0001752724-22-189562.txt : 20220824
0001752724-22-189562.hdr.sgml : 20220824
20220824133541
ACCESSION NUMBER: 0001752724-22-189562
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220824
DATE AS OF CHANGE: 20220824
PERIOD START: 20221231
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: 221190807
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
2022-12-31
2022-06-30
N
4316674812.93
101469828.00
4215204984.93
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
61701039.22000000
0.00000000
1909040.92000000
USD
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
143900.00000000
NS
4237918.80000000
0.100538854341
Long
EC
CORP
JP
N
2
N
N
N
NEW YORK CITY NY MUNI WTR FIN
549300Q2EHQ6RJPQKP05
New York City Municipal Water Finance Authority
64972FL20
245000.00000000
PA
USD
298757.31000000
0.007087610473
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
6.01100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPW34
135307.87000000
PA
USD
148276.41000000
0.003517655974
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
HILTON WORLDWIDE HOLDINGS INC
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS IN
43300A203
23412.00000000
NS
USD
2609033.28000000
0.061895762823
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
2296439.00000000
0.054479889073
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
6.64500000
N
N
N
N
N
N
MARYLAND ST HLTH & HGR EDUCTNL
N/A
Maryland Health & Higher Educational Facilities Authority
574218NF6
1800000.00000000
PA
USD
1829952.54000000
0.043413132849
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.66500000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
24574.00000000
NS
USD
4095502.84000000
0.097160229565
Long
EC
CORP
US
N
1
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAA1
960000.00000000
PA
USD
937114.56000000
0.022231767217
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
51915.00000000
NS
USD
34960599.30000000
0.829392625625
Long
EC
CORP
US
N
1
N
N
N
AUSGRID FINANCE PTY LTD
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
052113AA5
1705000.00000000
PA
USD
1703184.18000000
0.040405726081
Long
DBT
CORP
AU
N
2
2023-05-01
Fixed
3.85000000
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-G
63941JAA6
1055416.67000000
PA
USD
1016953.59000000
0.024125839517
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
2.40000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AS9
1045000.00000000
PA
USD
998548.71000000
0.023689208794
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.37500000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AS0
1000000.00000000
PA
USD
1086327.00000000
0.025771629229
Long
DBT
CORP
US
N
2
2035-05-09
Fixed
5.55000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust 2021-2
61772LBL4
544884.95000000
PA
USD
456597.24000000
0.010832147941
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MK74
71096.33000000
PA
USD
70346.21000000
0.001668868068
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
3.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
2095000.00000000
PA
USD
1968857.96000000
0.046708474843
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VL32
555072.01000000
PA
USD
520942.43000000
0.012358649979
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030674
3715000.00000000
PA
USD
3501677.75000000
0.083072537694
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.00000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BJ1
505000.00000000
PA
USD
449013.18000000
0.010652226442
Long
DBT
CORP
CL
N
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287UEV0
7784.45000000
PA
USD
7930.10000000
0.000188130827
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042673
7520000.00000000
PA
USD
7548493.73000000
0.179077737784
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
930000.00000000
PA
USD
836383.41000000
0.019842057811
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P4
14687KAF3
1715000.00000000
PA
USD
1474734.50000000
0.034986068418
Long
ABS-O
CORP
US
N
2
2028-02-10
Fixed
2.33000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
935000.00000000
PA
USD
813464.03000000
0.019298326722
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
HIGH STREET FNDG TRUST I
N/A
High Street Funding Trust I
42981CAA6
1800000.00000000
PA
USD
1757991.60000000
0.041705957510
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.11100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DDX4
6767.87000000
PA
USD
7255.98000000
0.000172138247
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
HCA HEALTHCARE INC
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC
40412C101
22978.00000000
NS
USD
3861682.68000000
0.091613164574
Long
EC
CORP
US
N
1
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AM2
2155000.00000000
PA
USD
2066892.83000000
0.049034218677
Long
DBT
CORP
US
N
2
2027-04-07
Fixed
3.65000000
N
N
N
N
N
N
CyberAgent Inc
3538006T5KZABPGS8Q08
CyberAgent Inc
000000000
387700.00000000
NS
3884189.21000000
0.092147101360
Long
EC
CORP
JP
N
2
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
2724.00000000
NS
USD
499799.52000000
0.011857063221
Long
EC
CORP
IT
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RP5
11185000.00000000
PA
USD
10391564.06000000
0.246525711018
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
19190.00000000
NS
USD
309534.70000000
0.007343289379
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AQ35
831264.53000000
PA
USD
812996.49000000
0.019287234972
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NZ2
100135.59000000
PA
USD
101044.92000000
0.002397153171
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BRQH1
873502.59000000
PA
USD
859446.62000000
0.020389201072
Long
ABS-MBS
USGSE
US
N
2
2025-06-25
Fixed
2.20600000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
10550.00000000
NS
USD
3555983.00000000
0.084360855823
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WQB7
2676008.27000000
PA
USD
2529365.93000000
0.060005763398
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
107200.00000000
NS
1759875.85000000
0.041750658776
Long
EC
CORP
JP
N
2
N
N
N
XP Inc
5493008KDA8NBZRJST80
XP Inc
000000000
106240.00000000
NS
USD
1908070.40000000
0.045266372734
Long
EC
CORP
BR
N
1
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
1381.00000000
NS
USD
353549.81000000
0.008387487945
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374UC61
323.92000000
PA
USD
332.26000000
0.000007882416
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
7.00000000
N
N
N
N
N
N
MAYO CLINIC
5493001OHMD58DCY4635
Mayo Clinic
578454AC4
1500000.00000000
PA
USD
1413160.50000000
0.033525309090
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
3439000.00000000
PA
USD
2838820.15000000
0.067347143499
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178NF87
358971.27000000
PA
USD
342478.99000000
0.008124847812
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTQ5
763592.95000000
PA
USD
667373.94000000
0.015832538213
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHVS8
151115.89000000
PA
USD
155950.34000000
0.003699709517
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HMH3
172728.09000000
PA
USD
181665.00000000
0.004309754819
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
4200.00000000
NS
USD
336588.00000000
0.007985092094
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
300100.00000000
NS
4079394.17000000
0.096778073298
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KE84
135.98000000
PA
USD
135.42000000
0.000003212655
Long
ABS-MBS
USGA
US
N
2
2023-08-20
Floating
1.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7M1
281506.57000000
PA
USD
289473.47000000
0.006867364008
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
5.00000000
N
N
N
N
N
N
BEIJING ENT
529900896ODARUEY2V26
Beijing Enterprises Holdings Ltd
000000000
479000.00000000
NS
1703059.61000000
0.040402770828
Long
EC
CORP
HK
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBD5
3700000.00000000
PA
USD
3635575.60000000
0.086249081906
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.70800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG41
33832.40000000
PA
USD
33429.93000000
0.000793079580
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LTW2
687525.97000000
PA
USD
672373.92000000
0.015951155932
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.50000000
N
N
N
N
N
N
COCA-COLA EUROPACIFIC
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
19123MAF0
2400000.00000000
PA
USD
2130744.00000000
0.050549000763
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
1.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-7
92538QAA8
3078845.48000000
PA
USD
2766056.95000000
0.065620935633
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.82900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGYQ6
1066656.76000000
PA
USD
929854.98000000
0.022059543564
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERA59
36124.06000000
PA
USD
36376.76000000
0.000862989110
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
000000000
25600.00000000
NS
2942281.63000000
0.069801626267
Long
EC
CORP
JP
N
2
N
N
N
Worley Ltd
549300XDR86FY8OLGP97
Worley Ltd
000000000
495076.00000000
NS
4881447.40000000
0.115805694324
Long
EC
CORP
AU
N
2
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
6552.00000000
NS
2125762.31000000
0.050430816949
Long
EC
CORP
DK
N
2
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
22474.00000000
NS
USD
6163943.98000000
0.146231179789
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179ME48
72316.53000000
PA
USD
73988.97000000
0.001755287590
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ74
32260.92000000
PA
USD
33411.96000000
0.000792653266
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-2
30166QAE9
915000.00000000
PA
USD
889653.13000000
0.021105809401
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
3.85000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
1645000.00000000
PA
USD
1556492.42000000
0.036925663771
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
19455.00000000
NS
USD
666139.20000000
0.015803245687
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LPMP4
861953.20000000
PA
USD
777284.59000000
0.018440018760
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAE5
1000000.00000000
PA
USD
997857.00000000
0.023672798916
Long
DBT
CORP
ES
N
2
2023-02-23
Fixed
3.12500000
N
N
N
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
000000000
114175.00000000
NS
5821367.38000000
0.138104016312
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXFP0
6099.88000000
PA
USD
6427.19000000
0.000152476333
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
32266.00000000
NS
USD
6418675.38000000
0.152274335481
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204B6W8
1295.83000000
PA
USD
1307.81000000
0.000031026011
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
421970.76000000
0.010010681841
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RM2
10640000.00000000
PA
USD
9866937.50000000
0.234079660070
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
1600.00000000
NS
USD
294976.00000000
0.006997904041
Long
EC
CORP
US
N
1
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
1212.00000000
NS
USD
107964.96000000
0.002561321700
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJS7
1462755.56000000
PA
USD
1403046.14000000
0.033285359668
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738108
111549.00000000
NS
USD
9924514.53000000
0.235445596726
Long
EC
CORP
US
N
1
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AM5
1645000.00000000
PA
USD
1473462.69000000
0.034955896457
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBT7
5970000.00000000
PA
USD
5483071.88000000
0.130078416105
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC-CL C
02079K107
37083.00000000
NS
USD
81117208.35000000
1.924395341152
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UZH8
746544.64000000
PA
USD
701350.59000000
0.016638587981
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31408JR78
40460.48000000
PA
USD
43064.09000000
0.001021636910
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
6.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS
571748102
26191.00000000
NS
USD
4066152.75000000
0.096463938634
Long
EC
CORP
US
N
1
N
N
N
SMC Corp
353800O40V08DOZ70X62
SMC Corp
000000000
4400.00000000
NS
1958614.05000000
0.046465452024
Long
EC
CORP
JP
N
2
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence Health & Services Obligated Group
743755AJ9
1310000.00000000
PA
USD
1323206.11000000
0.031391263645
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
4.37900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDYA8
4597782.28000000
PA
USD
4008305.30000000
0.095091586632
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPD54
428370.81000000
PA
USD
373429.71000000
0.008859111510
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2RW4
1257002.87000000
PA
USD
1223129.28000000
0.029017077090
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
3.50000000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
209631.00000000
NS
5845417.18000000
0.138674565078
Long
EC
CORP
AU
N
2
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAF2
1460000.00000000
PA
USD
1411741.60000000
0.033491647619
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
1.59000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BBT1
371769.00000000
PA
USD
375993.28000000
0.008919928718
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
3138ENF87
3029.52000000
PA
USD
3246.23000000
0.000077012387
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJWS3
26659.69000000
PA
USD
27257.24000000
0.000646640913
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
4.50000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AC9
478000.00000000
PA
USD
480037.71000000
0.011388241182
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.90000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
365000.00000000
PA
USD
373006.64000000
0.008849074750
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
8500.00000000
NS
USD
303365.00000000
0.007196921646
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4TB2
353458.17000000
PA
USD
333557.28000000
0.007913192387
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
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
2470792.75000000
0.058616194439
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PVD4
2910000.00000000
PA
USD
2290924.27000000
0.054349059611
Long
DBT
MUN
US
N
2
2051-07-01
Fixed
3.40500000
N
N
N
N
N
N
T ROWE PRICE TREASURY RESERVE FUND
5493007QR86JJLYO6D96
T ROWE PRICE TREASURY RESERVE FUND
000000000
96624869.32000000
NS
USD
96624869.32000000
2.292293486685
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YR3Y2
410682.12000000
PA
USD
402083.61000000
0.009538886280
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.50000000
N
N
N
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
11158.00000000
NS
USD
2895501.00000000
0.068691819504
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
12175000.00000000
PA
USD
11027886.72000000
0.261621599884
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q8WZ4
296001.39000000
PA
USD
297866.24000000
0.007066471050
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOL
549300JQDKSBWYRGGV95
Baylor Scott & White Holdings
072863AF0
1850000.00000000
PA
USD
1716652.00000000
0.040725231777
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.96700000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
5931.00000000
NS
USD
508464.63000000
0.012062631160
Long
EC
CORP
US
N
1
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2020-3
362590AG6
1355000.00000000
PA
USD
1292329.49000000
0.030658757868
Long
ABS-O
CORP
US
N
2
2027-09-16
Fixed
1.91000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ73
1151344.45000000
PA
USD
1186374.55000000
0.028145121156
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.00000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
2100.00000000
NS
USD
768726.00000000
0.018236977863
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
660000.00000000
PA
USD
475876.50000000
0.011289522139
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJMU9
970662.19000000
PA
USD
918883.83000000
0.021799267966
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
BIG Commercial Mortgage Trust
N/A
BIG Commercial Mortgage Trust 2022-BIG
05551UAA3
3395000.00000000
PA
USD
3290980.26000000
0.078074026572
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
2.62055000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYWJ4
2134482.03000000
PA
USD
1964492.27000000
0.046604904791
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGH77
5669614.02000000
PA
USD
5419925.30000000
0.128580349458
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.50000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFL3
940000.00000000
PA
USD
875771.68000000
0.020776490897
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.45000000
N
N
N
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
1044311.16000000
0.024774860623
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
5.50800000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UBP3
200000.00000000
PA
USD
200022.60000000
0.004745263889
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.75000000
N
N
N
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
000000000
41000.00000000
NS
2086765.89000000
0.049505679971
Long
EC
CORP
JP
N
2
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
765000.00000000
PA
USD
690412.50000000
0.016379096686
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFL7
1330000.00000000
PA
USD
1331089.27000000
0.031578280884
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.50000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBE3
410000.00000000
PA
USD
411194.74000000
0.009755035436
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
100159.00000000
NS
USD
15050892.93000000
0.357061945594
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371FMW9
122.29000000
PA
USD
126.61000000
0.000003003649
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LUN4
110382.28000000
PA
USD
115168.51000000
0.002732216117
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419FFW1
139711.18000000
PA
USD
141303.12000000
0.003352224162
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9WH0
87292.68000000
PA
USD
87546.18000000
0.002076913941
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417KXK8
48499.52000000
PA
USD
50053.05000000
0.001187440472
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376JGN3
51.39000000
PA
USD
51.47000000
0.000001221055
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSK2
413083.55000000
PA
USD
431272.13000000
0.010231344182
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TQS7
541490.70000000
PA
USD
560843.39000000
0.013305245937
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203N3J5
62.67000000
PA
USD
65.82000000
0.000001561489
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
6.50000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
13307.00000000
NS
USD
820376.55000000
0.019462316848
Long
EC
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
1192833.00000000
NS
2232352.40000000
0.052959521730
Long
EC
CORP
IT
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
680890.00000000
NS
USD
93091280.80000000
2.208463909414
Long
EC
CORP
US
N
1
N
N
N
ROBLOX Corp
N/A
ROBLOX Corp
771049103
31300.00000000
NS
USD
1028518.00000000
0.024400189401
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5A2
3201534.24000000
PA
USD
2846828.87000000
0.067537139479
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.00000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH ST PERSO
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FMT8
1300000.00000000
PA
USD
1437783.49000000
0.034109456008
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.62800000
N
N
N
N
N
N
GUSTO INC SER E CVT PFD PP
N/A
GUSTO INC SER E CVT PFD PP
000000000
10431.00000000
NS
USD
317053.69000000
0.007521667181
Long
EP
CORP
US
Y
3
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
1730000.00000000
PA
USD
1650158.77000000
0.039147770414
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942WL5
1311.75000000
PA
USD
1324.77000000
0.000031428364
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204FUK8
533.56000000
PA
USD
538.48000000
0.000012774704
Long
ABS-MBS
USGA
US
N
2
2026-01-15
Fixed
7.50000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
48837.00000000
NS
USD
4412911.32000000
0.104690313656
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
18101.00000000
NS
7893365.12000000
0.187259342030
Long
EC
CORP
CH
N
2
N
N
N
AUTORIDAD CANAL DE PANAM
549300W1ISP1PW2J2P64
Autoridad del Canal de Panama
05330GAA2
510000.00000000
PA
USD
519300.95000000
0.012319708100
Long
DBT
CORP
PA
N
2
2035-07-29
Fixed
4.95000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
6950.00000000
NS
USD
1083157.50000000
0.025696437157
Long
EC
CORP
US
N
1
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AD4
1910562.50000000
PA
USD
1861176.37000000
0.044153875710
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.95900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMCR4
410869.31000000
PA
USD
387689.33000000
0.009197401582
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2021-5INV
33851PAB1
2601511.51000000
PA
USD
2222767.86000000
0.052732141567
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
1365000.00000000
PA
USD
1207821.62000000
0.028653923695
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
48920.00000000
NS
USD
1104613.60000000
0.026205453920
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
138663.00000000
NS
USD
16858647.54000000
0.399948462773
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust
78449XAA0
1243951.25000000
PA
USD
1127515.80000000
0.026748777438
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
16065.00000000
NS
USD
671998.95000000
0.015942260279
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
343783.00000000
NS
USD
10701964.79000000
0.253889545781
Long
EC
CORP
US
N
1
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAN2
505000.00000000
PA
USD
441340.21000000
0.010470195674
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.50000000
N
N
N
N
N
N
PSMC Trust
N/A
PSMC 2021-2 Trust
69376CAC8
2166619.41000000
PA
USD
1973231.29000000
0.046812226144
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAC9
1510000.00000000
PA
USD
1343900.00000000
0.031882198014
Long
DBT
CORP
IE
N
2
2030-06-15
Variable
4.40000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAG2
565000.00000000
PA
USD
564120.30000000
0.013382986165
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERJM3
2224738.24000000
PA
USD
2108178.95000000
0.050013675670
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAF2
690000.00000000
PA
USD
691836.78000000
0.016412885790
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.00000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
501136.00000000
NS
USD
33110055.52000000
0.785490993637
Long
EC
CORP
GB
N
1
N
N
N
HOUSTON TX ARPT SYS REVENUE
N/A
City of Houston TX Airport System Revenue
442349ET9
685000.00000000
PA
USD
587457.37000000
0.013936626382
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
2.38500000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
15932.00000000
NS
USD
4198400.64000000
0.099601339792
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDH3
1130813.91000000
PA
USD
982637.66000000
0.023311740793
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
Black Knight Inc
549300TUSNXS3BFFML48
Black Knight Inc
09215C105
9200.00000000
NS
USD
601588.00000000
0.014271856342
Long
EC
CORP
US
N
1
N
N
N
Barclays Mortgage Loan Trust
N/A
Barclays Mortgage Loan Trust 2021-NQM1
06744UAD3
1190740.23000000
PA
USD
1099542.03000000
0.026085137826
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.18900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UGF3
124865.16000000
PA
USD
131089.00000000
0.003109908070
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
5.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAF2
2100000.00000000
PA
USD
1930339.11000000
0.045794667564
Long
ABS-O
CORP
US
N
2
2027-06-18
Fixed
1.29000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
460000.00000000
PA
USD
406448.18000000
0.009642429762
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAK9
1445000.00000000
PA
USD
1184264.20000000
0.028095055975
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
331408.00000000
NS
6804267.36000000
0.161421980291
Long
EC
CORP
GB
N
2
N
N
N
CHICAGO IL O'HARE INTERNATIONA
N/A
Chicago O'Hare International Airport
167593AN2
755000.00000000
PA
USD
931084.88000000
0.022088721268
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.39500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RSN0
23319.77000000
PA
USD
24531.95000000
0.000581987117
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K3B27
201341.26000000
PA
USD
198937.90000000
0.004719530858
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
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
2077954.12000000
0.049296632724
Long
ABS-MBS
CORP
US
N
2
2032-09-09
Fixed
3.91200000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAC1
677591.99000000
PA
USD
661288.52000000
0.015688169907
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.91600000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
152300.00000000
NS
3258825.65000000
0.077311202222
Long
EC
CORP
SG
N
2
N
N
N
NTT
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
555500.00000000
NS
15961275.61000000
0.378659535350
Long
EC
CORP
JP
N
2
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
194213.00000000
NS
USD
9930110.69000000
0.235578358003
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Rubber Industries Ltd
353800JD4V72SJ3EOX37
Sumitomo Rubber Industries Ltd
000000000
120200.00000000
NS
1027901.87000000
0.024385572556
Long
EC
CORP
JP
N
2
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
135149.00000000
NS
USD
23990298.99000000
0.569137184923
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F4Y8
58712.91000000
PA
USD
60396.03000000
0.001432813593
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
4.50000000
N
N
N
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
215290.00000000
NS
USD
2826757.70000000
0.067060978294
Long
EC
CORP
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516106
66806.00000000
NS
USD
11611550.86000000
0.275468237049
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
3429.00000000
NS
USD
113568.48000000
0.002694257584
Long
EC
CORP
US
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
5005.00000000
NS
USD
711210.50000000
0.016872500923
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties In
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
13894.00000000
NS
USD
979110.18000000
0.023228056132
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419LZY2
384820.41000000
PA
USD
389201.33000000
0.009233271724
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Melrose Industries PLC
213800RGNXXZY2M7TR85
Melrose Industries PLC
000000000
2696684.00000000
NS
4946395.10000000
0.117346490092
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJC89
117307.25000000
PA
USD
115057.82000000
0.002729590148
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388MWB0
15120.17000000
PA
USD
15880.31000000
0.000376738736
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945AM0
82949.71000000
PA
USD
83973.50000000
0.001992156972
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
FEDERAL REALTY INVS TRST
549300LI6XZ51GOCJ427
Federal Realty OP LP
313747AT4
1500000.00000000
PA
USD
1488324.00000000
0.035308460806
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VBD8
1350000.00000000
PA
USD
1361955.60000000
0.032310542544
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AT9
650000.00000000
PA
USD
625685.45000000
0.014843535539
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
3.12500000
N
N
N
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
264357.00000000
NS
USD
4145117.76000000
0.098337276000
Long
EC
CORP
US
N
1
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAH2
480000.00000000
PA
USD
459544.80000000
0.010902074789
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2LR4
607128.98000000
PA
USD
612578.00000000
0.014532579131
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
68217FAA0
830000.00000000
PA
USD
807319.42000000
0.019152554214
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.60000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAX2
1165000.00000000
PA
USD
1130180.48000000
0.026811993344
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 I Pool
36297FYY2
52079.65000000
PA
USD
54844.16000000
0.001301103035
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36183FLP2
36504.61000000
PA
USD
36061.53000000
0.000855510707
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
3.50000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BN8
835000.00000000
PA
USD
814915.75000000
0.019332766802
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
16080000.00000000
PA
USD
14376525.00000000
0.341063484490
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
5171.00000000
NS
USD
6759841.46000000
0.160368036291
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
10942.00000000
NS
USD
861354.24000000
0.020434456760
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECP3
6831176.67000000
PA
USD
5937224.16000000
0.140852560699
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
3820000.00000000
PA
USD
3299987.22000000
0.078287704436
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.95600000
N
N
N
N
N
N
Housing Development Finance Co
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
139538.00000000
NS
3830770.26000000
0.090879809491
Long
EC
CORP
IN
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLV5
175784.44000000
PA
USD
182508.67000000
0.004329769741
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
5.00000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
1550000.00000000
PA
USD
1515700.05000000
0.035957920324
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31373UUL9
224.42000000
PA
USD
233.42000000
0.000005537571
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9KW4
432649.16000000
PA
USD
446508.63000000
0.010592809403
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
18647.00000000
NS
USD
2865111.55000000
0.067970871173
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLR6
836423.10000000
PA
USD
802369.05000000
0.019035113425
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJR6
24889.00000000
PA
USD
26733.87000000
0.000634224672
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
116737.00000000
NS
7660638.90000000
0.181738229276
Long
EC
CORP
CA
N
2
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FMB9
540882.40000000
PA
USD
565459.98000000
0.013414768250
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
200000.00000000
PA
USD
177148.60000000
0.004202609378
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYU5
319164.46000000
PA
USD
330495.66000000
0.007840559621
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.50000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
11401.00000000
NS
USD
1991412.67000000
0.047243554634
Long
EC
CORP
US
N
1
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AD8
1085000.00000000
PA
USD
1061650.80000000
0.025186219977
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
JACKSON NATL LIFE GLOBAL
635400PQXLYXWJI5QD78
Jackson National Life Global Funding
46849LUV1
3430000.00000000
PA
USD
3237113.95000000
0.076796121696
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
75691.00000000
NS
USD
19189182.32000000
0.455237227812
Long
EC
CORP
US
N
1
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
171839.00000000
NS
17664447.10000000
0.419064960379
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTA7
2001060.98000000
PA
USD
1983914.69000000
0.047065675265
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
3.02566000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NNA2
254921.07000000
PA
USD
253084.85000000
0.006004093535
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AR3K5
523230.11000000
PA
USD
533412.12000000
0.012654476399
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371GEG1
436.86000000
PA
USD
458.01000000
0.000010865663
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
7.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
59180.00000000
NS
USD
4520760.20000000
0.107248881517
Long
EC
CORP
US
N
1
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHR8
1275000.00000000
PA
USD
1146095.97000000
0.027189566678
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.32000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
92588.00000000
NS
USD
1817502.44000000
0.043117771175
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DGM6
924442.15000000
PA
USD
1001233.63000000
0.023752904866
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC/THE
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP
693475105
4449.00000000
NS
USD
701918.73000000
0.016652066329
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
23194.00000000
NS
USD
723884.74000000
0.017173180013
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGDE1
30696.50000000
PA
USD
30905.50000000
0.000733190915
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5UV9
294706.72000000
PA
USD
294712.12000000
0.006991643847
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERN63
929459.67000000
PA
USD
912822.02000000
0.021655459776
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
60596.00000000
NS
3962851.81000000
0.094013264459
Long
EC
CORP
NL
N
2
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAD1
1145000.00000000
PA
USD
1153776.43000000
0.027371775136
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TJ22
31137.52000000
PA
USD
32421.06000000
0.000769145512
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BRY6
90979.17000000
PA
USD
94089.04000000
0.002232134388
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
20257.00000000
NS
USD
424586.72000000
0.010072741931
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
210891.49000000
PA
USD
206966.69000000
0.004910002971
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
3140QEAQ5
548151.54000000
PA
USD
513254.54000000
0.012176265254
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417UHR9
7419.74000000
PA
USD
7716.78000000
0.000183070100
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
5.50000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
140609.00000000
NS
14179864.34000000
0.336397978050
Long
EC
CORP
FR
N
2
N
N
N
CRH AMERICA FINANCE INC
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636YAC6
2600000.00000000
PA
USD
2532485.80000000
0.060079778066
Long
DBT
CORP
US
N
2
2028-04-04
Fixed
3.95000000
N
N
N
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
5900.00000000
NS
USD
1242422.00000000
0.029474770608
Long
EC
CORP
US
N
1
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BE0
610000.00000000
PA
USD
595042.19000000
0.014116565911
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
3.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SBC3
1357684.04000000
PA
USD
1298641.69000000
0.030808506220
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312944LP4
18042.22000000
PA
USD
18265.14000000
0.000433315581
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAB8
840000.00000000
PA
USD
838091.52000000
0.019882580396
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.50000000
N
N
N
N
N
N
New Orleans Hotel Trust
N/A
New Orleans Hotel Trust 2019-HNLA
647622AE9
564682.00000000
PA
USD
532831.62000000
0.012640704827
Long
ABS-MBS
CORP
US
N
2
2032-04-15
Floating
2.91271000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BE1
1395000.00000000
PA
USD
1346544.68000000
0.031944939446
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.35000000
N
N
N
N
N
N
Blue Owl Capital Inc
N/A
Blue Owl Capital Inc
09581B103
25900.00000000
NS
USD
259777.00000000
0.006162855683
Long
EC
CORP
US
N
1
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
29553.00000000
NS
4480610.40000000
0.106296382169
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFRH1
38212.43000000
PA
USD
38481.28000000
0.000912915982
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block Inc
852234103
28696.00000000
NS
USD
1763656.16000000
0.041840341485
Long
EC
CORP
US
N
1
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAE7
2125000.00000000
PA
USD
2123797.25000000
0.050384198576
Long
DBT
CORP
FR
N
2
2023-04-24
Fixed
3.75000000
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
1622543.44000000
0.038492634303
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.46400000
N
N
N
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
24800.00000000
NS
USD
715976.00000000
0.016985555923
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WH6D9
577939.44000000
PA
USD
547248.58000000
0.012982727576
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
T Rowe Price Limited Duration Inflation Focused Bond Fund
5493009ZRV6DHHWWGU69
T Rowe Price Limited Duration Inflation Focused Bond Fund
872798202
4252452.03280000
NS
USD
21942652.49000000
0.520559559225
Long
EC
RF
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-PANW Mortgage Trust
12595HAA6
2160000.00000000
PA
USD
2081066.90000000
0.049370479192
Long
ABS-MBS
CORP
US
N
2
2029-10-10
Fixed
3.24400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8R30
651.37000000
PA
USD
659.35000000
0.000015642181
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
131734.00000000
NS
USD
8179364.06000000
0.194044277543
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ATLD1
369087.40000000
PA
USD
380129.39000000
0.009018052297
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
5.00000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
4463.00000000
NS
USD
1674115.93000000
0.039716121421
Long
EC
CORP
US
N
1
N
N
N
HashiCorp Inc
N/A
HashiCorp Inc
418100103
5659.00000000
NS
USD
166600.96000000
0.003952380977
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategi
N/A
CARLYLE US CLO 2019-4 LTD
14317VAQ3
2195000.00000000
PA
USD
2128409.89000000
0.050493627180
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
2.16635000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207M7E0
982.88000000
PA
USD
985.50000000
0.000023379645
Long
ABS-MBS
USGA
US
N
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
5600.00000000
NS
USD
599256.00000000
0.014216532817
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
5970.00000000
NS
USD
3529046.10000000
0.083721814540
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CVY5
49174.58000000
PA
USD
50684.35000000
0.001202417205
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.00000000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
78349.00000000
NS
2243415.15000000
0.053221970414
Long
EC
CORP
AU
N
2
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
12118.00000000
NS
USD
2212019.72000000
0.052477156577
Long
EC
CORP
US
N
1
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
22172.00000000
NS
USD
1812561.00000000
0.043000542238
Long
EC
CORP
TW
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXN9
13934.89000000
PA
USD
13974.98000000
0.000331537375
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AG6
1370000.00000000
PA
USD
1334988.28000000
0.031670779588
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LW9
2000000.00000000
PA
USD
1899988.00000000
0.045074628797
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.07500000
N
N
N
N
N
N
Elekta AB
54930044O54BK617EP80
Elekta AB
000000000
427742.00000000
NS
2964453.27000000
0.070327618243
Long
EC
CORP
SE
N
2
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
1252000.00000000
PA
USD
1255231.41000000
0.029778656423
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
84777.00000000
NS
4055051.17000000
0.096200568762
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5M5
525176.94000000
PA
USD
528459.42000000
0.012536980334
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.00000000
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
Dallas Fort Worth International Airport
2350364W7
1155000.00000000
PA
USD
1003450.37000000
0.023805494005
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
2.99400000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBE7
1005000.00000000
PA
USD
992902.82000000
0.023555267740
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.75000000
N
N
N
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
8872.00000000
NS
USD
1828962.80000000
0.043389652615
Long
EC
CORP
US
N
1
N
N
N
Samsonite International SA
549300UULS5HYFJSEL12
Samsonite International SA
000000000
921300.00000000
NS
1832075.26000000
0.043463491492
Long
EC
CORP
US
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FP75
395316.16000000
PA
USD
416650.20000000
0.009884458798
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
600000.00000000
PA
USD
601861.80000000
0.014278351874
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
DANONE SA
969500KMUQ2B6CBAF162
Danone SA
23636TAE0
1925000.00000000
PA
USD
1839664.75000000
0.043643541810
Long
DBT
CORP
FR
N
2
2026-11-02
Fixed
2.94700000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAB9
2240000.00000000
PA
USD
1923600.00000000
0.045634791353
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
1.37500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
1900000.00000000
PA
USD
1842361.60000000
0.043707520905
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CAY0
319048.42000000
PA
USD
321034.61000000
0.007616109089
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.00000000
N
N
N
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
166519.00000000
NS
7277070.80000000
0.172638598265
Long
EC
CORP
FI
N
2
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498101
77543.00000000
NS
USD
8801905.93000000
0.208813235927
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJGK8
737285.17000000
PA
USD
697993.60000000
0.016558947963
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
915000.00000000
PA
USD
861831.18000000
0.020445771512
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia Inc
78709Y105
3300.00000000
NS
USD
620400.00000000
0.014718145433
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VV31
870635.00000000
PA
USD
872672.96000000
0.020702977983
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
4.00000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BX7
1155000.00000000
PA
USD
1064265.51000000
0.025248250412
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 I Pool
36297FWP3
351278.24000000
PA
USD
376244.36000000
0.008925885249
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
5.00000000
N
N
N
N
N
N
DATABRICKS SER H CVT PFD STOCK PP
N/A
DATABRICKS SER H CVT PFD STOCK PP
000000000
2835.00000000
NS
USD
470269.80000000
0.011156510814
Long
EP
CORP
US
Y
3
N
N
N
JOBSOHIO BEVERAGE SYS STWD LIQ
N/A
JobsOhio Beverage System
47770VAY6
1225000.00000000
PA
USD
1218788.27000000
0.028914092537
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
3.98500000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
775000.00000000
PA
USD
644893.78000000
0.015299227019
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAL6
435000.00000000
PA
USD
429125.33000000
0.010180414274
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.85000000
N
N
N
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
1828916.00000000
NS
5465690.03000000
0.129666055376
Long
EC
CORP
GB
N
2
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
462949.22000000
PA
USD
434165.35000000
0.010299981888
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZP6
765000.00000000
PA
USD
757350.00000000
0.017967097749
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
36202EG45
717.37000000
PA
USD
774.72000000
0.000018379177
Long
ABS-MBS
USGA
US
N
2
2036-02-20
Fixed
5.50000000
N
N
N
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
81026.00000000
NS
USD
7511110.20000000
0.178190864426
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
2400.00000000
NS
USD
947976.00000000
0.022489440095
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXGC0
551958.36000000
PA
USD
558135.13000000
0.013240996155
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
36390000.00000000
PA
USD
34542070.31000000
0.819463595091
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292GU38
490.67000000
PA
USD
516.58000000
0.000012255157
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB71
215013.02000000
PA
USD
206305.42000000
0.004894315240
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411GMK5
5016.51000000
PA
USD
5262.97000000
0.000124856798
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDC4
23559230.05000000
PA
USD
20472153.88000000
0.485673981530
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
8306.00000000
NS
USD
560571.94000000
0.013298806155
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-III Ltd
12564DAA2
1380000.00000000
PA
USD
1334674.19000000
0.031663328231
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
2.18429000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCXQ4
78032.71000000
PA
USD
78706.58000000
0.001867206465
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
36181KC81
281139.72000000
PA
USD
279115.63000000
0.006621638354
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QJQE9
39542.80000000
PA
USD
40630.64000000
0.000963906622
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Floating
2.18500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJNB0
993289.47000000
PA
USD
940258.38000000
0.022306350067
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
56298.00000000
NS
USD
4486387.62000000
0.106433438849
Long
EC
CORP
CA
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YVG9
20174.03000000
PA
USD
20403.96000000
0.000484056174
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
36531.00000000
NS
3637227.49000000
0.086288270748
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132H7DB7
182504.89000000
PA
USD
178670.03000000
0.004238703233
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
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
1323021.00000000
0.031386872162
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.37500000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Trust 2021-MHC2
55293AAL1
1480000.00000000
PA
USD
1390801.44000000
0.032994870830
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Floating
2.82400000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
64380.00000000
NS
USD
2526271.20000000
0.059932345141
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWAQ7
337834.07000000
PA
USD
338201.88000000
0.008023379200
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
36192STM2
19698.50000000
PA
USD
19459.18000000
0.000461642555
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.50000000
N
N
N
N
N
N
SYNOPSYS INC
QG7T915N9S0NY5UKNE63
SYNOPSYS INC
871607107
29583.00000000
NS
USD
8984357.10000000
0.213141641560
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAZ4
735000.00000000
PA
USD
678943.02000000
0.016106998886
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUA0
307769.76000000
PA
USD
300881.33000000
0.007137999956
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
50158.00000000
NS
3120658.30000000
0.074033369934
Long
EC
CORP
IE
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
200199.00000000
NS
8830249.08000000
0.209485638576
Long
EC
CORP
KR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4W90
82835.93000000
PA
USD
87209.08000000
0.002068916703
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.00000000
N
N
N
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
24605.00000000
NS
USD
1274785.05000000
0.030242539913
Long
EC
CORP
CA
N
1
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AS2
1645000.00000000
PA
USD
1558637.50000000
0.036976552873
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945ZY7
278931.22000000
PA
USD
281703.11000000
0.006683022795
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAB9
360000.00000000
PA
USD
310537.80000000
0.007367086561
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
INTUITIVE SURGICAL INC
54930052SRG011710797
INTUITIVE SURGICAL INC
46120E602
55876.00000000
NS
USD
11214871.96000000
0.266057570156
Long
EC
CORP
US
N
1
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
1700000.00000000
PA
USD
1724362.70000000
0.040908157638
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7VE6
151513.55000000
PA
USD
159412.04000000
0.003781833637
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
5.00000000
N
N
N
N
N
N
CARVANA CO
5493003WEAK2PJ5WS063
Carvana Co
146869AJ1
1225000.00000000
PA
USD
1004500.00000000
0.023830395048
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
10.25000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAD5
655000.00000000
PA
USD
564843.84000000
0.013400151167
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO
46655AAE8
760000.00000000
PA
USD
696202.86000000
0.016516465094
Long
ABS-MBS
CORP
US
N
2
2039-01-05
Fixed
3.37650000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC
559222401
114539.00000000
NS
USD
6288191.10000000
0.149178773570
Long
EC
CORP
CA
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
11153.00000000
NS
USD
2599318.18000000
0.061665285301
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
28480.00000000
NS
USD
7775609.60000000
0.184465752621
Long
EC
CORP
US
N
1
N
N
N
SHERWIN-WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE
824348106
41236.00000000
NS
USD
9233152.76000000
0.219043979901
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCE0
1153.62000000
PA
USD
1224.34000000
0.000029045799
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
5.50000000
N
N
N
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
000000000
12092.00000000
NS
USD
1890826.04000000
0.044857273768
Long
EC
CORP
BM
N
1
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
1430000.00000000
PA
USD
1190696.65000000
0.028247657095
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFK39
936245.68000000
PA
USD
915484.89000000
0.021718632742
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
2555409.26000000
0.060623605948
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
3.46400000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
154083.00000000
NS
USD
11782727.01000000
0.279529158181
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6M88
14871.69000000
PA
USD
16316.55000000
0.000387087936
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
Atlassian Corp PLC
549300AGBII4MWBVJY22
Atlassian Corp PLC
000000000
15351.00000000
NS
USD
2876777.40000000
0.068247627583
Long
EC
CORP
AU
N
1
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
1879500.00000000
NS
5470442.67000000
0.129778805290
Long
EC
CORP
SG
N
2
N
N
N
Challenger Ltd
529900ACCCAOHJ2V3169
Challenger Ltd
000000000
402052.00000000
NS
1903446.07000000
0.045156666800
Long
EC
CORP
AU
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WQA9
10208291.70000000
PA
USD
9377762.65000000
0.222474652680
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TE27
646496.32000000
PA
USD
651352.47000000
0.015452450647
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.00000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557CBE2
820000.00000000
PA
USD
802755.40000000
0.019044279053
Long
DBT
CORP
FI
N
2
2023-06-09
Fixed
1.00000000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
2200000.00000000
PA
USD
2087503.00000000
0.049523166903
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
2750000.00000000
PA
USD
2404674.25000000
0.057047623036
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.97600000
N
N
N
N
N
N
AMER AIRLN 14-1 A PTT
N/A
American Airlines 2014-1 Class A Pass Through Trust
02377AAA6
774376.80000000
PA
USD
660156.22000000
0.015661307631
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.70000000
N
N
N
N
N
N
NTT Data Corp
353800SZGJGSLJRRWB43
NTT Data Corp
000000000
519000.00000000
NS
7200004.81000000
0.170810312564
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J95H0
773425.35000000
PA
USD
756417.24000000
0.017944969288
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.50000000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
12628.00000000
NS
USD
1736350.00000000
0.041192540011
Long
EC
CORP
US
N
1
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AS4
455000.00000000
PA
USD
394129.19000000
0.009350178494
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.70000000
N
N
N
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
63527.00000000
NS
USD
4247415.22000000
0.100764143978
Long
EC
CORP
SG
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-MEAD
61771LAJ1
2090000.00000000
PA
USD
1863256.74000000
0.044203229656
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.28300000
N
N
N
N
N
N
UTAH ST TRANSIT AUTH SALES TAX
N/A
Utah Transit Authority
917565LB7
900000.00000000
PA
USD
1030536.09000000
0.024448065839
Long
DBT
MUN
US
N
2
2039-06-15
Fixed
5.93700000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
4323.00000000
NS
USD
2068858.11000000
0.049080842269
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FRZF1
708795.13000000
PA
USD
110943.45000000
0.002631982321
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Fixed
4.50000000
N
N
N
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
146154.00000000
NS
4444797.55000000
0.105446771055
Long
EC
CORP
DE
N
2
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
000000000
59700.00000000
NS
3151114.17000000
0.074755893990
Long
EC
CORP
JP
N
2
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CY4
447000.00000000
PA
USD
306273.67000000
0.007265925882
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
2.77000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDF4
2012101.08000000
PA
USD
1831774.01000000
0.043456344745
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGTC8
133473.90000000
PA
USD
139765.37000000
0.003315743137
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KMA4
1975000.00000000
PA
USD
1915637.62000000
0.045445894727
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
1.77566000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A2GV5
278822.51000000
PA
USD
279918.83000000
0.006640693181
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
3125000.00000000
PA
USD
2764618.75000000
0.065586816296
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2020-INV1
36258KAS7
336828.53000000
PA
USD
304178.22000000
0.007216214183
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
2.94553000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J93L3
447393.55000000
PA
USD
437874.90000000
0.010387985912
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
MET TRANSPRTN AUTH NY DEDICATE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59259NZH9
240000.00000000
PA
USD
321861.84000000
0.007635733995
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.33600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LXQH5
54589.28000000
PA
USD
53382.73000000
0.001266432597
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
102996.00000000
NS
USD
9722822.40000000
0.230660725510
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A3K1
20573.37000000
PA
USD
22547.10000000
0.000534899253
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
31417DQW6
552126.75000000
PA
USD
527849.26000000
0.012522505118
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MSY7
8870.01000000
PA
USD
9005.04000000
0.000213632315
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
4.00000000
N
N
N
N
N
N
Direct Line Insurance Group PL
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
810258.00000000
NS
2487037.74000000
0.059001584712
Long
EC
CORP
GB
N
2
N
N
N
TRINITY HEALTH CORP
TWSRHFGEDJDX0GKMGJ67
Trinity Health Corp
896516AA9
725000.00000000
PA
USD
668435.50000000
0.015857722278
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.12500000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
49830.00000000
NS
USD
24046961.40000000
0.570481423465
Long
EC
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AL2
590000.00000000
PA
USD
581211.95000000
0.013788462294
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLT0
601180.25000000
PA
USD
604933.61000000
0.014351226385
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.00000000
N
N
N
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
6875.00000000
NS
USD
391737.50000000
0.009293438905
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
12227.00000000
NS
USD
2366291.31000000
0.056137040036
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CG3
1000000.00000000
PA
USD
893813.00000000
0.021204496654
Long
DBT
CORP
GB
N
2
2028-01-12
Fixed
2.60800000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
3995000.00000000
PA
USD
3110311.25000000
0.073787900259
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.06800000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
1480.00000000
NS
USD
482790.80000000
0.011453554494
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AAH1
111457.86000000
PA
USD
112727.00000000
0.002674294616
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GKD4
185232.79000000
PA
USD
198517.27000000
0.004709551984
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.50000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AJ8
2118344.58000000
PA
USD
2062466.67000000
0.048929214056
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
2.62400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282R0
13765000.00000000
PA
USD
13216550.78000000
0.313544675223
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
1575000.00000000
PA
USD
1559054.70000000
0.036986450376
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
447200.00000000
NS
3402016.47000000
0.080708209497
Long
EC
CORP
JP
N
2
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
12197.00000000
NS
USD
1161642.28000000
0.027558381719
Long
EC
CORP
US
N
1
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
156697.00000000
NS
4304924.04000000
0.102128462444
Long
EC
CORP
IT
N
2
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAE0
1217506.84000000
PA
USD
1180814.47000000
0.028013215827
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
2.70500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AVS3
302694.29000000
PA
USD
306138.50000000
0.007262719158
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
14390.00000000
NS
USD
2849795.60000000
0.067607521109
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JACE6
608287.83000000
PA
USD
581174.78000000
0.013787580487
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EF3
1750000.00000000
PA
USD
1740620.00000000
0.041293839949
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
3.35000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AT9
565000.00000000
PA
USD
564383.59000000
0.013389232362
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
3915000.00000000
PA
USD
3500166.60000000
0.083036687717
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
920000.00000000
PA
USD
869676.92000000
0.020631901013
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLP1
2457494.90000000
PA
USD
2253495.32000000
0.053461108725
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
24242.00000000
NS
USD
701805.90000000
0.016649389590
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GK2F2
24900.48000000
PA
USD
25208.05000000
0.000598026669
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
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
1347736.50000000
0.031973213753
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.03600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CG56
1559.07000000
PA
USD
1576.27000000
0.000037394859
Long
ABS-MBS
USGA
US
N
2
2025-06-20
Fixed
8.50000000
N
N
N
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
216.00000000
NS
USD
864894.24000000
0.020518438441
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417F4U9
1073596.13000000
PA
USD
1023193.38000000
0.024273870040
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130H204
6325.00000000
NS
USD
541012.28000000
0.012834779849
Long
EP
CORP
US
N
2
N
N
N
VIRGINIA ST PUBLIC BLDG AUTH P
N/A
Virginia Public Building Authority
928172WG6
755000.00000000
PA
USD
839310.10000000
0.019911489547
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.90000000
N
N
N
N
N
N
ILLINOIS ST TOLL HIGHWAY AUTH
549300ISBFGI8MJJKM98
Illinois State Toll Highway Authority
452252FH7
470000.00000000
PA
USD
541601.59000000
0.012848760426
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
6.18400000
N
N
N
N
N
N
AMER AIRLINE 16-1 B PTT
N/A
American Airlines 2016-1 Class B Pass Through Trust
02376YAA5
1301260.19900000
PA
USD
1218304.86000000
0.028902624293
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.25000000
N
N
N
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
Boral Finance Pty Ltd
09952AAA4
220000.00000000
PA
USD
219490.70000000
0.005207118059
Long
DBT
CORP
AU
N
2
2022-11-01
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
920499.01000000
0.021837585913
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.62000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FCN4
195529.80000000
PA
USD
204437.21000000
0.004849994501
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
4.50000000
N
N
N
N
N
N
Fontainebleau Miami Beach Trus
N/A
Fontainebleau Miami Beach Trust 2019-FBLU
34461LAJ3
2635000.00000000
PA
USD
2534234.44000000
0.060121262170
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KBK4
619798.23000000
PA
USD
615006.51000000
0.014590192225
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
1.62566000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384VQK1
269.36000000
PA
USD
281.79000000
0.000006685084
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
747400.00000000
NS
11531863.15000000
0.273577754610
Long
EC
CORP
JP
N
2
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2019-1
74387LAW1
1307470.04000000
PA
USD
1157909.85000000
0.027469834898
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.25221000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
2470000.00000000
PA
USD
1802302.19000000
0.042757165937
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416TMF3
34704.19000000
PA
USD
35720.61000000
0.000847422844
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FGML0
650134.84000000
PA
USD
615497.10000000
0.014601830805
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBJ9
1185000.00000000
PA
USD
1043540.63000000
0.024756580847
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DF99
64272.25000000
PA
USD
61444.69000000
0.001457691624
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
MID-ATLANTIC INTERSTATE
N/A
Mid-Atlantic Interstate Transmission LLC
59524QAA3
2640000.00000000
PA
USD
2556969.36000000
0.060660617197
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAY5
420000.00000000
PA
USD
404483.10000000
0.009595810914
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
3194.00000000
NS
USD
755923.98000000
0.017933267366
Long
EC
CORP
US
N
1
N
N
N
MISSISSIPPI POWER CO
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417CB8
1435000.00000000
PA
USD
1387686.62000000
0.032920975965
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7TQ9
203517.77000000
PA
USD
210221.91000000
0.004987228634
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
50085.00000000
NS
2804467.66000000
0.066532177439
Long
EC
CORP
ES
N
2
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
14800.00000000
NS
USD
1152328.00000000
0.027337413106
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NW9
167119.56000000
PA
USD
168349.45000000
0.003993861522
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Storebrand ASA
5967007LIEEXZX7NA051
Storebrand ASA
000000000
603274.00000000
NS
4337547.92000000
0.102902419585
Long
EC
CORP
NO
N
2
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
35607.00000000
NS
4054068.92000000
0.096177266218
Long
EC
CORP
AU
N
2
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAJ3
2740000.00000000
PA
USD
2739832.86000000
0.064998804798
Long
DBT
CORP
US
N
2
2023-07-26
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXY6
421427.92000000
PA
USD
443624.41000000
0.010524385209
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
31418DH54
14688.36000000
PA
USD
14782.91000000
0.000350704415
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.50000000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
45961.00000000
NS
USD
5200487.15000000
0.123374478076
Long
EC
CORP
US
N
1
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
475000.00000000
PA
USD
399930.53000000
0.009487807388
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
2061.00000000
NS
USD
410777.91000000
0.009745146712
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417VN66
170580.88000000
PA
USD
175579.18000000
0.004165377025
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
36184BAH0
98937.12000000
PA
USD
97006.40000000
0.002301344782
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.50000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAF4
1825000.00000000
PA
USD
1762119.63000000
0.041803889402
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
3450000.00000000
PA
USD
2469151.20000000
0.058577250900
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810EM6
100000.00000000
PA
USD
100546.88000000
0.002385337850
Long
DBT
UST
US
N
2
2022-08-15
Fixed
7.25000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
26046.00000000
NS
USD
1758105.00000000
0.041708647771
Long
EC
CORP
US
N
1
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
92200.00000000
NS
5018199.00000000
0.119049939871
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184Y5N3
70310.79000000
PA
USD
69458.89000000
0.001647817609
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.50000000
N
N
N
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
19631.00000000
NS
1858724.59000000
0.044095710567
Long
EC
CORP
FR
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV3
46591LAC5
788695.02000000
PA
USD
752008.08000000
0.017840367969
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAE8
830000.00000000
PA
USD
817892.79000000
0.019403393024
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
4.00000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
2720000.00000000
PA
USD
2656297.60000000
0.063017044473
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPSG0
253090.25000000
PA
USD
261165.32000000
0.006195791685
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
2975000.00000000
PA
USD
2521312.50000000
0.059814706734
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
755000.00000000
PA
USD
674318.44000000
0.015997287021
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
2308622.13000000
0.054768917247
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.00000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
6963.00000000
NS
USD
1773267.21000000
0.042068350562
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XMZ4
1858996.41000000
PA
USD
1837912.42000000
0.043601970166
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Floating
2.72357000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R4E6
1141883.02000000
PA
USD
1127965.66000000
0.026759449754
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
3.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-LP2
05610HAE3
3399123.10000000
PA
USD
3195413.31000000
0.075806830781
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
2.89570000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NDR6
229915.36000000
PA
USD
228278.66000000
0.005415600446
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.50000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
530000.00000000
PA
USD
528254.71000000
0.012532123867
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TE43
80063.92000000
PA
USD
83279.66000000
0.001975696562
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
5.00000000
N
N
N
N
N
N
Bill.com Holdings Inc
549300IBF9VZZIGOZW63
Bill.com Holdings Inc
090043100
20969.00000000
NS
USD
2305331.86000000
0.054690860070
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371GJW1
389.71000000
PA
USD
408.86000000
0.000009699646
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376S6Z7
839.80000000
PA
USD
844.97000000
0.000020045762
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJT2
156714.27000000
PA
USD
171769.40000000
0.004074995180
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KHU1
213862.10000000
PA
USD
229308.13000000
0.005440023221
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
36202D3Y5
115596.37000000
PA
USD
122177.07000000
0.002898484662
Long
ABS-MBS
USGA
US
N
2
2034-02-20
Fixed
5.50000000
N
N
N
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAH8
2065000.00000000
PA
USD
2027885.76000000
0.048108829042
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AM4R4
402416.89000000
PA
USD
362823.79000000
0.008607500496
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2021-2
85573HAB6
414904.80000000
PA
USD
395398.38000000
0.009380288299
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.17200000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
58704.00000000
NS
USD
6906525.60000000
0.163847917828
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGFA7
186974.72000000
PA
USD
192611.72000000
0.004569450849
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AA8
575000.00000000
PA
USD
504942.00000000
0.011979061559
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.90200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCZ6
219054.46000000
PA
USD
226946.09000000
0.005383987037
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178WP45
3878.55000000
PA
USD
3802.78000000
0.000090215778
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.50000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
63672.77000000
PA
USD
62259.84000000
0.001477029948
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
Largan Precision Co Ltd
N/A
Largan Precision Co Ltd
000000000
22000.00000000
NS
1278493.11000000
0.030330508589
Long
EC
CORP
TW
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TCX1
96242.56000000
PA
USD
94741.48000000
0.002247612638
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.50000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556102
33447.00000000
NS
USD
18171086.16000000
0.431084282376
Long
EC
CORP
US
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
9059.00000000
NS
USD
4310996.92000000
0.102272533255
Long
EC
CORP
NL
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9S44
72490.90000000
PA
USD
76552.39000000
0.001816101240
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
5.00000000
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
1418992.99000000
0.033663676975
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
31417CGZ2
31099.16000000
PA
USD
30416.72000000
0.000721595274
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A1CC4
2609690.97000000
PA
USD
2448746.19000000
0.058093169816
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NF78
413045.33000000
PA
USD
410067.72000000
0.009728298421
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6WA5
592660.26000000
PA
USD
591701.93000000
0.014037322790
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
3.50000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
57539.00000000
NS
USD
7741297.06000000
0.183651734320
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
29696.00000000
NS
USD
14121041.92000000
0.335002496212
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
6132.00000000
NS
USD
1727936.28000000
0.040992935958
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
297921.00000000
NS
USD
10543424.19000000
0.250128385871
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHWG3
118326.13000000
PA
USD
119671.97000000
0.002839054575
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
3138LTJW9
548572.05000000
PA
USD
539076.14000000
0.012788847563
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M76Q4
83922.37000000
PA
USD
90195.17000000
0.002139757623
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CEH3
83791.29000000
PA
USD
84209.41000000
0.001997753615
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
8190.00000000
NS
USD
3490168.50000000
0.082799496405
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368JCD9
27.00000000
PA
USD
27.18000000
0.000000644808
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
8.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QC48
1235000.00000000
PA
USD
1238740.82000000
0.029387439624
Long
DBT
CORP
CA
N
2
2023-07-19
Fixed
3.50000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300FCX3YXSYSLU895
WFRBS Commercial Mortgage Trust 2014-C19
92938VAT2
610000.00000000
PA
USD
596833.21000000
0.014159055422
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
4.72300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ABF4
941208.35000000
PA
USD
925794.43000000
0.021963212543
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
3140X6ST9
1985004.48000000
PA
USD
1950654.10000000
0.046276613046
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203MVZ0
436.91000000
PA
USD
437.87000000
0.000010387869
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
3140X4DE3
291481.18000000
PA
USD
275311.24000000
0.006531384380
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
890.00000000
NS
USD
141830.40000000
0.003364733162
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBX5
2051962.44000000
PA
USD
1826356.45000000
0.043327820510
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.00000000
N
N
N
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
19146.00000000
NS
USD
1337156.64000000
0.031722220978
Long
EC
CORP
CA
N
1
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
INTUIT INC
461202103
33230.00000000
NS
USD
12808171.20000000
0.303856425625
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC-CL A
02079K305
7599.00000000
NS
USD
16560196.74000000
0.392868123832
Long
EC
CORP
US
N
1
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
165400.00000000
NS
6417586.63000000
0.152248506370
Long
EC
CORP
JP
N
2
N
N
N
Welcia Holdings Co Ltd
N/A
Welcia Holdings Co Ltd
000000000
70000.00000000
NS
1407310.84000000
0.033386533870
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7RU2
43571.62000000
PA
USD
46757.77000000
0.001109264440
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.50000000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
HSBC Bank USA NA/New York NY
4042Q1AA5
950000.00000000
PA
USD
993305.75000000
0.023564826705
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
5.87500000
N
N
N
N
N
N
TEXAS ST PRIV ACTIVITY BOND SU
N/A
Texas Private Activity Bond Surface Transportation Corp
882667AZ1
1900000.00000000
PA
USD
1670686.34000000
0.039634759068
Long
DBT
MUN
US
N
2
2049-12-31
Fixed
3.92200000
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
83854.00000000
NS
2591588.99000000
0.061481920790
Long
EC
CORP
JP
N
2
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
46900.00000000
NS
3482255.06000000
0.082611760814
Long
EC
CORP
FR
N
2
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DD5
525000.00000000
PA
USD
525178.50000000
0.012459144973
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
BWAY Mortgage Trust
N/A
BWAY 2022-26BW Mortgage Trust
12429EAA5
2025000.00000000
PA
USD
1780697.32000000
0.042244619807
Long
ABS-MBS
CORP
US
N
2
2044-02-10
Fixed
3.40200000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
125950.00000000
NS
7521280.34000000
0.178432137153
Long
EC
CORP
DE
N
2
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
130400.00000000
NS
7603878.89000000
0.180391675308
Long
EC
CORP
JP
N
2
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
15915.00000000
NS
USD
1273040.85000000
0.030201161142
Long
EC
CORP
US
N
1
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
81927.00000000
NS
3529906.41000000
0.083742224224
Long
EC
CORP
IT
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9ZN5
134489.40000000
PA
USD
138440.63000000
0.003284315483
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJD7
321137.66000000
PA
USD
315315.87000000
0.007480439768
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKA7
932065.17000000
PA
USD
874722.42000000
0.020751598632
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
4225000.00000000
PA
USD
3476382.81000000
0.082472449677
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
THOMSON REUTERS CORP
549300561UZND4C7B569
Thomson Reuters Corp
884903BV6
405000.00000000
PA
USD
392337.27000000
0.009307667631
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCCH7
336966.34000000
PA
USD
334822.45000000
0.007943206823
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer 2019-A LLC
05588UAA0
336243.07000000
PA
USD
323206.52000000
0.007667634697
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
38225.00000000
NS
USD
1380687.00000000
0.032754919510
Long
EC
CORP
US
N
1
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
70273.00000000
NS
2441895.63000000
0.057930649606
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECT5
2478906.17000000
PA
USD
2256648.91000000
0.053535923355
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
1.50000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
31380.00000000
NS
USD
4584304.20000000
0.108756376413
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RJ9
2990000.00000000
PA
USD
2769020.31000000
0.065691237315
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
717902.64000000
0.017031262834
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
16802.00000000
NS
USD
700811.42000000
0.016625796906
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
8526.00000000
NS
USD
1473719.10000000
0.034961979435
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
26183.00000000
NS
USD
2635057.12000000
0.062513143000
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TY6
315000.00000000
PA
USD
314212.50000000
0.007454263816
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
1225000.00000000
PA
USD
1215812.50000000
0.028843496445
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
16247.00000000
NS
USD
2221289.84000000
0.052697077554
Long
EC
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBG7
1775000.00000000
PA
USD
1464905.73000000
0.034752894230
Long
DBT
CORP
US
N
2
2048-03-30
Fixed
3.95000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412F7Y7
750000.00000000
PA
USD
856024.88000000
0.020308024949
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
5.77000000
N
N
N
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
61110.00000000
NS
USD
1909076.40000000
0.045290238714
Long
EC
CORP
CA
N
1
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
385000.00000000
PA
USD
371525.77000000
0.008813943125
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
39657.00000000
NS
USD
9585096.90000000
0.227393375512
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UH70
521126.16000000
PA
USD
545204.34000000
0.012934230765
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
5.50000000
N
N
N
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
86169.00000000
NS
2861736.49000000
0.067890802469
Long
EC
CORP
GB
N
2
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2022-INV1
64831DAD4
1901911.06000000
PA
USD
1680186.27000000
0.039860131974
Long
ABS-MBS
CORP
US
N
2
2052-03-25
Variable
3.00000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CE8
2005000.00000000
PA
USD
1864732.21000000
0.044238233174
Long
DBT
CORP
GB
N
2
2025-11-23
Fixed
1.82200000
N
N
N
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
10534.00000000
NS
USD
988405.22000000
0.023448568302
Long
EC
CORP
SE
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
28327.00000000
NS
USD
2332445.18000000
0.055334086677
Long
EC
CORP
US
N
1
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAL3
4505000.00000000
PA
USD
3770419.21000000
0.089448062988
Long
DBT
CORP
US
N
2
2052-04-05
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7A82
107125.79000000
PA
USD
105186.06000000
0.002495396080
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225ATR1
324.15000000
PA
USD
340.45000000
0.000008076712
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203101
24277.00000000
NS
USD
1482596.39000000
0.035172581055
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBD1
485000.00000000
PA
USD
475359.48000000
0.011277256543
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.66300000
N
N
N
N
N
N
CHICAGO IL MET WTR RECLAMATION
254900GOGQEZEWCZ4D37
Metropolitan Water Reclamation District of Greater Chicago
167560PL9
500000.00000000
PA
USD
579417.10000000
0.013745881922
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.72000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CD37
121563.19000000
PA
USD
127866.72000000
0.003033463863
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7G3
2075000.00000000
PA
USD
2046468.75000000
0.048549685182
Long
DBT
CORP
CA
N
2
2023-04-17
Fixed
1.60000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206TKZ4
355.70000000
PA
USD
356.64000000
0.000008460798
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
7.50000000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
5347.00000000
NS
USD
894713.51000000
0.021225860028
Long
EC
CORP
US
N
1
N
N
N
PING AN
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
299000.00000000
NS
2058090.35000000
0.048825391822
Long
EC
CORP
CN
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KLZX8
3865450.18000000
PA
USD
3369762.90000000
0.079943037457
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAL9
590000.00000000
PA
USD
582435.61000000
0.013817491962
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385BA8
1700000.00000000
PA
USD
1492776.80000000
0.035414097424
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SEH6
324478.94000000
PA
USD
319633.12000000
0.007582860647
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
163378.00000000
NS
3852558.82000000
0.091396713416
Long
EC
CORP
GB
N
2
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
6841.00000000
NS
3545190.64000000
0.084104821774
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7UD5
514191.49000000
PA
USD
551153.55000000
0.013075367674
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.50000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
1335000.00000000
PA
USD
1281600.00000000
0.030404215324
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
5300.00000000
NS
USD
555758.00000000
0.013184601982
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
3070000.00000000
PA
USD
2742853.13000000
0.065070456592
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
764349.00000000
NS
7530065.17000000
0.178640545285
Long
EC
CORP
NL
N
2
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXY6
365000.00000000
PA
USD
343849.67000000
0.008157365329
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
4.13100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DM5G6
1450540.85000000
PA
USD
1306961.38000000
0.031005879540
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AG8
450000.00000000
PA
USD
355860.90000000
0.008442315409
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
1.87500000
N
N
N
N
N
N
MEDSTAR HEALTH INC
549300ICFOCGDEPVJE31
MedStar Health Inc
58506YAS1
905000.00000000
PA
USD
763258.90000000
0.018107278358
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.62600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2D74
276208.52000000
PA
USD
272851.88000000
0.006473039412
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133APV63
1120945.64000000
PA
USD
1010656.78000000
0.023976456272
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AL7
265000.00000000
PA
USD
264314.45000000
0.006270500508
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.10000000
N
N
N
N
N
N
CANVA COMMON STOCK PP
N/A
CANVA COMMON STOCK PP
000000000
392.00000000
NS
USD
374340.40000000
0.008880716390
Long
EC
CORP
US
Y
3
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
2325000.00000000
PA
USD
1950840.08000000
0.046281025168
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65100000
N
N
N
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
000000000
75968.00000000
NS
3180189.52000000
0.075445667087
Long
EC
CORP
DE
N
2
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING-SP ADR
01609W102
10841.00000000
NS
USD
1232404.88000000
0.029237128073
Long
EC
CORP
CN
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FX84
26234.36000000
PA
USD
26671.22000000
0.000632738386
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Fixed
4.00000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
240800.00000000
NS
2631117.99000000
0.062419692503
Long
EC
CORP
HK
N
2
N
N
N
ServiceMaster Brands
N/A
ServiceMaster Funding LLC
81761TAE5
1622737.50000000
PA
USD
1390257.63000000
0.032981969678
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
2.86500000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
11964.00000000
NS
USD
1073769.00000000
0.025473707775
Long
EC
CORP
IE
N
1
N
N
N
TARRANT CNTY TX CULTURAL EDU F
549300ROY505NVTMMI25
Tarrant County Cultural Education Facilities Finance Corp
87638TEG4
1200000.00000000
PA
USD
1057590.96000000
0.025089905800
Long
DBT
MUN
US
N
2
2047-11-15
Fixed
4.36600000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AD3
1390000.00000000
PA
USD
1353875.54000000
0.032118854120
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
3.50000000
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAD1
750000.00000000
PA
USD
883522.50000000
0.020960368550
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.25000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AJ8
655000.00000000
PA
USD
644463.67000000
0.015289023245
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CPU1
903.76000000
PA
USD
906.05000000
0.000021494802
Long
ABS-MBS
USGA
US
N
2
2026-06-20
Fixed
8.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
1425000.00000000
PA
USD
965944.80000000
0.022915725414
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XXGD2
362723.87000000
PA
USD
360988.81000000
0.008563968093
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTY4
889349.09000000
PA
USD
816711.87000000
0.019375377304
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAJ9
1130000.00000000
PA
USD
1087368.60000000
0.025796339772
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.95700000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
7800.00000000
NS
USD
826332.00000000
0.019603601792
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206NJ48
338.51000000
PA
USD
355.53000000
0.000008434465
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNR2
462210.00000000
PA
USD
454384.15000000
0.010779645393
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.50000000
N
N
N
N
N
N
T Rowe Price Inflation Protected Bond Fund Inc
QTPF0SBNUVQ114GUHO71
T Rowe Price Inflation Protected Bond Fund Inc
77958D200
1262.90973300
NS
USD
15142.29000000
0.000359230216
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RFV6
55352.66000000
PA
USD
58196.89000000
0.001380641990
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A26K3
3396707.95000000
PA
USD
3355697.39000000
0.079609352380
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAP1
1875000.00000000
PA
USD
1869223.13000000
0.044344774137
Long
DBT
CORP
US
N
2
2024-04-23
Fixed
3.55900000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
780259305
84475.00000000
NS
USD
4417197.75000000
0.104792003373
Long
EC
CORP
GB
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
20555.00000000
NS
USD
2605346.25000000
0.061808293056
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
62666.00000000
NS
USD
15380743.04000000
0.364887190421
Long
EC
CORP
US
N
1
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAN3
3120000.00000000
PA
USD
2646540.00000000
0.062785558696
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BWU6
24467.51000000
PA
USD
24639.89000000
0.000584547847
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UEC2
26285.63000000
PA
USD
27545.23000000
0.000653473083
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17328PAQ6
1101869.76000000
PA
USD
966218.79000000
0.022922225454
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RAB5
46475.22000000
PA
USD
48864.93000000
0.001159253943
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
1676.00000000
NS
2418689.93000000
0.057380125964
Long
EC
CORP
NL
N
2
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
Autoliv Inc
000000000
41991.00000000
NS
3047524.01000000
0.072298358464
Long
EC
CORP
SE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXX8
43940.17000000
PA
USD
45339.50000000
0.001075617915
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.00000000
N
N
N
N
N
N
CANVA SERIES A CVT PFD STOCK PP
N/A
CANVA SERIES A CVT PFD STOCK PP
000000000
25.00000000
NS
USD
23873.75000000
0.000566372218
Long
EP
CORP
US
Y
3
N
N
N
Bridgepoint Group PLC
213800KFNMVI8PDZX472
Bridgepoint Group PLC
000000000
485036.00000000
NS
1426139.41000000
0.033833216061
Long
EC
CORP
GB
N
2
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
94973VBB2
915000.00000000
PA
USD
876087.80000000
0.020783990414
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBF0
1700000.00000000
PA
USD
1559024.10000000
0.036985724432
Long
DBT
CORP
US
N
2
2044-08-01
Fixed
4.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SAY6
192899.54000000
PA
USD
189739.43000000
0.004501309679
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
73755.00000000
NS
USD
3743066.25000000
0.088799151248
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193UCX0
16634.27000000
PA
USD
16432.11000000
0.000389829440
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2021-A
78448YAH4
2479037.13000000
PA
USD
2191431.14000000
0.051988720544
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.07000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384AVV7
263.31000000
PA
USD
273.63000000
0.000006491499
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2MC6
172618.10000000
PA
USD
172053.36000000
0.004081731745
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FKN5
122706.20000000
PA
USD
128297.57000000
0.003043685193
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.50000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2021-2
31572LAA4
630796.35000000
PA
USD
570306.58000000
0.013529747237
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.93100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203CKH4
373.80000000
PA
USD
382.91000000
0.000009084018
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB89
697439.68000000
PA
USD
687578.34000000
0.016311860098
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS INC
0J0XRGZE3PBRFEZ7MV65
CHARTER COMMUNICATIONS INC-A
16119P108
1703.00000000
NS
USD
797906.59000000
0.018929247636
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QL6V3
2319389.62000000
PA
USD
2089877.99000000
0.049579510307
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
2315000.00000000
PA
USD
1917952.41000000
0.045500809969
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
13500.00000000
NS
USD
974970.00000000
0.023129835998
Long
EC
CORP
US
N
1
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
1000000.00000000
PA
USD
984133.00000000
0.023347215699
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
6528.00000000
NS
USD
619637.76000000
0.014700062327
Long
EC
CORP
US
N
1
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAE1
2315000.00000000
PA
USD
2071832.40000000
0.049151403251
Long
DBT
CORP
CA
N
2
2032-06-01
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6Z46
742227.38000000
PA
USD
741325.81000000
0.017586945656
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CWG73
158183.94000000
PA
USD
156296.23000000
0.003707915286
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2MG4
9795.52000000
PA
USD
10839.73000000
0.000257157837
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBJ3
2525000.00000000
PA
USD
2262118.92000000
0.053665691896
Long
DBT
CORP
MX
N
2
2030-05-07
Fixed
2.87500000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC - A
57636Q104
60011.00000000
NS
USD
18932270.28000000
0.449142339404
Long
EC
CORP
US
N
1
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAR6
1605000.00000000
PA
USD
1420453.89000000
0.033698334839
Long
DBT
CORP
GB
N
2
2028-01-11
Fixed
2.46900000
N
N
N
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
967969.00000000
NS
15513012.47000000
0.368025102586
Long
EC
CORP
TW
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
1400000.00000000
PA
USD
1142458.80000000
0.027103279771
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CAA3
1185.90000000
PA
USD
1183.53000000
0.000028077638
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
1.82566000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2021-RR1 Trust
95003JAA3
1289219.70000000
PA
USD
1101527.36000000
0.026132237078
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
137400.00000000
NS
4091933.63000000
0.097075554916
Long
EC
CORP
JP
N
2
N
N
N
Scentre Group
N/A
Scentre Group
000000000
1683720.00000000
NS
3023202.15000000
0.071721355445
Long
EC
CORP
AU
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
700000.00000000
PA
USD
776498.10000000
0.018421360355
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419JSV1
196030.22000000
PA
USD
201789.17000000
0.004787173357
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ7F9
750102.82000000
PA
USD
762059.22000000
0.018078817583
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
7500000.00000000
PA
USD
6331640.63000000
0.150209554520
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
117600.00000000
NS
4197932.73000000
0.099590239264
Long
EC
CORP
JP
N
2
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FLK49
109745.80000000
PA
USD
104055.15000000
0.002468566780
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AZ9
1055000.00000000
PA
USD
1043469.91000000
0.024754903112
Long
DBT
CORP
US
N
2
2024-08-22
Fixed
2.80000000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AW9
375000.00000000
PA
USD
301963.50000000
0.007163672966
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.60000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TNU5
525859.14000000
PA
USD
545215.85000000
0.012934503824
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
3140JAND6
151053.42000000
PA
USD
152183.32000000
0.003610342095
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2020-INV
85573EAA5
470166.71000000
PA
USD
455463.28000000
0.010805246284
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Variable
1.02700000
N
N
N
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
1200.00000000
NS
USD
169176.00000000
0.004013470296
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKAT2
67333.61000000
PA
USD
67112.88000000
0.001592161715
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
22710.00000000
NS
USD
2512634.40000000
0.059608830625
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M2Q2
80313.72000000
PA
USD
79735.28000000
0.001891610972
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LHS4
15341.34000000
PA
USD
15830.38000000
0.000375554215
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.50000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DU1
2345000.00000000
PA
USD
1989214.26000000
0.047191400349
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
1.65000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AV1
590000.00000000
PA
USD
523902.89000000
0.012428882862
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELB36
116369.11000000
PA
USD
114353.32000000
0.002712876844
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287UDJ8
5028.66000000
PA
USD
5113.47000000
0.000121310114
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
Stroeer SE & Co KGaA
529900MBF3N1ATE55378
Stroeer SE & Co KGaA
000000000
36479.00000000
NS
1647814.93000000
0.039092166001
Long
EC
CORP
DE
N
2
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
1282.00000000
NS
USD
315436.10000000
0.007483292061
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
695.00000000
NS
USD
372985.65000000
0.008848576791
Long
EC
CORP
US
N
1
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2021-2
24381WAA6
479678.95000000
PA
USD
423655.18000000
0.010050642412
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.89900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FQT23
679006.69000000
PA
USD
683798.74000000
0.016222194233
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.00000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
27285.00000000
NS
USD
1139694.45000000
0.027037699330
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206FRA2
38.64000000
PA
USD
40.00000000
0.000000948945
Long
ABS-MBS
USGA
US
N
2
2025-08-15
Fixed
8.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
1665000.00000000
PA
USD
1305724.22000000
0.030976529603
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132H7FP4
763927.04000000
PA
USD
747729.99000000
0.017738876108
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
83620.00000000
NS
USD
8022502.80000000
0.190322957689
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJS8
3374319.28000000
PA
USD
3190949.59000000
0.075700935100
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
148561.00000000
NS
12595095.47000000
0.298801493996
Long
EC
CORP
CH
N
2
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
940000.00000000
PA
USD
935986.20000000
0.022204998412
Long
DBT
CORP
NL
N
2
2025-07-28
Fixed
4.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAZ4
36535000.00000000
PA
USD
33366730.47000000
0.791580257408
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.37500000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
57895.00000000
NS
USD
18771295.85000000
0.445323440191
Long
EC
CORP
US
N
1
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
57300.00000000
NS
2220862.27000000
0.052686934038
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225APN4
288.26000000
PA
USD
299.80000000
0.000007112346
Long
ABS-MBS
USGA
US
N
2
2026-09-15
Fixed
7.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BN3
2200000.00000000
PA
USD
2086939.80000000
0.049509805749
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
60310.00000000
NS
USD
5416441.10000000
0.128497691556
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHKY1
241728.28000000
PA
USD
241477.15000000
0.005728716654
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
4600.00000000
NS
USD
782552.00000000
0.018564980891
Long
EC
CORP
US
N
1
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAL6
480000.00000000
PA
USD
473603.52000000
0.011235598783
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQD9
539615.24000000
PA
USD
520036.65000000
0.012337161581
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
3140QNM82
2851023.00000000
PA
USD
2715183.79000000
0.064414039167
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AMGK6
1022560.84000000
PA
USD
930161.97000000
0.022066826484
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
INLAND VLY CA DEV AGY SUCCESSO
N/A
Inland Valley Development Agency
45750TAS2
695000.00000000
PA
USD
714483.07000000
0.016950138191
Long
DBT
MUN
US
N
2
2033-03-01
Fixed
5.50000000
N
N
N
N
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
000000000
81000.00000000
NS
3155568.83000000
0.074861574734
Long
EC
CORP
JP
N
2
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
330729.00000000
NS
USD
23584284.99000000
0.559505055491
Long
EC
CORP
US
N
1
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
866796105
172218.00000000
NS
7891095.12000000
0.187205489370
Long
EC
CORP
CA
N
2
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296103
71510.00000000
NS
USD
5022147.30000000
0.119143607913
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MEE31
943691.86000000
PA
USD
926482.69000000
0.021979540575
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
31407CB71
15273.34000000
PA
USD
15170.86000000
0.000359908001
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
2.33900000
N
N
N
N
N
N
Close Brothers Group PLC
213800W73SYHR14I3X91
Close Brothers Group PLC
000000000
83733.00000000
NS
1052568.24000000
0.024970748605
Long
EC
CORP
GB
N
2
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
239526.00000000
NS
6423653.20000000
0.152392427484
Long
EC
CORP
CH
N
2
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
2385.00000000
NS
USD
498417.30000000
0.011824271934
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
28075.00000000
NS
USD
1678885.00000000
0.039829261115
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402Q6Z9
331073.77000000
PA
USD
354677.49000000
0.008414240618
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDGT7
786368.45000000
PA
USD
741200.28000000
0.017583967627
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFD1
2000000.00000000
PA
USD
1718862.00000000
0.040777661018
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943GW7
258401.55000000
PA
USD
261585.41000000
0.006205757749
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAC5
1322000.00000000
PA
USD
1266998.19000000
0.030057807260
Long
DBT
CORP
CL
N
2
2025-01-10
Fixed
2.70000000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
2208.00000000
NS
USD
824754.24000000
0.019566171584
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36189MBR8
121351.02000000
PA
USD
118977.82000000
0.002822586811
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184SPQ7
18254.46000000
PA
USD
18073.34000000
0.000428765387
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYK4
1710000.00000000
PA
USD
1245567.42000000
0.029549391416
Long
DBT
CORP
US
N
2
2042-07-21
Fixed
2.90800000
N
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
28919.00000000
NS
USD
8029360.35000000
0.190485643728
Long
EC
CORP
IE
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
210864.00000000
NS
USD
23745395.04000000
0.563327172104
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9DE2
658868.29000000
PA
USD
629780.59000000
0.014940687161
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.00000000
N
N
N
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines 2019-1 Class AA Pass Through Trust
90931CAA6
1007360.16000000
PA
USD
943423.01000000
0.022381426606
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9DD4
271259.44000000
PA
USD
257025.40000000
0.006097577719
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194CP23
1836.89000000
PA
USD
1811.95000000
0.000042986047
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
PHILADELPHIA PA AUTH FOR INDL
549300DIY68KQZEW7M79
Philadelphia Authority for Industrial Development
71783DAD7
805000.00000000
PA
USD
801181.89000000
0.019006949670
Long
DBT
MUN
US
N
2
2026-04-15
Fixed
3.96400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XJ76
543208.37000000
PA
USD
549387.92000000
0.013033480506
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMNX5
452034.29000000
PA
USD
434259.60000000
0.010302217841
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
442120.00000000
NS
5681655.86000000
0.134789550693
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193VFR8
7375.93000000
PA
USD
7275.66000000
0.000172605128
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2019-BWAY Mortgage Trust
05492NAG8
605000.00000000
PA
USD
573765.42000000
0.013611803507
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
3.48400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB97
243993.26000000
PA
USD
245992.55000000
0.005835838372
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
4.00000000
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
1258441.10000000
0.029854801949
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
7.05300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BL89
115491.96000000
PA
USD
124963.07000000
0.002964578720
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
31417CGY5
466001.06000000
PA
USD
455691.95000000
0.010810671168
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CTT9
99366.53000000
PA
USD
106384.97000000
0.002523838588
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
7555000.00000000
PA
USD
6490217.19000000
0.153971567532
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
20711.00000000
NS
9784662.03000000
0.232127786548
Long
EC
CORP
NL
N
2
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776696106
14271.00000000
NS
USD
5632050.15000000
0.133612722753
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3129413N5
71407.37000000
PA
USD
73772.80000000
0.001750159251
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
3140FGNN5
199885.46000000
PA
USD
189139.49000000
0.004487076919
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BK9
2130000.00000000
PA
USD
1946555.88000000
0.046179388356
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.10000000
N
N
N
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
000000000
12237.00000000
NS
3778590.95000000
0.089641926395
Long
EC
CORP
FR
N
2
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
8365.00000000
NS
USD
183695.40000000
0.004357923295
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KH3Q7
224505.52000000
PA
USD
226400.61000000
0.005371046267
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.50000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
312092.00000000
NS
2356106.26000000
0.055895413590
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
5750000.00000000
PA
USD
5334921.88000000
0.126563759035
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202D7K1
55942.21000000
PA
USD
61191.84000000
0.001451693101
Long
ABS-MBS
USGA
US
N
2
2034-08-20
Fixed
6.00000000
N
N
N
N
N
N
Dryden Senior Loan Fund
254900XGNUOV0Y3IBA68
Dryden 77 CLO Ltd
26252VAS0
1935000.00000000
PA
USD
1868802.99000000
0.044334806887
Long
ABS-CBDO
CORP
KY
N
2
2034-05-20
Floating
2.59800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8DT7
1946186.25000000
PA
USD
1962333.15000000
0.046553682608
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5TN3
185993.14000000
PA
USD
175954.62000000
0.004174283827
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
United Airlines Holdings Inc
910047109
13610.00000000
NS
USD
482066.20000000
0.011436364345
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
214877.00000000
NS
USD
17149333.37000000
0.406844588372
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
86730.00000000
NS
USD
2732862.30000000
0.064833437751
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MNJ5
10385.83000000
PA
USD
10559.37000000
0.000250506678
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
4.00000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAC1
998651.47000000
PA
USD
987553.16000000
0.023428354339
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.96400000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAE3
335000.00000000
PA
USD
330560.58000000
0.007842099759
Long
DBT
CORP
AU
N
2
2026-02-02
Fixed
4.12500000
N
N
N
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
3601.00000000
NS
USD
245768.25000000
0.005830517160
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJMS6
295132.93000000
PA
USD
304931.24000000
0.007234078558
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383REY9
1010000.00000000
PA
USD
950564.03000000
0.022550837584
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59259YBF5
700000.00000000
PA
USD
778474.20000000
0.018468240637
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
5.87100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
10350000.00000000
PA
USD
7764117.19000000
0.184193110839
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
APT PIPELINES LTD
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAD9
620000.00000000
PA
USD
601511.60000000
0.014270043856
Long
DBT
CORP
AU
N
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
8400.00000000
NS
USD
2152752.00000000
0.051071110603
Long
EC
CORP
US
N
1
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBJ6
1570000.00000000
PA
USD
1507375.84000000
0.035760439774
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.41000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
2300.00000000
NS
USD
221053.00000000
0.005244181499
Long
EC
CORP
US
N
1
N
N
N
Confluent Inc
254900MRZ83YWUV7SN74
Confluent Inc
20717M103
25360.00000000
NS
USD
589366.40000000
0.013981915520
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVT2
2454195.25000000
PA
USD
2183230.13000000
0.051794162746
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCR3
500000.00000000
PA
USD
500153.85000000
0.011865469218
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
3.41000000
N
N
N
N
N
N
ANT INTERNATIONAL
N/A
ANT INTERNATIONAL
000000000
298203.00000000
NS
USD
587459.91000000
0.013936686640
Long
EC
CORP
KY
Y
3
N
N
N
EATON VANCE CORP
4JJ8ORNW1AFZPSV8GJ79
Eaton Vance Corp
278265AD5
750000.00000000
PA
USD
748089.75000000
0.017747410924
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
267832.49000000
0.006353961217
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133GFTZ8
656192.81000000
PA
USD
628826.54000000
0.014918053623
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV3
92537MAA8
890265.24000000
PA
USD
868773.35000000
0.020610465045
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.69200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184BZ34
43503.16000000
PA
USD
43463.96000000
0.001031123282
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
3.50000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
116554.31000000
PA
USD
111380.91000000
0.002642360464
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd
000000000
90695.00000000
NS
4207348.67000000
0.099813619623
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDEN2
558450.92000000
PA
USD
575070.50000000
0.013642764754
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H020675
3220000.00000000
PA
USD
2859007.83000000
0.067826068725
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
2.00000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
110124.00000000
NS
USD
21648175.92000000
0.513573503480
Long
EC
CORP
CH
N
1
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KCU1
431385.84000000
PA
USD
428605.56000000
0.010168083439
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
1.72566000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 YEAR US TREASURY NOTE
000000000
234.00000000
NC
USD
-266769.57000000
-0.00632874488
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
2022-09-30
49410426.05000000
USD
-266769.57000000
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
171909.00000000
NS
USD
27720326.25000000
0.657627003884
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAT2
1250000.00000000
PA
USD
1226484.38000000
0.029096672270
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
3.99200000
N
N
N
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
000000000
291905.00000000
NS
4625268.85000000
0.109728206968
Long
EC
CORP
FI
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAF9
1350000.00000000
PA
USD
1348463.70000000
0.031990465584
Long
DBT
CORP
FR
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAQ3
250000.00000000
PA
USD
238406.50000000
0.005655869663
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
3.40000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAB1
1020000.00000000
PA
USD
1003634.10000000
0.023809852749
Long
DBT
CORP
HK
N
2
2025-03-11
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJGD4
1136195.97000000
PA
USD
1075953.95000000
0.025525542739
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BL3
293000.00000000
PA
USD
294069.16000000
0.006976390497
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELN41
1137461.43000000
PA
USD
1117759.48000000
0.026517322028
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6C47
448669.50000000
PA
USD
440110.89000000
0.010441031730
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YQR1
46524.19000000
PA
USD
48971.23000000
0.001161775765
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
3765.00000000
NS
USD
1177202.55000000
0.027927527942
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBH5
415000.00000000
PA
USD
392295.35000000
0.009306673136
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
Marvell Technology Inc
N/A
Marvell Technology Inc
573874104
63042.00000000
NS
USD
2744218.26000000
0.065102842443
Long
EC
CORP
US
N
1
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
20862.00000000
NS
7243402.05000000
0.171839853005
Long
EC
CORP
FR
N
2
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAD3
1532300.00000000
PA
USD
1278253.85000000
0.030324832471
Long
ABS-O
CORP
US
N
2
2051-10-20
Fixed
2.79100000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2021-1
14316NAG4
1205000.00000000
PA
USD
1099161.24000000
0.026076104102
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.28000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
172064.00000000
NS
USD
2069929.92000000
0.049106269502
Long
EC
CORP
US
N
1
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170BE3
1695000.00000000
PA
USD
1330651.28000000
0.031567890168
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
IFF
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
58281.00000000
NS
USD
6942432.72000000
0.164699765368
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5H45
188.31000000
PA
USD
206.60000000
0.000004901303
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.00000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
6475.00000000
NS
USD
875096.25000000
0.020760467240
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
322784.00000000
NS
USD
9380103.04000000
0.222530175247
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLN6
10698417.50000000
PA
USD
9560472.83000000
0.226809202973
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.00000000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646139W35
415000.00000000
PA
USD
550749.70000000
0.013065786882
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
36179TCY9
200749.45000000
PA
USD
202002.77000000
0.004792240726
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.00000000
N
N
N
N
N
N
Descartes Systems Group Inc/Th
875500NEPA7JI5EOMN45
Descartes Systems Group Inc/The
249906108
8000.00000000
NS
USD
496480.00000000
0.011778312128
Long
EC
CORP
CA
N
1
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BG8
1490000.00000000
PA
USD
1452924.33000000
0.034468651825
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
320700.00000000
NS
6890190.76000000
0.163460395986
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A26L1
1190889.69000000
PA
USD
1176404.26000000
0.027908589598
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAR3
1300000.00000000
PA
USD
1131569.40000000
0.026844943580
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.20000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
70270.00000000
NS
USD
8170292.90000000
0.193829076621
Long
EC
CORP
US
N
1
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP3 Trust
67113ABC3
105883.92000000
PA
USD
104149.83000000
0.002470812934
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
2.72357000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIII Ltd
55819JAN3
1205000.00000000
PA
USD
1175923.78000000
0.027897190865
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
2.13635000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KWU4
34395.06000000
PA
USD
37698.68000000
0.000894349862
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LPNE8
2586116.24000000
PA
USD
2332055.97000000
0.055324853200
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
2630000.00000000
PA
USD
2069552.26000000
0.049097310033
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31288ALH6
2505.59000000
PA
USD
2637.72000000
0.000062576316
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.00000000
N
N
N
N
N
N
Dr Martens PLC
213800QPT8YM6NQZPH28
Dr Martens PLC
000000000
546849.00000000
NS
1593706.70000000
0.037808521903
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MG61
269017.72000000
PA
USD
273504.90000000
0.006488531423
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJJ0
1080000.00000000
PA
USD
1079834.76000000
0.025617609674
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HMT7
64531.98000000
PA
USD
70730.37000000
0.001677981741
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.00000000
N
N
N
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
73400.00000000
NS
5986267.58000000
0.142016049074
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAQ3
1799933.65000000
PA
USD
1733651.54000000
0.041128522721
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.50000000
N
N
N
N
N
N
T ROWE PRICE REAL ASSETS FUND INC
5493008NLR7XEV5QEO07
T ROWE PRICE REAL ASSETS FUND INC
87279W209
9351454.84730000
NS
USD
120914311.18000000
2.868527428969
Long
EC
RF
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206KHH7
7473.44000000
PA
USD
7849.15000000
0.000186210398
Long
ABS-MBS
USGA
US
N
2
2025-09-15
Fixed
6.50000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDP5
600000.00000000
PA
USD
589765.20000000
0.013991376507
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
1.10000000
N
N
N
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
13900.00000000
NS
4536867.46000000
0.107631004333
Long
EC
CORP
JP
N
2
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2020-REV2
34532JAC8
1665000.00000000
PA
USD
1492773.07000000
0.035414008935
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.74000000
N
N
N
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
000000000
77813.00000000
NS
2727659.52000000
0.064710008878
Long
EC
CORP
BE
N
2
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAH4
750000.00000000
PA
USD
701797.50000000
0.016649190312
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412XEK6
1012.85000000
PA
USD
1037.47000000
0.000024612563
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
4.50000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
15019.00000000
NS
USD
3413668.51000000
0.080984638284
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CJV9
96088.06000000
PA
USD
105324.77000000
0.002498686786
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
6.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust 2015-GC32
36250PAD7
950000.00000000
PA
USD
936964.86000000
0.022228215789
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.76400000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
16398.00000000
NS
USD
1348079.58000000
0.031981352859
Long
EC
CORP
US
N
1
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAV6
625000.00000000
PA
USD
618584.38000000
0.014675072320
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XDUQ7
900545.66000000
PA
USD
885012.09000000
0.020995707045
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.50000000
N
N
N
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
27007.00000000
NS
1926648.03000000
0.045707101716
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QM4V3
3950822.89000000
PA
USD
3558408.91000000
0.084418407235
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748AV4
3060000.00000000
PA
USD
3048007.86000000
0.072309837146
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.50000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
1956000.00000000
PA
USD
1886335.10000000
0.044750732330
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Z Holdings Corp
52990078MD2OL792YM35
Z Holdings Corp
000000000
713000.00000000
NS
2073457.19000000
0.049189949181
Long
EC
CORP
JP
N
2
N
N
N
Atrium Hotel Portfolio Trust
N/A
Atrium Hotel Portfolio Trust 2017-ATRM
04965JAA1
2530000.00000000
PA
USD
2459949.36000000
0.058358949773
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.25400000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
240.00000000
NC
USD
-118035.39000000
-0.00280022894
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
2022-09-30
27058035.39000000
USD
-118035.39000000
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2019-C
12597CAE7
2575000.00000000
PA
USD
2509655.00000000
0.059538148416
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
2.35000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAC9
1735000.00000000
PA
USD
1609391.21000000
0.038180615551
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.10000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
440439.00000000
NS
10060306.66000000
0.238667080153
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EK2B0
175043.12000000
PA
USD
177028.43000000
0.004199758508
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-3
03465LAA3
358968.58000000
PA
USD
342724.86000000
0.008130680743
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.69100000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BX1
2570000.00000000
PA
USD
2274886.90000000
0.053968594840
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJQ94
193079.50000000
PA
USD
189917.38000000
0.004505531301
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
1385000.00000000
PA
USD
1094722.01000000
0.025970789413
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
16716.00000000
NS
USD
1548904.56000000
0.036745652122
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942UJ2
3921.47000000
PA
USD
3909.88000000
0.000092756580
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
10475.00000000
NS
USD
2144232.50000000
0.050868997063
Long
EC
CORP
US
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
472062.00000000
NS
4768415.75000000
0.113124172301
Long
EC
CORP
GB
N
2
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
2086.00000000
NS
USD
804111.28000000
0.019076445460
Long
EC
CORP
US
N
1
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAC5
1224500.00000000
PA
USD
1102350.00000000
0.026151753092
Long
ABS-O
CORP
US
N
2
2051-01-20
Fixed
3.23700000
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
468622.64000000
0.011117434185
Long
ABS-MBS
CORP
US
N
2
2049-09-15
Fixed
2.86000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
49371.00000000
NS
USD
6306651.54000000
0.149616722378
Long
EC
CORP
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
355889.00000000
NS
12401093.43000000
0.294199059697
Long
EC
CORP
NO
N
2
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
12739.00000000
NS
USD
3472778.79000000
0.082386949209
Long
EC
CORP
CA
N
1
N
N
N
THG PLC
21380066N3SV9O8IDP37
THG PLC
000000000
226082.00000000
NS
227007.25000000
0.005385437975
Long
EC
CORP
GB
N
2
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-6
89175JAA8
424957.67000000
PA
USD
415227.75000000
0.009850713108
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75000000
N
N
N
N
N
N
Electric Power Development Co
549300KMHPUAQI8VEH90
Electric Power Development Co Ltd
000000000
153100.00000000
NS
2531234.83000000
0.060050100506
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M75T9
54008.09000000
PA
USD
56864.42000000
0.001349030953
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JAP36
1668380.27000000
PA
USD
1639595.00000000
0.038897159351
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
474608.97000000
PA
USD
434421.27000000
0.010306053241
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGK7
124159.82000000
PA
USD
119131.42000000
0.002826230762
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
Pola Orbis Holdings Inc
353800E8OIV0XYBABS79
Pola Orbis Holdings Inc
000000000
53200.00000000
NS
658503.39000000
0.015622096490
Long
EC
CORP
JP
N
2
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUW7
2429549.57000000
PA
USD
2391402.00000000
0.056732756972
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
2.92566000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36192XPK9
9822.13000000
PA
USD
9702.86000000
0.000230187144
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
UNIV OF VIRGINIA VA UNIV REVEN
N/A
University of Virginia
915217XM0
3675000.00000000
PA
USD
2703360.87000000
0.064133556485
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.58400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179N2K3
232065.90000000
PA
USD
233938.29000000
0.005549867464
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
4.00000000
N
N
N
N
N
N
STATE GRID OVERSEAS INV
3003006V8BHG5158QO96
State Grid Overseas Investment BVI Ltd
857006AL4
1175000.00000000
PA
USD
1180747.84000000
0.028011635121
Long
DBT
CORP
VG
N
2
2023-05-02
Fixed
3.75000000
N
N
N
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
8900.00000000
NS
USD
512551.00000000
0.012159574726
Long
EC
CORP
US
N
1
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2018-1
59980VAA9
496257.85000000
PA
USD
487639.94000000
0.011568593739
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FTK2
284789.07000000
PA
USD
289528.28000000
0.006868664300
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
4.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
63136.00000000
NS
USD
2005199.36000000
0.047570625086
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AU6
1030000.00000000
PA
USD
1001613.20000000
0.023761909648
Long
DBT
NUSS
PL
N
2
2026-04-06
Fixed
3.25000000
N
N
N
N
N
N
IGO Ltd
2549005DZO8VGXM5QN07
IGO Ltd
000000000
1137578.00000000
NS
7797464.87000000
0.184984239150
Long
EC
CORP
AU
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205CKF6
848.66000000
PA
USD
850.85000000
0.000020185257
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMZC1
4039780.99000000
PA
USD
3648258.42000000
0.086549964546
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
5100.00000000
NS
USD
728535.00000000
0.017283501101
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KWU43
31921.07000000
PA
USD
33661.82000000
0.000798580854
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.00000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CV7
2450000.00000000
PA
USD
2139866.75000000
0.050765425587
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.45000000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAD4
945000.00000000
PA
USD
854857.40000000
0.020280328075
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.00000000
N
N
N
N
N
N
TechnoPro Holdings Inc
3538001DJ8I5PJQNHU53
TechnoPro Holdings Inc
000000000
174900.00000000
NS
3510954.54000000
0.083292616908
Long
EC
CORP
JP
N
2
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
4600.00000000
NS
USD
690138.00000000
0.016372584547
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJS68
449100.49000000
PA
USD
429289.85000000
0.010184317287
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDY4
2335000.00000000
PA
USD
2195742.94000000
0.052091012129
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
0.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHDK9
620547.71000000
PA
USD
618222.38000000
0.014666484363
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
71866.00000000
NS
USD
7344705.20000000
0.174243132333
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943DQ3
14212.00000000
PA
USD
14682.51000000
0.000348322562
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
2240000.00000000
PA
USD
1809091.20000000
0.042918225957
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
7200.00000000
NS
USD
255168.00000000
0.006053513433
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
14907.00000000
NS
USD
6977519.49000000
0.165532151222
Long
EC
CORP
US
N
1
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
WASTE CONNECTIONS INC
94106B101
13427.00000000
NS
USD
1664410.92000000
0.039485883271
Long
EC
CORP
US
N
1
N
N
N
Peloton Interactive Inc
5493002YS021166W0339
Peloton Interactive Inc
70614W100
29500.00000000
NS
USD
270810.00000000
0.006424598589
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-C
63940YAB2
920615.98000000
PA
USD
898658.37000000
0.021319446461
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
3.13000000
N
N
N
N
N
N
Mitsubishi HC Capital Inc
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital Inc
000000000
408800.00000000
NS
1886765.52000000
0.044760943459
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
4495000.00000000
PA
USD
3473792.19000000
0.082410990744
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAC2
241966.49000000
PA
USD
234177.59000000
0.005555544530
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.04600000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
230334.00000000
NS
3993982.97000000
0.094751808851
Long
EC
CORP
CA
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AM5L6
403795.94000000
PA
USD
364068.45000000
0.008637028360
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
12289.00000000
NS
USD
2620997.92000000
0.062179607619
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8VP5
385836.16000000
PA
USD
368762.06000000
0.008748377868
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8GH0
1660878.51000000
PA
USD
1574803.23000000
0.037360062811
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.00000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
1189000.00000000
PA
USD
1109823.30000000
0.026329046961
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E0E35
171596.90000000
PA
USD
167803.83000000
0.003980917431
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
31418CGE8
252644.70000000
PA
USD
247053.13000000
0.005860999189
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
TEXAS ST TRANSPRTN COMMISSION
N/A
Central Texas Turnpike System
88283KBL1
1820000.00000000
PA
USD
1347838.49000000
0.031975633327
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.02900000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBP4
700000.00000000
PA
USD
569270.10000000
0.013505158160
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.20000000
N
N
N
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024YC0
2900000.00000000
PA
USD
2368201.77000000
0.056182363098
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
3.17600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QLQZ2
3573131.31000000
PA
USD
3219852.89000000
0.076386626546
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5SM2
544484.28000000
PA
USD
534043.37000000
0.012669451946
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVB2
605032.82000000
PA
USD
597080.57000000
0.014164923702
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9NY2
218219.84000000
PA
USD
208210.73000000
0.004939516126
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2TA0
420377.51000000
PA
USD
415265.98000000
0.009851620063
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6FL0
2113592.41000000
PA
USD
1992253.29000000
0.047263497199
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCW9
7815000.00000000
PA
USD
7111650.00000000
0.168714214977
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75000000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946AK0
1075000.00000000
PA
USD
1005361.50000000
0.023850832962
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
BRIGHTHSE FIN GLBL FUND
549300BLFX3KJ2IFOA78
Brighthouse Financial Global Funding
10921U2C1
1110000.00000000
PA
USD
996977.58000000
0.023651935874
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
1.55000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AL9
1500000.00000000
PA
USD
1326733.50000000
0.031474946170
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.15000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206J4K7
131.33000000
PA
USD
131.68000000
0.000003123928
Long
ABS-MBS
USGA
US
N
2
2025-09-15
Fixed
7.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM5
64830PAA4
648307.46000000
PA
USD
613994.43000000
0.014566182005
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.70986000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAA5
4582.45000000
PA
USD
4575.38000000
0.000108544661
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.61000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBB5
2045000.00000000
PA
USD
2052024.58000000
0.048681489686
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.74800000
N
N
N
N
N
N
Great Portland Estates PLC
213800JMEDD2Q4N1MC42
Great Portland Estates PLC
000000000
411253.00000000
NS
2879830.73000000
0.068320063681
Long
EC
CORP
GB
N
2
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
29266MAE9
1000000.00000000
PA
USD
1141403.00000000
0.027078232353
Long
DBT
CORP
NL
N
2
2033-09-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418UCL6
93874.48000000
PA
USD
98540.12000000
0.002337730201
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TUE3
128442.39000000
PA
USD
137006.25000000
0.003250286771
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDR1
12730659.00000000
PA
USD
11464176.76000000
0.271971987150
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128QJPK6
22208.76000000
PA
USD
22136.82000000
0.000525165919
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Floating
2.27500000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
48523.00000000
NS
USD
6350205.01000000
0.150649969164
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXGG1
723278.86000000
PA
USD
723032.10000000
0.017152952290
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNGN7
3245406.26000000
PA
USD
2829230.39000000
0.067119639498
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
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
1926018.75000000
0.045692172904
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
64591.00000000
NS
USD
10924275.83000000
0.259163572567
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAL2
1445000.00000000
PA
USD
1291805.44000000
0.030646325495
Long
DBT
CORP
US
N
2
2038-07-22
Fixed
3.97100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNDJ8
2485575.91000000
PA
USD
2246099.02000000
0.053285641576
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AD0
1860000.00000000
PA
USD
1827124.50000000
0.043346041450
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.62500000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AG1
380000.00000000
PA
USD
337942.36000000
0.008017222441
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
36179UK27
98777.08000000
PA
USD
102796.65000000
0.002438710581
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
5.50000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
48748.00000000
NS
16296448.96000000
0.386611066798
Long
EC
CORP
CH
N
2
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658107
3500.00000000
NS
USD
551145.00000000
0.013075164837
Long
EC
CORP
US
N
1
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
5963.00000000
NS
USD
1068629.23000000
0.025351773729
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
80152.00000000
NS
USD
6171704.00000000
0.146415275699
Long
EC
CORP
US
N
1
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
952845105
2500.00000000
NS
USD
191825.00000000
0.004550786988
Long
EC
CORP
CA
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
119426.00000000
NS
USD
17172264.54000000
0.407388599164
Long
EC
CORP
US
N
1
N
N
N
THK Co Ltd
N/A
THK Co Ltd
000000000
92600.00000000
NS
1744199.33000000
0.041378754680
Long
EC
CORP
JP
N
2
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAD5
1300000.00000000
PA
USD
1111897.80000000
0.026378261649
Long
DBT
CORP
US
N
2
2030-05-27
Fixed
2.60000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
53179.00000000
NS
USD
3657119.83000000
0.086760189435
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9CU3
755151.58000000
PA
USD
738460.17000000
0.017518962248
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AR0
785000.00000000
PA
USD
781903.18000000
0.018549588520
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.65000000
N
N
N
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
94400.00000000
NS
2967740.31000000
0.070405598793
Long
EC
CORP
JP
N
2
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
15197.00000000
NS
USD
1053152.10000000
0.024984599889
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
19028.00000000
NS
USD
1344708.76000000
0.031901384744
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31372MDP8
75.95000000
PA
USD
79.68000000
0.000001890299
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128NC3S1
28023.55000000
PA
USD
28884.08000000
0.000685235477
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
2.05700000
N
N
N
N
N
N
Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
815931.00000000
NS
6094204.00000000
0.144576693702
Long
EC
CORP
SE
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8AV6
35699.98000000
PA
USD
38368.33000000
0.000910236397
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CM7
2775000.00000000
PA
USD
1836309.08000000
0.043563933108
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417UEC5
180691.62000000
PA
USD
186465.35000000
0.004423636588
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
514593.00000000
NS
27086615.15000000
0.642593070724
Long
EC
CORP
FR
N
2
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UPD8
161536.61000000
PA
USD
169739.19000000
0.004026831212
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERTY6
302728.24000000
PA
USD
297411.47000000
0.007055682251
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
3138WGA20
379410.86000000
PA
USD
371011.34000000
0.008801738974
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPW42
184213.72000000
PA
USD
201122.75000000
0.004771363450
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNLC5
4363982.25000000
PA
USD
3942188.66000000
0.093523059355
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BLD8
93007.85000000
PA
USD
99714.28000000
0.002365585549
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENZ93
1032655.07000000
PA
USD
1009884.47000000
0.023958134268
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAA9
663187.50000000
PA
USD
618407.09000000
0.014670866356
Long
ABS-O
CORP
US
N
2
2050-07-20
Fixed
3.78600000
N
N
N
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
2431205.83000000
0.057677048653
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
2.69500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H042679
2800000.00000000
PA
USD
2841125.00000000
0.067401822928
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ5
36261HAJ9
2615622.87000000
PA
USD
2369733.40000000
0.056218698935
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FU22
977340.11000000
PA
USD
933933.23000000
0.022156294494
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
1800.00000000
NS
USD
242064.00000000
0.005742638872
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
214482.84000000
0.005088313397
Long
EP
CORP
US
Y
3
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
28894.00000000
NS
USD
14036994.14000000
0.333008577048
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YV95
42450.05000000
PA
USD
42933.70000000
0.001018543585
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
71805.00000000
NS
USD
6149380.20000000
0.145885673934
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCZ2
1200000.00000000
PA
USD
953617.20000000
0.022623269886
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
676111.00000000
NS
USD
71809749.31000000
1.703588545912
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31379FGP3
1532.13000000
PA
USD
1610.01000000
0.000038195295
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
6.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBR0
2975000.00000000
PA
USD
2608991.70000000
0.061894776394
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
1350000.00000000
PA
USD
1313891.55000000
0.031170288389
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205BVZ2
48.24000000
PA
USD
48.36000000
0.000001147275
Long
ABS-MBS
USGA
US
N
2
2024-11-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJA3
228682.06000000
PA
USD
216607.52000000
0.005138718538
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AY3
1760000.00000000
PA
USD
1681551.52000000
0.039892520672
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
64000.00000000
PA
USD
61820.29000000
0.001466602222
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
19489.00000000
NS
USD
1160180.17000000
0.027523695150
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG74
694613.96000000
PA
USD
720790.81000000
0.017099780736
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
36179W7K8
4159584.00000000
PA
USD
3925952.06000000
0.093137868123
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418B6G6
1140458.11000000
PA
USD
1078476.00000000
0.025585374942
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VSG6
1263522.45000000
PA
USD
1161218.01000000
0.027548316491
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCDA3
1766259.97000000
PA
USD
1727471.36000000
0.040981906364
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205AQG2
4688.22000000
PA
USD
4701.38000000
0.000111533840
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
8.00000000
N
N
N
N
N
N
SOUTH CAROLINA ST PUBLIC SVC A
EMBXY64GWKA9MZGFUD26
South Carolina Public Service Authority
837151JB6
2000000.00000000
PA
USD
2236307.20000000
0.053053343977
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
5.78400000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
69680.00000000
NS
USD
2185164.80000000
0.051840060158
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LS37
368414.28000000
PA
USD
362724.76000000
0.008605151144
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE IN
45866F104
20222.00000000
NS
USD
1901676.88000000
0.045114695176
Long
EC
CORP
US
N
1
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAT3
245000.00000000
PA
USD
244420.58000000
0.005798545524
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.50000000
N
N
N
N
N
N
Apollo Global Management Inc
N/A
Apollo Global Management Inc
03769M106
59520.00000000
NS
USD
2885529.60000000
0.068455261613
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UUM2
116574.49000000
PA
USD
120040.39000000
0.002847794838
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
5.00000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.38.V1
000000000
1.00000000
NC
USD
-243.35000000
-0.00000577314
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.38.V1
Y
Default Event
2027-06-20
299700.12000000
USD
0.00000000
USD
21200000.00000000
USD
-299943.47000000
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAG8
395000.00000000
PA
USD
375250.00000000
0.008902295412
Long
DBT
CORP
AU
N
2
2027-03-22
Fixed
3.37500000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WR26
3556560.96000000
PA
USD
3267292.24000000
0.077512060544
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
497478.00000000
NS
USD
127767274.74000000
3.031104660313
Long
EC
CORP
US
N
1
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
223183.00000000
NS
26084013.16000000
0.618807703379
Long
EC
CORP
CH
N
2
N
N
N
Ares Management Corp
529900JUV61FH7B8VW38
Ares Management Corp
03990B101
4700.00000000
NS
USD
267242.00000000
0.006339952646
Long
EC
CORP
US
N
1
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV
31620M106
12978.00000000
NS
USD
1189693.26000000
0.028223853033
Long
EC
CORP
US
N
1
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
270440.00000000
NS
3381307.76000000
0.080216923544
Long
EC
CORP
GB
N
2
N
N
N
VIRGINIA ST CMWLTH TRANSPRTN B
N/A
Virginia Commonwealth Transportation Board
927793TC3
690000.00000000
PA
USD
748954.01000000
0.017767914316
Long
DBT
MUN
US
N
2
2035-05-15
Fixed
5.35000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BC6
875000.00000000
PA
USD
874994.75000000
0.020758059290
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
2000000.00000000
PA
USD
1884375.00000000
0.044704231626
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
145732.00000000
NS
3315679.44000000
0.078659980993
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AXG7
132722.86000000
PA
USD
139426.69000000
0.003307708415
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9LV2
1141668.69000000
PA
USD
1092380.16000000
0.025915232210
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
636234.00000000
NS
7366930.15000000
0.174770389016
Long
EC
CORP
FR
N
2
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
51969.00000000
NS
USD
1746158.40000000
0.041425230949
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-1
30165XAE5
895000.00000000
PA
USD
860796.32000000
0.020421220867
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.98000000
N
N
N
N
N
N
NAVER Corp
988400ULUQYDB2HQYJ61
NAVER Corp
000000000
15564.00000000
NS
2903100.27000000
0.068872101840
Long
EC
CORP
KR
N
2
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
580135101
41739.00000000
NS
USD
10304524.32000000
0.244460811676
Long
EC
CORP
US
N
1
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAE3
1095000.00000000
PA
USD
1097638.95000000
0.026039989844
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4Y8
1149968.22000000
PA
USD
1142629.41000000
0.027107327261
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF1
12529MDE5
800000.00000000
PA
USD
768465.60000000
0.018230800227
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
4.41140000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
156268.00000000
NS
USD
23934006.88000000
0.567801731245
Long
EC
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBC0
660000.00000000
PA
USD
657278.16000000
0.015593029576
Long
DBT
CORP
IT
N
2
2023-01-12
Fixed
3.37500000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BN9
1200000.00000000
PA
USD
1135038.00000000
0.026927231393
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUV7
542190.91000000
PA
USD
535065.82000000
0.012693708180
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G85D1
29098.24000000
PA
USD
29892.59000000
0.000709161004
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4G6
345794.53000000
PA
USD
348292.81000000
0.008262772777
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JLY73
63664.78000000
PA
USD
63609.62000000
0.001509051641
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
23048.00000000
NS
USD
7354155.84000000
0.174467335901
Long
EC
CORP
US
N
1
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
820000.00000000
PA
USD
809447.42000000
0.019203038117
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5ZM8
241260.00000000
PA
USD
238379.96000000
0.005655240038
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACL
N/A
JPMorgan Chase Bank NA - CACLN
48128U2N8
486300.78000000
PA
USD
469053.98000000
0.011127667140
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
0.96900000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
3600.00000000
NS
USD
1006596.00000000
0.023880119794
Long
EC
CORP
US
N
1
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWB1
1955000.00000000
PA
USD
1889427.35000000
0.044824091752
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
2.12500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
1300000.00000000
PA
USD
1077291.80000000
0.025557281409
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9NN7
503326.80000000
PA
USD
480892.87000000
0.011408528688
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6BM2
3024227.30000000
PA
USD
2997790.29000000
0.071118493660
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
3.00000000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
24891.00000000
NS
1425630.09000000
0.033821133138
Long
EC
CORP
DE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193EPR5
363110.64000000
PA
USD
356037.46000000
0.008446504055
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.50000000
N
N
N
N
N
N
WPP FINANCE 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAF4
1310000.00000000
PA
USD
1280407.10000000
0.030375915396
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206FY63
223.05000000
PA
USD
223.62000000
0.000005305080
Long
ABS-MBS
USGA
US
N
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
73303.00000000
NS
3207170.93000000
0.076085764309
Long
EC
CORP
DE
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
61469.00000000
NS
5602927.96000000
0.132921838440
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7XP5
1045464.97000000
PA
USD
1038101.31000000
0.024627540385
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HQ4K5
398864.58000000
PA
USD
381184.63000000
0.009043086430
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKJH9
128470.76000000
PA
USD
127859.90000000
0.003033302068
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.00000000
N
N
N
N
N
N
Element Fleet Management Corp
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181201
523518.00000000
NS
5458057.46000000
0.129484983043
Long
EC
CORP
CA
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
16700000.00000000
PA
USD
13926234.38000000
0.330380952522
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204RRQ3
536.63000000
PA
USD
555.58000000
0.000013180379
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380H5W8
94293.89000000
PA
USD
91374.49000000
0.002167735384
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.00000000
N
N
N
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
497350108
179800.00000000
NS
2840308.98000000
0.067382463964
Long
EC
CORP
JP
N
2
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EBU2
387672.18000000
PA
USD
409736.12000000
0.009720431662
Long
ABS-MBS
USGA
US
N
2
2034-12-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H040673
3280000.00000000
PA
USD
3265585.94000000
0.077471580899
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AW5A7
113380.62000000
PA
USD
113160.41000000
0.002684576679
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
3.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCE3
1215000.00000000
PA
USD
1154663.10000000
0.027392810174
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAG0
2000000.00000000
PA
USD
1998662.00000000
0.047415535119
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.84800000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
77416.00000000
NS
USD
4323683.60000000
0.102573507467
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TV93
92087.24000000
PA
USD
97403.85000000
0.002310773742
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.50000000
N
N
N
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C108
55600.00000000
NS
USD
554888.00000000
0.013163962416
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SSP3
218457.11000000
PA
USD
209530.48000000
0.004970825398
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD5K3
32987.63000000
PA
USD
32988.31000000
0.000782602746
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.50000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC
09857L108
2809.00000000
NS
USD
4912912.91000000
0.116552170714
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
1315000.00000000
PA
USD
1216535.43000000
0.028860646975
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAC8
3595000.00000000
PA
USD
3434697.87000000
0.081483531222
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
2.42496200
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312941NS2
78376.96000000
PA
USD
82337.85000000
0.001953353402
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 II Pool
36179SEG8
260990.46000000
PA
USD
250332.82000000
0.005938805369
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160MJ9
305000.00000000
PA
USD
292800.00000000
0.006946281403
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410K5N0
393.07000000
PA
USD
413.63000000
0.000009812808
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMCC6
3376207.88000000
PA
USD
3042134.14000000
0.072170491135
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A56A2
268960.53000000
PA
USD
281366.83000000
0.006675045009
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
4.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAZ0
1875000.00000000
PA
USD
1874838.75000000
0.044477997077
Long
DBT
CORP
IT
N
2
2022-07-14
Fixed
3.12500000
N
N
N
N
N
N
T ROWE PRICE INSTITUTIONAL HIGH YIELD FUND
E81VH37I6Q4XM5FXIK06
T ROWE PR INST HI YLD
77958B204
28392180.85210700
NS
USD
208682529.26000000
4.950708921774
Long
EC
RF
US
N
1
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
7800.00000000
NS
USD
1262586.00000000
0.029953134059
Long
EC
CORP
US
N
1
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460DAH2
1210000.00000000
PA
USD
1044989.88000000
0.024790962331
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617A9KW6
81412.48000000
PA
USD
79820.36000000
0.001893629379
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.50000000
N
N
N
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
7726.00000000
NS
USD
1074377.56000000
0.025488145033
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
114902.00000000
NS
USD
8130465.52000000
0.192884226249
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
7648194.00000000
NS
3935047.20000000
0.093353637938
Long
EC
CORP
GB
N
2
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
755000.00000000
PA
USD
655158.05000000
0.015542732852
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YGXF4
282358.79000000
PA
USD
276112.48000000
0.006550392708
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FGMN6
324142.77000000
PA
USD
306787.56000000
0.007278117223
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RR57
2875000.00000000
PA
USD
2717852.50000000
0.064477350679
Long
DBT
CORP
US
N
2
2024-11-08
Fixed
0.90000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BFR8
2200000.00000000
PA
USD
2973677.52000000
0.070546451017
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAG5
1120000.00000000
PA
USD
1105843.20000000
0.026234624507
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAC1
208269.39000000
PA
USD
204651.54000000
0.004855079189
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
COOPER COS INC/THE
QJKMVPIGLH7530PCUE20
COOPER COS INC/THE
216648402
1716.00000000
NS
USD
537313.92000000
0.012747041292
Long
EC
CORP
US
N
1
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
378.00000000
NS
USD
22010.94000000
0.000522179587
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
89151E109
89356.00000000
NS
USD
4703699.84000000
0.111588875435
Long
EC
CORP
FR
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DD97
73639.85000000
PA
USD
78950.79000000
0.001873000014
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
16941.00000000
NS
USD
3550833.60000000
0.084238693318
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
69265.00000000
NS
USD
3185497.35000000
0.075571588128
Long
EC
CORP
US
N
1
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAC7
1220000.00000000
PA
USD
1194975.36000000
0.028349163665
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.12500000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
17215.00000000
NS
USD
2044625.55000000
0.048505957772
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Trust 2022-IND
05609WAJ2
1330000.00000000
PA
USD
1274728.53000000
0.030241199053
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
3.62382000
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
1413580.56000000
0.033535274442
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
5.31000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
640000.00000000
PA
USD
598531.84000000
0.014199353107
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CV74
45782.79000000
PA
USD
47219.91000000
0.001120228083
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
618500.00000000
NS
9649653.95000000
0.228924903640
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVU9
3557502.55000000
PA
USD
3266200.76000000
0.077486166667
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.50000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
2035.00000000
NS
USD
181257.45000000
0.004300086250
Long
EC
CORP
IE
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
1880000.00000000
PA
USD
1774304.52000000
0.042092959330
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMTP9
1548714.10000000
PA
USD
1350235.24000000
0.032032492958
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CM9
775000.00000000
PA
USD
631208.83000000
0.014974570210
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.37500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
680000.00000000
PA
USD
543432.88000000
0.012892205288
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
1670.00000000
NS
USD
467800.40000000
0.011097927661
Long
EC
CORP
US
N
1
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
103965.00000000
NS
4373657.08000000
0.103759060250
Long
EC
CORP
GB
N
2
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GTG0
1625000.00000000
PA
USD
1672617.86000000
0.039680581750
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.60100000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887109
116024.00000000
NS
USD
28603396.72000000
0.678576648638
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
4286.00000000
NS
USD
956120.88000000
0.022682666285
Long
EC
CORP
US
N
1
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAB5
1310000.00000000
PA
USD
1290929.02000000
0.030625533624
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETGU4
185252.67000000
PA
USD
182521.03000000
0.004330062966
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.50000000
N
N
N
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
12232.00000000
NS
USD
1320689.04000000
0.031331549585
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5FG9
1321119.69000000
PA
USD
1330351.61000000
0.031560780905
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UKW1
189108.67000000
PA
USD
186212.82000000
0.004417645658
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
3140J9VD0
413427.22000000
PA
USD
410306.29000000
0.009733958169
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
3.00000000
N
N
N
N
N
N
PROTECTIVE LIFE GLOBAL
635400EVYITCJYWL2I50
Protective Life Global Funding
74368CAR5
780000.00000000
PA
USD
761282.34000000
0.018060387163
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
1.08200000
N
N
N
N
N
N
PORT AUTH OF NEW YORK & NEW JE
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey
73358XDP4
800000.00000000
PA
USD
632636.16000000
0.015008431672
Long
DBT
MUN
US
N
2
2051-02-15
Fixed
3.13900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCKG0
2254786.66000000
PA
USD
2103903.80000000
0.049912253556
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KKY4
1100000.00000000
PA
USD
1004191.10000000
0.023823066816
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
2.42566000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-2
03465DAA1
1168272.04000000
PA
USD
1062585.24000000
0.025208388294
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.98500000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAK7
500000.00000000
PA
USD
496286.50000000
0.011773721604
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SAV2
728416.90000000
PA
USD
716484.53000000
0.016997620105
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7QA6
636357.38000000
PA
USD
649946.70000000
0.015419100668
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 I Pool
36224JMS8
21.60000000
PA
USD
21.58000000
0.000000511956
Long
ABS-MBS
USGA
US
N
2
2023-02-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AQFQ5
1381465.44000000
PA
USD
1245543.19000000
0.029548816592
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
1440000.00000000
PA
USD
1165118.40000000
0.027640847934
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
FLEETCOR TECHNOLOGIES INC
549300DG6RR0NQSFLN74
FLEETCOR TECHNOLOGIES INC
339041105
15267.00000000
NS
USD
3207749.37000000
0.076099487011
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Hol
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
8200.00000000
NS
USD
1921752.00000000
0.045590950069
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F020679
13395000.00000000
PA
USD
11622255.47000000
0.275722189349
Long
ABS-MBS
USGSE
US
N
2
2051-07-15
Fixed
2.00000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824100
70523.00000000
NS
USD
7662323.95000000
0.181778204794
Long
EC
CORP
US
N
1
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
3461.00000000
NS
USD
501948.83000000
0.011908052675
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMYW5
9508.55000000
PA
USD
9997.89000000
0.000237186329
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
590188JB5
700000.00000000
PA
USD
772076.20000000
0.018316456797
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
6.75000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69369EAE9
1250000.00000000
PA
USD
1254287.50000000
0.029756263443
Long
DBT
CORP
ID
N
2
2023-05-20
Fixed
4.30000000
N
N
N
N
N
N
PERUSAHAAN GAS NEGARA
549300OX1VFDX7ZPN240
Perusahaan Gas Negara Tbk PT
69367PAA4
1105000.00000000
PA
USD
1110550.69000000
0.026346303298
Long
DBT
CORP
ID
N
2
2024-05-16
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LUTV7
25887.95000000
PA
USD
25320.58000000
0.000600696290
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Opendoor Technologies Inc
254900KX11YZ4HV5BQ47
Opendoor Technologies Inc
683712103
142812.00000000
NS
USD
672644.52000000
0.015957575548
Long
EC
CORP
US
N
1
N
N
N
Panasonic Holdings Corp
254900GE1G59KGWPHX32
Panasonic Holdings Corp
000000000
480000.00000000
NS
3875608.99000000
0.091943547321
Long
EC
CORP
JP
N
2
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BZ3
2935000.00000000
PA
USD
2611721.49000000
0.061959536946
Long
DBT
CORP
CA
N
2
2042-03-15
Fixed
4.50000000
N
N
N
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
38823.00000000
NS
5225686.01000000
0.123972286725
Long
EC
CORP
FR
N
2
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AR6
570000.00000000
PA
USD
562749.60000000
0.013350468174
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.83200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8UK7
501576.24000000
PA
USD
516419.26000000
0.012251343928
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.50000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
60413.00000000
NS
USD
3793332.27000000
0.089991644144
Long
EC
CORP
US
N
1
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AP8
1187000.00000000
PA
USD
1100942.50000000
0.026118362071
Long
DBT
CORP
AU
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
11540.00000000
NS
USD
1049909.20000000
0.024907666501
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCS8
11940000.00000000
PA
USD
10277728.13000000
0.243825108547
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BCY0
755000.00000000
PA
USD
804399.65000000
0.019083286646
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
6.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2P8
3100000.00000000
PA
USD
2578508.70000000
0.061171608716
Long
DBT
CORP
FR
N
2
2032-04-19
Fixed
2.87100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938BW2
25901.72000000
PA
USD
26759.94000000
0.000634843147
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
PICC P&C
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
3862000.00000000
NS
4027314.96000000
0.095542564938
Long
EC
CORP
CN
N
2
N
N
N
DoorDash Inc
549300NUQ43FGGSK5051
DoorDash Inc
25809K105
40665.00000000
NS
USD
2609473.05000000
0.061906195768
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380UPK3
82684.98000000
PA
USD
80228.84000000
0.001903320011
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCP5
645000.00000000
PA
USD
644115.06000000
0.015280752948
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AK4
2000000.00000000
PA
USD
2009637.34000000
0.047675910120
Long
DBT
CORP
KY
N
2
2023-09-29
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AKNH9
342538.73000000
PA
USD
308838.67000000
0.007326777015
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFY70
2066576.75000000
PA
USD
1801531.15000000
0.042738874062
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RQZ5
290599.75000000
PA
USD
278742.33000000
0.006612782320
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.00000000
N
N
N
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
54053.00000000
NS
3861563.45000000
0.091610336005
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36223YQG8
89.98000000
PA
USD
90.19000000
0.000002139634
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
7.50000000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC
65339F101
94157.00000000
NS
USD
7293401.22000000
0.173026015248
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LX84
675121.52000000
PA
USD
673538.91000000
0.015978793733
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
31402RJV2
68678.25000000
PA
USD
72209.63000000
0.001713075170
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
3905000.00000000
PA
USD
3687784.38000000
0.087487664139
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040677
8025000.00000000
PA
USD
7913245.62000000
0.187730979828
Long
ABS-MBS
USGSE
US
N
2
2051-07-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNU7
743307.06000000
PA
USD
712946.12000000
0.016913676145
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
15292.00000000
NS
USD
831578.96000000
0.019728078776
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAG7
2420000.00000000
PA
USD
2419721.70000000
0.057404603302
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312940EU9
13645.92000000
PA
USD
14379.59000000
0.000341136197
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQV2
336810.99000000
PA
USD
323051.51000000
0.007663957296
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 YEAR US TREASURY NOTE
000000000
64.00000000
NC
USD
-43105.28000000
-0.00102261408
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
2022-09-21
7629105.28000000
USD
-43105.28000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C2A1
8079.45000000
PA
USD
8143.40000000
0.000193191079
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WUE9
136062.81000000
PA
USD
140423.68000000
0.003331360645
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.50000000
N
N
N
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2017-A LLC
28416DAA8
197123.18000000
PA
USD
192065.28000000
0.004556487304
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.69000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BR4
2100000.00000000
PA
USD
1799298.00000000
0.042685895619
Long
DBT
NUSS
PA
N
2
2033-01-19
Fixed
3.29800000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
471854.00000000
NS
4050351.63000000
0.096089078573
Long
EC
CORP
SE
N
2
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
1135000.00000000
PA
USD
1099821.65000000
0.026091771430
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP3 Trust
67113AAQ3
209023.16000000
PA
USD
200525.47000000
0.004757193795
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450Y103
24794.00000000
NS
USD
1731612.96000000
0.041080160186
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
1340000.00000000
PA
USD
1121606.80000000
0.026608594457
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384VQL9
410.56000000
PA
USD
439.13000000
0.000010417761
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
144373.00000000
NS
USD
12215399.53000000
0.289793724710
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AU7
1120000.00000000
PA
USD
1093405.60000000
0.025939559378
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BD4
2105000.00000000
PA
USD
2125997.38000000
0.050436393665
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XMF54
573052.09000000
PA
USD
577116.76000000
0.013691309487
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
900000.00000000
PA
USD
971991.00000000
0.023059163278
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC21
17322MAY2
235000.00000000
PA
USD
231938.26000000
0.005502419474
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.02600000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BV1
810000.00000000
PA
USD
807659.91000000
0.019160631876
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.00000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
46246.00000000
NS
USD
6845795.38000000
0.162407176032
Long
EC
CORP
NL
N
1
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
1110000.00000000
PA
USD
1115710.95000000
0.026468723442
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERNP1
303838.72000000
PA
USD
287467.58000000
0.006819776998
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAA6
3370000.00000000
PA
USD
3327986.21000000
0.078951942358
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
2.37500000
N
N
N
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
1276922.00000000
NS
3460063.90000000
0.082085305753
Long
EC
CORP
AU
N
2
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
61690AAG9
2775000.00000000
PA
USD
2722681.26000000
0.064591906437
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
4.06800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128NGEY7
6918.77000000
PA
USD
7227.37000000
0.000171459514
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
2.69800000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
43453.00000000
NS
USD
7469136.17000000
0.177195087705
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
128842.00000000
NS
USD
8203370.14000000
0.194613789111
Long
EC
CORP
US
N
1
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAF6
1470000.00000000
PA
USD
1370744.13000000
0.032519038454
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKF59
11187.03000000
PA
USD
11545.37000000
0.000273898186
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SBG4
334096.34000000
PA
USD
328620.86000000
0.007796082543
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-1
03465CAA3
1233356.29000000
PA
USD
1143884.06000000
0.027137092124
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.90900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGA61
909898.93000000
PA
USD
888369.56000000
0.021075358450
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Pinterest Inc
N/A
Pinterest Inc
72352L106
52399.00000000
NS
USD
951565.84000000
0.022574604162
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027X100
7006.00000000
NS
USD
1790663.54000000
0.042481054809
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
2120000.00000000
PA
USD
2166521.28000000
0.051397768026
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
22432.00000000
NS
USD
3247704.96000000
0.077047378991
Long
EC
CORP
US
N
1
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAJ8
2035000.00000000
PA
USD
1881888.64000000
0.044645246120
Long
DBT
CORP
CA
N
2
2027-03-08
Fixed
2.65000000
N
N
N
N
N
N
GEORGE WASHINGTON UNIVER
5493002S4P5IVD462L47
George Washington University/The
372546AT8
975000.00000000
PA
USD
907667.48000000
0.021533175331
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.30000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
20080.00000000
NS
USD
2217635.20000000
0.052610376195
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2014-2 B PTT
N/A
United Airlines 2014-2 Class B Pass Through Trust
90932QAB2
801322.39100000
PA
USD
797315.78000000
0.018915231473
Long
DBT
CORP
US
N
2
2022-09-03
Fixed
4.62500000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BP7
935000.00000000
PA
USD
912793.75000000
0.021654789109
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
700.00000000
NS
USD
170037.00000000
0.004033896349
Long
EC
CORP
US
N
1
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL -CL A
571903202
19322.00000000
NS
USD
2627985.22000000
0.062345371800
Long
EC
CORP
US
N
1
N
N
N
West Pharmaceutical Services I
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
1500.00000000
NS
USD
453555.00000000
0.010759974938
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECQ1
14686794.12000000
PA
USD
13219890.19000000
0.313623898179
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQB3
1532179.13000000
PA
USD
1535885.99000000
0.036436804271
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
CNO GLOBAL FUNDING
6354008GTNR4833ULD48
CNO Global Funding
18977W2C3
3255000.00000000
PA
USD
2862355.86000000
0.067905496179
Long
DBT
CORP
US
N
2
2029-01-06
Fixed
2.65000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDM3
1165000.00000000
PA
USD
1131895.01000000
0.026852668234
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FP67
10749.37000000
PA
USD
10928.24000000
0.000259257617
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LNFD4
1383618.37000000
PA
USD
1258322.64000000
0.029851991646
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
450000.00000000
PA
USD
451033.65000000
0.010700159342
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERN71
212346.58000000
PA
USD
209071.98000000
0.004959948110
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ82
173626.23000000
PA
USD
184588.83000000
0.004379118706
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KWK3
20685.42000000
PA
USD
22334.53000000
0.000529856319
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.50000000
N
N
N
N
N
N
BANNER HEALTH
PLD0E0WJKFN8IZJ2WD85
Banner Health
06654DAD9
670000.00000000
PA
USD
546233.58000000
0.012958648083
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
1.89700000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
1100000.00000000
PA
USD
1044161.80000000
0.024771317260
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
310200.00000000
NS
5860340.05000000
0.139028589853
Long
EC
CORP
SG
N
2
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
41581.00000000
NS
USD
1749728.48000000
0.041509926237
Long
EC
CORP
US
N
1
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
10866.00000000
NS
USD
3477663.30000000
0.082502827559
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETJ98
67783.71000000
PA
USD
68283.14000000
0.001619924540
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BT8
1120000.00000000
PA
USD
1059819.04000000
0.025142763964
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.70000000
N
N
N
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
35800.00000000
NS
USD
920418.00000000
0.021835664061
Long
EC
CORP
US
N
1
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
5441.00000000
NS
USD
741227.43000000
0.017584611724
Long
EC
CORP
US
N
1
N
N
N
Affirm Holdings Inc
N/A
Affirm Holdings Inc
00827B106
28694.00000000
NS
USD
518213.64000000
0.012293913151
Long
EC
CORP
US
N
1
N
N
N
AHS HOSPITAL CORP
549300D7W3C9Z4RGJG34
AHS Hospital Corp
001306AB5
1600000.00000000
PA
USD
1726752.00000000
0.040964840527
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
5.02400000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAB4
663439.40000000
PA
USD
647398.50000000
0.015358648092
Long
ABS-O
CORP
US
N
2
2037-01-15
Fixed
3.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
3665000.00000000
PA
USD
3093489.06000000
0.073388816701
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M74W3
36543.15000000
PA
USD
37742.89000000
0.000895398684
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
31418CUB8
53720.60000000
PA
USD
53784.60000000
0.001275966416
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNEW8
2434728.76000000
PA
USD
2122489.23000000
0.050353167582
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
SFO Commerical Mortgage Trust
N/A
SFO Commercial Mortgage Trust 2021-555
78432WAC7
1560000.00000000
PA
USD
1473829.19000000
0.034964591170
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
2.82400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS47
1358281.87000000
PA
USD
1327515.58000000
0.031493499954
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
441225.00000000
NS
7987744.84000000
0.189498372405
Long
EC
CORP
NO
N
2
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
75400.00000000
NS
1817977.08000000
0.043129031363
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371JWB6
219.70000000
PA
USD
236.69000000
0.000005615148
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.00000000
N
N
N
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
39200.00000000
NS
487598.27000000
0.011567605175
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KEL9
835000.00000000
PA
USD
772153.81000000
0.018318297989
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
3.02566000
N
N
N
N
N
N
PRICOA GLOBAL FUNDING 1
635400IBXEBMD9ADYA79
Pricoa Global Funding I
741531FA0
2650000.00000000
PA
USD
2648958.55000000
0.062842935503
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.45000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
500000.00000000
PA
USD
393952.00000000
0.009345974902
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NBA5
335221.71000000
PA
USD
321510.23000000
0.007627392526
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.00000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AP0
2140000.00000000
PA
USD
2075705.84000000
0.049243295342
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.95000000
N
N
N
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
22117.00000000
NS
USD
3949653.86000000
0.093700161062
Long
EC
CORP
US
N
1
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AF1
1400000.00000000
PA
USD
1400908.60000000
0.033234649441
Long
DBT
NUSS
MA
N
2
2022-12-11
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAV2
2517638.08000000
PA
USD
2156688.06000000
0.051164488268
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
1.50000000
N
N
N
N
N
N
Evotec SE
529900F9KI6OYITO9B12
Evotec SE
000000000
80485.00000000
NS
1950860.77000000
0.046281516011
Long
EC
CORP
DE
N
2
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
673.00000000
NS
USD
1446357.76000000
0.034312868891
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184Q2S2
26805.51000000
PA
USD
26479.56000000
0.000628191513
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
312933NW0
147079.10000000
PA
USD
151959.83000000
0.003605040099
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CHP4
38797.14000000
PA
USD
41673.59000000
0.000988649191
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JACW6
452389.75000000
PA
USD
453058.10000000
0.010748186662
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DT1
1810000.00000000
PA
USD
1495583.09000000
0.035480672834
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
137766.61000000
PA
USD
135803.56000000
0.003221754588
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
25360.00000000
NS
USD
7291760.80000000
0.172987098517
Long
EC
CORP
GB
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
152450.00000000
NS
USD
23109895.50000000
0.548250810639
Long
EC
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
SCHWAB (CHARLES) CORP
808513105
180191.00000000
NS
USD
11384467.38000000
0.270080990620
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CNZ4
70728.67000000
PA
USD
68488.65000000
0.001624799985
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FBBW5
982151.81000000
PA
USD
969733.58000000
0.023005609062
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Fixed
2.95200000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
1895000.00000000
PA
USD
1726818.75000000
0.040966424080
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
399690.58000000
PA
USD
397486.53000000
0.009429826815
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV3
46591LBH3
680791.75000000
PA
USD
638552.71000000
0.015148793766
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
154632.00000000
NS
6678976.31000000
0.158449620691
Long
EC
CORP
GB
N
2
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG
000000000
1670.00000000
NS
3736491.63000000
0.088643177339
Long
EC
CORP
CH
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQW0
600326.28000000
PA
USD
587374.67000000
0.013934664437
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJTL4
301868.84000000
PA
USD
296921.25000000
0.007044052449
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206SNE0
187.80000000
PA
USD
188.30000000
0.000004467161
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
7.50000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
80105N105
154928.00000000
NS
USD
7751047.84000000
0.183883058302
Long
EC
CORP
FR
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DQ0
1745000.00000000
PA
USD
1395984.30000000
0.033117827128
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYWH8
3231423.82000000
PA
USD
2864613.40000000
0.067959053242
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BR2
1145000.00000000
PA
USD
929397.65000000
0.022048694033
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M75X0
27976.19000000
PA
USD
28892.91000000
0.000685444957
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
31403C6L0
260063.19000000
PA
USD
273718.00000000
0.006493586930
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
147299.00000000
NS
USD
9266580.09000000
0.219836997800
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BH6
650000.00000000
PA
USD
614846.05000000
0.014586385530
Long
DBT
CORP
US
N
2
2025-03-12
Fixed
1.37500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCV4
870000.00000000
PA
USD
819098.91000000
0.019432006579
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EH7F3
29343.50000000
PA
USD
32158.29000000
0.000762911652
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NJA7
19719.61000000
PA
USD
19577.34000000
0.000464445740
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
7920.76000000
PA
USD
8495.81000000
0.000201551526
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.50000000
N
N
N
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
18000.00000000
NS
USD
974520.00000000
0.023119160360
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
5867.00000000
NS
USD
3854736.34000000
0.091448372114
Long
EC
CORP
US
N
1
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
1635.00000000
NS
USD
333441.90000000
0.007910455154
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
59466.00000000
NS
USD
3117802.38000000
0.073965617120
Long
EC
CORP
US
N
1
N
N
N
KKR & Co Inc
549300JOHU21WRN2Z451
KKR & Co Inc
48251W104
18933.00000000
NS
USD
876408.57000000
0.020791600245
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
41745000.00000000
PA
USD
38314082.81000000
0.908949456716
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JG85
933.44000000
PA
USD
998.50000000
0.000023688053
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128LUHZ2
21769.57000000
PA
USD
22323.10000000
0.000529585158
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
2.20300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMWT4
318053.06000000
PA
USD
321666.91000000
0.007631109546
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0Y36
43216.64000000
PA
USD
41278.92000000
0.000979286182
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
10220.00000000
NS
USD
1985235.00000000
0.047096997823
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417SBL3
28231.89000000
PA
USD
29060.18000000
0.000689413210
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.50000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAK8
2460000.00000000
PA
USD
2403225.66000000
0.057013257210
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412P2U4
23265.48000000
PA
USD
24010.34000000
0.000569612630
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-6
03465AAB5
338300.77000000
PA
USD
322590.73000000
0.007653025918
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.51800000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
331453.00000000
NS
USD
12983014.01000000
0.308004333274
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
23536.00000000
NS
USD
2145777.12000000
0.050905641070
Long
EC
CORP
US
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
37733W105
149907.00000000
NS
USD
6525451.71000000
0.154807458553
Long
EC
CORP
GB
N
1
N
N
N
CANVA SERIES A-3 CVT PFD STOCK PP
N/A
CANVA SERIES A-3 CVT PFD STOCK PP
000000000
2.00000000
NS
USD
1909.90000000
0.000045309777
Long
EP
CORP
US
Y
3
N
N
N
Australia & New Zealand Bankin
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
216463.00000000
NS
3296885.35000000
0.078214116793
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAA7
562082.19000000
PA
USD
550108.72000000
0.013050580504
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
1.92566000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413QQE1
17176.31000000
PA
USD
18426.41000000
0.000437141492
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.50000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857W308
379147.00000000
NS
USD
5907110.26000000
0.140138149416
Long
EC
CORP
GB
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
31920.00000000
NS
USD
9480878.40000000
0.224920933475
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
560000.00000000
PA
USD
537600.00000000
0.012753828151
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
210677.00000000
NS
4518712.50000000
0.107200302622
Long
EC
CORP
NL
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
1715000.00000000
PA
USD
1193532.81000000
0.028314941130
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAR2
2000000.00000000
PA
USD
1684352.00000000
0.039958958248
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.70000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C31
46644YAU4
2231894.47000000
PA
USD
2179235.38000000
0.051699392741
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.80140000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6BQ2
1435117.81000000
PA
USD
1306409.86000000
0.030992795479
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
1.50000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
1138000.00000000
PA
USD
1125621.97000000
0.026703848899
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJMV7
598092.78000000
PA
USD
565962.62000000
0.013426692699
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
280967.00000000
NS
3967522.90000000
0.094124079711
Long
EC
CORP
CL
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LWU9
8095.54000000
PA
USD
8863.21000000
0.000210267591
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GUKV5
782694.71000000
PA
USD
792373.59000000
0.018797984744
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
1150000.00000000
PA
USD
1026930.45000000
0.024362526939
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A46Y6
277859.66000000
PA
USD
281025.26000000
0.006666941726
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
238900.00000000
NS
2161891.53000000
0.051287933510
Long
EC
CORP
JP
N
2
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
22246.00000000
NS
USD
747243.14000000
0.017727326255
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVS6
931887.97000000
PA
USD
925175.09000000
0.021948519545
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.50000000
N
N
N
N
N
N
Mitsubishi Electric Corp
549300TRXM9Y6561AX39
Mitsubishi Electric Corp
000000000
599800.00000000
NS
6447343.26000000
0.152954441908
Long
EC
CORP
JP
N
2
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
2045000.00000000
PA
USD
1869033.89000000
0.044340284676
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F5C5
172673.62000000
PA
USD
181658.91000000
0.004309610342
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CJ6
1380000.00000000
PA
USD
1213954.26000000
0.028799412231
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAC1
370000.00000000
PA
USD
369815.00000000
0.008773357436
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.80000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AE2
275000.00000000
PA
USD
268912.88000000
0.006379591999
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.37500000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
6151.00000000
NS
USD
1394493.21000000
0.033082453047
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
9050.00000000
NS
USD
4337484.00000000
0.102900903170
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7MP7
4446.01000000
PA
USD
4352.42000000
0.000103255239
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
5800.00000000
NS
USD
2227432.00000000
0.052842791939
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411FFM1
3102.55000000
PA
USD
3081.54000000
0.000073105341
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Floating
2.10500000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
6646.00000000
NS
USD
1633919.10000000
0.038762506351
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4X9
139396.34000000
PA
USD
140584.42000000
0.003335173983
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
3140QA3Y4
736485.71000000
PA
USD
749632.95000000
0.017784021244
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAA9
1041308.74000000
PA
USD
985225.20000000
0.023373126657
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.22000000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD 2019-DPLO
054970AJ7
2080000.00000000
PA
USD
2006750.51000000
0.047607424008
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
2.86400000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAA8
68481.87000000
PA
USD
67932.47000000
0.001611605372
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DJ3
1865000.00000000
PA
USD
1487966.01000000
0.035299967980
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DWG0
2670.54000000
PA
USD
2843.13000000
0.000067449388
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJ39
2336.85000000
PA
USD
2444.66000000
0.000057996230
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
2415000.00000000
PA
USD
1589371.88000000
0.037705684199
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
724500.00000000
NS
3876112.84000000
0.091955500476
Long
EC
CORP
JP
N
2
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AD0
1385000.00000000
PA
USD
1375111.10000000
0.032622638873
Long
DBT
CORP
CH
N
2
2023-12-14
Fixed
2.99700000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABX4
2435000.00000000
PA
USD
2063574.84000000
0.048955503881
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AW5
2195000.00000000
PA
USD
1790419.80000000
0.042475272410
Long
DBT
CORP
US
N
2
2031-08-19
Fixed
2.00000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
12274.00000000
NS
USD
2986264.20000000
0.070845052866
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJGP7
1108587.96000000
PA
USD
1049534.23000000
0.024898770848
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
89526.00000000
NS
2358349.99000000
0.055948643029
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXE97
18583.34000000
PA
USD
19566.01000000
0.000464176951
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
15125.00000000
NS
USD
1964283.75000000
0.046599957938
Long
EC
CORP
IE
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
4185000.00000000
PA
USD
3800503.13000000
0.090161763036
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
15888.00000000
NS
USD
1184132.64000000
0.028091934893
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB82
18630691.10000000
PA
USD
16191369.87000000
0.384118208435
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAE3
565000.00000000
PA
USD
542454.24000000
0.012868988387
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.90000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
41045.00000000
NS
USD
3121882.70000000
0.074062417157
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410TA88
2176.88000000
PA
USD
2283.83000000
0.000054180757
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
ASOS PLC
213800H8DBB8JSKDW630
ASOS PLC
000000000
121240.00000000
NS
1242562.19000000
0.029478096425
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YWJZ1
20664.34000000
PA
USD
20769.03000000
0.000492716963
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205DBD9
27.28000000
PA
USD
27.35000000
0.000000648841
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
7.50000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
780000.00000000
PA
USD
785226.78000000
0.018628436405
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312940JV2
65822.53000000
PA
USD
68949.68000000
0.001635737295
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
87822.00000000
NS
USD
45108013.86000000
1.070126222123
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL
718172109
166289.00000000
NS
USD
16419375.86000000
0.389527340157
Long
EC
CORP
US
N
1
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
96800.00000000
NS
4381666.23000000
0.103949066431
Long
EC
CORP
CN
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G9FT3
98458.04000000
PA
USD
101714.45000000
0.002413036859
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.00000000
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
3136.00000000
NS
USD
820095.36000000
0.019455645998
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECY4
3139478.71000000
PA
USD
2806564.97000000
0.066581933263
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DWU9
16059.36000000
PA
USD
17244.01000000
0.000409090662
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.50000000
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PerkinElmer Inc
714046109
29935.00000000
NS
USD
4257355.70000000
0.100999968334
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
97442.00000000
NS
USD
6375630.06000000
0.151253143863
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DBD0
69480.16000000
PA
USD
73095.06000000
0.001734080792
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GH25
154956.10000000
PA
USD
148141.63000000
0.003514458502
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
24845000.00000000
PA
USD
19254875.00000000
0.456795697216
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
9215000.00000000
PA
USD
7007719.53000000
0.166248606059
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
61309.00000000
NS
USD
6572937.89000000
0.155934003530
Long
EC
CORP
US
N
1
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAD4
422000.00000000
PA
USD
418629.06000000
0.009931404557
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXS8
144588.38000000
PA
USD
141577.16000000
0.003358725388
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
3.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAV6
1025000.00000000
PA
USD
950930.43000000
0.022559529925
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
2940000.00000000
PA
USD
2806394.64000000
0.066577892416
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24400000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAE6
960000.00000000
PA
USD
958248.33000000
0.022733137141
Long
DBT
CORP
KY
N
2
2023-01-19
Fixed
2.98500000
N
N
N
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
11613.00000000
NS
USD
462661.92000000
0.010976024218
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
23300.00000000
NS
USD
1344876.00000000
0.031905352285
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDH6
3205000.00000000
PA
USD
2717830.39000000
0.064476826150
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.40000000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAG3
780000.00000000
PA
USD
776676.42000000
0.018425590754
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DBY4
75217.55000000
PA
USD
79137.28000000
0.001877424236
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.00000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WAJ4
300000.00000000
PA
USD
341289.59000000
0.008096630916
Long
DBT
CORP
MX
N
2
2035-03-01
Fixed
6.37500000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BD8
1800000.00000000
PA
USD
1740256.20000000
0.041285209289
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MS27
40470.98000000
PA
USD
42934.19000000
0.001018555210
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GRD7
1144177.91000000
PA
USD
1226202.19000000
0.029089977697
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
8685.00000000
NS
USD
2088568.80000000
0.049548451557
Long
EC
CORP
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
357862.00000000
NS
16311278.62000000
0.386962880294
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942NF8
322462.71000000
PA
USD
326439.65000000
0.007744336305
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AN3
738000.00000000
PA
USD
711285.69000000
0.016874284703
Long
DBT
CORP
AU
N
2
2026-09-15
Fixed
3.70000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
4031.00000000
NS
USD
428414.68000000
0.010163555071
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-F
63935CAB7
959244.29000000
PA
USD
913933.33000000
0.021681824093
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.60000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-1
92537QAA9
611361.56000000
PA
USD
558053.77000000
0.013239066000
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.81500000
N
N
N
N
N
N
Woodside Energy Group Ltd
2549005ZC5RXAOO7FH41
Woodside Energy Group Ltd
000000000
34014.00000000
NS
720451.21000000
0.017091724188
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312945DS4
89293.09000000
PA
USD
90395.78000000
0.002144516822
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMRT2
247402.17000000
PA
USD
246812.93000000
0.005855300771
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.00000000
N
N
N
N
N
N
Munich Re
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
44424.00000000
NS
10508381.47000000
0.249297045044
Long
EC
CORP
DE
N
2
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBZ2
1895000.00000000
PA
USD
1584163.15000000
0.037582114171
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.44000000
N
N
N
N
N
N
CHICAGO IL O'HARE INTERNATIONA
N/A
Chicago O'Hare International Airport
167593T44
975000.00000000
PA
USD
853029.16000000
0.020236955570
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
2.34600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8ZH9
1438537.08000000
PA
USD
1468410.83000000
0.034836047956
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
3128JM6Y8
14303.84000000
PA
USD
14396.42000000
0.000341535466
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Floating
2.12700000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189TAZ7
650000.00000000
PA
USD
762167.25000000
0.018081380448
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B7EZ8
141392.75000000
PA
USD
141319.31000000
0.003352608248
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
2.77700000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
21003.00000000
NS
USD
1729597.05000000
0.041032335466
Long
EC
CORP
US
N
1
N
N
N
ILLINOIS TOOL WORKS INC
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AR0
1200000.00000000
PA
USD
1065645.60000000
0.025280991169
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GBA0
35850.39000000
PA
USD
39292.70000000
0.000932165817
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A8YF7
7429.83000000
PA
USD
7668.26000000
0.000181919029
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938PU1
136287.33000000
PA
USD
140062.45000000
0.003322790955
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AU7
140000.00000000
PA
USD
125300.00000000
0.002972571925
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG58
1540097.71000000
PA
USD
1551673.02000000
0.036811330066
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.00000000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127AW2
1000000.00000000
PA
USD
1123184.00000000
0.026646011380
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.15000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BL3
840000.00000000
PA
USD
752852.52000000
0.017860401159
Long
DBT
CORP
US
N
2
2043-03-31
Fixed
4.70000000
N
N
N
N
N
N
ZENPAYROLL INC PP
N/A
ZENPAYROLL INC PP
000000000
7517.00000000
NS
USD
216131.34000000
0.005127421816
Long
EC
CORP
US
Y
3
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
4445.00000000
NS
USD
749249.20000000
0.017774917297
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XY95
213918.85000000
PA
USD
220787.43000000
0.005237881213
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F9WP6
748846.76000000
PA
USD
708738.06000000
0.016813845650
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A SHARES
92826C839
129722.00000000
NS
USD
25540964.58000000
0.605924615085
Long
EC
CORP
US
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
20420.00000000
NS
USD
3570845.40000000
0.084713446030
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CX4
1700000.00000000
PA
USD
1702337.50000000
0.040385639751
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.55000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
41227.00000000
NS
USD
5194189.73000000
0.123225080359
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
9563.00000000
NS
USD
1742856.75000000
0.041346903797
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XAS6
24317.66000000
PA
USD
26495.95000000
0.000628580344
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M75Q5
135861.03000000
PA
USD
143040.55000000
0.003393442323
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
KT Corp
9884005ACF8449EANY26
KT Corp
000000000
99168.00000000
NS
2788431.99000000
0.066151752998
Long
EC
CORP
KR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TE35
1158299.86000000
PA
USD
1201877.22000000
0.028512900897
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.50000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
1281000.00000000
PA
USD
1286500.61000000
0.030520475625
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GM3
492413.47000000
PA
USD
493970.51000000
0.011718777894
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
2455000.00000000
PA
USD
2439548.23000000
0.057874960736
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
143062.00000000
NS
USD
4218898.38000000
0.100087620770
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5C35
1050266.68000000
PA
USD
994511.38000000
0.023593428636
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AW6
1515000.00000000
PA
USD
1514348.55000000
0.035925857826
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203XG75
100.10000000
PA
USD
100.86000000
0.000002392766
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNV5
9885.31000000
PA
USD
9763.48000000
0.000231625271
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4XA9
254895.17000000
PA
USD
241719.69000000
0.005734470585
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.00000000
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
83025.00000000
NS
USD
4697554.50000000
0.111443085610
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDKJ2
312890.75000000
PA
USD
315525.13000000
0.007485404176
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.50000000
N
N
N
N
N
N
ALFA S.A.
549300ZCGJ6T8YDJ4M34
Alfa SAB de CV
015398AB6
395000.00000000
PA
USD
394545.75000000
0.009360060813
Long
DBT
CORP
MX
N
2
2024-03-25
Fixed
5.25000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
WORKDAY INC-CLASS A
98138H101
6755.00000000
NS
USD
942862.90000000
0.022368138758
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
3102.00000000
NS
USD
1959719.52000000
0.046491677795
Long
EC
CORP
US
N
1
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
1370000.00000000
PA
USD
1322050.00000000
0.031363836509
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
T. ROWE PRICE GOVERNMENT RESERVE FUND
5493002Y0IYARJVQ5N24
T. ROWE PRICE GOVERNMENT RESERVE FUND
76105Y109
29405165.55000000
NS
USD
29405165.55000000
0.697597522662
Long
STIV
RF
US
N
1
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC
79466L302
92194.00000000
NS
USD
15215697.76000000
0.360971715833
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNCC4
2022439.74000000
PA
USD
1763133.96000000
0.041827953001
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9XT4
539524.26000000
PA
USD
532069.15000000
0.012622616264
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
3.50000000
N
N
N
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
493.00000000
NS
USD
31739.34000000
0.000752972633
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335APZ5
1683866.84000000
PA
USD
1648630.76000000
0.039111520457
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5GA7
119876.73000000
PA
USD
113387.17000000
0.002689956251
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
3140QLPR1
1943974.14000000
PA
USD
1751708.84000000
0.041556907582
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Definity Financial Corp
984500D5F3FC49D00C44
Definity Financial Corp
24477T100
39454.00000000
NS
1019759.62000000
0.024192408759
Long
EC
CORP
CA
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RV2
1150000.00000000
PA
USD
1073453.13000000
0.025466214189
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
65394.00000000
NS
USD
1704821.58000000
0.040444571167
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCR1
1235000.00000000
PA
USD
1239454.65000000
0.029404374269
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75000000
N
N
N
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
31232.00000000
NS
2190036.51000000
0.051955634846
Long
EC
CORP
CH
N
2
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
3592.00000000
NS
USD
1480442.80000000
0.035121490064
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
68374.00000000
NS
USD
2915467.36000000
0.069165494214
Long
EC
CORP
US
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
62775.00000000
NS
1595193.15000000
0.037843785906
Long
EC
CORP
AT
N
2
N
N
N
2022-08-24
T. Rowe Price Balanced Fund, Inc.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President