.00
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CQ6
125000.00
PA
USD
121934.66
0.009990077564
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5JQ9
101369.98
OU
Other Units
USD
108070.32
0.0088541754999
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
3.50
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CR4
125000.00
PA
USD
121461.37
0.0099513010274
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFK5
50000.00
PA
USD
52649.55
0.0043135650537
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.625
N
N
N
N
N
N
PUGET SOUND ENERGY INC
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENERGY INC
745332CJ3
150000.00
PA
USD
153178.42
0.0125498713568
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.25
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBE5
220000.00
PA
USD
225902.83
0.0185081648945
Long
DBT
CORP
US
N
2
2030-10-15
Variable
2.739
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687FL5
225000.00
PA
USD
223849.34
0.0183399229494
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBD3
155000.00
PA
USD
163045.82
0.0133583050815
Long
DBT
CORP
US
N
2
2026-08-16
Fixed
2.275
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3131XVKA2
657126.60
OU
Other Units
USD
693902.55
0.0568512701507
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.00
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687FM3
225000.00
PA
USD
210361.57
0.0172348731754
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SJ8
1905000.00
PA
USD
1888591.70
0.1547318668033
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
31329NVV7
150358.19
OU
Other Units
USD
160774.22
0.0131721934362
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828YD6
1370000.00
PA
USD
1401654.49
0.1148372175155
Long
DBT
UST
US
N
2
2026-08-31
Fixed
1.375
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UPB2
130520.18
OU
Other Units
USD
141310.85
0.0115775641818
Long
ABS-MBS
USGA
US
N
2
2049-03-01
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828YE4
1770000.00
PA
USD
1818640.43
0.1490007759633
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.25
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBF2
230000.00
PA
USD
240023.94
0.0196651040633
Long
DBT
CORP
US
N
2
2025-10-15
Variable
2.301
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132AD6Q6
107832.10
OU
Other Units
USD
119762.98
0.0098121523404
Long
ABS-MBS
USGA
US
N
2
2049-03-01
Fixed
5.00
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687FK7
150000.00
PA
USD
155267.89
0.0127210611347
Long
DBT
CORP
US
N
2
2024-08-30
Fixed
1.75
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL ELECTRIC UTILITIES CORP
69351UAW3
250000.00
PA
USD
244426.53
0.0200258072102
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DC26
271134.14
OU
Other Units
USD
295730.72
0.0242291472406
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5JC0
74316.08
OU
Other Units
USD
79430.05
0.0065076850209
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.50
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VEU4
977000.00
PA
USD
1105709.39
0.0905905061727
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.016
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBU3
75000.00
PA
USD
83569.14
0.0068467996758
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FLN91
400000.00
OU
Other Units
USD
455786.64
0.0373424905294
Long
ABS-MBS
USGA
US
N
2
2029-03-01
Fixed
3.505
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DC67
36688.49
OU
Other Units
USD
39045.24
0.0031989671854
Long
ABS-MBS
USGA
US
N
2
2049-07-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
31329NTH1
153745.64
OU
Other Units
USD
164428.41
0.0134715803499
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.50
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DQ0
75000.00
PA
USD
74080.79
0.006069421427
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
2.95
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UQ47
129814.52
OU
Other Units
USD
137791.23
0.011289202556
Long
ABS-MBS
USGA
US
N
2
2049-04-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C4W1
108896.94
OU
Other Units
USD
117084.11
0.0095926731613
Long
ABS-MBS
USGA
US
N
2
2048-12-01
Fixed
4.00
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DM9
135000.00
PA
USD
140688.61
0.0115265842073
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
1.80
N
N
N
N
N
N
FANNIEMAE-ACES
B1V7KEBTPIMZEU4LTD58
FANNIE MAE-ACES
3136B5NV3
500000.00
OU
Other Units
USD
546560.20
0.0447795466147
Long
ABS-MBS
USGA
US
N
2
2029-06-01
Variable
2.885
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UMK5
133405.71
OU
Other Units
USD
142309.07
0.0116593481079
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
3.50
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DP2
120000.00
PA
USD
122428.57
0.0100305434923
Long
DBT
CORP
US
N
2
2029-09-11
Fixed
2.20
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807DH7
65000.00
PA
USD
62727.88
0.0051392802229
Long
DBT
CORP
US
N
2
2049-09-13
Fixed
3.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5DX0
75875.04
OU
Other Units
USD
82088.82
0.0067255174118
Long
ABS-MBS
USGA
US
N
2
2045-06-01
Fixed
3.50
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC
931142EP4
200000.00
PA
USD
202659.68
0.0166038591677
Long
DBT
CORP
US
N
2
2049-09-24
Fixed
2.95
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450YAE3
95000.00
PA
USD
100456.51
0.0082303778656
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC
16412XAC9
180000.00
PA
USD
206181.45
0.0168923969425
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.875
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC
74432QCF0
75000.00
PA
USD
81146.66
0.0066483264681
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
3.70
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENERGY CO
595620AV7
125000.00
PA
USD
128336.04
0.0105145410981
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3131XYNZ8
150296.90
OU
Other Units
USD
160720.23
0.0131677700484
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UMN9
79858.00
OU
Other Units
USD
87621.51
0.0071788093818
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
5.00
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA/THE
064159SH0
180000.00
PA
USD
184752.53
0.0151367306461
Long
DBT
CORP
CA
N
2
2022-11-15
Fixed
2.00
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP
89236TGL3
370000.00
PA
USD
388043.88
0.0317923423861
Long
DBT
CORP
US
N
2
2024-10-07
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132ADPE2
114705.10
OU
Other Units
USD
125157.20
0.0102540994964
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WHYA4
202020.70
OU
Other Units
USD
213412.02
0.0174847958152
Long
ABS-MBS
USGA
US
N
2
2046-09-01
Fixed
3.00
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER O
5493001DTG5N7T8BG747
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A
34528QHA5
150000.00
OU
Other Units
USD
153999.84
0.0126171701012
Long
ABS-MBS
CORP
US
N
2
2024-09-15
Fixed
2.23
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UMM1
223271.37
OU
Other Units
USD
242176.84
0.019841490646
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132AEBH8
49585.31
OU
Other Units
USD
53322.71
0.0043687168916
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WH5G3
62027.28
OU
Other Units
USD
64845.41
0.0053127689499
Long
ABS-MBS
USGA
US
N
2
2031-10-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828YH7
3355000.00
PA
USD
3475242.66
0.284725800911
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.50
N
N
N
N
N
N
TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89114QCD8
300000.00
PA
USD
308110.77
0.0252434417795
Long
DBT
CORP
CA
N
2
2022-12-01
Fixed
1.90
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHW2
200000.00
PA
USD
210079.40
0.0172117550548
Long
DBT
CORP
US
N
2
2025-10-22
Variable
2.456
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4DF0
330626.87
OU
Other Units
USD
352812.49
0.02890584302
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
3.50
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175BT0
300000.00
PA
USD
331011.38
0.0271196832859
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FVWN2
451777.50
OU
Other Units
USD
486166.24
0.0398314838998
Long
ABS-MBS
USGA
US
N
2
2047-07-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828YG9
239000.00
PA
USD
247491.03
0.0202768809631
Long
DBT
UST
US
N
2
2026-09-30
Fixed
1.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4WN2
253254.42
OU
Other Units
USD
267297.24
0.0218995990168
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3131YAZR4
135895.20
OU
Other Units
USD
146126.76
0.0119721305376
Long
ABS-MBS
USGA
US
N
2
2049-04-01
Fixed
4.00
N
N
N
N
N
N
MT SINAI HOSPITAL
549300IJEDK5LH7YPT15
MOUNT SINAI HOSPITALS GROUP INC
623115AE2
300000.00
PA
USD
317875.38
0.0260434539441
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.737
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SK5
585000.00
PA
USD
596071.58
0.04883600215
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.375
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBH2
200000.00
PA
USD
217053.59
0.0177831487753
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.875
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SQW0
213491.72
OU
Other Units
USD
229355.62
0.0187910511543
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.50
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CE7
400000.00
PA
USD
419277.13
0.0343512750971
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.633
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271AQ2
300000.00
PA
USD
368116.68
0.0301597116506
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
4.85
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FLYV0
400000.00
OU
Other Units
USD
450009.68
0.0368691855767
Long
ABS-MBS
USGA
US
N
2
2029-04-01
Fixed
3.298
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UN99
219419.64
OU
Other Units
USD
233249.45
0.019110071716
Long
ABS-MBS
USGA
US
N
2
2049-03-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828YV6
1485000.00
PA
USD
1538338.19
0.1260356804033
Long
DBT
UST
US
N
2
2024-11-30
Fixed
1.50
N
N
N
N
N
N
ESTEE LAUDER COS INC/THE
549300VFZ8XJ9NUPU221
ESTEE LAUDER COS INC/THE
29736RAN0
320000.00
PA
USD
335433.72
0.0274820045457
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.00
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475AY1
500000.00
PA
USD
528182.67
0.0432738799721
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.20
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
CORNING INC
219350BP9
300000.00
PA
USD
332340.05
0.0272285409016
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.90
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5JT3
117364.90
OU
Other Units
USD
128430.55
0.0105222842799
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5JX4
168018.52
OU
Other Units
USD
180899.23
0.0148210306977
Long
ABS-MBS
USGA
US
N
2
2048-07-01
Fixed
4.00
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BJ8
150000.00
PA
USD
152459.48
0.0124909687743
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
ISRAEL GOVERNMENT INTERNATIONAL BOND
4651387M1
300000.00
PA
USD
317547.29
0.0260165736088
Long
DBT
USGSE
IL
N
2
2023-06-30
Fixed
3.15
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DGK2
47224.67
OU
Other Units
USD
49055.89
0.0040191373484
Long
ABS-MBS
USGA
US
N
2
2049-10-01
Fixed
2.50
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785JA5
300000.00
PA
USD
301986.49
0.0247416809822
Long
DBT
CORP
XX
N
2
2029-10-09
Fixed
1.625
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
JAPAN BANK FOR INTERNATIONAL COOPERATION
471048CF3
300000.00
PA
USD
307049.04
0.0251564544943
Long
DBT
USGSE
JP
N
2
2029-10-17
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5CJ2
147854.17
OU
Other Units
USD
162399.84
0.0133053800944
Long
ABS-MBS
USGA
US
N
2
2044-07-01
Fixed
4.00
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA
N/A
JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST
477143AH4
289026.43
PA
USD
292440.87
0.023959610616
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.75
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475AZ8
300000.00
PA
USD
308220.04
0.0252523942445
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5AM7
503224.82
OU
Other Units
USD
536098.53
0.0439224244909
Long
ABS-MBS
USGA
US
N
2
2043-05-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5AX3
543584.80
OU
Other Units
USD
579095.27
0.0474451371273
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828YK0
973000.00
PA
USD
990863.68
0.0811812245886
Long
DBT
UST
US
N
2
2022-10-15
Fixed
1.375
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UCC4
62059.29
OU
Other Units
USD
67416.14
0.0055233882447
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
4.50
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582CD2
400000.00
PA
USD
408432.59
0.0334627845256
Long
DBT
CORP
NL
N
2
2029-11-07
Fixed
2.375
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828YM6
2050000.00
PA
USD
2123391.60
0.1739689665175
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5GA7
223482.81
OU
Other Units
USD
236344.57
0.0193636541582
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5GE9
236134.95
OU
Other Units
USD
250974.56
0.0205622857438
Long
ABS-MBS
USGA
US
N
2
2047-01-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132ACYH7
202875.68
OU
Other Units
USD
217970.75
0.017858291475
Long
ABS-MBS
USGA
US
N
2
2048-10-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X3AX6
121268.25
OU
Other Units
USD
130042.90
0.0106543837302
Long
ABS-MBS
USGA
US
N
2
2049-03-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5EC5
277012.04
OU
Other Units
USD
303092.42
0.0248322895629
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
4.00
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687FB7
110000.00
PA
USD
137584.09
0.0112722316253
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.75
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
EQUIFAX INC
294429AQ8
400000.00
PA
USD
423915.61
0.0347313046554
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC
26442CAZ7
400000.00
PA
USD
404412.78
0.0331334424526
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.20
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBV4
300000.00
PA
USD
317903.36
0.0260457463388
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DHM7
171260.37
OU
Other Units
USD
182249.56
0.014931662912
Long
ABS-MBS
USGA
US
N
2
2049-11-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SSP3
405003.78
OU
Other Units
USD
428953.79
0.0351440815392
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9GM7
173301.64
OU
Other Units
USD
184755.83
0.0151370010144
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179USW3
39602.47
OU
Other Units
USD
43381.20
0.0035542113523
Long
ABS-MBS
USGA
US
N
2
2049-05-01
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5GW9
147119.36
OU
Other Units
USD
157485.82
0.0129027756098
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Fixed
3.50
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO
844741BF4
300000.00
PA
USD
302769.47
0.0248058303465
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X5LN1
160268.11
OU
Other Units
USD
167790.44
0.0137470306646
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3.00
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP
29717PAV9
400000.00
PA
USD
400608.65
0.0328217709905
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
TRAVELERS COS INC/THE
89417EAN9
300000.00
PA
USD
352755.53
0.0289011763008
Long
DBT
CORP
US
N
2
2048-03-07
Fixed
4.05
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06367WRC9
300000.00
PA
USD
308076.53
0.0252406365045
Long
DBT
CORP
CA
N
2
2022-11-01
Fixed
2.05
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST
N/A
CARMAX AUTO OWNER TRUST 2019-4
14315WAD2
186000.00
OU
Other Units
USD
189769.25
0.0155477493173
Long
ABS-MBS
CORP
US
N
2
2024-11-15
Fixed
2.02
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3135G0W66
500000.00
PA
USD
520503.43
0.0426447216735
Long
DBT
UST
US
N
2
2024-10-15
Fixed
1.625
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477BF9
225000.00
PA
USD
234762.33
0.019234021613
Long
DBT
CORP
US
N
2
2034-11-01
Variable
3.031
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TQN8
189589.66
OU
Other Units
USD
200471.07
0.0164245468732
Long
ABS-MBS
USGA
US
N
2
2048-01-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QBF60
69613.73
OU
Other Units
USD
72925.60
0.0059747769863
Long
ABS-MBS
USGA
US
N
2
2049-07-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JAPG7
224822.86
OU
Other Units
USD
237531.94
0.0194609350986
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
3.00
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC
26442CBA1
200000.00
PA
USD
204170.71
0.0167276574946
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.45
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CBF0
205237.14
OU
Other Units
USD
217089.89
0.0177861228257
Long
ABS-MBS
USGA
US
N
2
2046-09-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128283J7
520000.00
PA
USD
550336.72
0.0450889559961
Long
DBT
UST
US
N
2
2024-11-30
Fixed
2.125
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5EN1
328170.02
OU
Other Units
USD
347406.09
0.0284628979596
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828YU8
1415000.00
PA
USD
1463668.26
0.1199179908768
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WKWZ4
70501.33
OU
Other Units
USD
76678.21
0.0062822274271
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5AU9
170422.52
OU
Other Units
USD
181555.39
0.0148747897297
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Fixed
3.00
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS
313381BR5
1000000.00
PA
USD
1027679.00
0.0841974949612
Long
DBT
UST
US
N
2
2022-12-09
Fixed
1.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DFQ0
147387.94
OU
Other Units
USD
154400.01
0.0126499559337
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828Z29
1870000.00
PA
USD
1913389.83
0.15676357167
Long
DBT
UST
US
N
2
2023-01-15
Fixed
1.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TJW6
214196.22
OU
Other Units
USD
226682.54
0.0185720463485
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
3.00
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78015K7D0
200000.00
PA
USD
205783.18
0.0168597667765
Long
DBT
CORP
CA
N
2
2023-01-17
Fixed
1.95
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828Z78
425000.00
PA
USD
436114.74
0.0357307764619
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UQ54
329828.52
OU
Other Units
USD
353951.82
0.0289991880548
Long
ABS-MBS
USGA
US
N
2
2049-04-01
Fixed
4.00
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
459058HT3
300000.00
PA
USD
311451.96
0.025517184678
Long
DBT
CORP
XX
N
2
2025-01-15
Fixed
1.625
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UUK6
367560.22
OU
Other Units
USD
394164.64
0.0322938147907
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
4.00
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785JB3
200000.00
PA
USD
207719.57
0.0170184147466
Long
DBT
CORP
XX
N
2
2025-03-14
Fixed
1.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JQRZ8
163144.92
OU
Other Units
USD
171140.28
0.0140214822556
Long
ABS-MBS
USGA
US
N
2
2049-08-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X5FA6
142791.26
OU
Other Units
USD
152990.79
0.0125344988757
Long
ABS-MBS
USGA
US
N
2
2049-05-01
Fixed
4.00
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL CO LTD
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL CO LTD
874060AW6
200000.00
PA
USD
238017.26
0.0195006972503
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X3AW8
127318.10
OU
Other Units
USD
135149.24
0.0110727449465
Long
ABS-MBS
USGA
US
N
2
2049-07-01
Fixed
3.50
N
N
N
N
N
N
BANK
N/A
BANK 2019-BNK21
06540BBD0
400000.00
OU
Other Units
USD
422442.48
0.0346106114664
Long
ABS-MBS
CORP
US
N
2
2052-10-03
Fixed
2.851
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X5EJ8
152812.17
OU
Other Units
USD
164705.21
0.0134942585078
Long
ABS-MBS
USGA
US
N
2
2048-04-01
Fixed
4.00
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC
25243YBB4
300000.00
PA
USD
305199.57
0.025004927859
Long
DBT
CORP
GB
N
2
2029-10-24
Fixed
2.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DHK1
198112.10
OU
Other Units
USD
205794.23
0.0168606721004
Long
ABS-MBS
USGA
US
N
2
2049-11-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X5DR1
99139.16
OU
Other Units
USD
106923.86
0.008760246306
Long
ABS-MBS
USGA
US
N
2
2048-07-01
Fixed
3.50
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHX0
300000.00
PA
USD
311396.06
0.0255126048044
Long
DBT
CORP
US
N
2
2030-10-22
Variable
2.884
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
683234C89
300000.00
PA
USD
307700.85
0.0252098571318
Long
DBT
USGSE
CA
N
2
2023-01-24
Fixed
1.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SLR6
211885.25
OU
Other Units
USD
223962.17
0.0183491670843
Long
ABS-MBS
USGA
US
N
2
2046-09-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4SD9
131348.92
OU
Other Units
USD
140816.35
0.0115370499149
Long
ABS-MBS
USGA
US
N
2
2048-12-01
Fixed
4.00
N
N
N
N
N
N
FANNIEMAE-ACES
B1V7KEBTPIMZEU4LTD58
FANNIE MAE-ACES
3136B4KB3
200000.00
OU
Other Units
USD
222593.42
0.0182370257238
Long
ABS-MBS
USGA
US
N
2
2029-02-01
Fixed
3.273
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DES7
207963.97
OU
Other Units
USD
217858.02
0.0178490555331
Long
ABS-MBS
USGA
US
N
2
2049-07-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5F59
184262.86
OU
Other Units
USD
196038.74
0.0160614071352
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5J22
62423.53
OU
Other Units
USD
68122.46
0.0055812568735
Long
ABS-MBS
USGA
US
N
2
2048-07-01
Fixed
4.50
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214EJ8
300000.00
PA
USD
308966.31
0.0253135359673
Long
DBT
CORP
AU
N
2
2023-01-13
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WH6L1
188700.81
OU
Other Units
USD
198867.99
0.0162932069118
Long
ABS-MBS
USGA
US
N
2
2046-10-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3131XVMS1
180942.63
OU
Other Units
USD
190756.51
0.0156286352932
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5A21
211901.60
OU
Other Units
USD
226658.22
0.0185700538167
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DGL0
77677.75
OU
Other Units
USD
81373.33
0.0066668974871
Long
ABS-MBS
USGA
US
N
2
2049-10-01
Fixed
3.00
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAQ6
200000.00
PA
USD
208336.07
0.0170689244443
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
045167ER0
100000.00
PA
USD
102167.93
0.0083705940973
Long
DBT
CORP
XX
N
2
2030-01-24
Fixed
1.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DHD7
98992.89
OU
Other Units
USD
103470.33
0.0084772994182
Long
ABS-MBS
USGA
US
N
2
2034-11-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FPFH7
169317.44
OU
Other Units
USD
181206.40
0.0148461970624
Long
ABS-MBS
USGA
US
N
2
2047-07-01
Fixed
3.50
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468L6
175000.00
PA
USD
179000.15
0.014665439527
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.699
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK
4581X0DK1
150000.00
PA
USD
156321.89
0.0128074151029
Long
DBT
CORP
XX
N
2
2025-03-14
Fixed
1.75
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAR4
300000.00
PA
USD
316683.59
0.0259458108741
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT ACCOUN
549300Y4SA5G3GIJTP18
AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST
02587AAN4
100000.00
OU
Other Units
USD
102405.20
0.0083900335717
Long
ABS-MBS
CORP
US
N
2
2024-11-15
Fixed
2.67
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL CO LTD
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL CO LTD
874060AT3
200000.00
PA
USD
218706.08
0.0179185368863
Long
DBT
CORP
JP
N
2
2023-11-26
Fixed
4.40
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
JAPAN BANK FOR INTERNATIONAL COOPERATION
471048CG1
200000.00
PA
USD
204950.51
0.0167915463223
Long
DBT
USGSE
JP
N
2
2023-01-23
Fixed
1.75
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5EY7
861203.53
OU
Other Units
USD
928271.66
0.0760530753431
Long
ABS-MBS
USGA
US
N
2
2046-03-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828YW4
500000.00
PA
USD
512148.44
0.0419601993388
Long
DBT
UST
US
N
2
2022-12-15
Fixed
1.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CQG2
236881.53
OU
Other Units
USD
247587.31
0.0202847691605
Long
ABS-MBS
USGA
US
N
2
2032-10-01
Fixed
2.50
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO/THE
260543CX9
250000.00
PA
USD
276054.64
0.0226170907067
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.625
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
NATIONAL AUSTRALIA BANK LTD/NEW YORK
63254ABC1
250000.00
PA
USD
256566.41
0.0210204246785
Long
DBT
CORP
AU
N
2
2022-12-13
Fixed
1.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JXRN0
187844.63
OU
Other Units
USD
197068.22
0.0161457521857
Long
ABS-MBS
USGA
US
N
2
2049-10-01
Fixed
3.00
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK
07330NAT2
250000.00
PA
USD
262343.35
0.0214937279926
Long
DBT
CORP
US
N
2
2024-12-06
Fixed
2.15
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4WD4
168226.97
OU
Other Units
USD
179480.96
0.0147048321754
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132AEKT2
66500.67
OU
Other Units
USD
71441.87
0.0058532153418
Long
ABS-MBS
USGA
US
N
2
2049-03-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UV90
144302.39
OU
Other Units
USD
154762.69
0.0126796702194
Long
ABS-MBS
USGA
US
N
2
2049-07-01
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810QD3
535000.00
PA
USD
726513.28
0.059523059469
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.375
N
N
N
N
N
N
ESTEE LAUDER COS INC/THE
549300VFZ8XJ9NUPU221
ESTEE LAUDER COS INC/THE
29736RAP5
300000.00
PA
USD
309075.91
0.0253225154691
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.375
N
N
N
N
N
N
BROADRIDGE FINANCIAL SOLUTIONS INC
549300KZDJZQ2YIHRC28
BROADRIDGE FINANCIAL SOLUTIONS INC
11133TAD5
150000.00
PA
USD
154570.27
0.0126639052948
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.90
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP TEXAS INC
00108WAK6
200000.00
PA
USD
200297.90
0.0164103590965
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5EB7
236259.48
OU
Other Units
USD
255533.12
0.0209357674756
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
3.50
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687DZ6
250000.00
PA
USD
347716.61
0.028488338789
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
6.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DEU2
78610.90
OU
Other Units
USD
84503.97
0.0069233900744
Long
ABS-MBS
USGA
US
N
2
2049-08-01
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828YX2
2275000.00
PA
USD
2368266.10
0.1940314758029
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.75
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBZ5
95000.00
PA
USD
95555.87
0.0078288696011
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UQ62
52668.92
OU
Other Units
USD
57174.49
0.0046842923069
Long
ABS-MBS
USGA
US
N
2
2049-04-01
Fixed
4.50
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
NOVARTIS CAPITAL CORP
66989HAR9
390000.00
PA
USD
396513.18
0.0324862301118
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.20
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAPITAL CORP
24422EVC0
200000.00
PA
USD
208704.61
0.0170991188385
Long
DBT
CORP
US
N
2
2025-01-09
Fixed
2.05
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271AK5
300000.00
PA
USD
336792.60
0.0275933372594
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2J1
545000.00
PA
USD
551222.68
0.0451615424873
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.572
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAL0
250000.00
PA
USD
243581.47
0.0199565716463
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.95
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP
22160KAP0
200000.00
PA
USD
193539.58
0.0158566515535
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DFF4
174981.57
OU
Other Units
USD
181766.77
0.0148921080426
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828YQ7
876000.00
PA
USD
906471.80
0.0742670180212
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.625
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP
89236TGT6
400000.00
PA
USD
414125.54
0.0339292065591
Long
DBT
CORP
US
N
2
2025-02-13
Fixed
1.80
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHZ5
470000.00
PA
USD
471730.84
0.0386487950264
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.496
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CPM0
49157.11
OU
Other Units
USD
51644.28
0.0042312035227
Long
ABS-MBS
USGA
US
N
2
2037-09-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DKQ4
325729.46
OU
Other Units
USD
338360.16
0.0277217670757
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SL3
1145000.00
PA
USD
1074220.21
0.088010605178
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
STATE OF ISRAEL
46513JXN6
300000.00
PA
USD
309205.20
0.025333108168
Long
DBT
USGSE
IL
N
2
2050-01-15
Fixed
3.375
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5E84
596360.58
OU
Other Units
USD
644146.01
0.0527747287151
Long
ABS-MBS
USGA
US
N
2
2046-04-01
Fixed
3.50
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBP5
35000.00
PA
USD
34232.49
0.0028046597276
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.00
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CU2
70000.00
PA
USD
70994.56
0.0058165673404
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.45
N
N
N
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE
437076CD2
500000.00
PA
USD
528693.41
0.0433157247783
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
NOVARTIS CAPITAL CORP
66989HAS7
60000.00
PA
USD
57767.03
0.0047328389675
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
FOX CORP
35137LAK1
335000.00
PA
USD
431155.46
0.0353244638363
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.576
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BR0
300000.00
PA
USD
342145.54
0.0280319023548
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.90
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAQ7
250000.00
PA
USD
286601.78
0.0234812153672
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
459058JB0
390000.00
PA
USD
389465.45
0.0319088112766
Long
DBT
CORP
XX
N
2
2025-04-22
Fixed
0.625
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBM2
370000.00
PA
USD
370905.37
0.0303881883561
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JWNT3
186807.47
OU
Other Units
USD
195881.14
0.0160484950049
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DKT8
191825.38
OU
Other Units
USD
200886.20
0.016458558375
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828Z86
1020000.00
PA
USD
1042471.88
0.0854094720856
Long
DBT
UST
US
N
2
2023-02-15
Fixed
1.375
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
TUCSON ELECTRIC POWER CO
898813AR1
250000.00
PA
USD
279997.02
0.0229400889583
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.00
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABA2
310000.00
PA
USD
336545.30
0.0275730760295
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
3.50
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS & ELECTRIC CO
797440BY9
250000.00
PA
USD
256652.06
0.0210274419625
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.32
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND
455780CS3
300000.00
PA
USD
333217.40
0.0273004219775
Long
DBT
USGSE
ID
N
2
2030-10-15
Fixed
3.85
N
N
N
N
N
IDAHO POWER CO
TN0LL73P2C8X3W6KM391
IDAHO POWER CO
45138LBF9
217000.00
PA
USD
254216.94
0.0208279331627
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.20
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAW5
345000.00
PA
USD
383381.25
0.0314103342241
Long
DBT
CORP
US
Y
2
2040-04-15
Fixed
4.375
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582CF7
250000.00
PA
USD
264400.99
0.0216623099462
Long
DBT
CORP
NL
N
2
2025-04-06
Fixed
2.375
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAL4
250000.00
PA
USD
273365.00
0.0223967291441
Long
DBT
USGSE
MX
N
2
2051-04-27
Fixed
5.00
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
53944YAL7
250000.00
PA
USD
272039.13
0.0222881009317
Long
DBT
CORP
GB
N
2
2025-07-09
Variable
3.87
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
035240AV2
100000.00
PA
USD
109264.06
0.008951978333
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBL9
390000.00
PA
USD
394338.64
0.0323080705691
Long
DBT
CORP
US
N
2
2031-04-22
Variable
2.522
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAJ9
300000.00
PA
USD
333864.00
0.0273533977611
Long
DBT
USGSE
MX
N
2
2025-04-27
Fixed
3.90
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UDG1
400000.00
PA
USD
431359.48
0.0353411791462
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.375
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBV6
700000.00
PA
USD
725215.37
0.0594167220128
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAM8
250000.00
PA
USD
259156.54
0.0212326334106
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.625
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123CJ8
300000.00
PA
USD
313441.39
0.0256801782027
Long
DBT
CORP
US
N
2
2050-04-09
Fixed
3.25
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBM7
75000.00
PA
USD
74925.98
0.0061386676418
Long
DBT
CORP
US
N
2
2041-04-22
Variable
3.109
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582CG5
250000.00
PA
USD
260274.83
0.0213242546431
Long
DBT
CORP
NL
N
2
2030-04-06
Fixed
2.75
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBJ8
250000.00
PA
USD
292151.39
0.0239358935888
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.80
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBM3
135000.00
PA
USD
138039.62
0.0113095530894
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.452
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBL5
250000.00
PA
USD
256344.71
0.0210022608504
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.571
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBN1
345000.00
PA
USD
353890.45
0.0289941600253
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61
N
N
N
N
N
N
TJX COS INC/THE
V167QI9I69W364E2DY52
TJX COS INC/THE
872540AR0
300000.00
PA
USD
328638.16
0.0269252459383
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABE4
695000.00
PA
USD
757932.25
0.0620972081752
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
3.875
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBK1
250000.00
PA
USD
258614.29
0.0211882069976
Long
DBT
CORP
US
N
2
2026-04-22
Variable
2.083
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC
10373QBL3
300000.00
PA
USD
330750.47
0.027098306992
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
3.633
N
N
N
N
N
MCCORMICK & CO INC/MD
549300JQQA6MQ4OJP259
MCCORMICK & CO INC/MD
579780AQ0
300000.00
PA
USD
303385.26
0.0248562818741
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
035240AU4
140000.00
PA
USD
161834.27
0.0132590430794
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
4.60
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
369604BW2
395000.00
PA
USD
429553.34
0.0351932025274
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.625
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
045167EU3
220000.00
PA
USD
219573.21
0.01798958064
Long
DBT
CORP
XX
N
2
2025-04-29
Fixed
0.625
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJB6
250000.00
PA
USD
251757.05
0.0206263949626
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.592
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78015K7G3
250000.00
PA
USD
256405.80
0.0210072659395
Long
DBT
CORP
CA
N
2
2023-04-17
Fixed
1.60
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
369604BX0
300000.00
PA
USD
335697.00
0.0275035750132
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
4.25
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
FOX CORP
35137LAG0
83000.00
PA
USD
90100.09
0.0073818788491
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.03
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2K8
145000.00
PA
USD
150249.40
0.0123098974479
Long
DBT
CORP
US
N
2
2026-02-11
Variable
2.164
N
N
N
N
N
N
ESTEE LAUDER COS INC/THE
549300VFZ8XJ9NUPU221
ESTEE LAUDER COS INC/THE
29736RAQ3
300000.00
PA
USD
311945.73
0.0255576391362
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.60
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582CH3
250000.00
PA
USD
251255.61
0.0205853121032
Long
DBT
CORP
NL
N
2
2050-04-06
Fixed
3.25
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
EVERGY KANSAS CENTRAL INC
30036FAA9
250000.00
PA
USD
262895.78
0.0215389884505
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
369604BY8
410000.00
PA
USD
457274.69
0.0374644061104
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4VV5
187871.15
OU
Other Units
USD
197926.06
0.0162160348119
Long
ABS-MBS
USGA
US
N
2
2049-02-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZE3
1525000.00
PA
USD
1485534.66
0.121709499805
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.625
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207AT2
300000.00
PA
USD
310215.80
0.0254159063845
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
2.75
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZC7
2105000.00
PA
USD
2150676.86
0.1762044413509
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.125
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508BJ2
400000.00
PA
USD
388830.64
0.0318568014449
Long
DBT
CORP
US
N
2
2030-05-04
Fixed
1.75
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBN5
360000.00
PA
USD
350559.98
0.0287212954139
Long
DBT
CORP
US
N
2
2051-04-22
Variable
3.109
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
CREDIT SUISSE AG/NEW YORK NY
22550L2C4
250000.00
PA
USD
266831.65
0.0218614533393
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MQ1
750000.00
PA
USD
804920.84
0.0659469721285
Long
DBT
CORP
US
N
2
2026-04-08
Variable
3.106
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA/THE
064159VK9
250000.00
PA
USD
256177.05
0.0209885245067
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
1.625
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAY1
250000.00
PA
USD
282308.75
0.0231294884449
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
4.50
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
ISRAEL GOVERNMENT INTERNATIONAL BOND
46513JB42
250000.00
PA
USD
279312.50
0.0228840063982
Long
DBT
USGSE
IL
N
2
2050-07-03
Fixed
3.875
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DV3J2
107811.33
OU
Other Units
USD
114693.80
0.009396835634
Long
ABS-MBS
USGA
US
N
2
2049-07-01
Fixed
3.50
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP
89236TGU3
250000.00
PA
USD
251491.87
0.0206046688286
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC
370334CL6
300000.00
PA
USD
311523.45
0.0255230418366
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.875
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC
654106AM5
300000.00
PA
USD
321179.65
0.0263141719958
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.375
N
N
N
N
N
N
STANLEY BLACK & DECKER INC
549300DJ09SMTO561131
STANLEY BLACK & DECKER INC
854502AL5
300000.00
PA
USD
304692.65
0.0249633960245
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.30
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BM1
300000.00
PA
USD
380862.43
0.0312039679032
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.75
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
FOX CORP
35137LAJ4
315000.00
PA
USD
395454.52
0.0323994943509
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.476
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EU8
300000.00
PA
USD
331976.66
0.0271987684457
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
3.625
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CS7
60000.00
PA
USD
59691.93
0.0048905455647
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.375
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG/NEW YORK NY
251526CB3
400000.00
PA
USD
433611.58
0.0355256931611
Long
DBT
CORP
DE
N
2
2025-11-26
Variable
3.961
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CR9
60000.00
PA
USD
60224.45
0.004934174801
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2N2
400000.00
PA
USD
414682.23
0.0339748160378
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.188
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP
459200KH3
100000.00
PA
USD
101238.84
0.0082944739756
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.70
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
459058JC8
200000.00
PA
USD
187000.74
0.0153209259544
Long
DBT
CORP
XX
N
2
2030-05-14
Fixed
0.875
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBJ4
300000.00
PA
USD
347964.38
0.0285086385259
Long
DBT
CORP
US
N
2
2031-03-24
Variable
4.493
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DW7
120000.00
PA
USD
111631.28
0.009145924102
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QBPL6
121846.64
OU
Other Units
USD
129668.33
0.0106236952996
Long
ABS-MBS
USGA
US
N
2
2049-05-01
Fixed
3.50
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2Q5
400000.00
PA
USD
395534.78
0.0324060700335
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.068
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EL8
400000.00
PA
USD
420204.49
0.0344272534803
Long
DBT
CORP
US
N
2
2029-07-29
Fixed
2.625
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122DE5
90000.00
PA
USD
101982.75
0.0083554223441
Long
DBT
CORP
US
N
2
2028-02-20
Fixed
3.90
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DV5Q4
219117.09
OU
Other Units
USD
227613.72
0.0186483377035
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132D53M2
136131.37
OU
Other Units
USD
142251.98
0.0116546707379
Long
ABS-MBS
USGA
US
N
2
2034-07-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810QT8
1176000.00
PA
USD
1365630.00
0.1118857396559
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.125
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UZU9
185067.75
OU
Other Units
USD
198527.50
0.0162653106475
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
4.00
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FRUS8
296714.89
OU
Other Units
USD
305501.80
0.0250296894907
Long
ABS-MBS
USGA
US
N
2
2029-05-01
Fixed
1.783
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YBA2
50000.00
PA
USD
46480.04
0.0038080985732
Long
DBT
CORP
US
N
2
2040-06-24
Fixed
2.35
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122DK1
90000.00
PA
USD
108280.45
0.0088713914006
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.35
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XCX2
200000.00
PA
USD
210559.36
0.0172510780629
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DV5R2
211318.29
OU
Other Units
USD
221685.04
0.0181626023674
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
3.00
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BC6
300000.00
PA
USD
313998.09
0.0257257885007
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DMG4
56621.20
OU
Other Units
USD
59392.12
0.004865982203
Long
ABS-MBS
USGA
US
N
2
2040-03-01
Fixed
3.00
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BS4
200000.00
PA
USD
192707.08
0.0157884450273
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.50
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CY9
250000.00
PA
USD
291008.06
0.023842220835
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818FG8
443000.00
PA
USD
473571.59
0.0387996072341
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.839
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DPE6
65164.74
OU
Other Units
USD
68312.04
0.0055967891177
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
3.00
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJD2
200000.00
PA
USD
200537.66
0.016430002576
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.319
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UUL4
13471.05
OU
Other Units
USD
14639.62
0.0011994205692
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
4.50
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AZ2
400000.00
PA
USD
404894.50
0.0331729096571
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DT4
125000.00
PA
USD
126565.90
0.0103695139508
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140K9EV7
268672.63
OU
Other Units
USD
286146.01
0.02344387424
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WHU75
237869.66
OU
Other Units
USD
251598.07
0.0206133697692
Long
ABS-MBS
USGA
US
N
2
2046-08-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TV51
243297.81
OU
Other Units
USD
260534.48
0.0213455277056
Long
ABS-MBS
USGA
US
N
2
2048-04-01
Fixed
3.50
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
06739GCR8
200000.00
PA
USD
202743.54
0.0166107297975
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
1.70
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137EAES4
1400000.00
PA
USD
1401255.41
0.1148045209865
Long
DBT
UST
US
N
2
2023-06-26
Fixed
0.25
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978VAT0
300000.00
PA
USD
289692.09
0.0237344037273
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.00
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687GA8
350000.00
PA
USD
385718.53
0.0316018270161
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.80
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DNG3
221696.76
OU
Other Units
USD
230293.42
0.0188678848843
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
2.50
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
AON CORP
037389BE2
100000.00
PA
USD
103277.83
0.0084615279392
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866FAK0
200000.00
PA
USD
195882.60
0.0160486146223
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DKU5
185919.16
OU
Other Units
USD
197885.83
0.0162127387777
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3.50
N
N
N
N
N
N
CHEVRON CORP
VA8TZDWPEZYU430RZ444
CHEVRON CORP
166764BY5
180000.00
PA
USD
181318.16
0.0148553535325
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.236
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133A26A3
257197.26
OU
Other Units
USD
269718.06
0.0220979362211
Long
ABS-MBS
USGA
US
N
2
2050-03-01
Fixed
3.00
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FQKN2
400000.00
OU
Other Units
USD
432360.72
0.0354232105002
Long
ABS-MBS
USGA
US
N
2
2029-11-01
Fixed
2.651
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
SOUTHERN CO/THE
842587CX3
400000.00
PA
USD
455626.32
0.0373293555501
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KYTK5
511485.83
OU
Other Units
USD
533671.46
0.0437235752256
Long
ABS-MBS
USGA
US
N
2
2040-06-01
Fixed
2.50
N
N
N
N
N
N
CANADA GOVERNMENT
4BFD7AQU0A75QLAHK410
CANADA GOVERNMENT INTERNATIONAL BOND
135087K78
400000.00
PA
USD
416102.94
0.0340912144687
Long
DBT
USGSE
CA
N
2
2025-01-22
Fixed
1.625
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5HY4
262550.66
OU
Other Units
USD
280749.85
0.0230017681403
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZR4
2100000.00
PA
USD
2101312.50
0.1721600311291
Long
DBT
UST
US
N
2
2022-05-31
Fixed
0.125
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122CR7
200000.00
PA
USD
237745.96
0.0194784697061
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DU1
100000.00
PA
USD
97211.09
0.0079644813803
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
1.65
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZN3
1550000.00
PA
USD
1495840.81
0.1225538802124
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.50
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824BQ2
200000.00
PA
USD
188742.64
0.0154636394052
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
1.40
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DQZ8
103121.30
OU
Other Units
USD
105220.23
0.0086206683071
Long
ABS-MBS
USGA
US
N
2
2040-07-01
Fixed
2.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZP8
1790000.00
PA
USD
1788321.88
0.1465167844048
Long
DBT
UST
US
N
2
2023-05-15
Fixed
0.125
N
N
N
N
N
N
TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89114QCG1
200000.00
PA
USD
201760.94
0.0165302256142
Long
DBT
CORP
CA
N
2
2023-06-12
Fixed
0.75
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CT0
280000.00
PA
USD
314150.75
0.025738295898
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.875
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
HORMEL FOODS CORP
440452AF7
200000.00
PA
USD
194290.13
0.0159181439356
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
1.80
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP INC
40434LAB1
200000.00
PA
USD
214227.08
0.0175515734863
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.00
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC
91533BAD2
150000.00
PA
USD
148346.84
0.0121540211616
Long
DBT
CORP
US
Y
2
2030-06-22
Fixed
2.70
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAZ8
400000.00
PA
USD
380821.78
0.0312006374584
Long
DBT
CORP
US
N
2
2030-06-24
Fixed
1.45
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAG7
200000.00
PA
USD
219218.71
0.0179605365397
Long
DBT
CORP
NO
N
2
2040-04-06
Fixed
3.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QDAZ7
257785.93
OU
Other Units
USD
270688.36
0.0221774326683
Long
ABS-MBS
USGA
US
N
2
2050-03-01
Fixed
3.00
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CC6
861000.00
PA
USD
803432.08
0.0658249983774
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.525
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
53944YAM5
200000.00
PA
USD
201911.62
0.0165425707906
Long
DBT
CORP
GB
N
2
2023-06-15
Variable
1.326
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5DK8
145733.75
OU
Other Units
USD
153757.10
0.0125972824709
Long
ABS-MBS
USGA
US
N
2
2045-03-01
Fixed
3.00
N
N
N
N
N
N
TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89114QCH9
200000.00
PA
USD
201148.04
0.0164800108636
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP
494368CB7
300000.00
PA
USD
326141.08
0.0267206607704
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.10
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EZ2
300000.00
PA
USD
288582.86
0.0236435247784
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
2.55
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP
125523CF5
250000.00
PA
USD
304506.21
0.0249481210398
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.80
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NETAPP INC
64110DAK0
200000.00
PA
USD
202920.61
0.0166252371003
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP INC
40434LAC9
200000.00
PA
USD
213716.87
0.0175097721029
Long
DBT
CORP
US
N
2
2030-06-17
Fixed
3.40
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XCY0
200000.00
PA
USD
212743.57
0.0174300298664
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KYS83
207445.86
OU
Other Units
USD
215801.37
0.0176805546899
Long
ABS-MBS
USGA
US
N
2
2040-04-01
Fixed
2.50
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EX7
300000.00
PA
USD
300408.60
0.0246124048314
Long
DBT
CORP
US
N
2
2025-05-28
Fixed
0.80
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89788MAA0
200000.00
PA
USD
201344.56
0.0164961117003
Long
DBT
CORP
US
N
2
2025-08-05
Fixed
1.20
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP
125523BK5
75000.00
PA
USD
80621.00
0.0066052592699
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.875
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785JF4
400000.00
PA
USD
399872.54
0.0327614616741
Long
DBT
CORP
XX
N
2
2023-09-15
Fixed
0.25
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122DL9
90000.00
PA
USD
110966.65
0.0090914711249
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VN48
461768.45
OU
Other Units
USD
490045.81
0.0401493361431
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
3.50
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BENCHMARK 2020-IG1 MORTGAGE TRUST
08162LAC4
400000.00
OU
Other Units
USD
416740.36
0.034143438137
Long
ABS-MBS
CORP
US
N
2
2043-09-01
Fixed
2.6866
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
VALE OVERSEAS LTD
91911TAQ6
200000.00
PA
USD
210650.00
0.0172585041764
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
FEDERAL FARM CREDIT BANKS FUNDING CORP
3133ELYR9
1300000.00
PA
USD
1302469.29
0.1067109977745
Long
DBT
USGSE
US
N
2
2022-05-06
Fixed
0.25
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC
91533BAA8
500000.00
PA
USD
503363.07
0.0412404160735
Long
DBT
CORP
US
Y
2
2022-06-22
Fixed
1.125
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAH5
300000.00
PA
USD
321652.35
0.0263529001939
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.375
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CX1
390000.00
PA
USD
509850.09
0.0417718960723
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3131XVRE7
229208.49
OU
Other Units
USD
242708.18
0.0198850232053
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
3.00
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
KIMCO REALTY CORP
49446RAW9
200000.00
PA
USD
202756.91
0.0166118251984
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.70
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BU9
195000.00
PA
USD
175888.02
0.0144104634595
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JQ1
215000.00
PA
USD
216515.98
0.0177391025165
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP INC
60687YBF5
200000.00
PA
USD
202380.45
0.0165809819205
Long
DBT
CORP
JP
N
2
2024-07-10
Variable
1.241
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJF7
200000.00
PA
USD
189875.36
0.0155564428842
Long
DBT
CORP
US
N
2
2031-07-23
Variable
1.898
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR INC
90265EAT7
200000.00
PA
USD
189157.61
0.0154976377982
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
2.10
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JF5
380000.00
PA
USD
370983.38
0.0303945796968
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807DK0
200000.00
PA
USD
203047.94
0.0166356692167
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.65
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZU7
1830000.00
PA
USD
1832644.92
0.1501481604834
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP INC
60687YBH1
200000.00
PA
USD
194949.13
0.0159721356482
Long
DBT
CORP
JP
N
2
2031-07-10
Variable
2.201
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TUA1
243397.12
OU
Other Units
USD
260351.38
0.0213305263664
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.50
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO
844741BK3
125000.00
PA
USD
146315.72
0.0119876119853
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.125
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137EAEP0
500000.00
PA
USD
517776.67
0.0424213188781
Long
DBT
UST
US
N
2
2025-02-12
Fixed
1.50
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
606822BU7
200000.00
PA
USD
195689.47
0.0160327915276
Long
DBT
CORP
JP
N
2
2030-07-17
Fixed
2.048
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZH6
1690000.00
PA
USD
1693036.73
0.1387100948286
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.25
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO
42824CBK4
200000.00
PA
USD
202063.71
0.016555031488
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.75
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BANK NA
94988J5R4
300000.00
PA
USD
321165.59
0.0263130200634
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
3.55
N
N
N
N
N
N
BANNER HEALTH
PLD0E0WJKFN8IZJ2WD85
BANNER HEALTH
06654DAB3
300000.00
PA
USD
301792.33
0.0247257734998
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
2.338
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DA5
200000.00
PA
USD
210169.35
0.0172191246368
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.55
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3131XLUN5
293270.16
OU
Other Units
USD
313691.31
0.0257006540885
Long
ABS-MBS
USGA
US
N
2
2043-02-01
Fixed
3.00
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
459058JE4
300000.00
PA
USD
295527.11
0.0242124655219
Long
DBT
CORP
XX
N
2
2025-07-28
Fixed
0.375
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
DUKE UNIVERSITY
26442TAG2
100000.00
PA
USD
99110.98
0.0081201389141
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.757
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABH7
700000.00
PA
USD
695695.00
0.056998125151
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
2.05
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
SOUTHERN CO/THE
842587CU9
400000.00
PA
USD
418737.33
0.034307049412
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
2.95
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140K45H9
247483.95
OU
Other Units
USD
259995.78
0.0213013921433
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3.00
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABG9
300000.00
PA
USD
300723.00
0.0246381635483
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
1.50
N
N
N
N
N
N
PRINCIPAL FINANCIAL GROUP INC
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINANCIAL GROUP INC
74251VAS1
300000.00
PA
USD
294639.38
0.0241397340151
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.125
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BENCHMARK 2019-B10 MORTGAGE TRUST
08162VAE8
300000.00
OU
Other Units
USD
335607.90
0.0274962750715
Long
ABS-MBS
CORP
US
N
2
2062-03-01
Fixed
3.717
N
N
N
N
N
N
CHEVRON CORP
VA8TZDWPEZYU430RZ444
CHEVRON CORP
166764CA6
300000.00
PA
USD
293274.01
0.0240278695772
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.078
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VFP0
247103.96
OU
Other Units
USD
258719.60
0.0211968350208
Long
ABS-MBS
USGA
US
N
2
2050-02-01
Fixed
3.00
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP
101137AZ0
300000.00
PA
USD
310838.09
0.0254668904556
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.90
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP
02665WDL2
300000.00
PA
USD
302196.80
0.0247589116302
Long
DBT
CORP
US
N
2
2025-07-08
Fixed
1.20
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5E76
109875.50
OU
Other Units
USD
115915.58
0.0094969357775
Long
ABS-MBS
USGA
US
N
2
2046-04-01
Fixed
3.00
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607GRK2
200000.00
PA
USD
202093.52
0.0165574738141
Long
DBT
CORP
CA
N
2
2023-06-23
Fixed
0.95
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZL7
358000.00
PA
USD
354832.54
0.029071345234
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.375
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP
03073EAR6
100000.00
PA
USD
103024.80
0.0084407972517
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89788MAB8
200000.00
PA
USD
196462.33
0.0160961117627
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
1.95
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP
78486QAE1
200000.00
PA
USD
210002.34
0.0172054415474
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.125
N
N
N
N
N
N
AMDOCS LTD
549300HQV672RJ7RQV66
AMDOCS LTD
02342TAE9
200000.00
PA
USD
196776.23
0.0161218295147
Long
DBT
CORP
GG
N
2
2030-06-15
Fixed
2.538
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DV6C4
147055.80
OU
Other Units
USD
152758.13
0.0125154370975
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5D28
341721.47
OU
Other Units
USD
362104.13
0.0296671048655
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VBG4
201722.02
OU
Other Units
USD
213903.30
0.0175250462682
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.50
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122CM8
285000.00
PA
USD
305542.25
0.0250330035495
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
2.90
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4XP6
169495.95
OU
Other Units
USD
177756.76
0.0145635688813
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZM5
2035000.00
PA
USD
2036394.24
0.166841293596
Long
DBT
UST
US
N
2
2022-04-30
Fixed
0.125
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBH5
800000.00
PA
USD
837720.45
0.0686342363401
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MR9
500000.00
PA
USD
511475.11
0.0419050335727
Long
DBT
CORP
US
N
2
2024-05-15
Variable
1.678
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZX1
4050000.00
PA
USD
4052531.25
0.3320229171776
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.125
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824BE9
500000.00
PA
USD
536211.74
0.0439316997591
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.40
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179U6U1
246789.40
OU
Other Units
USD
259230.39
0.0212386839235
Long
ABS-MBS
USGA
US
N
2
2049-11-01
Fixed
3.00
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807DJ3
200000.00
PA
USD
212070.06
0.017374849353
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
3.80
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE CAPITAL FUNDING LLC
36166NAD5
100000.00
PA
USD
111959.06
0.0091727790391
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
4.05
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBG0
200000.00
PA
USD
198519.52
0.016264656848
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
1.80
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJE0
145000.00
PA
USD
136427.68
0.0111774872303
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.676
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VQT0
328879.82
OU
Other Units
USD
344563.32
0.0282299904926
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RBW8
229638.62
OU
Other Units
USD
244701.99
0.0200483755822
Long
ABS-MBS
USGA
US
N
2
2045-04-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DQ88
309938.88
OU
Other Units
USD
321957.28
0.0263778830359
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
2.50
N
N
N
N
N
N
UNIV OF PITTSBURGH PA OF THE C
5493002C83QSGL8ETT42
UNIVERSITY OF PITTSBURGH-OF THE COMMONWEALTH SYSTEM OF HIGHER EDUCATION
91335VKQ8
300000.00
PA
USD
291459.72
0.0238792252309
Long
DBT
MUN
US
N
2
2119-09-15
Fixed
3.555
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132D55E8
265157.03
OU
Other Units
USD
277150.93
0.0227069094845
Long
ABS-MBS
USGA
US
N
2
2035-05-01
Fixed
2.50
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT
29874QEH3
300000.00
PA
USD
299782.46
0.0245611053308
Long
DBT
CORP
XX
N
2
2023-07-10
Fixed
0.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZQ6
4575000.00
PA
USD
4209714.84
0.3449009311557
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.625
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450YAJ2
300000.00
PA
USD
302912.65
0.0248175610497
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CD4
353000.00
PA
USD
326863.57
0.0267798542035
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.675
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
045167EV1
300000.00
PA
USD
299924.74
0.0245727622972
Long
DBT
CORP
XX
N
2
2023-07-14
Fixed
0.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DMKB0
196840.17
OU
Other Units
USD
211557.29
0.0173328382294
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VDP2
230771.82
OU
Other Units
USD
244707.31
0.0200488114486
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3.50
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AN3
100000.00
PA
USD
98523.02
0.0080719674918
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25
N
N
N
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
RALPH LAUREN CORP
731572AB9
200000.00
PA
USD
208284.24
0.0170646780248
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.95
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZT0
2580000.00
PA
USD
2541148.84
0.20819571739
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO
844741BJ6
200000.00
PA
USD
229187.58
0.0187772836773
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.25
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BQ8
200000.00
PA
USD
200610.99
0.0164360104854
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
0.80
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687FW1
100000.00
PA
USD
102696.91
0.0084139333023
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
2.20
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC
559222AV6
200000.00
PA
USD
202898.89
0.0166234575858
Long
DBT
CORP
CA
N
2
2030-06-15
Fixed
2.45
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VN30
299718.98
OU
Other Units
USD
313882.62
0.0257163280711
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZW3
4500000.00
PA
USD
4427138.66
0.3627144127865
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BP0
200000.00
PA
USD
200918.23
0.0164611825852
Long
DBT
CORP
US
N
2
2023-06-03
Fixed
0.40
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BT2
200000.00
PA
USD
180117.63
0.0147569943964
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78015K7H1
200000.00
PA
USD
201391.02
0.016499918157
Long
DBT
CORP
CA
N
2
2025-06-10
Fixed
1.15
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CF4
400000.00
PA
USD
472674.72
0.0387261268893
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA/THE
064159VL7
200000.00
PA
USD
202166.06
0.016563416999
Long
DBT
CORP
CA
N
2
2025-06-11
Fixed
1.30
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBH8
200000.00
PA
USD
192566.57
0.0157769330766
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122CZ9
58000.00
PA
USD
60880.81
0.004987950219
Long
DBT
CORP
US
N
2
2023-02-20
Fixed
3.25
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122CP1
250000.00
PA
USD
275991.82
0.0226119438791
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140KEFG8
310910.89
OU
Other Units
USD
326496.62
0.0267497900777
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SR0
3335000.00
PA
USD
2790717.59
0.2286428254564
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WHMG4
196790.62
OU
Other Units
USD
213909.90
0.0175255870047
Long
ABS-MBS
USGA
US
N
2
2046-07-01
Fixed
4.00
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866FAL8
200000.00
PA
USD
188381.20
0.0154340267124
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140K9EE5
267716.89
OU
Other Units
USD
280901.26
0.0230141731255
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
3.00
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YBB0
60000.00
PA
USD
53074.41
0.004348373732
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP
125523CB4
300000.00
PA
USD
328000.97
0.0268730411138
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5JY2
170879.58
OU
Other Units
USD
179379.43
0.0146965138468
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
3.00
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122DC9
190000.00
PA
USD
212264.17
0.0173907527389
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.875
N
N
N
N
N
N
REINSURANCE GROUP OF AMERICA INC
LORM1GNEU1DKEW527V90
REINSURANCE GROUP OF AMERICA INC
759351AP4
300000.00
PA
USD
313649.03
0.0256971900982
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15
N
N
N
N
N
N
BANKUNITED INC
96OVUWEW5D4YX6PFXD91
BANKUNITED INC
06652KAB9
200000.00
PA
USD
227526.06
0.0186411557406
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
5.125
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTERNATIONAL CORP
22822VAT8
200000.00
PA
USD
194285.18
0.0159177383833
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5EP6
340974.23
OU
Other Units
USD
368666.95
0.0302047951403
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DQA3
278584.58
OU
Other Units
USD
291950.00
0.0239193937542
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KH3C8
479964.30
OU
Other Units
USD
498575.72
0.0408481896316
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
2.50
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450YAG8
400000.00
PA
USD
411492.00
0.033713441256
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.65
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
JABIL INC
466313AK9
200000.00
PA
USD
203754.40
0.0166935493158
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.00
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687FZ4
300000.00
PA
USD
323575.07
0.0265104281842
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JN8
245000.00
PA
USD
250531.39
0.0205259769316
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JM0
210000.00
PA
USD
225942.75
0.0185114355306
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JP3
310000.00
PA
USD
323225.88
0.0264818191309
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
3.15
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FBA8
210000.00
PA
USD
239128.83
0.0195917679148
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO
42824CBJ7
200000.00
PA
USD
204119.79
0.0167234856312
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
1.45
N
N
N
N
N
N
FMS WERTMANAGEMENT
HZFDOR6TCRSIQLKQTX32
FMS WERTMANAGEMENT
30254WAP4
400000.00
PA
USD
426150.34
0.0349143955504
Long
DBT
CORP
DE
N
2
2024-01-30
Fixed
2.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DGN6
214909.46
OU
Other Units
USD
231017.15
0.0189271799103
Long
ABS-MBS
USGA
US
N
2
2049-10-01
Fixed
4.00
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC
858119BP4
60000.00
PA
USD
57533.52
0.004713707549
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DQ96
292226.38
OU
Other Units
USD
306335.30
0.0250979779466
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
3.00
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
500769JF2
245000.00
PA
USD
241565.14
0.0197913742111
Long
DBT
CORP
DE
N
2
2025-07-18
Fixed
0.375
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
606822BS2
200000.00
PA
USD
201404.79
0.0165010463298
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.412
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJA9
200000.00
PA
USD
187892.87
0.0153940179521
Long
DBT
CORP
US
N
2
2030-07-22
Fixed
1.375
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160CR3
400000.00
PA
USD
365557.04
0.0299500009569
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
2.10
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAD3
1630000.00
PA
USD
1552479.50
0.1271942745533
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.375
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SN9
5596000.00
PA
USD
4343239.20
0.355840550072
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VKL3
613063.36
OU
Other Units
USD
644032.84
0.0527654567241
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132D55N8
314091.40
OU
Other Units
USD
328349.77
0.0269016182145
Long
ABS-MBS
USGA
US
N
2
2035-07-01
Fixed
2.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UXS6
116570.46
OU
Other Units
USD
122054.51
0.0099998968459
Long
ABS-MBS
USGA
US
N
2
2049-08-01
Fixed
3.00
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABJ3
300000.00
PA
USD
295506.00
0.0242107359846
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.55
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866FAQ7
75000.00
PA
USD
67777.52
0.0055529960217
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SWW3
461984.08
OU
Other Units
USD
489066.13
0.0400690711947
Long
ABS-MBS
USGA
US
N
2
2047-02-01
Fixed
3.00
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EA4
140000.00
PA
USD
123438.12
0.0101132556826
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC
67103HAK3
300000.00
PA
USD
280973.27
0.0230200728876
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAJ0
4030000.00
PA
USD
3953571.69
0.3239151840679
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DQ54
317926.57
OU
Other Units
USD
332384.60
0.0272321908725
Long
ABS-MBS
USGA
US
N
2
2035-07-01
Fixed
2.50
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50
95001XAZ9
200000.00
OU
Other Units
USD
222473.88
0.0182272318402
Long
ABS-MBS
CORP
US
N
2
2052-05-01
Fixed
3.635
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BY8
200000.00
PA
USD
187214.86
0.0153384687548
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.65
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DX2
300000.00
PA
USD
287844.53
0.0235830335778
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
1.30
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PDZ2
400000.00
PA
USD
383931.12
0.0314553849418
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QDDZ4
264427.78
OU
Other Units
USD
277479.79
0.0227338529057
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
3.00
N
N
N
N
N
N
BARCLAYS COMMERCIAL MORTGAGE S
N/A
BBCMS MORTGAGE TRUST 2020-C7
05492VAJ4
200000.00
OU
Other Units
USD
200803.92
0.0164518171942
Long
ABS-MBS
CORP
US
N
2
2053-04-01
Fixed
2.444
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
31329JM87
316000.59
OU
Other Units
USD
336641.47
0.0275809552146
Long
ABS-MBS
USGA
US
N
2
2043-01-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VDN7
311433.31
OU
Other Units
USD
327650.68
0.0268443419378
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3.00
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GROUP INC
744573AQ9
200000.00
PA
USD
186181.56
0.0152538107327
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FAQ4
230000.00
PA
USD
251662.69
0.0206186640704
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BZ0
200000.00
PA
USD
172065.32
0.0140972705618
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
2.50
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2019-GC42
36257UAL1
250000.00
OU
Other Units
USD
267360.78
0.0219048048338
Long
ABS-MBS
CORP
US
N
2
2052-08-23
Fixed
3.0005
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP
02665WDN8
400000.00
PA
USD
399868.28
0.0327611126533
Long
DBT
CORP
US
N
2
2025-09-10
Fixed
1.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3135G0Q22
1000000.00
PA
USD
1049420.53
0.0859787733201
Long
DBT
UST
US
N
2
2026-09-24
Fixed
1.875
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
31346Y2X0
225608.96
OU
Other Units
USD
234357.32
0.0192008392404
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
2.50
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DY0
300000.00
PA
USD
281341.15
0.0230502132081
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDP3
750000.00
PA
USD
646837.39
0.0529952328356
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GROUP INC
744573AP1
150000.00
PA
USD
147023.92
0.0120456346421
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP
89236THF5
200000.00
PA
USD
200788.07
0.0164505186075
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
0.50
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FBD2
400000.00
PA
USD
460456.84
0.0377251188997
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
5.00
N
N
N
N
N
N
MOODY'S CORP
549300GCEDD8YCF5WU84
MOODY'S CORP
615369AU9
250000.00
PA
USD
205740.47
0.0168562675564
Long
DBT
CORP
US
N
2
2060-08-18
Fixed
2.55
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAE1
4616000.00
PA
USD
4230852.50
0.3466327345898
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.625
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
FEDERAL FARM CREDIT BANKS FUNDING CORP
3133ELY65
200000.00
PA
USD
187503.98
0.0153621562873
Long
DBT
USGSE
US
N
2
2035-07-23
Fixed
1.65
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DN7
85000.00
PA
USD
80099.68
0.0065625476468
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VHT0
205875.83
OU
Other Units
USD
218307.94
0.0178859173712
Long
ABS-MBS
USGA
US
N
2
2050-03-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAF8
2380000.00
PA
USD
2375491.02
0.1946234117724
Long
DBT
UST
US
N
2
2023-08-15
Fixed
0.125
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS & ELECTRIC CO
797440BZ6
100000.00
PA
USD
95613.00
0.0078335502484
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.70
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC
05724BAA7
400000.00
PA
USD
461665.86
0.0378241736195
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.486
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X7VZ9
358363.53
OU
Other Units
USD
372315.84
0.0305037478263
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DMD1
95430.29
OU
Other Units
USD
99747.09
0.0081722552544
Long
ABS-MBS
USGA
US
N
2
2035-03-01
Fixed
2.50
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDN8
650000.00
PA
USD
606092.52
0.0496570153703
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SWV5
303284.17
OU
Other Units
USD
317651.58
0.0260251180636
Long
ABS-MBS
USGA
US
N
2
2047-02-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAK7
2470000.00
PA
USD
2464403.92
0.2019080244285
Long
DBT
UST
US
N
2
2023-09-15
Fixed
0.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X7PZ6
351297.60
OU
Other Units
USD
363118.84
0.0297502398134
Long
ABS-MBS
USGA
US
N
2
2035-10-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DRP9
87423.03
OU
Other Units
USD
89342.06
0.0073197736323
Long
ABS-MBS
USGA
US
N
2
2040-08-01
Fixed
2.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAH4
2330000.00
PA
USD
2233204.88
0.1829659423139
Long
DBT
UST
US
N
2
2027-08-31
Fixed
0.50
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP
45950KCT5
200000.00
PA
USD
196853.39
0.0161281512151
Long
DBT
CORP
XX
N
2
2025-07-16
Fixed
0.375
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC
02079KAG2
205000.00
PA
USD
170862.78
0.0139987467469
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.25
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP
45950KCS7
300000.00
PA
USD
301121.92
0.0246708469686
Long
DBT
CORP
XX
N
2
2023-03-20
Fixed
0.50
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FUZV9
200000.00
OU
Other Units
USD
194442.10
0.0159305948014
Long
ABS-MBS
USGA
US
N
2
2030-05-01
Fixed
1.311
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
PANAMA GOVERNMENT INTERNATIONAL BOND
698299BF0
500000.00
PA
USD
551172.50
0.0451574312519
Long
DBT
USGSE
PA
N
2
2028-03-17
Fixed
3.875
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21036PBF4
400000.00
PA
USD
414057.16
0.033923604202
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.875
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC
65473PAK1
500000.00
PA
USD
494439.24
0.0405092888134
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DMP4
247192.71
OU
Other Units
USD
257202.74
0.0210725590434
Long
ABS-MBS
USGA
US
N
2
2040-03-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X6XZ9
293782.18
OU
Other Units
USD
307876.54
0.0252242513716
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5EQ4
276322.61
OU
Other Units
USD
301888.63
0.0247336633358
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCQ74
139363.24
OU
Other Units
USD
146343.98
0.0119899273203
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3.00
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866FAP9
75000.00
PA
USD
69837.40
0.0057217614981
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AW8
70000.00
PA
USD
64500.61
0.0052845195683
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.375
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC
02079KAE7
65000.00
PA
USD
57403.04
0.0047030173538
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.90
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DV4P7
237774.18
OU
Other Units
USD
249068.88
0.0204061538367
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DSS2
712796.17
OU
Other Units
USD
723168.44
0.0592490175269
Long
ABS-MBS
USGA
US
N
2
2040-09-01
Fixed
2.00
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CG8
300000.00
PA
USD
306613.73
0.02512078965
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
2.70
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133A4BS4
272288.87
OU
Other Units
USD
285747.33
0.0234112104829
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VN55
302404.43
OU
Other Units
USD
323584.42
0.0265111942274
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
4.00
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
459058GU1
700000.00
PA
USD
716032.99
0.058664411813
Long
DBT
CORP
XX
N
2
2022-07-01
Fixed
2.125
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC
02079KAH0
250000.00
PA
USD
248104.01
0.0203271022681
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.45
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAL5
8470000.00
PA
USD
8037566.78
0.6585159261401
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.375
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC
760759AU4
200000.00
PA
USD
211248.64
0.0173075506086
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VSH4
368484.13
OU
Other Units
USD
385904.86
0.0316170929885
Long
ABS-MBS
USGA
US
N
2
2050-08-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3135G04Q3
1000000.00
PA
USD
1001565.26
0.0820580024815
Long
DBT
UST
US
N
2
2023-05-22
Fixed
0.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAG6
1300000.00
PA
USD
1300609.38
0.1065586157925
Long
DBT
UST
US
N
2
2022-08-31
Fixed
0.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CDL5
272039.75
OU
Other Units
USD
289118.91
0.0236874432268
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJ3B2
76218.73
OU
Other Units
USD
79680.12
0.0065281731963
Long
ABS-MBS
USGA
US
N
2
2032-02-01
Fixed
2.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UKW1
275001.56
OU
Other Units
USD
294139.83
0.0240988060029
Long
ABS-MBS
USGA
US
N
2
2049-01-01
Fixed
3.50
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
MID-AMERICA APARTMENTS LP
59523UAS6
300000.00
PA
USD
279386.20
0.0228900446216
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT INTERNATIONAL FINANCE PLC
05530QAN0
400000.00
PA
USD
398308.91
0.0326333538417
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.668
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC
92826CAP7
300000.00
PA
USD
290934.51
0.0238361949011
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.75
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CUA0
121562.13
OU
Other Units
USD
129574.05
0.0106159709617
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X6UW9
119068.76
OU
Other Units
USD
124471.43
0.0101979145241
Long
ABS-MBS
USGA
US
N
2
2035-05-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SQ2
3520000.00
PA
USD
2935074.98
0.2404699919327
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.125
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
PUBLIC SERVICE ELECTRIC AND GAS CO
74456QCE4
300000.00
PA
USD
245595.29
0.0201215634378
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
2.05
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RMC3
615000.00
PA
USD
566778.72
0.0464360451282
Long
DBT
CORP
US
Y
2
2053-09-15
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DV6U4
326791.56
OU
Other Units
USD
339463.45
0.0278121593619
Long
ABS-MBS
USGA
US
N
2
2050-08-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SP4
4572000.00
PA
USD
3666529.66
0.3003978991232
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.375
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BX0
80000.00
PA
USD
77522.08
0.0063513654946
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.20
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
ECOLAB INC
278865BF6
300000.00
PA
USD
276146.33
0.0226246028465
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
1.30
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABK0
200000.00
PA
USD
187314.00
0.0153465912713
Long
DBT
CORP
US
Y
2
2041-02-15
Fixed
3.00
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FUZJ6
400000.00
OU
Other Units
USD
381499.84
0.0312561907522
Long
ABS-MBS
USGA
US
N
2
2035-05-01
Fixed
1.721
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC
92826CAQ5
140000.00
PA
USD
116714.69
0.0095624066689
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.00
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FAL5
260000.00
PA
USD
287493.32
0.0235542590264
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DQF2
307353.96
OU
Other Units
USD
321328.36
0.0263263557706
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Fixed
2.50
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC
65473PAL9
500000.00
PA
USD
466056.84
0.0381839255619
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAN1
3485000.00
PA
USD
3486361.31
0.2856367492493
Long
DBT
UST
US
N
2
2022-09-30
Fixed
0.125
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAZ3
300000.00
PA
USD
300751.94
0.0246405345956
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QDJN5
306421.18
OU
Other Units
USD
321762.76
0.0263619460588
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
3.00
N
N
N
N
N
N
ADVANCE AUTO PARTS INC
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC
00751YAF3
300000.00
PA
USD
297452.03
0.0243701737576
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.75
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
FEDERAL FARM CREDIT BANKS FUNDING CORP
3133ELWD2
1000000.00
PA
USD
1003005.86
0.0821760304953
Long
DBT
USGSE
US
N
2
2022-04-08
Fixed
0.375
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021AS5
100000.00
PA
USD
91659.71
0.0075096581431
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.60
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DV6K6
297987.46
OU
Other Units
USD
312877.91
0.0256340124209
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
3.00
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DE7
200000.00
PA
USD
185987.24
0.0152378901415
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.375
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP
049560AT2
300000.00
PA
USD
279218.18
0.0228762787831
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.50
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776743AM8
300000.00
PA
USD
297778.28
0.0243969033422
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.00
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP
89236THG3
300000.00
PA
USD
294058.88
0.0240921737888
Long
DBT
CORP
US
N
2
2027-08-13
Fixed
1.15
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132D55W8
341011.82
OU
Other Units
USD
352501.17
0.0288803366468
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Fixed
2.00
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FREH0
400000.00
OU
Other Units
USD
420052.00
0.0344147600111
Long
ABS-MBS
USGA
US
N
2
2030-01-01
Fixed
2.253
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A4HS0
378905.38
OU
Other Units
USD
405164.15
0.0331950020172
Long
ABS-MBS
USGA
US
N
2
2043-10-01
Fixed
3.00
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
500769JH8
800000.00
PA
USD
799461.84
0.0654997175626
Long
DBT
CORP
DE
N
2
2023-10-19
Fixed
0.25
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DD9
300000.00
PA
USD
288008.81
0.023596492999
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.00
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC
92826CAN2
300000.00
PA
USD
278563.59
0.0228226483808
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.10
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZY9
3565000.00
PA
USD
3559429.69
0.2916232241669
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.125
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DC1
300000.00
PA
USD
268209.01
0.0219743001151
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VMD9
280499.88
OU
Other Units
USD
293734.78
0.0240656203532
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
3.00
N
N
N
N
N
N
DISTRICT OF COLUMBIA REVENUE
549300HWFOZXPKGOX654
DISTRICT OF COLUMBIA
25477GCY9
200000.00
PA
USD
257777.96
0.0211196866805
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.591
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAC5
4000000.00
PA
USD
4002187.52
0.3278982674056
Long
DBT
UST
US
N
2
2022-07-31
Fixed
0.125
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DP2
200000.00
PA
USD
184786.72
0.0151395318247
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785JG2
200000.00
PA
USD
196010.41
0.0160590860651
Long
DBT
CORP
XX
N
2
2025-12-15
Fixed
0.375
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VFQ8
213907.68
OU
Other Units
USD
226977.95
0.0185962492192
Long
ABS-MBS
USGA
US
N
2
2050-02-01
Fixed
3.50
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES
N/A
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2020-1
58769VAC4
1000000.00
OU
Other Units
USD
1003673.30
0.0822307136951
Long
ABS-MBS
CORP
US
N
2
2025-02-18
Fixed
0.55
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140KKLK8
331039.90
OU
Other Units
USD
343928.83
0.0281780068785
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
2.50
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
ECOLAB INC
278865BG4
325000.00
PA
USD
271057.58
0.0222076827747
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.125
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140K3BL5
20279.18
OU
Other Units
USD
21267.19
0.001742415796
Long
ABS-MBS
USGA
US
N
2
2050-01-01
Fixed
3.00
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC
02079KAD9
215000.00
PA
USD
199886.61
0.0163766622051
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.10
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VMF4
285410.19
OU
Other Units
USD
304791.62
0.0249715046129
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
4.00
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2020-GC45
36258YBL1
200000.00
OU
Other Units
USD
213006.48
0.0174515700199
Long
ABS-MBS
CORP
US
N
2
2053-02-01
Variable
3.1731
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BY3
200000.00
PA
USD
170282.98
0.0139512438714
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.25
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776743AN6
300000.00
PA
USD
293091.77
0.0240129386975
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133AADG4
372254.02
OU
Other Units
USD
386688.79
0.0316813201861
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAB7
2153000.00
PA
USD
2115196.36
0.1732975324621
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5D36
113282.48
OU
Other Units
USD
122537.31
0.0100394525345
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
3.50
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021AT3
200000.00
PA
USD
189365.77
0.0155146922973
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
1.50
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EAJ4
400000.00
PA
USD
505620.64
0.0414253782442
Long
DBT
CORP
GB
N
2
2045-08-17
Fixed
5.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAM3
965000.00
PA
USD
945756.54
0.0774856073844
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DN73
212494.86
OU
Other Units
USD
222131.51
0.0181991815478
Long
ABS-MBS
USGA
US
N
2
2035-05-01
Fixed
2.50
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
UNILEVER CAPITAL CORP
904764BK2
500000.00
PA
USD
472196.20
0.03868692186
Long
DBT
CORP
US
N
2
2030-09-14
Fixed
1.375
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
CHEVRON USA INC
166756AH9
35000.00
PA
USD
29781.07
0.0024399559505
Long
DBT
CORP
US
N
2
2050-08-12
Fixed
2.343
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DV5X9
200148.98
OU
Other Units
USD
209677.14
0.017178797989
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DRT1
177041.70
OU
Other Units
USD
185553.09
0.0152023203357
Long
ABS-MBS
USGA
US
N
2
2050-08-01
Fixed
3.00
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DZ7
200000.00
PA
USD
189101.87
0.0154930710333
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFM1
435000.00
PA
USD
389664.62
0.0319251292271
Long
DBT
CORP
US
Y
2
2056-10-30
Fixed
2.987
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DJN3
113024.94
OU
Other Units
USD
118509.53
0.0097094574814
Long
ABS-MBS
USGA
US
N
2
2039-12-01
Fixed
3.00
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC
858119BN9
200000.00
PA
USD
197697.79
0.0161973327054
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DMJ8
15546.23
OU
Other Units
USD
16290.15
0.0013346480978
Long
ABS-MBS
USGA
US
N
2
2050-03-01
Fixed
3.00
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC
205887CF7
200000.00
PA
USD
194818.98
0.0159614724898
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.375
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KYUJ6
239088.32
OU
Other Units
USD
244928.64
0.0200669449626
Long
ABS-MBS
USGA
US
N
2
2040-11-01
Fixed
2.00
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AU2
45000.00
PA
USD
52814.77
0.0043271014888
Long
DBT
CORP
GB
N
2
2048-08-17
Fixed
4.375
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133A7RB7
329950.00
OU
Other Units
USD
346450.64
0.0283846181694
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMVD2
113562.16
OU
Other Units
USD
118750.42
0.0097291935415
Long
ABS-MBS
USGA
US
N
2
2031-09-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X7YP8
135476.85
OU
Other Units
USD
142541.11
0.0116783590897
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RQZ5
283253.48
OU
Other Units
USD
301628.61
0.0247123599593
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.00
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC
88732JBD9
250000.00
PA
USD
270892.13
0.0221941274957
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBN4
250000.00
PA
USD
271309.13
0.0222282922061
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.25
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866FAH7
75000.00
PA
USD
85285.18
0.006987394423
Long
DBT
CORP
US
N
2
2048-09-21
Fixed
4.25
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
913017CY3
210000.00
PA
USD
238549.93
0.0195443387761
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.125
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
AFLAC INC
001055AL6
300000.00
PA
USD
320753.14
0.0262792281334
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.625
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
045167EG4
90000.00
PA
USD
98155.86
0.0080418861607
Long
DBT
CORP
XX
N
2
2028-01-19
Fixed
2.75
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FINANCE CORP
084664CQ2
135000.00
PA
USD
159226.05
0.0130453522379
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AYE2
105861.57
OU
Other Units
USD
115314.29
0.0094476722315
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31297HCJ6
12011.68
OU
Other Units
USD
13341.10
0.0010930331358
Long
ABS-MBS
USGA
US
N
2
2034-12-01
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31288HEK2
4416.68
OU
Other Units
USD
5122.65
0.0004196974907
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132GDA36
99313.21
OU
Other Units
USD
112222.58
0.0091943691698
Long
ABS-MBS
USGA
US
N
2
2041-04-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31404SAA3
50096.39
OU
Other Units
USD
58275.01
0.0047744576476
Long
ABS-MBS
USGA
US
N
2
2034-08-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128KERU9
13607.51
OU
Other Units
USD
15487.83
0.0012689142119
Long
ABS-MBS
USGA
US
N
2
2036-09-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371LVD8
9117.19
OU
Other Units
USD
10860.94
0.0008898342195
Long
ABS-MBS
USGA
US
N
2
2034-10-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMUM3
125396.53
OU
Other Units
USD
132497.59
0.0108554958955
Long
ABS-MBS
USGA
US
N
2
2031-02-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P74C4
59344.15
OU
Other Units
USD
64663.55
0.0052978692036
Long
ABS-MBS
USGA
US
N
2
2033-08-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WDY88
216533.14
OU
Other Units
USD
228406.33
0.0187132760514
Long
ABS-MBS
USGA
US
N
2
2045-01-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132J2KY8
203570.36
OU
Other Units
USD
216026.22
0.0176989765967
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828U57
2350000.00
PA
USD
2463231.44
0.2018119634222
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.125
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAN8
150000.00
PA
USD
157080.46
0.0128695645618
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.125
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJGA2
45831.44
OU
Other Units
USD
53575.45
0.0043894238195
Long
ABS-MBS
USGA
US
N
2
2037-04-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31384VMC3
1532.53
OU
Other Units
USD
1771.72
0.0001451565963
Long
ABS-MBS
USGA
US
N
2
2029-08-01
Fixed
7.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36291X6Q7
23755.65
OU
Other Units
USD
27591.20
0.0022605404245
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140EYCT6
26719.02
OU
Other Units
USD
27931.84
0.0022884489783
Long
ABS-MBS
USGA
US
N
2
2031-02-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31287X5B8
16800.52
OU
Other Units
USD
18925.14
0.001550532199
Long
ABS-MBS
USGA
US
N
2
2032-09-01
Fixed
6.00
N
N
N
N
N
N
SAN DIEGO CNTY CA WTR AUTH
549300Y0QN5OFKA1G520
SAN DIEGO COUNTY WATER AUTHORITY
79741TAR5
300000.00
PA
USD
441514.77
0.0361731996298
Long
DBT
MUN
US
N
2
2049-05-01
Fixed
6.138
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36209PQQ3
1316.22
OU
Other Units
USD
1472.69
0.0001206571398
Long
ABS-MBS
USGA
US
N
2
2028-11-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WQAT9
13608.39
OU
Other Units
USD
14159.12
0.001160053319
Long
ABS-MBS
USGA
US
N
2
2043-05-01
Fixed
2.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36201JEQ8
1964.59
OU
Other Units
USD
2225.57
0.0001823404184
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
6.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128PQVW8
76421.16
OU
Other Units
USD
81574.76
0.0066834005988
Long
ABS-MBS
USGA
US
N
2
2025-01-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MK66
241422.70
OU
Other Units
USD
258213.93
0.0211554055985
Long
ABS-MBS
USGA
US
N
2
2042-08-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WF5Y8
105848.23
OU
Other Units
USD
114118.48
0.0093496998039
Long
ABS-MBS
USGA
US
N
2
2045-11-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HS88
6697.66
OU
Other Units
USD
7769.25
0.0006365327964
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385JET1
1497.00
OU
Other Units
USD
1613.52
0.0001321953081
Long
ABS-MBS
USGA
US
N
2
2026-09-01
Fixed
7.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213FZ48
332752.25
OU
Other Units
USD
360667.81
0.029549427511
Long
ABS-MBS
USGA
US
N
2
2042-01-01
Fixed
3.50
N
N
N
N
N
N
SHERWIN-WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE
824348AX4
100000.00
PA
USD
119347.90
0.0097781449352
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EMY39
100660.46
OU
Other Units
USD
114896.08
0.0094134083861
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138E0RA9
692511.29
OU
Other Units
USD
754555.69
0.0618205674211
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
3.50
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP CAPITAL MARKETS PLC
05565QCB2
400000.00
PA
USD
412787.89
0.0338196132141
Long
DBT
CORP
GB
N
2
2022-11-06
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31307EMG6
86892.81
OU
Other Units
USD
90030.46
0.0073761740798
Long
ABS-MBS
USGA
US
N
2
2028-08-01
Fixed
2.00
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874CU9
400000.00
PA
USD
418882.89
0.0343189751081
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
4.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414YCJ7
37189.45
OU
Other Units
USD
40560.47
0.0033231096173
Long
ABS-MBS
USGA
US
N
2
2038-04-01
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828UN8
2945000.00
PA
USD
3042553.13
0.2492756510861
Long
DBT
UST
US
N
2
2023-02-15
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385JRN0
37866.53
OU
Other Units
USD
45038.66
0.0036900066542
Long
ABS-MBS
USGA
US
N
2
2032-11-01
Fixed
6.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828P46
3560000.00
PA
USD
3697463.28
0.3029322832199
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.625
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128282P4
2300000.00
PA
USD
2351570.32
0.192663594536
Long
DBT
UST
US
N
2
2022-07-31
Fixed
1.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385JJC3
2647.79
OU
Other Units
USD
3074.34
0.0002518799417
Long
ABS-MBS
USGA
US
N
2
2032-07-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CRC0
142890.29
OU
Other Units
USD
152844.81
0.0125225387692
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138LTJD1
405558.32
OU
Other Units
USD
449788.88
0.0368510954854
Long
ABS-MBS
USGA
US
N
2
2042-05-01
Fixed
4.00
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA LLC
26444HAE1
200000.00
PA
USD
224147.52
0.0183643527655
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
3.80
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
913017BS7
300000.00
PA
USD
403761.80
0.0330801078167
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
5.70
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WGHD9
285735.01
OU
Other Units
USD
312002.43
0.0255622845536
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31415A4W8
6111.75
OU
Other Units
USD
6419.41
0.0005259407277
Long
ABS-MBS
USGA
US
N
2
2023-05-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213XCD4
7609.33
OU
Other Units
USD
8517.64
0.0006978482103
Long
ABS-MBS
USGA
US
N
2
2031-09-01
Fixed
6.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213FQU0
10680.76
OU
Other Units
USD
12722.64
0.0010423628558
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
6.00
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP
56585AAH5
300000.00
PA
USD
337074.58
0.0276164398135
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75
N
N
N
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
OMNICOM GROUP INC / OMNICOM CAPITAL INC
681919AZ9
500000.00
PA
USD
516054.29
0.0422802046962
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
3.625
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132WLAL0
78467.85
OU
Other Units
USD
86307.66
0.0070711659652
Long
ABS-MBS
USGA
US
N
2
2047-02-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385XEC7
22851.72
OU
Other Units
USD
26479.59
0.0021694664828
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CEE0
157096.00
OU
Other Units
USD
166265.69
0.0136221082614
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36202SST6
12851.50
OU
Other Units
USD
15058.23
0.0012337171865
Long
ABS-MBS
USGA
US
N
2
2033-03-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMKT9
30090.48
OU
Other Units
USD
32089.67
0.0026290989969
Long
ABS-MBS
USGA
US
N
2
2024-04-01
Fixed
4.00
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AL8
202000.00
PA
USD
240644.74
0.019715966059
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.875
N
N
N
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829AJ6
200000.00
PA
USD
260561.37
0.0213477307969
Long
DBT
CORP
US
N
2
2035-09-21
Fixed
5.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138MFCL9
1677355.10
OU
Other Units
USD
1793482.40
0.1469395845756
Long
ABS-MBS
USGA
US
N
2
2042-10-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138LYST5
700082.56
OU
Other Units
USD
762791.21
0.0624953016072
Long
ABS-MBS
USGA
US
N
2
2042-06-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31405G2Y5
9062.45
OU
Other Units
USD
9854.55
0.0008073809272
Long
ABS-MBS
USGA
US
N
2
2033-05-01
Fixed
4.50
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
JAPAN BANK FOR INTERNATIONAL COOPERATION
471048AX6
500000.00
PA
USD
519209.83
0.0425387373345
Long
DBT
USGSE
JP
N
2
2026-07-21
Fixed
1.875
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD
8935268Z9
300000.00
PA
USD
451012.09
0.0369513127885
Long
DBT
CORP
CA
N
2
2039-01-15
Fixed
7.625
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MQP8
302410.66
OU
Other Units
USD
327686.97
0.0268473151688
Long
ABS-MBS
USGA
US
N
2
2042-10-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WKRG2
131068.55
OU
Other Units
USD
142057.05
0.0116387001695
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WCJ95
198317.10
OU
Other Units
USD
219785.58
0.0180069800634
Long
ABS-MBS
USGA
US
N
2
2044-08-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296S3Y0
11542.50
OU
Other Units
USD
13059.76
0.0010699830168
Long
ABS-MBS
USGA
US
N
2
2034-02-01
Fixed
5.50
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC23
17322VAT3
1000000.00
OU
Other Units
USD
1080995.20
0.0885656784902
Long
ABS-MBS
CORP
US
N
2
2047-07-01
Fixed
3.622
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WDTY7
94370.77
OU
Other Units
USD
103646.22
0.0084917100438
Long
ABS-MBS
USGA
US
N
2
2044-12-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K3XA0
56878.80
OU
Other Units
USD
65503.08
0.0053666516959
Long
ABS-MBS
USGA
US
N
2
2036-02-01
Fixed
5.50
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818DN5
400000.00
PA
USD
416504.74
0.0341241338467
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
2.75
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828K74
4488000.00
PA
USD
4742290.80
0.388534752328
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FLCV8
348352.82
OU
Other Units
USD
364189.90
0.0298379915033
Long
ABS-MBS
USGA
US
N
2
2031-11-01
Fixed
2.50
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836BS6
300000.00
PA
USD
316036.17
0.0258927679082
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
2.65
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31384WNM8
1110.32
OU
Other Units
USD
1301.24
0.0001066102823
Long
ABS-MBS
USGA
US
N
2
2031-06-01
Fixed
7.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411LED9
6357.46
OU
Other Units
USD
6675.24
0.0005469008185
Long
ABS-MBS
USGA
US
N
2
2022-07-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36200NLL3
10332.93
OU
Other Units
USD
11991.16
0.0009824328741
Long
ABS-MBS
USGA
US
N
2
2034-05-01
Fixed
5.00
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
BRITISH TELECOMMUNICATIONS PLC
111021AE1
175000.00
PA
USD
273395.65
0.0223992402912
Long
DBT
CORP
GB
N
2
2030-12-15
Variable
9.625
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36295NM20
25903.52
OU
Other Units
USD
30009.25
0.0024586506834
Long
ABS-MBS
USGA
US
N
2
2038-06-01
Fixed
5.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828L24
1000000.00
PA
USD
1023593.75
0.0838627914047
Long
DBT
UST
US
N
2
2022-08-31
Fixed
1.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414TCL3
56195.62
OU
Other Units
USD
64569.83
0.0052901907464
Long
ABS-MBS
USGA
US
N
2
2038-06-01
Fixed
5.00
N
N
N
N
N
N
SG COMMERCIAL MORTGAGE SECURIT
549300SZQW4U3UN4A157
SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5
78419CAD6
2000000.00
OU
Other Units
USD
2121493.20
0.173813431059
Long
ABS-MBS
CORP
US
N
2
2048-10-01
Fixed
3.055
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMUL5
138355.31
OU
Other Units
USD
145161.22
0.0118930240761
Long
ABS-MBS
USGA
US
N
2
2031-02-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31405SUH5
9562.93
OU
Other Units
USD
11322.90
0.000927682492
Long
ABS-MBS
USGA
US
N
2
2035-02-01
Fixed
6.00
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBQ5
75000.00
PA
USD
81191.86
0.0066520296933
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140EBH61
6771.52
OU
Other Units
USD
7142.88
0.0005852144519
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
3.00
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAS7
200000.00
PA
USD
255246.61
0.0209122937798
Long
DBT
CORP
CA
N
2
2045-01-15
Fixed
5.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31293FJ73
368.04
OU
Other Units
USD
414.59
0.0000339672596
Long
ABS-MBS
USGA
US
N
2
2028-12-01
Fixed
6.00
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
NATIONAL AUSTRALIA BANK LTD/NEW YORK
63254AAS7
500000.00
PA
USD
531492.55
0.0435450576498
Long
DBT
CORP
AU
N
2
2026-07-12
Fixed
2.50
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND
465410AH1
400000.00
PA
USD
457643.38
0.037494612794
Long
DBT
USGSE
IT
N
2
2023-09-27
Fixed
6.875
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
035240AL4
500000.00
PA
USD
561832.97
0.0460308410122
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W9AB6
171607.78
OU
Other Units
USD
177754.34
0.0145633706113
Long
ABS-MBS
USGA
US
N
2
2028-07-01
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31307HVM6
36015.41
OU
Other Units
USD
37782.38
0.0030955013673
Long
ABS-MBS
USGA
US
N
2
2029-07-01
Fixed
2.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213DG44
2104.71
OU
Other Units
USD
2501.24
0.0002049259956
Long
ABS-MBS
USGA
US
N
2
2031-08-01
Fixed
7.00
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
72650RBD3
300000.00
PA
USD
317767.41
0.0260346079878
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.85
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31307EWR1
38921.51
OU
Other Units
USD
40833.86
0.0033455083947
Long
ABS-MBS
USGA
US
N
2
2028-10-01
Fixed
2.50
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAV1
235000.00
PA
USD
269928.57
0.0221151832551
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
4.30
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBH0
250000.00
PA
USD
272215.71
0.0223025680889
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.60
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416RR47
329471.50
OU
Other Units
USD
363069.48
0.0297461957604
Long
ABS-MBS
USGA
US
N
2
2039-07-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402DJF8
13982.20
OU
Other Units
USD
16618.70
0.0013615661208
Long
ABS-MBS
USGA
US
N
2
2034-08-01
Fixed
6.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128282Y5
765000.00
PA
USD
808703.62
0.0662568943902
Long
DBT
UST
US
N
2
2024-09-30
Fixed
2.125
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828P79
508000.00
PA
USD
520541.25
0.0426478202571
Long
DBT
UST
US
N
2
2023-02-28
Fixed
1.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJLW8
312102.26
OU
Other Units
USD
350950.52
0.0287532922628
Long
ABS-MBS
USGA
US
N
2
2039-04-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410LAQ5
53718.69
OU
Other Units
USD
57435.34
0.0047056636851
Long
ABS-MBS
USGA
US
N
2
2025-08-01
Fixed
3.50
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137BQYS0
1300000.00
OU
Other Units
USD
1390626.12
0.1139336657961
Long
ABS-MBS
USGA
US
N
2
2026-05-01
Fixed
2.525
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31406EJR6
80.85
OU
Other Units
USD
93.46
0.0000076571554
Long
ABS-MBS
USGA
US
N
2
2034-12-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJXN3
369465.42
OU
Other Units
USD
390567.13
0.0319990716558
Long
ABS-MBS
USGA
US
N
2
2047-02-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371KP70
5068.52
OU
Other Units
USD
5831.57
0.0004777791369
Long
ABS-MBS
USGA
US
N
2
2032-06-01
Fixed
6.50
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172AP4
300000.00
PA
USD
345587.55
0.0283139054119
Long
DBT
CORP
US
N
2
2042-03-20
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128284U1
2170000.00
PA
USD
2284348.82
0.1871561531
Long
DBT
UST
US
N
2
2023-06-30
Fixed
2.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FE3H5
28083.08
OU
Other Units
USD
29074.38
0.0023820570076
Long
ABS-MBS
USGA
US
N
2
2032-03-01
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132JAYG4
18555.42
OU
Other Units
USD
19854.89
0.0016267063944
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132M75U8
189953.38
OU
Other Units
USD
208717.94
0.0171002109622
Long
ABS-MBS
USGA
US
N
2
2044-07-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31383HA79
282.46
OU
Other Units
USD
317.55
0.0000260167956
Long
ABS-MBS
USGA
US
N
2
2029-08-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X3EH1
153141.67
OU
Other Units
USD
163761.81
0.0134169659712
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620AWCZ1
165380.23
OU
Other Units
USD
178041.77
0.0145869196825
Long
ABS-MBS
USGA
US
N
2
2041-11-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENM63
76410.41
OU
Other Units
USD
85163.41
0.006977417836
Long
ABS-MBS
USGA
US
N
2
2044-05-01
Fixed
4.50
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GGM5
160000.00
PA
USD
185236.76
0.0151764034944
Long
DBT
CORP
US
N
2
2038-04-24
Variable
4.244
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312943DQ3
212520.15
OU
Other Units
USD
237254.63
0.0194382151566
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179ME63
79697.09
OU
Other Units
USD
91697.21
0.0075127305091
Long
ABS-MBS
USGA
US
N
2
2042-06-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371K6B2
16395.87
OU
Other Units
USD
18842.08
0.001543727113
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371LDG1
34006.40
OU
Other Units
USD
39184.44
0.0032103718081
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
5.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RY6
1470000.00
PA
USD
1606290.81
0.1316030223263
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36210BV36
4063.67
OU
Other Units
USD
4551.17
0.0003728762708
Long
ABS-MBS
USGA
US
N
2
2029-08-01
Fixed
6.50
N
N
N
N
N
N
HUNGARY
5299008DH62LEB10JK83
HUNGARY GOVERNMENT INTERNATIONAL BOND
445545AF3
300000.00
PA
USD
484596.00
0.0397028345117
Long
DBT
USGSE
HU
N
2
2041-03-29
Fixed
7.625
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36200QQK3
6212.26
OU
Other Units
USD
7391.44
0.0006055789134
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
6.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132JBBX0
186566.20
OU
Other Units
USD
198826.46
0.0162898043688
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132JNFM4
545996.60
OU
Other Units
USD
605778.84
0.0496313156428
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128282S8
2375000.00
PA
USD
2423427.72
0.1985508541515
Long
DBT
UST
US
N
2
2022-08-31
Fixed
1.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y16W0
80318.15
OU
Other Units
USD
89479.81
0.0073310594569
Long
ABS-MBS
USGA
US
N
2
2044-10-01
Fixed
4.50
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FR4
200000.00
PA
USD
218289.92
0.0178844409969
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
TRUIST BANK
86787EAN7
500000.00
PA
USD
523312.14
0.0428748386128
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EENW5
104326.71
OU
Other Units
USD
110128.73
0.0090228205395
Long
ABS-MBS
USGA
US
N
2
2027-04-01
Fixed
3.00
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP
91913YAL4
165000.00
PA
USD
215813.25
0.0176815280155
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.625
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAP5
115000.00
PA
USD
128621.99
0.0105379689133
Long
DBT
CORP
US
N
2
2058-04-15
Fixed
4.90
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WGG65
113986.10
OU
Other Units
USD
122684.53
0.010051514234
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371K3A7
10032.22
OU
Other Units
USD
11632.32
0.0009530331986
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMNY5
293029.69
OU
Other Units
USD
309357.31
0.0253455705039
Long
ABS-MBS
USGA
US
N
2
2026-10-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJWA4
71094.97
OU
Other Units
USD
75299.79
0.0061692938058
Long
ABS-MBS
USGA
US
N
2
2045-05-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X0ZQ4
554827.85
OU
Other Units
USD
604519.25
0.049528117735
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WFS49
96321.55
OU
Other Units
USD
104179.91
0.0085354351381
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.50
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS INC
571748AK8
275000.00
PA
USD
364999.81
0.0299043472361
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.875
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SUW5
163256.98
OU
Other Units
USD
177693.78
0.014558408945
Long
ABS-MBS
USGA
US
N
2
2047-01-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410FST3
33434.67
OU
Other Units
USD
38916.54
0.0031884228251
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132JPYS5
7993.30
OU
Other Units
USD
8969.29
0.0007348517869
Long
ABS-MBS
USGA
US
N
2
2043-10-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128F3XU2
1825.52
OU
Other Units
USD
1832.13
0.0001501059732
Long
ABS-MBS
USGA
US
N
2
2025-10-01
Fixed
7.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TZ40
44336.00
OU
Other Units
USD
47473.57
0.0038894982488
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMRF2
272659.26
OU
Other Units
USD
286062.42
0.0234370257313
Long
ABS-MBS
USGA
US
N
2
2028-10-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132GKXV3
189130.66
OU
Other Units
USD
207894.40
0.0170327385267
Long
ABS-MBS
USGA
US
N
2
2041-11-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31400TCV7
12093.57
OU
Other Units
USD
13773.78
0.0011284825048
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
5.50
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866FAA2
350000.00
PA
USD
379210.65
0.0310686379624
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36201A2R8
1386.87
OU
Other Units
USD
1552.60
0.000127204147
Long
ABS-MBS
USGA
US
N
2
2031-12-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138M4XT4
171398.62
OU
Other Units
USD
181006.74
0.0148298389663
Long
ABS-MBS
USGA
US
N
2
2027-08-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36295ERB5
19747.20
OU
Other Units
USD
22090.70
0.0018098857736
Long
ABS-MBS
USGA
US
N
2
2037-03-01
Fixed
5.50
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PBK7
410000.00
PA
USD
620985.75
0.0508772141462
Long
DBT
CORP
US
N
2
2038-02-15
Fixed
6.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31415SPB2
63199.31
OU
Other Units
USD
70833.35
0.0058033594436
Long
ABS-MBS
USGA
US
N
2
2038-11-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213JPM1
2779.01
OU
Other Units
USD
3110.17
0.000254815485
Long
ABS-MBS
USGA
US
N
2
2031-06-01
Fixed
6.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312930TR1
14666.16
OU
Other Units
USD
17142.09
0.0014044473385
Long
ABS-MBS
USGA
US
N
2
2039-01-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERDM9
79420.70
OU
Other Units
USD
89021.00
0.0072934692632
Long
ABS-MBS
USGA
US
N
2
2046-03-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJL24
120540.56
OU
Other Units
USD
134596.34
0.0110274459816
Long
ABS-MBS
USGA
US
N
2
2039-05-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140EBDV0
366702.19
OU
Other Units
USD
386848.11
0.0316943732357
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
3.00
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582BT8
185000.00
PA
USD
200174.97
0.016400287471
Long
DBT
CORP
NL
N
2
2026-05-10
Fixed
2.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408DPH1
14456.36
OU
Other Units
USD
16350.90
0.0013396253308
Long
ABS-MBS
USGA
US
N
2
2035-12-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BHY5
111595.37
OU
Other Units
USD
119474.03
0.0097884787359
Long
ABS-MBS
USGA
US
N
2
2034-10-01
Fixed
3.50
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC
931142DU4
300000.00
PA
USD
309684.96
0.0253724147901
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.35
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK
4581X0DA3
225000.00
PA
USD
233846.83
0.0191590149167
Long
DBT
CORP
XX
N
2
2023-01-18
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408BQ27
42654.60
OU
Other Units
USD
48675.66
0.0039879851953
Long
ABS-MBS
USGA
US
N
2
2035-12-01
Fixed
5.00
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
VIACOMCBS INC
925524AH3
150000.00
PA
USD
210083.82
0.0172121171843
Long
DBT
CORP
US
N
2
2030-07-30
Fixed
7.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W9L99
64959.94
OU
Other Units
USD
68578.74
0.0056186397849
Long
ABS-MBS
USGA
US
N
2
2028-09-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36201M4K5
11343.53
OU
Other Units
USD
12243.40
0.001003098837
Long
ABS-MBS
USGA
US
N
2
2032-08-01
Fixed
7.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QL82
170061.74
OU
Other Units
USD
195217.67
0.0159941370663
Long
ABS-MBS
USGA
US
N
2
2044-08-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BT55
326157.39
OU
Other Units
USD
358146.83
0.0293428842219
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RTB5
10316.65
OU
Other Units
USD
11557.98
0.0009469425402
Long
ABS-MBS
USGA
US
N
2
2045-11-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJV23
229616.98
OU
Other Units
USD
248606.32
0.0203682564064
Long
ABS-MBS
USGA
US
N
2
2045-03-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MX47
348772.12
OU
Other Units
USD
377227.94
0.0309061950058
Long
ABS-MBS
USGA
US
N
2
2043-01-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36291XAD1
25281.72
OU
Other Units
USD
28607.42
0.0023437990863
Long
ABS-MBS
USGA
US
N
2
2035-04-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GL35
35689.60
OU
Other Units
USD
41352.95
0.0033880373144
Long
ABS-MBS
USGA
US
N
2
2037-10-01
Fixed
6.50
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC
084670BS6
500000.00
PA
USD
547939.11
0.0448925203816
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.125
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132JM5V7
157208.94
OU
Other Units
USD
171758.56
0.0140721377883
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128PXLF1
228.93
OU
Other Units
USD
241.08
0.0000197516268
Long
ABS-MBS
USGA
US
N
2
2021-12-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292SCG3
9973.17
OU
Other Units
USD
10958.73
0.0008978461308
Long
ABS-MBS
USGA
US
N
2
2045-02-01
Fixed
4.00
N
N
N
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
3M CO
88579YAV3
500000.00
PA
USD
528802.94
0.0433246985451
Long
DBT
CORP
US
N
2
2026-09-19
Fixed
2.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GWZ5
211.88
OU
Other Units
USD
218.97
0.0000179401597
Long
ABS-MBS
USGA
US
N
2
2028-09-01
Fixed
7.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132WDAG9
53775.93
OU
Other Units
USD
58801.74
0.0048176125106
Long
ABS-MBS
USGA
US
N
2
2046-04-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417F3F3
184693.60
OU
Other Units
USD
197516.95
0.0161825165274
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414BWE6
1960.78
OU
Other Units
USD
2291.08
0.000187707637
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416RGR8
1664.48
OU
Other Units
USD
1870.32
0.0001532348707
Long
ABS-MBS
USGA
US
N
2
2039-06-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WC2F9
96813.71
OU
Other Units
USD
106330.69
0.0087116480296
Long
ABS-MBS
USGA
US
N
2
2044-10-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TLV5
51859.45
OU
Other Units
USD
57700.78
0.0047274111208
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
5.00
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
ALLEGION US HOLDING CO INC
01748NAD6
400000.00
PA
USD
426750.19
0.0349635411176
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.20
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
MYLAN INC
628530BC0
300000.00
PA
USD
366598.86
0.0300353570206
Long
DBT
CORP
US
N
2
2043-11-29
Fixed
5.40
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FRH57
241314.77
OU
Other Units
USD
255092.48
0.0208996659457
Long
ABS-MBS
USGA
US
N
2
2047-02-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36212C6U0
1696.18
OU
Other Units
USD
1703.65
0.0001395796375
Long
ABS-MBS
USGA
US
N
2
2030-11-01
Fixed
7.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620ARZF1
12134.28
OU
Other Units
USD
12983.63
0.0010637457041
Long
ABS-MBS
USGA
US
N
2
2026-02-01
Fixed
3.50
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND
715638AS1
500000.00
PA
USD
614947.50
0.0503825017662
Long
DBT
USGSE
PE
N
2
2025-07-21
Fixed
7.35
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828W48
2050000.00
PA
USD
2155583.02
0.1766064018677
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.125
N
N
N
N
N
HEALTHPEAK PROPERTIES INC
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPERTIES INC
40414LAE9
300000.00
PA
USD
431562.18
0.0353577863087
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36225AAW0
1064.04
OU
Other Units
USD
1108.05
0.0000907822717
Long
ABS-MBS
USGA
US
N
2
2023-12-01
Fixed
7.50
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC
654106AC7
300000.00
PA
USD
310788.46
0.0254628242815
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.25
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36200NVV0
9496.59
OU
Other Units
USD
11082.69
0.000908002144
Long
ABS-MBS
USGA
US
N
2
2034-10-01
Fixed
6.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810EM6
275000.00
PA
USD
300394.53
0.0246112520797
Long
DBT
UST
US
N
2
2022-08-15
Fixed
7.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128KQL87
5193.29
OU
Other Units
USD
5881.13
0.0004818395759
Long
ABS-MBS
USGA
US
N
2
2037-05-01
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P8FJ5
20090.69
OU
Other Units
USD
21055.99
0.0017251122305
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
3.00
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD
11134LAH2
300000.00
PA
USD
328900.77
0.0269467615129
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414BZU7
42649.45
OU
Other Units
USD
49297.35
0.0040389201085
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
5.00
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EAU9
200000.00
PA
USD
223977.30
0.0183504066816
Long
DBT
CORP
GB
N
2
2028-01-10
Fixed
4.337
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FCRM2
221569.45
OU
Other Units
USD
237888.76
0.019490169276
Long
ABS-MBS
USGA
US
N
2
2046-10-01
Fixed
3.50
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448DD7
210000.00
PA
USD
258652.64
0.021191349004
Long
DBT
CORP
US
N
2
2046-04-14
Fixed
4.45
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
ECOLAB INC
278865AV2
250000.00
PA
USD
267992.46
0.0219565582253
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.70
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857TAH0
125000.00
PA
USD
176687.66
0.0144759777737
Long
DBT
CORP
GB
N
2
2030-02-15
Fixed
7.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31374GHC4
594.14
OU
Other Units
USD
655.63
0.0000537156092
Long
ABS-MBS
USGA
US
N
2
2027-05-01
Fixed
8.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132FCAC9
38646.16
OU
Other Units
USD
45288.93
0.0037105112155
Long
ABS-MBS
USGA
US
N
2
2036-11-01
Fixed
6.00
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
72650RBH4
250000.00
PA
USD
249448.20
0.0204372314337
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140H1W30
76574.51
OU
Other Units
USD
80033.83
0.0065571525721
Long
ABS-MBS
USGA
US
N
2
2033-03-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A2BE8
132101.13
OU
Other Units
USD
143814.23
0.0117826655072
Long
ABS-MBS
USGA
US
N
2
2040-12-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TNQ4
147483.08
OU
Other Units
USD
155993.84
0.0127805380448
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.00
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAL9
500000.00
PA
USD
563867.86
0.0461975590638
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412SY90
32381.20
OU
Other Units
USD
37444.34
0.0030678058308
Long
ABS-MBS
USGA
US
N
2
2038-03-01
Fixed
5.00
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BK8
220000.00
PA
USD
245297.50
0.0200971655743
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EWD7
16525.71
OU
Other Units
USD
19444.58
0.0015930897941
Long
ABS-MBS
USGA
US
N
2
2038-09-01
Fixed
5.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828S92
870000.00
PA
USD
890424.61
0.0729522755781
Long
DBT
UST
US
N
2
2023-07-31
Fixed
1.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJVL1
176018.49
OU
Other Units
USD
193397.25
0.0158449904906
Long
ABS-MBS
USGA
US
N
2
2044-12-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140GQ4H6
43903.80
OU
Other Units
USD
47552.82
0.0038959911824
Long
ABS-MBS
USGA
US
N
2
2047-08-01
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810EQ7
1025000.00
PA
USD
1166578.13
0.0955774674996
Long
DBT
UST
US
N
2
2023-08-15
Fixed
6.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128282A7
1764000.00
PA
USD
1816299.85
0.1488090128031
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402NPB8
21654.26
OU
Other Units
USD
24895.53
0.0020396848254
Long
ABS-MBS
USGA
US
N
2
2033-08-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QGE5
134461.01
OU
Other Units
USD
150962.77
0.0123683436816
Long
ABS-MBS
USGA
US
N
2
2044-06-01
Fixed
4.50
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC
891906AC3
500000.00
PA
USD
574565.88
0.0470740452867
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.80
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RCP5
500000.00
PA
USD
567806.86
0.0465202803928
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBN7
200000.00
PA
USD
231454.55
0.0189630159878
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.05
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES SA
87938WAU7
300000.00
PA
USD
356163.48
0.0291803888302
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.213
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NLC0
191530.50
OU
Other Units
USD
204736.08
0.0167739781237
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y9QE1
12146.51
OU
Other Units
USD
12822.96
0.0010505820494
Long
ABS-MBS
USGA
US
N
2
2030-01-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418APY8
262783.07
OU
Other Units
USD
278717.06
0.0228352221413
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
3.00
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
FLORIDA POWER & LIGHT CO
341081FL6
400000.00
PA
USD
470745.90
0.0385680991275
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.05
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36290R2Q5
13480.94
OU
Other Units
USD
15658.88
0.0012829282975
Long
ABS-MBS
USGA
US
N
2
2033-09-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371KEY3
2148.01
OU
Other Units
USD
2575.39
0.0002110010874
Long
ABS-MBS
USGA
US
N
2
2031-11-01
Fixed
7.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMU35
128188.04
OU
Other Units
USD
135433.96
0.0110960719881
Long
ABS-MBS
USGA
US
N
2
2031-05-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36297GVW7
54362.67
OU
Other Units
USD
57281.32
0.0046930448633
Long
ABS-MBS
USGA
US
N
2
2043-03-01
Fixed
2.50
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BEG7
500000.00
PA
USD
603856.92
0.0494738531963
Long
DBT
CORP
US
N
2
2047-01-22
Fixed
4.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414AYQ9
26484.88
OU
Other Units
USD
31514.20
0.0025819508773
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y9C30
97385.87
OU
Other Units
USD
106297.48
0.0087089271423
Long
ABS-MBS
USGA
US
N
2
2044-12-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36241KA73
4237.01
OU
Other Units
USD
4918.76
0.0004029928317
Long
ABS-MBS
USGA
US
N
2
2034-11-01
Fixed
5.00
N
N
N
N
N
N
FEDERAL REALTY INVESTMENT TRUST
549300LI6XZ51GOCJ427
FEDERAL REALTY INVESTMENT TRUST
313747AV9
200000.00
PA
USD
230592.99
0.0188924285828
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.50
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBH5
200000.00
PA
USD
221057.05
0.0181111512967
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.70
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UBP3
200000.00
PA
USD
205230.45
0.0168144817396
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HEDV1
29479.40
OU
Other Units
USD
31091.65
0.0025473314568
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W5AQ1
146020.54
OU
Other Units
USD
154571.79
0.012664029828
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Fixed
3.00
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
539439AM1
820000.00
PA
USD
919362.89
0.0753231819452
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.582
N
N
N
N
N
N
SUMITOMO MITSUI BANKING
5U0XI89JRFVHWIBS4F54
SUMITOMO MITSUI BANKING CORP
865622AZ7
290000.00
PA
USD
302859.66
0.0248132195917
Long
DBT
CORP
JP
N
2
2023-01-18
Fixed
3.00
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BLACKROCK INC
09247XAL5
250000.00
PA
USD
272293.48
0.0223089397664
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
3.50
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL CAPITAL FUNDING INC
69352PAF0
400000.00
PA
USD
420711.18
0.034468766471
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.40
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137B4GX8
149523.68
OU
Other Units
USD
153156.70
0.0125480918424
Long
ABS-MBS
USGA
US
N
2
2023-02-01
Fixed
3.016
N
N
N
N
N
N
ALLSTATE CORP/THE
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP/THE
020002BB6
300000.00
PA
USD
322425.00
0.0264162032238
Long
DBT
CORP
US
N
2
2053-08-15
Variable
5.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140F0JJ4
440994.63
OU
Other Units
USD
466428.50
0.0382143755769
Long
ABS-MBS
USGA
US
N
2
2046-10-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283HN43
1851.38
OU
Other Units
USD
2131.87
0.0001746635998
Long
ABS-MBS
USGA
US
N
2
2031-09-01
Fixed
7.00
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC
26442CAN4
250000.00
PA
USD
284699.91
0.0233253956125
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132M7MX3
68607.15
OU
Other Units
USD
76087.82
0.0062338569154
Long
ABS-MBS
USGA
US
N
2
2044-07-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179M5P1
214312.27
OU
Other Units
USD
240612.79
0.0197133484031
Long
ABS-MBS
USGA
US
N
2
2043-03-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GFL2
35081.53
OU
Other Units
USD
40431.19
0.0033125177378
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
5.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828V80
2345000.00
PA
USD
2471547.55
0.2024933003278
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138XDCF5
41762.32
OU
Other Units
USD
46307.78
0.0037939853526
Long
ABS-MBS
USGA
US
N
2
2043-12-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335HVX8
2373.66
OU
Other Units
USD
2654.34
0.000217469442
Long
ABS-MBS
USGA
US
N
2
2023-02-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140F1UQ3
83074.02
OU
Other Units
USD
86837.63
0.0071145862807
Long
ABS-MBS
USGA
US
N
2
2031-05-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138XRHX0
8039.39
OU
Other Units
USD
8966.26
0.0007346035397
Long
ABS-MBS
USGA
US
N
2
2044-04-01
Fixed
4.50
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO
42824CAW9
500000.00
PA
USD
570551.34
0.0467451349835
Long
DBT
CORP
US
N
2
2025-10-15
Variable
4.90
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHL6
150000.00
PA
USD
160391.40
0.013140829085
Long
DBT
CORP
US
N
2
2024-07-23
Variable
3.864
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NTE8
52002.20
OU
Other Units
USD
57668.73
0.004724785272
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RV2
1790000.00
PA
USD
2045879.10
0.1676183859099
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NQ68
71462.54
OU
Other Units
USD
80236.81
0.006573782675
Long
ABS-MBS
USGA
US
N
2
2043-10-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPN91
174373.02
OU
Other Units
USD
191255.78
0.015669540365
Long
ABS-MBS
USGA
US
N
2
2045-02-01
Fixed
4.00
N
N
N
N
N
N
MOLSON COORS BEVERAGE CO
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO
60871RAH3
150000.00
PA
USD
159588.36
0.0130750362097
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31400FXC6
11757.36
OU
Other Units
USD
13430.46
0.0011003543793
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
5.50
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP
89233P7F7
500000.00
PA
USD
519385.32
0.0425531151883
Long
DBT
CORP
US
N
2
2023-01-10
Fixed
2.625
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828XR6
535000.00
PA
USD
544717.77
0.044628596765
Long
DBT
UST
US
N
2
2022-05-31
Fixed
1.75
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KEYBANK NA/CLEVELAND OH
49306CAB7
100000.00
PA
USD
124085.66
0.0101663084801
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.95
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WFF27
340150.08
OU
Other Units
USD
356683.07
0.0292229587148
Long
ABS-MBS
USGA
US
N
2
2030-08-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31391TXK9
2653.64
OU
Other Units
USD
2987.76
0.000244786463
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HNB6
8187.95
OU
Other Units
USD
9723.92
0.0007966784425
Long
ABS-MBS
USGA
US
N
2
2032-01-01
Fixed
6.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828W71
2624000.00
PA
USD
2761196.26
0.2262241499421
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.125
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36290RRE5
14913.86
OU
Other Units
USD
17334.27
0.0014201926
Long
ABS-MBS
USGA
US
N
2
2033-07-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJU99
86341.86
OU
Other Units
USD
96555.69
0.0079107846148
Long
ABS-MBS
USGA
US
N
2
2044-09-01
Fixed
4.50
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP
458140AX8
110000.00
PA
USD
120643.69
0.0098843087003
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.15
N
N
N
N
N
N
CNOOC PETROLEUM NORTH
549300I04PB7X2824122
CNOOC PETROLEUM NORTH AMERICA ULC
65334HAE2
125000.00
PA
USD
154818.55
0.0126842468159
Long
DBT
CORP
CA
N
2
2035-03-10
Fixed
5.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WAXQ5
91808.30
OU
Other Units
USD
102368.00
0.0083869857846
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Fixed
4.50
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
HYDRO-QUEBEC
448814DC4
400000.00
PA
USD
602233.43
0.0493408410485
Long
DBT
USGSE
CA
N
2
2029-12-01
Fixed
8.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YWJ2
223174.74
OU
Other Units
USD
238902.56
0.0195732296678
Long
ABS-MBS
USGA
US
N
2
2026-02-01
Fixed
3.50
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC
92826CAJ1
55000.00
PA
USD
61860.45
0.0050682118902
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.65
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W5GH5
8233.22
OU
Other Units
USD
8760.76
0.0007177669738
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CH31
38478.95
OU
Other Units
USD
40122.94
0.0032872628889
Long
ABS-MBS
USGA
US
N
2
2047-02-01
Fixed
2.50
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC
65473QBE2
420000.00
PA
USD
458976.79
0.0376038587568
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SGL5
301685.77
OU
Other Units
USD
323368.05
0.026493467085
Long
ABS-MBS
USGA
US
N
2
2046-07-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M7E51
1000.21
OU
Other Units
USD
1103.19
0.0000903840931
Long
ABS-MBS
USGA
US
N
2
2039-03-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419E2E8
459011.12
OU
Other Units
USD
504335.09
0.0413200534398
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620A2XA9
25050.68
OU
Other Units
USD
28326.88
0.0023208145112
Long
ABS-MBS
USGA
US
N
2
2039-06-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WCQG1
165681.34
OU
Other Units
USD
181958.41
0.0149078090621
Long
ABS-MBS
USGA
US
N
2
2044-08-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJXE5
48086.66
OU
Other Units
USD
52056.78
0.0042649995492
Long
ABS-MBS
USGA
US
N
2
2045-11-01
Fixed
3.50
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE
96949LAD7
150000.00
PA
USD
165080.40
0.0135249977348
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QRZ6
213152.39
OU
Other Units
USD
235887.12
0.019326175389
Long
ABS-MBS
USGA
US
N
2
2044-10-01
Fixed
4.00
N
N
N
N
N
N
COMM MORTGAGE TRUST
549300BCCWSDWINK2593
COMM 2013-CCRE11 MORTGAGE TRUST
12626LBP6
750000.00
OU
Other Units
USD
810000.00
0.0663631064939
Long
ABS-MBS
CORP
US
N
2
2050-08-01
Variable
5.277526
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
SPECTRA ENERGY PARTNERS LP
84756NAE9
200000.00
PA
USD
259738.96
0.0212803509421
Long
DBT
CORP
US
N
2
2043-09-25
Fixed
5.95
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31406NM68
35517.68
OU
Other Units
USD
40547.88
0.0033220781216
Long
ABS-MBS
USGA
US
N
2
2035-05-01
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HX33
10415.45
OU
Other Units
USD
12012.87
0.0009842115692
Long
ABS-MBS
USGA
US
N
2
2033-08-01
Fixed
5.00
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
94974BGU8
500000.00
PA
USD
598426.99
0.0490289803286
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMV42
27563.23
OU
Other Units
USD
28564.69
0.0023402982277
Long
ABS-MBS
USGA
US
N
2
2032-03-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BVG8
83704.78
OU
Other Units
USD
89953.20
0.0073698441865
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31405X3Y7
10363.00
OU
Other Units
USD
11752.04
0.0009628418296
Long
ABS-MBS
USGA
US
N
2
2034-11-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132XUSK2
80679.20
OU
Other Units
USD
88547.33
0.0072546615932
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RB6
2952000.00
PA
USD
3295515.94
0.2700008336775
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140EUWE5
19784.35
OU
Other Units
USD
20551.52
0.0016837811239
Long
ABS-MBS
USGA
US
N
2
2046-04-01
Fixed
2.50
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBJ1
500000.00
PA
USD
587851.32
0.048162518212
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.90
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128284R8
810000.00
PA
USD
884086.52
0.0724329973785
Long
DBT
UST
US
N
2
2025-05-31
Fixed
2.875
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BD37
122201.43
OU
Other Units
USD
133057.79
0.0109013929476
Long
ABS-MBS
USGA
US
N
2
2034-06-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417Y2J5
4911.75
OU
Other Units
USD
5427.08
0.0004446393678
Long
ABS-MBS
USGA
US
N
2
2031-06-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3129396Y2
317575.63
OU
Other Units
USD
358872.13
0.0294023078776
Long
ABS-MBS
USGA
US
N
2
2040-03-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CC36
33959.15
OU
Other Units
USD
35275.97
0.0028901517947
Long
ABS-MBS
USGA
US
N
2
2036-10-01
Fixed
2.50
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VCK8
400000.00
PA
USD
495606.33
0.0406049082183
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.862
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31307UX78
158543.75
OU
Other Units
USD
165790.02
0.0135831367319
Long
ABS-MBS
USGA
US
N
2
2032-11-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371GKK5
671.37
OU
Other Units
USD
755.02
0.0000618586082
Long
ABS-MBS
USGA
US
N
2
2028-02-01
Fixed
6.50
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY
880591CP5
165000.00
PA
USD
248862.48
0.020389243534
Long
DBT
UST
US
N
2
2038-01-15
Fixed
6.15
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RK6
3135000.00
PA
USD
3273380.84
0.2681873102225
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO
406216BG5
415000.00
PA
USD
458560.44
0.0375697473007
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625HRX0
500000.00
PA
USD
548461.74
0.0449353393326
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WGC85
60873.05
OU
Other Units
USD
65623.36
0.0053765062076
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31407H6Q4
8124.07
OU
Other Units
USD
9487.64
0.0007773200786
Long
ABS-MBS
USGA
US
N
2
2036-08-01
Fixed
6.50
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874DC8
500000.00
PA
USD
547625.92
0.0448668607997
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.875
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AS9
500000.00
PA
USD
545259.33
0.0446729666464
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
3.45
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WCGQ0
47397.03
OU
Other Units
USD
52868.77
0.0043315256959
Long
ABS-MBS
USGA
US
N
2
2044-07-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128E4C26
10751.09
OU
Other Units
USD
12032.97
0.0009858583574
Long
ABS-MBS
USGA
US
N
2
2027-05-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138XCBN1
3625.71
OU
Other Units
USD
4053.28
0.000332084262
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411JPP5
33178.29
OU
Other Units
USD
38740.37
0.0031739892591
Long
ABS-MBS
USGA
US
N
2
2037-02-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371LPJ2
16039.71
OU
Other Units
USD
18653.47
0.0015282743408
Long
ABS-MBS
USGA
US
N
2
2034-06-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJWU0
485243.37
OU
Other Units
USD
513895.13
0.0421033052332
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
3.00
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BJ7
50000.00
PA
USD
54108.98
0.0044331358049
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RJG5
72958.38
OU
Other Units
USD
81747.76
0.0066975744475
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416XBY5
595921.26
OU
Other Units
USD
669472.31
0.0548497064238
Long
ABS-MBS
USGA
US
N
2
2040-11-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SZU4
43352.62
OU
Other Units
USD
45360.47
0.0037163724706
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416CKH8
169432.78
OU
Other Units
USD
195631.66
0.0160280551681
Long
ABS-MBS
USGA
US
N
2
2039-06-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138E0RK7
555050.39
OU
Other Units
USD
609856.64
0.0499654088226
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YXK38
3551.54
OU
Other Units
USD
3854.09
0.0003157646729
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RJD2
135588.28
OU
Other Units
USD
144337.36
0.0118255254231
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HJR6
1004.49
OU
Other Units
USD
1149.24
0.0000941569586
Long
ABS-MBS
USGA
US
N
2
2031-05-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
313615ER3
237.61
OU
Other Units
USD
242.75
0.0000198884495
Long
ABS-MBS
USGA
US
N
2
2022-03-01
Fixed
8.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HL28
2022.87
OU
Other Units
USD
2398.59
0.0001965159056
Long
ABS-MBS
USGA
US
N
2
2031-09-01
Fixed
6.00
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHM4
180000.00
PA
USD
204474.76
0.0167525682385
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.271
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283HMD4
2721.92
OU
Other Units
USD
2834.04
0.0002321922201
Long
ABS-MBS
USGA
US
N
2
2031-05-01
Fixed
7.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MSB7
363660.49
OU
Other Units
USD
382911.72
0.0313718657433
Long
ABS-MBS
USGA
US
N
2
2027-11-01
Fixed
3.00
N
N
N
N
N
N
CFCRE COMMERCIAL MORTGAGE TRUS
N/A
CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8
12532CBA2
500000.00
OU
Other Units
USD
545736.90
0.0447120938424
Long
ABS-MBS
CORP
US
N
2
2050-06-01
Fixed
3.5719
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179M5L0
327931.78
OU
Other Units
USD
350754.87
0.028737262705
Long
ABS-MBS
USGA
US
N
2
2043-03-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QPK1
25428.35
OU
Other Units
USD
29270.30
0.0023981086864
Long
ABS-MBS
USGA
US
N
2
2044-09-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SSN8
27678.75
OU
Other Units
USD
28960.33
0.0023727129183
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31365EJZ7
6232.56
OU
Other Units
USD
6389.35
0.0005234779191
Long
ABS-MBS
USGA
US
N
2
2027-04-01
Fixed
7.50
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
105000.00
PA
USD
115456.06
0.0094592874137
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WEXS3
35901.44
OU
Other Units
USD
39299.46
0.0032197953693
Long
ABS-MBS
USGA
US
N
2
2045-06-01
Fixed
4.00
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANKS
3133XGAY0
480000.00
PA
USD
700184.35
0.057365936524
Long
DBT
UST
US
N
2
2036-07-15
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417TP51
45247.37
OU
Other Units
USD
52360.86
0.0042899127509
Long
ABS-MBS
USGA
US
N
2
2039-12-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CE42
13657.32
OU
Other Units
USD
14226.12
0.001165542613
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
2.50
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807CE5
150000.00
PA
USD
215585.47
0.0176628660545
Long
DBT
CORP
US
N
2
2040-02-01
Fixed
6.75
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE
96949LAB1
100000.00
PA
USD
110704.19
0.0090699678398
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
606822BB9
200000.00
PA
USD
232724.47
0.01906706023
Long
DBT
CORP
JP
N
2
2038-07-26
Fixed
4.286
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
86765BAM1
200000.00
PA
USD
208686.00
0.0170975941256
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.95
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418U2D5
176562.32
OU
Other Units
USD
188400.23
0.0154355858357
Long
ABS-MBS
USGA
US
N
2
2025-06-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BZP4
81807.00
OU
Other Units
USD
88440.12
0.0072458779035
Long
ABS-MBS
USGA
US
N
2
2046-03-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132WMY32
27216.06
OU
Other Units
USD
29697.38
0.0024330992488
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
4.50
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
NASDAQ INC
631103AF5
250000.00
PA
USD
275048.86
0.0225346873916
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.25
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC CO
291011BE3
260000.00
PA
USD
269408.34
0.0220725609355
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.625
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828TJ9
315000.00
PA
USD
321263.09
0.0263210082151
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412RE78
223594.83
OU
Other Units
USD
238438.30
0.0195351929569
Long
ABS-MBS
USGA
US
N
2
2025-03-01
Fixed
4.00
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK PARTNERS LP
68268NAD5
60000.00
PA
USD
77959.98
0.006387242537
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.85
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WEP86
248115.94
OU
Other Units
USD
260163.47
0.0213151309449
Long
ABS-MBS
USGA
US
N
2
2030-05-01
Fixed
2.50
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CY4
500000.00
PA
USD
598613.85
0.0490442897238
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA
279158AE9
300000.00
PA
USD
372015.00
0.0304791000769
Long
DBT
CORP
CO
N
2
2043-09-18
Fixed
7.375
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
UNILEVER CAPITAL CORP
904764AH0
250000.00
PA
USD
340475.64
0.0278950878468
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.90
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FVG8
83256.47
OU
Other Units
USD
93474.48
0.0076583418156
Long
ABS-MBS
USGA
US
N
2
2041-07-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31386PZU0
3172.04
OU
Other Units
USD
3647.25
0.0002988183211
Long
ABS-MBS
USGA
US
N
2
2032-01-01
Fixed
5.50
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBQ7
160000.00
PA
USD
167609.86
0.0137322357884
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NTG3
34351.77
OU
Other Units
USD
39526.58
0.0032384032566
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31415A4X6
29775.27
OU
Other Units
USD
34436.85
0.0028214028936
Long
ABS-MBS
USGA
US
N
2
2038-05-01
Fixed
5.00
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC
370334CG7
110000.00
PA
USD
125422.25
0.0102758149795
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
4.20
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NNB0
70654.91
OU
Other Units
USD
78379.67
0.0064216276384
Long
ABS-MBS
USGA
US
N
2
2043-09-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J5LM9
60141.85
OU
Other Units
USD
64346.34
0.005271880264
Long
ABS-MBS
USGA
US
N
2
2031-11-01
Fixed
3.50
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
EATON CORP
278062AE4
200000.00
PA
USD
230433.82
0.0188793878228
Long
DBT
CORP
US
N
2
2042-11-02
Fixed
4.15
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132M3YW1
73170.80
OU
Other Units
USD
80776.80
0.0066180239267
Long
ABS-MBS
USGA
US
N
2
2043-12-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31288DKG3
4300.53
OU
Other Units
USD
5122.89
0.0004197171538
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WGAQ7
123256.75
OU
Other Units
USD
134796.05
0.0110438081742
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31297NLS3
11762.91
OU
Other Units
USD
13703.81
0.0011227498795
Long
ABS-MBS
USGA
US
N
2
2035-01-01
Fixed
5.50
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
VIACOMCBS INC
124857AK9
240000.00
PA
USD
278058.37
0.0227812558269
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.90
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213CYY0
28959.25
OU
Other Units
USD
33609.02
0.0027535789795
Long
ABS-MBS
USGA
US
N
2
2035-11-01
Fixed
5.00
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525AV5
120000.00
PA
USD
143183.25
0.0117309694665
Long
DBT
CORP
US
N
2
2047-05-20
Fixed
4.30
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3134A4KX1
1000000.00
PA
USD
1454187.19
0.1191412090767
Long
DBT
UST
US
N
2
2032-07-15
Fixed
6.25
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAJ0
500000.00
PA
USD
544242.09
0.0445896244162
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.45
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CX6
640000.00
PA
USD
728736.76
0.0597052286542
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJUX6
87962.31
OU
Other Units
USD
95496.15
0.0078239767558
Long
ABS-MBS
USGA
US
N
2
2044-07-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31288AX26
541.75
OU
Other Units
USD
609.63
0.0000499468402
Long
ABS-MBS
USGA
US
N
2
2032-06-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409JTP5
10463.27
OU
Other Units
USD
12022.62
0.0009850103844
Long
ABS-MBS
USGA
US
N
2
2036-06-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36200QW67
5666.38
OU
Other Units
USD
6580.90
0.0005391715648
Long
ABS-MBS
USGA
US
N
2
2032-01-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31307JQB2
41454.50
OU
Other Units
USD
43767.52
0.0035858624576
Long
ABS-MBS
USGA
US
N
2
2029-10-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138MCHE7
372192.53
OU
Other Units
USD
397821.60
0.0325934286498
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140E0EV3
328283.26
OU
Other Units
USD
346523.54
0.0283905908489
Long
ABS-MBS
USGA
US
N
2
2045-11-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36181CXZ6
255736.33
OU
Other Units
USD
279940.56
0.022935463204
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WCSE4
187604.96
OU
Other Units
USD
206037.95
0.0168806400217
Long
ABS-MBS
USGA
US
N
2
2044-09-01
Fixed
4.00
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967HB0
500000.00
PA
USD
586155.09
0.0480235464933
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
85771PAK8
500000.00
PA
USD
528885.55
0.0433314667626
Long
DBT
CORP
NO
N
2
2024-01-15
Fixed
2.65
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
STRYKER CORP
863667AG6
250000.00
PA
USD
298370.50
0.0244454237853
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411SLG9
15331.38
OU
Other Units
USD
17811.06
0.0014592558908
Long
ABS-MBS
USGA
US
N
2
2037-02-01
Fixed
6.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GXF8
2491.48
OU
Other Units
USD
2860.03
0.0002343215746
Long
ABS-MBS
USGA
US
N
2
2028-11-01
Fixed
7.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31390NAA0
5669.84
OU
Other Units
USD
6119.35
0.0005013568836
Long
ABS-MBS
USGA
US
N
2
2032-07-01
Fixed
7.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828R28
1080000.00
PA
USD
1111366.41
0.0910539844699
Long
DBT
UST
US
N
2
2023-04-30
Fixed
1.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416RAK9
162823.50
OU
Other Units
USD
180540.23
0.0147916179135
Long
ABS-MBS
USGA
US
N
2
2039-05-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128KU4H7
10861.54
OU
Other Units
USD
12241.03
0.0010029046635
Long
ABS-MBS
USGA
US
N
2
2037-08-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292R7M8
787227.03
OU
Other Units
USD
858070.24
0.0703014897733
Long
ABS-MBS
USGA
US
N
2
2042-06-01
Fixed
3.50
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC
25470DAR0
350000.00
PA
USD
385064.87
0.0315482728085
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YSGF7
9265.86
OU
Other Units
USD
10160.69
0.0008324629043
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
4.00
N
N
N
N
N
N
WPP FINANCE 2010
549300OJB3S151W7KN44
WPP FINANCE 2010
92936MAF4
350000.00
PA
USD
382662.41
0.0313514398346
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBH3
500000.00
PA
USD
587334.71
0.0481201924781
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.25
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36295XYV1
25744.14
OU
Other Units
USD
30167.47
0.0024716136102
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
5.50
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081DV2
470000.00
PA
USD
507421.80
0.0415729468527
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
2.75
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO
208251AE8
125000.00
PA
USD
167282.20
0.0137053906828
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.95
N
N
N
N
N
N
XYLEM INC/NY
549300DF5MV96DRYLQ48
XYLEM INC/NY
98419MAK6
250000.00
PA
USD
288023.52
0.0235976981858
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
4.375
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31297BGM8
11.32
OU
Other Units
USD
13.19
0.0000010806535
Long
ABS-MBS
USGA
US
N
2
2034-06-01
Fixed
5.50
N
N
N
N
N
N
CHUBB CORP/THE
N/A
CHUBB CORP/THE
171232AQ4
200000.00
PA
USD
280977.59
0.0230204268241
Long
DBT
CORP
US
N
2
2037-05-11
Fixed
6.00
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MOR
N/A
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9
46639EAE1
795157.06
OU
Other Units
USD
816815.95
0.0669215356491
Long
ABS-MBS
CORP
US
N
2
2047-12-01
Fixed
2.84
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WCCA9
36467.37
OU
Other Units
USD
40057.02
0.0032818620791
Long
ABS-MBS
USGA
US
N
2
2044-07-01
Fixed
4.00
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830BH1
235000.00
PA
USD
260927.58
0.0213777342947
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.55
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CVC5
49179.95
OU
Other Units
USD
53218.80
0.0043602035702
Long
ABS-MBS
USGA
US
N
2
2038-03-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371KER8
720.56
OU
Other Units
USD
809.64
0.0000663336117
Long
ABS-MBS
USGA
US
N
2
2021-10-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31374GJK4
867.88
OU
Other Units
USD
960.82
0.000078719753
Long
ABS-MBS
USGA
US
N
2
2027-06-01
Fixed
8.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WFJG2
110543.81
OU
Other Units
USD
120944.58
0.0099089605461
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
4.00
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBK6
500000.00
PA
USD
622356.35
0.0509895070768
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.75
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
913017BT5
380000.00
PA
USD
456356.95
0.0373892158914
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36291P3M6
15646.10
OU
Other Units
USD
18154.73
0.0014874126918
Long
ABS-MBS
USGA
US
N
2
2038-07-01
Fixed
5.00
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAP5
90000.00
PA
USD
105885.01
0.0086751335737
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND
455780CE4
300000.00
PA
USD
331797.83
0.0271841169466
Long
DBT
USGSE
ID
N
2
2048-01-11
Fixed
4.35
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
CALIFORNIA INSTITUTE OF TECHNOLOGY
13034VAB0
110000.00
PA
USD
138061.84
0.0113113735687
Long
DBT
CORP
US
N
2
2045-08-01
Fixed
4.321
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312936Y43
7138.88
OU
Other Units
USD
8266.89
0.0006773043227
Long
ABS-MBS
USGA
US
N
2
2039-11-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36296XEB6
19940.98
OU
Other Units
USD
23369.57
0.0019146632871
Long
ABS-MBS
USGA
US
N
2
2038-11-01
Fixed
5.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RJ9
472000.00
PA
USD
537434.69
0.0440318957605
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179N2K3
12698.55
OU
Other Units
USD
13973.65
0.0011448578062
Long
ABS-MBS
USGA
US
N
2
2044-02-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SUU9
73870.92
OU
Other Units
USD
78165.40
0.0064040725485
Long
ABS-MBS
USGA
US
N
2
2047-01-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412PFG1
56469.42
OU
Other Units
USD
63414.94
0.0051955708846
Long
ABS-MBS
USGA
US
N
2
2039-04-01
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128284A5
2105000.00
PA
USD
2199889.44
0.1802364162736
Long
DBT
UST
US
N
2
2023-02-28
Fixed
2.625
N
N
N
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
SOUTHERN COPPER CORP
84265VAG0
500000.00
PA
USD
611618.38
0.05010974776
Long
DBT
CORP
US
N
2
2042-11-08
Fixed
5.25
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36211LY48
175.64
OU
Other Units
USD
176.40
0.0000144524098
Long
ABS-MBS
USGA
US
N
2
2030-05-01
Fixed
8.00
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO
373334KH3
250000.00
PA
USD
269773.85
0.0221025070825
Long
DBT
CORP
US
N
2
2027-03-30
Fixed
3.25
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MXC9
158438.85
OU
Other Units
USD
165673.55
0.0135735943726
Long
ABS-MBS
USGA
US
N
2
2028-01-01
Fixed
3.00
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC
88732JAJ7
350000.00
PA
USD
465388.49
0.038129167806
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36290YER5
6645.25
OU
Other Units
USD
7645.41
0.0006263866148
Long
ABS-MBS
USGA
US
N
2
2037-05-01
Fixed
5.50
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE CAPITAL INC
377372AL1
140000.00
PA
USD
148610.16
0.0121755949063
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.375
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BDJ2
500000.00
PA
USD
530186.76
0.0434380745871
Long
DBT
CORP
US
N
2
2023-02-25
Fixed
3.75
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296UNQ0
9433.66
OU
Other Units
USD
10882.99
0.0008916407707
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Fixed
5.50
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429BG3
80000.00
PA
USD
90004.03
0.0073740086762
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.15
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123BN0
237000.00
PA
USD
333697.33
0.0273397425278
Long
DBT
CORP
US
N
2
2036-08-15
Fixed
6.05
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK PARTNERS LP
68268NAL7
500000.00
PA
USD
544135.06
0.0445808554739
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31298XBQ5
1410.38
OU
Other Units
USD
1586.30
0.00012996518
Long
ABS-MBS
USGA
US
N
2
2031-11-01
Fixed
6.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NQ35
207168.33
OU
Other Units
USD
221654.64
0.0181601117027
Long
ABS-MBS
USGA
US
N
2
2043-10-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMUF8
17349.89
OU
Other Units
USD
18246.57
0.001494937121
Long
ABS-MBS
USGA
US
N
2
2031-01-01
Fixed
2.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213GT68
2037.51
OU
Other Units
USD
2279.80
0.0001867834693
Long
ABS-MBS
USGA
US
N
2
2031-11-01
Fixed
6.50
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DG2
90000.00
PA
USD
102182.75
0.0083718082964
Long
DBT
CORP
US
N
2
2047-11-13
Fixed
3.75
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
CISCO SYSTEMS INC/DELAWARE
17275RAF9
250000.00
PA
USD
345465.95
0.0283039427529
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.50
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508BD5
80000.00
PA
USD
96841.10
0.007934168188
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HBK0
750000.00
PA
USD
823162.10
0.0674414742025
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75
N
N
N
N
N
N
PROGRESSIVE CORP/THE
529900TACNVLY9DCR586
PROGRESSIVE CORP/THE
743315AS2
70000.00
PA
USD
83096.93
0.0068081116233
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.125
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36200JUT5
7217.35
OU
Other Units
USD
8049.15
0.0006594649365
Long
ABS-MBS
USGA
US
N
2
2033-03-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AMZ8
274121.05
OU
Other Units
USD
288560.10
0.023641660057
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKW68
145311.73
OU
Other Units
USD
155693.87
0.0127559615744
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GT71
426.77
OU
Other Units
USD
483.63
0.0000396236903
Long
ABS-MBS
USGA
US
N
2
2028-01-01
Fixed
7.00
N
N
N
N
N
N
CNOOC FINANCE 2013 LTD
5493006KAH3PSSMCES09
CNOOC FINANCE 2013 LTD
12625GAC8
500000.00
PA
USD
518705.01
0.0424973775525
Long
DBT
CORP
VG
N
2
2023-05-09
Fixed
3.00
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
913017AT6
50000.00
PA
USD
65087.55
0.0053326074223
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.70
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RDK5
400000.00
PA
USD
443012.99
0.0362959484365
Long
DBT
CORP
US
N
2
2049-03-09
Fixed
4.55
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV
25156PAC7
300000.00
PA
USD
446917.00
0.0366158030431
Long
DBT
CORP
NL
N
2
2030-06-15
Variable
8.75
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBN0
730000.00
PA
USD
801399.99
0.0656585097291
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.375
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAJ9
340000.00
PA
USD
399503.53
0.0327312287729
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBZ3
60000.00
PA
USD
68091.78
0.0055787432685
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128KDHU2
9401.35
OU
Other Units
USD
10538.84
0.0008634446435
Long
ABS-MBS
USGA
US
N
2
2036-08-01
Fixed
5.50
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD
89352HAY5
60000.00
PA
USD
71877.93
0.0058889416335
Long
DBT
CORP
CA
N
2
2048-05-15
Fixed
4.875
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132QVLG4
9207.00
OU
Other Units
USD
9915.87
0.0008124048602
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36223VVG8
900.03
OU
Other Units
USD
903.68
0.0000740382865
Long
ABS-MBS
USGA
US
N
2
2022-02-01
Fixed
9.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HKY9
1597.14
OU
Other Units
USD
1879.70
0.0001540033719
Long
ABS-MBS
USGA
US
N
2
2031-08-01
Fixed
7.00
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE INC
654106AD5
300000.00
PA
USD
332885.43
0.0272732237547
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
3.625
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PCR1
280000.00
PA
USD
354264.02
0.0290247665262
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414R6U4
55045.78
OU
Other Units
USD
63658.74
0.0052155453603
Long
ABS-MBS
USGA
US
N
2
2038-04-01
Fixed
5.00
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAE1
400000.00
PA
USD
450322.09
0.0368947812534
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828L57
1200000.00
PA
USD
1227937.50
0.1006046260252
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EZG7
21981.01
OU
Other Units
USD
25847.79
0.0021177032597
Long
ABS-MBS
USGA
US
N
2
2039-01-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31390REX7
10341.13
OU
Other Units
USD
11632.94
0.0009530839951
Long
ABS-MBS
USGA
US
N
2
2032-08-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413TJP8
11357.40
OU
Other Units
USD
13268.40
0.0010870768422
Long
ABS-MBS
USGA
US
N
2
2037-11-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179R4E6
303534.25
OU
Other Units
USD
326338.56
0.0267368402597
Long
ABS-MBS
USGA
US
N
2
2046-03-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371LCD9
26894.20
OU
Other Units
USD
30437.42
0.0024937305492
Long
ABS-MBS
USGA
US
N
2
2033-09-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36295CH79
14870.25
OU
Other Units
USD
15806.50
0.0012950227688
Long
ABS-MBS
USGA
US
N
2
2043-05-01
Fixed
3.00
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
94974BGP9
200000.00
PA
USD
220025.16
0.0180266087955
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
DUKE REALTY LP
26441YAY3
400000.00
PA
USD
437155.17
0.0358160186433
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.75
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
459056LD7
300000.00
PA
USD
337946.10
0.0276878432389
Long
DBT
CORP
XX
N
2
2023-01-19
Fixed
7.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W62D7
23056.09
OU
Other Units
USD
25257.90
0.0020693737129
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3617A0DM5
59078.73
OU
Other Units
USD
62144.02
0.0050914447126
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
3.00
N
N
N
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
METROPOLITAN TRANSPORTATION AUTHORITY
59259NZH9
300000.00
PA
USD
474805.08
0.0389006667752
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.336
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CAF1
74784.24
OU
Other Units
USD
79136.92
0.00648366895
Long
ABS-MBS
USGA
US
N
2
2046-08-01
Fixed
3.00
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD
01609WAQ5
300000.00
PA
USD
325668.68
0.0266819571513
Long
DBT
CORP
KY
N
2
2024-11-28
Fixed
3.60
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132L6NM9
21360.26
OU
Other Units
USD
23689.02
0.0019408357493
Long
ABS-MBS
USGA
US
N
2
2044-07-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TEZ4
106361.68
OU
Other Units
USD
113875.72
0.0093298105351
Long
ABS-MBS
USGA
US
N
2
2047-08-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ETJ98
234525.89
OU
Other Units
USD
257050.92
0.021060120467
Long
ABS-MBS
USGA
US
N
2
2046-03-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202DP96
2752.59
OU
Other Units
USD
3050.86
0.0002499562309
Long
ABS-MBS
USGA
US
N
2
2031-10-01
Fixed
5.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810PW2
1093000.00
PA
USD
1466583.99
0.1201568759391
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138E8P97
140459.99
OU
Other Units
USD
148260.02
0.0121469080198
Long
ABS-MBS
USGA
US
N
2
2027-02-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M4V67
38053.50
OU
Other Units
USD
44471.23
0.0036435172498
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
5.50
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO
842400FH1
70000.00
PA
USD
91024.77
0.0074576376606
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MML35
56315.43
OU
Other Units
USD
60077.67
0.0049221491507
Long
ABS-MBS
USGA
US
N
2
2025-04-01
Fixed
4.00
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RAJ7
150000.00
PA
USD
212908.32
0.0174435277945
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.375
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828V98
3625000.00
PA
USD
3870820.31
0.3171353832735
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ELVP5
12633.48
OU
Other Units
USD
14206.08
0.0011639007406
Long
ABS-MBS
USGA
US
N
2
2043-09-01
Fixed
4.50
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
549300AGZIS1CJS4RM30
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C44
95001JAX5
900000.00
OU
Other Units
USD
1028013.48
0.0842248988277
Long
ABS-MBS
CORP
US
N
2
2051-05-01
Fixed
4.212
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SC3
1245000.00
PA
USD
1459300.49
0.1195601405241
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.125
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NLD8
314479.12
OU
Other Units
USD
340781.42
0.0279201403291
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W9KR0
180713.40
OU
Other Units
USD
192388.57
0.0157623495791
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.00
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE CAPITAL INC
377372AH0
300000.00
PA
USD
313193.04
0.0256598309465
Long
DBT
CORP
US
N
2
2023-03-18
Fixed
2.80
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M5DC1
33895.26
OU
Other Units
USD
39711.35
0.0032535414186
Long
ABS-MBS
USGA
US
N
2
2037-09-01
Fixed
6.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HN34
2494.04
OU
Other Units
USD
2894.29
0.0002371284882
Long
ABS-MBS
USGA
US
N
2
2032-03-01
Fixed
6.50
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
AUTODESK INC
052769AD8
250000.00
PA
USD
279817.85
0.022925409603
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WFY75
26292.45
OU
Other Units
USD
28676.96
0.0023494964819
Long
ABS-MBS
USGA
US
N
2
2045-11-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296UQJ3
18186.30
OU
Other Units
USD
21032.81
0.0017232130986
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X1FQ4
9605.20
OU
Other Units
USD
10198.41
0.0008355532949
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128KAW49
3117.52
OU
Other Units
USD
3505.83
0.0002872318143
Long
ABS-MBS
USGA
US
N
2
2036-06-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y9CK2
6206.66
OU
Other Units
USD
6546.61
0.0005363621933
Long
ABS-MBS
USGA
US
N
2
2029-12-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31388XZP2
4886.16
OU
Other Units
USD
5528.22
0.0004529257439
Long
ABS-MBS
USGA
US
N
2
2032-01-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31288BGU1
4450.23
OU
Other Units
USD
5016.09
0.0004109670553
Long
ABS-MBS
USGA
US
N
2
2032-11-01
Fixed
6.00
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAP3
180000.00
PA
USD
198879.10
0.0162941171515
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.772
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122AT5
400000.00
PA
USD
408749.93
0.033488784116
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179M4J6
68290.80
OU
Other Units
USD
71432.96
0.0058524853477
Long
ABS-MBS
USGA
US
N
2
2028-03-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RD2
1575000.00
PA
USD
2009047.86
0.1646008112156
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31401HDL3
14417.17
OU
Other Units
USD
16688.13
0.0013672545041
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
5.50
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBH7
900000.00
PA
USD
966779.93
0.0792080487047
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620AQM26
86212.46
OU
Other Units
USD
98890.54
0.0081020783176
Long
ABS-MBS
USGA
US
N
2
2040-04-01
Fixed
5.00
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA LLC
341099CL1
150000.00
PA
USD
217107.00
0.0177875246439
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
6.40
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413A3V3
6711.96
OU
Other Units
USD
7568.47
0.000620082939
Long
ABS-MBS
USGA
US
N
2
2037-08-01
Fixed
6.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31297S6L4
19836.14
OU
Other Units
USD
22962.17
0.0018812851025
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132XWY88
74956.12
OU
Other Units
USD
80147.52
0.0065664671666
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371NVY8
55622.56
OU
Other Units
USD
65067.70
0.0053309811165
Long
ABS-MBS
USGA
US
N
2
2038-06-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413RGV2
19495.20
OU
Other Units
USD
22500.53
0.0018434630476
Long
ABS-MBS
USGA
US
N
2
2037-10-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WGVX9
156568.48
OU
Other Units
USD
165164.32
0.0135318732804
Long
ABS-MBS
USGA
US
N
2
2046-04-01
Fixed
3.00
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GRD8
500000.00
PA
USD
528024.37
0.043260910491
Long
DBT
CORP
US
N
2
2023-01-22
Fixed
3.625
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RQ3
2290000.00
PA
USD
2387861.73
0.1956369410874
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GQX7
980.00
OU
Other Units
USD
1109.36
0.0000908895997
Long
ABS-MBS
USGA
US
N
2
2026-08-01
Fixed
8.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31288DGQ6
2490.17
OU
Other Units
USD
2853.44
0.0002337816575
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Fixed
5.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828XX3
775000.00
PA
USD
814612.79
0.0667410312766
Long
DBT
UST
US
N
2
2024-06-30
Fixed
2.00
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851AT6
1000000.00
PA
USD
1027961.72
0.0842206581433
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y9EX2
5010.54
OU
Other Units
USD
5527.83
0.0004528937913
Long
ABS-MBS
USGA
US
N
2
2044-11-01
Fixed
4.00
N
N
N
N
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
LYB INTERNATIONAL FINANCE BV
50247VAA7
350000.00
PA
USD
375745.24
0.030784717749
Long
DBT
CORP
NL
N
2
2023-07-15
Fixed
4.00
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
459058EP4
1000000.00
PA
USD
1073311.24
0.087936133483
Long
DBT
CORP
XX
N
2
2025-07-29
Fixed
2.50
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC CO
875127BC5
250000.00
PA
USD
293995.28
0.024086963056
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.35
N
N
N
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
JOHNSON CONTROLS INTERNATIONAL PLC
478375AS7
10000.00
PA
USD
12725.10
0.001042564403
Long
DBT
CORP
IE
N
2
2045-09-14
Fixed
5.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138XUVB5
210629.41
OU
Other Units
USD
232046.32
0.0190114995625
Long
ABS-MBS
USGA
US
N
2
2044-08-01
Fixed
4.00
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556BG6
250000.00
PA
USD
331066.49
0.0271241984351
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
5.30
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC
931142EC3
180000.00
PA
USD
216201.56
0.017713342161
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
4.05
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31404JF75
8339.86
OU
Other Units
USD
9399.02
0.0007700594632
Long
ABS-MBS
USGA
US
N
2
2034-02-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJHA1
20477.53
OU
Other Units
USD
24122.38
0.0019763408306
Long
ABS-MBS
USGA
US
N
2
2037-09-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413GBM1
25243.67
OU
Other Units
USD
29281.15
0.0023989976243
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
5.50
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PAN6
105000.00
PA
USD
115695.51
0.009478905495
Long
DBT
CORP
US
N
2
2049-01-23
Variable
3.897
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CF5
300000.00
PA
USD
364833.58
0.0298907280519
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.663
N
N
N
N
N
N
DIAGEO INVESTMENT CORP
S4G8DPIPDVCF6CB81Z61
DIAGEO INVESTMENT CORP
25245BAA5
250000.00
PA
USD
299859.07
0.0245673819698
Long
DBT
CORP
US
N
2
2042-05-11
Fixed
4.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WDKR1
15797.18
OU
Other Units
USD
17349.68
0.0014214551376
Long
ABS-MBS
USGA
US
N
2
2044-11-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FKP0
16186.55
OU
Other Units
USD
18624.09
0.0015258672444
Long
ABS-MBS
USGA
US
N
2
2040-09-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371JSC9
279.23
OU
Other Units
USD
326.73
0.0000267689108
Long
ABS-MBS
USGA
US
N
2
2030-11-01
Fixed
7.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31298M3T2
2405.97
OU
Other Units
USD
2706.50
0.0002217428984
Long
ABS-MBS
USGA
US
N
2
2031-05-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BSV9
46112.27
OU
Other Units
USD
48717.49
0.0039914123172
Long
ABS-MBS
USGA
US
N
2
2030-07-01
Fixed
3.00
N
N
N
N
N
N
DEVON ENERGY CORP
54930042348RKR3ZPN35
DEVON ENERGY CORP
25179MAV5
71000.00
PA
USD
83463.40
0.0068381364228
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LP4
500000.00
PA
USD
551385.40
0.045174874098
Long
DBT
CORP
US
N
2
2028-07-24
Variable
3.668
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BNE2
159042.92
OU
Other Units
USD
168007.34
0.0137648012298
Long
ABS-MBS
USGA
US
N
2
2030-02-01
Fixed
3.00
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
NOVARTIS CAPITAL CORP
66989HAH1
340000.00
PA
USD
420740.63
0.0344711793025
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.40
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36208TYT1
3736.78
OU
Other Units
USD
4082.02
0.0003344389234
Long
ABS-MBS
USGA
US
N
2
2028-01-01
Fixed
7.00
N
N
N
N
N
N
MOSAIC CO/THE
2YD5STGSJNMUB7H76907
MOSAIC CO/THE
61945CAC7
300000.00
PA
USD
324151.24
0.0265576336546
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292SCC2
66222.48
OU
Other Units
USD
72766.29
0.005961724756
Long
ABS-MBS
USGA
US
N
2
2044-10-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QWE7
302822.04
OU
Other Units
USD
327511.95
0.026832975822
Long
ABS-MBS
USGA
US
N
2
2044-12-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312942XB6
183518.28
OU
Other Units
USD
201750.47
0.0165293678096
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36296YXD9
276548.58
OU
Other Units
USD
313176.64
0.0256584872984
Long
ABS-MBS
USGA
US
N
2
2039-03-01
Fixed
4.50
N
N
N
N
N
N
FANNIEMAE-ACES
B1V7KEBTPIMZEU4LTD58
FANNIE MAE-ACES
3136AX7E9
950541.64
OU
Other Units
USD
1049384.85
0.0859758500663
Long
ABS-MBS
USGA
US
N
2
2027-06-01
Variable
3.18085
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582BE1
260000.00
PA
USD
300454.16
0.0246161375514
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.125
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206JBB9
146.78
OU
Other Units
USD
160.03
0.0000131112196
Long
ABS-MBS
USGA
US
N
2
2027-10-01
Fixed
7.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJZZ6
53729.52
OU
Other Units
USD
59179.31
0.0048485467305
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GZF6
1360.46
OU
Other Units
USD
1540.25
0.0001261923145
Long
ABS-MBS
USGA
US
N
2
2029-04-01
Fixed
6.50
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214CX9
200000.00
PA
USD
215318.15
0.0176409645907
Long
DBT
CORP
AU
N
2
2026-05-13
Fixed
2.85
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDISON CO
202795HK9
471000.00
PA
USD
642548.30
0.0526438287165
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.90
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAH3
200000.00
PA
USD
283261.92
0.0232075814353
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.50
N
N
N
N
N
N
NEW YORK CITY NY MUNI WTR FIN
N/A
NEW YORK CITY WATER & SEWER SYSTEM
64972FK88
345000.00
PA
USD
519317.18
0.0425475324944
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
5.952
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WPLH5
504212.39
OU
Other Units
USD
539177.23
0.0441746616464
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y8QB9
33708.73
OU
Other Units
USD
35590.83
0.0029159481993
Long
ABS-MBS
USGA
US
N
2
2029-12-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31307CSY5
87348.47
OU
Other Units
USD
91644.52
0.00750841363
Long
ABS-MBS
USGA
US
N
2
2028-06-01
Fixed
2.50
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAC0
500000.00
PA
USD
541235.27
0.0443432763719
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.375
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620ACV84
161068.76
OU
Other Units
USD
181826.09
0.0148969681161
Long
ABS-MBS
USGA
US
N
2
2040-01-01
Fixed
4.50
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
86765BAV1
110000.00
PA
USD
119728.86
0.009809356897
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36186S6R4
37897.33
OU
Other Units
USD
39733.87
0.0032553864768
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJCJ5
9886.04
OU
Other Units
USD
10310.82
0.0008447630193
Long
ABS-MBS
USGA
US
N
2
2036-10-01
Fixed
2.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NQ50
193819.35
OU
Other Units
USD
212251.72
0.0173897327134
Long
ABS-MBS
USGA
US
N
2
2043-10-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128L8YM1
40914.25
OU
Other Units
USD
47367.59
0.0038808153327
Long
ABS-MBS
USGA
US
N
2
2038-04-01
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296N4D6
21018.81
OU
Other Units
USD
23822.09
0.0019517381426
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TJZ9
26310.96
OU
Other Units
USD
28889.04
0.0023668721457
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BYU4
178297.29
OU
Other Units
USD
192768.76
0.015793498455
Long
ABS-MBS
USGA
US
N
2
2046-02-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ASXQ0
296141.42
OU
Other Units
USD
312408.28
0.0255955357472
Long
ABS-MBS
USGA
US
N
2
2026-10-01
Fixed
3.00
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166BR4
500000.00
PA
USD
715348.86
0.0586083612055
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.375
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P7ZN6
287245.94
OU
Other Units
USD
304823.31
0.0249741009671
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283HLZ6
3621.46
OU
Other Units
USD
4074.81
0.0003338482098
Long
ABS-MBS
USGA
US
N
2
2031-03-01
Fixed
6.50
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UBQ1
200000.00
PA
USD
221786.02
0.0181708756347
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.05
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31297TN82
10210.07
OU
Other Units
USD
11489.53
0.000941334448
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31404B3M2
20671.43
OU
Other Units
USD
23267.31
0.0019062851498
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Fixed
6.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128283C2
1490000.00
PA
USD
1531906.25
0.1255087130957
Long
DBT
UST
US
N
2
2022-10-31
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HSR6
3022.26
OU
Other Units
USD
3505.79
0.0002872285371
Long
ABS-MBS
USGA
US
N
2
2032-11-01
Fixed
5.50
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND
455780CD6
300000.00
PA
USD
325491.13
0.0266674105222
Long
DBT
USGSE
ID
N
2
2028-01-11
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HZM9
56483.30
OU
Other Units
USD
65146.15
0.0053374085063
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X4HU7
336675.35
OU
Other Units
USD
365259.93
0.0299256588056
Long
ABS-MBS
USGA
US
N
2
2043-09-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TQP3
229534.18
OU
Other Units
USD
244680.40
0.0200466067187
Long
ABS-MBS
USGA
US
N
2
2048-01-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128E4YG1
23663.78
OU
Other Units
USD
26216.75
0.0021479320644
Long
ABS-MBS
USGA
US
N
2
2028-07-01
Fixed
5.00
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2016-CR28 MORTGAGE TRUST
12593YBE2
1035000.00
OU
Other Units
USD
1142844.72
0.0936329948881
Long
ABS-MBS
CORP
US
N
2
2049-02-01
Fixed
3.762
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M9D25
362934.31
OU
Other Units
USD
419690.37
0.0343851317516
Long
ABS-MBS
USGA
US
N
2
2039-09-01
Fixed
5.00
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBE4
300000.00
PA
USD
326006.62
0.0267096444948
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
3.90
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJAD2
12745.66
OU
Other Units
USD
15188.93
0.0012444254063
Long
ABS-MBS
USGA
US
N
2
2034-07-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620AR3T6
112544.93
OU
Other Units
USD
124843.39
0.010228389118
Long
ABS-MBS
USGA
US
N
2
2041-02-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P74X8
68873.14
OU
Other Units
USD
75815.50
0.0062115458029
Long
ABS-MBS
USGA
US
N
2
2033-11-01
Fixed
4.00
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BG4
120000.00
PA
USD
130985.34
0.0107315976142
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.734
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HQN7
3666.28
OU
Other Units
USD
4362.49
0.0003574177635
Long
ABS-MBS
USGA
US
N
2
2032-05-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411YTT0
10177.33
OU
Other Units
USD
11871.11
0.0009725972063
Long
ABS-MBS
USGA
US
N
2
2037-06-01
Fixed
5.50
N
N
N
N
N
N
EXELON GENERATION CO LLC
S2PEWKCZFFECR4533P43
EXELON GENERATION CO LLC
30161MAG8
400000.00
PA
USD
476070.75
0.0390043628159
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
6.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P76A6
92885.11
OU
Other Units
USD
102133.33
0.0083677593276
Long
ABS-MBS
USGA
US
N
2
2034-06-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CKJ2
54363.45
OU
Other Units
USD
58922.03
0.0048274678416
Long
ABS-MBS
USGA
US
N
2
2037-05-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMSX2
423603.18
OU
Other Units
USD
444428.43
0.0364119150975
Long
ABS-MBS
USGA
US
N
2
2029-12-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31297APS7
12698.31
OU
Other Units
USD
14659.75
0.0012010698153
Long
ABS-MBS
USGA
US
N
2
2034-06-01
Fixed
5.00
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK/THE
500630CS5
300000.00
PA
USD
312914.35
0.0256369979414
Long
DBT
USGSE
KR
N
2
2023-03-19
Fixed
2.75
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283H7G4
13738.43
OU
Other Units
USD
15321.09
0.0012552532435
Long
ABS-MBS
USGA
US
N
2
2035-04-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31415AWP2
17645.49
OU
Other Units
USD
18500.06
0.0015157054962
Long
ABS-MBS
USGA
US
N
2
2023-04-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179N2L1
49309.17
OU
Other Units
USD
55359.39
0.0045355815975
Long
ABS-MBS
USGA
US
N
2
2044-02-01
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RX8
2465000.00
PA
USD
2818525.30
0.2309211044936
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VEN0
387000.00
PA
USD
422410.44
0.0346079864368
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.376
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36178GFP4
78248.00
OU
Other Units
USD
84727.82
0.0069417300514
Long
ABS-MBS
USGA
US
N
2
2042-07-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410UYX4
3167.18
OU
Other Units
USD
3639.65
0.000298195655
Long
ABS-MBS
USGA
US
N
2
2036-09-01
Fixed
6.50
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP INC
60687YAG4
500000.00
PA
USD
535072.56
0.0438383670139
Long
DBT
CORP
JP
N
2
2026-09-13
Fixed
2.839
N
N
N
N
N
N
AID-ISRAEL
213800T8ZHTFZIBYPE21
ISRAEL GOVERNMENT AID BOND
46513EFF4
450000.00
PA
USD
505021.88
0.0413763219805
Long
DBT
USGSE
IL
N
2
2023-09-18
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31298VDU8
1108.89
OU
Other Units
USD
1246.93
0.000102160677
Long
ABS-MBS
USGA
US
N
2
2031-09-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416J5H0
102612.54
OU
Other Units
USD
115868.98
0.0094931178507
Long
ABS-MBS
USGA
US
N
2
2039-01-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312933AP9
159813.48
OU
Other Units
USD
176542.76
0.0144641061513
Long
ABS-MBS
USGA
US
N
2
2039-05-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140E2F48
18933.61
OU
Other Units
USD
20417.11
0.0016727689447
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
3.50
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UAN9
100000.00
PA
USD
132795.28
0.010879885566
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.30
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31415RQ64
8058.43
OU
Other Units
USD
9156.72
0.000750207882
Long
ABS-MBS
USGA
US
N
2
2038-08-01
Fixed
5.50
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625HQW3
500000.00
PA
USD
546039.78
0.0447369087284
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.30
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP
22160KAM7
100000.00
PA
USD
109549.73
0.0089753832078
Long
DBT
CORP
US
N
2
2027-05-18
Fixed
3.00
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BP0
300000.00
PA
USD
344502.33
0.0282249935965
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
5.00
N
N
N
N
N
N
APTIV PLC
N/A
APTIV PLC
03835VAD8
400000.00
PA
USD
451659.43
0.0370043492001
Long
DBT
CORP
JE
N
2
2026-01-15
Fixed
4.25
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH RE
5493006JS6QWDVU4R678
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY
645913AA2
250000.00
PA
USD
322663.03
0.0264357049648
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.425
N
N
N
N
N
N
OHIO ST UNIV
JFC10ZULKO4X2E3HBY86
OHIO STATE UNIVERSITY/THE
677632G88
250000.00
PA
USD
290772.38
0.0238229116289
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
3.798
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31383SF39
1884.41
OU
Other Units
USD
1974.68
0.0001617850606
Long
ABS-MBS
USGA
US
N
2
2029-10-01
Fixed
7.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140H5MQ1
111224.69
OU
Other Units
USD
118755.41
0.009729602371
Long
ABS-MBS
USGA
US
N
2
2048-01-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138MDTS1
272972.32
OU
Other Units
USD
298276.71
0.024437739593
Long
ABS-MBS
USGA
US
N
2
2042-10-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W9BF6
539373.13
OU
Other Units
USD
587459.82
0.0481304427106
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
3.50
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
ANHEUSER-BUSCH INBEV FINANCE INC
035242AB2
700000.00
PA
USD
758162.83
0.0621160995395
Long
DBT
CORP
US
N
2
2043-01-17
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128KGGJ1
17805.79
OU
Other Units
USD
21208.89
0.0017376392909
Long
ABS-MBS
USGA
US
N
2
2036-11-01
Fixed
6.00
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
JEFFERIES GROUP LLC
472319AE2
35000.00
PA
USD
43571.31
0.0035697870192
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412Q4A4
1105478.36
OU
Other Units
USD
1247942.61
0.1022436399083
Long
ABS-MBS
USGA
US
N
2
2040-01-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WDAD3
18558.29
OU
Other Units
USD
19585.50
0.001604635336
Long
ABS-MBS
USGA
US
N
2
2029-10-01
Fixed
3.00
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
CORNING INC
219350BF1
50000.00
PA
USD
55398.65
0.0045387981599
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.375
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620AR3D1
409780.20
OU
Other Units
USD
453613.37
0.0371644350375
Long
ABS-MBS
USGA
US
N
2
2041-02-01
Fixed
4.00
N
N
N
N
N
N
TOLEDO EDISON COMPANY
N/A
TOLEDO EDISON CO/THE
889175BD6
200000.00
PA
USD
264765.87
0.0216922044775
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.15
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CTC8
91423.41
OU
Other Units
USD
95559.98
0.0078292063324
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CA79
78839.81
OU
Other Units
USD
85361.22
0.0069936243621
Long
ABS-MBS
USGA
US
N
2
2031-08-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128KTAF7
8255.71
OU
Other Units
USD
9609.16
0.0007872761832
Long
ABS-MBS
USGA
US
N
2
2037-06-01
Fixed
6.00
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VDS0
330000.00
PA
USD
419397.42
0.034361130428
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
5.012
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128KXUP4
7580.11
OU
Other Units
USD
8992.15
0.0007367247013
Long
ABS-MBS
USGA
US
N
2
2037-10-01
Fixed
6.00
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BC9
650000.00
PA
USD
716169.44
0.0586755911289
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15
N
N
N
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
MEMORIAL SLOAN-KETTERING CANCER CENTER
586054AC2
200000.00
PA
USD
244833.85
0.0200591788405
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
4.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418T3C9
133387.90
OU
Other Units
USD
151639.58
0.0124237945632
Long
ABS-MBS
USGA
US
N
2
2040-06-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416RRB1
357045.51
OU
Other Units
USD
398094.99
0.0326158274272
Long
ABS-MBS
USGA
US
N
2
2039-06-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AXZ6
67378.08
OU
Other Units
USD
74074.21
0.0060688823292
Long
ABS-MBS
USGA
US
N
2
2033-09-01
Fixed
4.00
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
PHILIPPINE GOVERNMENT INTERNATIONAL BOND
718286AP2
800000.00
PA
USD
1096300.00
0.0898195970979
Long
DBT
USGSE
PH
N
2
2025-03-16
Fixed
10.625
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31356GR76
1173.94
OU
Other Units
USD
1191.88
0.0000976504436
Long
ABS-MBS
USGA
US
N
2
2024-06-01
Fixed
7.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SB71
232990.27
OU
Other Units
USD
247227.62
0.0202552998448
Long
ABS-MBS
USGA
US
N
2
2046-05-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132M7VP0
116508.96
OU
Other Units
USD
128015.97
0.0104883178395
Long
ABS-MBS
USGA
US
N
2
2044-07-01
Fixed
4.00
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625HJZ4
500000.00
PA
USD
566470.67
0.0464108066653
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.125
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128284S6
1500000.00
PA
USD
1579921.88
0.1294426221908
Long
DBT
UST
US
N
2
2023-05-31
Fixed
2.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SWY9
102613.55
OU
Other Units
USD
111323.45
0.0091207036637
Long
ABS-MBS
USGA
US
N
2
2047-02-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AXY9
197384.24
OU
Other Units
USD
222757.62
0.0182504785906
Long
ABS-MBS
USGA
US
N
2
2043-09-01
Fixed
4.50
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC
775109AL5
125000.00
PA
USD
187576.65
0.0153681101231
Long
DBT
CORP
CA
N
2
2038-08-15
Fixed
7.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31288J6W1
7914.62
OU
Other Units
USD
8870.87
0.0007267882598
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
5.50
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
94974BFY1
500000.00
PA
USD
562329.58
0.0460715281509
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NX78
5532.24
OU
Other Units
USD
6211.13
0.000508876397
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P7B69
5470.62
OU
Other Units
USD
5957.17
0.0004880695149
Long
ABS-MBS
USGA
US
N
2
2026-01-01
Fixed
4.50
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280AG4
450000.00
PA
USD
603296.00
0.0494278971547
Long
DBT
CORP
GB
N
2
2036-05-02
Fixed
6.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828G38
3075000.00
PA
USD
3266646.98
0.2676356066814
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SJT5
188570.21
OU
Other Units
USD
202581.56
0.0165974588148
Long
ABS-MBS
USGA
US
N
2
2046-08-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CPN8
33053.94
OU
Other Units
USD
35455.49
0.0029048598255
Long
ABS-MBS
USGA
US
N
2
2037-09-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMT37
292873.77
OU
Other Units
USD
309457.24
0.0253537577449
Long
ABS-MBS
USGA
US
N
2
2030-09-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128FX4E4
1131.76
OU
Other Units
USD
1273.38
0.0001043277191
Long
ABS-MBS
USGA
US
N
2
2028-03-01
Fixed
6.50
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG
225433AF8
280000.00
PA
USD
336402.04
0.0275613387719
Long
DBT
CORP
CH
N
2
2045-05-15
Fixed
4.875
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XAZ9
500000.00
PA
USD
554512.59
0.0454310840276
Long
DBT
CORP
US
N
2
2025-07-13
Fixed
4.30
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMT29
294883.94
OU
Other Units
USD
309383.71
0.0253477334496
Long
ABS-MBS
USGA
US
N
2
2030-09-01
Fixed
2.50
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GWB6
730000.00
PA
USD
808459.83
0.0662369207338
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MDAY9
125952.86
OU
Other Units
USD
132907.30
0.0108890633379
Long
ABS-MBS
USGA
US
N
2
2026-12-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36178WCU1
138810.82
OU
Other Units
USD
146377.27
0.0119926547621
Long
ABS-MBS
USGA
US
N
2
2042-09-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMSL8
157714.18
OU
Other Units
USD
166548.76
0.0136453001189
Long
ABS-MBS
USGA
US
N
2
2029-08-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36209VM35
566.30
OU
Other Units
USD
626.22
0.0000513060549
Long
ABS-MBS
USGA
US
N
2
2028-12-01
Fixed
7.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140H1V98
98672.55
OU
Other Units
USD
106037.96
0.0086876647307
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213DGJ1
218.16
OU
Other Units
USD
245.44
0.0000201088405
Long
ABS-MBS
USGA
US
N
2
2031-11-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ECM75
978235.12
OU
Other Units
USD
1036998.60
0.0849610475628
Long
ABS-MBS
USGA
US
N
2
2042-08-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828N30
2349000.00
PA
USD
2426810.63
0.1988280151597
Long
DBT
UST
US
N
2
2022-12-31
Fixed
2.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CM43
18013.36
OU
Other Units
USD
18923.05
0.0015503609658
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJXW5
50034.72
OU
Other Units
USD
52985.20
0.004341064778
Long
ABS-MBS
USGA
US
N
2
2046-02-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKZ24
31340.09
OU
Other Units
USD
33343.87
0.0027318553033
Long
ABS-MBS
USGA
US
N
2
2043-05-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312927ZT6
25571.20
OU
Other Units
USD
30320.64
0.0024841627917
Long
ABS-MBS
USGA
US
N
2
2038-09-01
Fixed
6.00
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
EXPORT-IMPORT BANK OF KOREA
302154BK4
500000.00
PA
USD
546369.81
0.0447639480075
Long
DBT
USGSE
KR
N
2
2024-01-14
Fixed
4.00
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MAX8
97448.26
OU
Other Units
USD
105596.42
0.008651489464
Long
ABS-MBS
USGA
US
N
2
2042-04-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128LXML1
34053.51
OU
Other Units
USD
39390.98
0.003227293581
Long
ABS-MBS
USGA
US
N
2
2036-04-01
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P75J8
81355.80
OU
Other Units
USD
89454.46
0.0073289825374
Long
ABS-MBS
USGA
US
N
2
2034-01-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283GLL9
484.29
OU
Other Units
USD
511.39
0.0000418980605
Long
ABS-MBS
USGA
US
N
2
2024-12-01
Fixed
7.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409JEW6
7775.41
OU
Other Units
USD
9042.67
0.0007408637928
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36297HQP6
1583.71
OU
Other Units
USD
1792.42
0.0001468525423
Long
ABS-MBS
USGA
US
N
2
2039-06-01
Fixed
4.50
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
TENNESSEE VALLEY AUTHORITY
880591EH1
700000.00
PA
USD
979315.12
0.0802350538268
Long
DBT
UST
US
N
2
2039-09-15
Fixed
5.25
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AM0
205000.00
PA
USD
240482.43
0.0197026680395
Long
DBT
CORP
GB
N
2
2045-11-16
Fixed
4.375
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KEYBANK NA/CLEVELAND OH
49327M2K9
400000.00
PA
USD
437384.06
0.0358347715463
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.30
N
N
N
N
N
N
AFFILIATED MANAGERS GROUP INC
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROUP INC
008252AN8
250000.00
PA
USD
272013.99
0.0222860412175
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WTUT1
155660.86
OU
Other Units
USD
165620.32
0.0135692332515
Long
ABS-MBS
USGA
US
N
2
2043-05-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RNX3
178161.36
OU
Other Units
USD
196176.58
0.0160727003335
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
4.00
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MD0
150000.00
PA
USD
186403.17
0.015271967187
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJV72
249351.91
OU
Other Units
USD
274682.85
0.0225047002797
Long
ABS-MBS
USGA
US
N
2
2045-04-01
Fixed
4.00
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO
20826FAR7
250000.00
PA
USD
353345.75
0.0289495328844
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
5.95
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810QZ4
130000.00
PA
USD
150942.19
0.0123666575671
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.125
N
N
N
N
N
N
FANNIEMAE-ACES
B1V7KEBTPIMZEU4LTD58
FANNIE MAE-ACES
3136AY7L1
1000000.00
OU
Other Units
USD
1099302.80
0.0900656157845
Long
ABS-MBS
USGA
US
N
2
2027-12-01
Variable
3.084111
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP
126408HJ5
200000.00
PA
USD
222851.60
0.0182581783495
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER CAPITAL CORP
03040WAK1
250000.00
PA
USD
270762.21
0.0221834831811
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.85
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
EBAY INC
278642AF0
200000.00
PA
USD
215155.59
0.0176276460888
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31382DUA0
281.63
OU
Other Units
USD
316.87
0.0000259610834
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202CZL0
236.03
OU
Other Units
USD
266.99
0.0000218744269
Long
ABS-MBS
USGA
US
N
2
2028-02-01
Fixed
6.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36178DZN4
318879.61
OU
Other Units
USD
339553.28
0.0278195191123
Long
ABS-MBS
USGA
US
N
2
2043-03-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385XD95
6458.31
OU
Other Units
USD
7670.92
0.000628476643
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283HWY7
8394.37
OU
Other Units
USD
9737.78
0.000797813989
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179M2S8
10908.04
OU
Other Units
USD
12246.46
0.0010033495421
Long
ABS-MBS
USGA
US
N
2
2043-02-01
Fixed
4.50
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
NEW JERSEY TURNPIKE AUTHORITY
646139W35
400000.00
PA
USD
641285.84
0.0525403956703
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.414
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAN5
250000.00
PA
USD
270608.53
0.0221708922155
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QPJ4
99155.35
OU
Other Units
USD
111316.73
0.0091201530957
Long
ABS-MBS
USGA
US
N
2
2044-09-01
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128284D9
615000.00
PA
USD
642566.90
0.0526453526101
Long
DBT
UST
US
N
2
2023-03-31
Fixed
2.50
N
N
N
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST
02376UAA3
428163.00
PA
USD
436937.09
0.035798151401
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.575
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC
931142EK5
265000.00
PA
USD
282345.16
0.0231324715075
Long
DBT
CORP
US
N
2
2023-06-26
Fixed
3.40
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335GLP8
595.42
OU
Other Units
USD
655.48
0.0000537033198
Long
ABS-MBS
USGA
US
N
2
2025-08-01
Fixed
7.50
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CJ7
1000000.00
PA
USD
1058901.92
0.0867555813378
Long
DBT
CORP
US
N
2
2026-08-19
Fixed
2.60
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WGWC4
286937.27
OU
Other Units
USD
302684.65
0.0247988810642
Long
ABS-MBS
USGA
US
N
2
2046-04-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36297A4A8
86755.66
OU
Other Units
USD
100321.00
0.0082192755636
Long
ABS-MBS
USGA
US
N
2
2039-02-01
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283HVL6
5663.49
OU
Other Units
USD
6716.45
0.0005502771439
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ANC84
199172.57
OU
Other Units
USD
223809.09
0.0183366252765
Long
ABS-MBS
USGA
US
N
2
2041-08-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RQ36
282939.45
OU
Other Units
USD
310931.30
0.0254745271286
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292G5V4
696.35
OU
Other Units
USD
792.43
0.0000649236005
Long
ABS-MBS
USGA
US
N
2
2029-09-01
Fixed
7.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417VTQ6
41807.91
OU
Other Units
USD
47224.00
0.0038690510383
Long
ABS-MBS
USGA
US
N
2
2040-01-01
Fixed
4.50
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP
459200GS4
300000.00
PA
USD
402747.00
0.0329969654952
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
5.60
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332AT9
500000.00
PA
USD
543790.14
0.0445525962607
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
3.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371LFX2
16683.30
OU
Other Units
USD
19234.23
0.0015758558689
Long
ABS-MBS
USGA
US
N
2
2033-12-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31404JTX3
17127.65
OU
Other Units
USD
19689.39
0.0016131470189
Long
ABS-MBS
USGA
US
N
2
2034-04-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BJ98
45195.12
OU
Other Units
USD
47892.24
0.0039237997819
Long
ABS-MBS
USGA
US
N
2
2034-11-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPAM6
7381.62
OU
Other Units
USD
8294.52
0.000679568042
Long
ABS-MBS
USGA
US
N
2
2044-11-01
Fixed
4.50
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625HJY7
500000.00
PA
USD
547243.22
0.0448355062801
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.875
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP
458140AY6
80000.00
PA
USD
91880.40
0.0075277392221
Long
DBT
CORP
US
N
2
2047-05-11
Fixed
4.10
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138M3SP0
1050505.85
OU
Other Units
USD
1144180.60
0.0937424432174
Long
ABS-MBS
USGA
US
N
2
2042-07-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RBZ1
234809.57
OU
Other Units
USD
263593.90
0.0215961852553
Long
ABS-MBS
USGA
US
N
2
2045-04-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409AXM6
32660.55
OU
Other Units
USD
37024.69
0.0030334240066
Long
ABS-MBS
USGA
US
N
2
2036-02-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138MN4K3
18705.31
OU
Other Units
USD
19743.52
0.0016175818769
Long
ABS-MBS
USGA
US
N
2
2027-11-01
Fixed
3.00
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203BW0
500000.00
PA
USD
550212.85
0.0450788073566
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M5WR7
18149.55
OU
Other Units
USD
21499.30
0.0017614325128
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
6.00
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C33
46645JAD4
2000000.00
OU
Other Units
USD
2214109.80
0.1814014869712
Long
ABS-MBS
CORP
US
N
2
2048-12-01
Fixed
3.7697
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CW8
400000.00
PA
USD
445728.09
0.0365183959308
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.10
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP
049560AM7
350000.00
PA
USD
397459.98
0.0325638012096
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.125
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
165000.00
PA
USD
250453.26
0.0205195757594
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y5WF9
11130.87
OU
Other Units
USD
12261.86
0.0010046112604
Long
ABS-MBS
USGA
US
N
2
2044-12-01
Fixed
4.00
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91086QBE7
850000.00
PA
USD
992876.50
0.0813461344504
Long
DBT
USGSE
MX
N
2
2045-01-21
Fixed
5.55
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36290SGE5
8731.87
OU
Other Units
USD
10147.03
0.0008313437438
Long
ABS-MBS
USGA
US
N
2
2033-08-01
Fixed
5.50
N
N
N
N
N
N
AMERICAN MUNI PWR-OHIO INC OH
EARKGGZJJEMVD66XQ486
AMERICAN MUNICIPAL POWER INC
02765UEK6
100000.00
PA
USD
179996.29
0.0147470530392
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
8.084
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31374F6L8
208.31
OU
Other Units
USD
225.75
0.0000184956435
Long
ABS-MBS
USGA
US
N
2
2026-04-01
Fixed
7.50
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GWV2
150000.00
PA
USD
165830.90
0.0135864860206
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.814
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414C6Y9
24450.04
OU
Other Units
USD
28276.72
0.0023167049143
Long
ABS-MBS
USGA
US
N
2
2038-04-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371MRR0
6804.25
OU
Other Units
USD
7915.72
0.0006485330485
Long
ABS-MBS
USGA
US
N
2
2036-04-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31293HJS3
3031.52
OU
Other Units
USD
3410.38
0.0002794116186
Long
ABS-MBS
USGA
US
N
2
2028-06-01
Fixed
6.00
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO
842400EB5
200000.00
PA
USD
245906.01
0.0201470206532
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.65
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC
14149YAY4
150000.00
PA
USD
157425.30
0.0128978172206
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WG2M5
147567.72
OU
Other Units
USD
154253.94
0.0126379884534
Long
ABS-MBS
USGA
US
N
2
2031-04-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312945KW7
143640.14
OU
Other Units
USD
160342.94
0.0131368587688
Long
ABS-MBS
USGA
US
N
2
2041-02-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179R7J2
277359.88
OU
Other Units
USD
298413.57
0.0244489525001
Long
ABS-MBS
USGA
US
N
2
2046-04-01
Fixed
3.50
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC
038222AJ4
500000.00
PA
USD
559948.45
0.0458764427388
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828M49
1118000.00
PA
USD
1147347.50
0.0940019065778
Long
DBT
UST
US
N
2
2022-10-31
Fixed
1.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WBS30
17530.51
OU
Other Units
USD
19476.62
0.0015957148237
Long
ABS-MBS
USGA
US
N
2
2044-05-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M4WL3
19524.12
OU
Other Units
USD
22840.20
0.0018712921295
Long
ABS-MBS
USGA
US
N
2
2037-06-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385HSH6
4600.42
OU
Other Units
USD
5446.48
0.0004462288052
Long
ABS-MBS
USGA
US
N
2
2031-08-01
Fixed
7.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W9LS7
247993.58
OU
Other Units
USD
256884.92
0.0210465201267
Long
ABS-MBS
USGA
US
N
2
2028-09-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J6GK7
159540.30
OU
Other Units
USD
171982.09
0.0140904515478
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36201YL53
28692.48
OU
Other Units
USD
32925.95
0.0026976152176
Long
ABS-MBS
USGA
US
N
2
2034-01-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417QUF9
7433.72
OU
Other Units
USD
7926.81
0.0006494416496
Long
ABS-MBS
USGA
US
N
2
2024-11-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P8BF7
135549.18
OU
Other Units
USD
147639.92
0.0120961033749
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Fixed
3.50
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK
4581X0CM8
1000000.00
PA
USD
1055630.64
0.0864875661489
Long
DBT
CORP
XX
N
2
2025-01-15
Fixed
2.125
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJXA3
253043.19
OU
Other Units
USD
276829.33
0.0226805608733
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M5NN6
25930.87
OU
Other Units
USD
30908.09
0.0025322924298
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
6.00
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBK5
225000.00
PA
USD
259141.87
0.021231431501
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.375
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828V23
1430000.00
PA
USD
1505158.78
0.1233172992684
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJJY7
45777.36
OU
Other Units
USD
53571.26
0.0043890805338
Long
ABS-MBS
USGA
US
N
2
2038-07-01
Fixed
5.50
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
HYDRO-QUEBEC
448814DF7
20000.00
PA
USD
31444.63
0.0025762510238
Long
DBT
USGSE
CA
N
2
2030-04-15
Fixed
9.375
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJCK4
41660.84
OU
Other Units
USD
48541.39
0.0039769844863
Long
ABS-MBS
USGA
US
N
2
2035-08-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJDX5
17861.23
OU
Other Units
USD
21288.02
0.0017441223929
Long
ABS-MBS
USGA
US
N
2
2036-03-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ELTP8
293781.67
OU
Other Units
USD
313358.00
0.0256733460799
Long
ABS-MBS
USGA
US
N
2
2043-09-01
Fixed
3.00
N
N
N
N
N
N
CALIFORNIA ST
549300X618YEC5LGBQ98
STATE OF CALIFORNIA
13063A5G5
300000.00
PA
USD
494142.87
0.0404850072901
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M55N6
16421.79
OU
Other Units
USD
19201.95
0.0015732111762
Long
ABS-MBS
USGA
US
N
2
2038-03-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HJ54
726.96
OU
Other Units
USD
839.64
0.0000687915046
Long
ABS-MBS
USGA
US
N
2
2031-06-01
Fixed
6.50
N
N
N
N
N
N
COMCAST CABLE COMMUNICAT
N/A
COMCAST CABLE COMMUNICATIONS HOLDINGS INC
00209TAB1
304000.00
PA
USD
346588.24
0.0283958917045
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
9.455
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31378RU64
358.54
OU
Other Units
USD
402.93
0.0000330119586
Long
ABS-MBS
USGA
US
N
2
2024-05-01
Fixed
6.00
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776743AD8
500000.00
PA
USD
559960.52
0.045877431631
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA
21685WDF1
1000000.00
PA
USD
1050418.92
0.0860605711743
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.95
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QD24
152167.49
OU
Other Units
USD
170849.63
0.0139976693705
Long
ABS-MBS
USGA
US
N
2
2044-05-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
313615MX1
186.27
OU
Other Units
USD
196.57
0.0000161049331
Long
ABS-MBS
USGA
US
N
2
2023-08-01
Fixed
7.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
362191N95
332.28
OU
Other Units
USD
333.79
0.0000273473349
Long
ABS-MBS
USGA
US
N
2
2023-02-01
Fixed
9.00
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
INDIANA MICHIGAN POWER CO
454889AM8
300000.00
PA
USD
405536.07
0.033225473334
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.05
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402CYK2
18755.67
OU
Other Units
USD
21579.64
0.0017680147499
Long
ABS-MBS
USGA
US
N
2
2034-04-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WEZE2
220355.54
OU
Other Units
USD
232713.71
0.0190661786658
Long
ABS-MBS
USGA
US
N
2
2030-06-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A7NS3
61504.21
OU
Other Units
USD
65841.81
0.0053944037639
Long
ABS-MBS
USGA
US
N
2
2026-02-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EQX98
16224.93
OU
Other Units
USD
17184.50
0.0014079219796
Long
ABS-MBS
USGA
US
N
2
2034-05-01
Fixed
3.00
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC
14149YAW8
300000.00
PA
USD
335691.84
0.0275031522556
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.60
N
N
N
N
N
N
ENEL GENERACION CHILE SA
549300PVHXUFEIE6LY50
ENEL GENERACION CHILE SA
29246RAA1
250000.00
PA
USD
268174.00
0.0219714317542
Long
DBT
CORP
CL
N
2
2024-04-15
Fixed
4.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J5NB1
19326.63
OU
Other Units
USD
21268.82
0.0017425493415
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HGC2
1057.44
OU
Other Units
USD
1222.87
0.0001001894469
Long
ABS-MBS
USGA
US
N
2
2030-11-01
Fixed
7.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31401JAG3
11805.77
OU
Other Units
USD
13675.09
0.0011203968567
Long
ABS-MBS
USGA
US
N
2
2033-07-01
Fixed
5.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RE0
2968000.00
PA
USD
3722521.25
0.3049852767158
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.625
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
BURLINGTON NORTHERN SANTA FE LLC
12189TAA2
100000.00
PA
USD
125523.73
0.0102841292117
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828J27
1500000.00
PA
USD
1582529.30
0.1296562474885
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP
126408HK2
50000.00
PA
USD
57746.29
0.0047311397443
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.30
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LW9
100000.00
PA
USD
112406.57
0.0092094434265
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.075
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31382G5G8
424.85
OU
Other Units
USD
477.44
0.0000391165451
Long
ABS-MBS
USGA
US
N
2
2029-03-01
Fixed
6.50
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
BURLINGTON NORTHERN SANTA FE LLC
12189LAU5
300000.00
PA
USD
367554.43
0.0301136466424
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
4.55
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC
785592AD8
300000.00
PA
USD
324705.31
0.0266030284773
Long
DBT
CORP
US
N
2
2023-04-15
Variable
5.625
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NAH1
21099.65
OU
Other Units
USD
22012.76
0.001803500168
Long
ABS-MBS
USGA
US
N
2
2028-04-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AXN3
25025.02
OU
Other Units
USD
27259.45
0.0022333602263
Long
ABS-MBS
USGA
US
N
2
2033-09-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WPGY4
470031.66
OU
Other Units
USD
500609.81
0.0410148421394
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.00
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES SA
87938WAC7
250000.00
PA
USD
351791.21
0.0288221697936
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.045
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410LTW2
141513.49
OU
Other Units
USD
152394.96
0.0124856826662
Long
ABS-MBS
USGA
US
N
2
2046-09-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31359MGK3
1000000.00
PA
USD
1430179.61
0.1171742737826
Long
DBT
UST
US
N
2
2030-11-15
Fixed
6.625
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179M5M8
389589.70
OU
Other Units
USD
422575.71
0.0346215269685
Long
ABS-MBS
USGA
US
N
2
2043-03-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M6NA2
11589.66
OU
Other Units
USD
13554.08
0.0011104825363
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
5.50
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHG7
150000.00
PA
USD
167479.53
0.0137215578826
Long
DBT
CORP
US
N
2
2029-03-05
Variable
3.97
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC
74432QCA1
400000.00
PA
USD
488138.83
0.0399930977273
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.60
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828M56
3380000.00
PA
USD
3609404.28
0.2957176303869
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WRP38
442706.68
OU
Other Units
USD
473412.65
0.0387865853179
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RXD6
308639.03
OU
Other Units
USD
331829.13
0.0271866813481
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJTZ3
98781.40
OU
Other Units
USD
108601.63
0.0088977056013
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WQNL2
106794.35
OU
Other Units
USD
111615.01
0.0091445911048
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
2.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NM88
18507.64
OU
Other Units
USD
19452.12
0.0015937075445
Long
ABS-MBS
USGA
US
N
2
2043-09-01
Fixed
2.50
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC
92826CAF9
200000.00
PA
USD
246533.53
0.0201984332169
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140EVGK7
200608.97
OU
Other Units
USD
219579.02
0.0179900566519
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CWX8
25728.31
OU
Other Units
USD
27813.12
0.0022787222771
Long
ABS-MBS
USGA
US
N
2
2038-05-01
Fixed
4.00
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477AM5
250000.00
PA
USD
271129.58
0.0222135817175
Long
DBT
CORP
US
N
2
2023-11-20
Fixed
3.70
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
STATE OF ILLINOIS
452151LF8
730000.00
PA
USD
833256.53
0.0682685084409
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LTD
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LTD
136385AL5
200000.00
PA
USD
264051.85
0.0216337049894
Long
DBT
CORP
CA
N
2
2038-03-15
Fixed
6.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJLT3
129364.33
OU
Other Units
USD
134380.65
0.0110097745514
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
2.50
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
05531FBE2
300000.00
PA
USD
331003.98
0.0271190770057
Long
DBT
CORP
US
N
2
2025-06-05
Fixed
3.70
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NF94
305719.13
OU
Other Units
USD
343236.00
0.0281212434821
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMUV3
172507.62
OU
Other Units
USD
180373.10
0.0147779249925
Long
ABS-MBS
USGA
US
N
2
2031-04-01
Fixed
2.50
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAC2
200000.00
PA
USD
215216.51
0.0176326372498
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
3.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31404JGQ2
3773.12
OU
Other Units
USD
4224.00
0.0003460713109
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402UR87
26949.79
OU
Other Units
USD
30028.88
0.0024602589646
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
4.50
N
N
N
N
N
N
CHEVRON CORP
VA8TZDWPEZYU430RZ444
CHEVRON CORP
166764BD1
165000.00
PA
USD
181451.04
0.0148662403592
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
3.326
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36207REA9
2527.97
OU
Other Units
USD
2568.92
0.0002104710018
Long
ABS-MBS
USGA
US
N
2
2026-10-01
Fixed
8.50
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO GAS & ELECTRIC CO
797440BR4
400000.00
PA
USD
427025.31
0.0349860816335
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.60
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280AP4
500000.00
PA
USD
546115.94
0.0447431484991
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416T5H8
533273.76
OU
Other Units
USD
591259.93
0.048441784815
Long
ABS-MBS
USGA
US
N
2
2039-08-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31380WQZ0
4458.83
OU
Other Units
USD
5023.55
0.0004115782513
Long
ABS-MBS
USGA
US
N
2
2028-12-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K7ZV3
690.18
OU
Other Units
USD
799.22
0.0000654799036
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3129296Q0
17510.69
OU
Other Units
USD
20348.03
0.0016671092368
Long
ABS-MBS
USGA
US
N
2
2038-12-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJZV5
14176.63
OU
Other Units
USD
14783.31
0.0012111930566
Long
ABS-MBS
USGA
US
N
2
2047-02-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MCJK2
15273.28
OU
Other Units
USD
16065.79
0.0013162663366
Long
ABS-MBS
USGA
US
N
2
2024-09-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WAQM2
156801.80
OU
Other Units
USD
169648.48
0.0138992594379
Long
ABS-MBS
USGA
US
N
2
2028-12-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GHP1
35096.13
OU
Other Units
USD
40955.82
0.0033555005484
Long
ABS-MBS
USGA
US
N
2
2037-09-01
Fixed
5.50
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD
11134LAR0
110000.00
PA
USD
117921.14
0.0096612508292
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YBSA2
9193.72
OU
Other Units
USD
10130.09
0.0008299558536
Long
ABS-MBS
USGA
US
N
2
2045-02-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJVV9
123626.26
OU
Other Units
USD
134489.51
0.0110186934252
Long
ABS-MBS
USGA
US
N
2
2045-02-01
Fixed
3.50
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639AM8
126000.00
PA
USD
176019.88
0.0144212667178
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
6.25
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NVR6
120670.47
OU
Other Units
USD
138846.35
0.0113756482856
Long
ABS-MBS
USGA
US
N
2
2043-12-01
Fixed
5.00
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
PROVINCE OF QUEBEC CANADA
748148PB3
200000.00
PA
USD
230776.73
0.0189074823571
Long
DBT
USGSE
CA
N
2
2023-07-15
Fixed
7.50
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC
209111EM1
200000.00
PA
USD
275672.24
0.0225857607661
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.20
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680AS2
300000.00
PA
USD
328900.68
0.0269467541392
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QL66
352108.18
OU
Other Units
USD
389952.48
0.0319487135281
Long
ABS-MBS
USGA
US
N
2
2044-08-01
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RU4
2001000.00
PA
USD
2234085.24
0.1830380699984
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.875
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RXF1
101623.36
OU
Other Units
USD
113851.67
0.0093278401243
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335GNV3
317.02
OU
Other Units
USD
348.46
0.0000285492445
Long
ABS-MBS
USGA
US
N
2
2026-05-01
Fixed
8.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140EU2B4
314839.26
OU
Other Units
USD
345854.99
0.0283358167072
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SQX8
123862.17
OU
Other Units
USD
135649.39
0.0111137221165
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128283U2
2055000.00
PA
USD
2135112.90
0.1749292898263
Long
DBT
UST
US
N
2
2023-01-31
Fixed
2.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138XRGL7
99145.59
OU
Other Units
USD
110479.17
0.009051532005
Long
ABS-MBS
USGA
US
N
2
2044-03-01
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RT7
3770000.00
PA
USD
3745259.38
0.3068482062746
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828P38
2970000.00
PA
USD
3053299.23
0.2501560764918
Long
DBT
UST
US
N
2
2023-01-31
Fixed
1.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36201GAH8
10655.52
OU
Other Units
USD
12060.36
0.0009881024136
Long
ABS-MBS
USGA
US
N
2
2032-10-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36241KK56
28958.58
OU
Other Units
USD
34534.31
0.0028293877681
Long
ABS-MBS
USGA
US
N
2
2036-10-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y6LV4
229852.81
OU
Other Units
USD
249026.08
0.0204026472429
Long
ABS-MBS
USGA
US
N
2
2044-11-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413UUE7
14221.33
OU
Other Units
USD
16313.50
0.0013365611577
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BL79
462464.94
OU
Other Units
USD
488251.64
0.0400023402236
Long
ABS-MBS
USGA
US
N
2
2030-01-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413BPH8
14917.30
OU
Other Units
USD
17738.96
0.001453348755
Long
ABS-MBS
USGA
US
N
2
2037-08-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TG41
159837.35
OU
Other Units
USD
169907.69
0.0139204964513
Long
ABS-MBS
USGA
US
N
2
2047-09-01
Fixed
3.50
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
WASTE MANAGEMENT INC
94106LAZ2
500000.00
PA
USD
540310.34
0.044267497078
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X5G92
12640.21
OU
Other Units
USD
13506.50
0.0011065843183
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMQT3
25820.48
OU
Other Units
USD
27090.56
0.0022195231089
Long
ABS-MBS
USGA
US
N
2
2028-05-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJDD9
30022.92
OU
Other Units
USD
34765.44
0.0028483241938
Long
ABS-MBS
USGA
US
N
2
2035-12-01
Fixed
5.00
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTERNATIONAL CORP
22822VAC5
430000.00
PA
USD
472964.96
0.0387499061832
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.70
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YNE94
14729.93
OU
Other Units
USD
15541.68
0.0012733261295
Long
ABS-MBS
USGA
US
N
2
2030-05-01
Fixed
3.00
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC
00440EAR8
250000.00
PA
USD
271667.84
0.0222576812307
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.35
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SQU4
41714.21
OU
Other Units
USD
43587.57
0.0035711191971
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMSY0
96717.95
OU
Other Units
USD
102134.65
0.0083678674749
Long
ABS-MBS
USGA
US
N
2
2029-12-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y9EL8
5031.85
OU
Other Units
USD
5528.08
0.0004529142737
Long
ABS-MBS
USGA
US
N
2
2044-09-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31382WKU5
4116.37
OU
Other Units
USD
4593.93
0.0003763795874
Long
ABS-MBS
USGA
US
N
2
2028-11-01
Fixed
5.00
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137BDCW4
1000000.00
OU
Other Units
USD
1080752.20
0.0885457695582
Long
ABS-MBS
USGA
US
N
2
2024-07-01
Fixed
3.303
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HD50
1016.67
OU
Other Units
USD
1132.77
0.0000928075754
Long
ABS-MBS
USGA
US
N
2
2030-07-01
Fixed
7.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RVB2
33116.99
OU
Other Units
USD
35608.76
0.0029174171999
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828R69
1420000.00
PA
USD
1462572.27
0.1198281966779
Long
DBT
UST
US
N
2
2023-05-31
Fixed
1.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371KLM1
478.92
OU
Other Units
USD
538.18
0.0000440929588
Long
ABS-MBS
USGA
US
N
2
2022-03-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371HYB8
1812.18
OU
Other Units
USD
2125.88
0.0001741728405
Long
ABS-MBS
USGA
US
N
2
2029-10-01
Fixed
7.50
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG
225433AC5
500000.00
PA
USD
542396.13
0.0444383853544
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412LQX1
63911.03
OU
Other Units
USD
74620.45
0.0061136356419
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403TRY2
1209.92
OU
Other Units
USD
1355.12
0.0001110246578
Long
ABS-MBS
USGA
US
N
2
2034-02-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31298QCU0
566.47
OU
Other Units
USD
638.24
0.0000522908507
Long
ABS-MBS
USGA
US
N
2
2031-06-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403SWD4
3139.85
OU
Other Units
USD
3478.12
0.0002849615406
Long
ABS-MBS
USGA
US
N
2
2033-12-01
Fixed
5.00
N
N
N
N
N
N
LABORATORY CORP OF AMERICA HOLDINGS
OZ7UA8IXAIFILY2VZH07
LABORATORY CORP OF AMERICA HOLDINGS
50540RAN2
400000.00
PA
USD
429788.50
0.0352124691301
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YTC1
41964.80
OU
Other Units
USD
44918.92
0.0036801963846
Long
ABS-MBS
USGA
US
N
2
2025-10-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371JWB6
2077.30
OU
Other Units
USD
2377.11
0.0001947560544
Long
ABS-MBS
USGA
US
N
2
2031-02-01
Fixed
7.00
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP
29103DAM8
100000.00
PA
USD
114665.93
0.0093945522516
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ABT4
159652.02
OU
Other Units
USD
172140.06
0.0141033939921
Long
ABS-MBS
USGA
US
N
2
2032-01-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJJF8
19613.24
OU
Other Units
USD
22562.93
0.0018485754646
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31400JQX0
6502.75
OU
Other Units
USD
7437.46
0.000609349321
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YWKD8
106650.18
OU
Other Units
USD
111855.28
0.0091642763685
Long
ABS-MBS
USGA
US
N
2
2030-10-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMUS0
140407.70
OU
Other Units
USD
148362.91
0.0121553377729
Long
ABS-MBS
USGA
US
N
2
2031-03-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QBG5
273439.60
OU
Other Units
USD
303021.58
0.0248264856586
Long
ABS-MBS
USGA
US
N
2
2044-04-01
Fixed
4.00
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA GOVERNMENT INTERNATIONAL BOND
195325CU7
800000.00
PA
USD
854344.00
0.0699961998203
Long
DBT
USGSE
CO
N
2
2045-06-15
Fixed
5.00
N
N
N
N
N
N
WASHINGTON GAS LIGHT CO
DL22T1SB4DUBS063O841
WASHINGTON GAS LIGHT CO
93884PDW7
500000.00
PA
USD
552136.27
0.0452363926977
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
3.796
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132Y0KF6
68645.31
OU
Other Units
USD
73224.93
0.0059993010217
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31298V7G6
1294.97
OU
Other Units
USD
1490.73
0.0001221351527
Long
ABS-MBS
USGA
US
N
2
2031-10-01
Fixed
8.00
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER CAPITAL CORP
03040WAR6
110000.00
PA
USD
120659.05
0.0098855671414
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
3.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403V3M9
14234.30
OU
Other Units
USD
16504.47
0.0013522072842
Long
ABS-MBS
USGA
US
N
2
2033-12-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36188RJ90
35351.19
OU
Other Units
USD
38525.04
0.0031563473237
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179R4D8
49985.92
OU
Other Units
USD
53042.35
0.0043457470638
Long
ABS-MBS
USGA
US
N
2
2046-03-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJYX2
82252.73
OU
Other Units
USD
85712.08
0.007022370238
Long
ABS-MBS
USGA
US
N
2
2046-10-01
Fixed
2.50
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PAR7
200000.00
PA
USD
225095.32
0.0184420057931
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.005
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296KAP8
5897.33
OU
Other Units
USD
6644.26
0.0005443626345
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
6.00
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PAU0
140000.00
PA
USD
149703.99
0.0122652121369
Long
DBT
CORP
US
N
2
2024-07-23
Variable
3.797
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402QYV7
44322.26
OU
Other Units
USD
51469.79
0.0042169075987
Long
ABS-MBS
USGA
US
N
2
2035-02-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WMFC0
150353.87
OU
Other Units
USD
157390.45
0.0128949619684
Long
ABS-MBS
USGA
US
N
2
2043-03-01
Fixed
2.50
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PAV8
150000.00
PA
USD
171150.39
0.0140223105654
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.203
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
CHURCH & DWIGHT CO INC
171340AL6
300000.00
PA
USD
336825.26
0.0275960130854
Long
DBT
CORP
US
N
2
2047-08-01
Fixed
3.95
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824BH2
200000.00
PA
USD
262840.79
0.0215344831329
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418A6X1
325449.87
OU
Other Units
USD
353715.31
0.028979810847
Long
ABS-MBS
USGA
US
N
2
2044-02-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31415BD48
19665.58
OU
Other Units
USD
22090.75
0.0018098898701
Long
ABS-MBS
USGA
US
N
2
2038-07-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJZ45
20584.45
OU
Other Units
USD
22309.64
0.0018278234755
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
4.00
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAN0
180000.00
PA
USD
200058.21
0.0163907213521
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.20
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
035240AN0
250000.00
PA
USD
288829.99
0.0236637720802
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AE87
113646.27
OU
Other Units
USD
120550.77
0.0098766957869
Long
ABS-MBS
USGA
US
N
2
2032-05-01
Fixed
3.00
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
500769HR8
805000.00
PA
USD
834312.63
0.0683550344616
Long
DBT
CORP
DE
N
2
2022-12-29
Fixed
2.375
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081ED1
300000.00
PA
USD
353225.59
0.0289396882044
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.125
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAW9
330000.00
PA
USD
383260.36
0.0314004297353
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620A9PT2
24614.69
OU
Other Units
USD
27714.07
0.0022706071343
Long
ABS-MBS
USGA
US
N
2
2039-10-01
Fixed
4.50
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807BP6
160000.00
PA
USD
180507.30
0.0147889199664
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
4.03
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QJS1
188447.26
OU
Other Units
USD
203441.99
0.0166679536391
Long
ABS-MBS
USGA
US
N
2
2044-07-01
Fixed
3.50
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C24
46643GAE0
725000.00
OU
Other Units
USD
786049.57
0.0644008534857
Long
ABS-MBS
CORP
US
N
2
2047-11-01
Fixed
3.6385
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FLCM8
188306.44
OU
Other Units
USD
196854.01
0.0161282020115
Long
ABS-MBS
USGA
US
N
2
2031-12-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EADR5
249391.67
OU
Other Units
USD
263109.69
0.0215565140457
Long
ABS-MBS
USGA
US
N
2
2027-03-01
Fixed
3.00
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
MID-AMERICA APARTMENTS LP
59523UAA5
400000.00
PA
USD
431329.08
0.0353386884814
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.30
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
459058FF5
500000.00
PA
USD
514729.57
0.042171670703
Long
DBT
CORP
XX
N
2
2023-04-19
Fixed
1.75
N
N
N
N
N
N
BARRICK PD AU FIN PTY LT
5493008DX0TK7OFLV260
BARRICK PD AUSTRALIA FINANCE PTY LTD
06849UAD7
400000.00
PA
USD
541292.28
0.0443479471876
Long
DBT
CORP
AU
N
2
2039-10-15
Fixed
5.95
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ADR6
45228.63
OU
Other Units
USD
49714.46
0.0040730938311
Long
ABS-MBS
USGA
US
N
2
2032-03-01
Fixed
4.00
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBG9
280000.00
PA
USD
309198.93
0.0253325944684
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
4.375
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137BKRJ1
1000000.00
OU
Other Units
USD
1096383.40
0.08982643004
Long
ABS-MBS
USGA
US
N
2
2025-05-01
Variable
3.329
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828XG0
3660000.00
PA
USD
3746853.52
0.306978813784
Long
DBT
UST
US
N
2
2022-06-30
Fixed
2.125
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QT68
269862.81
OU
Other Units
USD
302971.25
0.0248223621337
Long
ABS-MBS
USGA
US
N
2
2044-11-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138XK4K7
151708.71
OU
Other Units
USD
160141.22
0.0131203318974
Long
ABS-MBS
USGA
US
N
2
2029-02-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31391RL75
2578.56
OU
Other Units
USD
2906.14
0.0002380993559
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36295EFS1
12079.68
OU
Other Units
USD
13448.97
0.0011018708991
Long
ABS-MBS
USGA
US
N
2
2038-07-01
Fixed
5.50
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VBR4
1000000.00
PA
USD
1107807.89
0.0907624357764
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
5.15
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CCH5
201865.78
OU
Other Units
USD
213716.28
0.0175097237643
Long
ABS-MBS
USGA
US
N
2
2046-10-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WKTU9
15013.21
OU
Other Units
USD
15864.98
0.0012998140213
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
3.00
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
PERRIGO FINANCE UNLIMITED CO
71429MAB1
200000.00
PA
USD
218890.12
0.0179336152395
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
4.375
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36295PNE8
13592.61
OU
Other Units
USD
15798.21
0.0012943435711
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
5.50
N
N
N
N
N
N
UBS-BARCLAYS COMMERCIAL MORTGA
549300G1IXWLFE766Q13
UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6
90349GBF1
412000.00
OU
Other Units
USD
428760.41
0.035128237962
Long
ABS-MBS
CORP
US
N
2
2046-04-01
Fixed
3.2443
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPKL7
322176.18
OU
Other Units
USD
348717.50
0.0285703414676
Long
ABS-MBS
USGA
US
N
2
2030-04-01
Fixed
3.50
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2014-GC18
36252RAJ8
453580.12
OU
Other Units
USD
476023.36
0.0390004801645
Long
ABS-MBS
CORP
US
N
2
2047-01-01
Fixed
3.801
N
N
N
N
N
N
CHEVRON CORP
VA8TZDWPEZYU430RZ444
CHEVRON CORP
166764BL3
295000.00
PA
USD
319093.08
0.0261432198142
Long
DBT
CORP
US
N
2
2026-05-16
Fixed
2.954
N
N
N
N
N
N
AON PLC
635400FALWQYX5E6QC64
AON PLC
00185AAG9
500000.00
PA
USD
608967.26
0.0498925421317
Long
DBT
CORP
IE
N
2
2044-06-14
Fixed
4.60
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
CHILE GOVERNMENT INTERNATIONAL BOND
168863BW7
500000.00
PA
USD
539355.00
0.0441892263
Long
DBT
USGSE
CL
N
2
2025-03-27
Fixed
3.125
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BF2
195000.00
PA
USD
225152.29
0.0184466733316
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.875
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582BD3
560000.00
PA
USD
610662.80
0.0500314573188
Long
DBT
CORP
NL
N
2
2025-05-11
Fixed
3.25
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160CM4
50000.00
PA
USD
55432.10
0.0045415387104
Long
DBT
CORP
US
N
2
2048-01-15
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36241K4Q8
65237.12
OU
Other Units
USD
73833.24
0.0060491397147
Long
ABS-MBS
USGA
US
N
2
2039-04-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128PWN87
2142.44
OU
Other Units
USD
2256.13
0.0001848441919
Long
ABS-MBS
USGA
US
N
2
2021-09-01
Fixed
3.00
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785HP4
305000.00
PA
USD
318109.38
0.0260626255082
Long
DBT
CORP
XX
N
2
2023-03-15
Fixed
2.50
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTICS INC
74834LAX8
250000.00
PA
USD
272478.12
0.0223240672775
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WNXD6
421007.78
OU
Other Units
USD
447983.79
0.036703204893
Long
ABS-MBS
USGA
US
N
2
2043-05-01
Fixed
3.00
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
AETNA INC
00817YAF5
150000.00
PA
USD
213480.96
0.0174904440529
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.625
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128LXKW9
19447.61
OU
Other Units
USD
23147.31
0.0018964535784
Long
ABS-MBS
USGA
US
N
2
2036-03-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36184A2T5
8150.00
OU
Other Units
USD
9040.70
0.0007407023912
Long
ABS-MBS
USGA
US
N
2
2045-03-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ESDA3
213722.33
OU
Other Units
USD
227012.95
0.0185991167609
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJYH7
292821.01
OU
Other Units
USD
314003.52
0.0257262333793
Long
ABS-MBS
USGA
US
N
2
2046-06-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411ECY1
84411.25
OU
Other Units
USD
96089.22
0.0078725668392
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
5.00
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE CAPITAL INC
377372AN7
125000.00
PA
USD
142059.06
0.0116388648484
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.875
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TSF3
242373.51
OU
Other Units
USD
254167.90
0.0208239153272
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31378FB38
620.56
OU
Other Units
USD
622.79
0.0000510250359
Long
ABS-MBS
USGA
US
N
2
2027-09-01
Fixed
7.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31389SDF8
15265.76
OU
Other Units
USD
17536.80
0.0014367858345
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
6.00
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816BK4
500000.00
PA
USD
547777.57
0.044879285448
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
3.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402EYQ5
7420.21
OU
Other Units
USD
8179.64
0.0006701559511
Long
ABS-MBS
USGA
US
N
2
2033-08-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJB41
35166.24
OU
Other Units
USD
40973.86
0.0033569785612
Long
ABS-MBS
USGA
US
N
2
2035-05-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y3XQ9
203698.72
OU
Other Units
USD
220718.63
0.018083424627
Long
ABS-MBS
USGA
US
N
2
2044-10-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AG43
88330.51
OU
Other Units
USD
99081.43
0.0081177178897
Long
ABS-MBS
USGA
US
N
2
2040-08-01
Fixed
4.50
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP
31428XBE5
400000.00
PA
USD
480069.81
0.0393320048463
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAU9
500000.00
PA
USD
539657.20
0.0442139854738
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
3.40
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620AR4C2
21561.70
OU
Other Units
USD
24314.45
0.0019920770798
Long
ABS-MBS
USGA
US
N
2
2041-02-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410PVC4
22661.62
OU
Other Units
USD
26950.71
0.0022080652318
Long
ABS-MBS
USGA
US
N
2
2036-09-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138XJDF1
16431.63
OU
Other Units
USD
17916.49
0.0014678937455
Long
ABS-MBS
USGA
US
N
2
2044-02-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YR90
61632.45
OU
Other Units
USD
68081.24
0.0055778797288
Long
ABS-MBS
USGA
US
N
2
2030-09-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SB89
275489.36
OU
Other Units
USD
296958.34
0.0243297258539
Long
ABS-MBS
USGA
US
N
2
2046-05-01
Fixed
3.50
N
N
N
N
N
N
FANNIEMAE-ACES
B1V7KEBTPIMZEU4LTD58
FANNIE MAE-ACES
3136AHAE0
136416.99
OU
Other Units
USD
140523.36
0.0115130453142
Long
ABS-MBS
USGA
US
N
2
2023-04-01
Variable
2.63413
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36202SBX5
3974.21
OU
Other Units
USD
4442.49
0.0003639721444
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
5.50
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAL3
1000000.00
PA
USD
1037406.29
0.0849944495071
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
2.90
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05964HAF2
400000.00
PA
USD
435437.88
0.0356753214838
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
3.80
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RG5
760000.00
PA
USD
918115.63
0.0752209942314
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y9NP9
279992.47
OU
Other Units
USD
295577.70
0.0242166103485
Long
ABS-MBS
USGA
US
N
2
2030-01-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417Y6Q5
98724.47
OU
Other Units
USD
108519.79
0.0088910004697
Long
ABS-MBS
USGA
US
N
2
2031-10-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138M3QJ6
1022117.48
OU
Other Units
USD
1071961.95
0.0878255864757
Long
ABS-MBS
USGA
US
N
2
2027-07-01
Fixed
2.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36195JMF1
40059.60
OU
Other Units
USD
41768.39
0.0034220742143
Long
ABS-MBS
USGA
US
N
2
2046-09-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283H4Z5
7982.14
OU
Other Units
USD
9100.29
0.0007455845856
Long
ABS-MBS
USGA
US
N
2
2034-12-01
Fixed
5.50
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO
13645RAX2
220000.00
PA
USD
330951.00
0.027114736367
Long
DBT
CORP
CA
N
2
2115-09-15
Fixed
6.125
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128PTGS8
110675.18
OU
Other Units
USD
118492.03
0.0097080237105
Long
ABS-MBS
USGA
US
N
2
2025-12-01
Fixed
3.50
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CU2
400000.00
PA
USD
427154.64
0.0349966776095
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.875
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RNY1
61221.08
OU
Other Units
USD
68588.67
0.0056194533475
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828X47
1240000.00
PA
USD
1262357.42
0.103424641848
Long
DBT
UST
US
N
2
2022-04-30
Fixed
1.875
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887BF5
386000.00
PA
USD
422782.04
0.0346384315361
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.734
N
N
N
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
BAY AREA TOLL AUTHORITY
072024ND0
300000.00
PA
USD
473791.92
0.0388176588184
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
6.263
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP BILLITON FINANCE USA LTD
055451AR9
200000.00
PA
USD
234752.66
0.0192332293522
Long
DBT
CORP
AU
N
2
2042-02-24
Fixed
4.125
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJW97
87431.86
OU
Other Units
USD
94306.80
0.0077265335944
Long
ABS-MBS
USGA
US
N
2
2045-10-01
Fixed
3.50
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
ADOBE INC
00724FAC5
250000.00
PA
USD
271118.86
0.0222127034304
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RS9
2700000.00
PA
USD
2814855.46
0.2306204353791
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50
N
N
N
N
N
N
BORGWARNER INC
549300DSFX2IE88NSX47
BORGWARNER INC
099724AJ5
500000.00
PA
USD
543128.40
0.0444983800606
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.375
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y9AR9
135587.75
OU
Other Units
USD
142999.49
0.0117159140536
Long
ABS-MBS
USGA
US
N
2
2029-11-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A9C28
649684.91
OU
Other Units
USD
715902.08
0.058653686388
Long
ABS-MBS
USGA
US
N
2
2041-03-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ELYV9
3576.38
OU
Other Units
USD
4027.07
0.000329936883
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31407XFG1
10970.18
OU
Other Units
USD
12628.33
0.00103463606
Long
ABS-MBS
USGA
US
N
2
2035-11-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RBX6
12349.79
OU
Other Units
USD
13303.68
0.0010899673241
Long
ABS-MBS
USGA
US
N
2
2045-04-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31407PRA8
24170.19
OU
Other Units
USD
27578.66
0.0022595130253
Long
ABS-MBS
USGA
US
N
2
2035-10-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RLQ0
184949.59
OU
Other Units
USD
203460.17
0.0166694431222
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
4.00
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
DELL INTERNATIONAL LLC / EMC CORP
25272KAK9
200000.00
PA
USD
238749.28
0.019560671474
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
6.02
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE
96950FAF1
400000.00
PA
USD
522936.45
0.0428440584208
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.30
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413BWG2
48936.71
OU
Other Units
USD
58179.40
0.0047666243431
Long
ABS-MBS
USGA
US
N
2
2037-08-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36184FSP4
77973.75
OU
Other Units
USD
82119.00
0.006727990052
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138AT4H0
14655.17
OU
Other Units
USD
15872.86
0.0013004596278
Long
ABS-MBS
USGA
US
N
2
2042-06-01
Fixed
4.00
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAG7
200000.00
PA
USD
219018.62
0.0179441432138
Long
DBT
CORP
FR
N
2
2024-04-15
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128283V0
1745000.00
PA
USD
1873523.33
0.153497318849
Long
DBT
UST
US
N
2
2025-01-31
Fixed
2.50
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
PROVINCE OF QUEBEC CANADA
748148QR7
550000.00
PA
USD
787079.11
0.0644852034519
Long
DBT
USGSE
CA
N
2
2029-09-15
Fixed
7.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HJXG1
20367.96
OU
Other Units
USD
21481.58
0.0017599807175
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
3.00
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US BANK NA/CINCINNATI OH
90331HNV1
350000.00
PA
USD
373255.02
0.0305806946193
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
3.40
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJPG9
161596.39
OU
Other Units
USD
182614.84
0.0149615902151
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Fixed
4.50
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GFC8
500000.00
PA
USD
636727.32
0.0521669172157
Long
DBT
CORP
US
N
2
2044-01-21
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EZF9
80466.89
OU
Other Units
USD
92375.50
0.0075683026468
Long
ABS-MBS
USGA
US
N
2
2039-01-01
Fixed
5.00
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC
744320AN2
300000.00
PA
USD
320636.03
0.0262696333391
Long
DBT
CORP
US
N
2
2044-03-15
Variable
5.20
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175BN3
100000.00
PA
USD
122906.19
0.0100696747848
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC
931142DW0
500000.00
PA
USD
561054.11
0.0459670291985
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
3.625
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
36962GXZ2
500000.00
PA
USD
676273.95
0.0554069631641
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525AJ2
140000.00
PA
USD
172854.12
0.0141618967573
Long
DBT
CORP
US
N
2
2035-05-20
Fixed
4.65
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QRY9
177572.06
OU
Other Units
USD
192055.48
0.015735059595
Long
ABS-MBS
USGA
US
N
2
2044-10-01
Fixed
3.50
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CR9
200000.00
PA
USD
220241.89
0.0180443654327
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.20
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO/THE
501044BZ3
400000.00
PA
USD
566473.84
0.0464110663826
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
7.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283GZR1
208.29
OU
Other Units
USD
232.12
0.0000190175361
Long
ABS-MBS
USGA
US
N
2
2027-08-01
Fixed
7.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410WN46
10865.89
OU
Other Units
USD
12695.73
0.0010401581259
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
5.50
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VAZ6
600000.00
PA
USD
628123.58
0.0514620148529
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.35
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M4HW6
50959.72
OU
Other Units
USD
57054.42
0.0046744550005
Long
ABS-MBS
USGA
US
N
2
2037-01-01
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810FB9
3065000.00
PA
USD
4022213.87
0.3295390214769
Long
DBT
UST
US
N
2
2027-11-15
Fixed
6.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140F02D5
4399.09
OU
Other Units
USD
4728.20
0.0003873802964
Long
ABS-MBS
USGA
US
N
2
2046-03-01
Fixed
4.00
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
BURLINGTON NORTHERN SANTA FE LLC
12189TAZ7
300000.00
PA
USD
419466.94
0.034366826185
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414K6K1
12953.09
OU
Other Units
USD
15121.23
0.0012388787614
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
5.50
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
DELL INTERNATIONAL LLC / EMC CORP
25272KAR4
260000.00
PA
USD
408147.35
0.0334394148805
Long
DBT
CORP
US
Y
2
2046-07-15
Fixed
8.35
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280BB4
295000.00
PA
USD
327088.57
0.0267982883998
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418XGC6
7623.08
OU
Other Units
USD
8683.68
0.0007114518279
Long
ABS-MBS
USGA
US
N
2
2040-08-01
Fixed
5.00
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446HD4
300000.00
PA
USD
429258.59
0.0351690537303
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128LBC30
14470.17
OU
Other Units
USD
16645.90
0.0013637946103
Long
ABS-MBS
USGA
US
N
2
2038-05-01
Fixed
5.00
N
N
N
N
N
N
DIGNITY HEALTH
TFVG45LTYVO3XKPZWP18
DIGNITY HEALTH
254010AE1
304000.00
PA
USD
391154.12
0.0320471636063
Long
DBT
CORP
US
N
2
2064-11-01
Fixed
5.267
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RDJ8
341000.00
PA
USD
374620.73
0.0306925869133
Long
DBT
CORP
US
N
2
2048-03-09
Fixed
4.50
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AH2
100000.00
PA
USD
113642.02
0.0093106635499
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.30
N
N
N
N
N
N
BROOKFIELD ASSET MANAGEMENT INC
C6J3FGIWG6MBDGTE8F80
BROOKFIELD ASSET MANAGEMENT INC
112585AH7
250000.00
PA
USD
273855.76
0.0224369369936
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
4.00
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874DL8
460000.00
PA
USD
556324.22
0.0455795104407
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.75
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL ELECTRIC UTILITIES CORP
69351UAR4
200000.00
PA
USD
248113.06
0.0203278437324
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
4.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X0Z35
623429.70
OU
Other Units
USD
653926.52
0.0535760435629
Long
ABS-MBS
USGA
US
N
2
2028-07-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31307NWQ3
37982.90
OU
Other Units
USD
41044.28
0.003362748055
Long
ABS-MBS
USGA
US
N
2
2030-08-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36178GHS6
39462.79
OU
Other Units
USD
41277.53
0.0033818581718
Long
ABS-MBS
USGA
US
N
2
2028-02-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31288DWY1
5542.55
OU
Other Units
USD
6387.81
0.0005233517472
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Fixed
5.50
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD
89352HAD1
75000.00
PA
USD
99191.95
0.0081267727669
Long
DBT
CORP
CA
N
2
2037-10-15
Fixed
6.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WFZB5
87865.59
OU
Other Units
USD
94737.92
0.007761855153
Long
ABS-MBS
USGA
US
N
2
2045-11-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31388WXC5
7970.16
OU
Other Units
USD
9200.63
0.0007538054179
Long
ABS-MBS
USGA
US
N
2
2032-01-01
Fixed
5.50
N
N
N
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
PRESIDENT AND FELLOWS OF HARVARD COLLEGE
740816AM5
450000.00
PA
USD
485049.10
0.0397399568865
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.15
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
94973VBA4
500000.00
PA
USD
524566.14
0.0429775785332
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.30
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36204QDD9
891.21
OU
Other Units
USD
997.56
0.0000817298524
Long
ABS-MBS
USGA
US
N
2
2024-02-01
Fixed
6.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TT96
215504.46
OU
Other Units
USD
225993.53
0.0185155959238
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YLBG5
13750.43
OU
Other Units
USD
14422.38
0.0011816221479
Long
ABS-MBS
USGA
US
N
2
2030-03-01
Fixed
2.50
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AD5
450000.00
PA
USD
527858.38
0.0432473109699
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.375
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128283W8
3075000.00
PA
USD
3374271.98
0.2764532972201
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X0XW3
29096.63
OU
Other Units
USD
30473.61
0.0024966955872
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402DJS0
8320.67
OU
Other Units
USD
9678.31
0.0007929416261
Long
ABS-MBS
USGA
US
N
2
2034-09-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128LCSM9
9140.57
OU
Other Units
USD
10694.59
0.0008762052038
Long
ABS-MBS
USGA
US
N
2
2038-06-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36225BPC6
1883.98
OU
Other Units
USD
2254.42
0.000184704092
Long
ABS-MBS
USGA
US
N
2
2031-07-01
Fixed
7.00
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
INTERSTATE POWER AND LIGHT CO
461070AN4
150000.00
PA
USD
161545.46
0.0132353809451
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
3.70
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785HM1
500000.00
PA
USD
537387.83
0.0440280565319
Long
DBT
CORP
XX
N
2
2027-05-24
Fixed
2.375
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135AW6
210000.00
PA
USD
217844.44
0.0178479429269
Long
DBT
CORP
US
N
2
2023-02-22
Fixed
2.40
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371N5J0
57683.06
OU
Other Units
USD
67819.80
0.005556460012
Long
ABS-MBS
USGA
US
N
2
2038-11-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31401V4E8
11014.51
OU
Other Units
USD
12768.46
0.0010461168774
Long
ABS-MBS
USGA
US
N
2
2033-08-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283HWZ4
11117.88
OU
Other Units
USD
13224.83
0.0010835071625
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
6.00
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HAP2
400000.00
PA
USD
444449.70
0.0364136577435
Long
DBT
CORP
IT
N
2
2024-01-12
Fixed
5.25
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHA0
75000.00
PA
USD
82872.23
0.006789702006
Long
DBT
CORP
US
N
2
2049-01-23
Variable
3.946
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC
761713BA3
240000.00
PA
USD
281271.13
0.0230444764862
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X4CU2
61866.68
OU
Other Units
USD
65760.75
0.0053877625374
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.00
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558AX1
500000.00
PA
USD
603388.32
0.0494354609103
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36225AUJ7
647.94
OU
Other Units
USD
657.69
0.0000538843845
Long
ABS-MBS
USGA
US
N
2
2027-06-01
Fixed
8.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412MFU7
127286.01
OU
Other Units
USD
147153.06
0.0120562150514
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414DQ90
132.09
OU
Other Units
USD
152.74
0.0000125139517
Long
ABS-MBS
USGA
US
N
2
2038-05-01
Fixed
5.00
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAQ2
170000.00
PA
USD
185941.76
0.0152341639759
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RZU6
236972.53
OU
Other Units
USD
260894.22
0.0213750011179
Long
ABS-MBS
USGA
US
N
2
2046-02-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WFNP7
55916.42
OU
Other Units
USD
59043.62
0.0048374296812
Long
ABS-MBS
USGA
US
N
2
2030-09-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M4S46
11215.55
OU
Other Units
USD
13105.47
0.0010737280262
Long
ABS-MBS
USGA
US
N
2
2037-05-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YYCV3
88874.59
OU
Other Units
USD
96158.53
0.0078782453909
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31407NQC0
7641.67
OU
Other Units
USD
8514.19
0.0006975655526
Long
ABS-MBS
USGA
US
N
2
2035-08-01
Fixed
4.50
N
N
N
N
N
N
NORTHWELL HEALTHCARE INC
54930073NUTKK4QD3P47
NORTHWELL HEALTHCARE INC
667274AA2
250000.00
PA
USD
271106.48
0.02221168914
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.979
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31288EWB9
6657.29
OU
Other Units
USD
7497.13
0.0006142380698
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M7DJ2
207494.45
OU
Other Units
USD
240076.40
0.0196694020986
Long
ABS-MBS
USGA
US
N
2
2039-01-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y6ZB3
120856.92
OU
Other Units
USD
127452.32
0.0104421381297
Long
ABS-MBS
USGA
US
N
2
2029-11-01
Fixed
3.00
N
N
N
N
N
N
PROGRESSIVE CORP/THE
529900TACNVLY9DCR586
PROGRESSIVE CORP/THE
743315AP8
250000.00
PA
USD
302369.55
0.0247730649965
Long
DBT
CORP
US
N
2
2044-04-25
Fixed
4.35
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M8G99
865894.68
OU
Other Units
USD
943446.89
0.0772963783116
Long
ABS-MBS
USGA
US
N
2
2041-01-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202F4Y9
6373.36
OU
Other Units
USD
6603.70
0.0005410395634
Long
ABS-MBS
USGA
US
N
2
2027-03-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138M5L80
189264.73
OU
Other Units
USD
206226.23
0.0168960657572
Long
ABS-MBS
USGA
US
N
2
2042-08-01
Fixed
3.50
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC
931142EB5
90000.00
PA
USD
105132.83
0.008613507646
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140EUXU8
19583.94
OU
Other Units
USD
21164.60
0.0017340106218
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
3.50
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCJ8
75000.00
PA
USD
84716.90
0.0069408353784
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
045167CW1
1000000.00
PA
USD
1052760.22
0.086252393324
Long
DBT
CORP
XX
N
2
2025-01-22
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M9U91
10857.50
OU
Other Units
USD
12274.91
0.0010056804438
Long
ABS-MBS
USGA
US
N
2
2043-10-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31379JVU7
604.89
OU
Other Units
USD
609.68
0.0000499509367
Long
ABS-MBS
USGA
US
N
2
2026-11-01
Fixed
7.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128282R0
4845000.00
PA
USD
5166454.41
0.4232863755642
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P7PH0
27965.47
OU
Other Units
USD
30765.24
0.0025205887634
Long
ABS-MBS
USGA
US
N
2
2030-08-01
Fixed
4.50
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAE3
300000.00
PA
USD
329002.77
0.0269551183485
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.90
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAC4
345000.00
PA
USD
387046.88
0.0317106584143
Long
DBT
USGSE
MX
N
2
2027-03-28
Fixed
4.15
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160BY9
380000.00
PA
USD
406594.70
0.033312206637
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.45
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31388DYZ5
2332.90
OU
Other Units
USD
2628.55
0.0002153564735
Long
ABS-MBS
USGA
US
N
2
2031-08-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RXE4
236880.55
OU
Other Units
USD
260351.19
0.0213305107997
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3617A2QK1
19101.10
OU
Other Units
USD
20534.97
0.0016824251863
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312944ZD6
194359.05
OU
Other Units
USD
213697.37
0.0175081744725
Long
ABS-MBS
USGA
US
N
2
2041-01-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36177UJN5
98653.12
OU
Other Units
USD
103464.41
0.008476814394
Long
ABS-MBS
USGA
US
N
2
2042-09-01
Fixed
3.00
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY CO
59562VBD8
250000.00
PA
USD
319707.16
0.0261935312419
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECU
549300UOGMFS1M8XVM16
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C15
46640NAE8
500000.00
OU
Other Units
USD
538290.85
0.0441020407447
Long
ABS-MBS
CORP
US
N
2
2045-11-01
Fixed
4.131
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YUM7
200277.37
OU
Other Units
USD
217185.92
0.0177939905406
Long
ABS-MBS
USGA
US
N
2
2030-12-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416PPN1
99438.15
OU
Other Units
USD
109730.71
0.008990210856
Long
ABS-MBS
USGA
US
N
2
2039-05-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJDE7
27681.86
OU
Other Units
USD
32254.16
0.0026425756233
Long
ABS-MBS
USGA
US
N
2
2035-12-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HR71
2605.70
OU
Other Units
USD
3104.73
0.0002543697871
Long
ABS-MBS
USGA
US
N
2
2032-10-01
Fixed
6.00
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
OWENS CORNING
690742AB7
69000.00
PA
USD
95729.07
0.0078430598357
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36201QTL7
11184.93
OU
Other Units
USD
12599.22
0.0010322510846
Long
ABS-MBS
USGA
US
N
2
2032-10-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371HDQ8
634.58
OU
Other Units
USD
726.37
0.0000595113205
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
6.00
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
MARATHON OIL CORP
565849AE6
300000.00
PA
USD
380445.23
0.0311697868069
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.60
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
JEFFERIES GROUP LLC
472319AL6
150000.00
PA
USD
161365.66
0.0132206499741
Long
DBT
CORP
US
N
2
2023-01-20
Fixed
5.125
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMSG9
132317.84
OU
Other Units
USD
139728.12
0.011447891491
Long
ABS-MBS
USGA
US
N
2
2029-07-01
Fixed
3.00
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137BGK24
648000.00
OU
Other Units
USD
700689.27
0.0574073044989
Long
ABS-MBS
USGA
US
N
2
2024-12-01
Fixed
3.062
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EAN5
200000.00
PA
USD
224367.59
0.0183823830481
Long
DBT
CORP
GB
N
2
2026-01-12
Fixed
4.375
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
31349TCV1
324.96
OU
Other Units
USD
330.32
0.0000270630386
Long
ABS-MBS
USGA
US
N
2
2034-08-01
Variable
2.533
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385SK56
1064.11
OU
Other Units
USD
1182.12
0.0000968508091
Long
ABS-MBS
USGA
US
N
2
2030-09-01
Fixed
7.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371HNM6
1930.00
OU
Other Units
USD
2203.85
0.000180560904
Long
ABS-MBS
USGA
US
N
2
2029-06-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A9X74
6686.80
OU
Other Units
USD
7600.01
0.0006226670036
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335HTT0
2052.27
OU
Other Units
USD
2307.01
0.0001890127781
Long
ABS-MBS
USGA
US
N
2
2022-07-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GWG7
529.16
OU
Other Units
USD
598.60
0.0000490431549
Long
ABS-MBS
USGA
US
N
2
2028-09-01
Fixed
6.50
N
N
N
N
N
N
UNIV SOUTHERN CALIFORIA
0GMCSQ6M60R4T46U5511
UNIVERSITY OF SOUTHERN CALIFORNIA
914886AA4
40000.00
PA
USD
58554.73
0.0047973750403
Long
DBT
CORP
US
N
2
2111-10-01
Fixed
5.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828T26
105000.00
PA
USD
107899.80
0.0088402048371
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.375
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RD71
75466.91
OU
Other Units
USD
81141.69
0.0066479192772
Long
ABS-MBS
USGA
US
N
2
2045-05-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HRH9
2837.95
OU
Other Units
USD
3381.37
0.0002770348363
Long
ABS-MBS
USGA
US
N
2
2032-08-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EQWR9
256194.49
OU
Other Units
USD
272726.05
0.0223443801232
Long
ABS-MBS
USGA
US
N
2
2043-10-01
Fixed
3.00
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD
01609WAU6
400000.00
PA
USD
433012.70
0.0354766270658
Long
DBT
CORP
KY
N
2
2037-12-06
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385HZE5
1070.82
OU
Other Units
USD
1216.87
0.0000996978683
Long
ABS-MBS
USGA
US
N
2
2031-12-01
Fixed
6.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36211DU32
1219.91
OU
Other Units
USD
1225.22
0.0001003819818
Long
ABS-MBS
USGA
US
N
2
2029-07-01
Fixed
7.50
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
413875AT2
200000.00
PA
USD
253614.51
0.0207785762167
Long
DBT
CORP
US
N
2
2045-04-27
Fixed
5.054
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429BA6
400000.00
PA
USD
431897.20
0.0353852344173
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
3.30
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC
867224AB3
50000.00
PA
USD
52216.51
0.0042780861899
Long
DBT
CORP
CA
N
2
2047-11-15
Fixed
4.00
N
N
N
N
N
N
AVALONBAY COMMUNITIES INC
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC
05348EAT6
400000.00
PA
USD
436237.95
0.0357408710278
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31389S6V1
21845.00
OU
Other Units
USD
24556.21
0.0020118844189
Long
ABS-MBS
USGA
US
N
2
2031-12-01
Fixed
6.50
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GGM0
700000.00
PA
USD
1001487.42
0.0820516250689
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GGF0
310000.00
PA
USD
343842.68
0.0281709486296
Long
DBT
CORP
US
N
2
2028-01-20
Variable
3.824
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
500769GQ1
1100000.00
PA
USD
1158196.31
0.0948907469894
Long
DBT
CORP
DE
N
2
2025-05-02
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312929MQ2
44827.32
OU
Other Units
USD
51910.87
0.0042530451777
Long
ABS-MBS
USGA
US
N
2
2038-11-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414KHL7
38560.87
OU
Other Units
USD
43750.95
0.0035845048815
Long
ABS-MBS
USGA
US
N
2
2038-03-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NND6
38585.73
OU
Other Units
USD
44398.09
0.0036375249071
Long
ABS-MBS
USGA
US
N
2
2043-09-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36290V2U7
15864.32
OU
Other Units
USD
18247.15
0.0014949846403
Long
ABS-MBS
USGA
US
N
2
2035-01-01
Fixed
5.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128284M9
1500000.00
PA
USD
1635498.05
0.133995964522
Long
DBT
UST
US
N
2
2025-04-30
Fixed
2.875
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128284L1
2110000.00
PA
USD
2218467.19
0.181758486893
Long
DBT
UST
US
N
2
2023-04-30
Fixed
2.75
N
N
N
N
N
N
REPUBLIC OF FINLAND
743700M6Y2OQRVSBRD14
FINLAND GOVERNMENT INTERNATIONAL BOND
317873AY3
25000.00
PA
USD
31562.45
0.0025859039883
Long
DBT
USGSE
FI
N
2
2026-02-15
Fixed
6.95
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W75S9
295176.69
OU
Other Units
USD
314391.66
0.0257580335967
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.00
N
N
N
N
N
N
DOMINION ENERGY SOUTH
3QRVFYR22IUIEOORTK28
DOMINION ENERGY SOUTH CAROLINA INC
837004BV1
200000.00
PA
USD
276964.85
0.0226916639946
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414XU67
45589.37
OU
Other Units
USD
52700.22
0.0043177164347
Long
ABS-MBS
USGA
US
N
2
2038-04-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WHBX9
122081.54
OU
Other Units
USD
134661.41
0.0110327771511
Long
ABS-MBS
USGA
US
N
2
2046-05-01
Fixed
4.50
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GGC7
500000.00
PA
USD
559685.27
0.0458548804643
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.183
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371LHD4
17026.95
OU
Other Units
USD
19780.32
0.0016205968921
Long
ABS-MBS
USGA
US
N
2
2034-01-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140F5AD5
72340.35
OU
Other Units
USD
76916.46
0.0063017471927
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJM96
202173.65
OU
Other Units
USD
214595.39
0.0175817490366
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408JD40
79034.39
OU
Other Units
USD
91857.24
0.0075258417288
Long
ABS-MBS
USGA
US
N
2
2036-02-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EJTK4
15675.85
OU
Other Units
USD
17071.64
0.0013986753868
Long
ABS-MBS
USGA
US
N
2
2042-08-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810QY7
1892000.00
PA
USD
2071518.28
0.1697189978022
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206JBT0
1184.92
OU
Other Units
USD
1190.07
0.0000975021507
Long
ABS-MBS
USGA
US
N
2
2027-10-01
Fixed
7.50
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
VALE OVERSEAS LTD
91911TAH6
550000.00
PA
USD
748074.25
0.0612895445903
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371K6C0
47288.41
OU
Other Units
USD
54835.66
0.0044926725237
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419GB94
559860.69
OU
Other Units
USD
617116.37
0.0505601967672
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AKP2
136340.44
OU
Other Units
USD
148515.46
0.012167836158
Long
ABS-MBS
USGA
US
N
2
2032-10-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312935DB2
68912.37
OU
Other Units
USD
78328.15
0.0064174066171
Long
ABS-MBS
USGA
US
N
2
2039-09-01
Fixed
5.50
N
N
N
N
N
N
UNITED AIR 2013-1 A PTT
N/A
UNITED AIRLINES 2013-1 CLASS A PASS THROUGH TRUST
909319AA3
677882.39
PA
USD
706923.69
0.0579180890402
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.30
N
N
N
N
N
N
HOLLYFRONTIER CORP
549300J3U2WK73C9ZK26
HOLLYFRONTIER CORP
436106AA6
480000.00
PA
USD
551549.97
0.0451883572788
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414LKW7
84470.72
OU
Other Units
USD
99684.30
0.0081671108847
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
6.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828R36
2030000.00
PA
USD
2106561.13
0.1725900501311
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.625
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
VALERO ENERGY CORP
91913YAE0
170000.00
PA
USD
230865.64
0.0189147667322
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HDP6
255.89
OU
Other Units
USD
301.13
0.0000246715089
Long
ABS-MBS
USGA
US
N
2
2030-06-01
Fixed
8.50
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP
126408HA4
250000.00
PA
USD
302188.41
0.0247582242395
Long
DBT
CORP
US
N
2
2054-08-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36207EHF4
8787.39
OU
Other Units
USD
8825.52
0.0007230727452
Long
ABS-MBS
USGA
US
N
2
2026-12-01
Fixed
7.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417W2V2
67794.47
OU
Other Units
USD
77934.59
0.0063851623404
Long
ABS-MBS
USGA
US
N
2
2040-02-01
Fixed
5.00
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GLAXOSMITHKLINE CAPITAL PLC
377373AD7
500000.00
PA
USD
513632.59
0.0420817953937
Long
DBT
CORP
GB
N
2
2022-05-08
Fixed
2.85
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GWT9
567.12
OU
Other Units
USD
643.94
0.0000527578503
Long
ABS-MBS
USGA
US
N
2
2028-10-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BTK2
87016.53
OU
Other Units
USD
92010.75
0.0075384187664
Long
ABS-MBS
USGA
US
N
2
2035-08-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMTP8
83591.52
OU
Other Units
USD
88333.07
0.0072371073226
Long
ABS-MBS
USGA
US
N
2
2030-06-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJH76
41765.41
OU
Other Units
USD
44166.35
0.0036185385043
Long
ABS-MBS
USGA
US
N
2
2036-11-01
Fixed
3.00
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GFB0
500000.00
PA
USD
547628.29
0.0448670549733
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.125
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179N5W4
164605.92
OU
Other Units
USD
182418.50
0.0149455041258
Long
ABS-MBS
USGA
US
N
2
2044-03-01
Fixed
4.00
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785GS9
1000000.00
PA
USD
1049228.02
0.0859630010218
Long
DBT
CORP
XX
N
2
2025-02-10
Fixed
1.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31374GNC7
307.34
OU
Other Units
USD
342.73
0.000028079787
Long
ABS-MBS
USGA
US
N
2
2027-09-01
Fixed
7.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828U24
2140000.00
PA
USD
2256864.07
0.1849043340985
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31391LYA7
4191.61
OU
Other Units
USD
4834.41
0.0003960820563
Long
ABS-MBS
USGA
US
N
2
2032-07-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410PLC5
65856.33
OU
Other Units
USD
74379.79
0.0060939184256
Long
ABS-MBS
USGA
US
N
2
2039-03-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412XX33
54786.97
OU
Other Units
USD
64902.08
0.0053174119095
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
6.00
N
N
N
N
N
N
WYETH LLC
549300Q9GR3WRH4N4836
WYETH LLC
983024AG5
200000.00
PA
USD
287184.41
0.0235289501039
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M5R93
53205.11
OU
Other Units
USD
62263.41
0.0051012263067
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
5.50
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA/THE
064159HB5
500000.00
PA
USD
569398.59
0.0466506904514
Long
DBT
CORP
CA
N
2
2025-12-16
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36296GR78
17415.88
OU
Other Units
USD
20395.39
0.0016709894303
Long
ABS-MBS
USGA
US
N
2
2038-06-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CS96
29113.64
OU
Other Units
USD
31133.11
0.0025507282647
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179S2M8
14600.15
OU
Other Units
USD
15303.05
0.0012537752306
Long
ABS-MBS
USGA
US
N
2
2047-04-01
Fixed
2.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RNW5
102702.96
OU
Other Units
USD
110412.87
0.0090461000618
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HJU9
354.03
OU
Other Units
USD
411.52
0.0000337157352
Long
ABS-MBS
USGA
US
N
2
2031-05-01
Fixed
7.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292SAQ3
1634019.33
OU
Other Units
USD
1739609.04
0.1425257530609
Long
ABS-MBS
USGA
US
N
2
2042-10-01
Fixed
3.00
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC
444859BD3
500000.00
PA
USD
546118.24
0.0447433369375
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.85
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335H7D9
5797.09
OU
Other Units
USD
6417.32
0.0005257694945
Long
ABS-MBS
USGA
US
N
2
2025-04-01
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335HXC2
2106.15
OU
Other Units
USD
2327.62
0.0001907013505
Long
ABS-MBS
USGA
US
N
2
2023-05-01
Fixed
5.00
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PAM8
135000.00
PA
USD
147551.26
0.0120888394823
Long
DBT
CORP
US
N
2
2029-01-23
Variable
3.509
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31359MEU3
540000.00
PA
USD
734003.26
0.0601367117411
Long
DBT
UST
US
N
2
2029-05-15
Fixed
6.25
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
LEGG MASON INC
524901AR6
200000.00
PA
USD
271644.80
0.022255793569
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31368HKZ5
108.75
OU
Other Units
USD
125.24
0.0000102608832
Long
ABS-MBS
USGA
US
N
2
2031-04-01
Fixed
6.50
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172AT6
600000.00
PA
USD
618734.95
0.0506928066399
Long
DBT
CORP
US
N
2
2022-08-22
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413FGG1
23542.55
OU
Other Units
USD
27497.55
0.0022528677024
Long
ABS-MBS
USGA
US
N
2
2037-08-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36200DPX5
7951.57
OU
Other Units
USD
8850.04
0.0007250816629
Long
ABS-MBS
USGA
US
N
2
2033-03-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CVZ4
159462.69
OU
Other Units
USD
167427.23
0.0137172729561
Long
ABS-MBS
USGA
US
N
2
2048-04-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y2C68
12088.90
OU
Other Units
USD
13278.81
0.001087929731
Long
ABS-MBS
USGA
US
N
2
2044-09-01
Fixed
4.00
N
N
N
N
N
N
PROGRESSIVE CORP/THE
529900TACNVLY9DCR586
PROGRESSIVE CORP/THE
743315AJ2
100000.00
PA
USD
129898.74
0.0106425727358
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416W6C1
35382.79
OU
Other Units
USD
37873.37
0.0031029561562
Long
ABS-MBS
USGA
US
N
2
2025-11-01
Fixed
3.50
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAR6
500000.00
PA
USD
534571.26
0.0437972956246
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213WET9
6074.66
OU
Other Units
USD
6800.74
0.0005571830035
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
6.50
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LJ8
200000.00
PA
USD
236689.14
0.019391884696
Long
DBT
CORP
US
N
2
2048-04-24
Variable
4.281
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUBLIC SERVICE CO
845743BQ5
350000.00
PA
USD
364009.18
0.0298231851569
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.40
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY CO
084659AP6
445000.00
PA
USD
483604.95
0.039621638022
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
3.80
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RC4
3745000.00
PA
USD
4690027.34
0.3842528195358
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.625
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SAN3
500000.00
PA
USD
515566.70
0.042240256564
Long
DBT
CORP
US
N
2
2022-08-09
Fixed
2.85
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X3XH0
301503.31
OU
Other Units
USD
325378.26
0.0266581631101
Long
ABS-MBS
USGA
US
N
2
2043-09-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138LR6X5
929288.43
OU
Other Units
USD
1012086.02
0.0829199658349
Long
ABS-MBS
USGA
US
N
2
2042-06-01
Fixed
3.50
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP INC
428236BR3
200000.00
PA
USD
262367.03
0.0214956680893
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
6.00
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND
715638AU6
370000.00
PA
USD
497762.85
0.0407815913867
Long
DBT
USGSE
PE
N
2
2037-03-14
Fixed
6.55
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128284N7
3981000.00
PA
USD
4403748.00
0.3607980216007
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31415VDT9
14405.60
OU
Other Units
USD
16236.53
0.001330255024
Long
ABS-MBS
USGA
US
N
2
2038-09-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31298TW32
819.59
OU
Other Units
USD
921.59
0.0000755056485
Long
ABS-MBS
USGA
US
N
2
2031-08-01
Fixed
6.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36178YRE7
76249.33
OU
Other Units
USD
82365.03
0.0067481472311
Long
ABS-MBS
USGA
US
N
2
2042-11-01
Fixed
3.50
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
KIMCO REALTY CORP
49446RAK5
250000.00
PA
USD
261843.92
0.021452809812
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.125
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE SA
35177PAL1
300000.00
PA
USD
468809.66
0.0384094634468
Long
DBT
CORP
FR
N
2
2031-03-01
Variable
9.00
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC
867229AE6
300000.00
PA
USD
409167.49
0.033522994707
Long
DBT
CORP
CA
N
2
2038-06-15
Fixed
6.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810QS0
650000.00
PA
USD
824027.35
0.0675123639283
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31374TVR7
680.65
OU
Other Units
USD
758.06
0.0000621076747
Long
ABS-MBS
USGA
US
N
2
2029-05-01
Fixed
8.00
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830BC2
250000.00
PA
USD
282028.88
0.0231065587627
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
3.60
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31386TL78
1264.47
OU
Other Units
USD
1423.15
0.0001165983395
Long
ABS-MBS
USGA
US
N
2
2031-04-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CUE2
19311.94
OU
Other Units
USD
20646.55
0.0016915669091
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
3.50
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINANCIAL GROUP INC
86562MAN0
160000.00
PA
USD
175520.26
0.0143803329706
Long
DBT
CORP
JP
N
2
2027-01-11
Fixed
3.446
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828WE6
2865000.00
PA
USD
3046468.64
0.249596447885
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140H5CX7
116138.60
OU
Other Units
USD
122748.73
0.0100567741246
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828B66
2524000.00
PA
USD
2696588.37
0.220930840949
Long
DBT
UST
US
N
2
2024-02-15
Fixed
2.75
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCK5
60000.00
PA
USD
67984.03
0.0055699153367
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00
N
N
N
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE
437076BD3
250000.00
PA
USD
323317.12
0.0264892944023
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.875
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M9GZ9
1432.41
OU
Other Units
USD
1683.93
0.0001379639826
Long
ABS-MBS
USGA
US
N
2
2039-07-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31401BYN9
9567.24
OU
Other Units
USD
10770.44
0.0008824195761
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31404FRB1
26139.50
OU
Other Units
USD
29648.97
0.002429133029
Long
ABS-MBS
USGA
US
N
2
2034-04-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213UZY9
19716.37
OU
Other Units
USD
22149.70
0.0018147196295
Long
ABS-MBS
USGA
US
N
2
2033-09-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296XAN5
30274.72
OU
Other Units
USD
35273.50
0.0028899494282
Long
ABS-MBS
USGA
US
N
2
2034-04-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3617A4AK4
7926.19
OU
Other Units
USD
8630.99
0.0007071349487
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418UHM9
148562.60
OU
Other Units
USD
168569.92
0.0138108932748
Long
ABS-MBS
USGA
US
N
2
2040-05-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BUF3
41522.89
OU
Other Units
USD
43576.61
0.003570221247
Long
ABS-MBS
USGA
US
N
2
2023-04-01
Fixed
4.50
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP
655844BP2
300000.00
PA
USD
324826.83
0.0266129845819
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.85
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BQ8
500000.00
PA
USD
529470.02
0.0433793522501
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.50
N
N
N
N
N
N
NATIONAL RETAIL PROPERTIES INC
5493008JKH5SOTI0JS97
NATIONAL RETAIL PROPERTIES INC
637417AG1
500000.00
PA
USD
542432.26
0.0444413454767
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.90
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414BT83
36677.83
OU
Other Units
USD
42488.40
0.0034810644616
Long
ABS-MBS
USGA
US
N
2
2038-02-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WBSL0
91431.21
OU
Other Units
USD
101827.68
0.0083427174961
Long
ABS-MBS
USGA
US
N
2
2044-04-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NDP0
212418.96
OU
Other Units
USD
223265.51
0.0182920898969
Long
ABS-MBS
USGA
US
N
2
2043-05-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P7S20
179355.45
OU
Other Units
USD
193451.31
0.0158494196134
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132JNRZ2
29325.03
OU
Other Units
USD
31243.30
0.002559756105
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
3.00
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
LANDWIRTSCHAFTLICHE RENTENBANK
515110BP8
500000.00
PA
USD
533846.07
0.0437378809812
Long
DBT
CORP
DE
N
2
2025-06-10
Fixed
2.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417FSA7
231381.74
OU
Other Units
USD
247459.50
0.0202742977178
Long
ABS-MBS
USGA
US
N
2
2043-03-01
Fixed
3.00
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD
89352HAK5
500000.00
PA
USD
535172.53
0.0438465575321
Long
DBT
CORP
CA
N
2
2023-10-16
Fixed
3.75
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PDL3
80000.00
PA
USD
94884.98
0.0077739037437
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810QN1
625000.00
PA
USD
895068.36
0.0733327369062
Long
DBT
UST
US
N
2
2041-02-15
Fixed
4.75
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M6JM1
149963.68
OU
Other Units
USD
173648.26
0.0142269604578
Long
ABS-MBS
USGA
US
N
2
2038-07-01
Fixed
5.00
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
DOLLAR TREE INC
256746AH1
95000.00
PA
USD
107938.64
0.008843386989
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.20
N
N
N
N
N
N
REINSURANCE GROUP OF AMERICA INC
LORM1GNEU1DKEW527V90
REINSURANCE GROUP OF AMERICA INC
759351AL3
350000.00
PA
USD
382519.52
0.031339732891
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.70
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175AY0
510000.00
PA
USD
580369.69
0.0475495500535
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.908
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BLF1
123223.17
OU
Other Units
USD
133509.40
0.010938393247
Long
ABS-MBS
USGA
US
N
2
2044-12-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179R7K9
28821.76
OU
Other Units
USD
31697.68
0.0025969833499
Long
ABS-MBS
USGA
US
N
2
2046-04-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NJA7
247070.86
OU
Other Units
USD
268038.85
0.021960358947
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138Y2VQ3
11393.33
OU
Other Units
USD
11948.35
0.000978925461
Long
ABS-MBS
USGA
US
N
2
2029-12-01
Fixed
2.50
N
N
N
N
N
N
TRINITY HEALTH CORP
TWSRHFGEDJDX0GKMGJ67
TRINITY HEALTH CORP
896516AA9
200000.00
PA
USD
239871.06
0.0196525786414
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138AALD1
4449.95
OU
Other Units
USD
4963.46
0.000406655092
Long
ABS-MBS
USGA
US
N
2
2041-04-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36290N4D1
17964.59
OU
Other Units
USD
20432.29
0.0016740126385
Long
ABS-MBS
USGA
US
N
2
2033-07-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MVR8
313456.53
OU
Other Units
USD
336232.89
0.0275474803528
Long
ABS-MBS
USGA
US
N
2
2042-12-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410FFT7
19864.38
OU
Other Units
USD
23354.07
0.0019133933758
Long
ABS-MBS
USGA
US
N
2
2036-08-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292SB41
180446.32
OU
Other Units
USD
203562.94
0.0166778630437
Long
ABS-MBS
USGA
US
N
2
2044-03-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36200MWW9
8007.53
OU
Other Units
USD
9292.00
0.0007612913401
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
5.00
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
JAPAN BANK FOR INTERNATIONAL COOPERATION
471048AR9
750000.00
PA
USD
810661.52
0.0664173046695
Long
DBT
USGSE
JP
N
2
2026-01-21
Fixed
2.75
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468C6
500000.00
PA
USD
557856.98
0.0457050891014
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402YGE8
9758.26
OU
Other Units
USD
11248.79
0.0009216106774
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ABBC2
151229.45
OU
Other Units
USD
161739.65
0.0132512908854
Long
ABS-MBS
USGA
US
N
2
2026-03-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36291YX69
13848.81
OU
Other Units
USD
15678.80
0.0012845603383
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31400RRY9
17720.04
OU
Other Units
USD
20335.28
0.0016660646323
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BPE0
159678.11
OU
Other Units
USD
168687.52
0.0138205282147
Long
ABS-MBS
USGA
US
N
2
2030-03-01
Fixed
3.00
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO
927804FL3
500000.00
PA
USD
571273.80
0.0468043259587
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36291FN46
22346.53
OU
Other Units
USD
24338.11
0.001994015538
Long
ABS-MBS
USGA
US
N
2
2045-02-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MNG1
146520.60
OU
Other Units
USD
156715.33
0.0128396495481
Long
ABS-MBS
USGA
US
N
2
2042-09-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TG66
54513.30
OU
Other Units
USD
59620.07
0.004884658092
Long
ABS-MBS
USGA
US
N
2
2047-09-01
Fixed
4.50
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC
209111FK4
450000.00
PA
USD
515593.67
0.0422424662096
Long
DBT
CORP
US
N
2
2056-12-01
Fixed
4.30
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNERS LP
549300TLGDBYE711G509
ENABLE MIDSTREAM PARTNERS LP
292480AJ9
250000.00
PA
USD
250729.51
0.0205422088559
Long
DBT
CORP
US
N
2
2044-05-15
Variable
5.00
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DQ7
120000.00
PA
USD
133329.09
0.0109236204918
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP
534187BF5
500000.00
PA
USD
553217.97
0.0453250161203
Long
DBT
CORP
US
N
2
2026-12-12
Fixed
3.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENNE5
177915.80
OU
Other Units
USD
204806.76
0.0167797689192
Long
ABS-MBS
USGA
US
N
2
2042-05-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NTF5
84700.73
OU
Other Units
USD
95096.81
0.007791258925
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31384VTE2
2587.01
OU
Other Units
USD
2990.49
0.0002450101312
Long
ABS-MBS
USGA
US
N
2
2030-04-01
Fixed
6.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828XZ8
828000.00
PA
USD
899851.64
0.0737246298939
Long
DBT
UST
US
N
2
2025-06-30
Fixed
2.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412TK36
47063.58
OU
Other Units
USD
54987.18
0.0045050865211
Long
ABS-MBS
USGA
US
N
2
2038-12-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31293HDX8
10747.22
OU
Other Units
USD
12101.40
0.000991464811
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36296P6H9
57725.38
OU
Other Units
USD
66888.93
0.0054801940553
Long
ABS-MBS
USGA
US
N
2
2038-11-01
Fixed
5.00
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NAM3
300000.00
PA
USD
432853.91
0.035463617439
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.45
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WRPB0
134773.69
OU
Other Units
USD
143541.23
0.0117602986824
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36201FA56
5237.26
OU
Other Units
USD
5925.03
0.0004854362924
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WB4G7
9905.91
OU
Other Units
USD
10795.96
0.0008845104236
Long
ABS-MBS
USGA
US
N
2
2044-06-01
Fixed
4.50
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBL3
60000.00
PA
USD
73421.99
0.0060154461004
Long
DBT
CORP
GB
N
2
2038-05-30
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403C6L0
5565.68
OU
Other Units
USD
6438.38
0.0005274949352
Long
ABS-MBS
USGA
US
N
2
2036-02-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NDR6
216738.89
OU
Other Units
USD
234975.07
0.0192514513504
Long
ABS-MBS
USGA
US
N
2
2043-05-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138MCWG5
258096.18
OU
Other Units
USD
274505.61
0.0224901790489
Long
ABS-MBS
USGA
US
N
2
2042-10-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416LMA1
25774.71
OU
Other Units
USD
27085.97
0.0022191470513
Long
ABS-MBS
USGA
US
N
2
2024-04-01
Fixed
4.50
N
N
N
N
N
N
NORTHROP GRUMMAN SYSTEMS
549300KYOZYCZII5OX23
NORTHROP GRUMMAN SYSTEMS CORP
666807AW2
500000.00
PA
USD
720916.39
0.0590645076084
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.75
N
N
N
N
N
N
INVESCO FINANCE PLC
549300OYQ3LAJYXXO449
INVESCO FINANCE PLC
46132FAB6
250000.00
PA
USD
272715.30
0.0223434993783
Long
DBT
CORP
GB
N
2
2024-01-30
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A8SR8
8998.41
OU
Other Units
USD
9617.91
0.0007879930686
Long
ABS-MBS
USGA
US
N
2
2026-03-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P77K3
127244.23
OU
Other Units
USD
134897.29
0.0110521027432
Long
ABS-MBS
USGA
US
N
2
2034-12-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NXB9
15098.87
OU
Other Units
USD
16184.38
0.001325982387
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
3.50
N
N
N
N
N
N
CALIFORNIA ST
549300X618YEC5LGBQ98
STATE OF CALIFORNIA
13063DGC6
100000.00
PA
USD
112131.70
0.0091869233931
Long
DBT
MUN
US
N
2
2028-04-01
Fixed
3.50
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DD6
250000.00
PA
USD
269052.00
0.0220433660844
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140E8MX3
303233.40
OU
Other Units
USD
319840.43
0.0262044500211
Long
ABS-MBS
USGA
US
N
2
2046-02-01
Fixed
3.00
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
PHILIPPINE GOVERNMENT INTERNATIONAL BOND
718286CB1
400000.00
PA
USD
425253.72
0.034840935688
Long
DBT
USGSE
PH
N
2
2042-02-02
Fixed
3.70
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371JNP5
682.20
OU
Other Units
USD
789.64
0.0000646950165
Long
ABS-MBS
USGA
US
N
2
2030-08-01
Fixed
8.00
N
N
N
N
N
N
CLEVELAND CLINIC FOUND
5493005LGDPOFHUC6Z36
CLEVELAND CLINIC FOUNDATION/THE
18600TAA0
150000.00
PA
USD
205142.83
0.016807303054
Long
DBT
CORP
US
N
2
2114-01-01
Fixed
4.858
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
94974BGL8
500000.00
PA
USD
567358.42
0.0464835398107
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132J4DH9
57108.89
OU
Other Units
USD
61624.19
0.0050488551649
Long
ABS-MBS
USGA
US
N
2
2035-02-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409C4M4
28855.75
OU
Other Units
USD
33055.41
0.0027082218444
Long
ABS-MBS
USGA
US
N
2
2036-04-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335BAU0
158296.47
OU
Other Units
USD
174656.37
0.0143095546693
Long
ABS-MBS
USGA
US
N
2
2046-09-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296JP59
4149.20
OU
Other Units
USD
4755.71
0.0003896341841
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36201KAL0
9103.26
OU
Other Units
USD
10393.08
0.0008515025615
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
5.50
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GWZ3
200000.00
PA
USD
226295.16
0.0185403083977
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.223
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31375HE34
8442.71
OU
Other Units
USD
8969.18
0.0007348427746
Long
ABS-MBS
USGA
US
N
2
2026-01-01
Fixed
6.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828XT2
2135000.00
PA
USD
2242625.69
0.1837377870266
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
PROVINCE OF ALBERTA CANADA
013051EA1
80000.00
PA
USD
88949.26
0.0072875916221
Long
DBT
USGSE
CA
N
2
2028-03-15
Fixed
3.30
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312927GV2
24358.86
OU
Other Units
USD
28493.78
0.0023344885883
Long
ABS-MBS
USGA
US
N
2
2038-08-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31389PQV5
3857.73
OU
Other Units
USD
4349.56
0.0003563584117
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
6.50
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
COLOMBIA GOVERNMENT INTERNATIONAL BOND
195325DL6
500000.00
PA
USD
535800.00
0.0438979659993
Long
DBT
USGSE
CO
N
2
2027-04-25
Fixed
3.875
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625HJH4
1000000.00
PA
USD
1049790.00
0.086009043909
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.20
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P8DH1
75103.30
OU
Other Units
USD
78372.18
0.0064210139845
Long
ABS-MBS
USGA
US
N
2
2036-11-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138XDUX6
28888.10
OU
Other Units
USD
30576.19
0.0025050999421
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312938S20
289012.52
OU
Other Units
USD
326700.37
0.0267664832665
Long
ABS-MBS
USGA
US
N
2
2040-01-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NMP0
40944.47
OU
Other Units
USD
43884.31
0.0035954310344
Long
ABS-MBS
USGA
US
N
2
2028-09-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31391HDP6
7456.19
OU
Other Units
USD
8437.73
0.0006913012031
Long
ABS-MBS
USGA
US
N
2
2032-05-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31389HWS3
3676.40
OU
Other Units
USD
4324.40
0.0003542970589
Long
ABS-MBS
USGA
US
N
2
2032-01-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJQ68
80547.51
OU
Other Units
USD
88809.05
0.0072761042503
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
4.50
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DE7
160000.00
PA
USD
165897.89
0.0135919744953
Long
DBT
CORP
US
N
2
2023-01-13
Fixed
2.40
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810QE1
945000.00
PA
USD
1324328.91
0.1085019512189
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.625
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
URUGUAY GOVERNMENT INTERNATIONAL BOND
760942AS1
300000.00
PA
USD
455716.50
0.0373367439759
Long
DBT
USGSE
UY
N
2
2036-03-21
Fixed
7.625
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO
460146CQ4
250000.00
PA
USD
294706.03
0.0241451946337
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.40
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P73Q4
222288.76
OU
Other Units
USD
235892.08
0.0193265817606
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412LBL3
26138.64
OU
Other Units
USD
30475.15
0.002496821759
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36184CR80
11848.11
OU
Other Units
USD
13146.83
0.0010771166411
Long
ABS-MBS
USGA
US
N
2
2045-03-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36241KXR4
20988.78
OU
Other Units
USD
24584.84
0.0020142300679
Long
ABS-MBS
USGA
US
N
2
2038-11-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412WZK5
4317.16
OU
Other Units
USD
4856.21
0.0003978681251
Long
ABS-MBS
USGA
US
N
2
2037-06-01
Fixed
6.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RVA4
70809.20
OU
Other Units
USD
75317.87
0.0061707750959
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M7VA1
35367.54
OU
Other Units
USD
41635.43
0.0034111808333
Long
ABS-MBS
USGA
US
N
2
2038-06-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YBSR5
122821.40
OU
Other Units
USD
132965.15
0.0108938029746
Long
ABS-MBS
USGA
US
N
2
2045-02-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413ESZ9
10894.20
OU
Other Units
USD
12596.36
0.0010320167655
Long
ABS-MBS
USGA
US
N
2
2037-08-01
Fixed
5.00
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123CD1
200000.00
PA
USD
240808.79
0.0197294066363
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.30
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31296MKJ7
17859.91
OU
Other Units
USD
19886.29
0.0016292789889
Long
ABS-MBS
USGA
US
N
2
2033-09-01
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GWC6
589.88
OU
Other Units
USD
668.44
0.0000547651295
Long
ABS-MBS
USGA
US
N
2
2028-08-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EMVC2
4054.34
OU
Other Units
USD
4518.57
0.0003702053606
Long
ABS-MBS
USGA
US
N
2
2044-03-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W9AS9
38358.25
OU
Other Units
USD
40797.87
0.0033425597426
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31390ESU7
2458.34
OU
Other Units
USD
2805.38
0.0002298441132
Long
ABS-MBS
USGA
US
N
2
2032-05-01
Fixed
6.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283HJN6
3722.94
OU
Other Units
USD
4190.48
0.0003433250253
Long
ABS-MBS
USGA
US
N
2
2030-01-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140E0VP7
125788.80
OU
Other Units
USD
136081.74
0.0111491444487
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31288HNJ5
17637.65
OU
Other Units
USD
19749.48
0.0016180701783
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPJD7
166796.37
OU
Other Units
USD
182872.63
0.0149827108882
Long
ABS-MBS
USGA
US
N
2
2045-02-01
Fixed
4.00
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP
42809HAG2
250000.00
PA
USD
277547.86
0.0227394298646
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416NBC5
9379.83
OU
Other Units
USD
9846.66
0.0008067345014
Long
ABS-MBS
USGA
US
N
2
2024-04-01
Fixed
4.50
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
KAISER FOUNDATION HOSPITALS
48305QAC7
500000.00
PA
USD
550305.47
0.0450863956911
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.15
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416NB50
7258.63
OU
Other Units
USD
8151.71
0.0006678676528
Long
ABS-MBS
USGA
US
N
2
2039-08-01
Fixed
4.50
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
500000.00
PA
USD
560724.37
0.0459400136791
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.875
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV
02364WAJ4
100000.00
PA
USD
140668.86
0.0115249660945
Long
DBT
CORP
MX
N
2
2035-03-01
Fixed
6.375
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132L7CJ6
170153.61
OU
Other Units
USD
186370.10
0.0152692577698
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138E2E27
85373.78
OU
Other Units
USD
91397.17
0.0074881483036
Long
ABS-MBS
USGA
US
N
2
2026-12-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31407H6G6
1832.61
OU
Other Units
USD
2072.84
0.000169827286
Long
ABS-MBS
USGA
US
N
2
2036-07-01
Fixed
6.00
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C20
61764RBF4
1175000.00
OU
Other Units
USD
1263287.86
0.1035008725749
Long
ABS-MBS
CORP
US
N
2
2048-02-01
Fixed
3.249
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36213CVF4
10286.90
OU
Other Units
USD
12044.81
0.0009868284058
Long
ABS-MBS
USGA
US
N
2
2035-08-01
Fixed
5.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828X70
1185000.00
PA
USD
1243810.26
0.10190507746
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477AT0
290000.00
PA
USD
322021.97
0.0263831830722
Long
DBT
CORP
US
N
2
2025-08-18
Fixed
3.55
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419GCH5
5312.52
OU
Other Units
USD
5968.72
0.0004890158036
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Fixed
4.50
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTERNATIONAL CORP
22822VAG6
270000.00
PA
USD
289572.68
0.0237246204945
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.20
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828WJ5
1720000.00
PA
USD
1832572.66
0.1501422402389
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410NTX6
3566.22
OU
Other Units
USD
4025.56
0.0003298131691
Long
ABS-MBS
USGA
US
N
2
2036-07-01
Fixed
6.00
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
DAIMLER FINANCE NORTH AMERICA LLC
233835AQ0
200000.00
PA
USD
298984.57
0.0244957343937
Long
DBT
CORP
US
N
2
2031-01-18
Fixed
8.50
N
N
N
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE
437076AS1
300000.00
PA
USD
416673.37
0.0341379496623
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.875
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GVR2
130000.00
PA
USD
145714.76
0.011938375476
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GY42
2466.84
OU
Other Units
USD
2805.74
0.0002298736079
Long
ABS-MBS
USGA
US
N
2
2029-03-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140E03P8
245803.63
OU
Other Units
USD
259261.17
0.0212412057215
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412K7M8
21932.24
OU
Other Units
USD
25058.63
0.0020530475694
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJGU8
15344.78
OU
Other Units
USD
18266.69
0.0014965855478
Long
ABS-MBS
USGA
US
N
2
2037-07-01
Fixed
6.00
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO
36164QNA2
1100000.00
PA
USD
1266935.21
0.1037996990891
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.418
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36297CXR5
68276.02
OU
Other Units
USD
77315.50
0.0063344404446
Long
ABS-MBS
USGA
US
N
2
2039-01-01
Fixed
5.00
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC
92826CAE2
270000.00
PA
USD
324528.05
0.0265885056079
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.15
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BP2
500000.00
PA
USD
544828.36
0.0446376573773
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.10
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830BB4
250000.00
PA
USD
292346.82
0.023951905122
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EA7
250000.00
PA
USD
273611.73
0.022416943674
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJAF7
24054.98
OU
Other Units
USD
28005.84
0.0022945117807
Long
ABS-MBS
USGA
US
N
2
2034-08-01
Fixed
5.50
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874DK0
90000.00
PA
USD
101849.41
0.0083444978298
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WTUP9
135617.19
OU
Other Units
USD
145020.56
0.0118814998359
Long
ABS-MBS
USGA
US
N
2
2043-05-01
Fixed
3.00
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69349LAM0
500000.00
PA
USD
535778.61
0.0438962135217
Long
DBT
CORP
US
N
2
2023-07-25
Fixed
3.80
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414H2N6
21535.79
OU
Other Units
USD
24733.83
0.002026436783
Long
ABS-MBS
USGA
US
N
2
2037-12-01
Fixed
6.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828VS6
1440000.00
PA
USD
1515121.88
0.1241335736713
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138E6J80
11251.21
OU
Other Units
USD
12256.90
0.0010042048888
Long
ABS-MBS
USGA
US
N
2
2042-01-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RLN7
123981.04
OU
Other Units
USD
131915.65
0.0108078176903
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36201YQ82
16365.01
OU
Other Units
USD
18723.74
0.0015340315451
Long
ABS-MBS
USGA
US
N
2
2033-11-01
Fixed
6.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MD5C3
152048.26
OU
Other Units
USD
157453.77
0.0129001497609
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
2.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810FE3
1930000.00
PA
USD
2492489.45
0.2042090651919
Long
DBT
UST
US
N
2
2028-08-15
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TCY9
549640.78
OU
Other Units
USD
595978.38
0.0488283662963
Long
ABS-MBS
USGA
US
N
2
2047-07-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FHPJ0
78745.38
OU
Other Units
USD
82998.52
0.0068000489155
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P7TC7
137918.74
OU
Other Units
USD
148759.62
0.0121878401284
Long
ABS-MBS
USGA
US
N
2
2032-05-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RS83
381838.12
OU
Other Units
USD
405938.97
0.0332584828347
Long
ABS-MBS
USGA
US
N
2
2045-11-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140E0JE6
23940.27
OU
Other Units
USD
26375.90
0.0021609711858
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312942QF5
284654.44
OU
Other Units
USD
314423.13
0.0257606119263
Long
ABS-MBS
USGA
US
N
2
2040-10-01
Fixed
4.00
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC
902494AY9
250000.00
PA
USD
315645.87
0.0258607907224
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
5.15
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SA7
1840000.00
PA
USD
2107985.94
0.172706784474
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
NORTHERN TRUST CORP
665859AP9
546000.00
PA
USD
616112.48
0.0504779482993
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
3.95
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828TY6
3135000.00
PA
USD
3207496.88
0.2627894531191
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.625
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M86C3
747314.39
OU
Other Units
USD
824069.36
0.0675158057976
Long
ABS-MBS
USGA
US
N
2
2042-01-01
Fixed
4.00
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YDU6
500000.00
PA
USD
535141.91
0.0438440488428
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL CORP
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL CORP
31847RAF9
500000.00
PA
USD
558171.37
0.045730846999
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.60
N
N
N
N
N
N
CONNECTICUT ST
5493007GRO6CU0IKP741
STATE OF CONNECTICUT
20772GF45
200000.00
PA
USD
265022.84
0.0217132579682
Long
DBT
MUN
US
N
2
2032-03-15
Fixed
5.85
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36291HUV4
2461.52
OU
Other Units
USD
2857.78
0.0002341372326
Long
ABS-MBS
USGA
US
N
2
2034-06-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414GM71
2048.58
OU
Other Units
USD
2343.03
0.0001919638881
Long
ABS-MBS
USGA
US
N
2
2038-03-01
Fixed
5.50
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160CG7
350000.00
PA
USD
403310.30
0.0330431165296
Long
DBT
CORP
US
N
2
2047-03-03
Fixed
3.75
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
CISCO SYSTEMS INC/DELAWARE
17275RBC5
500000.00
PA
USD
546513.32
0.0447757057475
Long
DBT
CORP
US
N
2
2026-02-28
Fixed
2.95
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJYN4
321045.45
OU
Other Units
USD
347953.98
0.0285077864564
Long
ABS-MBS
USGA
US
N
2
2046-08-01
Fixed
3.50
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PAA4
400000.00
PA
USD
463627.43
0.037984884581
Long
DBT
CORP
US
N
2
2048-02-22
Variable
4.26
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31401BYX7
361.59
OU
Other Units
USD
399.49
0.0000327301202
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
5.00
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967AR2
100000.00
PA
USD
127381.48
0.0104363342254
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.625
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
AETNA INC
00817YAP3
250000.00
PA
USD
299235.96
0.0245163307164
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.75
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CELANESE US HOLDINGS LLC
15089QAD6
350000.00
PA
USD
370305.01
0.0303390010047
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414KPD6
4492.06
OU
Other Units
USD
5056.22
0.0004142548966
Long
ABS-MBS
USGA
US
N
2
2038-01-01
Fixed
6.00
N
N
N
N
N
N
RIO TINTO ALCAN INC
2138007ZSQ7B17SKOX77
RIO TINTO ALCAN INC
013716AQ8
350000.00
PA
USD
492309.21
0.0403347759644
Long
DBT
CORP
CA
N
2
2031-03-15
Fixed
7.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140H6NH8
109374.17
OU
Other Units
USD
115385.95
0.0094535433182
Long
ABS-MBS
USGA
US
N
2
2033-03-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36225BLL0
5353.82
OU
Other Units
USD
6263.07
0.0005131318288
Long
ABS-MBS
USGA
US
N
2
2030-12-01
Fixed
7.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RH3
656000.00
PA
USD
762241.25
0.0624502435158
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.125
N
N
N
N
N
N
UNITED PARCEL SERVICE INC
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC
911312BN5
80000.00
PA
USD
90027.18
0.0073759053502
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
3.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QL58
203035.95
OU
Other Units
USD
219056.10
0.0179472139413
Long
ABS-MBS
USGA
US
N
2
2044-08-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140EVGJ0
165742.63
OU
Other Units
USD
178660.05
0.0146375752152
Long
ABS-MBS
USGA
US
N
2
2046-01-01
Fixed
3.50
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VEA8
220000.00
PA
USD
259602.41
0.0212691634332
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
VENTAS REALTY LP
92277GAM9
300000.00
PA
USD
335840.63
0.0275153425848
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128K7Y93
8032.94
OU
Other Units
USD
8966.60
0.0007346313959
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YHV23
17380.33
OU
Other Units
USD
18003.26
0.0014750027908
Long
ABS-MBS
USGA
US
N
2
2030-05-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417GZP4
178733.10
OU
Other Units
USD
190178.26
0.0155812594089
Long
ABS-MBS
USGA
US
N
2
2043-06-01
Fixed
3.00
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175BA1
500000.00
PA
USD
662684.37
0.0542935721212
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.484
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36224YQN2
211.33
OU
Other Units
USD
214.32
0.0000175591863
Long
ABS-MBS
USGA
US
N
2
2024-08-01
Fixed
8.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FUH7
12131.33
OU
Other Units
USD
14276.63
0.0011696808852
Long
ABS-MBS
USGA
US
N
2
2041-06-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31409T7L6
11107.59
OU
Other Units
USD
12998.77
0.0010649861207
Long
ABS-MBS
USGA
US
N
2
2036-02-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312944PJ4
108150.28
OU
Other Units
USD
119269.35
0.0097717093524
Long
ABS-MBS
USGA
US
N
2
2040-12-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QWF4
125173.05
OU
Other Units
USD
138575.11
0.0113534256572
Long
ABS-MBS
USGA
US
N
2
2044-12-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJCJ7
33155.87
OU
Other Units
USD
38396.20
0.0031457914932
Long
ABS-MBS
USGA
US
N
2
2035-08-01
Fixed
5.00
N
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572QAG0
250000.00
PA
USD
269149.53
0.022051356694
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36183BCF3
4216.84
OU
Other Units
USD
4518.40
0.0003701914325
Long
ABS-MBS
USGA
US
N
2
2044-09-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128282N9
845000.00
PA
USD
892267.19
0.0731032377173
Long
DBT
UST
US
N
2
2024-07-31
Fixed
2.125
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NBB3
205317.71
OU
Other Units
USD
222473.79
0.0182272244665
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.50
N
N
N
N
N
N
LOS ANGELES CA UNIF SCH DIST
N/A
LOS ANGELES UNIFIED SCHOOL DISTRICT/CA
544646XZ0
350000.00
PA
USD
468204.59
0.0383598902063
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36291FVS4
731.68
OU
Other Units
USD
848.86
0.000069546897
Long
ABS-MBS
USGA
US
N
2
2034-03-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CGF5
166725.15
OU
Other Units
USD
176319.53
0.0144458169708
Long
ABS-MBS
USGA
US
N
2
2037-02-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371JNL4
154.95
OU
Other Units
USD
182.17
0.0000149251445
Long
ABS-MBS
USGA
US
N
2
2030-07-01
Fixed
8.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YD53
13206.18
OU
Other Units
USD
14085.03
0.001153983143
Long
ABS-MBS
USGA
US
N
2
2024-07-01
Fixed
4.00
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP
31428XAY2
250000.00
PA
USD
273687.03
0.022423112985
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.00
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RAT6
500000.00
PA
USD
519093.38
0.0425291966138
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.15
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
STRYKER CORP
863667AN1
250000.00
PA
USD
275415.26
0.0225647064561
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJLU0
189181.60
OU
Other Units
USD
200069.60
0.0163916545321
Long
ABS-MBS
USGA
US
N
2
2036-12-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GGR8
14858.56
OU
Other Units
USD
17695.82
0.0014498143051
Long
ABS-MBS
USGA
US
N
2
2037-05-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371LDJ5
14703.75
OU
Other Units
USD
17514.43
0.0014349530657
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
6.00
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFA7
465000.00
PA
USD
576021.04
0.0471932661978
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410WF45
10753.23
OU
Other Units
USD
12505.87
0.0010246029414
Long
ABS-MBS
USGA
US
N
2
2037-04-01
Fixed
5.50
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PAL0
200000.00
PA
USD
222818.79
0.0182554902341
Long
DBT
CORP
US
N
2
2048-11-15
Variable
3.964
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371MDT1
43339.62
OU
Other Units
USD
50478.33
0.0041356775178
Long
ABS-MBS
USGA
US
N
2
2035-08-01
Fixed
5.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828X88
5605000.00
PA
USD
6025046.60
0.4936306285764
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.375
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MDER0
150152.77
OU
Other Units
USD
158435.72
0.0129806006898
Long
ABS-MBS
USGA
US
N
2
2027-05-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJTY6
39738.57
OU
Other Units
USD
43237.06
0.0035424019966
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413D3F2
10684.41
OU
Other Units
USD
12615.75
0.0010336053836
Long
ABS-MBS
USGA
US
N
2
2037-08-01
Fixed
6.50
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91086QBF4
600000.00
PA
USD
621435.00
0.0509140210914
Long
DBT
USGSE
MX
N
2
2046-01-23
Fixed
4.60
N
N
N
N
N
N
STANFORD UNIVERSITY
JIUV0DC2REIJXQ26CR37
LELAND STANFORD JUNIOR UNIVERSITY/THE
85440KAA2
105000.00
PA
USD
122374.10
0.0100260807782
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
3.647
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HNH3
13244.43
OU
Other Units
USD
15745.48
0.0012900234148
Long
ABS-MBS
USGA
US
N
2
2032-02-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132KETA3
31949.84
OU
Other Units
USD
33671.07
0.0027586627212
Long
ABS-MBS
USGA
US
N
2
2029-07-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WE3S6
10844.25
OU
Other Units
USD
11454.07
0.0009384292187
Long
ABS-MBS
USGA
US
N
2
2030-07-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371KWV9
6916.02
OU
Other Units
USD
7826.00
0.0006411823103
Long
ABS-MBS
USGA
US
N
2
2032-11-01
Fixed
5.00
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61761JZN2
500000.00
PA
USD
557701.46
0.0456923473849
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412PHD6
20957.03
OU
Other Units
USD
22850.63
0.0018721466569
Long
ABS-MBS
USGA
US
N
2
2034-12-01
Fixed
4.50
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBM1
180000.00
PA
USD
227727.36
0.0186576482015
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31297CHM5
4946.06
OU
Other Units
USD
5591.00
0.0004580692943
Long
ABS-MBS
USGA
US
N
2
2034-07-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138XU4X7
4694.17
OU
Other Units
USD
5202.22
0.0004262166418
Long
ABS-MBS
USGA
US
N
2
2044-06-01
Fixed
4.50
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
94974BFJ4
500000.00
PA
USD
527473.85
0.0432158065189
Long
DBT
CORP
US
N
2
2023-02-13
Fixed
3.45
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828M80
384000.00
PA
USD
395370.00
0.0323925696475
Long
DBT
UST
US
N
2
2022-11-30
Fixed
2.00
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PDF6
70000.00
PA
USD
76981.87
0.0063071062184
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LM1
500000.00
PA
USD
514884.60
0.0421843722739
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.876
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AT7
500000.00
PA
USD
625258.53
0.0512272819909
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.45
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411YQF3
20657.20
OU
Other Units
USD
24113.62
0.0019756231259
Long
ABS-MBS
USGA
US
N
2
2037-06-01
Fixed
5.50
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
780097BA8
500000.00
PA
USD
572394.31
0.0468961290753
Long
DBT
CORP
GB
N
2
2026-04-05
Fixed
4.80
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292HEF7
953.42
OU
Other Units
USD
1079.12
0.0000884120438
Long
ABS-MBS
USGA
US
N
2
2030-08-01
Fixed
8.00
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GFD1
500000.00
PA
USD
709426.76
0.0581231649673
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLORIDA LLC
26444HAA9
300000.00
PA
USD
314368.11
0.0257561041509
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.40
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
KROGER CO/THE
501044DJ7
300000.00
PA
USD
334445.96
0.0274010776048
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.70
N
N
N
N
N
N
LOEWS CORP
R8V1FN4M5ITGZOG7BS19
LOEWS CORP
540424AQ1
250000.00
PA
USD
259530.01
0.0212632317185
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.625
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP
655844BH0
350000.00
PA
USD
432637.45
0.0354458829229
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.837
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WGUG7
234414.03
OU
Other Units
USD
252635.42
0.0206983596069
Long
ABS-MBS
USGA
US
N
2
2046-03-01
Fixed
3.50
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
TOYOTA MOTOR CORP
892331AD1
200000.00
PA
USD
223951.61
0.018348301906
Long
DBT
CORP
JP
N
2
2028-07-20
Fixed
3.669
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410FYT6
23943.36
OU
Other Units
USD
28518.35
0.0023365016025
Long
ABS-MBS
USGA
US
N
2
2037-02-01
Fixed
6.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828VB3
2210000.00
PA
USD
2280530.07
0.1868432838248
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RZT9
134400.73
OU
Other Units
USD
144379.42
0.0118289713888
Long
ABS-MBS
USGA
US
N
2
2046-02-01
Fixed
3.50
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062XAF0
500000.00
PA
USD
556780.44
0.0456168884363
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.05
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CZ1
550000.00
PA
USD
677396.52
0.055498935056
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402DMP2
3047.35
OU
Other Units
USD
3395.26
0.0002781728406
Long
ABS-MBS
USGA
US
N
2
2034-09-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YHU24
321455.89
OU
Other Units
USD
340268.29
0.0278780997108
Long
ABS-MBS
USGA
US
N
2
2045-05-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WFKJ4
79637.28
OU
Other Units
USD
85869.73
0.0070352864649
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36291AVX4
8275.74
OU
Other Units
USD
9214.00
0.0007549008188
Long
ABS-MBS
USGA
US
N
2
2033-11-01
Fixed
5.50
N
N
N
N
N
N
BAXALTA INC
5493000JW8DCO3T45R55
BAXALTA INC
07177MAN3
200000.00
PA
USD
256212.75
0.0209914493992
Long
DBT
CORP
US
N
2
2045-06-23
Fixed
5.25
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP
756109AQ7
500000.00
PA
USD
548280.05
0.0449204535144
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.875
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
042735BC3
500000.00
PA
USD
528347.82
0.0432874106722
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERVP2
62726.15
OU
Other Units
USD
68880.62
0.0056433727412
Long
ABS-MBS
USGA
US
N
2
2037-01-01
Fixed
4.00
N
N
N
N
N
N
ILLINOIS TOOL WORKS INC
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WORKS INC
452308AR0
470000.00
PA
USD
544834.73
0.0446381792698
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
3.90
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJZA1
78951.48
OU
Other Units
USD
82291.49
0.0067421221165
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P8BY6
46475.56
OU
Other Units
USD
49162.53
0.0040278743381
Long
ABS-MBS
USGA
US
N
2
2035-11-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128KCVK0
12821.42
OU
Other Units
USD
15156.82
0.0012417946416
Long
ABS-MBS
USGA
US
N
2
2036-07-01
Fixed
6.00
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINANCIAL GROUP INC
86562MAC4
500000.00
PA
USD
554660.30
0.0454431858726
Long
DBT
CORP
JP
N
2
2026-03-09
Fixed
3.784
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371K5X5
3834.45
OU
Other Units
USD
4236.40
0.0003470872399
Long
ABS-MBS
USGA
US
N
2
2023-05-01
Fixed
5.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31307ERM8
14557.88
OU
Other Units
USD
15257.03
0.001250004823
Long
ABS-MBS
USGA
US
N
2
2028-08-01
Fixed
2.50
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
CONOCOPHILLIPS CO
20826FAQ9
150000.00
PA
USD
175262.18
0.0143591885379
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.95
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GQE9
243.03
OU
Other Units
USD
273.36
0.0000223963194
Long
ABS-MBS
USGA
US
N
2
2026-04-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31390TM63
40182.49
OU
Other Units
USD
46199.06
0.003785077949
Long
ABS-MBS
USGA
US
N
2
2032-08-01
Fixed
6.50
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO
373334KE0
500000.00
PA
USD
540325.26
0.04426871947
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W7GC2
78187.55
OU
Other Units
USD
83698.04
0.006857360422
Long
ABS-MBS
USGA
US
N
2
2043-03-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AZS0
54430.92
OU
Other Units
USD
59291.62
0.004857748262
Long
ABS-MBS
USGA
US
N
2
2033-11-01
Fixed
3.50
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
GRUPO TELEVISA SAB
40049JBA4
200000.00
PA
USD
233079.62
0.0190961575847
Long
DBT
CORP
MX
N
2
2045-05-13
Fixed
5.00
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT OPERATING PARTNERSHIP LP
92340LAC3
500000.00
PA
USD
557597.63
0.0456838406178
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.95
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BG7
190000.00
PA
USD
225876.18
0.0185059814664
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
4.60
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RDG1
51994.22
OU
Other Units
USD
60261.58
0.0049372168531
Long
ABS-MBS
USGA
US
N
2
2035-04-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140E9J80
143065.20
OU
Other Units
USD
150878.88
0.0123614705939
Long
ABS-MBS
USGA
US
N
2
2031-02-01
Fixed
3.00
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LU3
60000.00
PA
USD
66086.17
0.0054144241203
Long
DBT
CORP
US
N
2
2039-01-24
Variable
3.878
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411E4E4
32772.00
OU
Other Units
USD
38977.64
0.0031934287335
Long
ABS-MBS
USGA
US
N
2
2037-01-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140EUKN8
310327.78
OU
Other Units
USD
333560.37
0.0273285214277
Long
ABS-MBS
USGA
US
N
2
2046-03-01
Fixed
3.50
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC
205887BR2
85000.00
PA
USD
88089.81
0.0072171770889
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BMN3
51847.83
OU
Other Units
USD
56108.52
0.0045969576394
Long
ABS-MBS
USGA
US
N
2
2035-02-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YGHP0
7282.27
OU
Other Units
USD
7682.67
0.0006294393177
Long
ABS-MBS
USGA
US
N
2
2045-04-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371MGH4
14267.48
OU
Other Units
USD
16982.46
0.0013913688907
Long
ABS-MBS
USGA
US
N
2
2035-10-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128KQEY8
15298.58
OU
Other Units
USD
17614.85
0.0014431804523
Long
ABS-MBS
USGA
US
N
2
2037-05-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36291AES4
816.52
OU
Other Units
USD
932.00
0.0000763585373
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GWD4
1346.55
OU
Other Units
USD
1542.35
0.000126364367
Long
ABS-MBS
USGA
US
N
2
2028-08-01
Fixed
6.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810FF0
2345000.00
PA
USD
3002149.62
0.245965401164
Long
DBT
UST
US
N
2
2028-11-15
Fixed
5.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128PS5B9
103423.79
OU
Other Units
USD
110729.59
0.0090720488558
Long
ABS-MBS
USGA
US
N
2
2025-11-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31405JRL0
17763.72
OU
Other Units
USD
20656.80
0.0016924066891
Long
ABS-MBS
USGA
US
N
2
2034-09-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CFD1
185527.04
OU
Other Units
USD
195464.92
0.0160143941997
Long
ABS-MBS
USGA
US
N
2
2047-01-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414SED1
41088.75
OU
Other Units
USD
47202.57
0.0038672952835
Long
ABS-MBS
USGA
US
N
2
2038-04-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36290T6V6
63322.87
OU
Other Units
USD
68401.10
0.0056040857822
Long
ABS-MBS
USGA
US
N
2
2042-02-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMM67
139610.74
OU
Other Units
USD
149460.72
0.0122452810839
Long
ABS-MBS
USGA
US
N
2
2026-03-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SEH6
66695.27
OU
Other Units
USD
71600.51
0.0058662126792
Long
ABS-MBS
USGA
US
N
2
2046-06-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828XQ8
1210000.00
PA
USD
1238879.30
0.1015010850852
Long
DBT
UST
US
N
2
2022-07-31
Fixed
2.00
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAPITAL CORP
24422ETG4
500000.00
PA
USD
523546.67
0.0428940535997
Long
DBT
CORP
US
N
2
2023-03-06
Fixed
2.80
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385FZ33
480.28
OU
Other Units
USD
505.11
0.0000413835416
Long
ABS-MBS
USGA
US
N
2
2030-06-01
Fixed
7.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371MT23
15439.10
OU
Other Units
USD
17863.80
0.0014635768664
Long
ABS-MBS
USGA
US
N
2
2036-06-01
Fixed
5.50
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612EBE5
400000.00
PA
USD
429703.37
0.0352054944495
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.50
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160AL8
170000.00
PA
USD
220319.60
0.0180507321944
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.95
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
TENNESSEE GAS PIPELINE CO LLC
880451AU3
70000.00
PA
USD
96776.86
0.0079289050201
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
7.625
N
N
N
N
N
N
MEDTRONIC INC
D56MRZY2INAN94ZONZ37
MEDTRONIC INC
585055BS4
386000.00
PA
USD
425907.02
0.0348944604009
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.50
N
N
N
N
N
N
PROGRESS ENERGY INC
549300FBMTW0JYWMNB26
PROGRESS ENERGY INC
743263AE5
480000.00
PA
USD
678318.16
0.055574444801
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36225BB31
4991.93
OU
Other Units
USD
5851.48
0.0004794103585
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
6.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31287LXB3
2240.65
OU
Other Units
USD
2511.06
0.0002057305459
Long
ABS-MBS
USGA
US
N
2
2031-12-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402ERL4
17655.78
OU
Other Units
USD
20456.46
0.0016759928808
Long
ABS-MBS
USGA
US
N
2
2033-07-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36297CXV6
258508.83
OU
Other Units
USD
299480.60
0.0245363740131
Long
ABS-MBS
USGA
US
N
2
2039-02-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SLS4
163543.25
OU
Other Units
USD
175845.43
0.014406974071
Long
ABS-MBS
USGA
US
N
2
2046-09-01
Fixed
3.50
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CJ7
500000.00
PA
USD
553731.83
0.0453671165473
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128LXDY3
2663.06
OU
Other Units
USD
2932.46
0.0002402557472
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MB3H8
5791.68
OU
Other Units
USD
6075.69
0.0004977798302
Long
ABS-MBS
USGA
US
N
2
2023-05-01
Fixed
4.50
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550AJ5
350000.00
PA
USD
477261.86
0.0391019501736
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
7.40
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132QSZN1
4261.32
OU
Other Units
USD
4667.44
0.0003824022441
Long
ABS-MBS
USGA
US
N
2
2045-09-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36211EQL5
1740.56
OU
Other Units
USD
1995.85
0.0001635195136
Long
ABS-MBS
USGA
US
N
2
2029-12-01
Fixed
8.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31293KS98
162.14
OU
Other Units
USD
182.29
0.0000149349761
Long
ABS-MBS
USGA
US
N
2
2029-02-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410FYQ2
38949.22
OU
Other Units
USD
45357.82
0.0037161553567
Long
ABS-MBS
USGA
US
N
2
2037-03-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620A56D6
89355.74
OU
Other Units
USD
100868.63
0.0082641427587
Long
ABS-MBS
USGA
US
N
2
2039-06-01
Fixed
4.50
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHC6
744000.00
PA
USD
773606.24
0.0633813744315
Long
DBT
CORP
US
N
2
2023-12-20
Variable
3.004
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851AR3
250000.00
PA
USD
299044.70
0.0245006608303
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.375
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620A2T55
48047.11
OU
Other Units
USD
55441.85
0.0045423375256
Long
ABS-MBS
USGA
US
N
2
2039-05-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36295FH49
18448.92
OU
Other Units
USD
20886.38
0.0017112161237
Long
ABS-MBS
USGA
US
N
2
2037-05-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TLS2
575564.34
OU
Other Units
USD
617125.61
0.0505609537982
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412QBG3
236521.39
OU
Other Units
USD
265637.54
0.0217636201923
Long
ABS-MBS
USGA
US
N
2
2039-07-01
Fixed
4.50
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC
785592AS5
600000.00
PA
USD
690252.14
0.0565521929314
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385JRT7
16292.07
OU
Other Units
USD
19378.51
0.0015876766948
Long
ABS-MBS
USGA
US
N
2
2032-11-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410TBC8
6352.23
OU
Other Units
USD
7509.15
0.0006152228655
Long
ABS-MBS
USGA
US
N
2
2036-10-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36291NTW1
22138.16
OU
Other Units
USD
25888.44
0.0021210337045
Long
ABS-MBS
USGA
US
N
2
2036-01-01
Fixed
5.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31287SCS4
1820.37
OU
Other Units
USD
2059.51
0.0001687351622
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371KMK4
7033.33
OU
Other Units
USD
8347.31
0.0006838931141
Long
ABS-MBS
USGA
US
N
2
2032-04-01
Fixed
6.00
N
N
N
N
N
N
TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89114QC48
350000.00
PA
USD
375235.52
0.0307429565112
Long
DBT
CORP
CA
N
2
2023-07-19
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419LZU0
5125.78
OU
Other Units
USD
5558.52
0.0004554082156
Long
ABS-MBS
USGA
US
N
2
2040-12-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3617A2VW9
81734.50
OU
Other Units
USD
85943.91
0.0070413640146
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
3.00
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818EY0
105000.00
PA
USD
119592.30
0.0097981685688
Long
DBT
CORP
US
N
2
2028-09-10
Fixed
3.95
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RJE0
142327.86
OU
Other Units
USD
154030.30
0.0126196656817
Long
ABS-MBS
USGA
US
N
2
2045-07-01
Fixed
3.50
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CH1
300000.00
PA
USD
364253.48
0.0298432005975
Long
DBT
CORP
US
N
2
2047-02-09
Fixed
4.25
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179R7H6
55739.78
OU
Other Units
USD
59138.39
0.0048451941647
Long
ABS-MBS
USGA
US
N
2
2046-04-01
Fixed
3.00
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875PAN1
200000.00
PA
USD
218726.19
0.0179201844938
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
3.90
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
606822AN4
500000.00
PA
USD
560053.32
0.0458850347129
Long
DBT
CORP
JP
N
2
2027-02-22
Fixed
3.677
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENKH1
63863.51
OU
Other Units
USD
71710.51
0.0058752249529
Long
ABS-MBS
USGA
US
N
2
2044-08-01
Fixed
4.50
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448CY2
500000.00
PA
USD
550661.30
0.045115548758
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MQS2
32901.59
OU
Other Units
USD
37685.75
0.0030875844945
Long
ABS-MBS
USGA
US
N
2
2042-10-01
Fixed
5.00
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP
42809HAD9
250000.00
PA
USD
293517.60
0.0240478268477
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC
02079KAC1
300000.00
PA
USD
314925.46
0.0258017677032
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.998
N
N
N
N
N
N
CALIFORNIA ST
549300X618YEC5LGBQ98
STATE OF CALIFORNIA
13063A5E0
500000.00
PA
USD
779355.85
0.0638524386052
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
KANSAS CITY SOUTHERN
485170AS3
300000.00
PA
USD
375370.68
0.0307540301377
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.95
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WDTN1
188161.63
OU
Other Units
USD
203121.60
0.0166417041629
Long
ABS-MBS
USGA
US
N
2
2044-12-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828XB1
140000.00
PA
USD
148506.64
0.0121671135375
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.125
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
94974BGE4
500000.00
PA
USD
585868.44
0.0480000613273
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FDET9
90282.84
OU
Other Units
USD
95614.90
0.0078337059149
Long
ABS-MBS
USGA
US
N
2
2046-10-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RZ3
1445000.00
PA
USD
1580158.31
0.1294619928442
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PCP5
330000.00
PA
USD
367720.75
0.0301272732003
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BEF9
380000.00
PA
USD
421646.61
0.0345454060274
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.625
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJAG5
3964.63
OU
Other Units
USD
4724.63
0.0003870878072
Long
ABS-MBS
USGA
US
N
2
2034-08-01
Fixed
6.00
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
606822BA1
300000.00
PA
USD
321249.87
0.0263199251036
Long
DBT
CORP
JP
N
2
2023-07-26
Fixed
3.761
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RS91
196752.55
OU
Other Units
USD
211951.09
0.0173651021693
Long
ABS-MBS
USGA
US
N
2
2045-11-01
Fixed
3.50
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LAU7
300000.00
PA
USD
312918.82
0.0256373641674
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
3.50
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014-CCRE16 MORTGAGE TRUST
12591VAE1
200000.00
OU
Other Units
USD
217578.40
0.0178261463333
Long
ABS-MBS
CORP
US
N
2
2047-04-01
Fixed
4.051
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
SYNCHRONY FINANCIAL
87165BAD5
500000.00
PA
USD
546343.31
0.0447617768688
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371GN71
875.27
OU
Other Units
USD
989.03
0.0000810309916
Long
ABS-MBS
USGA
US
N
2
2028-04-01
Fixed
7.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJTQ3
16297.33
OU
Other Units
USD
17920.49
0.0014682214645
Long
ABS-MBS
USGA
US
N
2
2043-11-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128LXRK8
1269.65
OU
Other Units
USD
1418.20
0.0001161927871
Long
ABS-MBS
USGA
US
N
2
2036-03-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGQX5
293750.97
OU
Other Units
USD
319570.78
0.0261823576611
Long
ABS-MBS
USGA
US
N
2
2040-11-01
Fixed
3.50
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
045167EH2
500000.00
PA
USD
523842.93
0.0429183261107
Long
DBT
CORP
XX
N
2
2023-03-17
Fixed
2.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138M9X97
19321.70
OU
Other Units
USD
20209.15
0.0016557308316
Long
ABS-MBS
USGA
US
N
2
2042-12-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31401BLH6
10354.40
OU
Other Units
USD
11639.86
0.000953650949
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402C3J9
9459.39
OU
Other Units
USD
10795.97
0.0008845112429
Long
ABS-MBS
USGA
US
N
2
2034-01-01
Fixed
6.50
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
913017CR8
110000.00
PA
USD
119248.61
0.0097700101292
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
3.125
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
PROVINCE OF BRITISH COLUMBIA CANADA
110709DL3
925000.00
PA
USD
1147125.49
0.0939837173516
Long
DBT
USGSE
CA
N
2
2026-01-15
Fixed
6.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3129343E0
5975.73
OU
Other Units
USD
6832.92
0.0005598195032
Long
ABS-MBS
USGA
US
N
2
2039-08-01
Fixed
5.00
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAW2
250000.00
PA
USD
281397.35
0.0230548176607
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.114
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828S35
875000.00
PA
USD
897336.42
0.0735185585202
Long
DBT
UST
US
N
2
2023-06-30
Fixed
1.375
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJC24
6424.70
OU
Other Units
USD
7626.90
0.0006248700949
Long
ABS-MBS
USGA
US
N
2
2035-10-01
Fixed
6.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31287NDD7
4055.99
OU
Other Units
USD
4805.24
0.0003936921652
Long
ABS-MBS
USGA
US
N
2
2032-01-01
Fixed
6.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36210BYF6
69122.56
OU
Other Units
USD
78163.42
0.0064039103276
Long
ABS-MBS
USGA
US
N
2
2039-03-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TV44
121175.13
OU
Other Units
USD
127236.22
0.0104244331083
Long
ABS-MBS
USGA
US
N
2
2048-04-01
Fixed
3.00
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
FLORIDA POWER & LIGHT CO
341081FP7
50000.00
PA
USD
56180.90
0.0046028877155
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MQN3
125671.86
OU
Other Units
USD
134416.89
0.0110127436859
Long
ABS-MBS
USGA
US
N
2
2042-10-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31379HCB4
1686.57
OU
Other Units
USD
1895.20
0.0001552732832
Long
ABS-MBS
USGA
US
N
2
2028-04-01
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WFX84
104769.63
OU
Other Units
USD
112949.87
0.0092539558657
Long
ABS-MBS
USGA
US
N
2
2045-11-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828D56
2425000.00
PA
USD
2581440.92
0.2114968378788
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.375
N
N
N
N
N
N
FANNIEMAE-ACES
B1V7KEBTPIMZEU4LTD58
FANNIE MAE-ACES
3136AWZ91
350218.64
OU
Other Units
USD
364933.18
0.0298988882562
Long
ABS-MBS
USGA
US
N
2
2027-05-01
Fixed
2.654
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WC7H0
40570.53
OU
Other Units
USD
42025.91
0.0034431727664
Long
ABS-MBS
USGA
US
N
2
2029-09-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YSSX5
23978.51
OU
Other Units
USD
25122.67
0.0020582943513
Long
ABS-MBS
USGA
US
N
2
2030-06-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X3YG1
41149.99
OU
Other Units
USD
43004.95
0.0035233852797
Long
ABS-MBS
USGA
US
N
2
2043-08-01
Fixed
2.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36225BPM4
5091.21
OU
Other Units
USD
5963.85
0.0004886168057
Long
ABS-MBS
USGA
US
N
2
2031-09-01
Fixed
7.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJ3X6
16148.46
OU
Other Units
USD
17208.41
0.0014098809202
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36225BSS8
4145.33
OU
Other Units
USD
4886.74
0.0004003694407
Long
ABS-MBS
USGA
US
N
2
2032-03-01
Fixed
8.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828Y79
1341000.00
PA
USD
1465435.37
0.1200627697769
Long
DBT
UST
US
N
2
2025-07-31
Fixed
2.875
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36179DW63
19890.01
OU
Other Units
USD
21837.21
0.0017891173984
Long
ABS-MBS
USGA
US
N
2
2045-08-01
Fixed
3.00
N
N
N
N
N
N
RICE UNIVERSITY
549300QPVG49ONTSJJ20
WILLIAM MARSH RICE UNIVERSITY
96926GAC7
250000.00
PA
USD
284553.03
0.0233133617692
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
3.574
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810EP9
76000.00
PA
USD
85502.97
0.0070052379057
Long
DBT
UST
US
N
2
2023-02-15
Fixed
7.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31414MD86
77531.09
OU
Other Units
USD
89673.57
0.0073469341674
Long
ABS-MBS
USGA
US
N
2
2038-07-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RGB9
41045.08
OU
Other Units
USD
45989.60
0.0037679169412
Long
ABS-MBS
USGA
US
N
2
2045-06-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BRH1
234705.76
OU
Other Units
USD
248726.83
0.0203781297619
Long
ABS-MBS
USGA
US
N
2
2035-06-01
Fixed
3.00
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
URUGUAY GOVERNMENT INTERNATIONAL BOND
760942BD3
105000.00
PA
USD
130671.45
0.0107058806815
Long
DBT
USGSE
UY
N
2
2055-04-20
Fixed
4.975
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810PT9
560000.00
PA
USD
775709.37
0.0635536833699
Long
DBT
UST
US
N
2
2037-02-15
Fixed
4.75
N
N
N
N
N
N
PORT AUTH OF NEW YORK & NEW JE
54930006MR4KZ4W74Z83
PORT AUTHORITY OF NEW YORK & NEW JERSEY
73358WXQ2
300000.00
PA
USD
399145.38
0.032701885629
Long
DBT
MUN
US
N
2
2065-10-15
Fixed
4.81
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828Y61
2180000.00
PA
USD
2304413.28
0.1888000295145
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
PANAMA GOVERNMENT INTERNATIONAL BOND
698299AW4
400000.00
PA
USD
538122.00
0.0440882069046
Long
DBT
USGSE
PA
N
2
2036-01-26
Fixed
6.70
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP
743756AC2
250000.00
PA
USD
275064.77
0.0225359908941
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
3.744
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJVJ6
187540.00
OU
Other Units
USD
206051.90
0.0168817829419
Long
ABS-MBS
USGA
US
N
2
2044-11-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371NV36
7819.59
OU
Other Units
USD
8213.83
0.0006729571296
Long
ABS-MBS
USGA
US
N
2
2023-06-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202CHP1
96.72
OU
Other Units
USD
103.21
0.0000084559706
Long
ABS-MBS
USGA
US
N
2
2025-07-01
Fixed
8.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P8D65
38527.51
OU
Other Units
USD
41754.98
0.0034209755362
Long
ABS-MBS
USGA
US
N
2
2037-04-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WHMS8
58000.30
OU
Other Units
USD
63951.22
0.0052395081768
Long
ABS-MBS
USGA
US
N
2
2046-07-01
Fixed
4.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2MZ2
203379.79
OU
Other Units
USD
220696.78
0.0180816344617
Long
ABS-MBS
USGA
US
N
2
2043-04-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SGK7
394873.44
OU
Other Units
USD
417740.57
0.0342253851034
Long
ABS-MBS
USGA
US
N
2
2046-07-01
Fixed
3.00
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
PANAMA GOVERNMENT INTERNATIONAL BOND
698299BH6
200000.00
PA
USD
222046.00
0.018192175734
Long
DBT
USGSE
PA
N
2
2050-04-16
Fixed
4.50
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
URUGUAY GOVERNMENT INTERNATIONAL BOND
760942AZ5
400000.00
PA
USD
434518.00
0.0355999559352
Long
DBT
USGSE
UY
N
2
2024-08-14
Fixed
4.50
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q7VR5
96682.37
OU
Other Units
USD
106287.69
0.0087081250499
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31307U5S3
47087.85
OU
Other Units
USD
49690.57
0.0040711365292
Long
ABS-MBS
USGA
US
N
2
2032-12-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJN55
42862.98
OU
Other Units
USD
49151.41
0.0040269632792
Long
ABS-MBS
USGA
US
N
2
2040-07-01
Fixed
5.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SJS7
331626.66
OU
Other Units
USD
351317.69
0.0287833744131
Long
ABS-MBS
USGA
US
N
2
2046-08-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJ3M0
113941.97
OU
Other Units
USD
119545.89
0.0097943662086
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828XD7
1000000.00
PA
USD
1019453.12
0.0835235505779
Long
DBT
UST
US
N
2
2022-05-31
Fixed
1.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q9C84
116255.12
OU
Other Units
USD
125237.75
0.0102606989386
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128282D1
2180000.00
PA
USD
2238800.40
0.1834243819307
Long
DBT
UST
US
N
2
2023-08-31
Fixed
1.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140H1XM7
197287.09
OU
Other Units
USD
210698.83
0.0172625048067
Long
ABS-MBS
USGA
US
N
2
2048-04-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMXB4
43601.41
OU
Other Units
USD
45993.83
0.0037682635041
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q9QT3
19343.85
OU
Other Units
USD
20426.73
0.001673557109
Long
ABS-MBS
USGA
US
N
2
2033-07-01
Fixed
2.50
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456BAP6
500000.00
PA
USD
563413.82
0.0461603596751
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.30
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CXF6
158439.03
OU
Other Units
USD
166350.96
0.0136290944121
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
3.00
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
913017CX5
105000.00
PA
USD
128334.65
0.0105144272158
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C3F9
46342.82
OU
Other Units
USD
48438.94
0.0039685907823
Long
ABS-MBS
USGA
US
N
2
2033-08-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CYK4
73180.21
OU
Other Units
USD
79112.53
0.0064816706832
Long
ABS-MBS
USGA
US
N
2
2038-07-01
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128284V9
5236000.00
PA
USD
5796313.37
0.474890569686
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.875
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SD1
2775000.00
PA
USD
3183065.91
0.2607878295835
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128284X5
2235000.00
PA
USD
2366437.20
0.1938816344628
Long
DBT
UST
US
N
2
2023-08-31
Fixed
2.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SNU7
384243.79
OU
Other Units
USD
407590.77
0.0333938144141
Long
ABS-MBS
USGA
US
N
2
2046-10-01
Fixed
3.00
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC
10373QAB6
300000.00
PA
USD
333119.68
0.0272924158013
Long
DBT
CORP
US
N
2
2025-09-21
Fixed
3.796
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMXK4
127602.36
OU
Other Units
USD
134617.88
0.0110292107486
Long
ABS-MBS
USGA
US
N
2
2033-03-01
Fixed
3.00
N
N
N
N
N
N
FANNIEMAE-ACES
B1V7KEBTPIMZEU4LTD58
FANNIE MAE-ACES
3136B2HA3
750000.00
OU
Other Units
USD
842710.50
0.0690430699445
Long
ABS-MBS
USGA
US
N
2
2028-07-01
Variable
3.48198
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CUB8
159630.31
OU
Other Units
USD
172084.76
0.0140988632763
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132Y2LC8
200324.82
OU
Other Units
USD
215188.49
0.0176303415779
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128284Z0
1285000.00
PA
USD
1398466.50
0.1145760262564
Long
DBT
UST
US
N
2
2025-08-31
Fixed
2.75
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
INTERSTATE POWER AND LIGHT CO
461070AP9
300000.00
PA
USD
340179.18
0.0278707989498
Long
DBT
CORP
US
N
2
2028-09-26
Fixed
4.10
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
539439AT6
500000.00
PA
USD
577427.08
0.0473084627191
Long
DBT
CORP
GB
N
2
2028-08-16
Fixed
4.55
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828SV3
2805000.00
PA
USD
2853942.68
0.2338228419759
Long
DBT
UST
US
N
2
2022-05-15
Fixed
1.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HA2X7
103758.19
OU
Other Units
USD
108909.79
0.0089229530765
Long
ABS-MBS
USGA
US
N
2
2048-04-01
Fixed
3.00
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
SOUTHWESTERN ELECTRIC POWER CO
845437BR2
300000.00
PA
USD
336578.92
0.0275758305081
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.10
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EK5
60000.00
PA
USD
71297.05
0.0058413502738
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q83V5
246970.91
OU
Other Units
USD
270075.72
0.0221272392194
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128285C0
1460000.00
PA
USD
1606028.51
0.1315815321499
Long
DBT
UST
US
N
2
2025-09-30
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CYL2
121452.22
OU
Other Units
USD
129646.67
0.0106219207009
Long
ABS-MBS
USGA
US
N
2
2048-07-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q9G72
127387.35
OU
Other Units
USD
133807.87
0.0109628468228
Long
ABS-MBS
USGA
US
N
2
2048-07-01
Fixed
3.00
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBF5
110000.00
PA
USD
125911.18
0.0103158728976
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128285D8
2270000.00
PA
USD
2414756.83
0.1978404502053
Long
DBT
UST
US
N
2
2023-09-30
Fixed
2.875
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
AFRICAN DEVELOPMENT BANK
00828EDC0
300000.00
PA
USD
319414.43
0.0261695479429
Long
DBT
CORP
XX
N
2
2023-09-20
Fixed
3.00
N
N
N
N
N
N
MUNI ELEC AUTH OF GEORGIA
JA0WNILDDF2KUPS83B16
MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA
626207YF5
341000.00
PA
USD
496272.27
0.0406594685234
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.637
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CU69
159067.48
OU
Other Units
USD
167342.52
0.013710332686
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CP99
60334.88
OU
Other Units
USD
63437.01
0.0051973790744
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q83U7
51317.41
OU
Other Units
USD
56020.72
0.0045897642064
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4.50
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
PUBLIC SERVICE ELECTRIC AND GAS CO
74456QBW5
300000.00
PA
USD
318523.89
0.0260965862135
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.25
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC
10373QAC4
300000.00
PA
USD
337360.25
0.0276398446883
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.937
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HBK31
148935.70
OU
Other Units
USD
162710.93
0.0133308676238
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132Y1W95
112299.01
OU
Other Units
USD
119669.82
0.0098045197639
Long
ABS-MBS
USGA
US
N
2
2048-08-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828WZ9
1500000.00
PA
USD
1525228.73
0.1249616254773
Long
DBT
UST
US
N
2
2022-04-30
Fixed
1.75
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31307VU61
30791.93
OU
Other Units
USD
32762.55
0.0026842278946
Long
ABS-MBS
USGA
US
N
2
2033-03-01
Fixed
3.00
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK
4581X0DC9
300000.00
PA
USD
334953.86
0.0274426897305
Long
DBT
CORP
XX
N
2
2028-09-18
Fixed
3.125
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VER1
250000.00
PA
USD
288402.29
0.0236287307214
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.329
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HEAK8
110932.95
OU
Other Units
USD
119333.88
0.0097769962799
Long
ABS-MBS
USGA
US
N
2
2048-07-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31307VT89
50830.66
OU
Other Units
USD
54255.70
0.0044451565395
Long
ABS-MBS
USGA
US
N
2
2033-03-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJ4Y3
33919.41
OU
Other Units
USD
37718.47
0.0030902652362
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
5.00
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
68323AFB5
150000.00
PA
USD
161111.09
0.0131997931148
Long
DBT
USGSE
CA
N
2
2023-10-17
Fixed
3.40
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128285J5
1660000.00
PA
USD
1827329.29
0.1497126521874
Long
DBT
UST
US
N
2
2025-10-31
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMYF4
61348.84
OU
Other Units
USD
64656.80
0.0052973161777
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C4E1
105290.10
OU
Other Units
USD
112144.74
0.0091879917572
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CZ98
11322.41
OU
Other Units
USD
12168.73
0.0009969811418
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
4.00
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCR0
345000.00
PA
USD
376338.61
0.0308333324113
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.70
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FF5G2
276441.70
OU
Other Units
USD
292430.36
0.0239587495342
Long
ABS-MBS
USGA
US
N
2
2031-09-01
Fixed
2.50
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DAZ8
310000.00
PA
USD
330456.97
0.0270742606071
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.222
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HPHT7
9462.71
OU
Other Units
USD
10178.62
0.0008339319049
Long
ABS-MBS
USGA
US
N
2
2048-08-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMYD9
93133.54
OU
Other Units
USD
99781.33
0.0081750605295
Long
ABS-MBS
USGA
US
N
2
2033-09-01
Fixed
3.50
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC
205887CE0
60000.00
PA
USD
77618.75
0.0063592856446
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335BU38
22997.68
OU
Other Units
USD
25745.36
0.0021093111943
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
5.00
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCL3
200000.00
PA
USD
243503.29
0.0199501663776
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC
205887CC4
100000.00
PA
USD
117902.75
0.0096597441409
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.85
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RBA1
100000.00
PA
USD
115097.09
0.0094298770874
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.50
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBB0
310000.00
PA
USD
330462.17
0.0270746866418
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.557
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC
26078JAC4
100000.00
PA
USD
113665.24
0.0093125659589
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.493
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC
26078JAF7
125000.00
PA
USD
165184.93
0.0135335618528
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.419
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBD6
180000.00
PA
USD
185462.08
0.0151948639081
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJ4X5
55820.45
OU
Other Units
USD
60961.10
0.0049945283596
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128P8G47
30840.10
OU
Other Units
USD
33303.06
0.0027285117498
Long
ABS-MBS
USGA
US
N
2
2038-10-01
Fixed
4.00
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP
126408HN6
100000.00
PA
USD
122926.42
0.0100713322239
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC
10373QAE0
100000.00
PA
USD
114249.98
0.0093604735674
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
4.234
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
150000.00
PA
USD
182754.09
0.0149729989344
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC
26078JAD2
100000.00
PA
USD
117308.94
0.0096110934295
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.725
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RGQ9
507000.00
PA
USD
572400.09
0.0468966026294
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC
26078JAB6
100000.00
PA
USD
108494.73
0.0088889473099
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.205
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
BAIDU INC
056752AM0
200000.00
PA
USD
218828.39
0.0179285577153
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.375
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132Y2UE4
103336.09
OU
Other Units
USD
111399.06
0.0091268983729
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
4.00
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
BAIDU INC
056752AN8
200000.00
PA
USD
231518.09
0.0189682218048
Long
DBT
CORP
KY
N
2
2028-11-14
Fixed
4.875
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJ5P1
45459.21
OU
Other Units
USD
49576.25
0.0040617703189
Long
ABS-MBS
USGA
US
N
2
2048-12-01
Fixed
4.50
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PDQ2
60000.00
PA
USD
73600.77
0.0060300935031
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128285K2
2110000.00
PA
USD
2248139.06
0.1841894961136
Long
DBT
UST
US
N
2
2023-10-31
Fixed
2.875
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128285P1
1413000.00
PA
USD
1508239.51
0.1235697027414
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HPBG1
85029.10
OU
Other Units
USD
91146.97
0.0074676494774
Long
ABS-MBS
USGA
US
N
2
2033-10-01
Fixed
3.50
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PDP4
100000.00
PA
USD
113819.66
0.0093252175527
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
3.875
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP FUNDING LLC
62947QAZ1
200000.00
PA
USD
222042.55
0.0181918930763
Long
DBT
CORP
NL
Y
2
2024-03-01
Fixed
4.875
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP FUNDING LLC
62947QAY4
100000.00
PA
USD
121572.87
0.0099604361957
Long
DBT
CORP
NL
Y
2
2028-12-01
Fixed
5.55
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC
10373QAJ9
700000.00
PA
USD
721431.50
0.0591067104476
Long
DBT
CORP
US
N
2
2022-05-06
Fixed
3.245
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SE9
1270000.00
PA
USD
1558850.59
0.127716256435
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.375
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128285M8
2535000.00
PA
USD
2853508.88
0.2337873008455
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.125
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TXW0
103429.13
OU
Other Units
USD
111981.40
0.00917460935
Long
ABS-MBS
USGA
US
N
2
2048-05-01
Fixed
4.50
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XBJ8
200000.00
PA
USD
193535.14
0.0158562877853
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP FUNDING LLC
62947QAX6
100000.00
PA
USD
116954.66
0.0095820673537
Long
DBT
CORP
NL
Y
2
2026-03-01
Fixed
5.35
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJ2R0
155770.06
OU
Other Units
USD
163903.61
0.0134285836113
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SGM3
182336.48
OU
Other Units
USD
199866.92
0.0163750490081
Long
ABS-MBS
USGA
US
N
2
2046-07-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HFG29
84796.39
OU
Other Units
USD
92799.13
0.0076030105515
Long
ABS-MBS
USGA
US
N
2
2048-04-01
Fixed
4.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128285U0
2895000.00
PA
USD
3075880.96
0.2520061922361
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C3C6
98101.53
OU
Other Units
USD
104597.48
0.0085696465484
Long
ABS-MBS
USGA
US
N
2
2048-10-01
Fixed
3.50
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG/NEW YORK NY
251526CE7
200000.00
PA
USD
202710.84
0.0166080506943
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.129
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477BN2
300000.00
PA
USD
323040.83
0.0264666580286
Long
DBT
CORP
US
N
2
2031-03-30
Variable
3.152
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CZ49
58929.85
OU
Other Units
USD
63045.23
0.0051652806326
Long
ABS-MBS
USGA
US
N
2
2033-09-01
Fixed
3.50
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCX5
300000.00
PA
USD
328794.13
0.0269380245231
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAS3
245000.00
PA
USD
246852.89
0.0202245983054
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.577
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB INTERNATIONAL FINANCE III LLC
50249AAK9
250000.00
PA
USD
246123.40
0.020164831364
Long
DBT
CORP
US
N
2
2060-10-01
Fixed
3.80
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJM2
250000.00
PA
USD
230533.52
0.0188875562199
Long
DBT
CORP
US
N
2
2051-10-24
Variable
2.831
N
N
N
N
N
N
PENNSYLVANIA ST TURNPIKE COMMI
549300J8LLBYEYEXZJ24
PENNSYLVANIA TURNPIKE COMMISSION
709223A27
200000.00
PA
USD
274092.52
0.0224563346839
Long
DBT
MUN
US
N
2
2045-12-01
Fixed
5.511
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122DS4
200000.00
PA
USD
179749.85
0.0147268622689
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAR2
2705000.00
PA
USD
2705634.00
0.2216719472539
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140H5ZC8
238471.47
OU
Other Units
USD
250714.13
0.0205409487762
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HJN31
37818.74
OU
Other Units
USD
41393.46
0.003391356289
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
4.50
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBX6
335000.00
PA
USD
358400.09
0.0293636337532
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214EP4
200000.00
PA
USD
192044.00
0.0157341190413
Long
DBT
CORP
AU
N
2
2035-11-15
Variable
2.668
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GXL3
200000.00
PA
USD
200300.85
0.0164106007893
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.627
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFT6
200000.00
PA
USD
185569.94
0.0152037008522
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBT2
150000.00
PA
USD
147845.64
0.0121129579654
Long
DBT
CORP
US
N
2
2026-11-19
Variable
1.045
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCB3
490000.00
PA
USD
556153.10
0.04556549062
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAP6
2605000.00
PA
USD
2598284.00
0.2128767873994
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.125
N
N
N
N
N
N
ALLSTATE CORP/THE
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP/THE
020002BH3
200000.00
PA
USD
198434.03
0.0162576526727
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.75
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132XVQ63
165055.88
OU
Other Units
USD
176517.76
0.0144620579073
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.50
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FINANCE CORP
084664CV1
250000.00
PA
USD
237365.10
0.0194472659373
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAU5
2655000.00
PA
USD
2535784.29
0.2077562010901
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJ4B3
88844.83
OU
Other Units
USD
95501.96
0.0078244527677
Long
ABS-MBS
USGA
US
N
2
2048-06-01
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAX9
1000000.00
PA
USD
1000117.19
0.0819393624523
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.125
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
PARKER-HANNIFIN CORP
701094AN4
300000.00
PA
USD
323451.63
0.0265003147744
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCA5
200000.00
PA
USD
223614.89
0.0183207145169
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VQU7
102954.62
OU
Other Units
USD
109264.91
0.0089520479733
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
3.50
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
LEIDOS INC
52532XAG0
200000.00
PA
USD
190711.31
0.015624932068
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.30
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q7HP5
135574.05
OU
Other Units
USD
146552.21
0.0120069875545
Long
ABS-MBS
USGA
US
N
2
2047-08-01
Fixed
4.00
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
BAIDU INC
056752AT5
200000.00
PA
USD
194375.82
0.0159251644969
Long
DBT
CORP
KY
N
2
2030-10-09
Fixed
2.375
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFS8
200000.00
PA
USD
197481.68
0.0161796268647
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAM2
300000.00
PA
USD
289257.00
0.0236987569075
Long
DBT
USGSE
MX
N
2
2031-05-24
Fixed
2.659
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABP9
300000.00
PA
USD
287766.00
0.0235765996337
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
2.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3135G05X7
1000000.00
PA
USD
987231.49
0.0808836401297
Long
DBT
UST
US
N
2
2025-08-25
Fixed
0.375
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5E43
255753.21
OU
Other Units
USD
277639.11
0.0227469059553
Long
ABS-MBS
USGA
US
N
2
2046-03-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBC4
1950000.00
PA
USD
1914123.04
0.1568236433902
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.375
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KH3B0
330081.38
OU
Other Units
USD
346468.04
0.0283860437472
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
3.00
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAQ7
115000.00
PA
USD
117193.34
0.0096016223491
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.722
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFR0
200000.00
PA
USD
188016.57
0.0154041526636
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINANCIAL SERVICES CORP
14913R2H9
200000.00
PA
USD
198339.68
0.0162499225997
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.80
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP
89236THX6
300000.00
PA
USD
284854.65
0.0233380734237
Long
DBT
CORP
US
N
2
2031-01-10
Fixed
1.65
N
N
N
N
N
N
UNITED PARCEL SERVICE INC
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC
911312BW5
200000.00
PA
USD
278431.04
0.022811788591
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
5.30
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK
4581X0DP0
400000.00
PA
USD
399372.75
0.0327205139988
Long
DBT
CORP
XX
N
2
2023-11-15
Fixed
0.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132D55X6
332748.52
OU
Other Units
USD
347853.45
0.0284995500575
Long
ABS-MBS
USGA
US
N
2
2035-09-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAT8
2440000.00
PA
USD
2388102.35
0.1956566550265
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3134GXDT8
2000000.00
PA
USD
1999314.18
0.1638033331385
Long
DBT
UST
US
N
2
2023-11-24
Fixed
0.35
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAN0
300000.00
PA
USD
268399.50
0.0219899069153
Long
DBT
USGSE
MX
N
2
2061-05-24
Fixed
3.771
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KEYBANK NA/CLEVELAND OH
49327M3A0
200000.00
PA
USD
200484.96
0.0164256848776
Long
DBT
CORP
US
N
2
2024-01-03
Variable
0.423
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH
N/A
MASSACHUSETTS SCHOOL BUILDING AUTHORITY
576000KV4
100000.00
PA
USD
138690.44
0.0113628746165
Long
DBT
MUN
US
N
2
2039-08-15
Fixed
5.715
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
ENTERGY LOUISIANA LLC
29364WBE7
200000.00
PA
USD
189086.43
0.0154918060378
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.60
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
MASSACHUSETTS INSTITUTE OF TECHNOLOGY
575718AA9
200000.00
PA
USD
325870.60
0.0266985004087
Long
DBT
CORP
US
N
2
2111-07-01
Fixed
5.60
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122DR6
200000.00
PA
USD
185517.51
0.0151994052748
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3131XVYU3
339105.07
OU
Other Units
USD
358508.88
0.0293725468919
Long
ABS-MBS
USGA
US
N
2
2047-01-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KYT58
108399.53
OU
Other Units
USD
113199.31
0.0092743924253
Long
ABS-MBS
USGA
US
N
2
2040-09-01
Fixed
2.50
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
LANDWIRTSCHAFTLICHE RENTENBANK
515110BV5
400000.00
PA
USD
428217.77
0.0350837795964
Long
DBT
CORP
DE
N
2
2023-11-14
Fixed
3.125
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP
89236THW8
200000.00
PA
USD
199125.17
0.0163142776078
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
0.80
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
31329KRZ9
161420.06
OU
Other Units
USD
171236.93
0.014029400767
Long
ABS-MBS
USGA
US
N
2
2033-06-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UCA8
218726.22
OU
Other Units
USD
233142.24
0.0191012880263
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAW1
1180000.00
PA
USD
1180184.38
0.0966922243116
Long
DBT
UST
US
N
2
2023-11-15
Fixed
0.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132ACYL8
230446.78
OU
Other Units
USD
241865.98
0.0198160219605
Long
ABS-MBS
USGA
US
N
2
2048-09-01
Fixed
3.00
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
BLACKSTONE SECURED LENDING FUND
09261LAB4
300000.00
PA
USD
316300.34
0.0259144112932
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
3.625
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122DN5
200000.00
PA
USD
198422.63
0.0162567186734
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.75
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RMG4
300000.00
PA
USD
286667.25
0.0234865793087
Long
DBT
CORP
US
Y
2
2057-12-01
Fixed
3.80
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QDXC3
345228.43
OU
Other Units
USD
358615.24
0.0293812609413
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
2.50
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368EA36
200000.00
PA
USD
200223.55
0.0164042676188
Long
DBT
CORP
CA
N
2
2023-12-08
Fixed
0.45
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAV3
2945000.00
PA
USD
2754495.31
0.2256751427094
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.875
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAP9
150000.00
PA
USD
157531.21
0.0129064944016
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.493
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137EAEY1
500000.00
PA
USD
498468.02
0.0408393657964
Long
DBT
UST
US
N
2
2023-10-16
Fixed
0.125
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A9UK1
53073.24
OU
Other Units
USD
55975.21
0.004586035583
Long
ABS-MBS
USGA
US
N
2
2033-02-01
Fixed
3.00
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDB2
400000.00
PA
USD
478995.18
0.0392439606672
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.75
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST
N/A
FORD CREDIT AUTO OWNER TRUST 2020-A
34528GAK2
200000.00
OU
Other Units
USD
201812.90
0.0165344826846
Long
ABS-MBS
CORP
US
N
2
2024-08-15
Fixed
1.04
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE CAPITAL INC
377372AE7
300000.00
PA
USD
437460.17
0.0358410072204
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.375
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDD5
200000.00
PA
USD
197618.87
0.0161908668086
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBD2
2900000.00
PA
USD
2899660.15
0.2375684633713
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.125
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VKN9
133585.95
OU
Other Units
USD
142939.78
0.0117110220276
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140KRM71
382139.05
OU
Other Units
USD
387318.25
0.0317328916935
Long
ABS-MBS
USGA
US
N
2
2035-11-01
Fixed
1.50
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAR5
225000.00
PA
USD
227361.40
0.0186276651861
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.377
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KYUU1
366727.44
OU
Other Units
USD
374778.21
0.0307054892121
Long
ABS-MBS
USGA
US
N
2
2041-01-01
Fixed
2.00
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
NUCOR CORP
670346AT2
200000.00
PA
USD
185291.62
0.0151808981611
Long
DBT
CORP
US
Y
2
2055-12-15
Fixed
2.979
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDE3
200000.00
PA
USD
191567.16
0.0156950516541
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122DQ8
200000.00
PA
USD
188777.65
0.0154665077662
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DKK7
137076.64
OU
Other Units
USD
144511.91
0.0118398262629
Long
ABS-MBS
USGA
US
N
2
2035-01-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DKJ0
195595.04
OU
Other Units
USD
204456.28
0.0167510541765
Long
ABS-MBS
USGA
US
N
2
2035-01-01
Fixed
2.50
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCZ0
300000.00
PA
USD
353730.93
0.0289810905898
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
4.625
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DV6F7
278256.80
OU
Other Units
USD
300175.14
0.0245932775094
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132D54U3
115714.56
OU
Other Units
USD
120946.03
0.0099090793443
Long
ABS-MBS
USGA
US
N
2
2035-03-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBB6
2950000.00
PA
USD
2832000.00
0.2320250834455
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.625
N
N
N
N
N
COUNCIL OF EUROPE
549300UYNXMI821WYG82
COUNCIL OF EUROPE DEVELOPMENT BANK
222213AR1
300000.00
PA
USD
312863.34
0.0256328187042
Long
DBT
CORP
XX
N
2
2023-02-13
Fixed
2.625
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJK6
250000.00
PA
USD
248461.70
0.0203564077244
Long
DBT
CORP
US
N
2
2026-10-24
Variable
1.197
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QEAE2
352814.91
OU
Other Units
USD
366495.90
0.0300269215324
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
2.50
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2020-A
44891LAD5
100000.00
OU
Other Units
USD
103433.45
0.0084742778486
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Fixed
1.72
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810ST6
2080000.00
PA
USD
1812850.00
0.1485263674167
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.375
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBU9
75000.00
PA
USD
70542.06
0.0057794941235
Long
DBT
CORP
US
N
2
2031-11-19
Variable
1.764
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
CHEVRON USA INC
166756AP1
200000.00
PA
USD
221096.97
0.0181144219328
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBV7
80000.00
PA
USD
73182.55
0.0059958288384
Long
DBT
CORP
US
N
2
2041-11-19
Variable
2.525
N
N
N
N
N
N
TECK RESOURCES LTD
T8KI5SQ2JRWHL7XY0E11
TECK RESOURCES LTD
878742BG9
300000.00
PA
USD
319089.08
0.0261428920951
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DW40
394615.70
OU
Other Units
USD
393241.27
0.0322181633072
Long
ABS-MBS
USGA
US
N
2
2041-02-01
Fixed
1.50
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
08576PAB7
150000.00
PA
USD
148849.50
0.0121952039753
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.57
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AZ7
200000.00
PA
USD
199149.81
0.0163162963571
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.30
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XBH2
200000.00
PA
USD
200009.95
0.0163867674218
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.60
N
N
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
ASIAN INFRASTRUCTURE INVESTMENT BANK/THE
04522KAB2
200000.00
PA
USD
198483.63
0.0162617163888
Long
DBT
CORP
XX
N
2
2025-05-28
Fixed
0.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X8EL7
386542.64
OU
Other Units
USD
401692.46
0.0329105672849
Long
ABS-MBS
USGA
US
N
2
2050-10-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HMZH0
253544.32
OU
Other Units
USD
272582.74
0.0223326387691
Long
ABS-MBS
USGA
US
N
2
2048-11-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X8KA4
290781.01
OU
Other Units
USD
293929.97
0.0240816122233
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
2.00
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XBK5
200000.00
PA
USD
182157.61
0.0149241294705
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.95
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
LENNAR CORP
526057BW3
100000.00
PA
USD
109497.00
0.0089710630515
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.875
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS CO
02361DAV2
200000.00
PA
USD
189242.61
0.0155046018279
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
1.55
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SS8
3130000.00
PA
USD
2678106.25
0.2194166052727
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.625
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X6XR7
121189.74
OU
Other Units
USD
129574.52
0.0106160094687
Long
ABS-MBS
USGA
US
N
2
2035-03-01
Fixed
3.50
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFV1
200000.00
PA
USD
179075.63
0.0146716235853
Long
DBT
CORP
US
N
2
2060-11-20
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VHU7
127117.93
OU
Other Units
USD
136044.61
0.0111461023967
Long
ABS-MBS
USGA
US
N
2
2050-03-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DLT7
285944.05
OU
Other Units
USD
299719.94
0.0245559830822
Long
ABS-MBS
USGA
US
N
2
2050-02-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140KUHT2
393255.90
OU
Other Units
USD
397518.49
0.0325685949199
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.00
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122DP0
200000.00
PA
USD
196170.34
0.0160721890918
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
1.125
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DRV6
331177.70
OU
Other Units
USD
346248.05
0.0283680200191
Long
ABS-MBS
USGA
US
N
2
2035-08-01
Fixed
2.50
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513EBY6
150000.00
PA
USD
197591.23
0.01618860227
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
7.20
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CM9
200000.00
PA
USD
198749.27
0.0162834802106
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.589
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFU3
200000.00
PA
USD
182318.19
0.0149372857515
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.875
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBZ1
385000.00
PA
USD
407904.92
0.0334195526486
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DGF3
108360.41
OU
Other Units
USD
113253.35
0.0092788199096
Long
ABS-MBS
USGA
US
N
2
2034-10-01
Fixed
2.50
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468U6
75000.00
PA
USD
70586.35
0.0057831227926
Long
DBT
CORP
US
N
2
2032-02-13
Variable
1.794
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJL4
250000.00
PA
USD
237382.33
0.0194486775871
Long
DBT
CORP
US
N
2
2031-10-24
Variable
1.922
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
BAIDU INC
056752AS7
200000.00
PA
USD
199826.47
0.0163717349492
Long
DBT
CORP
KY
N
2
2026-04-09
Fixed
1.72
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP
68902VAH0
300000.00
PA
USD
312164.56
0.0255755678258
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.056
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A9M87
542088.22
OU
Other Units
USD
568640.88
0.0465886114521
Long
ABS-MBS
USGA
US
N
2
2028-03-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAY7
2815000.00
PA
USD
2706468.55
0.221740321736
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.625
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214EQ2
200000.00
PA
USD
188460.43
0.0154405180073
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.963
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBA8
2800000.00
PA
USD
2789937.50
0.2285789128691
Long
DBT
NUSS
US
N
2
2023-12-15
Fixed
0.125
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
OWL ROCK CAPITAL CORP
69121KAE4
200000.00
PA
USD
207555.00
0.0170049315658
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.40
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468T9
75000.00
PA
USD
75102.85
0.0061531585587
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.56
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DUA8
453959.22
OU
Other Units
USD
463924.57
0.0380092291902
Long
ABS-MBS
USGA
US
N
2
2040-11-01
Fixed
2.00
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR CAPITAL CORP
302635AG2
200000.00
PA
USD
204706.75
0.0167715751238
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.40
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBJ9
3085000.00
PA
USD
2981845.31
0.2443018738963
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X8A98
297366.37
OU
Other Units
USD
312035.94
0.0255650300199
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DSK9
330530.45
OU
Other Units
USD
346597.80
0.028396674953
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132D53Q3
37760.08
OU
Other Units
USD
40377.38
0.0033081090973
Long
ABS-MBS
USGA
US
N
2
2034-09-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBG5
2000000.00
PA
USD
1999531.24
0.1638211168125
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.125
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368EDC3
600000.00
PA
USD
588322.99
0.0482011620224
Long
DBT
CORP
CA
N
2
2027-01-22
Variable
0.949
N
N
N
N
N
N
CONSOLIDATED EDISON INC
54930033SBW53OO8T749
CONSOLIDATED EDISON INC
209115AE4
200000.00
PA
USD
200053.63
0.0163903461138
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.65
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VMC1
303626.27
OU
Other Units
USD
315650.85
0.0258611987326
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
2.50
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER CO INC
025537AR2
200000.00
PA
USD
197715.61
0.0161987926937
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KYUK3
140130.40
OU
Other Units
USD
146508.41
0.0120033990309
Long
ABS-MBS
USGA
US
N
2
2040-11-01
Fixed
2.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UZS4
300541.27
OU
Other Units
USD
316488.47
0.0259298247391
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SW9
700000.00
PA
USD
666093.75
0.0545729018101
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.875
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VTV2
387557.24
OU
Other Units
USD
395836.11
0.0324307579285
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F012650
7050000.00
OU
Other Units
USD
6909826.12
0.5661204032794
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
1.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H020659
8575000.00
OU
Other Units
USD
8750519.45
0.7169279680714
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.00
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABL
N/A
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-1
80286NAG1
300000.00
OU
Other Units
USD
299309.34
0.0245223427222
Long
ABS-MBS
CORP
US
N
2
2026-11-16
Fixed
1.13
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY INC
15135UAF6
115000.00
PA
USD
145887.87
0.011952558337
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBM4
80000.00
PA
USD
73433.12
0.0060163579786
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5F42
367196.84
OU
Other Units
USD
382947.83
0.031374824227
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X9BX2
341489.56
OU
Other Units
USD
348982.57
0.0285920585894
Long
ABS-MBS
USGA
US
N
2
2041-01-01
Fixed
2.00
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BENCHMARK 2020-IG1 MORTGAGE TRUST
08162LAF7
500000.00
OU
Other Units
USD
517628.10
0.0424091465735
Long
ABS-MBS
CORP
US
N
2
2043-09-01
Variable
2.9086
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJN0
50000.00
PA
USD
51339.18
0.0042062067526
Long
DBT
CORP
US
N
2
2052-03-13
Variable
3.483
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F032658
8575000.00
OU
Other Units
USD
9129360.29
0.7479663075889
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
3.50
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDH6
300000.00
PA
USD
300807.75
0.0246451070956
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.40
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F020455
8100000.00
OU
Other Units
USD
8367363.34
0.6855360795137
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
2.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VHS2
325213.95
OU
Other Units
USD
340508.33
0.0278977661307
Long
ABS-MBS
USGA
US
N
2
2050-03-01
Fixed
3.00
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468X0
300000.00
PA
USD
284432.91
0.0233035203663
Long
DBT
CORP
US
N
2
2032-04-28
Variable
1.928
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DXQ0
99189.20
OU
Other Units
USD
98843.73
0.0080982431854
Long
ABS-MBS
USGA
US
N
2
2041-03-01
Fixed
1.50
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGC2
365000.00
PA
USD
369975.39
0.0303119953169
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VBF6
346479.32
OU
Other Units
USD
362769.59
0.0297216258443
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.00
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FBH3
230000.00
PA
USD
219599.69
0.0179917501401
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.45
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DWA60
393072.24
OU
Other Units
USD
408398.06
0.0334599554909
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.50
N
N
N
N
N
N
NEWMARKET CORP
54930082CG88ERDREQ47
NEWMARKET CORP
651587AG2
400000.00
PA
USD
394769.66
0.0323433839347
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
2.70
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK
4581X0DS4
200000.00
PA
USD
189333.74
0.015512068087
Long
DBT
CORP
XX
N
2
2031-01-13
Fixed
1.125
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYA6
150000.00
PA
USD
149484.01
0.0122471892281
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.431
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SU3
800000.00
PA
USD
727875.00
0.0596346248633
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.875
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3135G06L2
325000.00
PA
USD
322058.51
0.0263861767857
Long
DBT
UST
US
N
2
2026-12-18
Fixed
0.875
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
459058JR5
175000.00
PA
USD
167664.95
0.0137367492989
Long
DBT
CORP
XX
N
2
2031-02-10
Fixed
1.25
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
80281LAP0
300000.00
PA
USD
302769.97
0.0248058713114
Long
DBT
CORP
GB
N
2
2032-03-15
Variable
2.896
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
ELECTRONIC ARTS INC
285512AF6
200000.00
PA
USD
188959.58
0.0154814132476
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
2.95
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KJGE6
379956.73
OU
Other Units
USD
395278.08
0.0323850386639
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
2.50
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833ED8
175000.00
PA
USD
168814.43
0.0138309259207
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
1.65
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAPITAL CORP
24422EVK2
200000.00
PA
USD
198281.41
0.0162451485525
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.70
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UDJ5
200000.00
PA
USD
200065.30
0.0163913022341
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.45
N
N
N
N
N
N
TORONTO DOMINION BANK
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89114QCP1
300000.00
PA
USD
295268.78
0.0241913006067
Long
DBT
CORP
CA
N
2
2026-01-06
Fixed
0.75
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78015K7L2
300000.00
PA
USD
299174.73
0.0245113141571
Long
DBT
CORP
CA
N
2
2024-01-19
Fixed
0.425
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBU4
1000000.00
PA
USD
999531.25
0.0818913565281
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.125
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINANCIAL GROUP INC
86562MCD0
300000.00
PA
USD
294571.50
0.0241341726229
Long
DBT
CORP
JP
N
2
2026-01-12
Fixed
0.948
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBM2
2860000.00
PA
USD
2847487.50
0.2332939706206
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.125
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
500769JJ4
250000.00
PA
USD
247472.97
0.0202754013117
Long
DBT
CORP
DE
N
2
2026-01-22
Fixed
0.625
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FCUA4
388305.37
OU
Other Units
USD
409561.75
0.0335552963346
Long
ABS-MBS
USGA
US
N
2
2032-02-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DX80
397858.82
OU
Other Units
USD
403134.28
0.033028695253
Long
ABS-MBS
USGA
US
N
2
2036-04-01
Fixed
1.50
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525AE3
300000.00
PA
USD
308582.62
0.0252821003373
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
3.00
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAPITAL CORP
24422EVL0
300000.00
PA
USD
282666.61
0.0231588078292
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.45
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456BAT8
200000.00
PA
USD
192079.87
0.0157370578619
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.60
N
N
N
N
N
N
MCCORMICK & CO INC/MD
549300JQQA6MQ4OJP259
MCCORMICK & CO INC/MD
579780AS6
200000.00
PA
USD
190318.95
0.0155927861069
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
GENERAL MILLS INC
370334CM4
300000.00
PA
USD
285098.43
0.0233580462609
Long
DBT
CORP
US
Y
2
2051-02-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F052656
-450000.00
OU
Other Units
USD
-503876.95
-0.0412825181391
Short
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VTX8
75673.99
OU
Other Units
USD
79371.55
0.0065028921299
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
3.00
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINANCIAL GROUP INC
86562MCC2
300000.00
PA
USD
299519.21
0.0245395373212
Long
DBT
CORP
JP
N
2
2024-01-12
Fixed
0.508
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H050656
-475000.00
OU
Other Units
USD
-520273.44
-0.0426258786477
Short
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QF3P2
396842.63
OU
Other Units
USD
389312.75
0.0318963006021
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
1.50
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FBF7
200000.00
PA
USD
189019.91
0.0154863560701
Long
DBT
CORP
US
Y
2
2033-02-15
Fixed
2.60
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F022451
250000.00
OU
Other Units
USD
261269.53
0.0214057501765
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X83S4
393265.22
OU
Other Units
USD
397527.91
0.0325693666983
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3131XCLE5
445212.33
OU
Other Units
USD
465471.01
0.0381359286499
Long
ABS-MBS
USGA
US
N
2
2031-12-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DWBQ5
400000.00
OU
Other Units
USD
415510.67
0.0340426899291
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5GM1
56094.83
OU
Other Units
USD
60279.56
0.0049386899502
Long
ABS-MBS
USGA
US
N
2
2047-02-01
Fixed
3.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UZT2
367087.82
OU
Other Units
USD
389542.92
0.0319151583752
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QDXD1
363233.39
OU
Other Units
USD
377368.84
0.0309177389091
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
2.50
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBY1
400000.00
PA
USD
397801.61
0.0325917908739
Long
DBT
CORP
US
N
2
2025-02-16
Variable
0.563
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK/THE
500630DG0
300000.00
PA
USD
294726.82
0.0241468979534
Long
DBT
USGSE
KR
N
2
2026-07-19
Fixed
0.80
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DYX4
400000.00
OU
Other Units
USD
404335.39
0.0331271019084
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.00
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
ELECTRONIC ARTS INC
285512AE9
400000.00
PA
USD
381751.52
0.0312768108345
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
SANDS CHINA LTD
80007RAL9
200000.00
PA
USD
213850.00
0.017520679412
Long
DBT
CORP
KY
N
2
2030-06-18
Fixed
4.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140KVXP0
395360.02
OU
Other Units
USD
399641.18
0.0327425064045
Long
ABS-MBS
USGA
US
N
2
2051-01-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DZG0
350000.00
OU
Other Units
USD
347046.98
0.0284334761631
Long
ABS-MBS
USGA
US
N
2
2041-05-01
Fixed
1.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H032654
4763000.00
OU
Other Units
USD
5052687.18
0.4139654535889
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133AJPG2
397466.12
OU
Other Units
USD
401774.10
0.0329172560306
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2.00
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271AX7
400000.00
PA
USD
375755.93
0.0307855935781
Long
DBT
CORP
US
N
2
2051-05-18
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DWBP7
400000.00
OU
Other Units
USD
404331.52
0.0331267848402
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBE0
2885000.00
PA
USD
2873054.31
0.2353886532561
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.125
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F030454
100000.00
OU
Other Units
USD
105380.20
0.008633774611
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
3.00
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP
125523CM0
80000.00
PA
USD
79076.59
0.0064787261275
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.375
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FQJZ7
400000.00
OU
Other Units
USD
433329.24
0.0355025611124
Long
ABS-MBS
USGA
US
N
2
2034-10-01
Fixed
2.859
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271AW9
500000.00
PA
USD
475427.42
0.0389516549427
Long
DBT
CORP
US
N
2
2032-05-18
Fixed
2.00
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA/NY
21688AAQ5
300000.00
PA
USD
299241.28
0.0245167665827
Long
DBT
CORP
NL
N
2
2024-01-12
Fixed
0.375
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGK4
190000.00
PA
USD
194916.96
0.0159694999678
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBR1
2815000.00
PA
USD
2810381.65
0.2302538971946
Long
DBT
UST
US
N
2
2024-03-15
Fixed
0.25
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBS9
3010000.00
PA
USD
3001534.38
0.2459149946978
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FBJ9
200000.00
PA
USD
193353.37
0.0158413954126
Long
DBT
CORP
US
Y
2
2041-02-15
Fixed
3.50
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS INC
177376AG5
400000.00
PA
USD
396668.99
0.0324989955879
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X9WD3
351267.31
OU
Other Units
USD
375169.08
0.0307375130978
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DXR8
347181.02
OU
Other Units
USD
354802.27
0.0290688652201
Long
ABS-MBS
USGA
US
N
2
2041-03-01
Fixed
2.00
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
80281LAN5
300000.00
PA
USD
300819.53
0.0246460722282
Long
DBT
CORP
GB
N
2
2025-03-15
Variable
1.089
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X8TA5
391796.06
OU
Other Units
USD
398403.91
0.032641137169
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133AADV1
384938.89
OU
Other Units
USD
389111.27
0.0318797933938
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
2.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBN0
2955000.00
PA
USD
2953903.43
0.2420126023431
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.125
N
N
N
N
N
N
MCCORMICK & CO INC/MD
549300JQQA6MQ4OJP259
MCCORMICK & CO INC/MD
579780AR8
200000.00
PA
USD
195998.78
0.016058133222
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.90
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY INC
15135UAS8
200000.00
PA
USD
227563.01
0.0186441830453
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.375
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818FR4
55000.00
PA
USD
57197.66
0.0046861906194
Long
DBT
CORP
US
Y
2
2071-04-06
Fixed
3.799
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
01N042658
-100000.00
OU
Other Units
USD
-111173.95
-0.0091084551644
Short
ABS-MBS
USGA
US
N
2
2051-05-15
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DVLS2
398064.46
OU
Other Units
USD
402929.76
0.0330119389783
Long
ABS-MBS
USGA
US
N
2
2051-03-01
Fixed
2.00
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XBM1
300000.00
PA
USD
303829.44
0.0248926734354
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.70
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468W2
300000.00
PA
USD
299904.55
0.0245711081354
Long
DBT
CORP
US
N
2
2024-01-25
Variable
0.529
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RD63
235789.30
OU
Other Units
USD
250668.42
0.0205372037668
Long
ABS-MBS
USGA
US
N
2
2045-05-01
Fixed
3.00
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
683234AS7
200000.00
PA
USD
196925.85
0.0161340878456
Long
DBT
USGSE
CA
N
2
2026-01-21
Fixed
0.625
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EG1
215000.00
PA
USD
197675.41
0.0161954991173
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.80
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KKQX0
387188.52
OU
Other Units
USD
402202.40
0.0329523465473
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
2.50
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XBL3
300000.00
PA
USD
301995.43
0.0247424134342
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.60
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133ADUS3
391199.55
OU
Other Units
USD
395435.78
0.0323979589872
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A5DN2
142889.72
OU
Other Units
USD
151283.97
0.0123946595209
Long
ABS-MBS
USGA
US
N
2
2045-04-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBH3
3640000.00
PA
USD
3568195.32
0.2923413901388
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.375
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DU75
391870.44
OU
Other Units
USD
397061.31
0.0325311382718
Long
ABS-MBS
USGA
US
N
2
2035-12-01
Fixed
1.50
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
ASIAN INFRASTRUCTURE INVESTMENT BANK/THE
04522KAD8
250000.00
PA
USD
245533.89
0.0201165329505
Long
DBT
CORP
XX
N
2
2026-01-27
Fixed
0.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBT7
2960000.00
PA
USD
2948668.76
0.2415837270806
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GXP4
300000.00
PA
USD
300204.56
0.024595687883
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
0.481
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UDK2
300000.00
PA
USD
304247.08
0.0249268905808
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
3.30
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAL6
300000.00
PA
USD
297769.84
0.024396211855
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.70
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F022659
22925000.00
OU
Other Units
USD
23784687.27
1.9486737459564
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KH5E2
374094.88
OU
Other Units
USD
388601.03
0.0318379895525
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140KFK79
389198.05
OU
Other Units
USD
404289.85
0.0331233708271
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132A47F9
404728.20
OU
Other Units
USD
431046.12
0.0353155056362
Long
ABS-MBS
USGA
US
N
2
2042-08-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F040651
4425000.00
OU
Other Units
USD
4754368.68
0.3895242901511
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBP5
3055000.00
PA
USD
3024927.34
0.2478315743221
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.125
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AS2
60000.00
PA
USD
62451.93
0.0051166717053
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.60
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBP7
105000.00
PA
USD
96822.12
0.0079326131611
Long
DBT
CORP
US
N
2
2061-02-04
Fixed
4.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBL4
3795000.00
PA
USD
3624521.47
0.2969561781521
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.125
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CF9
360000.00
PA
USD
360124.48
0.0295049126139
Long
DBT
CORP
US
N
2
2062-03-17
Fixed
3.041
N
N
N
N
N
N
FANNIEMAE-ACES
B1V7KEBTPIMZEU4LTD58
FANNIE MAE-ACES
3136B75M9
400000.00
OU
Other Units
USD
424611.52
0.0347883203954
Long
ABS-MBS
USGA
US
N
2
2029-10-01
Fixed
2.444
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F012452
3350000.00
OU
Other Units
USD
3391744.18
0.2778847903921
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
1.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBQ3
4400000.00
PA
USD
4334343.73
0.35511174634
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FBG5
200000.00
PA
USD
193574.30
0.0158594961548
Long
DBT
CORP
US
Y
2
2051-02-15
Fixed
3.75
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785JK3
250000.00
PA
USD
243921.22
0.0199844072827
Long
DBT
CORP
XX
N
2
2026-03-26
Fixed
0.375
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F032450
500000.00
OU
Other Units
USD
534785.16
0.0438148204005
Long
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
3.50
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCE3
205000.00
PA
USD
208584.17
0.0170892512181
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QFRS0
390975.57
OU
Other Units
USD
383556.97
0.0314247309217
Long
ABS-MBS
USGA
US
N
2
2050-11-01
Fixed
1.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H030658
6200000.00
OU
Other Units
USD
6488203.22
0.5315769398066
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
01N032659
-225000.00
OU
Other Units
USD
-238060.55
-0.0195042439897
Short
ABS-MBS
USGA
US
N
2
2051-05-15
Fixed
3.50
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825CBD5
65000.00
PA
USD
81084.46
0.006643230437
Long
DBT
CORP
US
Y
2
2048-08-15
Fixed
4.85
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F042459
-50000.00
OU
Other Units
USD
-52449.22
-0.0042971520646
Short
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
4.50
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBL6
85000.00
PA
USD
80035.95
0.0065573262632
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F040453
-200000.00
OU
Other Units
USD
-213335.94
-0.017478562599
Short
ABS-MBS
USGA
US
N
2
2036-05-01
Fixed
4.00
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCB9
210000.00
PA
USD
219970.15
0.0180221018394
Long
DBT
CORP
US
N
2
2061-03-25
Fixed
4.10
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61772BAB9
300000.00
PA
USD
301580.10
0.0247083855466
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.593
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
045167FC2
200000.00
PA
USD
200449.09
0.0164227460571
Long
DBT
CORP
XX
N
2
2026-04-14
Fixed
1.00
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DQ0
600000.00
PA
USD
598533.32
0.0490376919201
Long
DBT
CORP
US
N
2
2041-05-05
Fixed
2.875
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAQ3
300000.00
PA
USD
306375.00
0.0251012305581
Long
DBT
USGSE
MX
N
2
2041-08-14
Fixed
4.28
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EE6
80000.00
PA
USD
75347.03
0.0061731641677
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.375
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H022655
12650000.00
OU
Other Units
USD
13150070.19
1.077382109163
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.50
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DP2
300000.00
PA
USD
300326.65
0.0246056906875
Long
DBT
CORP
US
N
2
2032-01-05
Fixed
2.25
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H042653
-275000.00
OU
Other Units
USD
-297671.71
-0.0243881720876
Short
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCMP8
349654.37
OU
Other Units
USD
367128.81
0.0300787756975
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.00
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FBL4
300000.00
PA
USD
303619.95
0.0248755099698
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.469
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DL1
200000.00
PA
USD
195763.05
0.0160388199194
Long
DBT
CORP
US
N
2
2051-03-05
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F020653
39750000.00
OU
Other Units
USD
40147499.60
3.2892750511374
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
2.00
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYC2
300000.00
PA
USD
303294.71
0.0248488631343
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJW0
170000.00
PA
USD
173702.42
0.0142313977737
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.311
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
459058JV6
300000.00
PA
USD
299494.70
0.0245375292228
Long
DBT
CORP
XX
N
2
2023-04-20
Fixed
0.125
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61772BAC7
300000.00
PA
USD
304433.74
0.02494218359
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.217
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EB2
230000.00
PA
USD
227292.30
0.0186220038397
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
0.70
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYB4
300000.00
PA
USD
301727.17
0.0247204349565
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.615
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133AER55
392625.90
OU
Other Units
USD
396877.50
0.0325160787624
Long
ABS-MBS
USGA
US
N
2
2051-01-01
Fixed
2.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VZQ6
399196.27
OU
Other Units
USD
407606.43
0.0333950974342
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.00
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCC8
300000.00
PA
USD
301478.57
0.0247000672179
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.58
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCB0
300000.00
PA
USD
301460.51
0.0246985875664
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.578
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJT7
225000.00
PA
USD
227892.29
0.018671160877
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.687
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
459058JW4
300000.00
PA
USD
299973.49
0.0245767563731
Long
DBT
CORP
XX
N
2
2028-04-20
Fixed
1.375
N
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
OMNICOM GROUP INC
681919BD7
300000.00
PA
USD
299692.13
0.0245537046155
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.60
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QHFZ3
395113.60
OU
Other Units
USD
408714.26
0.0334858616814
Long
ABS-MBS
USGA
US
N
2
2036-02-01
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KLRF6
399862.32
OU
Other Units
USD
404396.26
0.033132088973
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F030652
6625000.00
OU
Other Units
USD
6939687.57
0.5685669447441
Long
ABS-MBS
USGA
US
N
2
2051-05-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828Z94
2565000.00
PA
USD
2557585.56
0.2095423739329
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50
N
N
N
N
N
DREYFUS INSTITUTIONAL PREFERRE
549300RBWL04JG8SIX57
Dreyfus Institutional Preferred Government Plus Money Market Fund
N/A
151230325.09
OU
Other Units
USD
151230325.09
12.3902644062529
Long
STIV
RF
US
N
1
2099-12-01
Variable
0.048766
N
N
N
N
N
N
99VVB9HH4
N/A
DREYFUS INST PREF GOVT PLUS MMF - SL #4134
99VVB9HH4
29182879.48
OU
Other Units
USD
29182879.48
2.3909463441133
Long
RF
US
N
1
N
N
2021-06-22
BNY Mellon Advantage Funds, Inc.
James Windels
James Windels
Fund Treasurer