0001752724-23-187183.txt : 20230823
0001752724-23-187183.hdr.sgml : 20230823
20230823153427
ACCESSION NUMBER: 0001752724-23-187183
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230823
DATE AS OF CHANGE: 20230823
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Forethought Variable Insurance Trust
CENTRAL INDEX KEY: 0001580353
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1213
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22865
FILM NUMBER: 231197441
BUSINESS ADDRESS:
STREET 1: 10 WEST MARKET STREET
STREET 2: SUITE 2300
CITY: INDIANAPOLIS
STATE: IN
ZIP: 46204
BUSINESS PHONE: 317-223-2700
MAIL ADDRESS:
STREET 1: 10 WEST MARKET STREET
STREET 2: SUITE 2300
CITY: INDIANAPOLIS
STATE: IN
ZIP: 46204
0001580353
S000042090
Global Atlantic Wellington Research Managed Risk Portfolio
C000130711
Global Atlantic Wellington Research Managed Risk Portfolio Class II Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001580353
XXXXXXXX
S000042090
C000130711
Forethought Variable Insurance Trust
811-22865
0001580353
5493006EQMR1BNKF6A36
10 West Market Street
Suite 2300
Indianapolis
46204
877-355-1820
Global Atlantic Wellington Research Managed Risk Portfolio
S000042090
5493004GHH4SPWZG5B06
2023-12-31
2023-06-30
N
354433265.36
6477253.41
347956011.95
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1589354.78000000
1586682.45000000
0.00000000
45483.17000000
USD
N
Global Atlantic Wellington Research Managed Risk Portfolio - ExDerivatives
N/A
AZEK Co Inc/The
5493002LDDDU1RX46815
AZEK Co Inc/The
05478C105
11340.00000000
NS
USD
343488.60000000
0.098716098645
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFC0
125000.00000000
PA
USD
115424.81000000
0.033172241902
Long
DBT
UST
US
N
2
2029-07-31
Fixed
2.62500000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
200000.00000000
PA
USD
193292.86000000
0.055550947062
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
8174.00000000
NS
USD
982923.50000000
0.282484988401
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
272000.00000000
PA
USD
268349.45000000
0.077121659285
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.94800000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
28.00000000
NC
USD
-57054.70000000
-0.01639710136
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-09-29
3055679.70000000
USD
-57054.70000000
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2M2
544000.00000000
PA
USD
577649.76000000
0.166012294704
Long
DBT
CORP
CH
N
2
2028-02-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7K5
12602.77000000
PA
USD
12072.88000000
0.003469656963
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.00000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
6328.00000000
NS
USD
837637.36000000
0.240730819768
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEH0
495000.00000000
PA
USD
474697.27000000
0.136424505885
Long
DBT
UST
US
N
2
2025-04-15
Fixed
2.62500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
18089.07000000
PA
USD
16896.69000000
0.004855984497
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
ImmunoGen Inc
54930084U0R1OP766Y02
ImmunoGen Inc
45253H101
4511.00000000
NS
USD
85122.57000000
0.024463600879
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D9HB3
261768.55000000
PA
USD
221110.29000000
0.063545471958
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
2.00000000
N
N
N
N
N
N
UNITED AIR 2016-1 AA PTT
N/A
United Airlines 2016-1 Class AA Pass Through Trust
90931LAA6
70978.71000000
PA
USD
64031.38000000
0.018402147915
Long
DBT
CORP
US
N
2
2028-07-07
Fixed
3.10000000
N
N
N
N
N
N
CHICAGO IL TRANSIT AUTH SALES
N/A
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
167725AF7
75000.00000000
PA
USD
85007.71000000
0.024430590959
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FGMK8
146519.59000000
PA
USD
136756.56000000
0.039302830042
Long
ABS-MBS
USGSE
US
N
2
2048-07-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6DJ6
174683.69000000
PA
USD
171379.76000000
0.049253283206
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KK3X5
260595.97000000
PA
USD
223381.80000000
0.064198287234
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KR1
165000.00000000
PA
USD
160058.37000000
0.045999598944
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJS8
682056.10000000
PA
USD
612206.94000000
0.175943774205
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-B
00834DAA1
195000.00000000
PA
USD
193176.81000000
0.055517595145
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
1.03000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
15964.00000000
NS
USD
1121471.00000000
0.322302521435
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
2437.00000000
NS
USD
1082734.73000000
0.311170002188
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ERL6
679934.27000000
PA
USD
666630.06000000
0.191584578827
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
4.50000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDM8
195000.00000000
PA
USD
163823.71000000
0.047081729981
Long
DBT
CORP
US
N
2
N/A
Fixed
4.35000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
179375.00000000
PA
USD
177077.40000000
0.050890743059
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITF7RKPWPZQ19
Freddie Mac STACR REMIC Trust 2020-DNA5
35566AAH2
86996.56000000
PA
USD
88070.97000000
0.025310949365
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Floating
7.86655000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TM0
853300.00000000
PA
USD
846500.27000000
0.243277954950
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCD3
457000.00000000
PA
USD
464531.76000000
0.133503013037
Long
DBT
CORP
US
N
2
2033-01-31
Fixed
5.35000000
N
N
N
N
N
N
Aclaris Therapeutics Inc
5493000B2LQ9QTW1DF52
Aclaris Therapeutics Inc
00461U105
4994.00000000
NS
USD
51787.78000000
0.014883427278
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEN7
155000.00000000
PA
USD
146366.02000000
0.042064518207
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFMM0
385682.22000000
PA
USD
329794.71000000
0.094780575323
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59261AG76
65000.00000000
PA
USD
59203.47000000
0.017014642071
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
5.17500000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
2429.00000000
NS
USD
1086078.77000000
0.312131054702
Long
EC
CORP
US
N
1
N
N
N
NEW YORK ST URBAN DEV CORP REV
54930039Y2EMGXN6LM88
New York State Urban Development Corp
650036AX4
40000.00000000
PA
USD
33944.32000000
0.009755348042
Long
DBT
MUN
US
N
2
2029-03-15
Fixed
1.82700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XA4Q2
164255.25000000
PA
USD
138755.72000000
0.039877373930
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AX6T5
245386.76000000
PA
USD
223756.16000000
0.064305875546
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Fixed
1.75000000
N
N
N
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
2934.00000000
NS
USD
261126.00000000
0.075045692855
Long
EC
CORP
US
N
1
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496107
3541.00000000
NS
USD
582246.63000000
0.167333401350
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBS9
44000.00000000
PA
USD
38489.69000000
0.011061653967
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAC0
30000.00000000
PA
USD
20180.80000000
0.005799813570
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
2.51000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HX4
190000.00000000
PA
USD
193507.87000000
0.055612739356
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.87500000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
87198.00000000
NS
USD
11367131.28000000
3.266829969770
Long
EC
CORP
US
N
1
N
N
N
Performance Food Group Co
549300EUK8GR9IT1YK57
Performance Food Group Co
71377A103
54477.00000000
NS
USD
3281694.48000000
0.943134869723
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGJ3
229149.72000000
PA
USD
214999.66000000
0.061789321815
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
18760.00000000
NS
USD
1265362.00000000
0.363655737088
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TK4
1301500.00000000
PA
USD
1179535.21000000
0.338989748557
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFZ9
192200.00000000
PA
USD
189414.60000000
0.054436363647
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFPU9
678510.18000000
PA
USD
586237.48000000
0.168480342303
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQPB5
463800.41000000
PA
USD
464207.39000000
0.133409791484
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.50000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
26287.00000000
NS
USD
1070932.38000000
0.307778093557
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
5346.00000000
NS
USD
619066.80000000
0.177915247542
Long
EC
CORP
US
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBR7
486000.00000000
PA
USD
474426.39000000
0.136346656964
Long
DBT
CORP
US
N
2
2034-04-26
Fixed
4.96700000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
9165.00000000
NS
USD
611580.45000000
0.175763725584
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DNF73
1315656.99000000
PA
USD
1085198.35000000
0.311878028466
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
000000000
11843.00000000
NS
USD
444941.51000000
0.127872919196
Long
EC
CORP
US
N
1
N
N
N
Roivant Sciences Ltd
549300DL466NY5J6U724
Roivant Sciences Ltd
000000000
6900.00000000
NS
USD
69552.00000000
0.019988733521
Long
EC
CORP
US
N
1
N
N
N
Zurn Elkay Water Solutions Cor
549300AM3633XDFU1Q85
Zurn Elkay Water Solutions Corp
98983L108
7215.00000000
NS
USD
194011.35000000
0.055757435807
Long
EC
CORP
US
N
1
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
11250.00000000
NS
USD
1252462.50000000
0.359948515612
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
11782.00000000
NS
USD
2052424.40000000
0.589851685130
Long
EC
CORP
US
N
1
N
N
N
REVOLUTION Medicines Inc
549300JU3X0LBCQ65892
REVOLUTION Medicines Inc
76155X100
3349.00000000
NS
USD
89585.75000000
0.025746286002
Long
EC
CORP
US
N
1
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International Inc
95082P105
1398.00000000
NS
USD
250325.88000000
0.071941817759
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
3146.00000000
NS
USD
1525872.92000000
0.438524660473
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DA4
285000.00000000
PA
USD
281525.30000000
0.080908301719
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.12500000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
3017.00000000
NS
USD
789760.09000000
0.226971244317
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
11247.00000000
NS
USD
960493.80000000
0.276038857503
Long
EC
CORP
US
N
1
N
N
N
Immunocore Holdings PLC
213800IUE3DFS84BVN18
Immunocore Holdings PLC
45258D105
1409.00000000
NS
USD
84483.64000000
0.024279977094
Long
EC
CORP
GB
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEE7
53000.00000000
PA
USD
48370.78000000
0.013901406597
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAX0
138000.00000000
PA
USD
137594.63000000
0.039543685200
Long
DBT
CORP
US
N
2
2053-05-01
Fixed
5.40000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
120000.00000000
PA
USD
106106.54000000
0.030494239603
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
2783.00000000
NS
USD
1337621.12000000
0.384422476997
Long
EC
CORP
US
N
1
N
N
N
DraftKings Inc
N/A
DraftKings Inc
26142V105
12962.00000000
NS
USD
344400.34000000
0.098978126019
Long
EC
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDA0
378000.00000000
PA
USD
375160.83000000
0.107818464724
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
6.37700000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CW7
115000.00000000
PA
USD
117135.43000000
0.033663861516
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQLG8
229972.65000000
PA
USD
215978.26000000
0.062070564261
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFT3
318000.00000000
PA
USD
317055.94000000
0.091119546468
Long
DBT
UST
US
N
2
2029-10-31
Fixed
4.00000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
12781.00000000
NS
USD
1775280.90000000
0.510202680520
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
266000.00000000
PA
USD
208949.22000000
0.060050469836
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYA6
495000.00000000
PA
USD
442145.28000000
0.127069303249
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.43100000
N
N
N
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
670.00000000
NS
USD
353532.20000000
0.101602555454
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
5085.00000000
NS
USD
2038525.65000000
0.585857286550
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H9C98
104000.00000000
PA
USD
97936.02000000
0.028146092217
Long
ABS-MBS
USGSE
US
N
2
2032-09-25
Variable
3.71000000
N
N
N
N
N
N
GOLDEN ST TOBACCO SECURITIZATI
N/A
Golden State Tobacco Securitization Corp
38122NB68
20000.00000000
PA
USD
15025.42000000
0.004318195255
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
3.29300000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
8680.00000000
NS
USD
1961419.60000000
0.563697574589
Long
EC
CORP
US
N
1
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
6756.00000000
NS
USD
1084675.80000000
0.311727851437
Long
EC
CORP
SE
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3B7
368000.00000000
PA
USD
353075.05000000
0.101471173905
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.89700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAES2
10684.05000000
PA
USD
10537.79000000
0.003028483382
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.00000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
25000.00000000
PA
USD
22312.20000000
0.006412362262
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEW7
295000.00000000
PA
USD
283626.37000000
0.081512133792
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.25000000
N
N
N
N
N
N
KEYSPAN GAS EAST CORP
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAB9
275000.00000000
PA
USD
249616.56000000
0.071737964405
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.74200000
N
N
N
N
N
N
KANSAS ST DEV FIN AUTH REVENUE
549300WTL7BL8KBDPR87
Kansas Development Finance Authority
485428ZX7
60000.00000000
PA
USD
59614.60000000
0.017132797811
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.37100000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JQ1
673175.00000000
PA
USD
521906.56000000
0.149992108794
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AP5
150000.00000000
PA
USD
149256.30000000
0.042895163432
Long
DBT
CORP
US
N
2
2026-01-16
Fixed
5.15000000
N
N
N
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354P105
13602.00000000
NS
USD
505314.30000000
0.145223615240
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJZ30
410854.50000000
PA
USD
398376.56000000
0.114490494866
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
4.00000000
N
N
N
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C108
87652.00000000
NS
USD
1514626.56000000
0.435292539281
Long
EC
CORP
US
N
1
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
10368999.53000000
NS
USD
10368999.53000000
2.979974242114
Long
STIV
RF
US
N
2
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
202000.00000000
PA
USD
174164.40000000
0.050053568272
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YTVU5
38724.35000000
PA
USD
36364.01000000
0.010450749161
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307EP65
4416.01000000
PA
USD
4154.19000000
0.001193883668
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
2.50000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
2210.00000000
NS
USD
645054.80000000
0.185384007704
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKB7
33000.00000000
PA
USD
23838.21000000
0.006850926318
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
23503CAN7
85000.00000000
PA
USD
79106.03000000
0.022734491511
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
4.50700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAXV9
180562.77000000
PA
USD
148107.37000000
0.042564969396
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0Y36
27874.89000000
PA
USD
25138.57000000
0.007224640223
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
6077.00000000
NS
USD
414086.78000000
0.119005496608
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPUH9
474600.70000000
PA
USD
456818.22000000
0.131286198344
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
20759.00000000
NS
USD
1853363.52000000
0.532643051520
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EMT4
219184.88000000
PA
USD
218224.00000000
0.062715973429
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
DOMINION ENERGY SOUTH
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc
837004BV1
80000.00000000
PA
USD
87981.65000000
0.025285279454
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJTL4
8919.58000000
PA
USD
8330.43000000
0.002394104344
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.50000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
9283.00000000
NS
USD
914561.16000000
0.262838154419
Long
EC
CORP
US
N
1
N
N
N
Banc of America Commercial Mor
N/A
Banc of America Commercial Mortgage Trust 2015-UBS7
06054AAX7
155000.00000000
PA
USD
146270.46000000
0.042037054965
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.70500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6EA4
36651.42000000
PA
USD
35933.10000000
0.010326908794
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
4.50000000
N
N
N
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
12194.00000000
NS
USD
912720.90000000
0.262309277222
Long
EC
CORP
BM
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
455000.00000000
PA
USD
439280.96000000
0.126246118737
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2021-REV1
345340AB9
100000.00000000
PA
USD
89839.25000000
0.025819140039
Long
ABS-O
CORP
US
N
2
2033-10-17
Fixed
1.61000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYVL0
220926.17000000
PA
USD
194200.89000000
0.055811908209
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WZB7
417444.71000000
PA
USD
385187.42000000
0.110700032984
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.50000000
N
N
N
N
N
N
Westinghouse Air Brake Technol
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
5728.00000000
NS
USD
628189.76000000
0.180537119183
Long
EC
CORP
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
4655.00000000
NS
USD
2063468.40000000
0.593025649545
Long
EC
RF
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWGG2
166912.47000000
PA
USD
163624.93000000
0.047024602070
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.00000000
N
N
N
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59259YDK2
10000.00000000
PA
USD
10060.75000000
0.002891385593
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
6.20000000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
14993.00000000
NS
USD
407209.88000000
0.117029126100
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
14986.00000000
NS
USD
1111961.20000000
0.319569474821
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGP0
798100.00000000
PA
USD
791927.19000000
0.227594052926
Long
DBT
UST
US
N
2
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
Prothena Corp PLC
5299009ZXQ8NIIJ8OL30
Prothena Corp PLC
000000000
934.00000000
NS
USD
63773.52000000
0.018328040847
Long
EC
CORP
IE
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2023-A
638961AA0
322269.06000000
PA
USD
316882.59000000
0.091069726953
Long
ABS-O
CORP
US
N
2
2071-10-15
Fixed
5.51000000
N
N
N
N
N
N
Syndax Pharmaceuticals Inc
529900OF94TRHKZVBS87
Syndax Pharmaceuticals Inc
87164F105
2447.00000000
NS
USD
51215.71000000
0.014719018565
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAA4
3261.99000000
PA
USD
3207.01000000
0.000921671099
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
SFAVE Commercial Mortgage Secu
549300FIGODFFTOAAU64
SFAVE Commercial Mortgage Securities Trust 2015-5AVE
78413MAE8
100000.00000000
PA
USD
69144.12000000
0.019871511807
Long
ABS-MBS
CORP
US
N
2
2043-01-05
Variable
4.14400000
N
N
N
N
N
N
BACARDI LTD / MARTINI BV
N/A
Bacardi Ltd / Bacardi-Martini BV
05635JAA8
100000.00000000
PA
USD
99100.14000000
0.028480651748
Long
DBT
CORP
N/A
N
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWZ80
274891.44000000
PA
USD
269480.89000000
0.077446826824
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEDX7
284409.10000000
PA
USD
253426.00000000
0.072832769458
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
108000.00000000
PA
USD
71699.04000000
0.020605777034
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
3932.00000000
NS
USD
492718.92000000
0.141603795617
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KYAU8
146948.78000000
PA
USD
124130.28000000
0.035674129986
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
2.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
1390.00000000
NS
USD
395941.50000000
0.113790676522
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWGY3
112926.77000000
PA
USD
110708.78000000
0.031816889548
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.00000000
N
N
N
N
N
N
GoDaddy Inc
549300J8H1TB0I2CB447
GoDaddy Inc
380237107
18369.00000000
NS
USD
1380062.97000000
0.396619952696
Long
EC
CORP
US
N
1
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BS2
340000.00000000
PA
USD
335028.36000000
0.096284687861
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.70000000
N
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
94106B101
4922.00000000
NS
USD
703501.46000000
0.202181148144
Long
EC
CORP
CA
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
2773.00000000
NS
USD
846014.57000000
0.243138368341
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
2185.00000000
NS
USD
768923.35000000
0.220982918412
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
32731.00000000
NS
USD
3195200.22000000
0.918277055221
Long
EC
CORP
US
N
1
N
N
N
Sarepta Therapeutics Inc
549300IKDPIED8J8IG21
Sarepta Therapeutics Inc
803607100
631.00000000
NS
USD
72262.12000000
0.020767602087
Long
EC
CORP
US
N
1
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AK9
60000.00000000
PA
USD
54576.34000000
0.015684838923
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.15000000
N
N
N
N
N
N
Ascendis Pharma A/S
549300B66JN3W3J8GH73
Ascendis Pharma A/S
04351P101
1135.00000000
NS
USD
101298.75000000
0.029112516100
Long
EC
CORP
DK
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAL5
410000.00000000
PA
USD
355146.78000000
0.102066573878
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
1.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGT2
746000.00000000
PA
USD
728457.35000000
0.209353287479
Long
DBT
UST
US
N
2
2028-03-31
Fixed
3.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TS7
754000.00000000
PA
USD
734443.13000000
0.211073556649
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLH0
96032.41000000
PA
USD
92007.69000000
0.026442333754
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
4402.00000000
NS
USD
287714.72000000
0.082687095529
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
383000.00000000
PA
USD
377480.97000000
0.108485255904
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAA4
98169.88000000
PA
USD
81248.14000000
0.023350118178
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.86100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
331493.40000000
PA
USD
271220.87000000
0.077946884285
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUG5
313176.46000000
PA
USD
256228.80000000
0.073638273574
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUXZ7
20395.39000000
PA
USD
17740.15000000
0.005098388701
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0AP1
340665.95000000
PA
USD
319739.01000000
0.091890641063
Long
ABS-MBS
USGSE
US
N
2
2054-12-25
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGL9
231000.00000000
PA
USD
227399.65000000
0.065352987788
Long
DBT
UST
US
N
2
2026-02-15
Fixed
4.00000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
7782.00000000
NS
USD
1867680.00000000
0.536757502631
Long
EC
CORP
US
N
1
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
95000.00000000
PA
USD
85280.58000000
0.024509011792
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.88400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XD7G5
360135.56000000
PA
USD
306674.73000000
0.088136063027
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DPVV7
231537.47000000
PA
USD
227213.00000000
0.065299345950
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWF57
120453.63000000
PA
USD
118127.49000000
0.033948972267
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.00000000
N
N
N
N
N
N
Horizon Aircraft Finance III L
N/A
Horizon Aircraft Finance III Ltd
44040JAA6
221221.97000000
PA
USD
174238.14000000
0.050074760606
Long
ABS-O
CORP
KY
N
2
2039-11-15
Fixed
3.42500000
N
N
N
N
N
N
Fortune Brands Innovations Inc
54930032LHW54PQUJD44
Fortune Brands Innovations Inc
34964C106
4851.00000000
NS
USD
349029.45000000
0.100308498204
Long
EC
CORP
US
N
1
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAW0
301000.00000000
PA
USD
281319.47000000
0.080849147690
Long
DBT
CORP
US
N
2
2028-01-27
Fixed
4.70000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
115000.00000000
PA
USD
98918.92000000
0.028428570452
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.63100000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
6706.00000000
NS
USD
861788.06000000
0.247671553415
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CHF1
129000.00000000
PA
USD
127145.63000000
0.036540719410
Long
DBT
UST
US
N
2
2030-05-31
Fixed
3.75000000
N
N
N
N
N
N
SACRAMENTO CNTY CA PENSN OBLG
549300OXI5MD45L13R20
County of Sacramento CA
786091AD0
91895.66000000
PA
USD
91851.94000000
0.026397572349
Long
DBT
MUN
US
N
2
2023-08-15
Fixed
5.73000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAP6
200000.00000000
PA
USD
199230.18000000
0.057257289185
Long
DBT
CORP
DK
N
2
2023-09-12
Fixed
3.87500000
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC CO
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co
708696CA5
10000.00000000
PA
USD
9837.47000000
0.002827216562
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AYP7
3779.37000000
PA
USD
3608.69000000
0.001037110978
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDN8
85000.00000000
PA
USD
79986.33000000
0.022987483260
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2021-1
35563PUZ0
561269.98000000
PA
USD
507371.22000000
0.145814758927
Long
ABS-MBS
USGSE
US
N
2
2060-09-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J65C4
18408.78000000
PA
USD
16973.33000000
0.004878010270
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR6
362341RX9
3603.81000000
PA
USD
3417.77000000
0.000982241973
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
4.07002200
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZV9
614000.00000000
PA
USD
612901.74000000
0.176143454618
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.70000000
N
N
N
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software Inc
40171V100
2912.00000000
NS
USD
221544.96000000
0.063670392920
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TL2
2038100.00000000
PA
USD
2090007.86000000
0.600652895257
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AZ68
523321.81000000
PA
USD
461145.00000000
0.132529683110
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DNJ7
574278.32000000
PA
USD
527804.79000000
0.151687216738
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDE3
343880.62000000
PA
USD
332595.83000000
0.095585596620
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.50000000
N
N
N
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
20528.00000000
NS
USD
1366548.96000000
0.392736125564
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCW9
505000.00000000
PA
USD
450278.51000000
0.129406733764
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGX3
725000.00000000
PA
USD
710754.88000000
0.204265727732
Long
DBT
UST
US
N
2
2025-04-30
Fixed
3.87500000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
3934.00000000
NS
USD
1193890.32000000
0.343115301646
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGK99
950836.94000000
PA
USD
875539.21000000
0.251623532840
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.50000000
N
N
N
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos SA de CV
82655AAC7
240000.00000000
PA
USD
228900.94000000
0.065784447498
Long
DBT
CORP
MX
N
2
2026-05-02
Fixed
4.12500000
N
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
13102.00000000
NS
USD
1239187.16000000
0.356133280484
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHA2
3230000.00000000
PA
USD
3137137.50000000
0.901590256314
Long
DBT
UST
US
N
2
2028-04-30
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGR6
43000.00000000
PA
USD
43038.63000000
0.012368985883
Long
DBT
UST
US
N
2
2026-03-15
Fixed
4.62500000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAV6
701000.00000000
PA
USD
686927.82000000
0.197418005842
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RMB9
88.43000000
PA
USD
86.18000000
0.000024767498
Long
ABS-MBS
USGA
US
N
2
2065-10-20
Floating
4.64318000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
50000.00000000
PA
USD
39641.04000000
0.011392543493
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
5091.00000000
NS
USD
582614.04000000
0.167438992283
Long
EC
CORP
US
N
1
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
7624.00000000
NS
USD
1610646.24000000
0.462887889470
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RX8
470000.00000000
PA
USD
394965.23000000
0.113510103701
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCB6
28338.84000000
PA
USD
27251.81000000
0.007831969865
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
4.00000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830AZ2
50000.00000000
PA
USD
47661.85000000
0.013697665326
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.85000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
1546500.00000000
PA
USD
1481740.31000000
0.425841272779
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec Inc
576323109
2132.00000000
NS
USD
251512.04000000
0.072282711423
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
5992.00000000
NS
USD
1474810.96000000
0.423849828527
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
5665.00000000
NS
USD
2396408.30000000
0.688710129355
Long
EC
CORP
US
N
1
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
20465.00000000
NS
USD
1005240.80000000
0.288898816366
Long
EC
CORP
US
N
1
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
2847.00000000
NS
USD
643108.83000000
0.184824750230
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
15412.00000000
NS
USD
2774468.24000000
0.797361776981
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
2960.00000000
NS
USD
479164.80000000
0.137708441166
Long
EC
CORP
US
N
1
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAL5
35000.00000000
PA
USD
35740.23000000
0.010271479374
Long
DBT
CORP
US
N
2
2063-06-28
Fixed
6.10000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
27268.00000000
NS
USD
3106097.88000000
0.892669697699
Long
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
7996.00000000
NS
USD
754422.60000000
0.216815509458
Long
EC
CORP
US
N
1
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAU4
247000.00000000
PA
USD
249552.49000000
0.071719551158
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.15000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
586.00000000
NS
USD
421064.44000000
0.121010824799
Long
EC
CORP
US
N
1
N
N
N
PHILADELPHIA PA AUTH FOR INDL
549300DIY68KQZEW7M79
Philadelphia Authority for Industrial Development
71781LBH1
270000.00000000
PA
USD
285173.87000000
0.081956873916
Long
DBT
MUN
US
N
2
2028-10-15
Fixed
6.55000000
N
N
N
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
14381.00000000
NS
USD
963095.57000000
0.276786587075
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
11000.00000000
PA
USD
10084.74000000
0.002898280142
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBY3
200020.46000000
PA
USD
173876.91000000
0.049970945759
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco Sarl
39541EAA1
250000.00000000
PA
USD
255161.24000000
0.073331464678
Long
DBT
CORP
LU
N
2
2038-02-23
Fixed
6.12900000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
374.00000000
NS
USD
932516.64000000
0.267998427379
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVW5
1001387.80000000
PA
USD
924149.56000000
0.265593790094
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ADEM7
216234.20000000
PA
USD
196014.36000000
0.056333086156
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Fixed
3.00000000
N
N
N
N
N
N
Cytokinetics Inc
549300BE5DY1HW7IHA64
Cytokinetics Inc
23282W605
5840.00000000
NS
USD
190500.80000000
0.054748529543
Long
EC
CORP
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AY3
239000.00000000
PA
USD
232453.14000000
0.066805323666
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YVEZ8
110573.31000000
PA
USD
99097.77000000
0.028479970627
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DR7
350000.00000000
PA
USD
369268.11000000
0.106124940313
Long
DBT
CORP
GB
N
2
2028-11-03
Fixed
7.39000000
N
N
N
N
N
N
BXHPP Trust
N/A
BXHPP Trust 2021-FILM
05609JAA0
185000.00000000
PA
USD
174807.57000000
0.050238410602
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
5.84300000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
11861.00000000
NS
USD
1128574.15000000
0.324343914529
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FKQU7
716307.68000000
PA
USD
631524.21000000
0.181495415601
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AJUU6
201887.79000000
PA
USD
193281.88000000
0.055547791491
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Fixed
4.00000000
N
N
N
N
N
N
TEXAS NATURAL GAS SECURITIZTN
N/A
Texas Natural Gas Securitization Finance Corp
88258MAA3
190000.00000000
PA
USD
190693.77000000
0.054803987702
Long
ABS-O
CORP
US
N
2
2035-04-01
Fixed
5.10200000
N
N
N
N
N
N
Apellis Pharmaceuticals Inc
254900HS0ZFRXXSB9D42
Apellis Pharmaceuticals Inc
03753U106
732.00000000
NS
USD
66685.20000000
0.019164836275
Long
EC
CORP
US
N
1
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BK6
100000.00000000
PA
USD
99660.53000000
0.028641703714
Long
DBT
CORP
US
N
2
2033-03-30
Fixed
5.25000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
18440.00000000
NS
USD
1319750.80000000
0.379286678394
Long
EC
CORP
GB
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-RPL3
64830NAA9
46678.46000000
PA
USD
42962.95000000
0.012347236008
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.75000000
N
N
N
N
N
N
WEX Inc
T9M5IGROL1TL1G5OV478
WEX Inc
96208T104
5723.00000000
NS
USD
1041986.61000000
0.299459292041
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B9VP9
220894.68000000
PA
USD
173186.07000000
0.049772403422
Long
ABS-MBS
USGSE
US
N
2
2049-10-25
Fixed
1.50000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
14618.00000000
NS
USD
694939.72000000
0.199720567006
Long
EC
CORP
US
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
055622104
77055.00000000
NS
USD
2719270.95000000
0.781498481592
Long
EC
CORP
GB
N
1
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412HGG2
20000.00000000
PA
USD
16418.62000000
0.004718590694
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
1.61400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDK4
140000.00000000
PA
USD
126098.44000000
0.036239764702
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBP4
40000.00000000
PA
USD
40142.68000000
0.011536711142
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05100000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
27995.00000000
NS
USD
8034005.10000000
2.308914007542
Long
EC
CORP
US
N
1
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST
59166BAA9
45421.44000000
PA
USD
41931.16000000
0.012050707146
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.00000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
3479.00000000
NS
USD
721892.50000000
0.207466597847
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFX4
1440000.00000000
PA
USD
1424531.25000000
0.409399809480
Long
DBT
UST
US
N
2
2024-11-30
Fixed
4.50000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
3136.00000000
NS
USD
241691.52000000
0.069460366166
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WZA9
525855.22000000
PA
USD
469659.39000000
0.134976656206
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WPJG0
6360.26000000
PA
USD
5983.48000000
0.001719608167
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program 2021-1 Trust
83407CAA6
15635.21000000
PA
USD
15441.88000000
0.004437882798
Long
ABS-O
CORP
US
N
2
2030-09-25
Fixed
0.49000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14916RAF1
105000.00000000
PA
USD
104847.72000000
0.030132463989
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.20000000
N
N
N
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
Ingevity Corp
45688C107
5522.00000000
NS
USD
321159.52000000
0.092298885195
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
5695.00000000
NS
USD
1225279.25000000
0.352136249387
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHK9
412118.39000000
PA
USD
396409.92000000
0.113925296987
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHD6
3000000.00000000
PA
USD
2961796.86000000
0.851198645311
Long
DBT
UST
US
N
2
2025-05-31
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UD90
12266.95000000
PA
USD
11796.37000000
0.003390190022
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
4.00000000
N
N
N
N
N
N
Aurora Innovation Inc
N/A
Aurora Innovation Inc
051774107
47857.00000000
NS
USD
140699.58000000
0.040436025005
Long
EC
CORP
US
N
1
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-2 Trust
43732VAA4
327893.39000000
PA
USD
286829.07000000
0.082432566229
Long
ABS-O
CORP
US
N
2
2026-12-17
Fixed
2.30200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMFR1
723072.57000000
PA
USD
618884.10000000
0.177862740905
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
14304.00000000
NS
USD
993412.80000000
0.285499536114
Long
EC
CORP
US
N
1
N
N
N
BXHPP Trust
N/A
BXHPP Trust 2021-FILM
05609JAJ1
155000.00000000
PA
USD
142841.34000000
0.041051551085
Long
ABS-MBS
CORP
US
N
2
2036-08-15
Floating
6.09300000
N
N
N
N
N
N
Assured Guaranty Ltd
549300BBOQUJEPH87M14
Assured Guaranty Ltd
000000000
9778.00000000
NS
USD
545612.40000000
0.156804992947
Long
EC
CORP
BM
N
1
N
N
N
Trupanion Inc
549300J86GFKIDGMQP18
Trupanion Inc
898202106
19133.00000000
NS
USD
376537.44000000
0.108214092318
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCZ2
1715000.00000000
PA
USD
1533987.10000000
0.440856616157
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFU58
211760.44000000
PA
USD
174971.70000000
0.050285580358
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
1847.00000000
NS
USD
128089.45000000
0.036811966340
Long
EC
CORP
US
N
1
N
N
N
TRANE TECH FIN LTD
549300A5OEF3CJI2CO89
Trane Technologies Financing Ltd
892938AA9
140000.00000000
PA
USD
141674.12000000
0.040716100637
Long
DBT
CORP
IE
N
2
2033-03-03
Fixed
5.25000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAU8
411000.00000000
PA
USD
400476.23000000
0.115093924589
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFU0
908300.00000000
PA
USD
903190.81000000
0.259570399412
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.12500000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
7502.00000000
NS
USD
827995.74000000
0.237959889056
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BZD1
153487.85000000
PA
USD
146955.81000000
0.042234019517
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KQ3
918000.00000000
PA
USD
886931.93000000
0.254897716820
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
200000.00000000
PA
USD
190681.61000000
0.054800493008
Long
DBT
CORP
FR
N
2
2025-11-19
Fixed
2.81900000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GK7
45000.00000000
PA
USD
45332.09000000
0.013028109428
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BVUA2
251209.80000000
PA
USD
234768.65000000
0.067470784219
Long
ABS-MBS
USGSE
US
N
2
2045-06-15
Fixed
3.00000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AF9
386000.00000000
PA
USD
386407.47000000
0.111050666385
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAC0
200000.00000000
PA
USD
192949.70000000
0.055452325401
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BT0
963000.00000000
PA
USD
920031.39000000
0.264410258309
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
4.90000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
5657.00000000
NS
USD
1089311.92000000
0.313060238245
Long
EC
CORP
CH
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
6644.00000000
NS
USD
1659006.80000000
0.476786358914
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDBQ8
631081.57000000
PA
USD
561741.61000000
0.161440409335
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
PTC Therapeutics Inc
549300UJLWOIWFDGB318
PTC Therapeutics Inc
69366J200
1581.00000000
NS
USD
64299.27000000
0.018479137532
Long
EC
CORP
US
N
1
N
N
N
ILLINOIS ST MUNI ELEC AGY PWR
N/A
Illinois Municipal Electric Agency
452024GT3
195000.00000000
PA
USD
211543.43000000
0.060796026720
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
6.83200000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
3889.00000000
NS
USD
763721.82000000
0.219488036927
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
435000.00000000
PA
USD
387917.87000000
0.111484744242
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FE5G1
170942.84000000
PA
USD
155713.15000000
0.044750814658
Long
ABS-MBS
USGSE
US
N
2
2047-07-15
Fixed
3.00000000
N
N
N
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
2225.00000000
NS
USD
568509.75000000
0.163385523018
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDDV5
149916.20000000
PA
USD
126664.65000000
0.036402489294
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMY41
130958.68000000
PA
USD
107461.68000000
0.030883696878
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
45000.00000000
PA
USD
40090.43000000
0.011521694876
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CL8
110000.00000000
PA
USD
107028.14000000
0.030759100669
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVR8
14059.59000000
PA
USD
12873.26000000
0.003699680292
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.00000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAJ3
500000.00000000
PA
USD
474553.58000000
0.136383210435
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
11828.00000000
NS
USD
668636.84000000
0.192161312647
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
500.00000000
NS
USD
95630.00000000
0.027483359021
Long
EC
CORP
IE
N
1
N
N
N
GOLDEN ST TOBACCO SECURITIZATI
N/A
Golden State Tobacco Securitization Corp
38122NB50
10000.00000000
PA
USD
8137.12000000
0.002338548471
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
2.74600000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
2465.00000000
NS
USD
1134836.70000000
0.326143725363
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RBH8
41207.80000000
PA
USD
40747.18000000
0.011710439998
Long
ABS-MBS
USGA
US
N
2
2065-05-20
Floating
5.69386000
N
N
N
N
N
N
CHILDREN'S HOSPITAL/DC
549300C1PQZDYQ6KZS51
Children's Hospital/DC
16876DAA6
85000.00000000
PA
USD
55178.64000000
0.015857935516
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
2.92800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
545000.00000000
PA
USD
448901.17000000
0.129010896372
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
4287.00000000
NS
USD
905242.92000000
0.260160160741
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
25292.00000000
NS
USD
3678468.48000000
1.057164800626
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RS9
805000.00000000
PA
USD
617774.61000000
0.177543881635
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp
501889AC3
100000.00000000
PA
USD
99232.39000000
0.028518659425
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.75000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
70000.00000000
PA
USD
64690.94000000
0.018591700611
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBB8
816000.00000000
PA
USD
745762.15000000
0.214326559791
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAJ0
130000.00000000
PA
USD
130459.37000000
0.037493063927
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.55000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-3
33851JAC3
72751.73000000
PA
USD
66252.11000000
0.019040369392
Long
ABS-MBS
CORP
US
N
2
2048-05-25
Variable
4.00000000
N
N
N
N
N
N
Ares Management Corp
529900JUV61FH7B8VW38
Ares Management Corp
03990B101
28637.00000000
NS
USD
2759174.95000000
0.792966597857
Long
EC
CORP
US
N
1
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Bon Secours Mercy Health Inc
09778PAB1
135000.00000000
PA
USD
107671.27000000
0.030943931503
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.09500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE63
475365.64000000
PA
USD
457368.96000000
0.131444476971
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEAT6
12047.08000000
PA
USD
11318.34000000
0.003252807714
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
2.50000000
N
N
N
N
N
N
Cascade Funding Mortgage Trust
N/A
CFMT 2021-AL1 LLC
12529UAF7
300764.17000000
PA
USD
288722.99000000
0.082976864915
Long
ABS-O
CORP
US
N
2
2031-09-22
Fixed
1.39000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDL2
195000.00000000
PA
USD
170503.13000000
0.049001346188
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHC8
598300.00000000
PA
USD
576705.11000000
0.165740809238
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust 2021-MFP
78472UAC2
415000.00000000
PA
USD
402622.46000000
0.115710735314
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.27309000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDG1
5000.00000000
PA
USD
4469.95000000
0.001284630771
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WRZ3
532257.68000000
PA
USD
447674.16000000
0.128658262718
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
156000.00000000
PA
USD
141804.00000000
0.040753427194
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307EQ56
2192.86000000
PA
USD
2093.43000000
0.000601636393
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
3.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-10.00000000
NC
USD
10718.77000000
0.003080495704
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-09-20
-1195093.77000000
USD
10718.77000000
N
N
N
BACARDI LTD / MARTINI BV
N/A
Bacardi Ltd / Bacardi-Martini BV
05635JAC4
115000.00000000
PA
USD
115966.79000000
0.033328002970
Long
DBT
CORP
N/A
N
2
2043-06-15
Fixed
5.90000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
251000.00000000
PA
USD
202576.32000000
0.058218945223
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2V3
311535.12000000
PA
USD
263187.92000000
0.075638273506
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
2.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup COmmercial Mortgage Trust 2019-SMRT
29429MAA1
100000.00000000
PA
USD
98779.34000000
0.028388456186
Long
ABS-MBS
CORP
US
N
2
2036-01-10
Fixed
4.14900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132M8RV0
5302.15000000
PA
USD
5095.56000000
0.001464426486
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
100000.00000000
PA
USD
94275.00000000
0.027093941981
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
405.00000000
NS
USD
190062.45000000
0.054622550975
Long
EC
CORP
US
N
1
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
14550.00000000
NS
USD
996384.00000000
0.286353437153
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ANUU9
53451.95000000
PA
USD
51088.75000000
0.014682531195
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
3.50000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BJD77
383390.00000000
PA
USD
303139.61000000
0.087120095526
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Variable
2.38600000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
1843.00000000
NS
USD
453470.15000000
0.130323987638
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWGH0
35814.91000000
PA
USD
35774.56000000
0.010281345564
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDR4
503000.00000000
PA
USD
506766.49000000
0.145640963971
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
445.00000000
NS
USD
98233.75000000
0.028231657630
Long
EC
CORP
US
N
1
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
15475.00000000
NS
USD
1983276.00000000
0.569978943282
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H73P6
280000.00000000
PA
USD
238171.36000000
0.068448698059
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Fixed
2.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDS7
1400000.00000000
PA
USD
1316382.82000000
0.378318745700
Long
DBT
UST
US
N
2
2025-01-15
Fixed
1.12500000
N
N
N
N
N
N
CHICAGO IL TRANSIT AUTH SALES
N/A
Chicago Transit Authority Sales Tax Receipts Fund
16772PCJ3
100000.00000000
PA
USD
98384.43000000
0.028274961955
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
1.83800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TQ1
918000.00000000
PA
USD
893472.19000000
0.256777339466
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFH9
260600.00000000
PA
USD
249147.85000000
0.071603260597
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CM6
396000.00000000
PA
USD
387276.61000000
0.111300450832
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.50000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8Q8
137000.00000000
PA
USD
140634.96000000
0.040417453692
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.60000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XNA0
367614.01000000
PA
USD
318251.39000000
0.091463110011
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
2.50000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334JS1
65000.00000000
PA
USD
59504.28000000
0.017101092654
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.75000000
N
N
N
N
N
N
Fluor Corp
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp
343412102
19482.00000000
NS
USD
576667.20000000
0.165729914183
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
320000.00000000
PA
USD
256912.50000000
0.073834763928
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CET4
144000.00000000
PA
USD
135253.12000000
0.038870752438
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
Fidelity Government Portfolio
549300FQDFZGLUOCWN51
Fidelity Government Portfolio
316175108
2402232.50000000
NS
USD
2402232.50000000
0.690383961621
Long
STIV
RF
US
N
2
N
N
N
HashiCorp Inc
549300XGOB9ZFQHMIP56
HashiCorp Inc
418100103
9867.00000000
NS
USD
258318.06000000
0.074238711540
Long
EC
CORP
US
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AF2
200000.00000000
PA
USD
192657.60000000
0.055368378008
Long
DBT
CORP
FR
N
2
2025-03-17
Fixed
4.37500000
N
N
N
N
N
N
Science Applications Internati
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625107
5347.00000000
NS
USD
601430.56000000
0.172846721811
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
2860.00000000
NS
USD
718088.80000000
0.206373442429
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
10723.00000000
NS
USD
1232608.85000000
0.354242722547
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ANBQ9
190305.69000000
PA
USD
170807.05000000
0.049088690562
Long
ABS-MBS
USGSE
US
N
2
2045-01-25
Fixed
3.00000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
86359BGH8
2104.90000000
PA
USD
2056.64000000
0.000591063217
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
5.28210600
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EEN6
124015.35000000
PA
USD
117972.86000000
0.033904532742
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AL3J8
122554.85000000
PA
USD
107926.61000000
0.031017314342
Long
ABS-MBS
USGSE
US
N
2
2045-01-25
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
1819200.00000000
PA
USD
1505174.81000000
0.432576175811
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
10841.00000000
NS
USD
913896.30000000
0.262647078542
Long
EC
CORP
US
N
1
N
N
N
METROPOLITAN EDISON CO
N/A
Metropolitan Edison Co
591894CE8
15000.00000000
PA
USD
14842.51000000
0.004265628266
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.20000000
N
N
N
N
N
N
GREENSAIF PIPELINES BIDC
549300YWDGUXPB8GRP47
Greensaif Pipelines Bidco Sarl
39541EAC7
200000.00000000
PA
USD
207656.33000000
0.059678902754
Long
DBT
CORP
LU
N
2
2042-02-23
Fixed
6.51000000
N
N
N
N
N
N
SentinelOne Inc
N/A
SentinelOne Inc
81730H109
7207.00000000
NS
USD
108825.70000000
0.031275706199
Long
EC
CORP
US
N
1
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBE8
200000.00000000
PA
USD
185040.00000000
0.053179135765
Long
DBT
NUSS
SA
N
2
2053-01-18
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE74
909969.85000000
PA
USD
892682.06000000
0.256550261913
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGU9
846000.00000000
PA
USD
829212.19000000
0.238309487843
Long
DBT
UST
US
N
2
2025-03-31
Fixed
3.87500000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579102
11094.00000000
NS
USD
1271150.52000000
0.365319315184
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
22566.00000000
NS
USD
2603890.74000000
0.748339057401
Long
EC
CORP
US
N
1
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAA9
389000.00000000
PA
USD
331136.25000000
0.095166124058
Long
DBT
CORP
LU
N
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2X5
172425.06000000
PA
USD
163015.51000000
0.046849459242
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
4.00000000
N
N
N
N
N
N
TEXAS NATURAL GAS SECURITIZTN
N/A
Texas Natural Gas Securitization Finance Corp
88258MAB1
145000.00000000
PA
USD
149228.10000000
0.042887058960
Long
ABS-O
CORP
US
N
2
2041-04-01
Fixed
5.16900000
N
N
N
N
N
N
Celldex Therapeutics Inc
529900F018DMYWH38923
Celldex Therapeutics Inc
15117B202
2341.00000000
NS
USD
79430.13000000
0.022827635468
Long
EC
CORP
US
N
1
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FU7
30000.00000000
PA
USD
23737.68000000
0.006822034735
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.45000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAE2
610000.00000000
PA
USD
570728.75000000
0.164023247306
Long
DBT
CORP
NO
N
2
2027-04-06
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDD5
457222.33000000
PA
USD
432291.96000000
0.124237531513
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-6
03464VAA2
13274.53000000
PA
USD
12478.94000000
0.003586355622
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.62000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDZ1
350000.00000000
PA
USD
330298.83000000
0.094925455706
Long
DBT
UST
US
N
2
2025-02-15
Fixed
1.50000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
3869.00000000
NS
USD
666280.49000000
0.191484114979
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGH7
150000.00000000
PA
USD
143930.27000000
0.041364501562
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
3.00000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CX5
185000.00000000
PA
USD
189452.66000000
0.054447301812
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAP6
310000.00000000
PA
USD
311298.90000000
0.089465015493
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
5875.00000000
NS
USD
1395195.00000000
0.400968786882
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGHD9
142790.90000000
PA
USD
136721.67000000
0.039292802913
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
1528.00000000
NS
USD
268897.44000000
0.077279147583
Long
EC
CORP
US
N
1
N
N
N
Bumble Inc
N/A
Bumble Inc
12047B105
40803.00000000
NS
USD
684674.34000000
0.196770372255
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
2441.00000000
NS
USD
297045.29000000
0.085368632757
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QWF4
4841.37000000
PA
USD
4697.19000000
0.001349937876
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
4.00000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
7769.00000000
NS
USD
903845.46000000
0.259758541010
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGD7
846000.00000000
PA
USD
834037.04000000
0.239696114266
Long
DBT
UST
US
N
2
2024-12-31
Fixed
4.25000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HAQ3
250000.00000000
PA
USD
235614.08000000
0.067713754586
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.14800000
N
N
N
N
N
N
ICON PLC
6354008SRQGEMC4XFI67
ICON PLC
000000000
4164.00000000
NS
USD
1041832.80000000
0.299415088177
Long
EC
CORP
IE
N
1
N
N
N
Cargurus Inc
54930027BKQN6B7X7G78
Cargurus Inc
141788109
32044.00000000
NS
USD
725155.72000000
0.208404423287
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H4FG0
425323.71000000
PA
USD
370865.30000000
0.106583960978
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
2.00000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAK3
95000.00000000
PA
USD
94199.23000000
0.027072166240
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2021-9INV
33851MAB8
154992.80000000
PA
USD
124815.41000000
0.035871031312
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Variable
2.00000000
N
N
N
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group Inc
896288107
2009.00000000
NS
USD
190794.73000000
0.054833002864
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AXBX2
222743.74000000
PA
USD
202791.07000000
0.058280662795
Long
ABS-MBS
USGSE
US
N
2
2045-12-25
Fixed
3.00000000
N
N
N
N
N
N
SCF Equipment Trust Llc
N/A
SCF Equipment Leasing 2021-1 LLC
783897AC5
275577.97000000
PA
USD
268963.88000000
0.077298241950
Long
ABS-O
CORP
US
N
2
2028-08-21
Fixed
0.83000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGH8
735200.00000000
PA
USD
713660.93000000
0.205100905140
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
agilon health Inc
N/A
agilon health Inc
00857U107
31401.00000000
NS
USD
544493.34000000
0.156483383330
Long
EC
CORP
US
N
1
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AD9
75000.00000000
PA
USD
73732.87000000
0.021190284825
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.75000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
18041.00000000
NS
USD
272960.33000000
0.078446792302
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
2620000.00000000
PA
USD
2024461.71000000
0.581815413579
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V4U1
202838.90000000
PA
USD
170651.86000000
0.049044090097
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5E4
490257.48000000
PA
USD
463638.21000000
0.133246213336
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
4.00000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
17862.00000000
NS
USD
1127270.82000000
0.323969347068
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-4
89173UAA5
48941.74000000
PA
USD
44804.27000000
0.012876417840
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Variable
2.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
10000.00000000
PA
USD
8572.76000000
0.002463748205
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.06900000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
023551AJ3
460000.00000000
PA
USD
504224.61000000
0.144910446344
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.30000000
N
N
N
N
N
N
Affirm Inc
N/A
Affirm Asset Securitization Trust 2021-Z1
00834CAA3
36143.76000000
PA
USD
35449.74000000
0.010187994683
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
1.07000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
9432.00000000
NS
USD
1773970.56000000
0.509826098436
Long
EC
CORP
US
N
1
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
2614.00000000
NS
USD
753720.76000000
0.216613805801
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAB2
70000.00000000
PA
USD
68434.10000000
0.019667457279
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
6.61655000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD Trust 2020-OBRK
05553JAA6
180000.00000000
PA
USD
179420.38000000
0.051564098287
Long
ABS-MBS
CORP
US
N
2
2028-11-15
Floating
7.31148000
N
N
N
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy Inc
29786A106
11228.00000000
NS
USD
950001.08000000
0.273023326907
Long
EC
CORP
US
N
1
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AYP31
11168.38000000
PA
USD
11131.21000000
0.003199027928
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Floating
5.53243000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAE0
350000.00000000
PA
USD
370303.50000000
0.106422503788
Long
DBT
CORP
NO
N
2
2032-11-15
Fixed
8.00000000
N
N
N
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
10610.00000000
NS
USD
1000841.30000000
0.287634432407
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HA2B1
260000.00000000
PA
USD
258952.67000000
0.074421093789
Long
ABS-MBS
USGSE
US
N
2
2060-04-25
Variable
4.43000000
N
N
N
N
N
N
Masterbrand Inc
549300E0Y4BR5Z9RDZ64
Masterbrand Inc
57638P104
3631.00000000
NS
USD
42228.53000000
0.012136169098
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DW73
68187.13000000
PA
USD
59942.39000000
0.017227002247
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DF3
767000.00000000
PA
USD
749660.92000000
0.215447037629
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
5.04300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGB1
196300.00000000
PA
USD
194513.36000000
0.055901709790
Long
DBT
UST
US
N
2
2029-12-31
Fixed
3.87500000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
780259305
43394.00000000
NS
USD
2620129.72000000
0.753006020880
Long
EC
CORP
GB
N
1
N
N
N
Livent Corp
254900OOLQ2VNMZTJL47
Livent Corp
53814L108
11089.00000000
NS
USD
304171.27000000
0.087416587026
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
3569.00000000
NS
USD
1075125.56000000
0.308983182665
Long
EC
CORP
US
N
1
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co/The
650111107
18657.00000000
NS
USD
734712.66000000
0.211151017590
Long
EC
CORP
US
N
1
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAK7
35000.00000000
PA
USD
35794.07000000
0.010286952594
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.95000000
N
N
N
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59259YGF0
180000.00000000
PA
USD
194765.29000000
0.055974112620
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.81400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6K3
333149.40000000
PA
USD
271145.30000000
0.077925166023
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
1.50000000
N
N
N
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278101
3604.00000000
NS
USD
532779.32000000
0.153116860092
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
14810.00000000
NS
USD
773378.20000000
0.222263209555
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CU9
290000.00000000
PA
USD
290000.00000000
0.083343868201
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
2.95000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
2934.00000000
NS
USD
265204.26000000
0.076217754800
Long
EC
CORP
US
N
1
N
N
N
Skyline Champion Corp
N/A
Skyline Champion Corp
830830105
6785.00000000
NS
USD
444078.25000000
0.127624824618
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFM8
1122100.00000000
PA
USD
1115437.53000000
0.320568546509
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.12500000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
2375.00000000
NS
USD
311980.00000000
0.089660758626
Long
EC
CORP
US
N
1
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AZ7
345000.00000000
PA
USD
331532.39000000
0.095279971782
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
3.95000000
N
N
N
N
N
N
MEMORIAL SLOAN-KETTERING
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center
586054AD0
20000.00000000
PA
USD
13852.97000000
0.003981241744
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
2.95500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WQA9
454365.67000000
PA
USD
393817.49000000
0.113180251662
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAE3
400000.00000000
PA
USD
405152.56000000
0.116437867456
Long
DBT
CORP
US
N
2
2032-12-06
Fixed
5.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TR9
457000.00000000
PA
USD
438434.38000000
0.126002817868
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.62500000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
4249.00000000
NS
USD
577864.00000000
0.166073865705
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H4RG7
245000.00000000
PA
USD
189624.61000000
0.054496718978
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
2.36100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V7D6
178627.30000000
PA
USD
150391.27000000
0.043221345467
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.00000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189YAG1
416000.00000000
PA
USD
415739.06000000
0.119480349734
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.25000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BT0
215000.00000000
PA
USD
211641.63000000
0.060824248678
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.55000000
N
N
N
N
N
N
Knight-Swift Transportation Ho
N/A
Knight-Swift Transportation Holdings Inc
499049104
8648.00000000
NS
USD
480482.88000000
0.138087247668
Long
EC
CORP
US
N
1
N
N
N
GOLDEN ST TOBACCO SECURITIZATI
N/A
Golden State Tobacco Securitization Corp
38122NB76
40000.00000000
PA
USD
36829.53000000
0.010584536187
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2V2
650000.00000000
PA
USD
548962.75000000
0.157767858909
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
610000.00000000
PA
USD
514949.61000000
0.147992732504
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QG4T1
75689.56000000
PA
USD
62097.00000000
0.017846221323
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Vaxcyte Inc
254900M7NMHTGASX8D95
Vaxcyte Inc
92243G108
1438.00000000
NS
USD
71813.72000000
0.020638735223
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RBH4
45000.00000000
PA
USD
38140.89000000
0.010961411411
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.30000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAG5
447000.00000000
PA
USD
442199.17000000
0.127084790839
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.95000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
96488.00000000
NS
USD
11549613.60000000
3.319274047105
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U6U1
161682.93000000
PA
USD
146059.95000000
0.041976555939
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
3.00000000
N
N
N
N
N
N
Cabot Corp
K05C0SER542GQ6VLRO68
Cabot Corp
127055101
12985.00000000
NS
USD
868566.65000000
0.249619670352
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGC9
313600.00000000
PA
USD
309104.25000000
0.088834289215
Long
DBT
UST
US
N
2
2027-12-31
Fixed
3.87500000
N
N
N
N
N
N
TEXAS ELECTRIC MKT STABL
N/A
Texas Electric Market Stabilization Funding N LLC
88240TAA9
360868.89000000
PA
USD
343201.05000000
0.098633458889
Long
DBT
CORP
US
N
2
2034-08-01
Fixed
4.26500000
N
N
N
N
N
N
DIGNITY HEALTH
TFVG45LTYVO3XKPZWP18
Dignity Health
254010AD3
92000.00000000
PA
USD
88981.78000000
0.025572709464
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.81200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJ3A9
183838.98000000
PA
USD
180231.93000000
0.051797331792
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
4.50000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBU3
725000.00000000
PA
USD
714079.09000000
0.205221081250
Long
DBT
CORP
US
N
2
2033-02-13
Fixed
4.81200000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
6369.00000000
NS
USD
1225586.67000000
0.352224599635
Long
EC
CORP
US
N
1
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings Inc
42704L104
424.00000000
NS
USD
58024.40000000
0.016675786021
Long
EC
CORP
US
N
1
N
N
N
Karuna Therapeutics Inc
N/A
Karuna Therapeutics Inc
48576A100
985.00000000
NS
USD
213597.25000000
0.061386279490
Long
EC
CORP
US
N
1
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAB2
50000.00000000
PA
USD
36357.67000000
0.010448927091
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
1.94200000
N
N
N
N
N
N
UNITED AIR 2018-1 B PTT
N/A
United Airlines 2018-1 Class B Pass Through Trust
90932NAA1
20478.02000000
PA
USD
18902.93000000
0.005432563126
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.60000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
18050.00000000
NS
USD
181583.00000000
0.052185619378
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
290000.00000000
PA
USD
240100.01000000
0.069002977892
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P77L1
28932.90000000
PA
USD
27411.35000000
0.007877820488
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WJTH4
137279.58000000
PA
USD
121033.37000000
0.034784100818
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FKEU0
74765.03000000
PA
USD
69821.64000000
0.020066226075
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
7760.00000000
NS
USD
3639284.80000000
1.045903699035
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307SPB3
27551.84000000
PA
USD
25740.05000000
0.007397501154
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
2.50000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAJ6
359000.00000000
PA
USD
358540.76000000
0.103041978780
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDG3
510000.00000000
PA
USD
458422.27000000
0.131747190523
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWQ3
375000.00000000
PA
USD
362278.51000000
0.104116180654
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.27200000
N
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
4912.00000000
NS
USD
1871864.96000000
0.537960229372
Long
EC
CORP
US
N
1
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452151LF8
1195000.00000000
PA
USD
1174335.10000000
0.337495275169
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAZ4
435000.00000000
PA
USD
390125.59000000
0.112119226741
Long
DBT
CORP
DK
N
2
2026-09-11
Fixed
1.62100000
N
N
N
N
N
N
Sage Therapeutics Inc
5493000JX4BJS9W6CN35
Sage Therapeutics Inc
78667J108
4040.00000000
NS
USD
189960.80000000
0.054593337512
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology Inc
N/A
Marvell Technology Inc
573874104
7626.00000000
NS
USD
455882.28000000
0.131017216068
Long
EC
CORP
US
N
1
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
1150.00000000
NS
USD
139725.00000000
0.040155937877
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
550000.00000000
PA
USD
422958.84000000
0.121555261433
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
2246.00000000
NS
USD
1262184.62000000
0.362742581433
Long
EC
CORP
US
N
1
N
N
N
Life Financial Services Trust
N/A
Life 2021-BMR Mortgage Trust
53218CAA8
98297.01000000
PA
USD
95782.02000000
0.027527048451
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
5.96148000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
18275.00000000
NS
USD
1893472.75000000
0.544170149378
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
8826.00000000
NS
USD
920904.84000000
0.264661281418
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
3335000.00000000
PA
USD
3000588.08000000
0.862346956784
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
15234.00000000
NS
USD
1492322.64000000
0.428882556630
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
23908.00000000
NS
USD
1293183.72000000
0.371651494898
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFU33
987176.73000000
PA
USD
846445.51000000
0.243262217329
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
37733W204
12714.00000000
NS
USD
453126.96000000
0.130225357354
Long
EC
CORP
GB
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
348000.00000000
PA
USD
275397.53000000
0.079147225667
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
115000.00000000
PA
USD
101340.30000000
0.029124457264
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAE5
94244.76000000
PA
USD
81729.76000000
0.023488532226
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAW2
374000.00000000
PA
USD
365256.32000000
0.104971981358
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.90000000
N
N
N
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
Everest Re Group Ltd
000000000
1166.00000000
NS
USD
398608.76000000
0.114557227439
Long
EC
CORP
BM
N
1
N
N
N
New Economy Assets Phase 1 Iss
N/A
New Economy Assets Phase 1 Sponsor LLC
643821AB7
120000.00000000
PA
USD
99893.81000000
0.028708746671
Long
ABS-O
CORP
US
N
2
2061-10-20
Fixed
2.41000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AUDY1
540602.90000000
PA
USD
480263.40000000
0.138024170730
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
12285.00000000
NS
USD
993733.65000000
0.285591746045
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NJA7
14965.93000000
PA
USD
14102.54000000
0.004052966327
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
3.50000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CV9
170000.00000000
PA
USD
170478.35000000
0.048994224598
Long
DBT
CORP
US
N
2
2027-11-17
Fixed
5.12500000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-LGCY
12434DAA0
815000.00000000
PA
USD
787081.12000000
0.226201328032
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.69900000
N
N
N
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
747.00000000
NS
USD
397471.23000000
0.114230309679
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
7407.00000000
NS
USD
1098458.10000000
0.315688783143
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEAC6
326539.38000000
PA
USD
280902.24000000
0.080729238855
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBS4
333889.69000000
PA
USD
308083.52000000
0.088540938917
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPWR6
29842.35000000
PA
USD
27867.29000000
0.008008854292
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
2.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
9.00000000
NC
USD
-24226.57000000
-0.00696253812
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-09-29
1854320.32000000
USD
-24226.57000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RFL5
49012.37000000
PA
USD
48834.16000000
0.014034578602
Long
ABS-MBS
USGA
US
N
2
2065-08-20
Floating
4.56096000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGZ8
112000.00000000
PA
USD
108710.00000000
0.031242454869
Long
DBT
UST
US
N
2
2030-04-30
Fixed
3.50000000
N
N
N
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
43895.00000000
NS
USD
2521328.80000000
0.724611362761
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
8127.00000000
NS
USD
607655.79000000
0.174635807151
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJLE1
366389.44000000
PA
USD
345248.73000000
0.099221947068
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
8706.00000000
NS
USD
1015119.60000000
0.291737910867
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CS6
170000.00000000
PA
USD
170182.80000000
0.048909285701
Long
DBT
CORP
DE
N
2
2029-01-18
Fixed
6.72000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
35998.00000000
NS
USD
6982532.06000000
2.006728385254
Long
EC
CORP
US
N
1
N
N
N
SFS Auto Receivables Securitiz
N/A
SFS Auto Receivables Securitization Trust 2023-1
78398AAB9
130000.00000000
PA
USD
129827.09000000
0.037311351303
Long
ABS-O
CORP
US
N
2
2027-03-22
Fixed
5.89000000
N
N
N
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
3732.00000000
NS
USD
699712.68000000
0.201092280624
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AG7H6
586858.69000000
PA
USD
479110.67000000
0.137692884601
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMT6
541000.00000000
PA
USD
541576.34000000
0.155645058973
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
45000.00000000
PA
USD
35975.26000000
0.010339025268
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D5G3
133055.93000000
PA
USD
112405.18000000
0.032304422438
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RMG8
42413.87000000
PA
USD
42263.17000000
0.012146124380
Long
ABS-MBS
USGA
US
N
2
2065-12-20
Floating
4.59133000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWA52
139729.38000000
PA
USD
114083.48000000
0.032786753521
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Ryman Hospitality Properties I
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
10198.00000000
NS
USD
947598.16000000
0.272332745363
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BY5
260000.00000000
PA
USD
252010.20000000
0.072425878945
Long
DBT
CORP
GB
N
2
2025-01-12
Fixed
0.99100000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA
22534PAG8
250000.00000000
PA
USD
251381.80000000
0.072245281405
Long
DBT
CORP
FR
N
2
2033-07-05
Fixed
5.51400000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
12098.00000000
NS
USD
1318923.96000000
0.379049050656
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
48723.00000000
NS
USD
16592130.42000000
4.768456313490
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFY2
171000.00000000
PA
USD
169390.20000000
0.048681498287
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.87500000
N
N
N
N
N
N
GENTING NY LLC/GENNY CAP
N/A
Genting New York LLC / GENNY Capital Inc
37255JAA0
600000.00000000
PA
USD
534254.16000000
0.153540718266
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ER77
268035.82000000
PA
USD
262747.90000000
0.075511814992
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
49977.00000000
NS
USD
1833156.36000000
0.526835662280
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
39198.00000000
NS
USD
3323598.42000000
0.955177754042
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAN5
225000.00000000
PA
USD
221797.38000000
0.063742936573
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLP1
769131.32000000
PA
USD
666525.51000000
0.191554531926
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Bentley Systems Inc
549300WVEHPGE0Z56F71
Bentley Systems Inc
08265T208
2352.00000000
NS
USD
127548.96000000
0.036656633488
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPUU0
228730.07000000
PA
USD
224744.20000000
0.064589830979
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
372303206
3693.00000000
NS
USD
140370.93000000
0.040341573411
Long
EC
CORP
DK
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D9HT4
503800.84000000
PA
USD
445626.71000000
0.128069840639
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
2.50000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAA1
24462.10000000
PA
USD
23226.91000000
0.006675243192
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHE4
1880000.00000000
PA
USD
1838287.50000000
0.528310314196
Long
DBT
UST
US
N
2
2028-05-31
Fixed
3.62500000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CU9
200000.00000000
PA
USD
191509.31000000
0.055038367903
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.40000000
N
N
N
N
N
N
MUNI ELEC AUTH OF GEORGIA
JA0WNILDDF2KUPS83B16
Municipal Electric Authority of Georgia
626207YF5
229000.00000000
PA
USD
261368.05000000
0.075115256246
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.63700000
N
N
N
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043Q107
799.00000000
NS
USD
151762.06000000
0.043615300436
Long
EC
CORP
US
N
1
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579BA5
1947.47000000
PA
USD
1885.19000000
0.000541789747
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
5.13150300
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAK8
150000.00000000
PA
USD
143489.94000000
0.041237953957
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
23503CAP2
15000.00000000
PA
USD
13227.73000000
0.003801552364
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
4.08700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEF4
1060000.00000000
PA
USD
993046.10000000
0.285394149230
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
Castlelake Aircraft Securitiza
549300MHTIBONNXM3R82
Castlelake Aircraft Structured Trust 2019-1
14855MAA6
146156.15000000
PA
USD
129750.39000000
0.037289308287
Long
ABS-O
CORP
US
N
2
2039-04-15
Fixed
3.96700000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
5338.00000000
NS
USD
310724.98000000
0.089300075103
Long
EC
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCZ6
195000.00000000
PA
USD
193638.83000000
0.055650376297
Long
DBT
CORP
US
N
2
2029-06-08
Fixed
6.31200000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
66987V109
6204.00000000
NS
USD
626045.64000000
0.179920914856
Long
EC
CORP
CH
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KL2U0
2320105.12000000
PA
USD
1906668.65000000
0.547962554035
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Bon Secours Mercy Health Inc
58942HAB7
270000.00000000
PA
USD
251131.24000000
0.072173272303
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.55500000
N
N
N
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
322.00000000
NS
USD
688758.00000000
0.197943986120
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKVB1
1445024.65000000
PA
USD
1233823.46000000
0.354591792533
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJQ2
234955.94000000
PA
USD
197662.09000000
0.056806631646
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GN7
45000.00000000
PA
USD
43271.53000000
0.012435919631
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
144000.00000000
PA
USD
132184.94000000
0.037988980060
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
2023-08-23
Forethought Variable Insurance Trust
Cameron Jeffreys, CFA
Cameron Jeffreys, CFA
Senior Vice President