NPORT-P
false
0000934563
XXXXXXXX
S000009382
C000025697
HC Capital Trust
811-08918
0000934563
549300WBB2KZ0XDJW948
Five Tower Bridge, 300 Barr Harbor
5th Floor
West Conshohocken
19428
610-828-7200
The Core Fixed Income Portfolio
S000009382
549300V6SICEFT7GZ352
2022-06-30
2022-03-31
N
59387724.81
2317443.31
57070281.50
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
49722.95000000
USD
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132Y2UE4
7347.18000000
PA
USD
7510.97000000
0.013160912829
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PBU5
45000.00000000
PA
USD
50631.26000000
0.088717382618
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QLWS1
23924.14000000
PA
USD
22858.82000000
0.040053806287
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
EATON CORPORATION
0NZWDMRCE180888QQE14
EATON CORP
278062AG9
85000.00000000
PA
USD
85053.81000000
0.149033450973
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.10300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132A5F42
17569.56000000
PA
USD
16994.86000000
0.029778826305
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
312946RM0
20743.79320000
PA
USD
21971.41000000
0.038498863896
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWBP7
23049.66000000
PA
USD
21416.81000000
0.037527079658
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SSP3
8165.30000000
PA
USD
8171.43000000
0.014318187654
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RE0
100000.00000000
PA
USD
116156.25000000
0.203531938071
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810QS0
33000.00000000
PA
USD
38759.53000000
0.067915435111
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128282A7
25000.00000000
PA
USD
23957.03000000
0.041978117805
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MROTGAGE ASSOCIATION
3136AMKZ1
20610.21000000
PA
USD
20511.49000000
0.035940754909
Long
ABS-MBS
USGSE
US
N
2
2024-09-25
Fixed
2.53200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DXJ6
23058.81000000
PA
USD
20608.72000000
0.036111123790
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179VXY1
17021.05000000
PA
USD
16587.08000000
0.029064303809
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BONDS
912810ET1
15000.00000000
PA
USD
17123.44000000
0.030004127454
Long
DBT
UST
US
N
2
2025-02-15
Fixed
7.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128286L9
80000.00000000
PA
USD
79162.50000000
0.138710547625
Long
DBT
UST
US
N
2
2026-03-31
Fixed
2.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140E6C75
3910.43000000
PA
USD
3969.01000000
0.006954600355
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418ANZ7
10038.52500000
PA
USD
9992.04000000
0.017508306840
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138W9KQ2
27035.42430000
PA
USD
26978.81000000
0.047272957642
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJV96
7599.42000000
PA
USD
7565.97000000
0.013257285229
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SE9
30000.00000000
PA
USD
35100.00000000
0.061503113489
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO COMPANY
95000U2A0
120000.00000000
PA
USD
120057.48000000
0.210367772585
Long
DBT
CORP
US
N
2
2028-05-22
Fixed
3.58400000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RD2
75000.00000000
PA
USD
88593.75000000
0.155236223953
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCZ2
55000.00000000
PA
USD
51703.19000000
0.090595645651
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140Q7FZ5
4586.15000000
PA
USD
4678.91000000
0.008198505206
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CX6
94000.00000000
PA
USD
98499.59000000
0.172593488959
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CAE1
175000.00000000
PA
USD
151976.56000000
0.266297197079
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INCORPORATED
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC
595017BA1
25000.00000000
PA
USD
25279.08000000
0.044294647469
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202FKN5
28742.62200000
PA
USD
30686.07000000
0.053768912984
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140K0E79
23781.45170000
PA
USD
22761.01000000
0.039882421116
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
2.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH COMPANIES, LLC
5493002J2SVENP0PVK27
ANHEUSER BUSCH CO INBEV
03522AAJ9
180000.00000000
PA
USD
199650.06000000
0.349831917335
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136BCB90
9999.64000000
PA
USD
8993.68000000
0.015758955035
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Variable
1.31900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CAG9
9489.00000000
PA
USD
9610.92000000
0.016840498675
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CKH6
9001.96000000
PA
USD
9242.77000000
0.016195416873
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RZT9
4517.60000000
PA
USD
4603.71000000
0.008066737851
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WEJS9
10184.25960000
PA
USD
10358.48000000
0.018150392336
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410LNU2
3483.91000000
PA
USD
3758.91000000
0.006586457787
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SW9
20000.00000000
PA
USD
17793.75000000
0.031178661699
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
RELIANCE STEEL & ALUMINUM CO.
549300E287ZOFT3C5Z56
RELIANCE STEEL ALUM
759509AG7
70000.00000000
PA
USD
62584.69000000
0.109662486946
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.15000000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBF5
85000.00000000
PA
USD
89348.01000000
0.156557857525
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J5FG9
12121.60000000
PA
USD
12527.21000000
0.021950496249
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36296QL31
12451.57160000
PA
USD
13717.39000000
0.024035959941
Long
ABS-MBS
USGA
US
N
2
2039-03-15
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HEAK8
3900.30000000
PA
USD
3986.18000000
0.006984686066
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO.
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO
844741BK3
125000.00000000
PA
USD
133680.25000000
0.234237936954
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KLZW0
23335.28350000
PA
USD
21695.35000000
0.038015144537
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X4DF0
5915.99000000
PA
USD
5972.25000000
0.010464728476
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F020448
100000.00000000
PA
USD
97015.63000000
0.169993256472
Long
ABS-MBS
USGSE
US
N
2
2037-04-25
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JPM36
6424.62000000
PA
USD
6560.30000000
0.011495124656
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417CDR3
15370.12000000
PA
USD
15717.06000000
0.027539832618
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B4KB3
20000.00000000
PA
USD
20508.20000000
0.035934990087
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Fixed
3.27300000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBA8
120000.00000000
PA
USD
115743.75000000
0.202809145071
Long
DBT
UST
US
N
2
2023-12-15
Fixed
0.12500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179S5M5
4057.44000000
PA
USD
4184.11000000
0.007331504050
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828V98
165000.00000000
PA
USD
163246.88000000
0.286045338675
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128M5K58
5652.23710000
PA
USD
6348.48000000
0.011123968260
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468G7
505000.00000000
PA
USD
527542.19000000
0.924372854197
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128285M8
140000.00000000
PA
USD
145731.25000000
0.255354005919
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COMPANIES
460690BL3
125000.00000000
PA
USD
127501.38000000
0.223411163654
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MJVN7
6071.46000000
PA
USD
6183.10000000
0.010834185214
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TEZ4
10584.68000000
PA
USD
10736.54000000
0.018812838692
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3131XWAW3
7516.01000000
PA
USD
7440.46000000
0.013037363413
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128284L1
45000.00000000
PA
USD
45457.03000000
0.079650965099
Long
DBT
UST
US
N
2
2023-04-30
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFX84
7719.12000000
PA
USD
7851.26000000
0.013757177630
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132A8SY6
16247.37000000
PA
USD
15793.44000000
0.027673667598
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128P7TM5
15838.11280000
PA
USD
16113.27000000
0.028234081866
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XC7K8
23986.20050000
PA
USD
22907.25000000
0.040138666566
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128284V9
200000.00000000
PA
USD
204875.00000000
0.358987190206
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418BVH6
4667.60000000
PA
USD
4797.33000000
0.008406003744
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RY6
55000.00000000
PA
USD
56942.19000000
0.099775554813
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132A5GE9
29769.15000000
PA
USD
29469.95000000
0.051637996563
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWBU6
22318.09000000
PA
USD
21346.53000000
0.037403933253
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DLT7
16629.04000000
PA
USD
16326.40000000
0.028607533677
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810QH4
15000.00000000
PA
USD
19061.72000000
0.033400431010
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.37500000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELEC POWER CO
927804FY5
130000.00000000
PA
USD
129518.48000000
0.226945577620
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.80000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ERJH4
11151.99000000
PA
USD
11091.74000000
0.019435229174
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828W71
170000.00000000
PA
USD
169282.81000000
0.296621648869
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.12500000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36178WGU7
4822.30550000
PA
USD
4899.66000000
0.008585308975
Long
ABS-MBS
USGA
US
N
2
2042-11-15
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828P46
120000.00000000
PA
USD
115987.50000000
0.203236250026
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.62500000
N
N
N
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP
534187BA6
175000.00000000
PA
USD
231191.28000000
0.405099245918
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
7.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CO
14040HBG9
80000.00000000
PA
USD
79991.84000000
0.140163738284
Long
DBT
CORP
US
N
2
2025-02-05
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SQV2
6810.94000000
PA
USD
6741.51000000
0.011812645430
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179N5W4
7188.38280000
PA
USD
7512.59000000
0.013163751435
Long
ABS-MBS
USGA
US
N
2
2044-03-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MJV64
18963.75000000
PA
USD
19289.29000000
0.033799184957
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828U57
90000.00000000
PA
USD
89859.38000000
0.157453893056
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133AJPG2
45946.28000000
PA
USD
42685.90000000
0.074795320573
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X5DR1
8081.06000000
PA
USD
8195.11000000
0.014359680353
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179QPG0
9555.00730000
PA
USD
9770.28000000
0.017119733323
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QGAL1
43770.77000000
PA
USD
40633.76000000
0.071199508626
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWCN1
48956.19000000
PA
USD
45463.88000000
0.079662967844
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136ANSB4
9805.97000000
PA
USD
9838.53000000
0.017239322711
Long
ABS-MBS
USGSE
US
N
2
2025-01-25
Variable
2.90000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X7E54
31659.69000000
PA
USD
30783.11000000
0.053938948943
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DWDC4
24917.38530000
PA
USD
23126.06000000
0.040522071018
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RH3
22000.00000000
PA
USD
23746.25000000
0.041608783723
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132A46Y9
36028.21000000
PA
USD
36792.44000000
0.064468649939
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128M73M6
11735.93770000
PA
USD
12647.41000000
0.022161113748
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128283F5
150000.00000000
PA
USD
148218.75000000
0.259712666740
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140E7PH7
7002.87000000
PA
USD
7092.28000000
0.012427273553
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828YG9
70000.00000000
PA
USD
67396.88000000
0.118094528760
Long
DBT
UST
US
N
2
2026-09-30
Fixed
1.62500000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830BD0
30000.00000000
PA
USD
30621.12000000
0.053655105941
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.80000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RTA7
3598.97000000
PA
USD
3760.69000000
0.006589576748
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3132DV3J2
4461.18000000
PA
USD
4482.28000000
0.007853965114
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132XUSK2
6569.04000000
PA
USD
6909.43000000
0.012106879129
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
BBCMS TRUST
N/A
BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC
05492VAJ4
20000.00000000
PA
USD
18243.80000000
0.031967250766
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Fixed
2.44400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31359MGK3
20000.00000000
PA
USD
26183.44000000
0.045879290082
Long
ABS-MBS
USGSE
US
N
2
2030-11-15
Fixed
6.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SU3
86000.00000000
PA
USD
75088.75000000
0.131572419175
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179NX52
3175.12790000
PA
USD
3242.96000000
0.005682397063
Long
ABS-MBS
USGA
US
N
2
2044-01-20
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128285C0
85000.00000000
PA
USD
86301.56000000
0.151219790286
Long
DBT
UST
US
N
2
2025-09-30
Fixed
3.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORPORATION
25179MAL7
188000.00000000
PA
USD
215495.00000000
0.377595824544
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828W48
5000.00000000
PA
USD
4982.03000000
0.008729639786
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828B66
100000.00000000
PA
USD
100765.63000000
0.176564101931
Long
DBT
UST
US
N
2
2024-02-15
Fixed
2.75000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC
74432QBN4
15000.00000000
PA
USD
19544.43000000
0.034246247760
Long
DBT
CORP
US
N
2
2040-06-21
Fixed
6.62500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179M5L0
17877.37700000
PA
USD
18014.28000000
0.031565079979
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MJ2S8
8138.76000000
PA
USD
8227.34000000
0.014416154579
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLDWIDE INC
035240AS9
220000.00000000
PA
USD
228769.20000000
0.400855215686
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
N/A
MORGAN STANLEY BAML TRUST
61764PBU5
25000.00000000
PA
USD
24995.25000000
0.043797313317
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.52600000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TSF3
15802.45000000
PA
USD
15718.40000000
0.027542180600
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.00000000
N
N
N
N
N
N
UNITED PARCEL SERVICE, INC.
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE
911312BQ8
15000.00000000
PA
USD
16925.58000000
0.029657432126
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TAL9
8236.16000000
PA
USD
8493.30000000
0.014882176461
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179WBY3
41075.77000000
PA
USD
39935.31000000
0.069975666757
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179UZU9
5297.26000000
PA
USD
5405.09000000
0.009470936287
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DQ54
13701.17000000
PA
USD
13561.09000000
0.023762087103
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CLG7
8549.30000000
PA
USD
8642.02000000
0.015142767431
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.50000000
N
N
N
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORPORATION
126408GS6
230000.00000000
PA
USD
294917.73000000
0.516762353800
Long
DBT
CORP
US
N
2
2040-04-30
Fixed
6.22000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X83S4
22304.69000000
PA
USD
20718.73000000
0.036303886112
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132A5E76
12410.57000000
PA
USD
12286.02000000
0.021527876991
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KLA49
19310.79000000
PA
USD
18468.34000000
0.032360695469
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179NNB0
9066.84500000
PA
USD
9475.83000000
0.016603790538
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
4.00000000
N
N
N
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO THE
254687EV4
175000.00000000
PA
USD
197542.10000000
0.346138296163
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
BHP BILLITON FINANCE (USA) LIMITED
5493003NUVITP3TMY274
BHP BILLITON FINANCE USA LTD
055451AV0
75000.00000000
PA
USD
88863.08000000
0.155708150835
Long
DBT
CORP
AU
N
2
2043-09-30
Fixed
5.00000000
N
N
N
N
N
N
WRKCO INC.
549300JEB576INN13W07
WRKCO INC
92940PAB0
265000.00000000
PA
USD
276034.34000000
0.483674397155
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.65000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179WBX5
44070.95000000
PA
USD
42068.54000000
0.073713566666
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36178DRS2
9760.01550000
PA
USD
10143.39000000
0.017773506163
Long
ABS-MBS
USGA
US
N
2
2042-12-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133ARVS1
24537.88000000
PA
USD
22786.57000000
0.039927207998
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F030645
75000.00000000
PA
USD
73347.66000000
0.128521636957
Long
ABS-MBS
USGSE
US
N
2
2052-04-25
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46647PAF3
30000.00000000
PA
USD
30046.95000000
0.052649030651
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.54000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179VMD9
21016.29000000
PA
USD
20847.60000000
0.036529695407
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.00000000
N
N
N
N
N
N
Duke Energy Progress, LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC
26442UAB0
25000.00000000
PA
USD
26093.60000000
0.045721870147
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWCC5
23764.59000000
PA
USD
22700.62000000
0.039776604220
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X5LN1
5928.93000000
PA
USD
5829.79000000
0.010215106438
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179NBB3
14464.22500000
PA
USD
15048.74000000
0.026368785302
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.50000000
N
N
N
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EJ8
120000.00000000
PA
USD
130272.96000000
0.228267596682
Long
DBT
CORP
US
N
2
2038-09-15
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DVLS2
45768.11000000
PA
USD
42555.72000000
0.074567215863
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31292SBC3
39144.09190000
PA
USD
39061.48000000
0.068444519587
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DKU5
6010.52000000
PA
USD
6038.95000000
0.010581601914
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMXR9
7111.31000000
PA
USD
7048.68000000
0.012350876524
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179UXS6
7308.91000000
PA
USD
7266.58000000
0.012732686450
Long
ABS-MBS
USGA
US
N
2
2049-08-20
Fixed
3.00000000
N
N
N
N
N
N
XTO ENERGY INC.
50TT7TKGF8M78VJRP761
XTO ENERGY INC
98385XAM8
165000.00000000
PA
USD
213930.42000000
0.374854327641
Long
DBT
CORP
US
N
2
2037-08-01
Fixed
6.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828WE6
170000.00000000
PA
USD
171407.81000000
0.300345127962
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133AN4G6
23908.37000000
PA
USD
22203.24000000
0.038905082323
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DHL9
14807.38000000
PA
USD
14567.29000000
0.025525176356
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
SABRA HEALTH CARE LIMITED PARTNERSHIP
549300OVKLRFSIQG0H81
CARE CAPITAL PROPERTIES WI
14162VAB2
180000.00000000
PA
USD
183974.58000000
0.322364942251
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.12500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179SGL5
9193.78000000
PA
USD
9368.72000000
0.016416109669
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DWCZ4
49450.14000000
PA
USD
45921.79000000
0.080465329402
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128282R0
160000.00000000
PA
USD
158225.00000000
0.277245872705
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MJTZ3
11104.66000000
PA
USD
11551.44000000
0.020240727216
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HJL82
4332.37000000
PA
USD
4507.00000000
0.007897280128
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140KTUB9
44876.47000000
PA
USD
43602.48000000
0.076401375381
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DV4P7
14165.02000000
PA
USD
13934.93000000
0.024417139067
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
MOHAWK INDUSTRIES, INC.
549300JI1115MG3Q6322
MOHAWK INDUSTRIES INC
608190AL8
105000.00000000
PA
USD
103050.26000000
0.180567288773
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179U6U1
7174.97000000
PA
USD
7133.45000000
0.012499412675
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATIONS
3136AX7E9
20463.65000000
PA
USD
20676.47000000
0.036229837065
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
3.07300000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179VTV2
39116.43000000
PA
USD
37230.06000000
0.065235458843
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828ZE3
5000.00000000
PA
USD
4570.31000000
0.008008213521
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.62500000
N
N
N
N
N
N
RELIANCE STEEL & ALUMINUM CO.
549300E287ZOFT3C5Z56
RELIANCE STEEL ALUMINUM CO
759509AF9
95000.00000000
PA
USD
88911.93000000
0.155793747048
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.30000000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BG4
175000.00000000
PA
USD
175045.15000000
0.306718567701
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QGA98
19937.06000000
PA
USD
19050.50000000
0.033380771041
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179SNV5
10230.70000000
PA
USD
10425.33000000
0.018267528608
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DEL2
10561.81000000
PA
USD
10602.86000000
0.018578601193
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CAJ0
115000.00000000
PA
USD
106410.94000000
0.186455957817
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DYB2
45624.12000000
PA
USD
42393.25000000
0.074282531793
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWCK7
46221.94000000
PA
USD
45275.94000000
0.079333654592
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828X88
75000.00000000
PA
USD
74660.16000000
0.130821432867
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.37500000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST
17322VAT3
25000.00000000
PA
USD
25018.00000000
0.043837176447
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Fixed
3.62200000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BENCHMARK 2019 B9 A5 4 0156 3 15 52
08160JAE7
10000.00000000
PA
USD
10371.50000000
0.018173206312
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
4.01560000
N
N
N
N
N
N
ANTHEM, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AG8
185000.00000000
PA
USD
191395.45000000
0.335367979567
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.10100000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAM1
215000.00000000
PA
USD
227923.44000000
0.399373253485
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418C4X9
3280.08000000
PA
USD
3404.45000000
0.005965363952
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
CAPITAL ONE MULTI-ASSET EXECUTION TRUST
N/A
CAPITAL ONE MULTI ASSET EXECUTION TRUST
14041NFX4
15000.00000000
PA
USD
13687.59000000
0.023983743623
Long
ABS-MBS
CORP
US
N
2
2030-07-15
Fixed
1.39000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EHGR7
29187.39000000
PA
USD
30909.45000000
0.054160325107
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DZ21
22288.94900000
PA
USD
21657.15000000
0.037948209524
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TAK1
10067.25000000
PA
USD
10211.74000000
0.017893270773
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
3.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC
74432QCA1
110000.00000000
PA
USD
117762.04000000
0.206345644186
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QGUM7
22366.42000000
PA
USD
20761.94000000
0.036379599774
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140FUJT6
4840.39000000
PA
USD
4972.27000000
0.008712538065
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128285Z9
50000.00000000
PA
USD
50164.06000000
0.087898742885
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810ST6
13000.00000000
PA
USD
10619.38000000
0.018607547958
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140KQVC2
20162.16000000
PA
USD
19328.53000000
0.033867942284
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MJU81
12411.25000000
PA
USD
12909.88000000
0.022621020364
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DFR8
4770.00000000
PA
USD
4792.56000000
0.008397645629
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140K5FK8
11571.85000000
PA
USD
11361.49000000
0.019907891991
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X3AW8
4028.88000000
PA
USD
4049.85000000
0.007096250261
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828U24
160000.00000000
PA
USD
156475.00000000
0.274179478157
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DKK7
10572.37000000
PA
USD
10613.48000000
0.018597209828
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KMVS1
24300.39000000
PA
USD
22552.44000000
0.039516959452
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179MX47
17208.50310000
PA
USD
17646.10000000
0.030919945611
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31335BC20
19531.77000000
PA
USD
19292.15000000
0.033804196322
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133A9UL7
17523.76000000
PA
USD
16799.03000000
0.029435687994
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140K9EV7
9336.21000000
PA
USD
9367.80000000
0.016414497622
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCN9
20000.00000000
PA
USD
19493.75000000
0.034157444974
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDZ1
85000.00000000
PA
USD
82635.94000000
0.144796797611
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140M2TH5
24748.93650000
PA
USD
23642.93000000
0.041427743789
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDW8
90000.00000000
PA
USD
86189.06000000
0.151022664922
Long
DBT
UST
US
N
2
2029-01-31
Fixed
1.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828M56
95000.00000000
PA
USD
94020.31000000
0.164744780521
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DMUB9
22203.61000000
PA
USD
21206.17000000
0.037157990888
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DQ96
11357.95000000
PA
USD
11150.65000000
0.019538452775
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFUB0
13072.65000000
PA
USD
13334.42000000
0.023364910159
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179QPH8
7957.66000000
PA
USD
8316.79000000
0.014572891146
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828ZW3
60000.00000000
PA
USD
55743.75000000
0.097675617738
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31419BBY0
20138.14950000
PA
USD
21433.51000000
0.037556341823
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179S2P1
9787.16000000
PA
USD
9927.76000000
0.017395673788
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VER1
220000.00000000
PA
USD
231507.98000000
0.405654175720
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QFA33
21235.73000000
PA
USD
19714.84000000
0.034544844500
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XAH96
45878.76000000
PA
USD
42753.57000000
0.074913893669
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RD71
6722.57000000
PA
USD
6864.53000000
0.012028204206
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MJV72
16202.04000000
PA
USD
16805.74000000
0.029447445427
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DBG6
3646.24000000
PA
USD
3723.25000000
0.006523973427
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828YM6
50000.00000000
PA
USD
48773.44000000
0.085462063122
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RVA4
9398.77000000
PA
USD
9302.64000000
0.016300322611
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.00000000
N
N
N
N
N
N
ANTHEM, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC
94973VAY3
70000.00000000
PA
USD
76235.81000000
0.133582326906
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140K45H9
8168.28000000
PA
USD
8026.25000000
0.014063799562
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
MARTIN MARIETTA MATERIALS, INC.
5299005MZ4WZECVATV08
MARTIN MARIETTA MATERIALS INC
573284AT3
75000.00000000
PA
USD
75251.10000000
0.131856892978
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3133A7RB7
15243.19000000
PA
USD
14963.23000000
0.026218952503
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128287B0
25000.00000000
PA
USD
24367.19000000
0.042696810598
Long
DBT
UST
US
N
2
2026-06-30
Fixed
1.87500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179MQT0
10179.88400000
PA
USD
11466.63000000
0.020092120975
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KNBH5
24665.95330000
PA
USD
23551.15000000
0.041266924537
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31292SB41
5662.10930000
PA
USD
6023.98000000
0.010555371099
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP
049560AL9
95000.00000000
PA
USD
95117.71000000
0.166667672736
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.15000000
N
N
N
N
N
N
Federal Home Loan Banks
N/A
FEDERAL HOME LOAN BANK
3130AMRY0
50000.00000000
PA
USD
48983.20000000
0.085829609934
Long
DBT
USGSE
US
N
2
2023-06-02
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KH5E2
18438.12000000
PA
USD
17619.84000000
0.030873932170
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WK4R3
6626.35000000
PA
USD
6803.67000000
0.011921563765
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KJVV1
24606.20820000
PA
USD
22842.55000000
0.040025297579
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179QWE7
13452.84000000
PA
USD
13755.56000000
0.024102842387
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDJ7
62000.00000000
PA
USD
56894.69000000
0.099692324103
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
DIGITAL REALTY TRUST, L.P.
CD4SPTZ3YBTHY0C1AH38
DIGITAL REALTY TRUST LP
25389JAT3
185000.00000000
PA
USD
192421.83000000
0.337166428730
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137EAFA2
50000.00000000
PA
USD
48363.15000000
0.084743142540
Long
ABS-MBS
USGSE
US
N
2
2023-12-04
Fixed
0.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DRS3
14768.90000000
PA
USD
14159.19000000
0.024810093148
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL MYERS SQUIBB CO
110122CR7
135000.00000000
PA
USD
147607.65000000
0.258641881764
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DMKB0
6812.25000000
PA
USD
6958.11000000
0.012192177464
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179MK74
14795.94550000
PA
USD
15171.89000000
0.026584571866
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3135G0X24
25000.00000000
PA
USD
24418.03000000
0.042785893740
Long
ABS-MBS
USGSE
US
N
2
2025-01-07
Fixed
1.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWA60
18869.32000000
PA
USD
18099.87000000
0.031715052956
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31283HZ65
17887.53600000
PA
USD
20243.91000000
0.035471894421
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCU3
50000.00000000
PA
USD
48632.81000000
0.085215647657
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137FLN91
50000.00000000
PA
USD
51754.50000000
0.090685552339
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Fixed
3.50500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31329NRH3
10063.11000000
PA
USD
10286.34000000
0.018023986792
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132AEBH8
3484.12000000
PA
USD
3575.25000000
0.006264644059
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136B9KC0
20000.00000000
PA
USD
18676.20000000
0.032724913053
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Fixed
1.78400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133ANDA9
47132.28000000
PA
USD
43790.99000000
0.076731687401
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMU35
6266.01000000
PA
USD
6320.19000000
0.011074397801
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410LAW2
4906.07600000
PA
USD
5398.88000000
0.009460054967
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
SG COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
SG COMMERCIAL MORTGAGE SECURITIES TRUST
78419CAD6
25000.00000000
PA
USD
24600.75000000
0.043106060375
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.05500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31412PKK6
2042.65130000
PA
USD
2122.68000000
0.003719413929
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
4.50000000
N
N
N
N
N
N
BENCHMARK MORTGAGE TRUST
N/A
BENCHMARK MORTGAGE TRUST
08162LAF7
10000.00000000
PA
USD
9456.50000000
0.016569920020
Long
ABS-MBS
CORP
US
N
2
2043-09-15
Variable
2.90860000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CR89
6120.95000000
PA
USD
6187.39000000
0.010841702261
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133A4BS4
12005.20000000
PA
USD
11784.04000000
0.020648294857
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3132A5GR0
8382.06000000
PA
USD
8606.47000000
0.015080475816
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179UGC0
3878.62000000
PA
USD
4018.06000000
0.007040547013
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128283W8
105000.00000000
PA
USD
106607.81000000
0.186800918442
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TCX1
8944.13000000
PA
USD
9072.51000000
0.015897082967
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KYVF3
22995.79000000
PA
USD
21692.38000000
0.038009940427
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RQ3
80000.00000000
PA
USD
78287.50000000
0.137177350351
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140M83M9
24497.93730000
PA
USD
22751.44000000
0.039865652318
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WMXL0
26638.93200000
PA
USD
26583.03000000
0.046579461851
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RBZ1
8080.58070000
PA
USD
8671.69000000
0.015194755960
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAV2
355000.00000000
PA
USD
380631.71000000
0.666952571453
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3131XVMS1
7636.74000000
PA
USD
7559.72000000
0.013246333820
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132D6AG5
22087.71000000
PA
USD
21461.87000000
0.037606034937
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.00000000
N
N
N
N
N
N
WESTROCK MWV, LLC
4DL8C98Z5G5IXZLH3578
WESTVACO CORP
961548AV6
55000.00000000
PA
USD
70214.76000000
0.123032089827
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
8.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138X2WP5
11029.19330000
PA
USD
11006.12000000
0.019285203630
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWCH4
24313.41000000
PA
USD
22579.30000000
0.039564024228
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X8EL7
35104.43000000
PA
USD
33539.28000000
0.058768380176
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DES7
4589.43000000
PA
USD
4515.03000000
0.007911350498
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JLYF5
3013.19000000
PA
USD
3127.44000000
0.005479979978
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QKLF3
47199.23000000
PA
USD
43880.70000000
0.076888879547
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828S35
70000.00000000
PA
USD
69475.00000000
0.121735863524
Long
DBT
UST
US
N
2
2023-06-30
Fixed
1.37500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179VVX5
40214.59000000
PA
USD
38273.83000000
0.067064379207
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179WQA9
48737.30500000
PA
USD
47324.89000000
0.082923876939
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RXE4
3835.78000000
PA
USD
4007.97000000
0.007022867059
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179T7L3
7121.62000000
PA
USD
7369.89000000
0.012913708862
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TJX4
5180.24000000
PA
USD
5254.52000000
0.009207103700
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128LXFB1
11090.22020000
PA
USD
11947.01000000
0.020933855039
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS, INC.
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KBR0
130000.00000000
PA
USD
118735.11000000
0.208050682210
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RNW5
8904.41000000
PA
USD
9092.43000000
0.015931987298
Long
ABS-MBS
USGA
US
N
2
2045-09-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CQG2
7271.35000000
PA
USD
7224.81000000
0.012659495993
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828WJ5
105000.00000000
PA
USD
105213.28000000
0.184357387478
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138EH4B5
8947.68500000
PA
USD
9129.34000000
0.015996661940
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140L0M20
23270.48000000
PA
USD
22606.85000000
0.039612298039
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WCPT4
22664.65000000
PA
USD
22904.05000000
0.040133059445
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828YB0
130000.00000000
PA
USD
123276.56000000
0.216008326505
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179N5X2
3562.86610000
PA
USD
3823.87000000
0.006700282352
Long
ABS-MBS
USGA
US
N
2
2044-03-20
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128284X5
105000.00000000
PA
USD
105951.56000000
0.185651020487
Long
DBT
UST
US
N
2
2023-08-31
Fixed
2.75000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHQ5
680000.00000000
PA
USD
688912.76000000
1.207130474728
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140F0JJ4
15747.51000000
PA
USD
15593.81000000
0.027323870831
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MJXR6
9081.86000000
PA
USD
9237.58000000
0.016186322823
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31413YL82
11355.15400000
PA
USD
12839.27000000
0.022497295724
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XAJD5
23344.70000000
PA
USD
21667.34000000
0.037966064702
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140LNHS9
24313.08000000
PA
USD
22578.59000000
0.039562780148
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XATJ1
46389.02000000
PA
USD
43113.41000000
0.075544414477
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137EAEZ8
25000.00000000
PA
USD
24226.55000000
0.042450377610
Long
ABS-MBS
USGSE
US
N
2
2023-11-06
Fixed
0.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QFV30
22111.76000000
PA
USD
20573.25000000
0.036048972353
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
INTERNATIONAL PAPER COMPANY
824LMFJDH41EY779Q875
INTL PAPER CO
460146CH4
105000.00000000
PA
USD
125860.04000000
0.220535165925
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COS INC
89417EAD1
120000.00000000
PA
USD
152965.44000000
0.268029937788
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140GXYP0
2994.84000000
PA
USD
2950.86000000
0.005170572007
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179VN30
10977.05000000
PA
USD
10871.97000000
0.019050142586
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CAT8
125000.00000000
PA
USD
115234.38000000
0.201916613991
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133AG7H6
45536.93000000
PA
USD
42311.52000000
0.074139322407
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DUG5
20696.04000000
PA
USD
19227.59000000
0.033691072646
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179QT43
9721.28000000
PA
USD
9940.15000000
0.017417383862
Long
ABS-MBS
USGA
US
N
2
2044-11-20
Fixed
3.50000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FIN
822582AY8
50000.00000000
PA
USD
55404.70000000
0.097081525697
Long
DBT
CORP
NL
N
2
2043-08-12
Fixed
4.55000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138X6M36
17784.52000000
PA
USD
17708.58000000
0.031029424657
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DV74
43210.45000000
PA
USD
40143.12000000
0.070339796729
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31334XEE5
5865.68000000
PA
USD
5770.25000000
0.010110778934
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X7VZ9
17903.78000000
PA
USD
17153.76000000
0.030057254930
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133ADUS3
45726.86000000
PA
USD
42471.07000000
0.074418889978
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SSQ1
11523.25000000
PA
USD
11742.86000000
0.020576138213
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132D55E8
34905.83850000
PA
USD
34549.34000000
0.060538233020
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138LQZS6
34413.42400000
PA
USD
34359.87000000
0.060206238863
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CUB8
4941.96000000
PA
USD
5050.77000000
0.008850087764
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828G38
150000.00000000
PA
USD
149062.50000000
0.261191106968
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F022642
425000.00000000
PA
USD
405343.75000000
0.710253637000
Long
ABS-MBS
USGSE
US
N
2
2052-04-25
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828Y61
90000.00000000
PA
USD
90815.63000000
0.159129458648
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31329NVV7
5055.34000000
PA
USD
5069.37000000
0.008882679157
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBL4
61000.00000000
PA
USD
55090.63000000
0.096531204248
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3131XPUE6
18724.14000000
PA
USD
19488.54000000
0.034148315879
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JACX4
3516.41000000
PA
USD
3548.66000000
0.006218052385
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.50000000
N
N
N
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP
049560AM7
65000.00000000
PA
USD
65641.88000000
0.115019373086
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179UN81
5930.42000000
PA
USD
5898.94000000
0.010336272828
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
3.00000000
N
N
N
N
N
N
BUNGE LIMITED FINANCE CORP.
549300QHC068L40NNM71
BUNGE LTD FINANCE CORP
120568BC3
195000.00000000
PA
USD
178903.34000000
0.313478986431
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DV6Q3
23454.58930000
PA
USD
21792.36000000
0.038185127928
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133AWPS7
24609.44000000
PA
USD
22853.84000000
0.040045080205
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133B3L54
24875.78830000
PA
USD
23087.43000000
0.040454382549
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418D5F5
24258.65000000
PA
USD
22071.87000000
0.038674892465
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J8YC1
10017.30000000
PA
USD
10283.92000000
0.018019746406
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3135G04Z3
25000.00000000
PA
USD
23421.53000000
0.041039801074
Long
ABS-MBS
USGSE
US
N
2
2025-06-17
Fixed
0.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CAV3
185000.00000000
PA
USD
163869.53000000
0.287136361855
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140KEFG8
13060.40000000
PA
USD
12821.25000000
0.022465720622
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133ARSC0
47814.21000000
PA
USD
44407.16000000
0.077811356160
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132Y2DX1
5584.25000000
PA
USD
5797.20000000
0.010158001410
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200HF1
75000.00000000
PA
USD
76496.55000000
0.134039202172
Long
DBT
CORP
US
N
2
2042-06-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DVC3
18051.52000000
PA
USD
17306.14000000
0.030324259045
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCD1
135000.00000000
PA
USD
132215.63000000
0.231671592508
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828T26
75000.00000000
PA
USD
74167.97000000
0.129959005020
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CAY7
100000.00000000
PA
USD
90250.00000000
0.158138347363
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DC67
3832.48000000
PA
USD
3850.61000000
0.006747136861
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE
17328RBB4
15000.00000000
PA
USD
14254.50000000
0.024977097756
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Variable
2.91800000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179DLT5
6115.88210000
PA
USD
6249.58000000
0.010950673162
Long
ABS-MBS
USGA
US
N
2
2043-01-15
Fixed
3.50000000
N
N
N
N
N
N
Iberdrola International B.V.
549300ZMLFJKWC63XN87
IBERDROLA INTL BV
29266MAF6
145000.00000000
PA
USD
188999.82000000
0.331170295699
Long
DBT
CORP
NL
N
2
2036-07-15
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TSG1
7463.93000000
PA
USD
7551.71000000
0.013232298494
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828YV6
90000.00000000
PA
USD
87665.63000000
0.153609948463
Long
DBT
UST
US
N
2
2024-11-30
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JGLQ6
4336.20000000
PA
USD
4431.68000000
0.007765302506
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179U4C3
5311.83000000
PA
USD
5364.72000000
0.009400198945
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179VZQ6
20914.32000000
PA
USD
19962.48000000
0.034978765612
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DKC5
7150.30000000
PA
USD
7055.26000000
0.012362406167
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
3.00000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP
89236TGY5
120000.00000000
PA
USD
120329.16000000
0.210843817197
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810FT0
20000.00000000
PA
USD
25293.75000000
0.044320352616
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828Y79
75000.00000000
PA
USD
75796.88000000
0.132813222587
Long
DBT
UST
US
N
2
2025-07-31
Fixed
2.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DC59
4497.55000000
PA
USD
4424.59000000
0.007752879228
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DBF8
3325.85000000
PA
USD
3341.58000000
0.005855201537
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DTR3
17179.21000000
PA
USD
16469.71000000
0.028858645107
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128284N7
140000.00000000
PA
USD
143259.38000000
0.251022732383
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MJ4Y3
5081.34000000
PA
USD
5357.21000000
0.009387039732
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
5.00000000
N
N
N
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WAQ3
55000.00000000
PA
USD
65780.33000000
0.115261968700
Long
DBT
CORP
GB
N
2
2037-02-27
Fixed
6.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418BFW1
10603.06800000
PA
USD
10797.15000000
0.018919041077
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SL3
106000.00000000
PA
USD
95366.88000000
0.167104274752
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828XB1
85000.00000000
PA
USD
83950.78000000
0.147100693729
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CZ1
45000.00000000
PA
USD
51000.53000000
0.089364426912
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138MPYS8
21260.85600000
PA
USD
21209.51000000
0.037163843321
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179WDQ8
22500.31830000
PA
USD
21477.49000000
0.037633404699
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.00000000
N
N
N
N
N
N
COMCAST CABLE COMMUNICATIONS, LLC.
549300T2R1ZBGV1UVE31
TCI COMMUNICATIONS INC
872287AF4
150000.00000000
PA
USD
175054.05000000
0.306734162508
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TF5
10000.00000000
PA
USD
9642.19000000
0.016895290765
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KKVF3
22705.67580000
PA
USD
21077.53000000
0.036932584606
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132A9UR6
8839.75000000
PA
USD
8759.39000000
0.015348426133
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
2.50000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GROUP, INC.
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINANCIAL GRP
74251VAR3
155000.00000000
PA
USD
158101.09000000
0.277028754449
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.70000000
N
N
N
N
N
N
BANK
N/A
BANK 2017 BNK8 A3
06650AAD9
40000.00000000
PA
USD
39689.60000000
0.069545127440
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.22900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X7JY6
15600.77000000
PA
USD
14939.92000000
0.026178108127
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MJZ37
8485.28000000
PA
USD
8577.57000000
0.015029836500
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WEP86
8461.40000000
PA
USD
8425.42000000
0.014763235397
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128286X3
100000.00000000
PA
USD
98437.50000000
0.172484693281
Long
DBT
UST
US
N
2
2026-05-31
Fixed
2.12500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
N/A
FEDERAL FARM CREDIT BANK
3133EMRZ7
25000.00000000
PA
USD
24041.03000000
0.042125304743
Long
DBT
USGSE
US
N
2
2024-02-26
Fixed
0.25000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SUT2
6971.13000000
PA
USD
6774.38000000
0.011870241081
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138MFTC1
30338.32800000
PA
USD
31020.12000000
0.054354243898
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ER6B1
16595.30000000
PA
USD
16433.21000000
0.028794688878
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133GGSJ3
24834.09330000
PA
USD
23547.41000000
0.041260371214
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KMNT8
24062.08000000
PA
USD
22983.41000000
0.040272116057
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CMH4
5343.06000000
PA
USD
5377.13000000
0.009421944063
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128P7RQ8
7269.19000000
PA
USD
7516.77000000
0.013171075737
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DMP4
8095.39000000
PA
USD
7798.53000000
0.013664782781
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDY4
65000.00000000
PA
USD
62410.16000000
0.109356671037
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RT7
117000.00000000
PA
USD
109340.16000000
0.191588611666
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KNGQ0
49081.88900000
PA
USD
45550.98000000
0.079815586681
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140EXHC0
11716.71000000
PA
USD
11868.46000000
0.020796217730
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QKRT7
23436.22000000
PA
USD
21837.85000000
0.038264836664
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828ZH6
35000.00000000
PA
USD
34453.13000000
0.060369651409
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QEAE2
30013.00000000
PA
USD
28727.31000000
0.050336723851
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDV0
90000.00000000
PA
USD
87707.81000000
0.153683857332
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133B2X95
24828.09080000
PA
USD
23718.60000000
0.041560334690
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KY6
595000.00000000
PA
USD
589358.21000000
1.032688458002
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWAW3
21613.49000000
PA
USD
20078.99000000
0.035182917399
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36182UN45
5614.89800000
PA
USD
5736.54000000
0.010051711414
Long
ABS-MBS
USGA
US
N
2
2044-09-15
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DUA8
19667.23000000
PA
USD
18441.56000000
0.032313770872
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140FF5G2
13481.25000000
PA
USD
13589.59000000
0.023812025528
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132D56Z0
20258.52000000
PA
USD
19230.48000000
0.033696136578
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138AW3M3
22707.13300000
PA
USD
23633.43000000
0.041411097648
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3134A4AA2
10000.00000000
PA
USD
13278.67000000
0.023267223589
Long
ABS-MBS
USGSE
US
N
2
2031-03-15
Fixed
6.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RM2
50000.00000000
PA
USD
53093.75000000
0.093032220280
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RP5
50000.00000000
PA
USD
53296.88000000
0.093388149837
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QDXC3
28498.96000000
PA
USD
27277.48000000
0.047796294819
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BONDS
912810PU6
40000.00000000
PA
USD
53475.00000000
0.093700256235
Long
DBT
UST
US
N
2
2037-05-15
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828YH7
80000.00000000
PA
USD
78112.50000000
0.136870710897
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132A5EY7
8311.70000000
PA
USD
8416.59000000
0.014747763246
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140L24V2
46656.97000000
PA
USD
43348.94000000
0.075957116139
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RC4
75000.00000000
PA
USD
86894.53000000
0.152258807414
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QDXD1
14591.07000000
PA
USD
13943.74000000
0.024432576173
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CE42
16031.69000000
PA
USD
15512.73000000
0.027181800391
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132WHLP8
7338.31000000
PA
USD
7398.92000000
0.012964575967
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
BP CAPITAL MARKETS P.L.C.
549300CRVT18MXX0AG93
BP CAPITAL MARKETS PLC
05565QCS5
185000.00000000
PA
USD
187790.54000000
0.329051364500
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
3.53500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DWC27
24656.56200000
PA
USD
23554.96000000
0.041273600516
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ATCY4
13062.00810000
PA
USD
13482.02000000
0.023623538636
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X6FX4
23875.62490000
PA
USD
22820.52000000
0.039986696053
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.50000000
N
N
N
N
N
N
BROWN & BROWN, INC.
549300PC8KTJ71XKFY89
BROWN BROWN INC
115236AB7
317000.00000000
PA
USD
327647.08000000
0.574111554014
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DAQ5
3144.29000000
PA
USD
3160.63000000
0.005538136341
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCW9
42000.00000000
PA
USD
38928.75000000
0.068211946702
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128285P1
35000.00000000
PA
USD
35360.94000000
0.061960339200
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CAW1
55000.00000000
PA
USD
53289.84000000
0.093375814170
Long
DBT
UST
US
N
2
2023-11-15
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132A5DC6
4877.26000000
PA
USD
4959.78000000
0.008690652769
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.50000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST
N/A
TOYOTA AUTO RECEIVABLES OWNER TRUST
89240BAC2
20000.00000000
PA
USD
19617.79000000
0.034374791019
Long
ABS-MBS
CORP
US
N
2
2025-05-15
Fixed
0.26000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DV6F7
9781.71000000
PA
USD
9986.04000000
0.017497793488
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
4.00000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM MORTGAGE TRUST
12629NAF2
20000.00000000
PA
USD
19910.40000000
0.034887509710
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.35000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCB5
195000.00000000
PA
USD
183635.16000000
0.321770201886
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133A26A3
10164.09000000
PA
USD
9985.95000000
0.017497635787
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132Y1W95
3485.41000000
PA
USD
3506.22000000
0.006143687936
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DU75
19529.09000000
PA
USD
18542.44000000
0.032490535376
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133AXMB5
48949.74000000
PA
USD
45458.37000000
0.079653313082
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828VB3
114000.00000000
PA
USD
113821.88000000
0.199441595535
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWA52
43675.09000000
PA
USD
40573.96000000
0.071094725544
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179MQP8
27693.31400000
PA
USD
28397.04000000
0.049758016350
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DEU2
4762.72000000
PA
USD
4863.31000000
0.008521615580
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES
46643GAE0
25000.00000000
PA
USD
25033.50000000
0.043864335941
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.63850000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCS8
95000.00000000
PA
USD
86360.94000000
0.151323837433
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFMD0
24684.30400000
PA
USD
22952.87000000
0.040218603092
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3620AS3P2
5630.41320000
PA
USD
6238.72000000
0.010931643994
Long
ABS-MBS
USGA
US
N
2
2041-10-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132A5EP6
17206.88000000
PA
USD
17497.66000000
0.030659845264
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140K3BL5
11015.80000000
PA
USD
10836.33000000
0.018987693270
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCE9
25000.00000000
PA
USD
25459.50000000
0.044610783985
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132D56Q0
37468.21000000
PA
USD
36406.63000000
0.063792623836
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31419AP43
15490.36500000
PA
USD
17372.86000000
0.030441167527
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SC3
80000.00000000
PA
USD
89225.00000000
0.156342316271
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179MAY6
4498.32590000
PA
USD
4702.14000000
0.008239209403
Long
ABS-MBS
USGA
US
N
2
2042-04-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MJ3M0
6111.20000000
PA
USD
5988.04000000
0.010492396116
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179UH62
2930.08000000
PA
USD
3097.78000000
0.005428008971
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132D6AQ3
22924.15000000
PA
USD
22271.36000000
0.039024443921
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SEH6
9131.19000000
PA
USD
9304.90000000
0.016304282641
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133AKFQ8
46142.23000000
PA
USD
42874.63000000
0.075126018083
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810EW4
25000.00000000
PA
USD
28179.69000000
0.049377170147
Long
DBT
UST
US
N
2
2026-02-15
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179UQ47
8480.58000000
PA
USD
8594.51000000
0.015059519200
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KKQX0
19075.04000000
PA
USD
18227.99000000
0.031939548081
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Eastern Energy Gas Holdings, LLC
549300BFOD6TDMVV4O24
DOMINION GAS HOLDINGS LLC
257375AH8
225000.00000000
PA
USD
225878.40000000
0.395789882340
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.60000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RDK5
55000.00000000
PA
USD
57841.85000000
0.101351961966
Long
DBT
CORP
US
N
2
2049-03-09
Fixed
4.55000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BX7
270000.00000000
PA
USD
318556.53000000
0.558182860899
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828ZB9
10000.00000000
PA
USD
9381.25000000
0.016438065054
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJK49
8701.93000000
PA
USD
8616.79000000
0.015098558783
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132A5JT3
3802.64000000
PA
USD
3946.92000000
0.006915893695
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132A5GP4
16537.11000000
PA
USD
16324.95000000
0.028604992950
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XFK75
24792.51680000
PA
USD
23348.37000000
0.040911608259
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31402CV74
12239.44780000
PA
USD
13095.73000000
0.022946671465
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137FJKE8
25000.00000000
PA
USD
26474.00000000
0.046388416710
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
3.92000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133ALHG6
22229.37000000
PA
USD
21261.13000000
0.037254293199
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3129456X1
6623.60550000
PA
USD
7594.93000000
0.013308029679
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KYVN6
23625.30000000
PA
USD
22212.34000000
0.038921027575
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418C7E8
2482.03000000
PA
USD
2534.42000000
0.004440875239
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3131XCLE5
8135.99000000
PA
USD
8089.75000000
0.014175065879
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MJTL4
20550.55000000
PA
USD
21018.38000000
0.036828940470
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J9GM7
5499.51000000
PA
USD
5556.57000000
0.009736363399
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWAX1
18593.66000000
PA
USD
17825.59000000
0.031234452558
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128285D8
105000.00000000
PA
USD
106148.44000000
0.185995998635
Long
DBT
UST
US
N
2
2023-09-30
Fixed
2.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CTC8
7735.34000000
PA
USD
7685.87000000
0.013467377062
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X7PZ6
16768.64000000
PA
USD
16304.06000000
0.028568388960
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.00000000
N
N
N
N
N
N
Federal Home Loan Banks
N/A
FEDERAL HOME LOAN BANK
3130AQF57
25000.00000000
PA
USD
24311.15000000
0.042598615883
Long
DBT
USGSE
US
N
2
2023-12-22
Fixed
0.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810QZ4
90000.00000000
PA
USD
96735.94000000
0.169503176535
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140XAEW8
46079.26000000
PA
USD
42932.96000000
0.075228225394
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TJW6
11533.41000000
PA
USD
11415.76000000
0.020002985266
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDD0
75000.00000000
PA
USD
72914.06000000
0.127761871999
Long
DBT
UST
US
N
2
2023-10-31
Fixed
0.37500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828VS6
67000.00000000
PA
USD
67376.88000000
0.118059484251
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DHK1
8106.59000000
PA
USD
7759.37000000
0.013596165633
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
2.50000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAL6
55000.00000000
PA
USD
56621.18000000
0.099213072919
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DYX4
46404.05000000
PA
USD
43115.79000000
0.075548584774
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128284U1
105000.00000000
PA
USD
105853.13000000
0.185478548936
Long
DBT
UST
US
N
2
2023-06-30
Fixed
2.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ESDA3
10157.03000000
PA
USD
10209.15000000
0.017888732509
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HMZH0
15514.44000000
PA
USD
15886.43000000
0.027836607043
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TE27
4529.30000000
PA
USD
4670.71000000
0.008184136957
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QHFZ3
42766.86000000
PA
USD
41544.38000000
0.072795120171
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X8TA5
21972.13000000
PA
USD
20403.31000000
0.035751199159
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SN9
105000.00000000
PA
USD
78372.66000000
0.137326569871
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179VDN7
7660.34000000
PA
USD
7616.01000000
0.013344966591
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WEJR1
14338.84400000
PA
USD
14585.42000000
0.025556944203
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31335HXP3
841.73000000
PA
USD
831.28000000
0.001456589976
Long
ABS-MBS
USGSE
US
N
2
2023-06-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RK6
60000.00000000
PA
USD
58425.00000000
0.102373772240
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SJT5
9642.39000000
PA
USD
9825.90000000
0.017217192103
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179SB71
9728.51000000
PA
USD
9629.21000000
0.016872546878
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828X70
70000.00000000
PA
USD
69453.13000000
0.121697542353
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X6XZ9
11494.03000000
PA
USD
11285.15000000
0.019774127099
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132A5AL9
27915.02000000
PA
USD
27847.98000000
0.048795939441
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DHH8
6135.09000000
PA
USD
6008.53000000
0.010528299216
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
3.00000000
N
N
N
N
N
N
SOUTHERN COMPANY GAS CAPITAL CORPORATION
E8CD46SWUD2TSN8PA636
SOUTHERN CO GAS CAPITAL
8426EPAC2
80000.00000000
PA
USD
80348.00000000
0.140787810902
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KYVB2
23208.25000000
PA
USD
20867.19000000
0.036564021503
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X4SD9
4592.25000000
PA
USD
4722.55000000
0.008274972325
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828R69
80000.00000000
PA
USD
79725.00000000
0.139696174444
Long
DBT
UST
US
N
2
2023-05-31
Fixed
1.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CS96
12137.71000000
PA
USD
12215.23000000
0.021403836951
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
3.50000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
UNITED TECHNOLOGIES CORP
913017BT5
50000.00000000
PA
USD
55153.75000000
0.096641804719
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DV6U4
15094.22000000
PA
USD
14470.96000000
0.025356384478
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDF5
120000.00000000
PA
USD
112162.50000000
0.196533987658
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.37500000
N
N
N
N
N
N
FISERV, INC.
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AU2
140000.00000000
PA
USD
137656.54000000
0.241205293511
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128286Z8
75000.00000000
PA
USD
73910.16000000
0.129507263776
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DV3U7
7504.83000000
PA
USD
7540.33000000
0.013212358169
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140F5AD5
15587.06000000
PA
USD
15434.79000000
0.027045231939
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BR9
220000.00000000
PA
USD
228525.00000000
0.400427322230
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QMA61
24506.46000000
PA
USD
23405.80000000
0.041012238567
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WHNS7
5252.25000000
PA
USD
5408.28000000
0.009476525886
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP
534187BF5
110000.00000000
PA
USD
111709.29000000
0.195739861559
Long
DBT
CORP
US
N
2
2026-12-12
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QFRS0
22174.92000000
PA
USD
19795.59000000
0.034686336705
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137H2NY6
10000.00000000
PA
USD
8877.90000000
0.015556082371
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Fixed
2.18400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140KVXP0
22777.46000000
PA
USD
21157.61000000
0.037072902820
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBX8
25000.00000000
PA
USD
24550.78000000
0.043018501669
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133AER55
44379.64000000
PA
USD
41225.69000000
0.072236703440
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QKXN3
23586.76000000
PA
USD
21913.39000000
0.038397199775
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MJ2C3
4321.75000000
PA
USD
4368.75000000
0.007655034958
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128286B1
165000.00000000
PA
USD
166959.38000000
0.292550475679
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO COMPANY
949746RW3
495000.00000000
PA
USD
490050.99000000
0.858679819198
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128284Z0
85000.00000000
PA
USD
85571.09000000
0.149939842157
Long
DBT
UST
US
N
2
2025-08-31
Fixed
2.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CAP6
45000.00000000
PA
USD
43614.84000000
0.076423032887
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128P8D81
6200.16000000
PA
USD
6149.70000000
0.010775660884
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERT
3137BMTX4
25000.00000000
PA
USD
25167.50000000
0.044099134152
Long
ABS-MBS
USGSE
US
N
2
2025-11-25
Fixed
3.15100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418C4F8
3217.10000000
PA
USD
3287.94000000
0.005761212164
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BX9
55000.00000000
PA
USD
62198.24000000
0.108985339418
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H042646
-25000.00000000
PA
USD
-25820.31000000
-0.04524300445
Short
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MMRF2
17487.78200000
PA
USD
17413.34000000
0.030512097614
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179MG53
18484.73600000
PA
USD
18954.71000000
0.033212925364
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Fixed
3.50000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
38141GWB6
215000.00000000
PA
USD
217293.84000000
0.380747797783
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CAB7
60000.00000000
PA
USD
55621.88000000
0.097462074021
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KJ6L1
20970.26000000
PA
USD
19468.31000000
0.034112868358
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST
95002DBG3
25000.00000000
PA
USD
26479.50000000
0.046398053950
Long
ABS-MBS
CORP
US
N
2
2061-09-15
Fixed
4.44200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138YR5Y0
10170.85000000
PA
USD
10345.56000000
0.018127753583
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CY4
260000.00000000
PA
USD
283795.46000000
0.497273629182
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179VFP0
14977.38000000
PA
USD
14834.48000000
0.025993353475
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RV2
75000.00000000
PA
USD
80683.59000000
0.141375840243
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QGZQ3
45768.59000000
PA
USD
42511.12000000
0.074489066608
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
LOCKHEED MARTIN CORPORATION
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN CORP
539830BB4
70000.00000000
PA
USD
74567.78000000
0.130659562280
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828V23
80000.00000000
PA
USD
79975.00000000
0.140134230808
Long
DBT
UST
US
N
2
2023-12-31
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31292LE84
14099.08530000
PA
USD
14415.51000000
0.025259223576
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RX8
55000.00000000
PA
USD
59305.47000000
0.103916554187
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
SS INST TREAS PLUS MM FUN
N/A
SS INST TREAS PLUS MM FUN
930SJLII0
2563072.72000000
NS
USD
2563071.99000000
4.491079985298
Long
STIV
RF
US
N
1
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36211EPU6
6644.31000000
PA
USD
7382.89000000
0.012936487793
Long
ABS-MBS
USGA
US
N
2
2035-02-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128M4NK5
11653.60600000
PA
USD
13473.78000000
0.023609100298
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CRD8
4805.11000000
PA
USD
4933.61000000
0.008644797029
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179UH47
3890.84000000
PA
USD
4030.72000000
0.007062730188
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H020642
350000.00000000
PA
USD
332554.69000000
0.582710793182
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWAP8
36140.05000000
PA
USD
34647.76000000
0.060710687049
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDK4
35000.00000000
PA
USD
33107.81000000
0.058012347459
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140FDET9
8003.79000000
PA
USD
7925.72000000
0.013887648337
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179UKX9
3440.44000000
PA
USD
3528.18000000
0.006182166807
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
4.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC.
5493009NTB34VXE1T760
BP CAPITAL MARKETS AMERICA INC
10373QBG4
25000.00000000
PA
USD
21602.80000000
0.037852976071
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BA0
111000.00000000
PA
USD
117250.52000000
0.205449345821
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179QGD7
7447.39400000
PA
USD
7783.51000000
0.013638464355
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36202EVP1
8887.21490000
PA
USD
10205.56000000
0.017882442020
Long
ABS-MBS
USGA
US
N
2
2038-08-20
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WH6L1
6672.29000000
PA
USD
6537.18000000
0.011454613203
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140FCTC2
5435.13000000
PA
USD
5494.23000000
0.009627129664
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DUH3
17415.31000000
PA
USD
16696.42000000
0.029255892140
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QKN95
22766.19000000
PA
USD
21747.31000000
0.038106190171
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418BVJ2
5290.88000000
PA
USD
5266.47000000
0.009228042794
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179UQ54
3621.18000000
PA
USD
3702.78000000
0.006488105372
Long
ABS-MBS
USGA
US
N
2
2049-04-20
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE CO
46647PBD7
400000.00000000
PA
USD
401646.80000000
0.703775747102
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70200000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SNU7
15470.73000000
PA
USD
15313.06000000
0.026831933534
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MP3
210000.00000000
PA
USD
217948.29000000
0.381894541732
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KLS57
23615.02080000
PA
USD
21955.06000000
0.038470215010
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHD4
430000.00000000
PA
USD
426308.02000000
0.746987764551
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128284M9
90000.00000000
PA
USD
90928.13000000
0.159326584012
Long
DBT
UST
US
N
2
2025-04-30
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132A5JQ9
3590.75000000
PA
USD
3624.03000000
0.006350117617
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418D3M2
23009.12000000
PA
USD
22353.62000000
0.039168581987
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RJD2
9310.44780000
PA
USD
9215.18000000
0.016147072973
Long
ABS-MBS
USGA
US
N
2
2045-07-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31307TD99
8535.74000000
PA
USD
8597.68000000
0.015065073754
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBU4
100000.00000000
PA
USD
98421.88000000
0.172457323519
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH
3137B4WB8
30000.00000000
PA
USD
30200.10000000
0.052917383980
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Variable
3.06000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133AM7J9
23685.77000000
PA
USD
22006.54000000
0.038560419576
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179WRZ3
49269.67950000
PA
USD
46870.81000000
0.082128226404
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QG3B1
22340.50000000
PA
USD
20740.21000000
0.036341523915
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBP5
30000.00000000
PA
USD
27815.63000000
0.048739254948
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418D5B4
47789.66000000
PA
USD
45332.66000000
0.079433040820
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132XVQ63
6790.14000000
PA
USD
6863.47000000
0.012026346847
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDL2
115000.00000000
PA
USD
108333.59000000
0.189824874089
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828ZT0
100000.00000000
PA
USD
93093.75000000
0.163121238503
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCP4
15000.00000000
PA
USD
13842.19000000
0.024254637678
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWBX0
47567.43000000
PA
USD
42461.05000000
0.074401332679
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QFRR2
22764.67000000
PA
USD
20319.53000000
0.035604397710
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE TRUST
200474BC7
25000.00000000
PA
USD
24719.50000000
0.043314137148
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.18300000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RS83
8734.57000000
PA
USD
8645.16000000
0.015148269419
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.00000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
N/A
CANADIAN NATL RESOURCES
136385AZ4
170000.00000000
PA
USD
162912.36000000
0.285459184216
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KGU97
9494.28000000
PA
USD
9563.33000000
0.016757110265
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QGBA4
22618.03590000
PA
USD
21614.85000000
0.037874090388
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828J27
170000.00000000
PA
USD
167609.38000000
0.293689422225
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31307LJ58
6781.55000000
PA
USD
6931.21000000
0.012145042599
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140EVJC2
8027.95000000
PA
USD
8131.46000000
0.014248151202
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
3.50000000
N
N
N
N
N
N
MARTIN MARIETTA MATERIALS, INC.
5299005MZ4WZECVATV08
MARTIN MARIETTA MATERIAL
573284AN6
135000.00000000
PA
USD
138150.23000000
0.242070349696
Long
DBT
CORP
US
N
2
2024-07-02
Fixed
4.25000000
N
N
N
N
N
N
STATE STREET INSTITUTIONAL TREASURY MMKT
N/A
STATE STREET INSTITUTIONAL TREASURY MMKT
85799J9Y2
462853.78000000
NS
USD
462853.36000000
0.811023439581
Long
STIV
RF
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133AKPS3
46365.67000000
PA
USD
43079.89000000
0.075485679880
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QDAZ7
9548.26000000
PA
USD
9381.31000000
0.016438170188
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WC2A0
11725.25600000
PA
USD
12195.42000000
0.021369125365
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418BLF1
16155.24100000
PA
USD
16436.46000000
0.028800383611
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TXU4
6098.48000000
PA
USD
6186.01000000
0.010839284190
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128285T3
90000.00000000
PA
USD
90295.31000000
0.158217740699
Long
DBT
UST
US
N
2
2025-12-31
Fixed
2.62500000
N
N
N
N
N
N
FISERV, INC.
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AV0
10000.00000000
PA
USD
10301.06000000
0.018049779551
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810EY0
15000.00000000
PA
USD
17592.19000000
0.030825483136
Long
DBT
UST
US
N
2
2026-11-15
Fixed
6.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SH2
94000.00000000
PA
USD
100947.19000000
0.176882235984
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KLWQ6
23972.61500000
PA
USD
22282.39000000
0.039043770968
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X4XP6
5226.87000000
PA
USD
5134.18000000
0.008996240889
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KHW69
10442.50000000
PA
USD
10514.77000000
0.018424247653
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140KUHT2
43200.69000000
PA
USD
40130.84000000
0.070318279400
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140F9WG6
17326.97000000
PA
USD
17157.61000000
0.030064000998
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DLL4
8465.86000000
PA
USD
8383.45000000
0.014689694495
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DJR4
6797.26000000
PA
USD
6686.95000000
0.011717044010
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MJV56
5347.70000000
PA
USD
5314.29000000
0.009311834216
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X4W93
3903.54000000
PA
USD
3989.49000000
0.006990485932
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DX80
21757.96000000
PA
USD
20642.42000000
0.036170173788
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3136AQV80
22692.02000000
PA
USD
22601.02000000
0.039602082565
Long
ABS-MBS
USGSE
US
N
2
2026-01-25
Fixed
2.93900000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418BYV2
5523.59000000
PA
USD
5499.34000000
0.009636083536
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137FUZJ6
20000.00000000
PA
USD
16932.60000000
0.029669732748
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Fixed
1.72100000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828Z78
35000.00000000
PA
USD
33446.88000000
0.058606474544
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828XZ8
90000.00000000
PA
USD
90590.63000000
0.158735207920
Long
DBT
UST
US
N
2
2025-06-30
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CGF5
7710.90000000
PA
USD
7645.14000000
0.013396008919
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3131XVKA2
7504.15810000
PA
USD
7428.76000000
0.013016862375
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SZ2
49000.00000000
PA
USD
44138.28000000
0.077340217780
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140Q83V5
4931.01000000
PA
USD
5129.77000000
0.008988513575
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RQ28
12246.68000000
PA
USD
12505.29000000
0.021912087467
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128284D9
20000.00000000
PA
USD
20153.13000000
0.035312827395
Long
DBT
UST
US
N
2
2023-03-31
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140Q9SE4
3501.54000000
PA
USD
3578.64000000
0.006270584104
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
N/A
FEDERAL FARM CREDIT BANK
3133ENEJ5
75000.00000000
PA
USD
71988.30000000
0.126139731762
Long
DBT
USGSE
US
N
2
2024-11-18
Fixed
0.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QDJN5
10443.59000000
PA
USD
10234.52000000
0.017933186469
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DKQ4
9091.06000000
PA
USD
8701.57000000
0.015247112457
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SP4
60000.00000000
PA
USD
46218.75000000
0.080985670273
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST
17323CAD9
22976.66000000
PA
USD
22625.81000000
0.039645520234
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
2.87800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31329NTH1
5286.62000000
PA
USD
5301.24000000
0.009288967674
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MJ3K4
5633.19000000
PA
USD
5758.48000000
0.010090155241
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER PARTNERS
29278NAF0
5000.00000000
PA
USD
5237.50000000
0.009177280823
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWBJ1
43055.86000000
PA
USD
41182.34000000
0.072160744467
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERT
3137BYPQ7
28738.31000000
PA
USD
28761.30000000
0.050396281994
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Fixed
2.90500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179VSH4
12637.58000000
PA
USD
12516.56000000
0.021931835047
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H022648
325000.00000000
PA
USD
315046.88000000
0.552033162829
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
2.50000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBK6
245000.00000000
PA
USD
274933.37000000
0.481745249495
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SYR2
12364.44000000
PA
USD
12238.06000000
0.021443840258
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
3.00000000
N
N
N
N
N
N
OKLAHOMA GAS AND ELECTRIC COMPANY
549300VJ8YXGPO8EV472
OKLAHOMA G E CO
678858BT7
220000.00000000
PA
USD
223709.86000000
0.391990111350
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.80000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RU4
65000.00000000
PA
USD
68341.41000000
0.119749558270
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MJZB9
13954.27000000
PA
USD
13818.04000000
0.024212321433
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31307EJ70
11039.64070000
PA
USD
10730.73000000
0.018802658262
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RG5
75000.00000000
PA
USD
84105.47000000
0.147371745485
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.37500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179VMC1
11990.44000000
PA
USD
11684.82000000
0.020474439047
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
2.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PCR1
130000.00000000
PA
USD
150780.50000000
0.264201430301
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SWY9
4026.82000000
PA
USD
4169.39000000
0.007305711292
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128MMV59
9048.07000000
PA
USD
8990.09000000
0.015752664545
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810QT8
15000.00000000
PA
USD
16157.81000000
0.028312125988
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138LYPN1
4465.01000000
PA
USD
4497.10000000
0.007879933096
Long
ABS-MBS
USGSE
US
N
2
2027-06-01
Fixed
3.00000000
N
N
N
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081DE0
50000.00000000
PA
USD
55359.40000000
0.097002149884
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179VBF6
7454.89000000
PA
USD
7411.77000000
0.012987092064
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SLR6
10932.08000000
PA
USD
10820.64000000
0.018960200853
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE CO
46647PAR7
515000.00000000
PA
USD
526134.30000000
0.921905913500
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.00500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BONDS
912810ES3
17000.00000000
PA
USD
19154.22000000
0.033562511865
Long
DBT
UST
US
N
2
2024-11-15
Fixed
7.50000000
N
N
N
N
N
N
SOUTHERN COMPANY GAS CAPITAL CORPORATION
E8CD46SWUD2TSN8PA636
SOUTHERN CO GAS CAPITAL
001192AM5
30000.00000000
PA
USD
29739.54000000
0.052110379024
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X4QY5
7520.88000000
PA
USD
7474.12000000
0.013096343321
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Banks
N/A
FEDERAL HOME LOAN BANK
313382AX1
25000.00000000
PA
USD
25117.08000000
0.044010786945
Long
DBT
USGSE
US
N
2
2023-03-10
Fixed
2.12500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HLA63
2319.64000000
PA
USD
2421.12000000
0.004242348094
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828XT2
125000.00000000
PA
USD
123945.31000000
0.217180127278
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140E0FC4
5413.74000000
PA
USD
5616.75000000
0.009841812327
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DV5R2
7889.32000000
PA
USD
7745.50000000
0.013571862266
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128286R6
50000.00000000
PA
USD
49867.19000000
0.087378559715
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138W9A26
8209.25000000
PA
USD
8395.77000000
0.014711281912
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELEC POWER CO
927804FP4
80000.00000000
PA
USD
87228.08000000
0.152843262215
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.65000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BONDS
912810FM5
35000.00000000
PA
USD
44975.00000000
0.078806339863
Long
DBT
UST
US
N
2
2030-05-15
Fixed
6.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CEA5
90000.00000000
PA
USD
88692.19000000
0.155408713026
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.50000000
N
N
N
N
N
N
VALERO ENERGY CORPORATION
549300XTO5VR8SKV1V74
VALERO ENERGY CORP
91913YAL4
135000.00000000
PA
USD
165370.14000000
0.289765768896
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.62500000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FIN BV
822582AD4
55000.00000000
PA
USD
72798.99000000
0.127560243416
Long
DBT
CORP
NL
N
2
2038-12-15
Fixed
6.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140KHMU2
42136.28000000
PA
USD
39141.56000000
0.068584837802
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140KDQ86
17161.93000000
PA
USD
16452.69000000
0.028828822230
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F012445
100000.00000000
PA
USD
94718.75000000
0.165968604868
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
Fixed
1.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128286T2
120000.00000000
PA
USD
119662.50000000
0.209675678575
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132A5GW9
4610.94000000
PA
USD
4659.92000000
0.008165230444
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179TLS2
5330.17000000
PA
USD
5402.55000000
0.009466485634
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179R7H6
4381.74000000
PA
USD
4337.05000000
0.007599489412
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128PTQW8
4845.56000000
PA
USD
4948.25000000
0.008670449610
Long
ABS-MBS
USGSE
US
N
2
2026-01-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DZH8
47214.20000000
PA
USD
42144.22000000
0.073846175088
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
1.50000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
DIAGEO CAPITAL PLC
25243YAH2
90000.00000000
PA
USD
112623.03000000
0.197340940047
Long
DBT
CORP
GB
N
2
2036-09-30
Fixed
5.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F020646
100000.00000000
PA
USD
92718.75000000
0.162464153957
Long
ABS-MBS
USGSE
US
N
2
2052-04-25
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DGN6
7269.02000000
PA
USD
7422.54000000
0.013005963532
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138A75C8
11406.94200000
PA
USD
11731.40000000
0.020556057709
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179V4U1
21278.45000000
PA
USD
20326.12000000
0.035615944876
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
MARTIN MARIETTA MATERIALS, INC.
5299005MZ4WZECVATV08
MARTIN MARIETTA MATERIALS
573284AQ9
70000.00000000
PA
USD
70225.82000000
0.123051469441
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC.
T8W3X1PFLPW2YE0UIP44
NEWFIELD EXPLORATION CO
651290AQ1
105000.00000000
PA
USD
110250.00000000
0.193182856474
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.62500000
N
N
N
N
N
N
Deutsche Telekom International Finance B.V.
529900ERDFHS6C1M4U58
DEUTSCHE TELEKOM INT FIN
25156PAC7
105000.00000000
PA
USD
140874.83000000
0.246844463173
Long
DBT
CORP
NL
N
2
2030-06-15
Variable
8.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KH5C6
37456.78000000
PA
USD
35805.06000000
0.062738537569
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140J7UL7
6212.47000000
PA
USD
6470.25000000
0.011337336753
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DUF7
22310.61100000
PA
USD
19916.77000000
0.034898671386
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KNBA0
24348.32580000
PA
USD
22596.87000000
0.039594810829
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QBPL6
3320.13000000
PA
USD
3335.84000000
0.005845143763
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138LTJD1
19206.61250000
PA
USD
19941.34000000
0.034941723565
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179MQN3
19005.38980000
PA
USD
19148.21000000
0.033551980990
Long
ABS-MBS
USGA
US
N
2
2042-10-20
Fixed
3.00000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAC6
105000.00000000
PA
USD
123882.78000000
0.217070560620
Long
DBT
CORP
NO
N
2
2040-08-17
Fixed
5.10000000
N
N
N
N
N
N
KINDER MORGAN, INC.
549300WR7IX8XE0TBO16
KINDER MORGAN INC DELAWA
49456BAH4
195000.00000000
PA
USD
216007.35000000
0.378493577257
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133ALQC5
22629.29000000
PA
USD
21643.27000000
0.037923888635
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HPBG1
6388.23000000
PA
USD
6531.92000000
0.011445396497
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179UEB4
3040.63000000
PA
USD
3214.66000000
0.005632809082
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179UGD8
3225.18000000
PA
USD
3337.61000000
0.005848245202
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SEG8
12883.15000000
PA
USD
12751.76000000
0.022343958475
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179UUL4
11108.82000000
PA
USD
11570.04000000
0.020273318609
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179UV90
8845.32000000
PA
USD
9033.50000000
0.015828728652
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KJGE6
17066.06000000
PA
USD
16311.71000000
0.028581793485
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
31329QWF4
3837.76000000
PA
USD
3918.74000000
0.006866515981
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128282U3
20000.00000000
PA
USD
19721.88000000
0.034557180167
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BONDS
912810QK7
10000.00000000
PA
USD
11932.81000000
0.020908973438
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.87500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128285J5
85000.00000000
PA
USD
86328.13000000
0.151266346916
Long
DBT
UST
US
N
2
2025-10-31
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132L8ZS9
6053.21000000
PA
USD
6072.09000000
0.010639670666
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X5FA6
4954.69000000
PA
USD
5063.79000000
0.008872901739
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140KQVE8
43348.48000000
PA
USD
40273.41000000
0.070568094184
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RS91
6536.16000000
PA
USD
6674.23000000
0.011694755702
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132DWB51
47757.22800000
PA
USD
44353.95000000
0.077718120244
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140HF2W8
13425.62000000
PA
USD
12871.57000000
0.022553892606
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128P8AJ0
5068.82000000
PA
USD
5045.99000000
0.008841712126
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JXRN0
7461.93000000
PA
USD
7340.68000000
0.012862526357
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.00000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBE4
160000.00000000
PA
USD
141004.00000000
0.247070798135
Long
DBT
CORP
CA
N
2
2051-08-01
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179WFF0
22854.45000000
PA
USD
21815.02000000
0.038224833357
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.00000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LIMITED
5BV01I6231JPDAPMGH09
TRANS CANADA PIPELINES
89352HAL3
40000.00000000
PA
USD
44080.60000000
0.077239149416
Long
DBT
CORP
CA
N
2
2043-10-16
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X4NR3
5307.45000000
PA
USD
5223.64000000
0.009152994978
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179VQT0
23482.22000000
PA
USD
23257.36000000
0.040752138221
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418D5C2
47373.79000000
PA
USD
46021.04000000
0.080639237779
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDB4
25000.00000000
PA
USD
23863.28000000
0.041813846669
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCE9
130000.00000000
PA
USD
121021.88000000
0.212057618815
Long
DBT
UST
US
N
2
2028-05-31
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KYTK5
12757.19000000
PA
USD
12265.52000000
0.021491956369
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31410GYN7
26111.41600000
PA
USD
27940.67000000
0.048958353219
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WHKD3
7325.43000000
PA
USD
7367.66000000
0.012909801399
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION
4NYF266XZC35SCTGX023
NATIONAL RURAL UTIL COOP
637432NN1
130000.00000000
PA
USD
127863.32000000
0.224045364135
Long
DBT
CORP
US
N
2
2027-04-25
Fixed
3.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CRC0
10342.94000000
PA
USD
10455.22000000
0.018319902627
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36178DZN4
25545.50500000
PA
USD
25526.22000000
0.044727692468
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3129446X4
11366.20000000
PA
USD
11802.30000000
0.020680290494
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179RVB2
8574.93000000
PA
USD
8756.06000000
0.015342591222
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128MJ2H2
9329.54000000
PA
USD
9580.91000000
0.016787914389
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3133KYS83
8096.41000000
PA
USD
7784.94000000
0.013640970037
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140KNKS6
43944.62000000
PA
USD
40820.06000000
0.071525948229
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DFQ0
5224.42000000
PA
USD
5139.66000000
0.009005843084
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
04650NAB0
215000.00000000
PA
USD
245970.54000000
0.430995841504
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138ETBH8
13538.58000000
PA
USD
13767.71000000
0.024124131926
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DB92
3872.02000000
PA
USD
3890.34000000
0.006816752778
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3132A5DX0
14014.52000000
PA
USD
14251.62000000
0.024972051346
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133ASJS3
24222.82000000
PA
USD
22495.76000000
0.039417643314
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BONDS
912810FG8
20000.00000000
PA
USD
23534.38000000
0.041237539716
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QDDZ4
9513.73000000
PA
USD
9347.63000000
0.016379155235
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133KL2T3
22521.68830000
PA
USD
21515.85000000
0.037700620067
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QL6W1
24409.44000000
PA
USD
23306.50000000
0.040838242579
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138Y15B7
11257.90300000
PA
USD
11709.25000000
0.020517245915
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WCZ97
9634.88490000
PA
USD
10019.03000000
0.017555599405
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RHJ4
300000.00000000
PA
USD
316031.10000000
0.553757738167
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31398AFD9
10000.00000000
PA
USD
13468.64000000
0.023600093859
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
5.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140JWNT3
7434.93000000
PA
USD
7313.88000000
0.012815566714
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
BUNGE LIMITED FINANCE CORP.
549300QHC068L40NNM71
BUNGE LIMITED FINANCE CORP
120568AX8
170000.00000000
PA
USD
168950.08000000
0.296038630894
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.25000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NY
209111EU3
20000.00000000
PA
USD
26172.90000000
0.045860821625
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137EAEU9
50000.00000000
PA
USD
46583.55000000
0.081624882120
Long
ABS-MBS
USGSE
US
N
2
2025-07-21
Fixed
0.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3128M6VJ4
10449.51750000
PA
USD
11250.46000000
0.019713342398
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
5.00000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
N/A
CANADIAN NATL RESOURCE
136385AX9
200000.00000000
PA
USD
202000.00000000
0.353949542022
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3137FUZV9
20000.00000000
PA
USD
17740.40000000
0.031085180471
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Fixed
1.31100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132DWC68
49633.78450000
PA
USD
46065.70000000
0.080717492167
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLE TRUST
N/A
WORLD OMNI AUTO RECEIVABLES TRUST 2021 C
98164CAD1
10000.00000000
PA
USD
9477.14000000
0.016606085953
Long
ABS-MBS
CORP
US
N
2
2027-09-15
Fixed
0.64000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128284F4
75000.00000000
PA
USD
75246.09000000
0.131848114328
Long
DBT
UST
US
N
2
2025-03-31
Fixed
2.62500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179TCY9
8361.61000000
PA
USD
8622.67000000
0.015108861868
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SGK7
10271.66000000
PA
USD
10166.91000000
0.017814718506
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36184SQY9
6138.93000000
PA
USD
6262.66000000
0.010973592271
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810RZ3
80000.00000000
PA
USD
82900.00000000
0.145259490265
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418D4H2
23855.06000000
PA
USD
23099.21000000
0.040475023765
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H030641
25000.00000000
PA
USD
24703.13000000
0.043285453217
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128283D0
55000.00000000
PA
USD
54664.84000000
0.095785124171
Long
DBT
UST
US
N
2
2024-10-31
Fixed
2.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828YS3
120000.00000000
PA
USD
114806.25000000
0.201166433706
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179NJA7
20042.18000000
PA
USD
20471.04000000
0.035869877389
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
3.50000000
N
N
N
N
N
N
TELEFONICA EMISIONES, S.A.U.
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES
87938WAC7
75000.00000000
PA
USD
94052.85000000
0.164801797937
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.04500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WFGE0
3969.94000000
PA
USD
4078.75000000
0.007146889576
Long
ABS-MBS
USGSE
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCY5
120000.00000000
PA
USD
111356.25000000
0.195121255885
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31346Y2X0
8987.43000000
PA
USD
8601.45000000
0.015071679644
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
2.50000000
N
N
N
N
N
N
Federal Express Corporation 2020-1 Pass Through Trusts
N/A
FEDEX CORP 2020 1 CLASS AA PASS THROUGH TRUST
314353AA1
179359.26000000
PA
USD
163475.20000000
0.286445406791
Long
DBT
CORP
US
N
2
2035-08-20
Fixed
1.87500000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179WJR0
47233.17000000
PA
USD
45880.75000000
0.080393418069
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAF1
145000.00000000
PA
USD
142374.63000000
0.249472450911
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST
36255NAT2
50000.00000000
PA
USD
51330.00000000
0.089941732633
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
3.99200000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DQ88
13991.82000000
PA
USD
13414.30000000
0.023504877928
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
CF INDUSTRIES, INC.
5FVKT86LAD2F40NPC183
CF INDUSTIRES INC
12527GAC7
50000.00000000
PA
USD
50562.50000000
0.088596899596
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SD1
95000.00000000
PA
USD
103594.53000000
0.181520972522
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DSS2
35344.54000000
PA
USD
33175.37000000
0.058130727811
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
2.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DZG0
23030.87000000
PA
USD
20709.18000000
0.036287152359
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
1.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128286F2
60000.00000000
PA
USD
59906.25000000
0.104969256196
Long
DBT
UST
US
N
2
2026-02-28
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE CORPORATION
36179TXW0
3317.57000000
PA
USD
3433.22000000
0.006015775478
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417CVK8
28869.43000000
PA
USD
29517.54000000
0.051721384973
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140M7SF9
24748.07030000
PA
USD
23676.10000000
0.041485865108
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
31335B2M7
8228.04000000
PA
USD
8144.97000000
0.014271823768
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179QYR6
12787.18000000
PA
USD
12827.32000000
0.022476356630
Long
ABS-MBS
USGA
US
N
2
2045-01-20
Fixed
3.00000000
N
N
N
N
N
N
THE HOME DEPOT, INC.
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076AU6
145000.00000000
PA
USD
175195.24000000
0.306981559220
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140QLHH2
23538.40700000
PA
USD
22480.83000000
0.039391482588
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJFS2
13068.64000000
PA
USD
12941.20000000
0.022675900065
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31417UEA9
14639.34900000
PA
USD
15255.94000000
0.026731846416
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCF6
30000.00000000
PA
USD
27900.00000000
0.048887090209
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CQA5
5243.33000000
PA
USD
5300.30000000
0.009287320582
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAN0
50000.00000000
PA
USD
50308.60000000
0.088152009553
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179RXC8
13490.12000000
PA
USD
13352.24000000
0.023396134816
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.00000000
N
N
N
N
N
N
ROCKWELL COLLINS, INC.
XO75O7GICH1NPWLBRL05
ROCKWELL COLLINS INC
774341AK7
155000.00000000
PA
USD
153965.22000000
0.269781777754
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179UUK6
3831.26000000
PA
USD
3908.10000000
0.006847872302
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WCBV4
5776.96760000
PA
USD
6103.82000000
0.010695268780
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
NETFLIX, INC.
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAL0
50000.00000000
PA
USD
53187.50000000
0.093196491417
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138E4AG6
20591.19400000
PA
USD
20773.09000000
0.036399137088
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3140X3AX6
4093.66000000
PA
USD
4183.80000000
0.007330960860
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418D4B5
23615.90000000
PA
USD
22398.75000000
0.039247659922
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
1.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CEB3
85000.00000000
PA
USD
82051.56000000
0.143772832100
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WJ3B2
13166.33000000
PA
USD
13094.20000000
0.022943990560
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132D53Q3
11023.06000000
PA
USD
11265.51000000
0.019739713391
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3132D55W8
15924.74000000
PA
USD
15474.20000000
0.027114287144
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810QA9
8000.00000000
PA
USD
9155.00000000
0.016041624045
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBW0
125000.00000000
PA
USD
116425.78000000
0.204004215398
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128286S4
80000.00000000
PA
USD
79525.00000000
0.139345729353
Long
DBT
UST
US
N
2
2026-04-30
Fixed
2.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DNH1
15721.30000000
PA
USD
15435.05000000
0.027045687517
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31419AG35
26061.42400000
PA
USD
27666.62000000
0.048478155833
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DX98
42884.86000000
PA
USD
41669.84000000
0.073014954376
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179SJS7
6242.43000000
PA
USD
6178.78000000
0.010826615600
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3133AADV1
20652.81000000
PA
USD
19186.01000000
0.033618215112
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
Alabama Power Company
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FL7
25000.00000000
PA
USD
25531.28000000
0.044736558728
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31368HNW9
39108.52000000
PA
USD
40541.98000000
0.071038689374
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DV66
22737.52000000
PA
USD
20332.71000000
0.035627492042
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3128M9TA0
8661.03460000
PA
USD
8415.77000000
0.014746326422
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128285N6
90000.00000000
PA
USD
91040.63000000
0.159523709375
Long
DBT
UST
US
N
2
2025-11-30
Fixed
2.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138WB6K6
14233.11000000
PA
USD
13833.34000000
0.024239130483
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36178GHS6
3056.92730000
PA
USD
3011.08000000
0.005276091024
Long
ABS-MBS
USGA
US
N
2
2028-02-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179NTC2
21983.86410000
PA
USD
22152.54000000
0.038816244493
Long
ABS-MBS
USGA
US
N
2
2043-11-20
Fixed
3.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCH2
125000.00000000
PA
USD
116289.06000000
0.203764651134
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
Southwest Airlines Pass Through Certificates
N/A
SW AIRLINES 07 1 TRUST
84474YAA4
24710.20000000
PA
USD
25092.71000000
0.043968085210
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.15000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCJ8
60000.00000000
PA
USD
56034.38000000
0.098184867022
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC AND GAS COMPANY
549300RUHPVD434XUK18
PUB SVC ELEC GAS
74456QBA3
30000.00000000
PA
USD
29429.25000000
0.051566680987
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
3.65000000
N
N
N
N
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC THE
460690BQ2
70000.00000000
PA
USD
83582.73000000
0.146455787150
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.40000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBZ3
130000.00000000
PA
USD
121103.13000000
0.212199987133
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3138XBU85
3548.00520000
PA
USD
3692.08000000
0.006469356559
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3134A4KX1
15000.00000000
PA
USD
19868.07000000
0.034813338006
Long
ABS-MBS
USGSE
US
N
2
2032-07-15
Fixed
6.25000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
36179USW3
4673.13000000
PA
USD
4940.59000000
0.008657027563
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
5.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CFD1
7635.38000000
PA
USD
7560.93000000
0.013248454013
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418DWS7
18623.38000000
PA
USD
17864.86000000
0.031303262451
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CXF6
6916.83000000
PA
USD
6775.41000000
0.011872045873
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.00000000
N
N
N
N
N
N
Progress Energy, Inc.
549300FBMTW0JYWMNB26
PROGRESS ENERGY INC
743263AP0
255000.00000000
PA
USD
304128.81000000
0.532902242649
Long
DBT
CORP
US
N
2
2039-12-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORPORATION
3132D6A59
23946.82000000
PA
USD
23262.91000000
0.040761863072
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.00000000
N
N
N
N
N
N
Eastern Energy Gas Holdings, LLC
549300BFOD6TDMVV4O24
DOMINION ENERGY GAS HLDG
257375AP0
115000.00000000
PA
USD
110219.68000000
0.193129728999
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.00000000
N
N
N
N
N
N
BANK
N/A
BANK
06540BBD0
20000.00000000
PA
USD
19325.60000000
0.033862808263
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
2.85100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418BUP9
6182.92000000
PA
USD
6273.27000000
0.010992183383
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
3.50000000
N
N
N
N
N
N
ANTHEM, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AN3
40000.00000000
PA
USD
36716.68000000
0.064335901339
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FEDERAL HOME LOAN MORTGAGE CORP
3132D57J5
21834.96000000
PA
USD
20715.37000000
0.036297998635
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
1.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
31418CS39
6213.27000000
PA
USD
6123.35000000
0.010729489743
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.00000000
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE SA
35177PAL1
120000.00000000
PA
USD
166238.52000000
0.291287366437
Long
DBT
CORP
FR
N
2
2031-03-01
Variable
9.00000000
N
N
N
N
N
N
Government National Mortgage Association
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
3617BR6X9
6366.40000000
PA
USD
6631.82000000
0.011620443820
Long
ABS-MBS
USGA
US
N
2
2048-01-15
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Carolinas, LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS
26442CAM6
35