0001752724-20-030284.txt : 20200221
0001752724-20-030284.hdr.sgml : 20200221
20200221162412
ACCESSION NUMBER: 0001752724-20-030284
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200221
PERIOD START: 20191231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MAINSTAY VP FUNDS TRUST
CENTRAL INDEX KEY: 0000887340
IRS NUMBER: 133186036
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03833-01
FILM NUMBER: 20640349
BUSINESS ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
BUSINESS PHONE: 2125767000
MAIL ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
FORMER COMPANY:
FORMER CONFORMED NAME: MAINSTAY VP SERIES FUND INC
DATE OF NAME CHANGE: 20010518
FORMER COMPANY:
FORMER CONFORMED NAME: NEW YORK LIFE MFA SERIES FUND INC
DATE OF NAME CHANGE: 19920929
0000887340
S000057212
MainStay VP Indexed Bond Portfolio
C000182232
Initial Class
C000182233
Service Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000887340
XXXXXXXX
S000057212
C000182232
C000182233
MAINSTAY VP FUNDS TRUST
811-03833-01
0000887340
549300AG6K4RXYNOVN04
51 MADISON AVE
NEW YORK
10010
212-576-7000
MainStay VP Indexed Bond Portfolio
S000057212
549300R9H825LXJSNU29
2019-12-31
2019-12-31
N
548952846.16
10431529.52
538521316.64
0
0
0
0
0
0
0
0
0
0
0
0
0
273571.06
USD
UST
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZ29
106917.40000000
PA
USD
109429.93000000
0.020320445378
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GUMA2
831090.10000000
PA
USD
862967.95000000
0.160247686272
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCV2
500000.00000000
PA
USD
523745.00000000
0.097256131524
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.10000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8E80
150753.45000000
PA
USD
154834.28000000
0.028751745792
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FEHN7
190143.29000000
PA
USD
194737.80000000
0.036161576892
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBG2
2380000.00000000
PA
USD
2541840.00000000
0.472003599757
Long
DBT
NUSS
MX
N
2
2026-01-21
Fixed
4.13000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687CM6
615000.00000000
PA
USD
633538.46000000
0.117644082123
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WENC9
911047.62000000
PA
USD
969982.45000000
0.180119601588
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZH0
210754.90000000
PA
USD
219002.97000000
0.040667465378
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QBC1
445000.00000000
PA
USD
447556.77000000
0.083108459437
Long
DBT
CORP
CA
N
2
2020-12-14
Fixed
2.50000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YAH2
218000.00000000
PA
USD
293173.58000000
0.054440478202
Long
DBT
CORP
GB
N
2
2036-09-30
Fixed
5.88000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JJ0
390000.00000000
PA
USD
414235.77000000
0.076920960638
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JU6
170000.00000000
PA
USD
210638.36000000
0.039114210244
Long
DBT
CORP
US
N
2
2045-07-30
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0T45
300000.00000000
PA
USD
301932.98000000
0.056067043340
Long
DBT
USGSE
US
N
2
2022-04-05
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FUP36
29874.11000000
PA
USD
31518.07000000
0.005852706109
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
SUMITOMO MITSUI BANKING
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
865622BV5
1355000.00000000
PA
USD
1360223.47000000
0.252584889022
Long
DBT
CORP
JP
N
2
2020-07-23
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335CC28
251422.31000000
PA
USD
269301.85000000
0.050007649034
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJY38
30819.95000000
PA
USD
32711.16000000
0.006074255371
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.50000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2018-B6 Mortgage Trust
08162CAC4
900000.00000000
PA
USD
993352.41000000
0.184459255243
Long
ABS-MBS
CORP
US
N
2
2051-10-10
Fixed
4.00000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AS6
100000.00000000
PA
USD
104767.55000000
0.019454670922
Long
DBT
CORP
US
N
2
2025-07-30
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYT8
87491.30000000
PA
USD
91408.49000000
0.016973978034
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMXE8
448268.40000000
PA
USD
453702.01000000
0.084249591609
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31294UAJ2
210395.88000000
PA
USD
216036.67000000
0.040116642243
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGU8
500000.00000000
PA
USD
600447.82000000
0.111499359718
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030617
1000000.00000000
PA
USD
1027382.81000000
0.190778485132
Long
ABS-MBS
USGA
US
N
2
2050-01-21
Fixed
3.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CM5
380000.00000000
PA
USD
380724.00000000
0.070698037057
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAZ3
250000.00000000
PA
USD
267673.92000000
0.049705352737
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.59000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDQ2
250000.00000000
PA
USD
299022.31000000
0.055526550344
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SWY9
112030.93000000
PA
USD
116498.72000000
0.021633074940
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RS83
840593.30000000
PA
USD
868387.90000000
0.161254136682
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUW5
421026.75000000
PA
USD
438839.79000000
0.081489771424
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FCRM2
152806.77000000
PA
USD
158698.71000000
0.029469345984
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUV7
896690.28000000
PA
USD
929385.87000000
0.172581073633
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LRG9
857227.47000000
PA
USD
882724.06000000
0.163916270855
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y0M80
682041.71000000
PA
USD
699784.37000000
0.129945528315
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
3.00000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EL3
565000.00000000
PA
USD
731876.62000000
0.135904856016
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284R8
300000.00000000
PA
USD
317777.34000000
0.059009240708
Long
DBT
UST
US
N
2
2025-05-31
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HNVR0
175664.18000000
PA
USD
189154.39000000
0.035124772995
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAF5
210000.00000000
PA
USD
283656.22000000
0.052673164689
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.63000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BG5
450000.00000000
PA
USD
480055.82000000
0.089143327323
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E2F55
150948.44000000
PA
USD
157581.53000000
0.029261892729
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
N/A
PPL Electric Utilities Corp
69351UAU7
100000.00000000
PA
USD
111211.52000000
0.020651275365
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.95000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AD5
65000.00000000
PA
USD
70476.62000000
0.013087062261
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
3.63000000
N
N
N
N
N
N
BARRICK NA FINANCE LLC
N/A
Barrick North America Finance LLC
06849RAG7
100000.00000000
PA
USD
123351.92000000
0.022905670804
Long
DBT
CORP
US
N
2
2041-05-30
Fixed
5.70000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BD8
50000.00000000
PA
USD
52945.04000000
0.009831558819
Long
DBT
CORP
US
N
2
2023-11-29
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2R7
167338.05000000
PA
USD
176002.31000000
0.032682514983
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EH7
705000.00000000
PA
USD
722554.77000000
0.134173847473
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.75000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAN3
210000.00000000
PA
USD
235600.48000000
0.043749517933
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
405000.00000000
PA
USD
479935.69000000
0.089121019942
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAF5
210000.00000000
PA
USD
249890.78000000
0.046403136195
Long
DBT
CORP
CA
N
2
2036-12-01
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9SE4
756111.93000000
PA
USD
785888.98000000
0.145934609404
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR20 XCBT 20200320
000000000
57.00000000
NC
USD
-66897.76000000
-0.01242249061
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYH0 Comdty
2020-03-20
7386944.64
USD
-66897.76
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284D9
100000.00000000
PA
USD
102773.44000000
0.019084377316
Long
DBT
UST
US
N
2
2023-03-31
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8SL0
323751.67000000
PA
USD
328506.14000000
0.061001510961
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7XC4
707223.97000000
PA
USD
725026.71000000
0.134632871085
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132J4HV4
142356.06000000
PA
USD
147109.43000000
0.027317290041
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLU7
166953.68000000
PA
USD
176728.37000000
0.032817339729
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283L2
3375000.00000000
PA
USD
3382382.81000000
0.628087079468
Long
DBT
UST
US
N
2
2020-12-15
Fixed
1.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2M8
80825.62000000
PA
USD
81178.83000000
0.015074394920
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
1550000.00000000
PA
USD
1875015.63000000
0.348178534825
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285U0
150000.00000000
PA
USD
155595.70000000
0.028893136667
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGC93
346301.59000000
PA
USD
361210.51000000
0.067074505472
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4W7
1160420.82000000
PA
USD
1209311.36000000
0.224561465374
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKRH0
250255.66000000
PA
USD
262608.88000000
0.048764806867
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XSE22
706786.43000000
PA
USD
743954.36000000
0.138147615890
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZ80
872468.09000000
PA
USD
899424.87000000
0.167017505567
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8GH0
989968.18000000
PA
USD
1019071.84000000
0.189235190606
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5K9
204673.89000000
PA
USD
211185.91000000
0.039215886813
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
440000.00000000
PA
USD
473877.62000000
0.087996074687
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0Q22
1650000.00000000
PA
USD
1647046.53000000
0.305846115855
Long
DBT
USGSE
US
N
2
2026-09-24
Fixed
1.88000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CG1
330000.00000000
PA
USD
339183.87000000
0.062984297839
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFR8
6894288.08000000
PA
USD
7091658.31000000
1.316876062445
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AJ0
650000.00000000
PA
USD
667269.62000000
0.123907745038
Long
DBT
NUSS
CA
N
2
2026-04-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9R95
217928.52000000
PA
USD
229812.99000000
0.042674817671
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y0KF6
582789.26000000
PA
USD
603921.57000000
0.112144413106
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMXS7
238094.31000000
PA
USD
244864.13000000
0.045469719105
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZJ6
403698.80000000
PA
USD
426062.86000000
0.079117176393
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J55X3
280555.61000000
PA
USD
299683.14000000
0.055649262292
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCD5
125000.00000000
PA
USD
145414.91000000
0.027002628402
Long
DBT
CORP
US
N
2
2048-03-27
Fixed
4.42000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
210000.00000000
PA
USD
224386.23000000
0.041667102687
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMWV1
34939.71000000
PA
USD
35932.44000000
0.006672426678
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5M8
616429.94000000
PA
USD
635736.64000000
0.118052270236
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3A6
800167.28000000
PA
USD
833673.19000000
0.154807834757
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406HDA4
410000.00000000
PA
USD
426451.20000000
0.079189288673
Long
DBT
CORP
US
N
2
2025-02-24
Fixed
3.00000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAH4
375000.00000000
PA
USD
375862.46000000
0.069795279849
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
2.85000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAC4
375000.00000000
PA
USD
413020.97000000
0.076695379966
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FH5
165000.00000000
PA
USD
179978.68000000
0.033420901724
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFJ6
2370545.38000000
PA
USD
2430995.90000000
0.451420551960
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
3.00000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd/New York
63254AAW8
335000.00000000
PA
USD
338967.58000000
0.062944134155
Long
DBT
CORP
AU
N
2
2022-05-22
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307TD57
364662.69000000
PA
USD
369072.29000000
0.068534388258
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAY4
100000.00000000
PA
USD
105826.82000000
0.019651370657
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.60000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AU2
430000.00000000
PA
USD
459175.56000000
0.085265995200
Long
DBT
CORP
AU
N
2
2023-09-30
Fixed
3.85000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAP4
440000.00000000
PA
USD
451493.67000000
0.083839516849
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
3.20000000
N
N
N
N
N
N
iShares Short-Term Corporate Bond ETF
549300T14S5IX7V5T008
iShares Short-Term Corporate Bond ETF
464288646
54601.00000000
NS
USD
2928251.63000000
0.543757793706
Long
EC
RF
US
N
1
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y1W95
714870.06000000
PA
USD
736540.92000000
0.136770987004
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GL9
915000.00000000
PA
USD
948728.58000000
0.176172892452
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.38000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBC9
255000.00000000
PA
USD
264549.19000000
0.049125110153
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.20000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAK4
260000.00000000
PA
USD
301985.96000000
0.056076881391
Long
DBT
CORP
US
N
2
2045-11-20
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAD4
300000.00000000
PA
USD
318515.91000000
0.059146388482
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.47000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
570000.00000000
PA
USD
588283.17000000
0.109240461207
Long
DBT
NUSS
XX
N
2
2027-05-24
Fixed
2.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMXT5
222745.28000000
PA
USD
232129.27000000
0.043104936207
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EC31
220000.00000000
PA
USD
266479.00000000
0.049483463656
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184NEP2
56412.91000000
PA
USD
58712.51000000
0.010902541493
Long
ABS-MBS
USGA
US
N
2
2045-04-15
Fixed
3.50000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CZ8
368000.00000000
PA
USD
421051.00000000
0.078186505712
Long
DBT
US
N
2
2046-11-30
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YM6
3100000.00000000
PA
USD
3074207.04000000
0.570860789537
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CKH8
182128.11000000
PA
USD
200292.23000000
0.037192999387
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.00000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FAV5
705000.00000000
PA
USD
706485.16000000
0.131189822606
Long
DBT
CORP
US
N
2
2021-05-10
Fixed
2.05000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Z8
2875000.00000000
PA
USD
2884096.67000000
0.535558497107
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BF3
255000.00000000
PA
USD
267269.57000000
0.049630267501
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ESC63
218051.06000000
PA
USD
225063.65000000
0.041792895294
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
3.00000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BW3
210000.00000000
PA
USD
231103.69000000
0.042914492492
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C8
92936YAC5
200000.00000000
PA
USD
203682.04000000
0.037822465649
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS54
75537.63000000
PA
USD
79282.20000000
0.014722202733
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YPL5
40593.50000000
PA
USD
44750.77000000
0.008309934744
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
7900000.00000000
PA
USD
9119562.50000000
1.693445035175
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJYD6
165251.44000000
PA
USD
174794.33000000
0.032458200743
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJ4N8
323167.36000000
PA
USD
336120.01000000
0.062415358429
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AQ4
210000.00000000
PA
USD
226023.44000000
0.041971122222
Long
DBT
CORP
US
N
2
2028-03-07
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRD8
76543.50000000
PA
USD
80478.25000000
0.014944301648
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
2125000.00000000
PA
USD
2210249.03000000
0.410429255389
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.38000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust 2018-1
05586CAC8
200000.00000000
PA
USD
201818.42000000
0.037476403210
Long
ABS-O
CORP
US
N
2
2021-07-20
Fixed
3.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EM4D0
987198.82000000
PA
USD
1015496.45000000
0.188571263313
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGR5
300000.00000000
PA
USD
301827.55000000
0.056047465657
Long
DBT
CORP
US
N
2
2020-12-07
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8KT9
199607.23000000
PA
USD
212930.35000000
0.039539818280
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HMPL2
484067.87000000
PA
USD
522361.12000000
0.096999153767
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
61690KAE2
300000.00000000
PA
USD
305456.34000000
0.056721308992
Long
ABS-MBS
CORP
US
N
2
2046-02-15
Fixed
2.92000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFB9
335000.00000000
PA
USD
339714.73000000
0.063082875181
Long
DBT
CORP
US
N
2
2022-02-17
Fixed
2.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36196PSJ2
393453.04000000
PA
USD
421965.14000000
0.078356255724
Long
ABS-MBS
USGA
US
N
2
2047-08-15
Fixed
4.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFC9
355000.00000000
PA
USD
366613.27000000
0.068077763808
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHBQ4
329624.28000000
PA
USD
348257.03000000
0.064669126223
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER2Y5
208298.55000000
PA
USD
217255.91000000
0.040343047394
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132J4DY2
85175.29000000
PA
USD
91605.55000000
0.017010570829
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
5.50000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BY5
255000.00000000
PA
USD
266056.61000000
0.049405028506
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F0JC9
322654.92000000
PA
USD
335371.05000000
0.062276281297
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HF4
2730000.00000000
PA
USD
2757080.59000000
0.511972414982
Long
DBT
CORP
DE
N
2
2022-03-07
Fixed
2.13000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AD5
255000.00000000
PA
USD
281550.99000000
0.052282236802
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3E8
80124.01000000
PA
USD
83354.89000000
0.015478475489
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWG5
525000.00000000
PA
USD
526100.67000000
0.097693564533
Long
DBT
CORP
US
N
2
2020-12-27
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZ94
410306.09000000
PA
USD
431873.87000000
0.080196244169
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TDK8
290000.00000000
PA
USD
292851.38000000
0.054380647701
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4S6
475752.32000000
PA
USD
503151.58000000
0.093432063774
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GL5
82034.18000000
PA
USD
86183.87000000
0.016003799169
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132M9GP3
204195.08000000
PA
USD
216150.25000000
0.040137733330
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RW3
600000.00000000
PA
USD
617211.30000000
0.114612231852
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMWB5
264352.65000000
PA
USD
271860.99000000
0.050482865134
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8FG1
241078.83000000
PA
USD
247023.39000000
0.045870680020
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FT0
1900000.00000000
PA
USD
2522398.43000000
0.468393423260
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQA5
306218.71000000
PA
USD
317893.61000000
0.059030831311
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409GGY6
99994.37000000
PA
USD
112179.88000000
0.020831093688
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.50000000
N
N
N
N
N
N
RAYTHEON COMPANY
YR6K3WJN0KKLUPZSNL57
Raytheon Co
755111BY6
255000.00000000
PA
USD
267800.09000000
0.049728781707
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.15000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GL1
1000000.00000000
PA
USD
1046895.55000000
0.194401877446
Long
DBT
NUSS
XX
N
2
2023-09-27
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ73
238970.89000000
PA
USD
253889.60000000
0.047145691759
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
3500000.00000000
PA
USD
3868183.59000000
0.718297209502
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BU9
349000.00000000
PA
USD
439584.63000000
0.081628083497
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.63000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAC6
405000.00000000
PA
USD
416772.99000000
0.077392106333
Long
DBT
CORP
US
N
2
2022-12-14
Fixed
2.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286S4
200000.00000000
PA
USD
207046.88000000
0.038447295139
Long
DBT
UST
US
N
2
2026-04-30
Fixed
2.38000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3D0
975881.10000000
PA
USD
996674.98000000
0.185076235462
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.00000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BN7
40000.00000000
PA
USD
45826.18000000
0.008509631575
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.80000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust 2018-3
02007JAC1
99000.00000000
PA
USD
99768.09000000
0.018526302843
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJWY0
229845.90000000
PA
USD
232607.05000000
0.043193656929
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSF3
805237.87000000
PA
USD
828456.62000000
0.153839150726
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184CR49
37316.72000000
PA
USD
38809.65000000
0.007206706364
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.50000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769GP3
830000.00000000
PA
USD
829443.07000000
0.154022328247
Long
DBT
CORP
DE
N
2
2020-04-20
Fixed
1.50000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CH4
445000.00000000
PA
USD
455057.42000000
0.084501282667
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.00000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C6
12532AAZ2
300000.00000000
PA
USD
311341.83000000
0.057814207233
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.22000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TJX4
1427850.09000000
PA
USD
1476246.64000000
0.274129657338
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYG3
144391.76000000
PA
USD
149863.04000000
0.027828617989
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.50000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AL5
100000.00000000
PA
USD
130131.24000000
0.024164547619
Long
DBT
CORP
CA
N
2
2038-03-15
Fixed
6.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T4N2
385046.76000000
PA
USD
397893.18000000
0.073886245113
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJWV8
456756.42000000
PA
USD
477160.65000000
0.088605712579
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282U3
650000.00000000
PA
USD
655611.33000000
0.121742874375
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQR9
412008.77000000
PA
USD
432694.26000000
0.080348585400
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GQ4
444837.29000000
PA
USD
466954.93000000
0.086710574971
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BB9
300000.00000000
PA
USD
308011.23000000
0.057195735894
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RS91
542359.22000000
PA
USD
565449.37000000
0.105000369071
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.50000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AN3
300000.00000000
PA
USD
309447.47000000
0.057462436571
Long
DBT
CORP
US
N
2
2021-08-23
Fixed
3.75000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BD2
270000.00000000
PA
USD
282969.10000000
0.052545570854
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR20 XCBT 20200320
000000000
-18.00000000
NC
USD
110638.21000000
0.020544815326
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNH0 Comdty
2020-03-20
-3380450.71
USD
110638.21
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBC2
70000.00000000
PA
USD
73683.50000000
0.013682559579
Long
DBT
CORP
US
N
2
2023-11-14
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXV2
337304.83000000
PA
USD
350383.66000000
0.065064027954
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RLS6
165864.21000000
PA
USD
179226.95000000
0.033281310221
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
5.00000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAT5
250000.00000000
PA
USD
294227.46000000
0.054636177047
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.25000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AD0
440000.00000000
PA
USD
620607.91000000
0.115242960830
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BPZ3
76470.06000000
PA
USD
78355.49000000
0.014550118552
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BW9
745000.00000000
PA
USD
905376.60000000
0.168122704157
Long
DBT
CORP
US
N
2
2036-02-23
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CLH5
751831.46000000
PA
USD
789751.25000000
0.146651808498
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAK1
240000.00000000
PA
USD
249035.03000000
0.046244228836
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJL82
370562.77000000
PA
USD
391415.86000000
0.072683447786
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132ADXY9
778845.20000000
PA
USD
819308.08000000
0.152140324752
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHZP0
138305.81000000
PA
USD
145797.97000000
0.027073760219
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FJ1
120000.00000000
PA
USD
123014.96000000
0.022843099464
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAR7
95000.00000000
PA
USD
135984.69000000
0.025251496235
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
5.95000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAD1
180000.00000000
PA
USD
182662.95000000
0.033919353673
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
665000.00000000
PA
USD
699100.59000000
0.129818554697
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQZ3
103433.84000000
PA
USD
114226.32000000
0.021211104643
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3D4
143627.43000000
PA
USD
149571.95000000
0.027774564418
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAT2
800000.00000000
PA
USD
877173.20000000
0.162885511287
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
3.99000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBK5
405000.00000000
PA
USD
449046.94000000
0.083385174574
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.38000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ADP6
970000.00000000
PA
USD
990623.99000000
0.183952604918
Long
DBT
NUSS
CA
N
2
2026-04-27
Fixed
2.50000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CE6
500000.00000000
PA
USD
500159.20000000
0.092876397747
Long
DBT
NUSS
KR
N
2
2020-05-18
Fixed
2.25000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AK1
210000.00000000
PA
USD
265523.23000000
0.049305983216
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282W9
950000.00000000
PA
USD
957236.33000000
0.177752727779
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.88000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WCJ4
405000.00000000
PA
USD
553633.19000000
0.102806179234
Long
DBT
CORP
NL
N
2
2041-05-24
Fixed
5.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
510000.00000000
PA
USD
535573.32000000
0.099452575682
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.42000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EN9
25000.00000000
PA
USD
26083.78000000
0.004843592852
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H7D38
128696.14000000
PA
USD
133764.36000000
0.024839195008
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.50000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FL3
365000.00000000
PA
USD
403598.20000000
0.074945631218
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.00000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AD6
210000.00000000
PA
USD
238257.56000000
0.044242920872
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3Y4
294793.84000000
PA
USD
308480.39000000
0.057282855936
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAP4
300000.00000000
PA
USD
332515.58000000
0.061746038592
Long
DBT
CORP
CA
N
2
2037-06-15
Fixed
5.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR20 XCBT 20200331
000000000
147.00000000
NC
USD
-65706.35000000
-0.01220125331
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVH0 Comdty
2020-03-31
17501284.48
USD
-65706.35
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617A6P31
30590.49000000
PA
USD
31439.72000000
0.005838157010
Long
ABS-MBS
USGA
US
N
2
2045-10-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJX96
488783.05000000
PA
USD
517251.13000000
0.096050260967
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216BZ2
290000.00000000
PA
USD
291952.49000000
0.054213729518
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.25000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
023551AM6
100000.00000000
PA
USD
126483.55000000
0.023487194673
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283X6
1525000.00000000
PA
USD
1535246.09000000
0.285085481774
Long
DBT
UST
US
N
2
2021-02-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7NN1
526577.70000000
PA
USD
554912.08000000
0.103043661012
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHYT3
565606.51000000
PA
USD
598412.45000000
0.111121404391
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
545000.00000000
PA
USD
705230.00000000
0.130956747339
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.13000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBE0
180000.00000000
PA
USD
194888.83000000
0.036189622207
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNU7
1059838.61000000
PA
USD
1094092.12000000
0.203165981771
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZF4
594065.62000000
PA
USD
620766.01000000
0.115272318999
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
4.00000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BT4
250000.00000000
PA
USD
289594.28000000
0.053775824846
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TV69
795444.39000000
PA
USD
826282.56000000
0.153435441544
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXW0
179284.95000000
PA
USD
188300.94000000
0.034966292731
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3U2
211668.71000000
PA
USD
223250.61000000
0.041456225241
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
210000.00000000
PA
USD
220924.94000000
0.041024363042
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5L7
752138.21000000
PA
USD
782435.95000000
0.145293403589
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
3.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDQ2
1150000.00000000
PA
USD
1263139.40000000
0.234556991704
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.25000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBC8
405000.00000000
PA
USD
421625.11000000
0.078293114306
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYX6
177919.03000000
PA
USD
180985.68000000
0.033607895250
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.00000000
N
N
N
N
N
N
iShares Intermediate-Term Corporate Bond ETF
549300ZJOCMXQZ0RKQ84
iShares Intermediate-Term Corporate Bond ETF
464288638
135779.00000000
NS
USD
7872466.42000000
1.461867186450
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GYKE8
252661.84000000
PA
USD
260838.00000000
0.048435965660
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H7DV6
181274.78000000
PA
USD
186329.73000000
0.034600251511
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.00000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2S2
335000.00000000
PA
USD
338511.30000000
0.062859405847
Long
DBT
CORP
US
N
2
2022-06-09
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4C1
133233.34000000
PA
USD
140243.09000000
0.026042254162
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
1500000.00000000
PA
USD
1597221.27000000
0.296593880436
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.63000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAC6
360000.00000000
PA
USD
459108.66000000
0.085253572293
Long
DBT
CORP
NO
N
2
2040-08-17
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H6BR9
557763.25000000
PA
USD
579521.88000000
0.107613545108
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CF6
165000.00000000
PA
USD
223861.32000000
0.041569630223
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.60000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123BL4
260000.00000000
PA
USD
324455.56000000
0.060249343893
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
5.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJV0
152700.75000000
PA
USD
162721.10000000
0.030216278348
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJS7
322136.78000000
PA
USD
332600.06000000
0.061761725993
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPFH7
82364.35000000
PA
USD
85509.92000000
0.015878650920
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XY1
925000.00000000
PA
USD
928902.34000000
0.172491285172
Long
DBT
UST
US
N
2
2020-06-30
Fixed
2.50000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AQ3
255000.00000000
PA
USD
265332.82000000
0.049270625284
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.20000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
750000.00000000
PA
USD
825883.06000000
0.153361256923
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLV5
134936.26000000
PA
USD
144688.88000000
0.026867809226
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
5.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHS4
260000.00000000
PA
USD
275223.83000000
0.051107323237
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.60000000
N
N
N
N
N
N
Molson Coors Brewing Co
54930073LBBH6ZCBE225
Molson Coors Brewing Co
60871RAH3
65000.00000000
PA
USD
64879.75000000
0.012047758927
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR20 XCBT 20200331
000000000
-23.00000000
NC
USD
3022.75000000
0.000561305542
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
2 Year US Treasury Note
TUH0 Comdty
2020-03-31
-4959522.75
USD
3022.75
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3E2
140099.01000000
PA
USD
147934.69000000
0.027470535599
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUB8
228705.69000000
PA
USD
240082.08000000
0.044581722687
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
225000.00000000
PA
USD
244179.79000000
0.045342641499
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.13000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBU6
350000.00000000
PA
USD
411163.05000000
0.076350375982
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRC0
1105287.03000000
PA
USD
1149588.28000000
0.213471267427
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HEAR3
1183327.42000000
PA
USD
1230207.73000000
0.228441789022
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417Y3B1
23405.97000000
PA
USD
24241.83000000
0.004501554395
Long
ABS-MBS
USGSE
US
N
2
2021-07-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCB6
479913.28000000
PA
USD
500009.05000000
0.092848515843
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
4.00000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
510000.00000000
PA
USD
560861.11000000
0.104148358230
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
iShares Long-Term Corporate Bond ETF
5493002XJCHL78PKW767
iShares Long-Term Corporate Bond ETF
464289511
195206.00000000
NS
USD
13014384.02000000
2.416688739677
Long
EC
RF
US
N
1
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WMNN0
146722.94000000
PA
USD
154500.01000000
0.028689673969
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAM7
300000.00000000
PA
USD
389952.67000000
0.072411742664
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286X3
5645000.00000000
PA
USD
5759002.52000000
1.069410317112
Long
DBT
UST
US
N
2
2026-05-31
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHMS8
66355.38000000
PA
USD
70589.34000000
0.013107993652
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H9B44
240090.05000000
PA
USD
260645.00000000
0.048400126781
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
5.00000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BF9
44000.00000000
PA
USD
45392.28000000
0.008429059091
Long
DBT
CORP
US
N
2
2042-10-09
Fixed
4.13000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5G1
238764.56000000
PA
USD
245618.26000000
0.045609756273
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAT6
260000.00000000
PA
USD
291108.71000000
0.054057044912
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8DT5
203123.41000000
PA
USD
211920.84000000
0.039352358662
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
405000.00000000
PA
USD
422195.41000000
0.078399015406
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.25000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EL3
225000.00000000
PA
USD
233447.91000000
0.043349799309
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJKY3
229557.25000000
PA
USD
235936.91000000
0.043811990855
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
3.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAG8
445000.00000000
PA
USD
482709.04000000
0.089636013484
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
180000.00000000
PA
USD
201144.48000000
0.037351256818
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AQ4
210000.00000000
PA
USD
261449.48000000
0.048549513625
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.35000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AT8
335000.00000000
PA
USD
350752.42000000
0.065132504352
Long
DBT
CORP
GG
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36197JAZ8
65187.61000000
PA
USD
69999.39000000
0.012998443671
Long
ABS-MBS
USGA
US
N
2
2047-04-15
Fixed
5.00000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AS1
290000.00000000
PA
USD
294036.74000000
0.054600761551
Long
DBT
CORP
NL
N
2
2022-08-21
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFQ0
2939462.94000000
PA
USD
2981994.76000000
0.553737552787
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7T47
193832.10000000
PA
USD
197143.28000000
0.036608259303
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
2.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
210000.00000000
PA
USD
229412.66000000
0.042600478924
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31294MCQ2
50914.97000000
PA
USD
52779.62000000
0.009800841372
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
515000.00000000
PA
USD
574093.87000000
0.106605598007
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.02000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QBP9
330000.00000000
PA
USD
337390.10000000
0.062651206103
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5LM9
61915.84000000
PA
USD
64160.26000000
0.011914154188
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMYD9
69947.87000000
PA
USD
72663.85000000
0.013493217028
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMXM0
585731.82000000
PA
USD
592833.29000000
0.110085389692
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YQ7
900000.00000000
PA
USD
888785.15000000
0.165041776905
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y20
4965000.00000000
PA
USD
5042190.26000000
0.936302817400
Long
DBT
UST
US
N
2
2021-07-15
Fixed
2.63000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCW4
510000.00000000
PA
USD
517609.08000000
0.096116730017
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.35000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BE3
750000.00000000
PA
USD
796875.00000000
0.147974643784
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307SAD5
67068.39000000
PA
USD
68005.17000000
0.012628129639
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JG7
175000.00000000
PA
USD
186680.69000000
0.034665422562
Long
DBT
CORP
US
N
2
2026-02-19
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5N6
669577.00000000
PA
USD
697524.66000000
0.129525914471
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JGSV8
204453.89000000
PA
USD
211923.65000000
0.039352880462
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNR2
702338.13000000
PA
USD
729594.71000000
0.135481119772
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y61
4675000.00000000
PA
USD
4854695.31000000
0.901486191909
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UQ47
3200000.09000000
PA
USD
3299520.54000000
0.612700080395
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
3.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QAZ5
250000.00000000
PA
USD
248250.00000000
0.046098453734
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR20 XCBT 20200320
000000000
-4.00000000
NC
USD
13992.72000000
0.002598359538
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USH0 Comdty
2020-03-20
-637617.72
USD
13992.72
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284G2
2000000.00000000
PA
USD
2019296.88000000
0.374970649741
Long
DBT
UST
US
N
2
2021-04-15
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F2BJ8
83456.17000000
PA
USD
83054.03000000
0.015422607691
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282N9
150000.00000000
PA
USD
152917.97000000
0.028395899154
Long
DBT
UST
US
N
2
2024-07-31
Fixed
2.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEK1
400000.00000000
PA
USD
400785.20000000
0.074423274922
Long
DBT
USGSE
US
N
2
2020-11-17
Fixed
1.88000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134GUVL1
1300000.00000000
PA
USD
1300124.24000000
0.241424842402
Long
DBT
USGSE
US
N
2
2024-05-28
Fixed
2.00000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AC2
412000.00000000
PA
USD
447233.28000000
0.083048389391
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BE7
255000.00000000
PA
USD
259291.45000000
0.048148781113
Long
DBT
CORP
US
N
2
2021-05-11
Fixed
3.00000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABG7
210000.00000000
PA
USD
220781.94000000
0.040997808847
Long
DBT
US
N
2
2027-08-01
Fixed
3.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEU9
835000.00000000
PA
USD
863291.52000000
0.160307771173
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQZK1
314110.78000000
PA
USD
334419.45000000
0.062099575200
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUC6
420949.83000000
PA
USD
444054.01000000
0.082458019075
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAA4
500000.00000000
PA
USD
590954.41000000
0.109736493568
Long
DBT
CORP
US
N
2
2048-02-22
Variable
4.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q87H2
211551.22000000
PA
USD
226386.22000000
0.042038488172
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3B4
467458.76000000
PA
USD
491383.46000000
0.091246798374
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285A4
2300000.00000000
PA
USD
2344113.29000000
0.435287001195
Long
DBT
UST
US
N
2
2021-09-15
Fixed
2.75000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664BV2
355000.00000000
PA
USD
410467.48000000
0.076221213035
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAK9
300000.00000000
PA
USD
345359.99000000
0.064131164232
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EC3
440000.00000000
PA
USD
499026.30000000
0.092666025388
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UD82
459933.48000000
PA
USD
474237.48000000
0.088062898412
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NH81
71051.87000000
PA
USD
76560.54000000
0.014216807698
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
5.50000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XAS5
260000.00000000
PA
USD
263760.01000000
0.048978564422
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XT2
1400000.00000000
PA
USD
1419414.07000000
0.263576208803
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG41
802776.30000000
PA
USD
833868.79000000
0.154844156439
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFC8
520000.00000000
PA
USD
678238.62000000
0.125944618911
Long
DBT
CORP
US
N
2
2044-01-21
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMYC1
281184.33000000
PA
USD
288486.57000000
0.053570130111
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.00000000
N
N
N
N
N
N
Kentucky Utilities Co
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BE6
260000.00000000
PA
USD
261916.53000000
0.048636241854
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
3.25000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trust
N/A
CSAIL 2017-CX9 Commercial Mortgage Trust
12595FAE2
300000.00000000
PA
USD
315589.92000000
0.058603050658
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XZ8
275000.00000000
PA
USD
289673.83000000
0.053790596778
Long
DBT
UST
US
N
2
2025-06-30
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HMJK1
195070.33000000
PA
USD
200357.47000000
0.037205114042
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XXNS4
961925.01000000
PA
USD
999567.81000000
0.185613415683
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284B3
150000.00000000
PA
USD
151306.64000000
0.028096685372
Long
DBT
UST
US
N
2
2021-03-15
Fixed
2.38000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78012KZG5
330000.00000000
PA
USD
335971.78000000
0.062387833056
Long
DBT
CORP
CA
N
2
2022-02-01
Fixed
2.75000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAV9
180000.00000000
PA
USD
191434.90000000
0.035548249267
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.35000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAJ3
250000.00000000
PA
USD
256157.78000000
0.047566878428
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.35000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAT2
210000.00000000
PA
USD
232317.82000000
0.043139948748
Long
DBT
CORP
US
N
2
2045-02-10
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FVCH7
481730.99000000
PA
USD
510540.35000000
0.094804111596
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC22
36253BAU7
300000.00000000
PA
USD
318097.50000000
0.059068692393
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Fixed
3.86000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4V9
679338.87000000
PA
USD
700325.43000000
0.130045999733
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796RT8
10600000.00000000
PA
USD
10599735.00000000
1.968303699867
Long
DBT
UST
US
N
2
2020-01-02
None
0.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMWZ2
153640.25000000
PA
USD
158005.46000000
0.029340613847
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BB7
390000.00000000
PA
USD
396251.73000000
0.073581438237
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
2.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
520000.00000000
PA
USD
553564.91000000
0.102793500070
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
810000.00000000
PA
USD
920633.46000000
0.170955806493
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.88000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335BQZ2
337937.04000000
PA
USD
350706.54000000
0.065123984726
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BF5
1060000.00000000
PA
USD
1071694.75000000
0.199006931923
Long
DBT
CORP
GB
N
2
2022-01-05
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
1950000.00000000
PA
USD
2128927.73000000
0.395328404692
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.88000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BW6
400000.00000000
PA
USD
510341.95000000
0.094767269972
Long
DBT
NUSS
PH
N
2
2037-01-13
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCY9
65404.11000000
PA
USD
68340.27000000
0.012690355588
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BM9
510000.00000000
PA
USD
539017.46000000
0.100092130681
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128LDNF7
123922.93000000
PA
USD
138946.01000000
0.025801394616
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FUJD1
93597.31000000
PA
USD
100740.06000000
0.018706791521
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
5.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CU9
180000.00000000
PA
USD
184645.68000000
0.034287534085
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YA2
9275000.00000000
PA
USD
9254710.94000000
1.718541245078
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9Z62
125889.72000000
PA
USD
138846.30000000
0.025782879100
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
5.00000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
925000.00000000
PA
USD
963839.87000000
0.178978963360
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GWNQ2
34799.66000000
PA
USD
36779.09000000
0.006829644224
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YF1
3400000.00000000
PA
USD
3392164.05000000
0.629903393827
Long
DBT
UST
US
N
2
2022-09-15
Fixed
1.50000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAQ5
255000.00000000
PA
USD
268472.48000000
0.049853640274
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2Q9
193232.07000000
PA
USD
201805.17000000
0.037473942769
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.00000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AN7
255000.00000000
PA
USD
281670.45000000
0.052304419768
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.88000000
N
N
N
N
N
N
Bank
N/A
BANK 2018-BNK14
06035RAR7
800000.00000000
PA
USD
880622.96000000
0.163526109884
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
3.97000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BX5
66000.00000000
PA
USD
71135.46000000
0.013209404679
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.94000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAD4
1020000.00000000
PA
USD
1056103.26000000
0.196111690914
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
5.13000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AR9
50000.00000000
PA
USD
55462.33000000
0.010299003639
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7L3
554536.09000000
PA
USD
583517.32000000
0.108355473027
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJYN4
634364.56000000
PA
USD
662678.66000000
0.123055232824
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQW0
768375.20000000
PA
USD
798348.40000000
0.148248244838
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JACX4
1737313.65000000
PA
USD
1788116.40000000
0.332041897831
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJYT1
1131303.88000000
PA
USD
1160934.05000000
0.215578105105
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GSDM1
97742.46000000
PA
USD
103422.42000000
0.019204888795
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EAY5
180000.00000000
PA
USD
185128.66000000
0.034377220414
Long
DBT
US
N
2
2026-10-15
Fixed
2.90000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GZ0
615000.00000000
PA
USD
653202.01000000
0.121295478900
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.70000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAC0
180000.00000000
PA
USD
189815.85000000
0.035247601930
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HHEZ4
420898.13000000
PA
USD
432650.81000000
0.080340517010
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WKQ84
76825.70000000
PA
USD
78643.11000000
0.014603527765
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCA8
442867.03000000
PA
USD
456640.26000000
0.084795206037
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7V36
305356.57000000
PA
USD
321452.06000000
0.059691612953
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BG7
180000.00000000
PA
USD
214942.25000000
0.039913415376
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
4.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFE9
293585.52000000
PA
USD
304892.95000000
0.056616691035
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285L0
375000.00000000
PA
USD
383847.66000000
0.071278080948
Long
DBT
UST
US
N
2
2021-11-15
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412PRP8
89618.24000000
PA
USD
93456.35000000
0.017354252675
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFGB9
57174.50000000
PA
USD
60204.92000000
0.011179672584
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017DB2
50000.00000000
PA
USD
52720.35000000
0.009789835308
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SSR9
50321.54000000
PA
USD
52462.53000000
0.009741959766
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
4.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBU4
1215000.00000000
PA
USD
1233188.27000000
0.228995256435
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JG6L4
364887.19000000
PA
USD
379222.81000000
0.070419275575
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BS7
365000.00000000
PA
USD
379001.35000000
0.070378151855
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.40000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAT8
100000.00000000
PA
USD
103360.27000000
0.019193347933
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Fixed
3.57000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05574LFY9
445000.00000000
PA
USD
461340.82000000
0.085668070277
Long
DBT
CORP
FR
N
2
2023-03-03
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EXSG9
154624.50000000
PA
USD
161140.82000000
0.029922830354
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
1265000.00000000
PA
USD
1447670.60000000
0.268823267578
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RE0
150000.00000000
PA
USD
184716.80000000
0.034300740619
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LV82
855337.00000000
PA
USD
873899.77000000
0.162277656055
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Variable
3.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HNJ5
1340000.00000000
PA
USD
1483623.37000000
0.275499469409
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJW20
283179.95000000
PA
USD
286458.50000000
0.053193530348
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAF3
180000.00000000
PA
USD
181675.22000000
0.033735938464
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.70000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAN9
180000.00000000
PA
USD
190193.33000000
0.035317697577
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
4.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178WQS1
288547.31000000
PA
USD
302504.08000000
0.056173092996
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.50000000
N
N
N
N
N
N
NORTHROP GRUMMAN SYSTEMS
549300KYOZYCZII5OX23
Northrop Grumman Systems Corp
666807AW2
210000.00000000
PA
USD
301841.41000000
0.056050039371
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3H1
628530.68000000
PA
USD
640404.86000000
0.118919129143
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ADZ8
50063.30000000
PA
USD
51851.12000000
0.009628424799
Long
ABS-MBS
USGSE
US
N
2
2022-03-01
Fixed
3.50000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBD2
250000.00000000
PA
USD
276031.46000000
0.051257295017
Long
DBT
CORP
US
N
2
2048-09-14
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RX8
1175000.00000000
PA
USD
1323389.65000000
0.245745081783
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AS9
510000.00000000
PA
USD
551675.49000000
0.102442646735
Long
DBT
CORP
US
N
2
2025-07-29
Fixed
3.70000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBL8
565000.00000000
PA
USD
576859.06000000
0.107119076288
Long
DBT
CORP
US
N
2
2022-03-09
Fixed
3.05000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132Y2GD2
364068.31000000
PA
USD
389966.99000000
0.072414401798
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617GFX93
132084.01000000
PA
USD
137117.81000000
0.025461909447
Long
ABS-MBS
USGA
US
N
2
2048-05-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SF6
2145000.00000000
PA
USD
2426196.09000000
0.450529257623
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617H2CP8
180258.05000000
PA
USD
185262.23000000
0.034402023518
Long
ABS-MBS
USGA
US
N
2
2048-05-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
5950000.00000000
PA
USD
6705835.94000000
1.245231290348
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300ZJL46M82UL2Z22
Wells Fargo Commercial Mortgage Trust 2015-SG1
94989QAV2
300000.00000000
PA
USD
319892.67000000
0.059402044100
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.79000000
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AH1
50000.00000000
PA
USD
61380.84000000
0.011398033486
Long
DBT
CORP
IE
N
2
2036-01-15
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282Z2
2450000.00000000
PA
USD
2449712.88000000
0.454896176679
Long
DBT
UST
US
N
2
2020-10-15
Fixed
1.63000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
555000.00000000
PA
USD
586057.56000000
0.108827179517
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284S6
1700000.00000000
PA
USD
1762687.50000000
0.327319912050
Long
DBT
UST
US
N
2
2023-05-31
Fixed
2.75000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAK5
300000.00000000
PA
USD
300230.25000000
0.055750857157
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
2.20000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CJ7
300000.00000000
PA
USD
300854.89000000
0.055866848851
Long
DBT
CORP
US
N
2
2020-07-20
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZT0
53767.44000000
PA
USD
56903.74000000
0.010566664353
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZM5
81334.95000000
PA
USD
83352.99000000
0.015478122671
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285K2
5300000.00000000
PA
USD
5539535.14000000
1.028656613736
Long
DBT
UST
US
N
2
2023-10-31
Fixed
2.88000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAS0
200000.00000000
PA
USD
210181.51000000
0.039029376090
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
131000.00000000
PA
USD
139410.20000000
0.025887591761
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAB3
300000.00000000
PA
USD
319124.74000000
0.059259444359
Long
DBT
CORP
US
N
2
2024-02-25
Fixed
3.38000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AJ2
210000.00000000
PA
USD
249663.51000000
0.046360933594
Long
DBT
CORP
US
N
2
2035-05-20
Fixed
4.65000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NJ0
90000.00000000
PA
USD
91704.23000000
0.017028895081
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.70000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAN3
610000.00000000
PA
USD
610321.73000000
0.113332882309
Long
DBT
CORP
GB
N
2
2020-03-16
Fixed
2.38000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312AZ9
405000.00000000
PA
USD
404010.19000000
0.075022135153
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.40000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BE7
576000.00000000
PA
USD
602529.18000000
0.111885855096
Long
DBT
NUSS
JP
N
2
2027-06-01
Fixed
2.88000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BM0
300000.00000000
PA
USD
303584.14000000
0.056373653302
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XW5
1925000.00000000
PA
USD
1932970.69000000
0.358940422648
Long
DBT
UST
US
N
2
2022-06-30
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ57
137386.37000000
PA
USD
142695.11000000
0.026497578757
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.00000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167EH2
1000000.00000000
PA
USD
1033237.71000000
0.191865703004
Long
DBT
NUSS
XX
N
2
2023-03-17
Fixed
2.75000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
210000.00000000
PA
USD
234400.37000000
0.043526665102
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36186NLA5
51557.49000000
PA
USD
52988.79000000
0.009839682917
Long
ABS-MBS
USGA
US
N
2
2045-06-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLR6
170408.91000000
PA
USD
176032.98000000
0.032688210208
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EADB2
500000.00000000
PA
USD
507707.33000000
0.094278037714
Long
DBT
USGSE
US
N
2
2022-01-13
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJM96
1764236.11000000
PA
USD
1806943.80000000
0.335538026846
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BW3
410000.00000000
PA
USD
415795.88000000
0.077210663190
Long
DBT
CORP
US
N
2
2022-02-06
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8FK2
240773.26000000
PA
USD
250879.35000000
0.046586707387
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.50000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAG8
405000.00000000
PA
USD
420588.32000000
0.078100588965
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAJ4
270000.00000000
PA
USD
328104.00000000
0.060926836108
Long
DBT
CORP
GB
N
2
2045-08-17
Fixed
5.25000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AU1
200000.00000000
PA
USD
243386.50000000
0.045195332567
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AV8
175000.00000000
PA
USD
181861.88000000
0.033770600045
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JJGQ6
271586.69000000
PA
USD
282201.39000000
0.052403011966
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DP5
65000.00000000
PA
USD
68363.35000000
0.012694641398
Long
DBT
CORP
US
N
2
2024-04-22
Fixed
3.30000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BB4
255000.00000000
PA
USD
291206.49000000
0.054075202039
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
250000.00000000
PA
USD
298624.03000000
0.055452592269
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UV90
3922977.36000000
PA
USD
4065355.35000000
0.754910757361
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.00000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BR2
290000.00000000
PA
USD
298235.02000000
0.055380355574
Long
DBT
CORP
US
N
2
2026-09-19
Fixed
2.95000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AH4
525000.00000000
PA
USD
526027.45000000
0.097679968043
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
2.15000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
150000.00000000
PA
USD
163897.73000000
0.030434771091
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AY6
180000.00000000
PA
USD
181527.88000000
0.033708578359
Long
DBT
CORP
US
N
2
2022-02-09
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YUGJ4
66878.63000000
PA
USD
70855.01000000
0.013157326889
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0CN6
915000.00000000
PA
USD
916438.42000000
0.170176814117
Long
DBT
NUSS
XX
N
2
2022-04-14
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8KD6
416052.44000000
PA
USD
432018.92000000
0.080223179036
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BU6
210000.00000000
PA
USD
216312.98000000
0.040167951261
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPN91
347770.75000000
PA
USD
368477.47000000
0.068423933949
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
4.00000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334BM5
180000.00000000
PA
USD
184036.49000000
0.034174411358
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
3.15000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBD0
1330000.00000000
PA
USD
1398334.39000000
0.259661845648
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EB8
410000.00000000
PA
USD
582748.31000000
0.108212672737
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
6.40000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BX7
180000.00000000
PA
USD
182432.22000000
0.033876508573
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WLUH7
250920.27000000
PA
USD
269197.00000000
0.049988179052
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
5.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BX2
460000.00000000
PA
USD
479105.30000000
0.088966821775
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XUSH9
338632.55000000
PA
USD
352615.39000000
0.065478446090
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AT1
510000.00000000
PA
USD
527836.30000000
0.098015860039
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
3.46000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BF2
255000.00000000
PA
USD
272918.12000000
0.050679167484
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.95000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDV3
850000.00000000
PA
USD
1154197.75000000
0.214327216831
Long
DBT
CORP
US
N
2
2047-03-16
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXW9
296255.03000000
PA
USD
307493.19000000
0.057099539145
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.50000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477AG8
350000.00000000
PA
USD
360367.74000000
0.066918008417
Long
DBT
CORP
US
N
2
2021-03-07
Fixed
4.38000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAD6
300000.00000000
PA
USD
306374.10000000
0.056891731215
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.85000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAC7
300000.00000000
PA
USD
419922.13000000
0.077976881698
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UPA4
158405.02000000
PA
USD
164026.10000000
0.030458608588
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAY5
100000.00000000
PA
USD
118289.39000000
0.021965591025
Long
DBT
CORP
CA
N
2
2048-05-15
Fixed
4.88000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159JG2
720000.00000000
PA
USD
732711.17000000
0.136059826669
Long
DBT
CORP
CA
N
2
2022-03-07
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2Y5
72199.33000000
PA
USD
76682.92000000
0.014239532889
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XA6
1300000.00000000
PA
USD
1309581.40000000
0.243180977156
Long
DBT
CORP
US
N
2
2022-01-09
Fixed
3.22000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERTF7
117315.06000000
PA
USD
124260.78000000
0.023074440353
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
625000.00000000
PA
USD
627677.57000000
0.116555751946
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284T4
925000.00000000
PA
USD
938441.41000000
0.174262630095
Long
DBT
UST
US
N
2
2021-06-15
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286V7
4500000.00000000
PA
USD
4532519.52000000
0.841660186876
Long
DBT
UST
US
N
2
2021-05-31
Fixed
2.13000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884AAZ6
225000.00000000
PA
USD
235082.06000000
0.043653250620
Long
DBT
US
N
2
2021-12-15
Fixed
4.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RJE0
1187362.78000000
PA
USD
1237942.93000000
0.229878166703
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4M9
465635.00000000
PA
USD
490195.57000000
0.091026214720
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBE8
255000.00000000
PA
USD
266097.31000000
0.049412586238
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132WGTZ0
60362.53000000
PA
USD
63864.12000000
0.011859162864
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285D8
2875000.00000000
PA
USD
3002690.42000000
0.557580605858
Long
DBT
UST
US
N
2
2023-09-30
Fixed
2.88000000
N
N
N
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AS5
405000.00000000
PA
USD
435487.82000000
0.080867331810
Long
DBT
CORP
AU
N
2
2025-06-15
Fixed
3.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DB3
250000.00000000
PA
USD
260285.22000000
0.048333317912
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5M5
162018.68000000
PA
USD
169241.50000000
0.031427075358
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7K5
900845.81000000
PA
USD
937801.51000000
0.174143804715
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.00000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764AH3
410000.00000000
PA
USD
426835.70000000
0.079260687889
Long
DBT
CORP
US
N
2
2023-06-24
Fixed
3.19000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RBC5
410000.00000000
PA
USD
427671.35000000
0.079415862805
Long
DBT
CORP
US
N
2
2026-02-28
Fixed
2.95000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-GC35
17324KAP3
300000.00000000
PA
USD
321918.12000000
0.059778157345
Long
ABS-MBS
CORP
US
N
2
2048-11-10
Fixed
3.82000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBD7
250000.00000000
PA
USD
267601.20000000
0.049691849093
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
3.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CJ7
16000.00000000
PA
USD
17042.98000000
0.003164773514
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285B2
2275000.00000000
PA
USD
2293306.65000000
0.425852529721
Long
DBT
UST
US
N
2
2020-09-30
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282S8
700000.00000000
PA
USD
700574.22000000
0.130092198461
Long
DBT
UST
US
N
2
2022-08-31
Fixed
1.63000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BY9
365000.00000000
PA
USD
390150.94000000
0.072448560148
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
3.30000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BJ6
25000.00000000
PA
USD
25479.63000000
0.004731406021
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.75000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AJ6
180000.00000000
PA
USD
180181.10000000
0.033458489837
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3M0
538204.07000000
PA
USD
549665.95000000
0.102069487876
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.00000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
210000.00000000
PA
USD
309372.62000000
0.057448537400
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785GX8
1525000.00000000
PA
USD
1547652.35000000
0.287389245732
Long
DBT
NUSS
XX
N
2
2022-08-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285G1
10700000.00000000
PA
USD
10806582.06000000
2.006713889698
Long
DBT
UST
US
N
2
2020-10-31
Fixed
2.88000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BU7
40000.00000000
PA
USD
43776.40000000
0.008129000403
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.55000000
N
N
N
N
N
N
Honda Auto Receivables Owner Trust
N/A
Honda Auto Receivables 2018-3 Owner Trust
43815HAC1
800000.00000000
PA
USD
808062.16000000
0.150052028588
Long
ABS-O
CORP
US
N
2
2022-08-22
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2T6
176199.47000000
PA
USD
185277.30000000
0.034404821921
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAN1
180000.00000000
PA
USD
199683.71000000
0.037080001075
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
3.90000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BH4
355000.00000000
PA
USD
418633.42000000
0.077737576408
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
250000.00000000
PA
USD
291981.09000000
0.054219040356
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YG9
6700000.00000000
PA
USD
6620175.80000000
1.229324744525
Long
DBT
UST
US
N
2
2026-09-30
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
2790000.00000000
PA
USD
3150193.35000000
0.584970966359
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKQJ7
53235.61000000
PA
USD
55832.53000000
0.010367747436
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36194W4J5
71918.27000000
PA
USD
77048.00000000
0.014307325934
Long
ABS-MBS
USGA
US
N
2
2046-08-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFGR4
161182.51000000
PA
USD
169736.96000000
0.031519079144
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0W33
725000.00000000
PA
USD
720230.26000000
0.133742200679
Long
DBT
USGSE
US
N
2
2022-09-06
Fixed
1.38000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BQ2
405000.00000000
PA
USD
419459.34000000
0.077890944525
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFJM3
57070.11000000
PA
USD
59123.34000000
0.010978830024
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMX65
231860.49000000
PA
USD
234375.27000000
0.043522004191
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284L1
5425000.00000000
PA
USD
5621444.35000000
1.043866635600
Long
DBT
UST
US
N
2
2023-04-30
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ESAD0
111272.33000000
PA
USD
124987.18000000
0.023209328236
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXP4
204700.88000000
PA
USD
216233.77000000
0.040153242465
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DF2
210000.00000000
PA
USD
218134.37000000
0.040506171856
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.85000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QFP4
300000.00000000
PA
USD
300334.38000000
0.055770193438
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
2.16000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CX3
250000.00000000
PA
USD
277266.49000000
0.051486632271
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
210000.00000000
PA
USD
219594.02000000
0.040777219622
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
4150000.00000000
PA
USD
4046087.90000000
0.751332913847
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAR5
690000.00000000
PA
USD
765953.25000000
0.142232670524
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
3.88000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KA8
290000.00000000
PA
USD
312013.27000000
0.057938889391
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
400000.00000000
PA
USD
425858.36000000
0.079079202037
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKLS2
336926.80000000
PA
USD
346303.50000000
0.064306368067
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3L2
141574.75000000
PA
USD
149565.62000000
0.027773388978
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WLC43
437863.20000000
PA
USD
462183.74000000
0.085824595186
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CA0
605000.00000000
PA
USD
742371.13000000
0.137853620100
Long
DBT
CORP
US
N
2
2047-02-06
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283W8
2400000.00000000
PA
USD
2558718.74000000
0.475137874943
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CL5
260000.00000000
PA
USD
277520.44000000
0.051533789178
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPFY0
140973.20000000
PA
USD
150908.99000000
0.028022844284
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
5.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CH1
180000.00000000
PA
USD
215526.35000000
0.040021879049
Long
DBT
CORP
US
N
2
2047-02-09
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
5900000.00000000
PA
USD
5815648.41000000
1.079929100353
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DG5
445000.00000000
PA
USD
452267.54000000
0.083983219609
Long
DBT
CORP
AU
N
2
2022-01-11
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M7CZ7
72964.03000000
PA
USD
80437.08000000
0.014936656640
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y79
1425000.00000000
PA
USD
1511112.31000000
0.280603991579
Long
DBT
UST
US
N
2
2025-07-31
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285M8
150000.00000000
PA
USD
165041.02000000
0.030647072808
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TY6
4700000.00000000
PA
USD
4703488.29000000
0.873408005340
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36196THR8
54945.85000000
PA
USD
59805.69000000
0.011105538100
Long
ABS-MBS
USGA
US
N
2
2047-04-15
Fixed
4.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EJ8
70000.00000000
PA
USD
80047.63000000
0.014864338240
Long
DBT
CORP
US
N
2
2038-09-15
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2M1
178810.72000000
PA
USD
185880.54000000
0.034516839771
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAA1
610000.00000000
PA
USD
614218.37000000
0.114056463694
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
2.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160AL8
250000.00000000
PA
USD
312073.33000000
0.057950042153
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CLK8
197121.04000000
PA
USD
202372.20000000
0.037579236651
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNQ4
709112.52000000
PA
USD
729583.22000000
0.135478986152
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.00000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBM9
330000.00000000
PA
USD
343362.74000000
0.063760287548
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.00000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375BL5
210000.00000000
PA
USD
293306.86000000
0.054465227454
Long
DBT
CORP
CA
N
2
2034-08-01
Fixed
6.25000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc/DE
49456BAF8
515000.00000000
PA
USD
558767.28000000
0.103759547251
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWM2
1420000.00000000
PA
USD
1445633.66000000
0.268445020713
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.91000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
350000.00000000
PA
USD
373632.62000000
0.069381212675
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285P1
600000.00000000
PA
USD
627585.94000000
0.116538736835
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.88000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RAZ5
180000.00000000
PA
USD
184680.39000000
0.034293979512
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.65000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMM1
400000.00000000
PA
USD
405332.47000000
0.075267674180
Long
DBT
CORP
SE
N
2
2022-03-09
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CGY4
56231.77000000
PA
USD
59578.90000000
0.011063424633
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FLUD8
173526.10000000
PA
USD
172509.98000000
0.032034011406
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
2.50000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBA8
180000.00000000
PA
USD
192157.70000000
0.035682468653
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BH0
155000.00000000
PA
USD
161092.18000000
0.029913798214
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q7GT8
482827.18000000
PA
USD
487717.50000000
0.090566052806
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
2.50000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2018-3
36255JAD6
700000.00000000
PA
USD
708589.07000000
0.131580505377
Long
ABS-O
CORP
US
N
2
2023-05-16
Fixed
3.02000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAF9
175000.00000000
PA
USD
215128.37000000
0.039947976682
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Y1
900000.00000000
PA
USD
903621.10000000
0.167796718918
Long
DBT
UST
US
N
2
2022-06-15
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617KDG92
493096.11000000
PA
USD
515742.39000000
0.095770097499
Long
ABS-MBS
USGA
US
N
2
2049-07-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNS0
176275.39000000
PA
USD
184056.48000000
0.034178123374
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
255000.00000000
PA
USD
267861.95000000
0.049740268717
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287F1
25300000.00000000
PA
USD
25361273.56000000
4.709427979237
Long
DBT
UST
US
N
2
2021-07-31
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUU9
1193633.44000000
PA
USD
1231826.77000000
0.228742434503
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QE1
750000.00000000
PA
USD
1038574.22000000
0.192856659134
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.63000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KB6
610000.00000000
PA
USD
613329.53000000
0.113891411732
Long
DBT
CORP
US
N
2
2020-10-26
Fixed
2.65000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAW2
390000.00000000
PA
USD
457881.14000000
0.085025629599
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.11000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ4K3
817784.09000000
PA
USD
832972.73000000
0.154677763769
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJVG0
278361.07000000
PA
USD
281584.59000000
0.052288476110
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
815000.00000000
PA
USD
917957.42000000
0.170458882802
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FAX1
255000.00000000
PA
USD
259518.80000000
0.048190998569
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.75000000
N
N
N
N
N
N
Hyundai Auto Lease Securitization Trust
N/A
Hyundai Auto Lease Securitization Trust 2018-B
44935QAD2
100000.00000000
PA
USD
100535.24000000
0.018668757743
Long
ABS-O
CORP
US
N
2
2021-10-15
Fixed
3.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJQ68
63394.15000000
PA
USD
67283.52000000
0.012494123801
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CKH6
238135.07000000
PA
USD
250548.79000000
0.046525324487
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
United Technologies Corp
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017CH0
610000.00000000
PA
USD
624551.21000000
0.115975206682
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.65000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
9191975.00000000
NS
USD
9191975.00000000
1.706891578099
Long
STIV
RF
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJE5
32497.16000000
PA
USD
34192.75000000
0.006349377256
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUC7
184408.97000000
PA
USD
194207.68000000
0.036063136963
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
4.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
555000.00000000
PA
USD
555161.51000000
0.103089978585
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.00000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEU4
560000.00000000
PA
USD
592482.30000000
0.110020213070
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
3.38000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BB4
750000.00000000
PA
USD
800041.99000000
0.148562733782
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CW6
850000.00000000
PA
USD
884208.00000000
0.164191829121
Long
DBT
NUSS
KR
N
2
2024-02-19
Fixed
3.25000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AS1
920000.00000000
PA
USD
1159660.00000000
0.215341522084
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DAJ2
1344812.28000000
PA
USD
1385480.20000000
0.257274903924
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874AZ0
350000.00000000
PA
USD
467798.13000000
0.086867151874
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERRV4
317736.45000000
PA
USD
333155.98000000
0.061864956818
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718EP0
210000.00000000
PA
USD
218772.48000000
0.040624664844
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJXN3
269450.96000000
PA
USD
275852.52000000
0.051224066991
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MMYA5
95268.42000000
PA
USD
96423.23000000
0.017905183512
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
2.50000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AW9
210000.00000000
PA
USD
230843.00000000
0.042866084009
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFG29
125330.76000000
PA
USD
131910.41000000
0.024494928227
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CV92
427568.87000000
PA
USD
439440.25000000
0.081601273045
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284U1
1900000.00000000
PA
USD
1964273.43000000
0.364753143339
Long
DBT
UST
US
N
2
2023-06-30
Fixed
2.63000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBP2
97000.00000000
PA
USD
98734.09000000
0.018334295588
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZ98
209617.44000000
PA
USD
218339.51000000
0.040544265055
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283G3
3950000.00000000
PA
USD
3953394.55000000
0.734120345442
Long
DBT
UST
US
N
2
2020-11-15
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
1035000.00000000
PA
USD
1112746.29000000
0.206629943071
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
100000.00000000
PA
USD
131425.88000000
0.024404954073
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y46
55000.00000000
PA
USD
55311.52000000
0.010270999176
Long
DBT
UST
US
N
2
2020-07-31
Fixed
2.63000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
735000.00000000
PA
USD
809809.34000000
0.150376468855
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFS6
4064714.39000000
PA
USD
4241490.28000000
0.787617899039
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.00000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
170000.00000000
PA
USD
186977.58000000
0.034720553155
Long
DBT
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR20 XCBT 20200320
000000000
46.00000000
NC
USD
-84175.17000000
-0.01563079629
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYH0 Comdty
2020-03-20
6556518.92
USD
-84175.17
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200HG9
200000.00000000
PA
USD
199980.19000000
0.037135055534
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
1.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128287C8
2000000.00000000
PA
USD
2007734.38000000
0.372823566674
Long
DBT
UST
US
N
2
2022-07-15
Fixed
1.75000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650BZ2
330000.00000000
PA
USD
335360.09000000
0.062274246095
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GR2
743959.95000000
PA
USD
774241.44000000
0.143771734948
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284X5
4000000.00000000
PA
USD
4156562.48000000
0.771847344118
Long
DBT
UST
US
N
2
2023-08-31
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3F5
152099.88000000
PA
USD
160324.85000000
0.029771309889
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AT3
255000.00000000
PA
USD
308734.44000000
0.057330031413
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286C9
2150000.00000000
PA
USD
2190816.42000000
0.406820742708
Long
DBT
UST
US
N
2
2022-02-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QPG0
446489.83000000
PA
USD
466367.57000000
0.086601505936
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36189MSK5
104734.81000000
PA
USD
111832.28000000
0.020766546568
Long
ABS-MBS
USGA
US
N
2
2046-08-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZQ6
367065.00000000
PA
USD
375776.98000000
0.069779406754
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUD5
107319.97000000
PA
USD
115420.33000000
0.021432824743
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEC9
375000.00000000
PA
USD
381880.49000000
0.070912789930
Long
DBT
CORP
US
N
2
2020-07-01
Fixed
5.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLT0
791003.66000000
PA
USD
825877.69000000
0.153360259748
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR89
79851.83000000
PA
USD
83014.57000000
0.015415280219
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AT1
125000.00000000
PA
USD
151564.09000000
0.028144492207
Long
DBT
US
N
2
2047-03-15
Fixed
4.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284P2
2150000.00000000
PA
USD
2179562.50000000
0.404730960995
Long
DBT
UST
US
N
2
2021-05-15
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284W7
3700000.00000000
PA
USD
3767496.10000000
0.699600179897
Long
DBT
UST
US
N
2
2021-08-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CX33
333515.38000000
PA
USD
337364.04000000
0.062646366926
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJRJ2
870577.55000000
PA
USD
908964.81000000
0.168789012043
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BF1
145000.00000000
PA
USD
163177.66000000
0.030301058650
Long
DBT
CORP
US
N
2
2042-06-09
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286B1
975000.00000000
PA
USD
1034033.21000000
0.192013422319
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TT96
954884.49000000
PA
USD
982337.20000000
0.182413800465
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJY46
235507.66000000
PA
USD
250778.21000000
0.046567926329
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307T7M7
69168.25000000
PA
USD
71131.66000000
0.013208699043
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.00000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058FY4
1525000.00000000
PA
USD
1535924.32000000
0.285211424792
Long
DBT
NUSS
XX
N
2
2022-01-26
Fixed
2.00000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
180000.00000000
PA
USD
201698.78000000
0.037454186820
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.40000000
N
N
N
N
N
N
Rockwell Collins Inc
XO75O7GICH1NPWLBRL05
Rockwell Collins Inc
774341AK7
210000.00000000
PA
USD
223050.37000000
0.041419041940
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YAY6
500000.00000000
PA
USD
546180.90000000
0.101422336149
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Fixed
3.91000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617G1UT3
89004.75000000
PA
USD
95133.54000000
0.017665696242
Long
ABS-MBS
USGA
US
N
2
2047-12-15
Fixed
5.00000000
N
N
N
N
N
N
FIBRIA OVERSEAS FINANCE
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd
31572UAF3
405000.00000000
PA
USD
442972.80000000
0.082257245221
Long
DBT
CORP
KY
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAX9
800000.00000000
PA
USD
861272.08000000
0.159932773947
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
3.67000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
65000.00000000
PA
USD
72776.51000000
0.013514137277
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617ANBZ8
261454.83000000
PA
USD
285168.62000000
0.052954007796
Long
ABS-MBS
USGA
US
N
2
2047-08-15
Fixed
4.50000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAK2
63000.00000000
PA
USD
65591.21000000
0.012179872546
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.50000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AR6
330000.00000000
PA
USD
374159.95000000
0.069479134518
Long
DBT
CORP
US
N
2
2047-08-01
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282J8
460000.00000000
PA
USD
459712.50000000
0.085365701560
Long
DBT
UST
US
N
2
2020-07-15
Fixed
1.50000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BH5
250000.00000000
PA
USD
314789.64000000
0.058454443728
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
5.10000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAR1
730000.00000000
PA
USD
762383.99000000
0.141569881533
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617AUEF3
195085.71000000
PA
USD
204045.35000000
0.037889930016
Long
ABS-MBS
USGA
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ65
308348.77000000
PA
USD
324795.62000000
0.060312490882
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
4.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBJ3
180000.00000000
PA
USD
200369.95000000
0.037207431499
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DQ7
360000.00000000
PA
USD
388922.01000000
0.072220355626
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284M9
950000.00000000
PA
USD
1005998.04000000
0.186807468695
Long
DBT
UST
US
N
2
2025-04-30
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X70
5885000.00000000
PA
USD
5965688.88000000
1.107790665970
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank/Cincinnati OH
31677QBG3
470000.00000000
PA
USD
472545.49000000
0.087748706578
Long
DBT
CORP
US
N
2
2021-06-14
Fixed
2.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHA3
750000.00000000
PA
USD
898007.61000000
0.166754329355
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
5.15000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAB9
95000.00000000
PA
USD
95302.20000000
0.017697015337
Long
DBT
CORP
US
N
2
2021-05-03
Fixed
2.05000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
549300Q5LRI1216F6J80
RBC CAPITAL MARKETS TRIPARTY A REPO
000000000
3735000.00000000
PA
USD
3735000.00000000
0.693565859807
Long
RA
CORP
US
N
2
Repurchase
Y
1.55000000
2020-01-02
3662100.00000000
USD
3799058.88000000
USD
UST
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CG7
65000.00000000
PA
USD
72456.81000000
0.013454771011
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
4.20000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
320000.00000000
PA
USD
362915.54000000
0.067391118751
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y87
14650000.00000000
PA
USD
14696925.71000000
2.729126082083
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H22H0
214638.89000000
PA
USD
223971.62000000
0.041590112235
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2G4
78651.86000000
PA
USD
81711.73000000
0.015173351077
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAC4
65000.00000000
PA
USD
76755.64000000
0.014253036533
Long
DBT
CORP
US
N
2
2038-05-25
Fixed
4.99000000
N
N
N
N
N
N
INGERSOLL-RAND LUX FINAN
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance SA
456873AA6
375000.00000000
PA
USD
375491.07000000
0.069726315077
Long
DBT
CORP
LU
N
2
2020-05-01
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GXBY6
242830.16000000
PA
USD
248596.81000000
0.046162854156
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAD5
270000.00000000
PA
USD
283996.41000000
0.052736335818
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAM7
65000.00000000
PA
USD
71972.51000000
0.013364839566
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0U84
650000.00000000
PA
USD
656544.01000000
0.121916067147
Long
DBT
USGSE
US
N
2
2020-10-30
Fixed
2.88000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAJ4
210000.00000000
PA
USD
231562.71000000
0.042999729601
Long
DBT
CORP
CA
N
2
2044-06-10
Fixed
4.50000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865AV2
210000.00000000
PA
USD
215770.18000000
0.040067156736
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFT4
1920116.22000000
PA
USD
2026286.13000000
0.376268509228
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RU4
140000.00000000
PA
USD
153945.31000000
0.028586669690
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.88000000
N
N
N
N
N
N
Baxalta Inc
5493000JW8DCO3T45R55
Baxalta Inc
07177MAL7
39000.00000000
PA
USD
40038.68000000
0.007434929456
Long
DBT
CORP
US
N
2
2022-06-23
Fixed
3.60000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAU5
100000.00000000
PA
USD
108911.31000000
0.020224140927
Long
DBT
CORP
LU
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FEYC2
329547.05000000
PA
USD
333972.93000000
0.062016659263
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFFX0
700000.00000000
PA
USD
765527.55000000
0.142153620728
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128P8GQ8
140954.62000000
PA
USD
150191.72000000
0.027889651785
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZG2
701355.33000000
PA
USD
723881.83000000
0.134420274115
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282V1
775000.00000000
PA
USD
773577.15000000
0.143648380499
Long
DBT
UST
US
N
2
2020-09-15
Fixed
1.38000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEA0
450000.00000000
PA
USD
453412.17000000
0.084195770156
Long
DBT
CORP
US
N
2
2021-04-21
Fixed
2.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CB2
530000.00000000
PA
USD
567218.49000000
0.105328883457
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBV2
615000.00000000
PA
USD
613472.33000000
0.113917928788
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
300000.00000000
PA
USD
322535.16000000
0.059892737768
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DQ3
300000.00000000
PA
USD
356599.43000000
0.066218257101
Long
DBT
CORP
US
N
2
2044-04-22
Fixed
4.30000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2017-C8
12532CAZ8
200000.00000000
PA
USD
208388.14000000
0.038696358632
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.30000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DD7
105000.00000000
PA
USD
128996.50000000
0.023953833583
Long
DBT
CORP
US
N
2
2046-04-14
Fixed
4.45000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DH3
155000.00000000
PA
USD
161160.41000000
0.029926468093
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
6200000.00000000
PA
USD
6031437.50000000
1.119999768557
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284V9
600000.00000000
PA
USD
647109.37000000
0.120164114215
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
62060.00000000
PA
USD
64467.59000000
0.011971223423
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNV5
62185.98000000
PA
USD
64636.69000000
0.012002624223
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36197CRP7
33447.49000000
PA
USD
36475.79000000
0.006773323334
Long
ABS-MBS
USGA
US
N
2
2047-02-15
Fixed
4.50000000
N
N
N
N
N
N
2020-01-15
MAINSTAY VP FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer