0001752724-21-184749.txt : 20210825
0001752724-21-184749.hdr.sgml : 20210825
20210825102410
ACCESSION NUMBER: 0001752724-21-184749
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210825
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price Balanced Fund, Inc.
CENTRAL INDEX KEY: 0000871839
IRS NUMBER: 521725684
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06275
FILM NUMBER: 211204569
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-2000
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE BALANCED FUND INC
DATE OF NAME CHANGE: 19920717
0000871839
S000002068
T. Rowe Price Balanced Fund, Inc.
C000005423
T. Rowe Price Balanced Fund, Inc.
RPBAX
C000166328
T. Rowe Price Balanced Fund-I Class
RBAIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000871839
XXXXXXXX
S000002068
C000166328
C000005423
T. Rowe Price Balanced Fund, Inc.
811-06275
0000871839
549300YW1EW4HR7IEA10
100 East Pratt Street
Baltimore
21202
410-345-2000
T. Rowe Price Balanced Fund, Inc.
S000002068
BL52WOAVD9QC4LOPHA21
2021-12-31
2021-06-30
N
5397460583.25
188277600.05
5209182983.20
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
6131737.73000000
157267802.75000000
0.00000000
1572654.03000000
USD
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AE2
275000.00000000
PA
USD
286411.13000000
0.005498196759
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384VQL9
512.22000000
PA
USD
586.20000000
0.000011253204
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
NAVER Corp
988400ULUQYDB2HQYJ61
NAVER Corp
000000000
16191.00000000
NS
6007973.78000000
0.115334281774
Long
EC
CORP
KR
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
3070000.00000000
PA
USD
3117489.06000000
0.059846027103
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NZ2
182793.65000000
PA
USD
197010.35000000
0.003781981754
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WH6D9
732728.70000000
PA
USD
777192.49000000
0.014919661922
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FLK49
147046.47000000
PA
USD
156515.47000000
0.003004606874
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
54092.00000000
NS
7597749.15000000
0.145852990277
Long
EC
CORP
DE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UK27
195279.21000000
PA
USD
215093.85000000
0.004129128323
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
5.50000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAK9
1445000.00000000
PA
USD
1447939.13000000
0.027795896874
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
47271.00000000
NS
USD
11206535.97000000
0.215130395805
Long
EC
CORP
US
N
1
N
N
N
SHERWIN-WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE
824348106
28900.00000000
NS
USD
7873805.00000000
0.151152398089
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205DBD9
54.05000000
PA
USD
56.03000000
0.000001075600
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
7.50000000
N
N
N
N
N
N
BEIJING ENT
529900896ODARUEY2V26
Beijing Enterprises Holdings Ltd
000000000
479000.00000000
NS
1699439.76000000
0.032623921361
Long
EC
CORP
HK
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184Q2S2
34200.30000000
PA
USD
36751.51000000
0.000705513899
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8AV6
46333.28000000
PA
USD
53891.52000000
0.001034548415
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
1262612.00000000
NS
3492812.93000000
0.067051070028
Long
EC
CORP
IT
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXGG1
1057047.74000000
PA
USD
1150542.69000000
0.022086816564
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDA8
2095000.00000000
PA
USD
2101079.69000000
0.040334150226
Long
DBT
CORP
US
N
2
2021-08-06
Fixed
3.25000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
31493.00000000
NS
USD
108340958.88000000
2.079807125789
Long
EC
CORP
US
N
1
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
2350364W7
1155000.00000000
PA
USD
1216698.48000000
0.023356800556
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
2.99400000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
504227.00000000
NS
12803504.93000000
0.245787198708
Long
EC
CORP
FR
N
2
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAG3
780000.00000000
PA
USD
832893.36000000
0.015988944191
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
26000.00000000
NS
USD
2106520.00000000
0.040438587141
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
3619.00000000
NS
USD
1145485.88000000
0.021989741648
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-1
89172EAU8
72868.05000000
PA
USD
72987.47000000
0.001401130853
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
2.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUE3
203342.65000000
PA
USD
224502.19000000
0.004309738988
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193UCX0
18841.30000000
PA
USD
20246.58000000
0.000388670931
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UBP3
200000.00000000
PA
USD
204200.20000000
0.003920004358
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9WH0
121846.79000000
PA
USD
134163.78000000
0.002575524423
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHR8
1275000.00000000
PA
USD
1275971.55000000
0.024494657878
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.32000000
N
N
N
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AR0
785000.00000000
PA
USD
848929.62000000
0.016296790163
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.65000000
N
N
N
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
68217FAA0
830000.00000000
PA
USD
916003.77000000
0.017584403791
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A26L1
1748364.88000000
PA
USD
1871596.84000000
0.035928798163
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
32479.00000000
NS
USD
1962705.97000000
0.037677808138
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CV74
59932.20000000
PA
USD
67050.18000000
0.001287153479
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCCH7
669624.31000000
PA
USD
713988.63000000
0.013706345741
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QJQE9
41943.21000000
PA
USD
44629.03000000
0.000856737614
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Floating
2.31500000
N
N
N
N
N
N
Scentre Group
N/A
Scentre Group
000000000
1184685.00000000
NS
2424246.45000000
0.046537939976
Long
EC
CORP
AU
N
2
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
14777.00000000
NS
USD
1212305.08000000
0.023272461034
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022671
23262000.00000000
PA
USD
24072535.55000000
0.462117296083
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk Inc
848637104
12214.00000000
NS
USD
1765900.12000000
0.033899752143
Long
EC
CORP
US
N
1
N
N
N
Dryden Senior Loan Fund
254900XGNUOV0Y3IBA68
Dryden 77 CLO Ltd
26252VAS0
1935000.00000000
PA
USD
1932403.29000000
0.037096091579
Long
ABS-CBDO
CORP
KY
N
2
2034-05-20
Floating
1.25362000
N
N
N
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
497350108
137500.00000000
NS
2683427.24000000
0.051513399484
Long
EC
CORP
JP
N
2
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6WA5
964462.17000000
PA
USD
1028836.92000000
0.019750446918
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAP36
2387345.31000000
PA
USD
2570929.32000000
0.049353791723
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
315100.00000000
NS
4224998.94000000
0.081106748479
Long
EC
CORP
JP
N
2
N
N
N
NTT Data Corp
353800SZGJGSLJRRWB43
NTT Data Corp
000000000
511200.00000000
NS
7980246.09000000
0.153195733682
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFNV7
6269365.38000000
PA
USD
6490472.04000000
0.124596737356
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AL2
590000.00000000
PA
USD
642533.60000000
0.012334632937
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374UC61
497.31000000
PA
USD
533.20000000
0.000010235770
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128NC3S1
31715.96000000
PA
USD
33525.23000000
0.000643579427
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
2.68700000
N
N
N
N
N
N
PERUSAHAAN GAS NEGARA
549300OX1VFDX7ZPN240
Perusahaan Gas Negara Tbk PT
69367PAA4
1105000.00000000
PA
USD
1226654.30000000
0.023547921122
Long
DBT
CORP
ID
N
2
2024-05-16
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBAG5
690920.10000000
PA
USD
714372.68000000
0.013713718299
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.00000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
565000.00000000
PA
USD
620186.38000000
0.011905636296
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
600000.00000000
PA
USD
656305.20000000
0.012599004529
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
75406.00000000
NS
USD
11145760.86000000
0.213963704019
Long
EC
CORP
US
N
1
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer 2019-A LLC
05588UAA0
439998.82000000
PA
USD
461359.00000000
0.008856647990
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAK7
500000.00000000
PA
USD
516264.00000000
0.009910652047
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
19895000.00000000
PA
USD
19680507.03000000
0.377804102744
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
300.00000000
NS
USD
59586.00000000
0.001143864598
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ74
43259.73000000
PA
USD
47842.69000000
0.000918429821
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206TKZ4
1304.75000000
PA
USD
1371.72000000
0.000026332728
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
7.50000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
323807.18000000
PA
USD
328592.31000000
0.006307943319
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AW9
375000.00000000
PA
USD
360415.13000000
0.006918841806
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335APZ5
2237883.42000000
PA
USD
2430017.59000000
0.046648727791
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence Health & Services Obligated Group
743755AJ9
1310000.00000000
PA
USD
1411914.07000000
0.027104328539
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
4.37900000
N
N
N
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
259147.00000000
NS
8804428.55000000
0.169017455873
Long
EC
CORP
CH
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
1700000.00000000
PA
USD
1881194.50000000
0.036113043179
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36183FLP2
49185.28000000
PA
USD
52844.50000000
0.001014448910
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204B6W8
2039.77000000
PA
USD
2072.11000000
0.000039778022
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
8.00000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp
31847RAF9
415000.00000000
PA
USD
459807.55000000
0.008826865009
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.60000000
N
N
N
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
256500.00000000
NS
2768240.71000000
0.053141552503
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M75Q5
185250.10000000
PA
USD
209266.20000000
0.004017255693
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
12030.00000000
NS
USD
2933034.30000000
0.056305073357
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJS7
2271951.60000000
PA
USD
2396164.99000000
0.045998863885
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A46Y6
364163.48000000
PA
USD
398601.16000000
0.007651893997
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2019-A
80285JAG1
719059.26000000
PA
USD
722015.53000000
0.013860437084
Long
ABS-O
CORP
US
N
2
2022-06-20
Fixed
2.77000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KWK3
25785.26000000
PA
USD
30442.05000000
0.000584392026
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.50000000
N
N
N
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
33009.00000000
NS
USD
2946053.25000000
0.056554996426
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UZH8
1577638.75000000
PA
USD
1621178.12000000
0.031121542960
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.00000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXY6
365000.00000000
PA
USD
436237.78000000
0.008374399237
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
4.13100000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-6
03465AAB5
694766.65000000
PA
USD
699006.12000000
0.013418728469
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.51800000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAB5
1310000.00000000
PA
USD
1430855.36000000
0.027467941990
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.35000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGS7
380000.00000000
PA
USD
391575.18000000
0.007517017184
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LTJW9
723860.00000000
PA
USD
784497.90000000
0.015059902916
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
2680000.00000000
PA
USD
2740300.00000000
0.052605178371
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
18875.00000000
NS
USD
1678931.25000000
0.032230222194
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B13K8
195047.57000000
PA
USD
197589.16000000
0.003793093094
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
4.00000000
N
N
N
N
N
N
CBOE GLOBAL MARKETS INC
529900RLNSGA90UPEH54
CBOE GLOBAL MARKETS INC
12503M108
9823.00000000
NS
USD
1169428.15000000
0.022449358253
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NF78
553612.09000000
PA
USD
594386.95000000
0.011410368035
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.50000000
N
N
N
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AP8
1187000.00000000
PA
USD
1274541.25000000
0.024467200597
Long
DBT
CORP
AU
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AK9
770000.00000000
PA
USD
809462.50000000
0.015539145056
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RM2
10640000.00000000
PA
USD
12541900.00000000
0.240765203304
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
1956000.00000000
PA
USD
2166927.22000000
0.041598216591
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERN71
277745.96000000
PA
USD
294705.77000000
0.005657427872
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
91900.00000000
NS
3894684.72000000
0.074765749879
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DF99
75040.67000000
PA
USD
80345.55000000
0.001542382946
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCV4
870000.00000000
PA
USD
1032811.80000000
0.019826752166
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HMH3
224783.40000000
PA
USD
257196.24000000
0.004937362362
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAE9
2130000.00000000
PA
USD
2276558.91000000
0.043702801712
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.10000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BE0
610000.00000000
PA
USD
670756.61000000
0.012876426344
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
3.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAL2
1445000.00000000
PA
USD
1696401.10000000
0.032565588605
Long
DBT
CORP
US
N
2
2038-07-22
Fixed
3.97100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M75X0
38773.89000000
PA
USD
43158.10000000
0.000828500364
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BLD8
122869.84000000
PA
USD
142348.08000000
0.002732637353
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG58
2647601.53000000
PA
USD
2823404.42000000
0.054200522982
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EH7F3
37859.93000000
PA
USD
44759.75000000
0.000859247028
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
6.00000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AL9
1500000.00000000
PA
USD
1754488.50000000
0.033680684776
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.15000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
820000.00000000
PA
USD
879501.66000000
0.016883677590
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERA59
53526.61000000
PA
USD
57985.56000000
0.001113141162
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
Z Holdings Corp
52990078MD2OL792YM35
Z Holdings Corp
000000000
673200.00000000
NS
3369003.80000000
0.064674322458
Long
EC
CORP
JP
N
2
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604103
2757256.00000000
NS
USD
37112665.76000000
0.712446959142
Long
EC
CORP
US
N
1
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556H305
1696.00000000
NS
USD
125900.91000000
0.002416903195
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJA3
311720.39000000
PA
USD
328490.38000000
0.006305986582
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGA61
1364111.21000000
PA
USD
1463355.99000000
0.028091852306
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
T ROWE PR INFL PROT BND-I
QTPF0SBNUVQ114GUHO71
T ROWE PR INFL PROT BND-I
77958D200
1197.73973300
NS
USD
16049.71000000
0.000308104170
Long
EC
RF
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
16362.00000000
NS
USD
966666.96000000
0.018556978380
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
765000.00000000
PA
USD
830981.25000000
0.015952237667
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557CBE2
820000.00000000
PA
USD
828242.64000000
0.015899664931
Long
DBT
CORP
FI
N
2
2023-06-09
Fixed
1.00000000
N
N
N
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
2666.00000000
NS
USD
595664.38000000
0.011434890690
Long
EC
CORP
US
N
1
N
N
N
DETROIT MI CITY SCH DIST
N/A
Detroit City School District
251130EC0
2000000.00000000
PA
USD
2692758.00000000
0.051692520855
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
6.64500000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
151625.00000000
NS
24074833.47000000
0.462161408951
Long
EC
CORP
DE
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
3995000.00000000
PA
USD
4091279.50000000
0.078539753992
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.06800000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160MJ9
305000.00000000
PA
USD
337025.00000000
0.006469824559
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.62500000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
88146.00000000
NS
3206778.69000000
0.061560108376
Long
EC
CORP
AU
N
2
N
N
N
Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
737302.00000000
NS
9270767.08000000
0.177969695245
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERNP1
395023.58000000
PA
USD
417704.18000000
0.008018612157
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Marvell Technology Inc
N/A
Marvell Technology Inc
573874104
77429.00000000
NS
USD
4516433.57000000
0.086701380707
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
19847.00000000
NS
USD
1733040.04000000
0.033268941513
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
116933.00000000
NS
USD
10983516.69000000
0.210849124045
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BRY6
119319.94000000
PA
USD
136205.26000000
0.002614714446
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BJ1
505000.00000000
PA
USD
548079.03000000
0.010521400990
Long
DBT
CORP
CL
N
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
16700000.00000000
PA
USD
15609281.25000000
0.299649317375
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FU22
1160248.46000000
PA
USD
1242291.49000000
0.023848106200
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178NF87
461338.48000000
PA
USD
489904.21000000
0.009404626629
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.00000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
264267.00000000
NS
1686500.21000000
0.032375522523
Long
EC
CORP
GB
N
2
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BP7
2940000.00000000
PA
USD
3307500.00000000
0.063493642106
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
CIFC Funding Ltd
549300H3BLEZ8XSDXO87
CIFC Funding 2015-V Ltd
12547UAL2
2002457.22000000
PA
USD
2002457.48000000
0.038440912643
Long
ABS-CBDO
CORP
KY
N
2
2027-10-25
Floating
1.03575000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BL3
293000.00000000
PA
USD
318686.43000000
0.006117781445
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.20000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
27294.00000000
NS
USD
1332220.14000000
0.025574454656
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204FUK8
812.13000000
PA
USD
829.08000000
0.000015915739
Long
ABS-MBS
USGA
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJGP7
1482827.59000000
PA
USD
1570265.53000000
0.030144180672
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
31419BBT1
513861.99000000
PA
USD
561189.44000000
0.010773079805
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516106
57781.00000000
NS
USD
12674262.35000000
0.243306145913
Long
EC
CORP
US
N
1
N
N
N
UNITED CONTINENTAL HOLDINGS INC
98450079DA0B78DD6764
UNITED CONTINENTAL HOLDINGS
910047109
23749.00000000
NS
USD
1241835.21000000
0.023839347053
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CVY5
63134.73000000
PA
USD
70571.77000000
0.001354756978
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.00000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
15428.00000000
NS
USD
6332422.60000000
0.121562683062
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAEM6
524593.14000000
PA
USD
585768.30000000
0.011244916945
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FRZF1
948909.70000000
PA
USD
154387.04000000
0.002963747683
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XY95
275608.26000000
PA
USD
304076.63000000
0.005837319037
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBT7
14980000.00000000
PA
USD
14912121.88000000
0.286266040722
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAA8
156833.72000000
PA
USD
157405.41000000
0.003021690935
Long
ABS-MBS
CORP
US
N
2
2056-04-25
Variable
2.25000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
18000.00000000
NS
USD
1576620.00000000
0.030266166596
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
119603.00000000
NS
7506241.66000000
0.144096333037
Long
EC
CORP
FR
N
2
N
N
N
PSMC Trust
N/A
PSMC Trust
69376CAC8
2680000.00000000
PA
USD
2758725.00000000
0.052958880670
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
2970.00000000
NS
USD
718146.00000000
0.013786154226
Long
EC
CORP
US
N
1
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAV5
1360000.00000000
PA
USD
1377554.88000000
0.026444739692
Long
DBT
CORP
GB
N
2
2021-11-15
Fixed
3.75000000
N
N
N
N
N
N
FMR LLC
6X064LF7Y6B4DKF2GZ26
FMR LLC
30251BAD0
740000.00000000
PA
USD
928570.50000000
0.017825645652
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKJH9
194245.01000000
PA
USD
204906.95000000
0.003933571745
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
660000.00000000
PA
USD
635424.90000000
0.012198168158
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TE27
1097051.87000000
PA
USD
1173897.93000000
0.022535164032
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
2000000.00000000
PA
USD
2382500.00000000
0.045736538871
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJMS6
419984.37000000
PA
USD
467106.59000000
0.008966983719
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
1559400.00000000
NS
5228286.67000000
0.100366730960
Long
EC
CORP
SG
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWAQ7
506617.43000000
PA
USD
545488.91000000
0.010471678797
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UGF3
212164.75000000
PA
USD
233883.55000000
0.004489831721
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
5.50000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AF0
1850000.00000000
PA
USD
2259562.25000000
0.043376519068
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.96700000
N
N
N
N
N
N
Square Inc
549300OHIIUWSTIZME52
Square Inc
852234103
2600.00000000
NS
USD
633880.00000000
0.012168510917
Long
EC
CORP
US
N
1
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
Autoliv Inc
000000000
39941.00000000
NS
3931822.86000000
0.075478685864
Long
EC
CORP
SE
N
2
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKT40
4159428.60000000
PA
USD
4307079.37000000
0.082682435688
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2020-INV1
36258KAS7
506433.07000000
PA
USD
514339.00000000
0.009873698076
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
2.98907000
N
N
N
N
N
N
INVESCO FINANCE PLC
549300OYQ3LAJYXXO449
Invesco Finance PLC
46132FAA8
480000.00000000
PA
USD
497986.08000000
0.009559773223
Long
DBT
CORP
GB
N
2
2022-11-30
Fixed
3.12500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAQ2
1630000.00000000
PA
USD
1772611.96000000
0.034028598452
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV
31620M106
54716.00000000
NS
USD
7751615.72000000
0.148806746566
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCZ2
1200000.00000000
PA
USD
1297764.00000000
0.024913004672
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQW0
954385.89000000
PA
USD
1014266.67000000
0.019470743747
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.50000000
N
N
N
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
000000000
121188.00000000
NS
7430428.10000000
0.142640950106
Long
EC
CORP
DE
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
3915000.00000000
PA
USD
4048591.55000000
0.077720279035
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
125940.00000000
NS
9425180.54000000
0.180933950110
Long
EC
CORP
CA
N
2
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5C35
1367231.06000000
PA
USD
1450933.08000000
0.027853371338
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAG9
1440000.00000000
PA
USD
1528848.00000000
0.029349093800
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
3.45000000
N
N
N
N
N
N
CHICAGO IL O'HARE INTERNATIONA
N/A
Chicago O'Hare International Airport
167593T44
975000.00000000
PA
USD
1000962.79000000
0.019215350914
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
2.34600000
N
N
N
N
N
N
Zendesk Inc
549300SLI6BN94BKKO36
Zendesk Inc
98936J101
1300.00000000
NS
USD
187642.00000000
0.003602138773
Long
EC
CORP
US
N
1
N
N
N
SOUTH CAROLINA ST PUBLIC SVC A
EMBXY64GWKA9MZGFUD26
South Carolina Public Service Authority
837151JB6
2000000.00000000
PA
USD
2739127.60000000
0.052582671962
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
5.78400000
N
N
N
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
134800.00000000
NS
6610429.89000000
0.126899552411
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XMF54
747956.49000000
PA
USD
822373.29000000
0.015786991792
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7MP7
6815.95000000
PA
USD
7216.26000000
0.000138529593
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
197328.00000000
NS
8939313.28000000
0.171606820279
Long
EC
CORP
FR
N
2
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33851PAB1
2990000.00000000
PA
USD
3029711.09000000
0.058160964968
Long
ABS-MBS
CORP
US
N
2
2033-05-25
Variable
2.50000000
N
N
N
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
12898.00000000
NS
USD
2346662.12000000
0.045048563806
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXX8
82488.46000000
PA
USD
88991.49000000
0.001708357918
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.00000000
N
N
N
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
400.00000000
NS
USD
258916.00000000
0.004970376368
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VBD8
1350000.00000000
PA
USD
1784266.65000000
0.034252332002
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69369EAE9
1250000.00000000
PA
USD
1331292.31000000
0.025556643225
Long
DBT
CORP
ID
N
2
2023-05-20
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G85D1
56317.14000000
PA
USD
62005.92000000
0.001190319483
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194CP23
3622.66000000
PA
USD
3804.79000000
0.000073040052
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8ZH9
2055530.53000000
PA
USD
2274508.15000000
0.043663433542
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGDE1
61999.75000000
PA
USD
66973.95000000
0.001285690101
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206FRA2
59.44000000
PA
USD
64.20000000
0.000001232438
Long
ABS-MBS
USGA
US
N
2
2025-08-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412XEK6
1698.63000000
PA
USD
1887.80000000
0.000036239848
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
4.50000000
N
N
N
N
N
N
KKR & Co Inc
549300JOHU21WRN2Z451
KKR & Co Inc
48251W104
20843.00000000
NS
USD
1234739.32000000
0.023703128186
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
9166.00000000
NS
USD
7356631.60000000
0.141224288410
Long
EC
CORP
US
N
1
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BX7
1155000.00000000
PA
USD
1192419.69000000
0.022890723820
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
1.99500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UUM2
243844.32000000
PA
USD
262964.72000000
0.005048099113
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SBG4
467122.61000000
PA
USD
503563.47000000
0.009666841645
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132H7DB7
240571.45000000
PA
USD
259720.52000000
0.004985820633
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
29306.00000000
NS
USD
2396351.62000000
0.046002446597
Long
EC
CORP
US
N
1
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919101
18075.00000000
NS
USD
2614368.00000000
0.050187678344
Long
EC
CORP
US
N
1
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815L107
20297.00000000
NS
USD
483880.48000000
0.009288989877
Long
EC
CORP
IL
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450Y103
64379.00000000
NS
USD
18765190.92000000
0.360232899871
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
1371.00000000
NS
USD
765758.34000000
0.014700162049
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9KW4
612051.79000000
PA
USD
678804.53000000
0.013030921205
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508104
74409.00000000
NS
USD
14308850.70000000
0.274685123293
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLY73
119576.89000000
PA
USD
127328.42000000
0.002444306917
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NW9
346761.83000000
PA
USD
372065.96000000
0.007142501255
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TY6
315000.00000000
PA
USD
321349.22000000
0.006168898674
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.62500000
N
N
N
N
N
N
Coupang Inc
549300XR4L1D80AK4W76
Coupang Inc
22266T109
27903.00000000
NS
USD
1166903.46000000
0.022400892112
Long
EC
CORP
KR
N
1
N
N
N
Vimeo Inc
N/A
Vimeo Inc
92719V100
12990.00000000
NS
USD
636510.00000000
0.012218998680
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KH3Q7
386975.25000000
PA
USD
418554.22000000
0.008034930263
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942NF8
451970.49000000
PA
USD
494072.39000000
0.009484642631
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
5996.00000000
NS
USD
1472917.40000000
0.028275401435
Long
EC
CORP
US
N
1
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAA3
2769030.38000000
PA
USD
2763779.19000000
0.053055905290
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.90900000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFL7
1330000.00000000
PA
USD
1407106.75000000
0.027012043050
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.50000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
46231.00000000
NS
USD
2590322.93000000
0.049726088301
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4W90
111378.94000000
PA
USD
127537.58000000
0.002448322134
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
1735000.00000000
PA
USD
1790899.97000000
0.034379670972
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57200000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B1UF7
344811.88000000
PA
USD
347356.80000000
0.006668162764
Long
ABS-MBS
USGSE
US
N
2
2022-09-25
Fixed
1.78500000
N
N
N
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
41090.00000000
NS
USD
3403073.80000000
0.065328359763
Long
EC
CORP
US
N
1
N
N
N
Welcia Holdings Co Ltd
N/A
Welcia Holdings Co Ltd
000000000
70600.00000000
NS
2308521.17000000
0.044316377010
Long
EC
CORP
JP
N
2
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
30237.00000000
NS
3146376.22000000
0.060400570111
Long
EC
CORP
FR
N
2
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2018-2
38013RAD7
338688.79000000
PA
USD
340410.11000000
0.006534808070
Long
ABS-O
CORP
US
N
2
2022-12-16
Fixed
2.81000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DGM6
1199198.62000000
PA
USD
1380220.13000000
0.026495904145
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
30644.00000000
NS
4252864.20000000
0.081641674207
Long
EC
CORP
FR
N
2
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
135314.00000000
NS
5542953.10000000
0.106407340995
Long
EC
CORP
GB
N
2
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
41264.00000000
NS
USD
5474494.88000000
0.105093157557
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
1598.00000000
NS
USD
976378.00000000
0.018743399937
Long
EC
CORP
US
N
1
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
51856.00000000
NS
4247768.85000000
0.081543859443
Long
EC
CORP
IE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FGML0
818771.46000000
PA
USD
869236.55000000
0.016686619625
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MNJ5
13493.89000000
PA
USD
14787.14000000
0.000283866780
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943GW7
372179.92000000
PA
USD
406837.14000000
0.007809999021
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Sumitomo Rubber Industries Ltd
353800JD4V72SJ3EOX37
Sumitomo Rubber Industries Ltd
000000000
136900.00000000
NS
1892643.01000000
0.036332818718
Long
EC
CORP
JP
N
2
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
10200.00000000
NS
USD
1120062.00000000
0.021501682770
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVB2
914686.99000000
PA
USD
978480.53000000
0.018783761928
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.50000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EF3
1750000.00000000
PA
USD
1837251.50000000
0.035269475192
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417SBL3
39800.70000000
PA
USD
44226.17000000
0.000849003963
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJ39
3136.64000000
PA
USD
3590.79000000
0.000068931922
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
1440000.00000000
PA
USD
1420551.36000000
0.027270137458
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
ELECTRONIC ARTS INC
285512109
11023.00000000
NS
USD
1585438.09000000
0.030435446309
Long
EC
CORP
US
N
1
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
2200000.00000000
PA
USD
2355276.00000000
0.045213923327
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31378YMB7
53.94000000
PA
USD
60.39000000
0.000001159298
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417UEC5
229936.86000000
PA
USD
256401.11000000
0.004922098356
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
1418667.00000000
NS
3111116.61000000
0.059723696019
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5UV9
407198.04000000
PA
USD
436048.21000000
0.008370760086
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AU6
1030000.00000000
PA
USD
1137171.50000000
0.021830131590
Long
DBT
NUSS
PL
N
2
2026-04-06
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKA7
1749705.16000000
PA
USD
1798127.60000000
0.034518418834
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.00000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
257759.00000000
NS
USD
3678220.93000000
0.070610322998
Long
EC
CORP
US
N
1
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
2704.00000000
NS
USD
3950489.92000000
0.075837034958
Long
EC
CORP
CA
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4G6
669969.56000000
PA
USD
723312.04000000
0.013885326016
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
1335000.00000000
PA
USD
1505212.50000000
0.028895366218
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
7500000.00000000
PA
USD
7133203.13000000
0.136935161483
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXGC0
796566.19000000
PA
USD
876194.92000000
0.016820198538
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
11319.00000000
NS
USD
3416300.58000000
0.065582272517
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Limited Duration Inflation Focused Bond Fund
5493009ZRV6DHHWWGU69
T Rowe Price Limited Duration Inflation Focused Bond Fund
872798202
8498093.45430000
NS
USD
46059666.52000000
0.884201354963
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F5C5
228171.44000000
PA
USD
261034.34000000
0.005011041862
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.00000000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
23495.00000000
NS
10492722.97000000
0.201427421609
Long
EC
CORP
FR
N
2
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAL6
480000.00000000
PA
USD
531402.72000000
0.010201268062
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.37500000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
599.00000000
NS
USD
389769.30000000
0.007482349943
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJNB0
1210169.47000000
PA
USD
1289670.48000000
0.024757634434
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LX84
919211.85000000
PA
USD
986020.30000000
0.018928501900
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BWU6
34837.18000000
PA
USD
37754.74000000
0.000724772773
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2021-2
61772LBL4
645099.77000000
PA
USD
650920.51000000
0.012495635344
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
5843.00000000
NS
USD
1881387.57000000
0.036116749518
Long
EC
CORP
US
N
1
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300FCX3YXSYSLU895
WFRBS Commercial Mortgage Trust 2014-C19
92938VAT2
610000.00000000
PA
USD
648669.12000000
0.012452415706
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
4.72300000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
8035059.00000000
NS
5197532.17000000
0.099776340872
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDKJ2
612721.86000000
PA
USD
663462.41000000
0.012736400547
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
4470000.00000000
PA
USD
4269819.99000000
0.081967172275
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAC3
1490000.00000000
PA
USD
1671419.42000000
0.032086018582
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
EATON VANCE CORP
4JJ8ORNW1AFZPSV8GJ79
Eaton Vance Corp
278265AD5
750000.00000000
PA
USD
794085.75000000
0.015243959610
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.62500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BQ7
275000.00000000
PA
USD
291710.38000000
0.005599925764
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
1100000.00000000
PA
USD
1190723.60000000
0.022858164204
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498101
102042.00000000
NS
USD
11737891.26000000
0.225330753361
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBH2
2250000.00000000
PA
USD
2252812.50000000
0.043246945005
Long
DBT
CORP
US
N
2
2022-09-09
Floating
1.22313000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36189MBR8
171764.05000000
PA
USD
183880.71000000
0.003529933784
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV3
46591LBH3
1352559.25000000
PA
USD
1377088.59000000
0.026435788384
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206NJ48
425.71000000
PA
USD
474.35000000
0.000009106034
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
6.50000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBE7
1005000.00000000
PA
USD
1104638.72000000
0.021205604094
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417VN66
243666.73000000
PA
USD
270739.55000000
0.005197351501
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
WORKDAY INC-CLASS A
98138H101
15375.00000000
NS
USD
3670627.50000000
0.070464552921
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FKN5
166285.88000000
PA
USD
183933.92000000
0.003530955249
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.50000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
9994.00000000
NS
USD
2015090.22000000
0.038683421690
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
16080000.00000000
PA
USD
18280950.00000000
0.350936990675
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942WL5
1825.75000000
PA
USD
1989.57000000
0.000038193513
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBD5
3700000.00000000
PA
USD
4039814.66000000
0.077551790233
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.70800000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
129648.00000000
NS
7881980.43000000
0.151309340743
Long
EC
CORP
DE
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
47370.00000000
NS
17850822.38000000
0.342679887375
Long
EC
CORP
CH
N
2
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
10190.00000000
NS
USD
272378.70000000
0.005228818048
Long
EC
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAL9
590000.00000000
PA
USD
665024.40000000
0.012766385864
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
229.00000000
NS
USD
1138885.70000000
0.021863038861
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FCN4
262790.36000000
PA
USD
290622.63000000
0.005579044371
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ5
36261HAJ9
3065934.96000000
PA
USD
3135878.13000000
0.060199039659
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
54555.00000000
NS
USD
20705259.15000000
0.397476134295
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
29571.00000000
NS
2803495.07000000
0.053818325811
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJMV7
750656.60000000
PA
USD
796612.13000000
0.015292458194
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KE84
306.46000000
PA
USD
310.19000000
0.000005954676
Long
ABS-MBS
USGA
US
N
2
2023-08-20
Floating
2.25000000
N
N
N
N
N
N
HILTON WORLDWIDE HOLDINGS INC
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS IN
43300A203
70674.00000000
NS
USD
8524697.88000000
0.163647503024
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
155000.00000000
NS
13549185.02000000
0.260101921235
Long
EC
CORP
JP
N
2
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
775000.00000000
PA
USD
903385.73000000
0.017342176938
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5M5
886848.74000000
PA
USD
949206.55000000
0.018221793188
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNR2
780688.23000000
PA
USD
825637.38000000
0.015849652098
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.50000000
N
N
N
N
N
N
STATE GRID OVERSEAS INV
3003006V8BHG5158QO96
State Grid Overseas Investment 2016 Ltd
857006AL4
1175000.00000000
PA
USD
1238060.61000000
0.023766886553
Long
DBT
CORP
VG
N
2
2023-05-02
Fixed
3.75000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748AV4
3060000.00000000
PA
USD
3289579.56000000
0.063149625778
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DD97
95800.68000000
PA
USD
110979.20000000
0.002130453093
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAH2
480000.00000000
PA
USD
521682.72000000
0.010014674502
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AS4
455000.00000000
PA
USD
474967.68000000
0.009117892028
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.70000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CY4
447000.00000000
PA
USD
425174.78000000
0.008162024282
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
2.77000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XXGD2
548961.59000000
PA
USD
576826.31000000
0.011073258740
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
54203.00000000
NS
USD
8373821.47000000
0.160751148443
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Bankin
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
227698.00000000
NS
4806229.13000000
0.092264547924
Long
EC
CORP
AU
N
2
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAP4
1215000.00000000
PA
USD
1367662.32000000
0.026254833520
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
1900000.00000000
PA
USD
2288240.30000000
0.043927047818
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5ZM8
316166.68000000
PA
USD
335596.76000000
0.006442406824
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181KC81
361593.66000000
PA
USD
388467.43000000
0.007457358116
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.50000000
N
N
N
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
000000000
30200.00000000
NS
4588906.25000000
0.088092629204
Long
EC
CORP
JP
N
2
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
16020.00000000
NS
USD
5193844.20000000
0.099705543398
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36224XPV7
32.56000000
PA
USD
32.66000000
0.000000626969
Long
ABS-MBS
USGA
US
N
2
2023-03-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AAH1
150038.40000000
PA
USD
164212.77000000
0.003152370928
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225ATR1
650.86000000
PA
USD
725.22000000
0.000013921952
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
1915000.00000000
PA
USD
2044561.72000000
0.039249182196
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
15142.00000000
NS
USD
827510.30000000
0.015885606296
Long
EC
CORP
US
N
1
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
52632.00000000
NS
USD
8365330.08000000
0.160588140347
Long
EC
CORP
CH
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
29712.00000000
NS
USD
6429379.68000000
0.123423955363
Long
EC
CORP
US
N
1
N
N
N
Evotec SE
529900F9KI6OYITO9B12
Evotec SE
000000000
78799.00000000
NS
3574618.67000000
0.068621484050
Long
EC
CORP
DE
N
2
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAX2
1165000.00000000
PA
USD
1281124.87000000
0.024593585484
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7M1
551396.15000000
PA
USD
595676.19000000
0.011435117405
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
5.00000000
N
N
N
N
N
N
Equity LifeStyle Properties In
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
27266.00000000
NS
USD
2026136.46000000
0.038895474905
Long
EC
CORP
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
21293.00000000
NS
USD
4476640.32000000
0.085937474925
Long
EC
CORP
US
N
1
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2017-A LLC
28416DAA8
289967.66000000
PA
USD
298212.48000000
0.005724745722
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.69000000
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
210555.00000000
NS
15072823.13000000
0.289351001464
Long
EC
CORP
KR
N
2
N
N
N
T ROWE PRICE TREASURY RESERVE FUND
5493007QR86JJLYO6D96
T ROWE PRICE TREASURY RESERVE FUND
000000000
287609981.57000000
NS
USD
287609981.57000000
5.521210955682
Long
STIV
RF
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31288ALH6
2688.55000000
PA
USD
3018.81000000
0.000057951698
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410K5N0
513.13000000
PA
USD
587.43000000
0.000011276816
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.00000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
6442.00000000
NS
USD
571276.56000000
0.010966720920
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JG85
1176.17000000
PA
USD
1354.20000000
0.000025996399
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300ZUG1L9OO3W6B29
Sequoia Mortgage Trust 2018-CH1
81747DAL3
37046.81000000
PA
USD
37060.09000000
0.000711437669
Long
ABS-MBS
CORP
US
N
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
SOUTHEAST SUPPLY HEADER
N/A
Southeast Supply Header LLC
841504AB9
905000.00000000
PA
USD
910548.56000000
0.017479680843
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC21
17322MAY2
235000.00000000
PA
USD
250830.31000000
0.004815156442
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.02600000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
3820000.00000000
PA
USD
4001236.08000000
0.076811202311
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.95600000
N
N
N
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
117800.00000000
NS
3403389.56000000
0.065334421366
Long
EC
CORP
JP
N
2
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Trust 2021-MHC2
55293AAL1
1480000.00000000
PA
USD
1481775.85000000
0.028445455933
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Floating
1.57300000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBF0
1700000.00000000
PA
USD
2077700.90000000
0.039885350672
Long
DBT
CORP
US
N
2
2044-08-01
Fixed
4.85000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
691671.00000000
NS
USD
31325779.59000000
0.601356867113
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
5038.00000000
NS
USD
2230423.36000000
0.042817143632
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
1340000.00000000
PA
USD
1301031.46000000
0.024975729671
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
Mitsubishi HC Capital Inc
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital Inc
000000000
408800.00000000
NS
2192188.12000000
0.042083146763
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407CB71
16288.31000000
PA
USD
16270.58000000
0.000312344182
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
2.19500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERJM3
2922569.04000000
PA
USD
3106012.97000000
0.059625722114
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AF1
1400000.00000000
PA
USD
1472286.20000000
0.028263284372
Long
DBT
NUSS
MA
N
2
2022-12-11
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FP75
534090.23000000
PA
USD
598512.66000000
0.011489568746
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.50000000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAB8
840000.00000000
PA
USD
880986.12000000
0.016912174574
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412P2U4
33740.65000000
PA
USD
37228.21000000
0.000714665046
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7QA6
963067.03000000
PA
USD
1065708.05000000
0.020458257147
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FMB9
741103.08000000
PA
USD
819611.52000000
0.015733974457
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.50000000
N
N
N
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc/Delaware
17275R102
101422.00000000
NS
USD
5375366.00000000
0.103190193497
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F012478
4965000.00000000
PA
USD
5024832.12000000
0.096461040746
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
1.50000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS INC
0J0XRGZE3PBRFEZ7MV65
CHARTER COMMUNICATIONS INC-A
16119P108
4975.00000000
NS
USD
3589213.75000000
0.068901663880
Long
EC
CORP
US
N
1
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AK9
790000.00000000
PA
USD
819514.40000000
0.015732110057
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.45000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
2750000.00000000
PA
USD
2908793.25000000
0.055839721111
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.97600000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
41655.00000000
NS
USD
7762825.80000000
0.149021944996
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LUTV7
37151.37000000
PA
USD
39850.79000000
0.000765010369
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAK7
1400000.00000000
PA
USD
1732409.00000000
0.033256827521
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DDX4
8919.30000000
PA
USD
10332.89000000
0.000198359129
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
FEDERAL REALTY INVS TRST
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747AT4
1500000.00000000
PA
USD
1552597.50000000
0.029805009826
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9S44
96673.78000000
PA
USD
111566.07000000
0.002141719159
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
5.00000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
780000.00000000
PA
USD
870474.54000000
0.016710385156
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
1350000.00000000
PA
USD
1438974.45000000
0.027623803092
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
22190.00000000
NS
USD
8588195.70000000
0.164866462316
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A SHARES
92826C839
169810.00000000
NS
USD
39704974.20000000
0.762211163018
Long
EC
CORP
US
N
1
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2021-1
14316NAG4
1205000.00000000
PA
USD
1197946.05000000
0.022996812626
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.28000000
N
N
N
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
000000000
63000.00000000
NS
4296065.09000000
0.082470996005
Long
EC
CORP
JP
N
2
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAB1
1020000.00000000
PA
USD
1083795.90000000
0.020805487223
Long
DBT
CORP
HK
N
2
2025-03-11
Fixed
3.20000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
213321.00000000
NS
USD
6226839.99000000
0.119535827596
Long
EC
CORP
US
N
1
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2020-REV2
34532JAC8
1665000.00000000
PA
USD
1673033.13000000
0.032116996761
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.74000000
N
N
N
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
000000000
11873.00000000
NS
4821503.15000000
0.092557761275
Long
EC
CORP
FR
N
2
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
136464.00000000
NS
7122043.17000000
0.136720925200
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERTY6
403806.54000000
PA
USD
438206.04000000
0.008412183665
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
AUSGRID FINANCE PTY LTD
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
052113AA5
1705000.00000000
PA
USD
1779561.36000000
0.034162005169
Long
DBT
CORP
AU
N
2
2023-05-01
Fixed
3.85000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31379FGP3
1767.97000000
PA
USD
1981.24000000
0.000038033603
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
6.00000000
N
N
N
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
287850.00000000
NS
3278457.54000000
0.062936117824
Long
EC
CORP
GB
N
2
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
251186.00000000
NS
12467411.08000000
0.239335249312
Long
EC
CORP
NL
N
2
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
10471.00000000
NS
USD
806267.00000000
0.015477801463
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A3K1
25725.02000000
PA
USD
30387.66000000
0.000583347908
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410TA88
3618.78000000
PA
USD
4183.40000000
0.000080308179
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
ANT INTERNATIONAL
N/A
ANT INTERNATIONAL
000000000
202596.00000000
NS
USD
1428301.80000000
0.027418921635
Long
EC
CORP
KY
Y
3
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
3274.00000000
NS
USD
422837.10000000
0.008117148147
Long
EC
CORP
US
N
1
N
N
N
TRINITY HEALTH CORP
TWSRHFGEDJDX0GKMGJ67
Trinity Health Corp
896516AA9
725000.00000000
PA
USD
892228.50000000
0.017127993062
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.12500000
N
N
N
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair Inc
94419L101
700.00000000
NS
USD
220997.00000000
0.004242450317
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207M7E0
1274.61000000
PA
USD
1280.05000000
0.000024572951
Long
ABS-MBS
USGA
US
N
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPW42
234543.03000000
PA
USD
273806.02000000
0.005256218122
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.50000000
N
N
N
N
N
N
Atrium Hotel Portfolio Trust
N/A
Atrium Hotel Portfolio Trust 2017-ATRM
04965JAA1
2530000.00000000
PA
USD
2529947.63000000
0.048567071614
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.00300000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
61765LAW0
1375000.00000000
PA
USD
1502092.90000000
0.028835479668
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.03600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7UD5
668767.05000000
PA
USD
773652.46000000
0.014851704432
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXFP0
7849.26000000
PA
USD
8990.60000000
0.000172591364
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMWT4
456657.02000000
PA
USD
498761.56000000
0.009574660011
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
624678108
6600.00000000
NS
USD
167640.00000000
0.003218163012
Long
EC
CORP
NO
N
1
N
N
N
SYNOPSYS INC
QG7T915N9S0NY5UKNE63
SYNOPSYS INC
871607107
19479.00000000
NS
USD
5372113.41000000
0.103127753955
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J93L3
616145.34000000
PA
USD
663973.98000000
0.012746221089
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F9WP6
891470.09000000
PA
USD
947427.72000000
0.018187645222
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJS68
594514.78000000
PA
USD
632344.69000000
0.012139037773
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFS42
3351231.03000000
PA
USD
3469421.54000000
0.066602028594
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
SCHWAB (CHARLES) CORP
808513105
322387.00000000
NS
USD
23472997.47000000
0.450608042483
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust
78449XAA0
1759758.17000000
PA
USD
1765366.34000000
0.033889505238
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAE0
1225000.00000000
PA
USD
1225000.00000000
0.023516163742
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
1.45500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
34124.00000000
NS
USD
18024638.04000000
0.346016603719
Long
EC
CORP
US
N
1
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946AK0
1075000.00000000
PA
USD
1174684.75000000
0.022550268512
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
123804.00000000
NS
USD
8346865.68000000
0.160233681690
Long
EC
CORP
US
N
1
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
1370000.00000000
PA
USD
1445350.00000000
0.027746193686
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFD1
2000000.00000000
PA
USD
2303086.00000000
0.044212038767
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
7719.00000000
NS
USD
5246604.30000000
0.100718372092
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857W308
344294.00000000
NS
USD
5897756.22000000
0.113218449784
Long
EC
CORP
GB
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
14099.00000000
NS
USD
1384662.79000000
0.026581189304
Long
EC
CORP
US
N
1
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAD4
945000.00000000
PA
USD
1007876.52000000
0.019348072879
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AD0
1385000.00000000
PA
USD
1429663.48000000
0.027445061626
Long
DBT
CORP
CH
N
2
2023-12-14
Fixed
2.99700000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAA5
137561.02000000
PA
USD
139272.10000000
0.002673588170
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.61000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
2627.00000000
NS
USD
3920061.94000000
0.075252913031
Long
EC
CORP
US
N
1
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAG2
565000.00000000
PA
USD
576297.74000000
0.011063111851
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LWU9
9673.87000000
PA
USD
11477.94000000
0.000220340503
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
HEATHROW FUNDING LTD
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd
05607MAA5
935000.00000000
PA
USD
936316.48000000
0.017974344211
Long
DBT
CORP
JE
N
2
2021-07-15
Fixed
4.87500000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
116419.00000000
NS
USD
8490437.67000000
0.162989814283
Long
EC
CORP
US
N
1
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAE3
335000.00000000
PA
USD
372761.20000000
0.007155847686
Long
DBT
CORP
AU
N
2
2026-02-02
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJD7
483673.77000000
PA
USD
515102.31000000
0.009888351237
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LW9
2000000.00000000
PA
USD
2265094.00000000
0.043482711344
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.07500000
N
N
N
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING-SP ADR
01609W102
31752.00000000
NS
USD
7200718.56000000
0.138231246305
Long
EC
CORP
CN
N
1
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A
902494103
15118.00000000
NS
USD
1115103.68000000
0.021406498554
Long
EC
CORP
US
N
1
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAH8
2065000.00000000
PA
USD
2372197.66000000
0.045538766206
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
1323.00000000
NS
USD
200566.80000000
0.003850254457
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
1880.00000000
NS
USD
359531.20000000
0.006901873118
Long
EC
CORP
US
N
1
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
000000000
12500.00000000
NS
USD
1860250.00000000
0.035710974369
Long
EC
CORP
BM
N
1
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AG8
450000.00000000
PA
USD
435544.65000000
0.008361093311
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LHS4
21110.07000000
PA
USD
23501.82000000
0.000451161344
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP3 Trust
67113ABC3
312744.07000000
PA
USD
317527.27000000
0.006095529203
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
1.19150000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6C47
660734.24000000
PA
USD
693338.18000000
0.013309921771
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SAY6
266052.72000000
PA
USD
287640.94000000
0.005521805260
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
22562.00000000
NS
USD
776584.04000000
0.014907981587
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
256233.00000000
NS
USD
15709645.23000000
0.301575991487
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
15403.00000000
NS
6186852.77000000
0.118768198198
Long
EC
CORP
CH
N
2
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AU7
140000.00000000
PA
USD
149450.00000000
0.002868971976
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.45000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AP7
2595000.00000000
PA
USD
2630476.25000000
0.050496906299
Long
DBT
CORP
US
N
2
2021-11-12
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419LZY2
531611.14000000
PA
USD
581842.69000000
0.011169557527
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3129413N5
99568.62000000
PA
USD
110727.64000000
0.002125623929
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJC89
155328.28000000
PA
USD
163290.49000000
0.003134666041
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
8307.00000000
NS
USD
2929961.97000000
0.056246094242
Long
EC
CORP
US
N
1
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBB5
2045000.00000000
PA
USD
2180522.15000000
0.041859196673
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.74800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXY6
758498.04000000
PA
USD
836143.66000000
0.016051339772
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JVS37
822873.96000000
PA
USD
866100.56000000
0.016626418438
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DWU9
21317.08000000
PA
USD
24687.53000000
0.000473923263
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.50000000
N
N
N
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
94081.00000000
NS
6377557.90000000
0.122429139474
Long
EC
CORP
IT
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBK4
2620000.00000000
PA
USD
2619999.74000000
0.050295790116
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
0.71800000
N
N
N
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
4120.00000000
NS
USD
348387.20000000
0.006687943217
Long
EC
CORP
US
N
1
N
N
N
INTUITIVE SURGICAL INC
54930052SRG011710797
INTUITIVE SURGICAL INC
46120E602
17757.00000000
NS
USD
16330047.48000000
0.313485771812
Long
EC
CORP
US
N
1
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCR8
2605000.00000000
PA
USD
2627903.16000000
0.050447511029
Long
DBT
CORP
US
N
2
2021-10-09
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YV95
62098.17000000
PA
USD
67860.81000000
0.001302715036
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9CU3
1027764.60000000
PA
USD
1108864.28000000
0.021286721614
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312944LP4
22744.41000000
PA
USD
24786.21000000
0.000475817610
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943DQ3
20067.23000000
PA
USD
22395.44000000
0.000429922313
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNV5
15777.37000000
PA
USD
16826.31000000
0.000323012458
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFL3
940000.00000000
PA
USD
958078.08000000
0.018392098781
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.45000000
N
N
N
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
82900.00000000
NS
6314897.57000000
0.121226257368
Long
EC
CORP
JP
N
2
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
14178.00000000
NS
USD
1413546.60000000
0.027135668003
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CM5
2320000.00000000
PA
USD
2302600.00000000
0.044202709089
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887109
21621.00000000
NS
USD
5258010.99000000
0.100937344818
Long
EC
CORP
US
N
1
N
N
N
SFO Commerical Mortgage Trust
N/A
SFO Commercial Mortgage Trust 2021-555
78432WAC7
1560000.00000000
PA
USD
1562420.18000000
0.029993574520
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
1.57300000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
755000.00000000
PA
USD
747211.42000000
0.014344119268
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAZ1
2645000.00000000
PA
USD
2752109.99000000
0.052831893194
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
UTAH ST TRANSIT AUTH SALES TAX
N/A
Utah Transit Authority
917565LB7
900000.00000000
PA
USD
1301186.34000000
0.024978702882
Long
DBT
MUN
US
N
2
2039-06-15
Fixed
5.93700000
N
N
N
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
196532.00000000
NS
USD
13391690.48000000
0.257078519283
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617A9KW6
113098.26000000
PA
USD
120850.79000000
0.002319956707
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
13314.00000000
NS
USD
3189501.84000000
0.061228446961
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NDR6
308227.19000000
PA
USD
330814.52000000
0.006350602792
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.50000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
409.00000000
NS
USD
44994.09000000
0.000863745622
Long
EC
CORP
US
N
1
N
N
N
Elekta AB
54930044O54BK617EP80
Elekta AB
000000000
307103.00000000
NS
4452337.33000000
0.085470933625
Long
EC
CORP
SE
N
2
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
450000.00000000
PA
USD
612597.60000000
0.011759955485
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAA8
176918.56000000
PA
USD
179625.96000000
0.003448255908
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4TB2
435591.47000000
PA
USD
464655.09000000
0.008919922596
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
15323.00000000
NS
USD
3043607.49000000
0.058427732329
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HQ4K5
528445.07000000
PA
USD
561704.45000000
0.010782966384
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
755000.00000000
PA
USD
781680.95000000
0.015005826297
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
808172.00000000
NS
4537041.75000000
0.087096993225
Long
EC
CORP
GB
N
2
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAF2
2100000.00000000
PA
USD
2116970.52000000
0.040639204397
Long
ABS-O
CORP
US
N
2
2027-06-18
Fixed
1.29000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-2
85573HAB6
852230.04000000
PA
USD
851903.47000000
0.016353878770
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.17200000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385BA8
1700000.00000000
PA
USD
1753706.40000000
0.033665670905
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
2.95000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AC9
478000.00000000
PA
USD
504879.85000000
0.009692112018
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.90000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
31000.00000000
NS
USD
2193250.00000000
0.042103531534
Long
EC
CORP
US
N
1
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
4200.00000000
NS
USD
1743630.00000000
0.033472235581
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
8223.00000000
NS
USD
1783157.55000000
0.034231040755
Long
EC
CORP
US
N
1
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2C1
1110000.00000000
PA
USD
1118674.65000000
0.021475049995
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
1.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C2A1
15405.47000000
PA
USD
16601.12000000
0.000318689515
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
490953.00000000
NS
6636636.70000000
0.127402641093
Long
EC
CORP
GB
N
2
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776696106
14157.00000000
NS
USD
6656621.40000000
0.127786284748
Long
EC
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAV6
1025000.00000000
PA
USD
1098849.20000000
0.021094463441
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AR3K5
666259.81000000
PA
USD
739086.89000000
0.014188153735
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJTL4
414942.55000000
PA
USD
446974.24000000
0.008580505646
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312933NW0
208759.06000000
PA
USD
232180.95000000
0.004457147133
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938BW2
34212.31000000
PA
USD
37714.57000000
0.000724001635
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F042673
6015000.00000000
PA
USD
6470824.22000000
0.124219560742
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
4.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
640000.00000000
PA
USD
675678.08000000
0.012970903156
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
76099.00000000
NS
USD
2071414.78000000
0.039764676853
Long
EC
CORP
US
N
1
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
000000000
278051.00000000
NS
5077462.72000000
0.097471383446
Long
EC
CORP
FI
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
2325000.00000000
PA
USD
2383164.53000000
0.045749295766
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65100000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AU7
1120000.00000000
PA
USD
1234207.52000000
0.023692919292
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25000000
N
N
N
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307305
12938.00000000
NS
USD
2246813.08000000
0.043131774929
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060205
131895.00000000
NS
USD
2219792.85000000
0.042613071131
Long
EC
CORP
JP
N
1
N
N
N
T ROWE PRICE REAL ASSETS FUND INC
5493008NLR7XEV5QEO07
T ROWE PRICE REAL ASSETS FUND INC
87279W209
6107688.70700000
NS
USD
88256101.82000000
1.694240768746
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCT22
501861.94000000
PA
USD
532646.37000000
0.010225142248
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MEE31
1287598.70000000
PA
USD
1352313.33000000
0.025960180979
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7A82
134091.46000000
PA
USD
144048.62000000
0.002765282395
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
3.00000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
1550000.00000000
PA
USD
1649446.45000000
0.031664206370
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9HW4
441659.14000000
PA
USD
471875.88000000
0.009058539151
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
700000.00000000
PA
USD
1019221.00000000
0.019565851368
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206KHH7
12852.12000000
PA
USD
14320.44000000
0.000274907601
Long
ABS-MBS
USGA
US
N
2
2025-09-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297FWP3
465027.46000000
PA
USD
541792.64000000
0.010400721989
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A1CC4
3359970.54000000
PA
USD
3550076.67000000
0.068150354507
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG
000000000
1673.00000000
NS
3888178.35000000
0.074640847951
Long
EC
CORP
CH
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBL4
12405000.00000000
PA
USD
12044479.69000000
0.231216291092
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M74W3
50997.28000000
PA
USD
56683.11000000
0.001088138200
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
INTUIT INC
461202103
45011.00000000
NS
USD
22063041.87000000
0.423541310434
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC-CL A
02079K305
9341.00000000
NS
USD
22808760.39000000
0.437856770698
Long
EC
CORP
US
N
1
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
177200.00000000
NS
8488028.58000000
0.162943567299
Long
EC
CORP
JP
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
460000.00000000
PA
USD
467916.60000000
0.008982533374
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027X100
12361.00000000
NS
USD
3339200.54000000
0.064102193199
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
16256.00000000
NS
USD
4792106.24000000
0.091993432664
Long
EC
CORP
IE
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG41
56893.73000000
PA
USD
60203.38000000
0.001155716360
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
376616.93000000
PA
USD
378267.08000000
0.007261543340
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAL6
435000.00000000
PA
USD
474167.40000000
0.009102529159
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205AQG2
5967.32000000
PA
USD
6035.38000000
0.000115860395
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
8.00000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
65194.00000000
NS
USD
13558396.18000000
0.260278746661
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
28437.00000000
NS
USD
1969546.62000000
0.037809127196
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
5864.00000000
NS
USD
717167.20000000
0.013767364331
Long
EC
CORP
US
N
1
N
N
N
T ROWE PRICE INSTITUTIONAL HIGH YIELD FUND
E81VH37I6Q4XM5FXIK06
T ROWE PR INST HI YLD
77958B204
29382117.02010700
NS
USD
261500841.48000000
5.019997230340
Long
EC
RF
US
N
1
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines 2019-1 Class AA Pass Through Trust
90931CAA6
1065865.68000000
PA
USD
1167448.01000000
0.022411345766
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
PRICOA GLOBAL FUNDING 1
635400IBXEBMD9ADYA79
Pricoa Global Funding I
741531FA0
2650000.00000000
PA
USD
2822276.50000000
0.054178870450
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.45000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AS9
1045000.00000000
PA
USD
1148684.90000000
0.022051152814
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AW5A7
174040.68000000
PA
USD
185963.25000000
0.003569912030
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SEH6
520436.01000000
PA
USD
553781.08000000
0.010630862493
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CROWN CASTLE INTL CORP
22822V101
1959.00000000
NS
USD
382200.90000000
0.007337060364
Long
EC
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAB8
1250000.00000000
PA
USD
1246885.00000000
0.023936287207
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPSG0
352644.14000000
PA
USD
391211.31000000
0.007510032019
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.50000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
54616.00000000
NS
USD
2899563.44000000
0.055662537663
Long
EC
CORP
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824100
68880.00000000
NS
USD
7985258.40000000
0.153291954338
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJMU9
1211975.68000000
PA
USD
1288083.73000000
0.024727173803
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
3138WD5K3
45652.67000000
PA
USD
49164.12000000
0.000943797139
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
2990000.00000000
PA
USD
3517921.88000000
0.067533083236
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
780000.00000000
PA
USD
786566.04000000
0.015099604727
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
3439000.00000000
PA
USD
3368122.21000000
0.064657398691
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EM6
100000.00000000
PA
USD
107875.00000000
0.002070862174
Long
DBT
UST
US
N
2
2022-08-15
Fixed
7.25000000
N
N
N
N
N
N
MID-ATLANTIC INTERSTATE
N/A
Mid-Atlantic Interstate Transmission LLC
59524QAA3
2640000.00000000
PA
USD
2967769.20000000
0.056971874660
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LXQH5
69816.01000000
PA
USD
75341.05000000
0.001446312219
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30
61766NBB0
495000.00000000
PA
USD
525592.83000000
0.010089736369
Long
ABS-MBS
CORP
US
N
2
2049-09-15
Fixed
2.86000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAC1
608676.80000000
PA
USD
617688.56000000
0.011857685974
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-C
63940YAB2
1628720.02000000
PA
USD
1664306.90000000
0.031949480472
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
3.13000000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
43965.00000000
NS
4659557.16000000
0.089448905423
Long
EC
CORP
FR
N
2
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
473100.00000000
NS
5199928.60000000
0.099822344823
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BUF3
9870.97000000
PA
USD
10345.33000000
0.000198597938
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
4.50000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
2630000.00000000
PA
USD
2667374.93000000
0.051205245402
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
3450000.00000000
PA
USD
3349670.55000000
0.064303184603
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp
03750L109
7559.00000000
NS
USD
358523.37000000
0.006882525938
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
7743.00000000
NS
USD
531402.09000000
0.010201255968
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8R30
856.95000000
PA
USD
935.94000000
0.000017967116
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128LUHZ2
35177.11000000
PA
USD
36809.26000000
0.000706622518
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
2.11000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M75T9
70972.31000000
PA
USD
80872.39000000
0.001552496624
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SSP3
332140.64000000
PA
USD
350367.07000000
0.006725950521
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
3.00000000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814DX8
200000.00000000
PA
USD
208242.40000000
0.003997601940
Long
DBT
NUSS
CA
N
2
2022-01-15
Fixed
8.40000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
43207.00000000
NS
USD
11467569.87000000
0.220141429221
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Tru
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAB4
899016.32000000
PA
USD
951679.71000000
0.018269270115
Long
ABS-O
CORP
US
N
2
2037-01-15
Fixed
3.60000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC/THE
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP
693475105
28809.00000000
NS
USD
5495604.84000000
0.105498402680
Long
EC
CORP
US
N
1
N
N
N
CHICAGO IL MET WTR RECLAMATION
254900GOGQEZEWCZ4D37
Metropolitan Water Reclamation District of Greater Chicago
167560PL9
500000.00000000
PA
USD
703562.25000000
0.013506191897
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.72000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
2455000.00000000
PA
USD
2838375.26000000
0.054487916227
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
13462.00000000
NS
USD
689658.26000000
0.013239278831
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M
46652RAA2
2510000.00000000
PA
USD
2516253.41000000
0.048304185476
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
1.44300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312941NS2
122193.64000000
PA
USD
140043.48000000
0.002688396250
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225APN4
427.85000000
PA
USD
474.60000000
0.000009110833
Long
ABS-MBS
USGA
US
N
2
2026-09-15
Fixed
7.50000000
N
N
N
N
N
N
COCA-COLA EUROPACIFIC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
19123MAF0
2400000.00000000
PA
USD
2387491.20000000
0.045832354280
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CAY0
488422.56000000
PA
USD
527126.78000000
0.010119183405
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296103
69625.00000000
NS
USD
8633500.00000000
0.165736162999
Long
EC
CORP
US
N
1
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
9248.00000000
NS
USD
2548656.32000000
0.048926219874
Long
EC
CORP
SE
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7VE6
202042.97000000
PA
USD
228572.68000000
0.004387879649
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416TMF3
48914.76000000
PA
USD
54346.55000000
0.001043283566
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.50000000
N
N
N
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
1001969.00000000
NS
21580441.01000000
0.414276885254
Long
EC
CORP
TW
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FGMN6
385749.87000000
PA
USD
409973.73000000
0.007870211726
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
373450.00000000
NS
USD
34241630.50000000
0.657332073195
Long
EC
CORP
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAJ3
2740000.00000000
PA
USD
2910288.26000000
0.055868420621
Long
DBT
CORP
US
N
2
2023-07-26
Fixed
3.55000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7G3
2075000.00000000
PA
USD
2119093.75000000
0.040679963764
Long
DBT
CORP
CA
N
2
2023-04-17
Fixed
1.60000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-2
03465DAA1
2118911.02000000
PA
USD
2116740.20000000
0.040634782975
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.98500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F020679
48610000.00000000
PA
USD
49080909.86000000
0.942199765650
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
110685.00000000
NS
USD
12467558.40000000
0.239338077395
Long
EC
CORP
US
N
1
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AR6
570000.00000000
PA
USD
624287.37000000
0.011984362461
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.83200000
N
N
N
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
9885.00000000
NS
USD
3573625.20000000
0.068602412538
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31373UUL9
327.69000000
PA
USD
358.24000000
0.000006877086
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
8.00000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BD4
2105000.00000000
PA
USD
2288436.02000000
0.043930805029
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.35000000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
475000.00000000
PA
USD
522582.18000000
0.010031941317
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAT3
245000.00000000
PA
USD
313280.77000000
0.006014009701
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.50000000
N
N
N
N
N
N
MISSISSIPPI POWER CO
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417CB8
1435000.00000000
PA
USD
1611067.33000000
0.030927447455
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VV31
3909702.56000000
PA
USD
4139462.10000000
0.079464709021
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CGY5
597292.87000000
PA
USD
639915.02000000
0.012284364401
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BJ7
1800000.00000000
PA
USD
1835974.80000000
0.035244966550
Long
DBT
CORP
GB
N
2
2023-03-13
Fixed
3.26200000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV3
92537MAA8
1893294.78000000
PA
USD
1928226.83000000
0.037015916626
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.69200000
N
N
N
N
N
N
IGO Ltd
2549005DZO8VGXM5QN07
IGO Ltd
000000000
1213263.00000000
NS
6924351.70000000
0.132925868074
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKAT2
99751.92000000
PA
USD
105540.19000000
0.002026041134
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAX9
23290000.00000000
PA
USD
23279082.81000000
0.446885488282
Long
DBT
UST
US
N
2
2022-11-30
Fixed
0.12500000
N
N
N
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
2474.00000000
NS
USD
855434.98000000
0.016421672702
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UCL6
133747.18000000
PA
USD
152239.59000000
0.002922523368
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
940000.00000000
PA
USD
1053599.00000000
0.020225801308
Long
DBT
CORP
NL
N
2
2025-07-28
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371JWB6
324.15000000
PA
USD
369.36000000
0.000007090555
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.00000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VIII Ltd
67107FBC0
1026917.77000000
PA
USD
1026932.96000000
0.019713896849
Long
ABS-CBDO
CORP
KY
N
2
2029-10-17
Floating
1.35975000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9NY2
287140.21000000
PA
USD
307447.61000000
0.005902031297
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
New Orleans Hotel Trust
N/A
New Orleans Hotel Trust 2019-HNLA
647622AE9
845000.00000000
PA
USD
835490.96000000
0.016038809976
Long
ABS-MBS
CORP
US
N
2
2032-04-15
Floating
1.66171000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETJ98
101733.88000000
PA
USD
110547.71000000
0.002122169836
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
18351.00000000
NS
USD
1676363.85000000
0.032180936154
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368JCD9
58.97000000
PA
USD
59.71000000
0.000001146245
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36224U4Z7
71.60000000
PA
USD
71.71000000
0.000001376607
Long
ABS-MBS
USGA
US
N
2
2023-01-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB71
327655.37000000
PA
USD
346376.83000000
0.006649350409
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A26K3
4862325.89000000
PA
USD
5217673.76000000
0.100162996324
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DJ3
1865000.00000000
PA
USD
2058926.43000000
0.039524939642
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
3.80000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
1252000.00000000
PA
USD
1333109.57000000
0.025591528926
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AT9
565000.00000000
PA
USD
581957.35000000
0.011171758640
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.95000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
256800.00000000
NS
3185752.63000000
0.061156473870
Long
EC
CORP
HK
N
2
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2021-A
78448YAH4
3307419.85000000
PA
USD
3257655.75000000
0.062536788600
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.07000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
2200000.00000000
PA
USD
2635342.60000000
0.050590324979
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413102
1713.00000000
NS
USD
154324.17000000
0.002962540776
Long
EC
CORP
US
N
1
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAF9
1350000.00000000
PA
USD
1447605.00000000
0.027789482624
Long
DBT
CORP
FR
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
900000.00000000
PA
USD
1233987.30000000
0.023688691757
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHDK9
906543.86000000
PA
USD
983774.77000000
0.018885394757
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AA8
575000.00000000
PA
USD
610898.98000000
0.011727347301
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.90200000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-III Ltd
12564DAA2
1380000.00000000
PA
USD
1380000.00000000
0.026491678339
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
1.28809000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
6855.00000000
NS
USD
2186813.55000000
0.041979971850
Long
EC
CORP
US
N
1
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AQ2
395000.00000000
PA
USD
426819.62000000
0.008193600059
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBB2
915000.00000000
PA
USD
1138490.58000000
0.021855453795
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36192XPK9
12722.28000000
PA
USD
13621.51000000
0.000261490334
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
74200.00000000
NS
7194970.97000000
0.138120910576
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KCU1
1650000.00000000
PA
USD
1654972.77000000
0.031770294407
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
0.81800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132H7FP4
1008694.35000000
PA
USD
1088452.99000000
0.020894888766
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GK2F2
34754.68000000
PA
USD
38049.10000000
0.000730423563
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KWU4
48612.40000000
PA
USD
57685.43000000
0.001107379606
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.00000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
125718.00000000
NS
USD
16655120.64000000
0.319726158472
Long
EC
CORP
US
N
1
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-3
03465LAA3
821128.42000000
PA
USD
829171.54000000
0.015917496902
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.69100000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
385000.00000000
PA
USD
433836.48000000
0.008328301797
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
APTIV CORP
N/A
Aptiv Corp
247126AJ4
745000.00000000
PA
USD
808599.91000000
0.015522586029
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.15000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739GCR8
700000.00000000
PA
USD
707819.70000000
0.013587921604
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
1.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36223YQG8
178.00000000
PA
USD
178.73000000
0.000003431056
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
7.50000000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646139W35
415000.00000000
PA
USD
681410.37000000
0.013080945173
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDS4
6130219.32000000
PA
USD
6424906.99000000
0.123338093722
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.00000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
156115.00000000
NS
14241838.30000000
0.273398695072
Long
EC
CORP
CH
N
2
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TAA7
492157.12000000
PA
USD
492312.94000000
0.009450866701
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
1.11800000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
4070.00000000
NS
USD
531053.60000000
0.010194566052
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
2975000.00000000
PA
USD
3221367.19000000
0.061840161890
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5H45
233.98000000
PA
USD
277.44000000
0.000005325979
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4Y8
2161969.98000000
PA
USD
2299915.38000000
0.044151172792
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
MARYLAND ST HLTH & HGR EDUCTNL
N/A
Maryland Health & Higher Educational Facilities Authority
574218NF6
1800000.00000000
PA
USD
2172039.48000000
0.041696355973
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.66500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JVEF5
66544.21000000
PA
USD
70039.81000000
0.001344545012
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC - A
57636Q104
55234.00000000
NS
USD
20165381.06000000
0.387112165670
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LPNE8
2804468.00000000
PA
USD
2909200.44000000
0.055847537884
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68622V106
3036.00000000
NS
USD
91869.36000000
0.001763604010
Long
EC
CORP
US
N
1
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
7985.00000000
NS
USD
1818104.65000000
0.034901915633
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
1975000.00000000
PA
USD
2164692.83000000
0.041555323300
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2021-RR1 Trust
95003JAA3
1610000.00000000
PA
USD
1631634.38000000
0.031322270407
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
2.50000000
N
N
N
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
142900.00000000
NS
3903492.58000000
0.074934833208
Long
EC
CORP
JP
N
2
N
N
N
AMER AIRLN 14-1 A PTT
N/A
American Airlines 2014-1 Class A Pass Through Trust
02377AAA6
839728.07000000
PA
USD
850224.67000000
0.016321651067
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5GA7
168542.18000000
PA
USD
177332.95000000
0.003404237297
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7RU2
57071.58000000
PA
USD
66110.43000000
0.001269113222
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ7F9
1013271.24000000
PA
USD
1111723.72000000
0.021341613907
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4.00000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP3 Trust
67113AAQ3
492824.25000000
PA
USD
501233.85000000
0.009622120236
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
123800.00000000
NS
5140424.89000000
0.098680059936
Long
EC
CORP
JP
N
2
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAA1
960000.00000000
PA
USD
1008341.76000000
0.019357004030
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2TA0
582501.94000000
PA
USD
623545.41000000
0.011970119153
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.50000000
N
N
N
N
N
N
RIVIAN AUTO SER F CVT PFD STOCK PP
N/A
RIVIAN AUTO SER F CVT PFD STOCK PP
000000000
44822.00000000
NS
USD
3140229.32000000
0.060282568881
Long
EP
CORP
US
Y
3
N
N
N
T. ROWE PRICE SHORT-TERM FUND
549300YTML4H25P65J89
T. ROWE PRICE SHORT-TERM FUND
000000000
1858292.11400000
NS
USD
18582921.14000000
0.356733890898
Long
STIV
RF
US
N
1
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EBU2
497424.90000000
PA
USD
560335.51000000
0.010756687023
Long
ABS-MBS
USGA
US
N
2
2034-12-20
Fixed
5.00000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284106
4377.00000000
NS
USD
1539872.37000000
0.029560727180
Long
EC
CORP
US
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
21698.00000000
NS
14978546.04000000
0.287541176578
Long
EC
CORP
NL
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BCY0
755000.00000000
PA
USD
931186.80000000
0.017875870419
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
6.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SEG8
401193.96000000
PA
USD
424331.04000000
0.008145827116
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M2Q2
108358.98000000
PA
USD
116230.36000000
0.002231258920
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
751661.56000000
PA
USD
754785.69000000
0.014489521532
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XMZ4
2402961.09000000
PA
USD
2373275.97000000
0.045559466381
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Floating
1.19150000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
11397.00000000
NS
USD
2729695.47000000
0.052401604604
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4XA9
337180.56000000
PA
USD
354913.63000000
0.006813230234
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.00000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
9328.00000000
NS
USD
2273700.00000000
0.043647919593
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2LR4
872883.36000000
PA
USD
955216.97000000
0.018337174429
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB89
1097809.70000000
PA
USD
1170068.64000000
0.022461653656
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417F4U9
1444356.86000000
PA
USD
1531879.51000000
0.029407289299
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170BE3
1695000.00000000
PA
USD
1785636.74000000
0.034278633439
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FQT23
987812.18000000
PA
USD
1078931.02000000
0.020712096762
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F030678
6810000.00000000
PA
USD
7098493.94000000
0.136268853731
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAA9
1149235.22000000
PA
USD
1148111.15000000
0.022040138611
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.81500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
15520000.00000000
PA
USD
15195050.00000000
0.291697374597
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
140500.00000000
NS
6471468.56000000
0.124231930052
Long
EC
CORP
JP
N
2
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAG5
1120000.00000000
PA
USD
1229910.08000000
0.023610421902
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC
79466L302
97280.00000000
NS
USD
23762585.60000000
0.456167227694
Long
EC
CORP
US
N
1
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971M4P4
950000.00000000
PA
USD
1270992.75000000
0.024399080510
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
5.50800000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
157700.00000000
NS
3508400.66000000
0.067350305629
Long
EC
CORP
SG
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204RRQ3
880.76000000
PA
USD
954.28000000
0.000018319187
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
7.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DQ0
1745000.00000000
PA
USD
1687141.04000000
0.032387824452
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.87500000
N
N
N
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
8824.00000000
NS
USD
1818185.20000000
0.034903461941
Long
EC
CORP
IT
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CAA3
446871.97000000
PA
USD
447012.65000000
0.008581242998
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
0.91800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030674
7885000.00000000
PA
USD
8227042.71000000
0.157933455909
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLR6
1313570.57000000
PA
USD
1385462.41000000
0.026596539504
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHKY1
379423.39000000
PA
USD
405228.94000000
0.007779126617
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AZ9
1055000.00000000
PA
USD
1122170.80000000
0.021542165126
Long
DBT
CORP
US
N
2
2024-08-22
Fixed
2.80000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
17129.00000000
NS
USD
3322512.13000000
0.063781827989
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
10155.00000000
NS
USD
2233389.15000000
0.042874077512
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
2120000.00000000
PA
USD
2904274.92000000
0.055752983325
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BP4
1460000.00000000
PA
USD
1431694.98000000
0.027484060065
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.15000000
N
N
N
N
N
N
INLAND VLY CA DEV AGY SUCCESSO
N/A
Inland Valley Development Agency
45750TAS2
695000.00000000
PA
USD
767798.40000000
0.014739324813
Long
DBT
MUN
US
N
2
2033-03-01
Fixed
5.50000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAC9
1510000.00000000
PA
USD
1539490.30000000
0.029553392633
Long
DBT
CORP
IE
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
52055.00000000
NS
USD
1834418.20000000
0.035215084705
Long
EC
CORP
US
N
1
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
39732.00000000
NS
4655058.88000000
0.089362552534
Long
EC
CORP
AU
N
2
N
N
N
TechnoPro Holdings Inc
3538001DJ8I5PJQNHU53
TechnoPro Holdings Inc
000000000
167700.00000000
NS
3965403.82000000
0.076123335133
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128JM6Y8
69070.15000000
PA
USD
72058.35000000
0.001383294659
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Floating
2.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FGNN5
237068.40000000
PA
USD
251955.20000000
0.004836750807
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBE3
410000.00000000
PA
USD
438486.80000000
0.008417573377
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
16544.00000000
NS
USD
3940615.36000000
0.075647474329
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEAQ5
726692.46000000
PA
USD
770350.52000000
0.014788317524
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032670
6415000.00000000
PA
USD
6734121.17000000
0.129274037631
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.50000000
N
N
N
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
37733W105
153062.00000000
NS
USD
6094928.84000000
0.117003546614
Long
EC
CORP
GB
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBS4
1400000.00000000
PA
USD
1419272.40000000
0.027245585432
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FP67
14609.28000000
PA
USD
16012.94000000
0.000307398301
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.00000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC-CL C
02079K107
52992.00000000
NS
USD
132814909.44000000
2.549630332978
Long
EC
CORP
US
N
1
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2N8
2665000.00000000
PA
USD
2679143.16000000
0.051431158564
Long
DBT
CORP
US
N
2
2021-09-07
Fixed
3.15000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
23471.00000000
NS
USD
18779147.10000000
0.360500814821
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
157368.00000000
NS
USD
5048365.44000000
0.096912806792
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184SPQ7
25861.11000000
PA
USD
27784.47000000
0.000533374813
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AG1
380000.00000000
PA
USD
405270.00000000
0.007779914840
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TJ22
54192.42000000
PA
USD
59216.89000000
0.001136778842
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
68331.00000000
NS
USD
10628203.74000000
0.204028228117
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-2
89172PAJ8
196988.60000000
PA
USD
198719.54000000
0.003814792850
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CNZ4
104308.02000000
PA
USD
112156.85000000
0.002153060285
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
JOBSOHIO BEVERAGE SYS STWD LIQ
N/A
JobsOhio Beverage System
47770VAY6
1225000.00000000
PA
USD
1394519.05000000
0.026770398630
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
3.98500000
N
N
N
N
N
N
SMC Corp
353800O40V08DOZ70X62
SMC Corp
000000000
4100.00000000
NS
2425538.50000000
0.046562743290
Long
EC
CORP
JP
N
2
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
9936.00000000
NS
USD
3931377.12000000
0.075470129052
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
364922.38000000
PA
USD
374567.94000000
0.007190531436
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMNX5
588498.59000000
PA
USD
628404.73000000
0.012063402879
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BN9
1200000.00000000
PA
USD
1532588.40000000
0.029420897767
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.87500000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
103577.00000000
NS
USD
11580944.37000000
0.222317864573
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297FYY2
65586.76000000
PA
USD
75153.40000000
0.001442709926
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.00000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
12000.00000000
NS
USD
962880.00000000
0.018484280608
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Electric Corp
549300TRXM9Y6561AX39
Mitsubishi Electric Corp
000000000
564500.00000000
NS
8194981.43000000
0.157317979737
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BL89
147032.40000000
PA
USD
172417.09000000
0.003309868180
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS47
2096540.70000000
PA
USD
2216577.80000000
0.042551352239
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCR1
1235000.00000000
PA
USD
1620868.34000000
0.031115596154
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75000000
N
N
N
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
14800.00000000
NS
6399288.78000000
0.122846304317
Long
EC
CORP
JP
N
2
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
18065.00000000
NS
USD
1091487.30000000
0.020953138016
Long
EC
CORP
US
N
1
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
1530998.00000000
NS
7727093.89000000
0.148336004224
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371GEG1
748.68000000
PA
USD
842.54000000
0.000016174129
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
7.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAA3
560000.00000000
PA
USD
573278.16000000
0.011005145372
Long
DBT
CORP
IE
N
2
2022-05-26
Fixed
3.50000000
N
N
N
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
29266MAE9
1000000.00000000
PA
USD
1360357.00000000
0.026114594253
Long
DBT
CORP
NL
N
2
2033-09-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJGK8
940442.41000000
PA
USD
997131.60000000
0.019141804064
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
3140QA3Y4
1240165.53000000
PA
USD
1347719.22000000
0.025871988454
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCP9
1335000.00000000
PA
USD
1351690.17000000
0.025948218259
Long
DBT
CORP
US
N
2
2021-11-06
Fixed
4.20000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAN2
505000.00000000
PA
USD
613120.50000000
0.011769993528
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.50000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
9761.00000000
NS
USD
2109840.15000000
0.040502323623
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JACW6
747875.69000000
PA
USD
799228.01000000
0.015342674898
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2021-2
24381WAA6
710521.35000000
PA
USD
709845.64000000
0.013626813308
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.89900000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-PANW Mortgage Trust
12595HAA6
2160000.00000000
PA
USD
2246718.60000000
0.043129961209
Long
ABS-MBS
CORP
US
N
2
2029-10-10
Fixed
3.24400000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
564200.76000000
PA
USD
573094.76000000
0.011001624666
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
4000.00000000
NS
USD
1005240.00000000
0.019297459951
Long
EC
CORP
US
N
1
N
N
N
MET TRANSPRTN AUTH NY DEDICATE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59259NZH9
240000.00000000
PA
USD
390089.88000000
0.007488504075
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.33600000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
13266.00000000
NS
USD
1548805.50000000
0.029732215301
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAC9
1735000.00000000
PA
USD
2149442.92000000
0.041262572786
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6L0
348027.17000000
PA
USD
398561.13000000
0.007651125546
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-5
89171VAK3
29104.64000000
PA
USD
29102.80000000
0.000558682620
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4DE3
407661.35000000
PA
USD
427624.22000000
0.008209045859
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMRT2
351469.36000000
PA
USD
371932.26000000
0.007139934634
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.00000000
N
N
N
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
38199.00000000
NS
6698196.14000000
0.128584389559
Long
EC
CORP
FR
N
2
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2017-C
18978CAC7
94026.73000000
PA
USD
94215.47000000
0.001808641975
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
2.08000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
11220000.00000000
PA
USD
10702828.13000000
0.205460782708
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENF87
4079.71000000
PA
USD
4719.35000000
0.000090596740
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
54700.00000000
NS
3814877.74000000
0.073233705790
Long
EC
CORP
JP
N
2
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
1315.00000000
NS
USD
158010.40000000
0.003033304848
Long
EC
CORP
TW
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TE43
137814.59000000
PA
USD
151258.27000000
0.002903685097
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184Y5N3
82212.96000000
PA
USD
87629.85000000
0.001682218694
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.50000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
WASTE CONNECTIONS INC
94106B101
17046.00000000
NS
USD
2035803.78000000
0.039081057174
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
66638.00000000
NS
USD
4902557.66000000
0.094113754034
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184BZ34
57172.27000000
PA
USD
61207.39000000
0.001174990208
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
3.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
485575.00000000
NS
USD
131542267.50000000
2.525199593184
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UH70
1054469.68000000
PA
USD
1162413.21000000
0.022314693374
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
5.50000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AK4
2000000.00000000
PA
USD
2127235.06000000
0.040836251421
Long
DBT
CORP
KY
N
2
2023-09-29
Fixed
3.87500000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQV2
518783.04000000
PA
USD
547790.07000000
0.010515853863
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
106257.00000000
NS
USD
6287226.69000000
0.120695063127
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXN9
24045.70000000
PA
USD
25666.75000000
0.000492721221
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2019-C
12597CAE7
2575000.00000000
PA
USD
2668316.97000000
0.051223329620
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
2.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384AVV7
409.23000000
PA
USD
446.54000000
0.000008572169
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.00000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AV1
590000.00000000
PA
USD
716148.49000000
0.013747808289
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB97
378611.48000000
PA
USD
407368.99000000
0.007820208875
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETGU4
225987.08000000
PA
USD
247181.64000000
0.004745113404
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
656.00000000
NC
USD
-123931.52000000
-0.00237909707
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
2021-09-30
81093808.16000000
USD
-123931.52000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHWG3
153066.37000000
PA
USD
167415.43000000
0.003213851971
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
COOPER COS INC/THE
QJKMVPIGLH7530PCUE20
COOPER COS INC/THE
216648402
1011.00000000
NS
USD
400628.97000000
0.007690821598
Long
EC
CORP
US
N
1
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAC7
1220000.00000000
PA
USD
1357825.84000000
0.026066003908
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GKD4
237697.56000000
PA
USD
275369.24000000
0.005286227051
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2MC6
263480.83000000
PA
USD
278408.52000000
0.005344571709
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.00000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
2045000.00000000
PA
USD
2574935.17000000
0.049430691498
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.87500000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
32316.00000000
NS
USD
9640832.28000000
0.185073788175
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5SM2
700347.28000000
PA
USD
737183.54000000
0.014151615375
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
2.50000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
48645.00000000
NS
USD
10586611.35000000
0.203229784481
Long
EC
CORP
US
N
1
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
31148.00000000
NS
USD
2598989.12000000
0.049892452009
Long
EC
CORP
US
N
1
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AG6
1370000.00000000
PA
USD
1581848.58000000
0.030366538958
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.50000000
N
N
N
N
N
N
HCA HEALTHCARE INC
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC
40412C101
74144.00000000
NS
USD
15328530.56000000
0.294259783337
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137AYCD1
277474.98000000
PA
USD
278084.23000000
0.005338346356
Long
ABS-MBS
USGSE
US
N
2
2022-04-25
Fixed
1.87500000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAF4
1825000.00000000
PA
USD
2037481.10000000
0.039113256465
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JACF3
1423485.31000000
PA
USD
1518821.29000000
0.029156612368
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RJV2
89322.57000000
PA
USD
102112.93000000
0.001960248475
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
16051.00000000
NS
USD
11088672.84000000
0.212867792814
Long
EC
CORP
NL
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8UK7
608649.34000000
PA
USD
675574.09000000
0.012968906874
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376S6Z7
2242.27000000
PA
USD
2410.23000000
0.000046268868
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWL51
2227389.92000000
PA
USD
2392616.52000000
0.045930744374
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.00000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CL2
340000.00000000
PA
USD
347163.12000000
0.006664444714
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.50000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
9800.00000000
NS
USD
1311044.00000000
0.025167939084
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
1116.00000000
NS
USD
335570.04000000
0.006441893883
Long
EC
CORP
US
N
1
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAR5
780000.00000000
PA
USD
788902.14000000
0.015144450531
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
1.08200000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WAJ4
300000.00000000
PA
USD
431188.99000000
0.008277478280
Long
DBT
CORP
MX
N
2
2035-03-01
Fixed
6.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCY9
353958.84000000
PA
USD
377671.23000000
0.007250104886
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QC48
1235000.00000000
PA
USD
1313468.20000000
0.025214476132
Long
DBT
CORP
CA
N
2
2023-07-19
Fixed
3.50000000
N
N
N
N
N
N
VIRGINIA ST PUBLIC BLDG AUTH P
N/A
Virginia Public Building Authority
928172WG6
755000.00000000
PA
USD
974637.28000000
0.018709983564
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9ZN5
227111.69000000
PA
USD
253914.65000000
0.004874366111
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.50000000
N
N
N
N
N
N
FACEBOOK INC
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC-A
30303M102
214058.00000000
NS
USD
74430107.18000000
1.428824969674
Long
EC
CORP
US
N
1
N
N
N
Coupa Software Inc
549300Q95ICR2GFL2K37
Coupa Software Inc
22266L106
5869.00000000
NS
USD
1538323.59000000
0.029530995454
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9DD4
390051.32000000
PA
USD
411494.83000000
0.007899412082
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.00000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
500000.00000000
PA
USD
532247.00000000
0.010217475594
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6M88
15831.65000000
PA
USD
18708.44000000
0.000359143459
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAD1
1145000.00000000
PA
USD
1255263.50000000
0.024097128168
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6N22
4402996.80000000
PA
USD
4553407.53000000
0.087411164950
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203CKH4
503.10000000
PA
USD
543.29000000
0.000010429466
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AW4
3420000.00000000
PA
USD
3427072.56000000
0.065789060799
Long
DBT
CORP
JP
N
2
2021-07-26
Fixed
3.53500000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BK8
2605000.00000000
PA
USD
2660950.19000000
0.051081910514
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.15000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
590188JB5
700000.00000000
PA
USD
892272.50000000
0.017128837725
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
6.75000000
N
N
N
N
N
N
UNITED AIR 2014-2 B PTT
N/A
United Airlines 2014-2 Class B Pass Through Trust
90932QAB2
982234.84100000
PA
USD
999423.95000000
0.019185810005
Long
DBT
CORP
US
N
2
2022-09-03
Fixed
4.62500000
N
N
N
N
N
N
TEVA PHARM FIN IV BV
549300P1YOE2RRPSGG38
Teva Pharmaceutical Finance IV BV
88166JAA1
730000.00000000
PA
USD
735475.00000000
0.014118816758
Long
DBT
CORP
CW
N
2
2021-11-10
Fixed
3.65000000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
2031.00000000
NS
USD
348113.40000000
0.006682687114
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Trust Holdings
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
89054.00000000
NS
2840841.41000000
0.054535258583
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371GJW1
458.26000000
PA
USD
513.08000000
0.000009849529
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
6.50000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
2940000.00000000
PA
USD
3127860.12000000
0.060045118977
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7XP5
1512064.61000000
PA
USD
1643090.21000000
0.031542186467
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
41013.00000000
NS
USD
6613346.25000000
0.126955537390
Long
EC
CORP
US
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
1859.00000000
NS
USD
675690.73000000
0.012971145996
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LUN4
155529.55000000
PA
USD
175245.41000000
0.003364163066
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
4.50000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAV6
665000.00000000
PA
USD
746190.52000000
0.014324521185
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402Q6Z9
431297.65000000
PA
USD
498491.07000000
0.009569467450
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.50000000
N
N
N
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
Boral Finance Pty Ltd
09952AAA4
220000.00000000
PA
USD
224811.62000000
0.004315679075
Long
DBT
CORP
AU
N
2
2022-11-01
Fixed
3.00000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
756.00000000
NS
USD
240937.20000000
0.004625239711
Long
EC
CORP
US
N
1
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku Inc
77543R102
3300.00000000
NS
USD
1515525.00000000
0.029093333923
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
91470.00000000
NS
USD
16077681.90000000
0.308641142994
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
1880000.00000000
PA
USD
1982772.08000000
0.038063014610
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85200000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
134467.00000000
NS
USD
8136598.17000000
0.156197203980
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLV5
276203.59000000
PA
USD
302314.82000000
0.005803497803
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
5.00000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556102
46097.00000000
NS
USD
23254553.59000000
0.446414604075
Long
EC
CORP
US
N
1
N
N
N
CC HOLDINGS GS V LLC/CRO
N/A
CC Holdings GS V LLC / Crown Castle GS III Corp
14987BAE3
440000.00000000
PA
USD
466264.48000000
0.008950817844
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.84900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TV93
143540.59000000
PA
USD
158234.50000000
0.003037606866
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207AUG5
9418.82000000
PA
USD
10494.89000000
0.000201469021
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040677
6355000.00000000
PA
USD
6767082.03000000
0.129906782922
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
4.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.36.5Y.V1
000000000
1.00000000
NC
USD
1061260.53000000
0.020372878691
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.36.V1
Y
Default Event
2026-06-20
940097.55000000
USD
0.00000000
USD
41200000.00000000
USD
121162.98000000
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZP6
765000.00000000
PA
USD
792731.25000000
0.015217957452
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
3.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNU5
859465.50000000
PA
USD
939039.61000000
0.018026619779
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8WZ4
614814.79000000
PA
USD
659679.45000000
0.012663779562
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127AW2
1000000.00000000
PA
USD
1364630.00000000
0.026196622472
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.15000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
6755000.00000000
PA
USD
6999868.75000000
0.134375558942
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
GEORGE WASHINGTON UNIVER
5493002S4P5IVD462L47
George Washington University/The
372546AT8
975000.00000000
PA
USD
1228259.18000000
0.023578729792
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.30000000
N
N
N
N
N
N
LOS ANGELES CA DEPT OF ARPTS
N/A
City of Los Angeles Department of Airports
544435Q52
1000000.00000000
PA
USD
1564751.70000000
0.030038332403
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
7.05300000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
2465000.00000000
PA
USD
2793007.69000000
0.053617000957
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
22449.00000000
NS
USD
1873144.56000000
0.035958509540
Long
EC
CORP
US
N
1
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AD9
665000.00000000
PA
USD
711203.54000000
0.013652880735
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNU7
2198225.64000000
PA
USD
2310142.98000000
0.044347510683
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A56A2
373265.35000000
PA
USD
424266.44000000
0.008144586998
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
4.50000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AL7
265000.00000000
PA
USD
278564.29000000
0.005347562005
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.10000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABX4
2435000.00000000
PA
USD
2414784.63000000
0.046356302663
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
1225000.00000000
PA
USD
1445500.00000000
0.027749073216
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
79033.00000000
NS
USD
11296186.69000000
0.216851408876
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384VQK1
350.79000000
PA
USD
392.40000000
0.000007532851
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJJ0
1080000.00000000
PA
USD
1135250.64000000
0.021793257093
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFRH1
67931.05000000
PA
USD
73713.14000000
0.001415061445
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELB36
145115.37000000
PA
USD
158224.46000000
0.003037414130
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
64476.00000000
NS
USD
8731339.92000000
0.167614383064
Long
EC
CORP
US
N
1
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
000000000
82200.00000000
NS
5028841.49000000
0.096538008094
Long
EC
CORP
BE
N
2
N
N
N
TEXAS ST PRIV ACTIVITY BOND SU
N/A
Texas Private Activity Bond Surface Transportation Corp
882667AZ1
1900000.00000000
PA
USD
2116665.74000000
0.040633353576
Long
DBT
MUN
US
N
2
2049-12-31
Fixed
3.92200000
N
N
N
N
N
N
Element Fleet Management Corp
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181201
533994.00000000
NS
6229068.44000000
0.119578606858
Long
EC
CORP
CA
N
2
N
N
N
Worley Ltd
549300XDR86FY8OLGP97
Worley Ltd
000000000
499564.00000000
NS
4469981.33000000
0.085809643170
Long
EC
CORP
AU
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UEC2
48609.21000000
PA
USD
53585.22000000
0.001028668414
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
5.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-F
63935CAB7
1555462.23000000
PA
USD
1585434.59000000
0.030435379120
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.60000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
4782.00000000
NS
USD
2002845.06000000
0.038448352965
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
1300000.00000000
PA
USD
1331248.10000000
0.025555794532
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XJ76
787602.29000000
PA
USD
857927.24000000
0.016469516290
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2019-BWAY Mortgage Trust
05492NAG8
605000.00000000
PA
USD
586867.67000000
0.011266021406
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
2.23300000
N
N
N
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
200.00000000
NS
USD
74690.00000000
0.001433814097
Long
EC
CORP
US
N
1
N
N
N
PING AN
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
320000.00000000
NS
3128127.43000000
0.060050250492
Long
EC
CORP
CN
N
2
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCE3
1215000.00000000
PA
USD
1350370.44000000
0.025922883576
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SBC3
1777743.59000000
PA
USD
1884047.43000000
0.036167810500
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
114588.00000000
NS
USD
4380699.24000000
0.084095706642
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
1700.00000000
NS
USD
788103.00000000
0.015129109546
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JVTW2
618197.59000000
PA
USD
650725.63000000
0.012491894258
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV3
46591LAC5
1566935.47000000
PA
USD
1597291.24000000
0.030662989669
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
1645000.00000000
PA
USD
1950573.56000000
0.037444903860
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBC8
2835000.00000000
PA
USD
2845072.76000000
0.054616487252
Long
DBT
CORP
US
N
2
2021-08-13
Fixed
3.40000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL INC
RGUZHJ05YTITL6D76949
RAYMOND JAMES FINANCIAL INC
754730109
4415.00000000
NS
USD
573508.50000000
0.011009567178
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411GMK5
18113.84000000
PA
USD
20956.51000000
0.000402299363
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206SNE0
233.99000000
PA
USD
234.99000000
0.000004511072
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UKW1
313460.12000000
PA
USD
332030.58000000
0.006373947336
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QF4G1
147233.10000000
PA
USD
152425.69000000
0.002926095905
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
ELANCO ANIMAL HEALTH INC
549300SHPNDCE059M934
Elanco Animal Health Inc
28414HAF0
370000.00000000
PA
USD
372545.23000000
0.007151701739
Long
DBT
CORP
US
N
2
2021-08-27
Variable
4.91200000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
44051.00000000
NS
USD
6212072.02000000
0.119252328820
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHVS8
208329.44000000
PA
USD
229792.81000000
0.004411302324
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
39840.00000000
NS
2808585.96000000
0.053916054956
Long
EC
CORP
ES
N
2
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
158897.00000000
NS
5702188.00000000
0.109464152409
Long
EC
CORP
IT
N
2
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-2
30165XAE5
895000.00000000
PA
USD
896777.83000000
0.017215325952
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.98000000
N
N
N
N
N
N
PORT AUTH OF NEW YORK & NEW JE
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey
73358WRQ9
1400000.00000000
PA
USD
1569884.96000000
0.030136874919
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
5.31000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2D74
380731.05000000
PA
USD
408293.97000000
0.007837965594
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417UHR9
12129.15000000
PA
USD
13601.30000000
0.000261102365
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
5.50000000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
66589.00000000
NS
USD
19250879.90000000
0.369556607285
Long
EC
CORP
GB
N
1
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
780259107
93181.00000000
NS
USD
3618218.23000000
0.069458459064
Long
EC
CORP
NL
N
1
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
1583.00000000
NS
USD
242420.62000000
0.004653716730
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
142636.00000000
NS
USD
20311366.40000000
0.389914627025
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
16703.00000000
NS
USD
1114424.16000000
0.021393453898
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
5000.00000000
NS
USD
804100.00000000
0.015436201849
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
851061.00000000
NS
USD
35089245.03000000
0.673603617748
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CJV9
123869.32000000
PA
USD
146812.43000000
0.002818338892
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B7EZ8
249345.80000000
PA
USD
255146.85000000
0.004898020492
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
2.77700000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note
000000000
179.00000000
NC
USD
-56191.79000000
-0.00107870639
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
2021-09-30
39493527.64000000
USD
-56191.79000000
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59259YBF5
700000.00000000
PA
USD
933953.65000000
0.017928985274
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
5.87100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RSN0
30886.60000000
PA
USD
35361.54000000
0.000678830828
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
1400000.00000000
PA
USD
1371288.80000000
0.026324450579
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBF6
490000.00000000
PA
USD
503926.26000000
0.009673806077
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.72000000
N
N
N
N
N
N
MEDSTAR HEALTH INC
549300ICFOCGDEPVJE31
MedStar Health Inc
58506YAS1
905000.00000000
PA
USD
1010495.85000000
0.019398355812
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.62600000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
1110000.00000000
PA
USD
1260837.90000000
0.024204139191
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
46681.00000000
NS
USD
7925033.37000000
0.152135822365
Long
EC
CORP
US
N
1
N
N
N
Apollo Global Management Inc
54930054P2G7ZJB0KM79
Apollo Global Management Inc
03768E105
54268.00000000
NS
USD
3375469.60000000
0.064798445569
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
22074.00000000
NS
USD
3304698.54000000
0.063439862847
Long
EC
CORP
US
N
1
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
101560.00000000
NS
USD
27254641.60000000
0.523203767037
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCR3
1000000.00000000
PA
USD
1024230.50000000
0.019662018080
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
3.41000000
N
N
N
N
N
N
Meggitt PLC
YMFO3TKB4UAWQTDZJJ31
Meggitt PLC
000000000
1096552.00000000
NS
7004777.61000000
0.134469793681
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YQR1
61110.62000000
PA
USD
69311.85000000
0.001330570460
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K3B27
248742.21000000
PA
USD
265523.91000000
0.005097227547
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170BD5
2115000.00000000
PA
USD
2231984.88000000
0.042847119926
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206J4K7
174.98000000
PA
USD
175.72000000
0.000003373273
Long
ABS-MBS
USGA
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAC1
677591.99000000
PA
USD
685489.66000000
0.013159254766
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.91600000
N
N
N
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
317100.00000000
NS
7332516.47000000
0.140761353433
Long
EC
CORP
JP
N
2
N
N
N
NEW YORK CITY NY MUNI WTR FIN
N/A
New York City Water & Sewer System
64972FL20
245000.00000000
PA
USD
377218.86000000
0.007241420798
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
6.01100000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAC8
3595000.00000000
PA
USD
3597251.55000000
0.069055964468
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
1.17384200
N
N
N
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
30600.00000000
NS
USD
1935756.00000000
0.037160453112
Long
EC
CORP
US
N
1
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
866796105
177997.00000000
NS
9178419.04000000
0.176196902078
Long
EC
CORP
CA
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8DT7
2956182.96000000
PA
USD
3211288.01000000
0.061646673199
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G9FT3
182600.53000000
PA
USD
201420.82000000
0.003866648966
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8GH0
2118175.47000000
PA
USD
2253255.04000000
0.043255440388
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.00000000
N
N
N
N
N
N
MAYO CLINIC
5493001OHMD58DCY4635
Mayo Clinic
578454AC4
1500000.00000000
PA
USD
1861389.00000000
0.035732839602
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
1895000.00000000
PA
USD
2134243.75000000
0.040970796320
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMN68
350570.87000000
PA
USD
366116.83000000
0.007028296590
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
49111.00000000
NS
USD
6626547.23000000
0.127208954866
Long
EC
CORP
US
N
1
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
726500.00000000
NS
12660470.50000000
0.243041385584
Long
EC
CORP
JP
N
2
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
85683.00000000
NS
USD
17626706.76000000
0.338377569320
Long
EC
CORP
NL
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCKG0
3377715.30000000
PA
USD
3554308.74000000
0.068231596998
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JACE6
753825.68000000
PA
USD
801246.28000000
0.015381419362
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
10294.00000000
NS
USD
837416.90000000
0.016075781993
Long
EC
CORP
US
N
1
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
283567.00000000
NS
5638964.09000000
0.108250451331
Long
EC
CORP
CL
N
2
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAL3
2485000.00000000
PA
USD
2624781.25000000
0.050387580134
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERTD2
845554.96000000
PA
USD
898651.21000000
0.017251288981
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206FY63
331.73000000
PA
USD
333.12000000
0.000006394860
Long
ABS-MBS
USGA
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
55468.00000000
NS
USD
3463421.92000000
0.066486854678
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
760800.00000000
NS
4097865.24000000
0.078666179575
Long
EC
CORP
JP
N
2
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2020-3
362590AG6
1355000.00000000
PA
USD
1390248.97000000
0.026688426466
Long
ABS-O
CORP
US
N
2
2027-09-16
Fixed
1.91000000
N
N
N
N
N
N
THK Co Ltd
N/A
THK Co Ltd
000000000
84400.00000000
NS
2518720.48000000
0.048351545494
Long
EC
CORP
JP
N
2
N
N
N
NEW YORK ST DORM AUTH ST PERSO
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FMT8
1300000.00000000
PA
USD
1700677.55000000
0.032647683052
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.62800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJR6
33371.16000000
PA
USD
38831.28000000
0.000745438970
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS
571748102
43243.00000000
NS
USD
6083425.24000000
0.116782713519
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
65273.00000000
NS
USD
26137920.12000000
0.501766211789
Long
EC
CORP
US
N
1
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954NAA7
2020000.00000000
PA
USD
2022892.16000000
0.038833194505
Long
ABS-CBDO
CORP
KY
N
2
2032-10-25
Floating
1.47575000
N
N
N
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
14879.00000000
NS
USD
4159722.03000000
0.079853636230
Long
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
775999.00000000
NS
10300883.51000000
0.197744704749
Long
EC
CORP
NL
N
2
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
9602.00000000
NS
USD
648135.00000000
0.012442162275
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQB3
2489609.54000000
PA
USD
2665932.92000000
0.051177563326
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F4Y8
80052.23000000
PA
USD
88210.34000000
0.001693362285
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
4.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAA1
1040000.00000000
PA
USD
1068075.84000000
0.020503711300
Long
DBT
CORP
CH
N
2
2023-05-23
Fixed
3.49100000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
1786.00000000
NS
USD
952080.88000000
0.018276971322
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
42595.00000000
NS
USD
13583119.55000000
0.260753357941
Long
EC
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
1730000.00000000
PA
USD
1901787.27000000
0.036508359873
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419JSV1
283891.88000000
PA
USD
315530.98000000
0.006057206687
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AG8
560000.00000000
PA
USD
572113.92000000
0.010982795610
Long
DBT
CORP
NL
N
2
2022-03-29
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGA20
548079.17000000
PA
USD
586240.32000000
0.011253978251
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
378377.00000000
NS
8009679.41000000
0.153760761252
Long
EC
CORP
NO
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SAV2
974455.02000000
PA
USD
1053519.65000000
0.020224278037
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-MS1
61765DAU2
1440000.00000000
PA
USD
1565744.69000000
0.030057394701
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.77900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HMT7
87594.40000000
PA
USD
103942.82000000
0.001995376632
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDM3
1165000.00000000
PA
USD
1242166.11000000
0.023845699296
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.55000000
N
N
N
N
N
N
Sonic Capital LLC
N/A
Sonic Capital LLC
83546DAF5
248412.50000000
PA
USD
254299.88000000
0.004881761320
Long
ABS-O
CORP
US
N
2
2048-02-20
Fixed
4.02600000
N
N
N
N
N
N
Housing Development Finance Co
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
121499.00000000
NS
4058817.80000000
0.077916591010
Long
EC
CORP
IN
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAND6
250652.65000000
PA
USD
270084.81000000
0.005184782544
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AP0
2140000.00000000
PA
USD
2435598.20000000
0.046755858027
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAT2
1250000.00000000
PA
USD
1423481.25000000
0.027326382171
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
3.99200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LPMP4
895000.00000000
PA
USD
928423.78000000
0.017822829088
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AXG7
177025.28000000
PA
USD
201095.66000000
0.003860406913
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
5.00000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
244748.00000000
NS
USD
8490308.12000000
0.162987327329
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCXQ4
118245.11000000
PA
USD
127707.44000000
0.002451582914
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCX1
158420.31000000
PA
USD
167891.13000000
0.003222983921
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9LV2
1367229.45000000
PA
USD
1461475.97000000
0.028055761809
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KV2
1460000.00000000
PA
USD
1462581.28000000
0.028076980300
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
2.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5TN3
227471.90000000
PA
USD
241756.52000000
0.004640968089
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205BVZ2
134.45000000
PA
USD
142.14000000
0.000002728642
Long
ABS-MBS
USGA
US
N
2
2024-11-15
Fixed
8.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBBW5
1114735.67000000
PA
USD
1188975.06000000
0.022824597712
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Fixed
2.95200000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
166943.00000000
NS
8001332.28000000
0.153600522496
Long
EC
CORP
GB
N
2
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
260000.00000000
PA
USD
275188.94000000
0.005282765855
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
89151E109
22817.00000000
NS
USD
1032697.42000000
0.019824556429
Long
EC
CORP
FR
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGFA7
257324.65000000
PA
USD
285751.96000000
0.005485542760
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBA5
200000.00000000
PA
USD
200011.20000000
0.003839588677
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
4.00000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
472710.00000000
NS
6012716.01000000
0.115425317739
Long
EC
CORP
GB
N
2
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
11300.00000000
NS
USD
1176104.00000000
0.022577513667
Long
EC
CORP
US
N
1
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAC5
1322000.00000000
PA
USD
1381701.52000000
0.026524342194
Long
DBT
CORP
CL
N
2
2025-01-10
Fixed
2.70000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
568843.00000000
NS
7800305.24000000
0.149741432872
Long
EC
CORP
FR
N
2
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
52299.00000000
NS
5691898.10000000
0.109266618553
Long
EC
CORP
GB
N
2
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
365000.00000000
PA
USD
426478.78000000
0.008187056998
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
XP Inc
5493008KDA8NBZRJST80
XP Inc
000000000
26786.00000000
NS
USD
1166530.30000000
0.022393728608
Long
EC
CORP
BR
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DD5
525000.00000000
PA
USD
579423.60000000
0.011123118574
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A2GV5
393811.87000000
PA
USD
428993.43000000
0.008235330403
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
5600.00000000
NS
USD
344400.00000000
0.006611401463
Long
EC
CORP
US
N
1
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAD1
750000.00000000
PA
USD
1102542.00000000
0.021165353637
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.25000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
71.00000000
NC
USD
39836.68000000
0.000764739501
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
2021-09-21
9367663.32000000
USD
39836.68000000
N
N
N
CyberAgent Inc
3538006T5KZABPGS8Q08
CyberAgent Inc
000000000
334200.00000000
NS
7157586.33000000
0.137403242563
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MS27
63689.63000000
PA
USD
71829.83000000
0.001378907790
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
5.00000000
N
N
N
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
15757.00000000
NS
USD
1593032.70000000
0.030581239037
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CPU1
1084.60000000
PA
USD
1089.93000000
0.000020923242
Long
ABS-MBS
USGA
US
N
2
2026-06-20
Fixed
8.50000000
N
N
N
N
N
N
THOMSON REUTERS CORP
549300561UZND4C7B569
Thomson Reuters Corp
884903BV6
405000.00000000
PA
USD
440513.64000000
0.008456482358
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LS37
468461.14000000
PA
USD
509379.59000000
0.009778492935
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2019-3
43800KAA5
284619.70000000
PA
USD
287121.34000000
0.005511830567
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.67500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413QQE1
17810.20000000
PA
USD
20829.15000000
0.000399854450
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ73
782916.86000000
PA
USD
844693.03000000
0.016215460902
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2016-1
35563PAD1
115437.40000000
PA
USD
115536.57000000
0.002217940325
Long
ABS-MBS
CORP
US
N
2
2055-09-25
Variable
3.00000000
N
N
N
N
N
N
Electric Power Development Co
549300KMHPUAQI8VEH90
Electric Power Development Co Ltd
000000000
153100.00000000
NS
2190411.22000000
0.042049035848
Long
EC
CORP
JP
N
2
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
42783.00000000
NS
USD
2698751.64000000
0.051807579973
Long
EC
CORP
US
N
1
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
6487.00000000
NS
5684024.70000000
0.109115473930
Long
EC
CORP
FR
N
2
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
216682.00000000
NS
USD
12355207.64000000
0.237181294645
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VD0
557801.02000000
PA
USD
594708.83000000
0.011416547122
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
3.00000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
94433.00000000
NS
USD
13676731.39000000
0.262550412110
Long
EC
CORP
US
N
1
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
2958.00000000
NS
USD
467009.04000000
0.008965111064
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CH0
640000.00000000
PA
USD
660487.04000000
0.012679282761
Long
DBT
CORP
GB
N
2
2031-06-04
Fixed
2.84800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMCR4
496838.32000000
PA
USD
529987.38000000
0.010174097967
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BC6
875000.00000000
PA
USD
900084.50000000
0.017278803660
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.25000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
31367.00000000
NS
USD
5167399.58000000
0.099197889509
Long
EC
CORP
US
N
1
N
N
N
CHICAGO IL O'HARE INTERNATIONA
N/A
Chicago O'Hare International Airport
167593AN2
755000.00000000
PA
USD
1135239.37000000
0.021793040744
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.39500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36192STM2
29675.47000000
PA
USD
31883.11000000
0.000612055865
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUV7
860879.41000000
PA
USD
917400.45000000
0.017611215673
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419FFW1
193414.98000000
PA
USD
210693.08000000
0.004044647321
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
560000.00000000
PA
USD
644700.00000000
0.012376221032
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
1315000.00000000
PA
USD
1355863.63000000
0.026028335621
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
Pinduoduo Inc
5493000573DS7005T657
Pinduoduo Inc
722304102
1599.00000000
NS
USD
203104.98000000
0.003898979564
Long
EC
CORP
CN
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EG45
926.99000000
PA
USD
1087.19000000
0.000020870643
Long
ABS-MBS
USGA
US
N
2
2036-02-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AQ35
1135509.75000000
PA
USD
1225375.60000000
0.023523374086
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
4665.00000000
NS
USD
1432668.15000000
0.027502741881
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
8225.00000000
NS
USD
423176.25000000
0.008123658765
Long
EC
CORP
US
N
1
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AD4
1930412.50000000
PA
USD
2046874.29000000
0.039293576297
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.95900000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
1392328.62000000
PA
USD
1415606.13000000
0.027175204529
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9NN7
663697.77000000
PA
USD
705242.60000000
0.013538449355
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAC1
1278935.37000000
PA
USD
1292457.43000000
0.024811135146
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.96400000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17328PAQ6
1799705.60000000
PA
USD
1822585.08000000
0.034987925858
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
2.50000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
99089.00000000
NS
USD
2290937.68000000
0.043978829067
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELN41
1449306.13000000
PA
USD
1580217.47000000
0.030335226754
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDH6
3205000.00000000
PA
USD
3253542.93000000
0.062457835336
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.40000000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
54695.00000000
NS
6772383.03000000
0.130008545521
Long
EC
CORP
NL
N
2
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp
87638TEG4
1200000.00000000
PA
USD
1463397.96000000
0.028092657998
Long
DBT
MUN
US
N
2
2047-11-15
Fixed
4.36600000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDP5
600000.00000000
PA
USD
606172.80000000
0.011636619445
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
1.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DH54
29839.56000000
PA
USD
32111.35000000
0.000616437358
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.50000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
80105N105
37378.00000000
NS
USD
1968325.48000000
0.037785685132
Long
EC
CORP
FR
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCZ6
374146.97000000
PA
USD
404943.43000000
0.007773645719
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J95H0
1146338.60000000
PA
USD
1217839.80000000
0.023378710326
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
18890.00000000
NS
USD
1879555.00000000
0.036081569913
Long
EC
CORP
US
N
1
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AN3
738000.00000000
PA
USD
796245.91000000
0.015285427917
Long
DBT
CORP
AU
N
2
2026-09-15
Fixed
3.70000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAJ0
975000.00000000
PA
USD
1034936.18000000
0.019867533610
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NNA2
347143.36000000
PA
USD
373140.53000000
0.007163129634
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWG73
205947.90000000
PA
USD
219364.56000000
0.004211112581
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
100144.00000000
NS
USD
5418791.84000000
0.104023833631
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
3320.00000000
NS
USD
1879817.20000000
0.036086603332
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
16636.00000000
NS
USD
3538144.48000000
0.067921293826
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8VP5
479607.00000000
PA
USD
509844.31000000
0.009787414103
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
DANONE SA
969500KMUQ2B6CBAF162
Danone SA
23636TAE0
1925000.00000000
PA
USD
2053643.90000000
0.039423531609
Long
DBT
CORP
FR
N
2
2026-11-02
Fixed
2.94700000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
530000.00000000
PA
USD
740353.82000000
0.014212474823
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814107
60461.00000000
NS
USD
8066706.62000000
0.154855505095
Long
EC
CORP
US
N
1
N
N
N
WPP FINANCE 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAF4
1310000.00000000
PA
USD
1426410.53000000
0.027382615174
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75000000
N
N
N
N
N
N
HOUSTON TX ARPT SYS REVENUE
N/A
City of Houston TX Airport System Revenue
442349ET9
685000.00000000
PA
USD
700631.22000000
0.013449925300
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
2.38500000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
580135101
22714.00000000
NS
USD
5246706.86000000
0.100720340923
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
559320.00000000
NS
USD
76604467.20000000
1.470565872749
Long
EC
CORP
US
N
1
N
N
N
AHS HOSPITAL CORP
549300D7W3C9Z4RGJG34
AHS Hospital Corp
001306AB5
1600000.00000000
PA
USD
2183728.00000000
0.041920738953
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
5.02400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGK7
192246.55000000
PA
USD
202881.91000000
0.003894697319
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
61233.00000000
NS
USD
15904047.09000000
0.305307898403
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
39500000.00000000
PA
USD
39462968.75000000
0.757565416251
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
6793.00000000
NS
USD
2112283.35000000
0.040549225412
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMNJ0
342682.95000000
PA
USD
357987.77000000
0.006872244095
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VIII Ltd
67107FBE6
1295000.00000000
PA
USD
1294755.66000000
0.024855253965
Long
ABS-CBDO
CORP
KY
N
2
2029-10-17
Floating
1.98975000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBL9
1620000.00000000
PA
USD
1654131.78000000
0.031754150033
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52200000
N
N
N
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
54202.00000000
NS
USD
3238027.48000000
0.062159987284
Long
EC
CORP
US
N
1
N
N
N
CRH AMERICA FINANCE INC
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636YAC6
2600000.00000000
PA
USD
2932794.80000000
0.056300475707
Long
DBT
CORP
US
N
2
2028-04-04
Fixed
3.95000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAG0
2000000.00000000
PA
USD
2114004.00000000
0.040582256503
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.84800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M76Q4
111127.83000000
PA
USD
129331.57000000
0.002482761124
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
5.50000000
N
N
N
N
N
N
Challenger Ltd
529900ACCCAOHJ2V3169
Challenger Ltd
000000000
426007.00000000
NS
1725985.63000000
0.033133518933
Long
EC
CORP
AU
N
2
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBH5
415000.00000000
PA
USD
434154.33000000
0.008334403521
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
239187.00000000
NS
29813961.57000000
0.572334695597
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CTT9
127628.08000000
PA
USD
146708.31000000
0.002816340114
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
PICC P&C
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
4082000.00000000
NS
3570633.80000000
0.068544987026
Long
EC
CORP
CN
N
2
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
51510.00000000
NS
USD
3523799.10000000
0.067645907455
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST
N/A
State of California
13063BFR8
2200000.00000000
PA
USD
3705996.36000000
0.071143524271
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAF2
690000.00000000
PA
USD
735640.05000000
0.014121985201
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.00000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412F7Y7
750000.00000000
PA
USD
1056608.40000000
0.020283572364
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
5.77000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCE0
1934.11000000
PA
USD
2144.78000000
0.000041173059
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418B6G6
1638952.92000000
PA
USD
1721573.11000000
0.033048812367
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
27327.00000000
NS
3144150.53000000
0.060357843833
Long
EC
CORP
DE
N
2
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAR2
2000000.00000000
PA
USD
2092104.00000000
0.040161845086
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.70000000
N
N
N
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
291543.00000000
NS
6142203.21000000
0.117911066472
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202D3Y5
145331.25000000
PA
USD
169886.49000000
0.003261288584
Long
ABS-MBS
USGA
US
N
2
2034-02-20
Fixed
5.50000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
13206.00000000
NS
USD
695824.14000000
0.013357644418
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
N/A
Westrock Co
96145D105
302042.00000000
NS
USD
16074675.24000000
0.308583424537
Long
EC
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAM5
420000.00000000
PA
USD
423249.96000000
0.008125073766
Long
DBT
CORP
GB
N
2
2023-06-15
Fixed
1.32600000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
12754.00000000
NS
2010598.25000000
0.038597189933
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938PU1
185427.90000000
PA
USD
204764.87000000
0.003930844254
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179ME48
96219.80000000
PA
USD
106063.48000000
0.002036086663
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXS8
221175.69000000
PA
USD
232769.80000000
0.004468451209
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
3.50000000
N
N
N
N
N
N
Atlassian Corp PLC
549300AGBII4MWBVJY22
Atlassian Corp PLC
000000000
8294.00000000
NS
USD
2130396.84000000
0.040896947695
Long
EC
CORP
AU
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
84226.00000000
NS
USD
19331551.52000000
0.371105249755
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXE97
25780.08000000
PA
USD
29526.30000000
0.000566812494
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
Opendoor Technologies Inc
N/A
Opendoor Technologies Inc
683712103
25815.00000000
NS
USD
457699.95000000
0.008786405689
Long
EC
CORP
US
N
1
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAA9
1615537.10000000
PA
USD
1644426.30000000
0.031567835211
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.22000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAE5
1000000.00000000
PA
USD
1040561.00000000
0.019975512539
Long
DBT
CORP
ES
N
2
2023-02-23
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WUE9
192818.51000000
PA
USD
214259.05000000
0.004113102778
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.50000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BH6
650000.00000000
PA
USD
663018.20000000
0.012727873106
Long
DBT
CORP
US
N
2
2025-03-12
Fixed
1.37500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-6
89175JAA8
687726.05000000
PA
USD
704352.24000000
0.013521357231
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287UDJ8
5363.33000000
PA
USD
5567.56000000
0.000106879716
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
326000.00000000
NS
6277911.68000000
0.120516244106
Long
EC
CORP
SG
N
2
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
31993.00000000
NS
5910169.39000000
0.113456743774
Long
EC
CORP
FR
N
2
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AB5
1505000.00000000
PA
USD
1506878.24000000
0.028927343210
Long
DBT
CORP
JP
N
2
2021-07-20
Fixed
3.18300000
N
N
N
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
47215P106
4503.00000000
NS
USD
359384.43000000
0.006899055593
Long
EC
CORP
CN
N
1
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAD4
422000.00000000
PA
USD
448564.90000000
0.008611041336
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
4.12500000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF1
12529MDE5
800000.00000000
PA
USD
832926.16000000
0.015989573848
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
4.41140000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NBA5
446992.12000000
PA
USD
475075.98000000
0.009119971049
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.00000000
N
N
N
N
N
N
AUTORIDAD CANAL DE PANAM
549300W1ISP1PW2J2P64
Autoridad del Canal de Panama
05330GAA2
510000.00000000
PA
USD
624395.55000000
0.011986439178
Long
DBT
CORP
PA
N
2
2035-07-29
Fixed
4.95000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734107
86884.00000000
NS
USD
2547438.88000000
0.048902848838
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAG7
2420000.00000000
PA
USD
2472993.16000000
0.047473724151
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.15000000
N
N
N
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
4684.00000000
NS
USD
7261792.56000000
0.139403675843
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
782800.14000000
PA
USD
781368.48000000
0.014999827852
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-INV
85573EAA5
1079958.99000000
PA
USD
1079548.71000000
0.020723954475
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Variable
1.02700000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
344792.00000000
NS
USD
20653040.80000000
0.396473705504
Long
EC
CORP
GB
N
1
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC
09857L108
3279.00000000
NS
USD
7174747.11000000
0.137732675798
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
36385.00000000
NS
USD
5448289.90000000
0.104590104006
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CX4
1700000.00000000
PA
USD
1757985.30000000
0.033747812385
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGTC8
218206.88000000
PA
USD
249658.21000000
0.004792655792
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BN5
1850000.00000000
PA
USD
2170062.95000000
0.041658412787
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
5.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
8565000.00000000
PA
USD
7394003.91000000
0.141941719725
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-MEAD
61771LAJ1
2090000.00000000
PA
USD
2081749.93000000
0.039963079367
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.28300000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBJ3
2525000.00000000
PA
USD
2671508.83000000
0.051284603336
Long
DBT
CORP
MX
N
2
2030-05-07
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JVR87
902326.77000000
PA
USD
949754.64000000
0.018232314799
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408JR78
42675.71000000
PA
USD
49234.85000000
0.000945154934
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
6.50000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
133924.00000000
NS
14070403.43000000
0.270107682440
Long
EC
CORP
FR
N
2
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
109715.00000000
NS
USD
9117316.50000000
0.175023924661
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693476BN2
1100000.00000000
PA
USD
1119958.40000000
0.021499693975
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.30000000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
16261.00000000
NS
USD
5934777.17000000
0.113929136087
Long
EC
CORP
CA
N
1
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAE7
2125000.00000000
PA
USD
2250128.50000000
0.043195420611
Long
DBT
CORP
FR
N
2
2023-04-24
Fixed
3.75000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
28454.00000000
NS
USD
2212867.58000000
0.042480127634
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
8011.00000000
NS
USD
1671815.59000000
0.032093623806
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GRD7
1423939.21000000
PA
USD
1648992.22000000
0.031655486576
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31372MDP8
119.03000000
PA
USD
133.27000000
0.000002558366
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
Close Brothers Group PLC
213800W73SYHR14I3X91
Close Brothers Group PLC
000000000
82250.00000000
NS
1723763.00000000
0.033090851397
Long
EC
CORP
GB
N
2
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
202043.00000000
NS
USD
12092273.55000000
0.232133783531
Long
EC
CORP
US
N
1
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAG8
395000.00000000
PA
USD
427196.45000000
0.008200834015
Long
DBT
CORP
AU
N
2
2027-03-22
Fixed
3.37500000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAA6
3370000.00000000
PA
USD
3482153.60000000
0.066846444274
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
2.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
23200000.00000000
PA
USD
22786750.00000000
0.437434240138
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VL32
937994.78000000
PA
USD
963931.30000000
0.018504462275
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388MWB0
20607.98000000
PA
USD
23258.54000000
0.000446491130
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
7.00000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBJ6
1570000.00000000
PA
USD
1711885.61000000
0.032862842705
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GBA0
49108.62000000
PA
USD
58271.24000000
0.001118625323
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
6.00000000
N
N
N
N
N
N
DoorDash Inc
N/A
DoorDash Inc
25809K105
21056.00000000
NS
USD
3754916.48000000
0.072082637375
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179N2K3
328419.83000000
PA
USD
356701.81000000
0.006847557690
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
4.00000000
N
N
N
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
33796.00000000
NS
2370368.50000000
0.045503652062
Long
EC
CORP
CH
N
2
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
000000000
41900.00000000
NS
3317511.45000000
0.063685830593
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312940JV2
118809.70000000
PA
USD
134426.78000000
0.002580573199
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2018-2
14314XAC3
220658.23000000
PA
USD
221639.61000000
0.004254786416
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
2.98000000
N
N
N
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
90955.00000000
NS
3008904.55000000
0.057761544558
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
26450000.00000000
PA
USD
26003656.25000000
0.499188765951
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM5
64830PAA4
1345220.34000000
PA
USD
1360933.19000000
0.026125655297
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.70986000
N
N
N
N
N
N
Melrose Industries PLC
213800RGNXXZY2M7TR85
Melrose Industries PLC
000000000
2976735.00000000
NS
6407493.38000000
0.123003806943
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
1150000.00000000
PA
USD
1365445.31000000
0.026212273871
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAF2
1945000.00000000
PA
USD
2059648.03000000
0.039538792103
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
41567.00000000
NS
USD
1981914.56000000
0.038046552912
Long
EC
CORP
US
N
1
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AJ8
2118344.58000000
PA
USD
2124321.49000000
0.040780320001
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
1.37288000
N
N
N
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
63295.00000000
NS
USD
4414193.30000000
0.084738687702
Long
EC
CORP
US
N
1
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
847.00000000
NS
USD
105290.57000000
0.002021249212
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137AXHN6
236422.86000000
PA
USD
236813.17000000
0.004546071250
Long
ABS-MBS
USGSE
US
N
2
2022-02-25
Fixed
1.74900000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BL3
840000.00000000
PA
USD
1012467.12000000
0.019436198023
Long
DBT
CORP
US
N
2
2043-03-31
Fixed
4.70000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME Ultra Long Term US Treasury Bond
000000000
9.00000000
NC
USD
74811.51000000
0.001436146709
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
2021-09-21
1659375.99000000
USD
74811.51000000
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
1135000.00000000
PA
USD
1196564.91000000
0.022970299063
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178WP45
5243.97000000
PA
USD
5583.13000000
0.000107178611
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.50000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBD1
485000.00000000
PA
USD
512937.00000000
0.009846784066
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.66300000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC
65339F101
138183.00000000
NS
USD
10126050.24000000
0.194388453480
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945ZY7
423817.42000000
PA
USD
464054.56000000
0.008908394300
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
35790.00000000
NS
USD
2120557.50000000
0.040708063180
Long
EC
CORP
US
N
1
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAV6
625000.00000000
PA
USD
653816.88000000
0.012551236577
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.12500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-G
63941JAA6
1793176.39000000
PA
USD
1829765.08000000
0.035125759373
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
2.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLT0
1034178.54000000
PA
USD
1104613.38000000
0.021205117646
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.00000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAA5
422316.82000000
PA
USD
429667.79000000
0.008248276003
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.65700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
3905000.00000000
PA
USD
4659153.13000000
0.089441149313
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
MAXIM INTEGRATED PRODUCTS INC
SO0H5YEO14Y4PVKQH532
MAXIM INTEGRATED PRODUCTS
57772K101
14505.00000000
NS
USD
1528246.80000000
0.029337552643
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KEL9
835000.00000000
PA
USD
852875.43000000
0.016372537358
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
2.11800000
N
N
N
N
N
N
ILLINOIS ST TOLL HIGHWAY AUTH
549300ISBFGI8MJJKM98
Illinois State Toll Highway Authority
452252FH7
470000.00000000
PA
USD
653920.87000000
0.012553232860
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
6.18400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CGZ2
43454.88000000
PA
USD
46612.26000000
0.000894809419
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
177313.00000000
NS
7549318.71000000
0.144923277495
Long
EC
CORP
GB
N
2
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
9648.00000000
NS
USD
1304506.08000000
0.025042431494
Long
EC
CORP
CH
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203MVZ0
984.65000000
PA
USD
988.65000000
0.000018978983
Long
ABS-MBS
USGA
US
N
2
2023-03-15
Fixed
7.50000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DU1
2345000.00000000
PA
USD
2318836.84000000
0.044514405569
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
1.65000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
212300.00000000
NS
15984599.89000000
0.306854259901
Long
EC
CORP
CN
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QZ4
915000.00000000
PA
USD
1092424.22000000
0.020971123946
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FX84
35415.08000000
PA
USD
38822.33000000
0.000745267158
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
61690AAG9
2775000.00000000
PA
USD
3052836.89000000
0.058604907906
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
4.06800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E0E35
251010.54000000
PA
USD
268505.90000000
0.005154472416
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENZ93
1414665.02000000
PA
USD
1526623.36000000
0.029306387679
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9DE2
877009.25000000
PA
USD
932007.92000000
0.017891633352
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GM3
797498.63000000
PA
USD
856171.73000000
0.016435815995
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
19509.00000000
NS
USD
3017847.21000000
0.057933215625
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193EPR5
482873.32000000
PA
USD
518734.26000000
0.009958073303
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.50000000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
HSBC Bank USA NA/New York NY
4042Q1AA5
950000.00000000
PA
USD
1246438.95000000
0.023927724443
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
5.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
4185000.00000000
PA
USD
4836290.63000000
0.092841634582
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW Corp/DE
12514G108
6861.00000000
NS
USD
1198273.65000000
0.023003101520
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MK74
96510.98000000
PA
USD
103324.06000000
0.001983498378
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
61763UBC5
1670000.00000000
PA
USD
1798569.13000000
0.034526894827
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.46400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9XT4
653572.53000000
PA
USD
715058.76000000
0.013726888886
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
3.50000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BX1
2570000.00000000
PA
USD
3098587.32000000
0.059483172888
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.10000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
1455000.00000000
PA
USD
1527453.18000000
0.029322317624
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XAS6
30514.52000000
PA
USD
36149.84000000
0.000693963719
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6Z46
1104580.31000000
PA
USD
1181930.37000000
0.022689361725
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAP1
1875000.00000000
PA
USD
1974993.75000000
0.037913695033
Long
DBT
CORP
US
N
2
2024-04-23
Fixed
3.55900000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL -CL A
571903202
52139.00000000
NS
USD
7118016.28000000
0.136643621522
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZA1
3365000.00000000
PA
USD
3388660.16000000
0.065051663013
Long
DBT
UST
US
N
2
2022-02-28
Fixed
1.12500000
N
N
N
N
N
N
AMER AIRLINE 16-1 B PTT
N/A
American Airlines 2016-1 Class B Pass Through Trust
02376YAA5
1470058.82900000
PA
USD
1448007.95000000
0.027797218002
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411FFM1
3938.53000000
PA
USD
3917.61000000
0.000075205843
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Floating
2.23000000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2019-3
43800KAC1
897678.16000000
PA
USD
903612.17000000
0.017346523877
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.03100000
N
N
N
N
N
N
Great Portland Estates PLC
213800JMEDD2Q4N1MC42
Great Portland Estates PLC
000000000
433055.00000000
NS
4245539.55000000
0.081501063865
Long
EC
CORP
GB
N
2
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
1281000.00000000
PA
USD
1365024.63000000
0.026204198132
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CEH3
122591.97000000
PA
USD
132165.99000000
0.002537173111
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBJ9
1185000.00000000
PA
USD
1153708.59000000
0.022147591929
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
42690.00000000
NS
USD
1958190.30000000
0.037591121416
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
25857.00000000
NS
USD
2175349.41000000
0.041759896264
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
3300.00000000
NS
USD
540243.00000000
0.010370973754
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184BAH0
135542.52000000
PA
USD
145625.05000000
0.002795544915
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LTW2
1057065.30000000
PA
USD
1126030.81000000
0.021616265230
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MSY7
11725.59000000
PA
USD
12794.17000000
0.000245607997
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
4.00000000
N
N
N
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354P105
16644.00000000
NS
USD
671086.08000000
0.012882751137
Long
EC
CORP
US
N
1
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAQ3
250000.00000000
PA
USD
275423.50000000
0.005287268673
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
3.40000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
92090.00000000
NS
USD
5608281.00000000
0.107661432091
Long
EC
CORP
US
N
1
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAX5
2730000.00000000
PA
USD
2737305.48000000
0.052547692965
Long
DBT
CORP
US
N
2
2022-08-02
Fixed
3.50200000
N
N
N
N
N
N
IAC/InterActiveCorp
549300TO56L57RP6P031
IAC/InterActiveCorp
44891N208
8611.00000000
NS
USD
1327557.87000000
0.025484953672
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658107
6159.00000000
NS
USD
1003609.05000000
0.019266150819
Long
EC
CORP
US
N
1
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
3700.00000000
NS
USD
1458392.00000000
0.027996559243
Long
EC
CORP
US
N
1
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAA1
625000.00000000
PA
USD
639828.75000000
0.012282708287
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.50000000
N
N
N
N
N
N
IFF
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
31828.00000000
NS
USD
4755103.20000000
0.091283090176
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RAB5
61660.81000000
PA
USD
70454.90000000
0.001352513440
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
113869.00000000
NS
USD
3277149.82000000
0.062911013695
Long
EC
CORP
US
N
1
N
N
N
Samsonite International SA
549300UULS5HYFJSEL12
Samsonite International SA
000000000
1002300.00000000
NS
2049534.49000000
0.039344643807
Long
EC
CORP
US
N
2
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
7044.00000000
NS
USD
2240555.52000000
0.043011649374
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36223LVW5
102.24000000
PA
USD
102.62000000
0.000001969982
Long
ABS-MBS
USGA
US
N
2
2022-04-15
Fixed
8.00000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-1
36418WAW9
16622.15000000
PA
USD
16611.37000000
0.000318886283
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
4.00000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
14529.00000000
NS
USD
2285847.57000000
0.043881114895
Long
EC
CORP
IE
N
1
N
N
N
FLEETCOR TECHNOLOGIES INC
549300DG6RR0NQSFLN74
FLEETCOR TECHNOLOGIES INC
339041105
9269.00000000
NS
USD
2373420.14000000
0.045562233994
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
1425000.00000000
PA
USD
1408874.70000000
0.027045982153
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312940EU9
18999.45000000
PA
USD
21776.68000000
0.000418044059
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
ASOS PLC
213800H8DBB8JSKDW630
ASOS PLC
000000000
119239.00000000
NS
8194511.18000000
0.157308952410
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJT2
215271.70000000
PA
USD
255455.41000000
0.004903943878
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMPS8
1161135.34000000
PA
USD
1332178.77000000
0.025573660481
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BN3
2200000.00000000
PA
USD
2288891.00000000
0.043939539221
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
420000.00000000
PA
USD
455272.86000000
0.008739813162
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL
718172109
41128.00000000
NS
USD
4076196.08000000
0.078250199563
Long
EC
CORP
US
N
1
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
50800.00000000
NS
875935.10000000
0.016815210808
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUB8
90058.70000000
PA
USD
96210.63000000
0.001846942799
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trus
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAJ3
2635000.00000000
PA
USD
2777022.81000000
0.053310141320
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DQW6
663011.51000000
PA
USD
706616.92000000
0.013564831995
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJQ94
265037.75000000
PA
USD
285723.32000000
0.005484992961
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4X9
264658.99000000
PA
USD
284936.35000000
0.005469885602
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CHP4
52860.42000000
PA
USD
61509.32000000
0.001180786319
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202D7K1
72019.18000000
PA
USD
84286.64000000
0.001618039532
Long
ABS-MBS
USGA
US
N
2
2034-08-20
Fixed
6.00000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
31490.00000000
NS
USD
8751700.80000000
0.168005248197
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
221010.06000000
PA
USD
235209.55000000
0.004515286768
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAJ9
1130000.00000000
PA
USD
1129992.20000000
0.021692311513
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.70600000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAC5
1236900.00000000
PA
USD
1271953.75000000
0.024417528700
Long
ABS-O
CORP
US
N
2
2051-01-20
Fixed
3.23700000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBB5
45000.00000000
PA
USD
44968.14000000
0.000863247464
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.22200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380H5W8
217499.59000000
PA
USD
222777.85000000
0.004276637060
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.00000000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD 2019-DPLO
054970AJ7
2080000.00000000
PA
USD
2079347.50000000
0.039916960235
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
1.61300000
N
N
N
N
N
N
NTT
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
596400.00000000
NS
15592990.76000000
0.299336590983
Long
EC
CORP
JP
N
2
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BV1
810000.00000000
PA
USD
847932.30000000
0.016277644742
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
1000000.00000000
PA
USD
1103294.00000000
0.021179789682
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
81800.00000000
NS
2630953.27000000
0.050506063589
Long
EC
CORP
JP
N
2
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
316271.00000000
NS
18480850.53000000
0.354774454834
Long
EC
CORP
GB
N
2
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
23719.00000000
NS
USD
652984.07000000
0.012535249234
Long
EC
CORP
GB
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQS7
869135.65000000
PA
USD
949279.14000000
0.018223186688
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292GU38
841.63000000
PA
USD
947.00000000
0.000018179434
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942UJ2
5374.17000000
PA
USD
5904.86000000
0.000113354820
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844BJ6
1085000.00000000
PA
USD
1100303.93000000
0.021122389701
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.00000000
N
N
N
N
N
N
Synchrony Credit Card Master N
549300G1V1M796QIYC04
Synchrony Credit Card Master Note Trust
87165LBU4
920000.00000000
PA
USD
948007.28000000
0.018198770960
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.62000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAE6
960000.00000000
PA
USD
993592.26000000
0.019073859820
Long
DBT
CORP
KY
N
2
2023-01-19
Fixed
2.98500000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AM5
1645000.00000000
PA
USD
1998273.62000000
0.038360595633
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.60000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAD7
950000.00000000
PA
USD
1042682.29000000
0.020016234664
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.76400000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AS0
1000000.00000000
PA
USD
1369894.00000000
0.026297674787
Long
DBT
CORP
US
N
2
2035-05-09
Fixed
5.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A8YF7
10244.23000000
PA
USD
11306.39000000
0.000217047280
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
HIGH STREET FNDG TRUST I
N/A
High Street Funding Trust I
42981CAA6
1800000.00000000
PA
USD
2026252.80000000
0.038897708268
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.11100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NJA7
26541.82000000
PA
USD
28499.61000000
0.000547103261
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HS97
10017.93000000
PA
USD
11620.15000000
0.000223070489
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.50000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAF6
2755000.00000000
PA
USD
3055402.45000000
0.058654158624
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36224JMS8
314.95000000
PA
USD
316.26000000
0.000006071201
Long
ABS-MBS
USGA
US
N
2
2023-02-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022675
22885000.00000000
PA
USD
23669884.10000000
0.454387649202
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376JGN3
66.32000000
PA
USD
66.55000000
0.000001277551
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YGXF4
393622.09000000
PA
USD
421258.97000000
0.008086852993
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
77411.00000000
NS
6110806.48000000
0.117308347579
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YWJZ1
32246.59000000
PA
USD
35151.22000000
0.000674793343
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPW34
180125.13000000
PA
USD
213385.22000000
0.004096327978
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
7165000.00000000
PA
USD
6038751.56000000
0.115925118765
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDM0
1280000.00000000
PA
USD
1260935.68000000
0.024206016261
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
322788.00000000
NS
USD
9828894.60000000
0.188683995776
Long
EC
CORP
US
N
1
N
N
N
DATABRICKS SER G CVY PFD STCK PP
N/A
DATABRICKS SER G CVY PFD STCK PP
000000000
1293.00000000
NS
USD
229336.69000000
0.004402546248
Long
EP
CORP
US
Y
3
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945AM0
122267.79000000
PA
USD
133657.30000000
0.002565801593
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAE3
1095000.00000000
PA
USD
1137755.37000000
0.021841340065
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.62500000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2018-1
59980VAA9
858025.24000000
PA
USD
880261.22000000
0.016898258764
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0Y36
57592.13000000
PA
USD
61412.78000000
0.001178933053
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAD5
1300000.00000000
PA
USD
1327851.20000000
0.025490584690
Long
DBT
CORP
US
N
2
2030-05-27
Fixed
2.60000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CV7
2450000.00000000
PA
USD
2987779.90000000
0.057356017433
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7TQ9
286701.16000000
PA
USD
316530.70000000
0.006076398180
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSK2
734168.96000000
PA
USD
800420.73000000
0.015365571387
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
5.00000000
N
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
108194.00000000
NS
8041874.90000000
0.154378813835
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203N3J5
134.20000000
PA
USD
149.53000000
0.000002870507
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
6.50000000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
98624.00000000
NS
3625552.34000000
0.069599251009
Long
EC
CORP
AT
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371FMW9
164.52000000
PA
USD
178.20000000
0.000003420881
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
1150000.00000000
PA
USD
1418652.65000000
0.027233688172
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2018-A
44891KAD7
3775.37000000
PA
USD
3779.64000000
0.000072557251
Long
ABS-O
CORP
US
N
2
2022-07-15
Fixed
2.79000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAZ4
36535000.00000000
PA
USD
35872803.13000000
0.688645479448
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TE35
1969114.71000000
PA
USD
2126583.28000000
0.040823739286
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.50000000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
2481.00000000
NS
USD
947742.00000000
0.018193678414
Long
EC
CORP
US
N
1
N
N
N
THG PLC
21380066N3SV9O8IDP37
THG PLC
000000000
111166.00000000
NS
938902.06000000
0.018023979250
Long
EC
CORP
GB
N
2
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AD8
1085000.00000000
PA
USD
1210572.48000000
0.023239200540
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
24432.00000000
NS
USD
2559007.68000000
0.049124933569
Long
EC
CORP
US
N
1
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
39266.00000000
NS
USD
14991758.80000000
0.287794820192
Long
EC
CORP
US
N
1
N
N
N
PHILADELPHIA PA AUTH FOR INDL
549300DIY68KQZEW7M79
Philadelphia Authority for Industrial Development
71783DAD7
805000.00000000
PA
USD
858048.94000000
0.016471852548
Long
DBT
MUN
US
N
2
2026-04-15
Fixed
3.96400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GUKV5
1030968.08000000
PA
USD
1134201.92000000
0.021773124953
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAK8
2460000.00000000
PA
USD
2665842.96000000
0.051175836375
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
Storebrand ASA
5967007LIEEXZX7NA051
Storebrand ASA
000000000
654019.00000000
NS
5927173.95000000
0.113783178074
Long
EC
CORP
NO
N
2
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBG7
1775000.00000000
PA
USD
2010017.10000000
0.038586033673
Long
DBT
CORP
US
N
2
2048-03-30
Fixed
3.95000000
N
N
N
N
N
N
KT Corp
9884005ACF8449EANY26
KT Corp
000000000
97057.00000000
NS
2739210.30000000
0.052584259543
Long
EC
CORP
KR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVS6
1247763.60000000
PA
USD
1335723.12000000
0.025641700902
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.50000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203101
35381.00000000
NS
USD
2433151.37000000
0.046708886553
Long
EC
CORP
US
N
1
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
415028.00000000
NS
USD
19755332.80000000
0.379240523201
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
4347.00000000
NS
USD
181704.60000000
0.003488159286
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CJ6
1380000.00000000
PA
USD
1443760.14000000
0.027715673353
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BD8
1800000.00000000
PA
USD
2315638.80000000
0.044453013216
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
3736.00000000
NS
USD
492516.88000000
0.009454781711
Long
EC
CORP
US
N
1
N
N
N
VIRGINIA ST CMWLTH TRANSPRTN B
N/A
Virginia Commonwealth Transportation Board
927793TC3
690000.00000000
PA
USD
851073.19000000
0.016337939994
Long
DBT
MUN
US
N
2
2035-05-15
Fixed
5.35000000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AD0
1860000.00000000
PA
USD
2023702.32000000
0.038848747040
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.62500000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAH8
1280000.00000000
PA
USD
1410455.04000000
0.027076319732
Long
DBT
CORP
HK
N
2
2029-04-09
Fixed
3.60000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205CKF6
1250.77000000
PA
USD
1256.03000000
0.000024111842
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UPD8
289215.62000000
PA
USD
319375.61000000
0.006131011543
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
5.50000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
5910.00000000
NS
USD
2374578.90000000
0.045584478557
Long
EC
CORP
US
N
1
N
N
N
APT PIPELINES LTD
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAD9
620000.00000000
PA
USD
700046.34000000
0.013438697436
Long
DBT
CORP
AU
N
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
91601.00000000
NS
USD
11370432.13000000
0.218276688814
Long
EC
CORP
IE
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QJPK6
23487.93000000
PA
USD
23658.76000000
0.000454174101
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Floating
2.44900000
N
N
N
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
000000000
71461.00000000
NS
7629216.78000000
0.146457070227
Long
EC
CORP
DE
N
2
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AS2
1645000.00000000
PA
USD
1784825.00000000
0.034263050573
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.85000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2P8
3100000.00000000
PA
USD
3183901.50000000
0.061120937971
Long
DBT
CORP
FR
N
2
2032-04-19
Fixed
2.87100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DWG0
3670.41000000
PA
USD
4225.07000000
0.000081108112
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AM4R4
419964.00000000
PA
USD
435647.54000000
0.008363068477
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189TAZ7
650000.00000000
PA
USD
937415.05000000
0.017995433315
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
2720.00000000
NS
USD
419995.20000000
0.008062592566
Long
EC
CORP
US
N
1
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YAU4
2425000.00000000
PA
USD
2644033.76000000
0.050757168034
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.80140000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBC0
660000.00000000
PA
USD
685893.78000000
0.013167012604
Long
DBT
CORP
IT
N
2
2023-01-12
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQD9
773841.02000000
PA
USD
809018.22000000
0.015530616271
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFK39
1319380.48000000
PA
USD
1419192.10000000
0.027244043923
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2020-BID Mortgage Trust
05493BAA6
2590000.00000000
PA
USD
2614214.95000000
0.050184740264
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
2.21300000
N
N
N
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
66809.00000000
NS
8079875.07000000
0.155108298096
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417KXK8
68578.31000000
PA
USD
76203.25000000
0.001462863758
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380UPK3
195217.68000000
PA
USD
202735.61000000
0.003891888817
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.00000000
N
N
N
N
N
N
DNB ASA
5967007LIEEXZX78M803
DNB ASA
000000000
480174.00000000
NS
10465019.49000000
0.200895601551
Long
EC
CORP
NO
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RP5
11185000.00000000
PA
USD
13215776.56000000
0.253701522918
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
26954.00000000
NS
USD
3993774.18000000
0.076667957199
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE IN
45866F104
22044.00000000
NS
USD
2616622.80000000
0.050230963443
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YVG9
26978.79000000
PA
USD
29388.75000000
0.000564171965
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2014-150E
61764BAA1
2140000.00000000
PA
USD
2298399.59000000
0.044122074371
Long
ABS-MBS
CORP
US
N
2
2032-09-09
Fixed
3.91200000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
915000.00000000
PA
USD
1142871.60000000
0.021939555659
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJWS3
50903.64000000
PA
USD
53398.42000000
0.001025082439
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
4.50000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
153413.00000000
NS
USD
18337455.89000000
0.352021726807
Long
EC
CORP
US
N
1
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
62773.00000000
NS
4058808.36000000
0.077916409791
Long
EC
CORP
DE
N
2
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
2883.00000000
NS
USD
485670.18000000
0.009323346512
Long
EC
CORP
US
N
1
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAA0
425000.00000000
PA
USD
434959.88000000
0.008349867558
Long
DBT
CORP
FR
N
2
2022-05-22
Fixed
3.00000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
17439.00000000
NS
USD
634430.82000000
0.012179084936
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG74
1192071.94000000
PA
USD
1302719.85000000
0.025008141472
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193VFR8
12064.30000000
PA
USD
12858.44000000
0.000246841780
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
48814.00000000
NS
USD
13404324.40000000
0.257321050983
Long
EC
CORP
SG
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KWU43
39065.18000000
PA
USD
44771.47000000
0.000859472015
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KHU1
281270.99000000
PA
USD
325867.51000000
0.006255635692
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAB9
360000.00000000
PA
USD
377244.72000000
0.007241917229
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AW6
1515000.00000000
PA
USD
1655337.48000000
0.031777295697
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.65000000
N
N
N
N
N
N
Direct Line Insurance Group PL
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
424433.00000000
NS
1674054.65000000
0.032136606746
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GH25
210081.13000000
PA
USD
222578.75000000
0.004272814963
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
4535.00000000
NS
USD
1570334.45000000
0.030145503720
Long
EC
CORP
US
N
1
N
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
000000000
79700.00000000
NS
4801063.50000000
0.092165384005
Long
EC
CORP
JP
N
2
N
N
N
Pola Orbis Holdings Inc
353800E8OIV0XYBABS79
Pola Orbis Holdings Inc
000000000
53200.00000000
NS
1402772.06000000
0.026928830577
Long
EC
CORP
JP
N
2
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
2870000.00000000
PA
USD
3002872.39000000
0.057645745977
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
506498.00000000
NS
5717323.46000000
0.109754705842
Long
EC
CORP
SE
N
2
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AZ9
2020000.00000000
PA
USD
2239115.46000000
0.042984004732
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.60000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
2095000.00000000
PA
USD
2175330.68000000
0.041759536706
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
40895.00000000
NS
USD
3273235.80000000
0.062835876769
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CD37
158278.72000000
PA
USD
181207.94000000
0.003478624970
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.00000000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAA1
3039062.50000000
PA
USD
3050307.03000000
0.058556342517
Long
ABS-O
CORP
US
N
2
2048-09-05
Fixed
4.26200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6BM2
5467688.10000000
PA
USD
5769936.70000000
0.110764715284
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CG56
2030.75000000
PA
USD
2067.23000000
0.000039684342
Long
ABS-MBS
USGA
US
N
2
2025-06-20
Fixed
8.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMYW5
12995.66000000
PA
USD
14853.56000000
0.000285141836
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587602
18082.00000000
NS
USD
907592.09000000
0.017422925877
Long
EP
CORP
US
N
2
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AT9
650000.00000000
PA
USD
706574.70000000
0.013564021503
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
3.12500000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
26487.00000000
NS
USD
14555930.85000000
0.279428288408
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKF59
15807.58000000
PA
USD
17426.38000000
0.000334531922
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.50000000
N
N
N
N
N
N
ROBLOX Corp
N/A
ROBLOX Corp
771049103
4100.00000000
NS
USD
368918.00000000
0.007082070282
Long
EC
CORP
US
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
2720000.00000000
PA
USD
2864804.64000000
0.054995277555
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QGA98
2775734.24000000
PA
USD
2873628.25000000
0.055164663235
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287UEV0
8318.70000000
PA
USD
8696.97000000
0.000166954588
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2016-1
59980TAA4
35331.44000000
PA
USD
35517.34000000
0.000681821700
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.50000000
N
N
N
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
4451153.00000000
NS
2361103.22000000
0.045325787702
Long
EC
CORP
IT
N
2
N
N
N
BHP Group PLC
549300C116EOWV835768
BHP Group PLC
000000000
248592.00000000
NS
7356079.57000000
0.141213691162
Long
EC
CORP
AU
N
2
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAD0
1665000.00000000
PA
USD
1727592.35000000
0.033164362925
Long
DBT
CORP
NL
N
2
2023-04-06
Fixed
2.75000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CM7
2775000.00000000
PA
USD
2628671.48000000
0.050462260367
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
920000.00000000
PA
USD
988172.92000000
0.018969825463
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
9564.00000000
NS
USD
1664805.48000000
0.031959051647
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DBD0
90830.10000000
PA
USD
103940.89000000
0.001995339582
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2MG4
11958.93000000
PA
USD
14217.50000000
0.000272931475
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130H204
18445.00000000
NS
USD
1963053.96000000
0.037684488456
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RFV6
73542.93000000
PA
USD
84003.77000000
0.001612609314
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
71281.00000000
NS
USD
3040134.65000000
0.058361064677
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EK2B0
239270.28000000
PA
USD
261570.86000000
0.005021341366
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.00000000
N
N
N
N
N
N
ILLINOIS TOOL WORKS INC
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AR0
1200000.00000000
PA
USD
1438273.20000000
0.027610341288
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
3.90000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BRQH1
1112200.16000000
PA
USD
1152607.28000000
0.022126450226
Long
ABS-MBS
USGSE
US
N
2
2025-06-25
Fixed
2.20600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AVS3
446702.81000000
PA
USD
488130.37000000
0.009370574456
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAA9
669937.50000000
PA
USD
701431.26000000
0.013465283562
Long
ABS-O
CORP
US
N
2
2050-07-20
Fixed
3.78600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYU5
525227.56000000
PA
USD
569037.83000000
0.010923744315
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.50000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
1430000.00000000
PA
USD
1449815.51000000
0.027831917494
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GTG0
1625000.00000000
PA
USD
1927598.08000000
0.037003846595
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.60100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MG61
364546.42000000
PA
USD
399508.26000000
0.007669307476
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YR3Y2
592711.32000000
PA
USD
638270.34000000
0.012252791696
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FTK2
377935.11000000
PA
USD
414215.81000000
0.007951646377
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
4.00000000
N
N
N
N
N
N
Largan Precision Co Ltd
N/A
Largan Precision Co Ltd
000000000
22000.00000000
NS
2446218.28000000
0.046959730304
Long
EC
CORP
TW
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2RW4
1815620.01000000
PA
USD
1946412.30000000
0.037365020700
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203XG75
228.31000000
PA
USD
231.53000000
0.000004444650
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERN63
1165219.06000000
PA
USD
1239623.92000000
0.023796897210
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
71896.00000000
NS
USD
1874328.72000000
0.035981241704
Long
EC
CORP
US
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
200000.00000000
PA
USD
216113.20000000
0.004148696651
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
141726.00000000
NS
USD
8782760.22000000
0.168601491794
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJGD4
1376038.16000000
PA
USD
1469161.71000000
0.028203303948
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
52443.00000000
NS
USD
9028586.88000000
0.173320593826
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ82
220334.72000000
PA
USD
249506.23000000
0.004789738252
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128NGEY7
10658.36000000
PA
USD
11365.57000000
0.000218183351
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
2.47500000
N
N
N
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy Inc
29786A106
8525.00000000
NS
USD
1754786.00000000
0.033686395844
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
26508.00000000
NS
USD
4952754.72000000
0.095077380387
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CGE8
377854.54000000
PA
USD
400923.88000000
0.007696482947
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
000000000
383000.00000000
NS
4410062.32000000
0.084659385823
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945DS4
128198.90000000
PA
USD
140135.25000000
0.002690157947
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAA4
919594.26000000
PA
USD
917426.68000000
0.017611719207
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.93100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBU4
20400000.00000000
PA
USD
20371312.50000000
0.391065404415
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AJ8
655000.00000000
PA
USD
731566.88000000
0.014043793093
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.95000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
47248.00000000
NS
USD
22529736.32000000
0.432500382356
Long
EC
CORP
US
N
1
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAC1
370000.00000000
PA
USD
381847.40000000
0.007330274272
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ABF4
1244759.61000000
PA
USD
1345374.44000000
0.025826976021
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
32884.00000000
NS
USD
3856306.68000000
0.074029011697
Long
EC
CORP
US
N
1
N
N
N
ALFA S.A.
549300ZCGJ6T8YDJ4M34
Alfa SAB de CV
015398AB6
395000.00000000
PA
USD
431308.40000000
0.008279770578
Long
DBT
CORP
MX
N
2
2024-03-25
Fixed
5.25000000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AD3
1390000.00000000
PA
USD
1467409.24000000
0.028169662012
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
3.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAZ0
1875000.00000000
PA
USD
1921595.63000000
0.036888618353
Long
DBT
CORP
IT
N
2
2022-07-14
Fixed
3.12500000
N
N
N
N
N
N
Pinterest Inc
N/A
Pinterest Inc
72352L106
78551.00000000
NS
USD
6201601.45000000
0.119051326666
Long
EC
CORP
US
N
1
N
N
N
BANNER HEALTH
PLD0E0WJKFN8IZJ2WD85
Banner Health
06654DAD9
670000.00000000
PA
USD
658547.69000000
0.012642053314
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
1.89700000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSION
N/A
Central Texas Turnpike System
88283KBL1
1820000.00000000
PA
USD
1837149.68000000
0.035267520567
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.02900000
N
N
N
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
177867.00000000
NS
8179134.41000000
0.157013766580
Long
EC
CORP
FI
N
2
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738108
142952.00000000
NS
USD
15280139.28000000
0.293330822305
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DBY4
101502.75000000
PA
USD
116193.46000000
0.002230550556
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.00000000
N
N
N
N
N
N
Dr. Martens Plc
213800QPT8YM6NQZPH28
Dr. Martens Plc
000000000
118759.00000000
NS
730607.00000000
0.014025366403
Long
EC
CORP
GB
N
2
N
N
N
Munich Re
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
45334.00000000
NS
12424271.61000000
0.238507106585
Long
EC
CORP
DE
N
2
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
80516.00000000
NS
USD
15099970.64000000
0.289872148640
Long
EC
CORP
US
N
1
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
10678.00000000
NS
USD
873780.74000000
0.016773853842
Long
EC
CORP
US
N
1
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
1395000.00000000
PA
USD
1504059.71000000
0.028873236260
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC
559222401
127522.00000000
NS
USD
11813638.08000000
0.226784855093
Long
EC
CORP
CA
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCP5
645000.00000000
PA
USD
715991.28000000
0.013744790350
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BY4
2040000.00000000
PA
USD
2058331.44000000
0.039513517698
Long
DBT
CORP
US
N
2
2021-11-05
Fixed
3.70000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAE8
830000.00000000
PA
USD
933498.51000000
0.017920248012
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
4.00000000
N
N
N
N
N
N
Stroeer SE & Co KGaA
529900MBF3N1ATE55378
Stroeer SE & Co KGaA
000000000
39110.00000000
NS
3133060.59000000
0.060144951715
Long
EC
CORP
DE
N
2
N
N
N
2021-08-23
T. Rowe Price Balanced Fund, Inc.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President