0001775697-23-000058.txt : 20230127
0001775697-23-000058.hdr.sgml : 20230127
20230127124524
ACCESSION NUMBER: 0001775697-23-000058
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221130
FILED AS OF DATE: 20230127
DATE AS OF CHANGE: 20230127
PERIOD START: 20221130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BNY Mellon Investment Funds VI
CENTRAL INDEX KEY: 0001224568
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21327
FILM NUMBER: 23561107
BUSINESS ADDRESS:
STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC.
STREET 2: 240 GREENWICH STREET
CITY: NEW YORK
STATE: NY
ZIP: 10286
BUSINESS PHONE: 212-922-6400
MAIL ADDRESS:
STREET 1: C/O BNY MELLON INVESTMENT ADVISER, INC.
STREET 2: 240 GREENWICH STREET
CITY: NEW YORK
STATE: NY
ZIP: 10286
FORMER COMPANY:
FORMER CONFORMED NAME: DREYFUS MANAGER FUNDS II
DATE OF NAME CHANGE: 20081201
FORMER COMPANY:
FORMER CONFORMED NAME: DREYFUS PREMIER MANAGER FUNDS II
DATE OF NAME CHANGE: 20031016
FORMER COMPANY:
FORMER CONFORMED NAME: DREYFUS PREMIER TP BALANCED FUND
DATE OF NAME CHANGE: 20030326
0001224568
S000000342
BNY Mellon Balanced Opportunity Fund
C000000867
Class A
DBOAX
C000000869
Class C
DBOCX
C000000870
Class I
DBORX
C000000872
Class J
THPBX
C000001397
Class Z
DBOZX
C000174004
Class Y
DBOYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001224568
XXXXXXXX
S000000342
C000000867
C000000869
C000000870
C000000872
C000001397
C000174004
BNY Mellon Investment Funds VI
811-21327
0001224568
549300Z48QF87LHB5Y57
240 Greenwich Street
New York
10286
212 495 1784
BNY Mellon Balanced Opportunity Fund
S000000342
54930021EVWJA2OA0N54
2022-11-30
2022-11-30
N
283131180.97
2292477.87
280838703.10
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
580672.84
0.00
0.00
70758.58
DKK
USD
SGD
JPY
GBP
EUR
SEK
NOK
HKD
AUD
CHF
UST
0
0
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBA3
255000.00
PA
USD
245169.91
0.0872991889272
Long
DBT
CORP
US
N
2
2027-01-29
Variable
3.96
N
N
N
N
N
N
CAMB COMMERCIAL MORTGAGE TRUST
N/A
CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE
12482HAA2
225000.00
OU
Other Units
USD
220563.38
0.0785373873206
Long
ABS-MBS
CORP
US
Y
2
2037-12-15
Variable
4.943
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VES9
140000.00
PA
USD
132520.74
0.0471874918012
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.875
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468G7
300000.00
PA
USD
284051.79
0.1011441040228
Long
DBT
CORP
US
N
2
2030-01-23
Variable
4.431
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AJY5
203888.13
OU
Other Units
USD
197381.79
0.0702829730451
Long
ABS-MBS
USGA
US
N
2
2042-09-01
Fixed
4.00
N
N
N
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TOTALENERGIES CAPITAL INTERNATIONAL SA
89153VAQ2
260000.00
PA
USD
244952.52
0.0872217815052
Long
DBT
CORP
FR
N
2
2029-02-19
Fixed
3.455
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAX3
60000.00
PA
USD
56580.54
0.0201469880666
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.40
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHQ5
250000.00
PA
USD
230169.80
0.0819580055951
Long
DBT
CORP
US
N
2
2030-02-07
Variable
3.974
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818FA1
145000.00
PA
USD
142396.29
0.0507039408842
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.15
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
CITIZENS BANK NA/PROVIDENCE RI
17401QAU5
250000.00
PA
USD
239789.83
0.0853834700677
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CTD6
154110.79
OU
Other Units
USD
147551.59
0.052539620918
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
3.00
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612EBH8
250000.00
PA
USD
232271.50
0.0827063711077
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.375
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081ES8
40000.00
PA
USD
39286.27
0.0139889087815
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.95
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081ET6
55000.00
PA
USD
52210.39
0.0185908813221
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC
26442UAH7
245000.00
PA
USD
227398.36
0.0809711615564
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AP8
200000.00
PA
USD
195713.57
0.0696889594773
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
WASTE MANAGEMENT INC
94106LBE8
100000.00
PA
USD
93629.46
0.0333392295885
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.15
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FUNDING
64952WDG5
250000.00
PA
USD
243405.88
0.0866710596912
Long
DBT
CORP
US
Y
2
2024-04-10
Fixed
2.875
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAU9
115000.00
PA
USD
112749.66
0.0401474792311
Long
DBT
CORP
US
N
2
2024-03-07
Fixed
2.90
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271AP4
225000.00
PA
USD
217594.73
0.0774803214792
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.80
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
780097BK6
250000.00
PA
USD
243361.80
0.0866553638489
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
4.269
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO
842400GQ0
235000.00
PA
USD
223666.65
0.0796423881505
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816CC1
180000.00
PA
USD
177151.52
0.063079453809
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FLMV3
545000.00
OU
Other Units
USD
517553.80
0.1842886305509
Long
ABS-MBS
USGA
US
N
2
2029-02-01
Fixed
3.422
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132HWAS8
103098.46
OU
Other Units
USD
93034.49
0.0331273748856
Long
ABS-MBS
USGA
US
N
2
2033-12-01
Fixed
3.00
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FL6P4
560000.00
OU
Other Units
USD
536168.36
0.1909168337845
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
3.563
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBH7
205000.00
PA
USD
197808.74
0.0704349998118
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
3.932
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31294NR84
78361.45
OU
Other Units
USD
75037.95
0.0267192339131
Long
ABS-MBS
USGA
US
N
2
2027-11-01
Fixed
2.50
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EN9
45000.00
PA
USD
44484.66
0.0158399321421
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.20
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC
03522AAJ9
180000.00
PA
USD
168676.36
0.0600616503843
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90
N
N
N
N
N
N
OSCAR US FUNDING TRUST
N/A
OSCAR US FUNDING XI LLC
68784EAD0
294187.00
OU
Other Units
USD
288037.25
0.1025632317841
Long
ABS-MBS
CORP
JP
Y
2
2026-09-10
Fixed
2.68
N
N
N
N
N
N
AVALONBAY COMMUNITIES INC
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC
05348EBF5
215000.00
PA
USD
193852.50
0.0690262765994
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.30
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78013XZU5
230000.00
PA
USD
221422.45
0.0788432817684
Long
DBT
CORP
CA
N
2
2024-07-16
Fixed
2.55
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816CG2
130000.00
PA
USD
125422.47
0.0446599662423
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.50
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
5493007CD1Q2V06I4172
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC18
94989AAT2
158611.00
OU
Other Units
USD
150990.46
0.0537641209467
Long
ABS-MBS
CORP
US
N
2
2047-12-01
Fixed
3.147
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DN7
425000.00
PA
USD
391622.56
0.1394475033808
Long
DBT
CORP
US
N
2
2026-09-11
Fixed
2.05
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHX1
205000.00
PA
USD
197957.90
0.0704881121493
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.40
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PDS8
150000.00
PA
USD
135214.84
0.0481467969006
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.875
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FNAE0
775000.00
OU
Other Units
USD
706574.55
0.2515944355961
Long
ABS-MBS
USGA
US
N
2
2029-06-01
Fixed
2.785
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
05531FBH5
265000.00
PA
USD
254801.90
0.090728912072
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
2.50
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST
78403DAN0
210000.00
PA
USD
197907.51
0.0704701694657
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
2.836
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JAQP6
220753.36
OU
Other Units
USD
221519.36
0.0788777891205
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
4.50
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450YAD5
165000.00
PA
USD
153465.10
0.0546452815463
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J6DV6
99546.60
OU
Other Units
USD
96015.85
0.0341889664565
Long
ABS-MBS
USGA
US
N
2
2032-06-01
Fixed
3.00
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VEU4
495000.00
PA
USD
467583.90
0.1664955345679
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.016
N
N
N
N
N
N
FREDDIE MAC - SLST
N/A
SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2019-2
35564CDD6
265000.00
OU
Other Units
USD
233267.58
0.0830610515662
Long
ABS-CBDO
USGA
US
N
2
2029-09-01
Fixed
2.75
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
HEALTHCARE REALTY HOLDINGS LP
42225UAG9
235000.00
PA
USD
197499.76
0.0703249793635
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10
N
N
N
N
N
N
PRICOA GLOBAL FUNDING 1
635400IBXEBMD9ADYA79
PRICOA GLOBAL FUNDING I
74153WCL1
155000.00
PA
USD
147503.34
0.0525224402376
Long
DBT
CORP
US
Y
2
2024-09-23
Fixed
2.40
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC
760759AU4
100000.00
PA
USD
95917.29
0.0341538715786
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAC6
130000.00
PA
USD
98195.31
0.0349650204605
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25
N
N
N
N
N
N
CALIFORNIA ST
549300X618YEC5LGBQ98
STATE OF CALIFORNIA
13063DRD2
230000.00
PA
USD
213346.87
0.0759677593027
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J8VQ3
84086.10
OU
Other Units
USD
77254.05
0.0275083345519
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Fixed
3.00
N
N
N
N
N
N
VERIZON OWNER TRUST
549300WANFF5OIMC3D47
VERIZON OWNER TRUST 2019-C
92348AAA3
14787.93
OU
Other Units
USD
14748.62
0.005251633709
Long
ABS-MBS
CORP
US
N
2
2024-04-22
Fixed
1.94
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687CR5
55000.00
PA
USD
54458.61
0.0193914191309
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
4.00
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
913017CY3
200000.00
PA
USD
193994.30
0.0690767682155
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.125
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND
465410BY3
225000.00
PA
USD
186807.83
0.066517836729
Long
DBT
USGSE
IT
N
2
2029-10-17
Fixed
2.875
N
N
N
N
N
N
MASSACHUSETTS ST WTR RESOURCES
549300GBS2G3YGHOYO19
MASSACHUSETTS WATER RESOURCES AUTHORITY
576051VZ6
255000.00
PA
USD
236059.65
0.0840552414586
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
2.163
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CU69
110974.71
OU
Other Units
USD
99859.51
0.0355576026016
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.00
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH
N/A
MASSACHUSETTS SCHOOL BUILDING AUTHORITY
576000XG3
115000.00
PA
USD
102054.69
0.0363392541246
Long
DBT
MUN
US
N
2
2027-10-15
Fixed
2.436
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DFT4
19314.19
OU
Other Units
USD
19099.47
0.0068008681813
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
4.50
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH EUROPE FINANCE II SARL
23291KAH8
180000.00
PA
USD
159096.28
0.056650411159
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60
N
N
N
N
N
N
REEDY CREEK FL IMPT DIST
549300DLSKH6SZ96KV94
REEDY CREEK IMPROVEMENT DISTRICT
758449SD5
65000.00
PA
USD
50092.84
0.0178368720005
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
2.397
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QBUK2
19655.58
OU
Other Units
USD
19391.43
0.0069048282113
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
4.50
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687EH5
245000.00
PA
USD
281799.94
0.1003422736572
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.65
N
N
N
N
N
N
HONOLULU CITY & CNTY HI WSTWTR
N/A
CITY & COUNTY HONOLULU HI WASTEWATER SYSTEM REVENUE
438701Y40
25000.00
PA
USD
22750.24
0.0081008207732
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
2.495
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDA6
335000.00
PA
USD
292912.74
0.1042992781147
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBM2
120000.00
PA
USD
100501.32
0.0357861359173
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.25
N
N
N
N
N
N
REEDY CREEK FL IMPT DIST
549300DLSKH6SZ96KV94
REEDY CREEK IMPROVEMENT DISTRICT
758449SF0
50000.00
PA
USD
36674.53
0.0130589301243
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
2.497
N
N
N
N
N
N
REEDY CREEK FL IMPT DIST
549300DLSKH6SZ96KV94
REEDY CREEK IMPROVEMENT DISTRICT
758449SE3
65000.00
PA
USD
48787.44
0.0173720500278
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
2.447
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAZ8
175000.00
PA
USD
154538.83
0.0550276113278
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.125
N
N
N
N
N
N
FIRST REPUBLIC BANK/CA
YWC0TIKBQM2JV8L4IV08
FIRST REPUBLIC BANK/CA
33616CHQ6
250000.00
PA
USD
247918.59
0.0882779286698
Long
DBT
CORP
US
N
2
2024-02-12
Variable
1.912
N
N
N
N
N
N
MIAMI-DADE CNTY FL WTR & SWR R
N/A
COUNTY OF MIAMI-DADE FL WATER & SEWER SYSTEM REVENUE
59334DLK8
250000.00
PA
USD
220688.65
0.0785819929959
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
2.551
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
CAMERON LNG LLC
133434AB6
260000.00
PA
USD
215405.67
0.076700849143
Long
DBT
CORP
US
Y
2
2035-01-15
Fixed
3.302
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4TQ9
47474.96
OU
Other Units
USD
47074.48
0.0167621056073
Long
ABS-MBS
USGA
US
N
2
2049-04-01
Fixed
4.50
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBN0
40000.00
PA
USD
36090.34
0.0128509139237
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.125
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MFSN9
88098.13
OU
Other Units
USD
84884.43
0.0302253318588
Long
ABS-MBS
USGA
US
N
2
2031-06-01
Fixed
3.00
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBX0
185000.00
PA
USD
160121.53
0.0570154783626
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.80
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X47H3
218902.39
OU
Other Units
USD
201111.67
0.0716110948313
Long
ABS-MBS
USGA
US
N
2
2048-04-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJN53
189168.38
OU
Other Units
USD
178841.16
0.0636810945307
Long
ABS-MBS
USGA
US
N
2
2031-12-01
Fixed
2.50
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAW0
260000.00
PA
USD
222401.86
0.0791920264354
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.60
N
N
N
N
N
N
ARIZONA ST TRANSPRTN BRD HIGHW
N/A
ARIZONA DEPARTMENT OF TRANSPORTATION STATE HIGHWAY FUND REVENUE
040654YA7
45000.00
PA
USD
38830.65
0.0138266733079
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.462
N
N
N
N
N
N
WISCONSIN ST GEN FUND ANNUAL A
549300VTAT608CNZ5827
STATE OF WISCONSIN
977100GZ3
135000.00
PA
USD
119873.07
0.0426839565475
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
2.196
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCKE5
154308.11
OU
Other Units
USD
137889.13
0.049099048129
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC - SLST
N/A
SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2019-3
35564CEJ2
255000.00
OU
Other Units
USD
224189.22
0.0798284629309
Long
ABS-CBDO
USGA
US
N
2
2029-11-01
Fixed
2.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4R73
156520.09
OU
Other Units
USD
151363.43
0.053896926716
Long
ABS-MBS
USGA
US
N
2
2034-08-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9UY5
109455.82
OU
Other Units
USD
110751.71
0.0394360566323
Long
ABS-MBS
USGA
US
N
2
2048-12-01
Fixed
5.00
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CIGNA CORP
125523AH3
295000.00
PA
USD
287803.52
0.1024800060757
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.375
N
N
N
N
N
N
SHERWIN-WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE
824348BL9
75000.00
PA
USD
62236.13
0.0221608095013
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.30
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4TL0
173645.36
OU
Other Units
USD
166092.10
0.0591414567033
Long
ABS-MBS
USGA
US
N
2
2028-09-01
Fixed
2.50
N
N
N
N
N
N
CSAIL COMMERCIAL MORTGAGE TRUS
N/A
CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST
12595JAG9
240000.00
OU
Other Units
USD
220047.05
0.0783535344562
Long
ABS-MBS
CORP
US
N
2
2050-11-01
Fixed
3.1908
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JPM93
80375.00
OU
Other Units
USD
74593.13
0.0265608440633
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
3.50
N
N
N
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
USAA CAPITAL CORP
90327QD55
165000.00
PA
USD
136114.95
0.0484673047188
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
2.125
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
MASSACHUSETTS MUTUAL LIFE INSURANCE CO
575767AQ1
225000.00
PA
USD
158519.12
0.0564448981747
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
3.375
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP
256677AG0
200000.00
PA
USD
181775.64
0.0647259932457
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50
N
N
N
N
N
N
COMM MORTGAGE TRUST
549300NGGFIEJ2ER3D22
COMM 2013-CCRE8 MORTGAGE TRUST
12625KAE5
461699.62
OU
Other Units
USD
458111.57
0.1631226625615
Long
ABS-MBS
CORP
US
N
2
2046-06-01
Variable
3.612
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC
49271VAJ9
280000.00
PA
USD
246888.05
0.0879109778227
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-GC46
17328RAX7
140000.00
OU
Other Units
USD
130918.83
0.0466170896514
Long
ABS-MBS
CORP
US
N
2
2053-02-01
Fixed
2.708
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
NEW YORK LIFE INSURANCE CO
64952GAT5
205000.00
PA
USD
157859.05
0.0562098629061
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22
92890KAZ8
174134.36
OU
Other Units
USD
167311.36
0.0595756062655
Long
ABS-MBS
CORP
US
N
2
2057-09-01
Fixed
3.488
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9GM7
95123.00
OU
Other Units
USD
88696.67
0.0315827800872
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
3.50
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC
209111FX6
170000.00
PA
USD
153803.29
0.0547657029826
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.35
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFQ2
80000.00
PA
USD
74874.82
0.02666114719
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.60
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER CO INC
025537AP6
155000.00
PA
USD
105150.20
0.0374414918027
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.25
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO
842400GT4
40000.00
PA
USD
29962.66
0.0106689924391
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J74Z5
175758.32
OU
Other Units
USD
169469.00
0.060343890685
Long
ABS-MBS
USGA
US
N
2
2030-10-01
Fixed
3.00
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
URUGUAY GOVERNMENT INTERNATIONAL BOND
917288BK7
60000.00
PA
USD
60066.40
0.0213882201195
Long
DBT
USGSE
UY
N
2
2031-01-23
Fixed
4.375
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VAT8
740000.00
PA
USD
599174.53
0.2133518362626
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA
74977RDH4
280000.00
PA
USD
250746.79
0.0892849835981
Long
DBT
CORP
NL
Y
2
2026-06-24
Variable
1.339
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CZ1
350000.00
PA
USD
325465.95
0.1158907039547
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450YAJ2
135000.00
PA
USD
95564.40
0.034028215821
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DQ88
230807.00
OU
Other Units
USD
199359.98
0.0709873595766
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
2.50
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122CP1
25000.00
PA
USD
23430.94
0.0083432018953
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062XAH6
235000.00
PA
USD
194091.23
0.0691112826891
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
FIVE CORNERS FUNDING TRUST II
33834DAA2
260000.00
PA
USD
220968.46
0.0786816266991
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.85
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBD7
400000.00
PA
USD
363907.00
0.1295786499449
Long
DBT
CORP
US
N
2
2030-05-06
Variable
3.702
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
PACIFIC LIFE GLOBAL FUNDING II
6944PL2B4
375000.00
PA
USD
341049.98
0.1214398073468
Long
DBT
CORP
US
Y
2
2025-06-24
Fixed
1.20
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CC6
110000.00
PA
USD
75922.20
0.0270340943616
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.525
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JWNT3
125356.29
OU
Other Units
USD
111861.88
0.0398313618334
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DVKR5
125436.80
OU
Other Units
USD
116410.79
0.0414511207732
Long
ABS-MBS
USGA
US
N
2
2049-08-01
Fixed
3.50
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFP4
100000.00
PA
USD
95727.63
0.0340863381518
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.50
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122CN6
89000.00
PA
USD
85559.88
0.0304658435805
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C56
95002RAX6
135000.00
OU
Other Units
USD
112320.15
0.0399945409091
Long
ABS-MBS
CORP
US
N
2
2053-06-01
Fixed
2.448
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QC4B9
172476.39
OU
Other Units
USD
154015.49
0.0548412623687
Long
ABS-MBS
USGA
US
N
2
2050-03-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X67M7
167164.70
OU
Other Units
USD
150914.93
0.0537372265055
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.00
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874DP9
200000.00
PA
USD
173354.77
0.0617275212021
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCKV7
124699.42
OU
Other Units
USD
115449.35
0.0411087747969
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.50
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAX6
220000.00
PA
USD
173387.67
0.0617392361117
Long
DBT
CORP
CA
N
2
2050-05-13
Fixed
3.95
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CR9
255000.00
PA
USD
196428.48
0.0699435219689
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
N/A
GS MORTGAGE SECURITIES TRUST 2019-GC39
36260JAC1
215000.00
OU
Other Units
USD
191457.29
0.0681733991385
Long
ABS-MBS
CORP
US
N
2
2052-05-01
Fixed
3.307
N
N
N
N
N
N
DALLAS-FORT WORTH TX INTERNATI
N/A
DALLAS FORT WORTH INTERNATIONAL AIRPORT
2350367A2
160000.00
PA
USD
112105.34
0.0399180521639
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.919
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DPL0
70218.43
OU
Other Units
USD
67018.86
0.0238638261963
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
4.00
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC
205887CF7
180000.00
PA
USD
149872.50
0.0533660419114
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.375
N
N
N
N
N
N
CONNECTICUT ST
5493007GRO6CU0IKP741
STATE OF CONNECTICUT
20772KJX8
40000.00
PA
USD
37591.33
0.0133853808556
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
2.098
N
N
N
N
N
N
REGENERON PHARMACEUTICALS INC
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS INC
75886FAE7
112000.00
PA
USD
88091.38
0.0313672506772
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC
92936UAG4
175000.00
PA
USD
139298.22
0.0496007916509
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014-UBS3 MORTGAGE TRUST
12591YBB0
362841.30
OU
Other Units
USD
351113.14
0.1250230599003
Long
ABS-MBS
CORP
US
N
2
2047-06-01
Fixed
3.546
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBS4
185000.00
PA
USD
177773.28
0.0633008477954
Long
DBT
CORP
US
N
2
2024-09-16
Variable
0.653
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KJ5Y4
368209.39
OU
Other Units
USD
305371.66
0.1087356039709
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QDXA7
224711.70
OU
Other Units
USD
193765.38
0.0689952552341
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QDVL5
221245.47
OU
Other Units
USD
197198.74
0.0702177932824
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
3.00
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AW8
160000.00
PA
USD
128135.58
0.0456260403518
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.375
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FUNDING II
57629WCG3
200000.00
PA
USD
192488.80
0.0685406953796
Long
DBT
CORP
US
Y
2
2025-01-11
Fixed
2.95
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KKAH2
662708.51
OU
Other Units
USD
571847.02
0.2036211582263
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133A9UL7
324172.08
OU
Other Units
USD
279600.06
0.0995589485757
Long
ABS-MBS
USGA
US
N
2
2050-08-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KKAL3
347050.49
OU
Other Units
USD
299196.35
0.1065367225732
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
2.50
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CD5
280000.00
PA
USD
246443.56
0.0877527054781
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20
N
N
N
N
N
N
ESTEE LAUDER COS INC/THE
549300VFZ8XJ9NUPU221
ESTEE LAUDER COS INC/THE
29736RAP5
115000.00
PA
USD
99323.88
0.0353668774651
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.375
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
549300WF5YRKNHB1FX69
GS MORTGAGE SECURITIES TRUST 2013-GC13
36198EAE5
220000.00
OU
Other Units
USD
217630.56
0.0774930796922
Long
ABS-MBS
CORP
US
N
2
2046-07-01
Variable
4.181052
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J96T3
56734.26
OU
Other Units
USD
54816.17
0.0195187377647
Long
ABS-MBS
USGA
US
N
2
2028-06-01
Fixed
3.00
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
035240AL4
460000.00
PA
USD
445663.10
0.1586900577023
Long
DBT
CORP
US
N
2
2028-04-13
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J5FG9
175663.71
OU
Other Units
USD
171304.03
0.0609973013367
Long
ABS-MBS
USGA
US
N
2
2047-02-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132MAKD2
320634.66
OU
Other Units
USD
302078.86
0.1075631160041
Long
ABS-MBS
USGA
US
N
2
2044-11-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132GRVH1
44353.32
OU
Other Units
USD
41926.30
0.0149289608366
Long
ABS-MBS
USGA
US
N
2
2042-03-01
Fixed
3.50
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP
31428XBN5
205000.00
PA
USD
165195.64
0.0588222485635
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.40
N
N
N
N
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
LOUISVILLE GAS AND ELECTRIC CO
546676AX5
125000.00
PA
USD
107358.82
0.0382279289908
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140GNA29
62591.27
OU
Other Units
USD
61424.06
0.0218716506385
Long
ABS-MBS
USGA
US
N
2
2047-06-01
Fixed
4.00
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BF2
210000.00
PA
USD
212546.94
0.075682923206
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
6.55
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BF9
75000.00
PA
USD
72642.93
0.0258664241068
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31406UT99
3.47
OU
Other Units
USD
3.52
0.0000012533884
Long
ABS-MBS
USGA
US
N
2
2035-04-01
Fixed
5.00
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RAY5
225000.00
PA
USD
223706.71
0.0796566525662
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BD4
110000.00
PA
USD
101310.25
0.0360741767006
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.75
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GWV2
610000.00
PA
USD
561719.35
0.2000149351921
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.814
N
N
N
N
N
N
TRICON AMERICAN HOMES
N/A
TRICON AMERICAN HOMES 2017-SFR2 TRUST
89613FAA6
222463.23
OU
Other Units
USD
214534.64
0.0763906960229
Long
ABS-MBS
CORP
US
Y
2
2036-01-01
Fixed
2.928
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NAK7
43000.00
PA
USD
48222.65
0.017170941707
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.50
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC
85208NAD2
125000.00
PA
USD
123446.56
0.0439563915647
Long
DBT
CORP
US
Y
2
2025-03-20
Fixed
4.738
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416KSJ8
5175.49
OU
Other Units
USD
5092.26
0.0018132329852
Long
ABS-MBS
USGA
US
N
2
2039-02-01
Fixed
4.50
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
CITY OF NEW YORK NY
64966HTX8
135000.00
PA
USD
143498.94
0.0510965683917
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.985
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X9GR4
54718.66
OU
Other Units
USD
54908.60
0.019551649895
Long
ABS-MBS
USGA
US
N
2
2043-09-01
Fixed
4.50
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807CV7
230000.00
PA
USD
221432.54
0.078846874578
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK
4581X0DA3
300000.00
PA
USD
299336.89
0.1065867655333
Long
DBT
CORP
XX
N
2
2023-01-18
Fixed
2.50
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BDJ2
310000.00
PA
USD
309234.48
0.1101110625375
Long
DBT
CORP
US
N
2
2023-02-25
Fixed
3.75
N
N
N
N
N
N
PRINCIPAL FINANCIAL GROUP INC
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINANCIAL GROUP INC
74251VAN2
125000.00
PA
USD
103249.62
0.036764740351
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.30
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q8KB0
246014.08
OU
Other Units
USD
230141.20
0.0819478218135
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
3.50
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UCE7
165000.00
PA
USD
160816.20
0.0572628338704
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90
N
N
N
N
N
N
OSCAR US FUNDING TRUST
N/A
OSCAR US FUNDING TRUST IX LLC
68784XAE6
67664.00
OU
Other Units
USD
67462.76
0.024021888456
Long
ABS-MBS
CORP
JP
Y
2
2025-09-10
Fixed
3.63
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967JU6
260000.00
PA
USD
231218.75
0.0823315118065
Long
DBT
CORP
US
N
2
2045-07-30
Fixed
4.65
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179T4Q5
69992.67
OU
Other Units
USD
69355.54
0.0246958625126
Long
ABS-MBS
USGA
US
N
2
2048-07-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138M4QZ8
227505.36
OU
Other Units
USD
214816.11
0.0764909208128
Long
ABS-MBS
USGA
US
N
2
2042-07-01
Fixed
3.50
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CX6
50000.00
PA
USD
48639.40
0.0173193364956
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES SA
87938WAU7
150000.00
PA
USD
122726.28
0.0436999169435
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.213
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132WKQ84
173182.10
OU
Other Units
USD
156190.98
0.0556159027498
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
3.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJY61
182247.47
OU
Other Units
USD
164434.94
0.0585513813391
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.00
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BJ4
175000.00
PA
USD
153894.28
0.0547981023631
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05
N
N
N
N
N
N
KENTUCKY UTILITIES CO
AGX0G2MXE54NFNNICD28
KENTUCKY UTILITIES CO
491674BL0
105000.00
PA
USD
89924.61
0.0320200203915
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.375
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
94974BGL8
320000.00
PA
USD
309254.84
0.1101183122505
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AX44
184863.21
OU
Other Units
USD
185504.05
0.0660535915998
Long
ABS-MBS
USGA
US
N
2
2040-12-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
3135G0T94
575000.00
PA
USD
573382.75
0.204167995248
Long
DBT
UST
US
N
2
2023-01-19
Fixed
2.375
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO/THE
260543CL5
145000.00
PA
USD
121081.12
0.0431141144947
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.625
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
SPECTRA ENERGY PARTNERS LP
84756NAD1
75000.00
PA
USD
74619.17
0.0265701162896
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416PQ83
71044.25
OU
Other Units
USD
72657.43
0.0258715872128
Long
ABS-MBS
USGA
US
N
2
2039-07-01
Fixed
5.00
N
N
N
N
N
N
DBCG MORTGAGE TRUST
N/A
DBCG 2017-BBG MORTGAGE TRUST
233062AA6
335000.00
OU
Other Units
USD
328565.39
0.1169943410125
Long
ABS-MBS
CORP
US
Y
2
2034-06-15
Variable
4.576
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE LLC
26882PBE1
280000.00
PA
USD
305242.66
0.1086896701311
Long
DBT
CORP
US
Y
2
2037-10-15
Fixed
7.00
N
N
N
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
METROPOLITAN TRANSPORTATION AUTHORITY
59259NZN6
10000.00
PA
USD
10920.48
0.0038885238677
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.089
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLOBAL FUNDING I
59217GCK3
545000.00
PA
USD
499079.92
0.177710520128
Long
DBT
CORP
US
Y
2
2027-09-19
Fixed
3.00
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC
92826CAD4
100000.00
PA
USD
96349.38
0.0343077285774
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.15
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A7PB8
207119.45
OU
Other Units
USD
207838.11
0.0740062205478
Long
ABS-MBS
USGA
US
N
2
2041-02-01
Fixed
4.50
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BG3
100000.00
PA
USD
92557.21
0.0329574267999
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.40
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140H3GH3
292906.12
OU
Other Units
USD
274163.76
0.0976232111078
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31384UJH8
78.53
OU
Other Units
USD
78.43
0.0000279270624
Long
ABS-MBS
USGA
US
N
2
2030-03-01
Fixed
8.00
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
SKY LTD
111013AL2
265000.00
PA
USD
258848.75
0.092169899356
Long
DBT
CORP
GB
Y
2
2024-09-16
Fixed
3.75
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP
126408HE6
380000.00
PA
USD
354593.58
0.1262623620198
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.60
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271AG4
165000.00
PA
USD
156515.97
0.0557316239792
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q8EZ4
145510.22
OU
Other Units
USD
135991.52
0.0484233542239
Long
ABS-MBS
USGA
US
N
2
2048-01-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138M93B5
153935.65
OU
Other Units
USD
141415.46
0.0503546905889
Long
ABS-MBS
USGA
US
N
2
2042-08-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TLR4
158676.70
OU
Other Units
USD
145783.91
0.0519101920037
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EQ2A9
113739.13
OU
Other Units
USD
109472.77
0.0389806564378
Long
ABS-MBS
USGA
US
N
2
2031-01-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YJY34
326623.64
OU
Other Units
USD
314370.51
0.1119398809814
Long
ABS-MBS
USGA
US
N
2
2030-05-01
Fixed
3.00
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC
65473QBD4
230000.00
PA
USD
227682.90
0.0810724795004
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
5.65
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GFF1
68000.00
PA
USD
67503.08
0.0240362454515
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.00
N
N
N
N
N
N
LOS ANGELES CA DEPT OF WTR & P
549300S8NXV6YU61GG95
LOS ANGELES DEPARTMENT OF WATER & POWER
544495UG7
120000.00
PA
USD
129916.72
0.0462602620528
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.716
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417BZN0
50789.04
OU
Other Units
USD
46659.67
0.0166144016066
Long
ABS-MBS
USGA
US
N
2
2042-05-01
Fixed
3.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TJY2
104296.87
OU
Other Units
USD
101148.30
0.0360165101474
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
4.00
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967HD6
325000.00
PA
USD
322602.42
0.1148710688516
Long
DBT
CORP
US
N
2
2023-10-25
Fixed
3.875
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36200KQT7
8318.28
OU
Other Units
USD
8831.24
0.0031445950656
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
5.50
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468C6
75000.00
PA
USD
73518.91
0.0261783398044
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
110000.00
PA
USD
105043.20
0.037403391641
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.125
N
N
N
N
N
N
MEDTRONIC INC
D56MRZY2INAN94ZONZ37
MEDTRONIC INC
585055BU9
50000.00
PA
USD
48018.01
0.0170980742575
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.625
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
DOLLAR TREE INC
256746AH1
110000.00
PA
USD
105135.95
0.0374364177157
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CR89
202139.57
OU
Other Units
USD
188603.88
0.0671573675273
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.50
N
N
N
N
N
N
SIERRA PACIFIC POWER CO
QB888G5GSVGE1LD1WV84
SIERRA PACIFIC POWER CO
826418BE4
25000.00
PA
USD
27688.86
0.0098593461992
Long
DBT
CORP
US
N
2
2037-07-01
Fixed
6.75
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M6UT3
25440.32
OU
Other Units
USD
26756.85
0.0095274795477
Long
ABS-MBS
USGA
US
N
2
2036-01-01
Fixed
5.50
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY CO
084659AM3
95000.00
PA
USD
88527.19
0.0315224322797
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
3.25
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TQQ1
110685.23
OU
Other Units
USD
107311.37
0.0382110331715
Long
ABS-MBS
USGA
US
N
2
2048-01-01
Fixed
4.00
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHD4
105000.00
PA
USD
95815.85
0.034117751201
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.419
N
N
N
N
N
N
OSCAR US FUNDING TRUST
353800N5RGHXWI4JYR18
OSCAR US FUNDING TRUST VIII LLC
68784CAE2
31851.60
OU
Other Units
USD
31840.85
0.0113377713429
Long
ABS-MBS
CORP
JP
Y
2
2025-05-12
Fixed
3.50
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP
03073EAM7
130000.00
PA
USD
125583.51
0.0447173087661
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
500769HR8
565000.00
PA
USD
564148.97
0.2008800652377
Long
DBT
CORP
DE
N
2
2022-12-29
Fixed
2.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412QAT6
105887.03
OU
Other Units
USD
107030.32
0.0381109579337
Long
ABS-MBS
USGA
US
N
2
2039-07-01
Fixed
5.00
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WAF5
215000.00
PA
USD
204714.68
0.0728940412202
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.25
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132GLN42
169098.48
OU
Other Units
USD
159840.14
0.0569152820589
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
3.50
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP
126408HD8
205000.00
PA
USD
197737.19
0.0704095225541
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.35
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAM2
310000.00
PA
USD
257036.85
0.0915247247486
Long
DBT
USGSE
MX
N
2
2031-05-24
Fixed
2.659
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAJ1
135000.00
PA
USD
124410.64
0.0442996775824
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.875
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BP0
140000.00
PA
USD
122435.32
0.0435963129898
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
5.00
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023DC6
100000.00
PA
USD
88223.09
0.0314141494837
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.625
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CP5
440000.00
PA
USD
376781.65
0.1341630073921
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC
16412XAJ4
285000.00
PA
USD
260238.54
0.0926647706058
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND
465410CA4
400000.00
PA
USD
346021.60
0.1232100832899
Long
DBT
USGSE
IT
N
2
2026-02-17
Fixed
1.25
N
N
N
N
N
N
AERCAP IRELAND CAP LTD/A
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAS4
225000.00
PA
USD
198595.64
0.0707151962346
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X83S4
447062.58
OU
Other Units
USD
370464.27
0.1319135382376
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EQMU3
242153.35
OU
Other Units
USD
236240.05
0.0841194776191
Long
ABS-MBS
USGA
US
N
2
2042-07-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QF5F2
388566.49
OU
Other Units
USD
334870.84
0.1192395621769
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CWW0
102332.32
OU
Other Units
USD
96449.30
0.0343433077191
Long
ABS-MBS
USGA
US
N
2
2038-05-01
Fixed
3.50
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PAX4
185000.00
PA
USD
176014.20
0.062674481137
Long
DBT
CORP
US
N
2
2029-12-05
Variable
4.452
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QF4G1
372294.02
OU
Other Units
USD
321180.28
0.1143646785342
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416PWS2
22015.80
OU
Other Units
USD
22513.86
0.0080166514627
Long
ABS-MBS
USGA
US
N
2
2039-05-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QGE29
449412.84
OU
Other Units
USD
373082.96
0.132845991625
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140KQWW7
457806.81
OU
Other Units
USD
379285.48
0.1350545618582
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133ACWU8
452979.72
OU
Other Units
USD
375462.89
0.1336934282403
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.00
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDE3
280000.00
PA
USD
216487.60
0.07708609875
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC
92936UAH2
295000.00
PA
USD
218321.25
0.0777390180164
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERVICES INC
31620MBU9
225000.00
PA
USD
158299.54
0.0563667109456
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.10
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBX6
220000.00
PA
USD
201070.46
0.0715964209279
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-ELEVEN INC
817826AG5
280000.00
PA
USD
175306.49
0.0624224823946
Long
DBT
CORP
US
Y
2
2051-02-10
Fixed
2.80
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
SPIRIT REALTY LP
84861TAH1
340000.00
PA
USD
276806.67
0.0985642886626
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.10
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QHGH2
191210.30
OU
Other Units
USD
164602.00
0.058610867442
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.50
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAP9
235000.00
PA
USD
213526.57
0.0760317462098
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.493
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874DH7
60000.00
PA
USD
58323.31
0.0207675471208
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QEWR9
294610.13
OU
Other Units
USD
262528.28
0.0934800927016
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QGA98
386774.96
OU
Other Units
USD
333669.24
0.1188117009218
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HNNY4
448246.72
OU
Other Units
USD
371546.16
0.1322987736016
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.00
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FBK6
225000.00
PA
USD
183016.65
0.065167887467
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.419
N
N
N
N
N
N
CNH EQUIPMENT TRUST
N/A
CNH EQUIPMENT TRUST 2021-A
12598AAC4
430817.15
OU
Other Units
USD
411914.44
0.1466729604762
Long
ABS-MBS
CORP
US
N
2
2025-12-15
Fixed
0.40
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJK6
110000.00
PA
USD
97696.19
0.0347872956688
Long
DBT
CORP
US
N
2
2026-10-24
Variable
1.197
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDH6
545000.00
PA
USD
460376.10
0.1639290079743
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.40
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X8UU9
120351.74
OU
Other Units
USD
112503.60
0.0400598631022
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
3.50
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO
42824CAW9
105000.00
PA
USD
104964.22
0.0373752687365
Long
DBT
CORP
US
N
2
2025-10-15
Variable
5.15
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QFFX2
282855.40
OU
Other Units
USD
252286.22
0.0898331381021
Long
ABS-MBS
USGA
US
N
2
2050-10-01
Fixed
3.00
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE CAPITAL FUNDING LLC
36166NAK9
460000.00
PA
USD
447938.36
0.1595002238137
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.55
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
PACIFIC LIFE GLOBAL FUNDING II
6944PL2E8
270000.00
PA
USD
239890.89
0.0854194551363
Long
DBT
CORP
US
Y
2
2026-04-14
Fixed
1.375
N
N
N
N
N
N
OSCAR US FUNDING TRUST
N/A
OSCAR US FUNDING XII LLC
68785AAD7
380000.00
OU
Other Units
USD
341159.57
0.121478829746
Long
ABS-MBS
CORP
JP
Y
2
2028-04-10
Fixed
1.00
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571903BG7
465000.00
PA
USD
380344.98
0.1354318246743
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
53944YAP8
280000.00
PA
USD
241395.17
0.0859550935591
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
1.627
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QF5E5
393494.71
OU
Other Units
USD
339542.48
0.1209030223583
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.50
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
639057AC2
200000.00
PA
USD
171312.07
0.0610001641899
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.642
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QED33
259199.52
OU
Other Units
USD
231187.23
0.0823202882822
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
3.00
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
WASTE MANAGEMENT INC
94106LBQ1
145000.00
PA
USD
124389.82
0.0442922640743
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.00
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABF1
270000.00
PA
USD
248238.12
0.0883917057228
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X9DQ5
462162.21
OU
Other Units
USD
382815.34
0.1363114612673
Long
ABS-MBS
USGA
US
N
2
2051-01-01
Fixed
2.00
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACB9
155000.00
PA
USD
128673.11
0.0458174420333
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC
5493004IHDYOZ9K9WF47
HERTZ VEHICLE FINANCING LLC
42806MAA7
575000.00
OU
Other Units
USD
527642.37
0.1878809310026
Long
ABS-MBS
CORP
US
Y
2
2025-12-26
Fixed
1.21
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
09659W2Q6
250000.00
PA
USD
215758.17
0.0768263660308
Long
DBT
CORP
FR
Y
2
2027-06-30
Variable
1.675
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DXJ6
514807.87
OU
Other Units
USD
402946.15
0.1434795651568
Long
ABS-MBS
USGA
US
N
2
2051-03-01
Fixed
1.50
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBS4
310000.00
PA
USD
249912.42
0.0889878842343
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.50
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SX7
3648000.00
PA
USD
2714553.74
0.9665881910277
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.375
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAM4
215000.00
PA
USD
188086.84
0.0669732618488
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.875
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
DELL INTERNATIONAL LLC / EMC CORP
24703TAD8
130000.00
PA
USD
132833.41
0.0472988261709
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP
02666TAC1
90000.00
PA
USD
70106.39
0.0249632223857
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.375
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC
78081BAN3
325000.00
PA
USD
250826.75
0.0893134554572
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND
445545AM8
200000.00
PA
USD
150391.40
0.0535508098919
Long
DBT
USGSE
HU
Y
2
2031-09-22
Fixed
2.125
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179QYR6
213512.13
OU
Other Units
USD
198186.97
0.0705696785422
Long
ABS-MBS
USGA
US
N
2
2045-01-01
Fixed
3.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TA6
4415000.00
PA
USD
3082566.77
1.0976289008507
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DWBT9
502274.60
OU
Other Units
USD
415611.04
0.1479892320439
Long
ABS-MBS
USGA
US
N
2
2051-06-01
Fixed
2.00
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
STELLANTIS FINANCE US INC
85855CAB6
200000.00
PA
USD
154615.95
0.0550550719303
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
2.691
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140L8ZM5
512607.28
OU
Other Units
USD
424341.46
0.1510979274992
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2.00
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VCB7
190000.00
PA
USD
130661.51
0.0465254641036
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30
N
N
N
N
N
N
AERCAP IRELAND CAP LTD/A
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAX3
180000.00
PA
USD
143581.09
0.0511258200579
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2D4
405000.00
PA
USD
382369.36
0.1361526583691
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.15
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RMM1
438000.00
PA
USD
344504.98
0.1226700508858
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55
N
N
N
N
N
N
NEW ECONOMY ASSETS PHASE 1 ISS
N/A
NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC
643821AA9
495000.00
OU
Other Units
USD
419464.44
0.149361336372
Long
ABS-MBS
CORP
US
Y
2
2061-10-20
Fixed
1.91
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XA2S0
496795.98
OU
Other Units
USD
411333.66
0.1464661584958
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DV3U7
254950.41
OU
Other Units
USD
236446.56
0.0841930109311
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X83G0
285627.74
OU
Other Units
USD
263544.41
0.0938419124895
Long
ABS-MBS
USGA
US
N
2
2050-10-01
Fixed
3.50
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO
13645RBF0
130000.00
PA
USD
108462.20
0.038620816434
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DYB2
585422.40
OU
Other Units
USD
484718.39
0.1725967199853
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2.00
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CCZ2
7335000.00
PA
USD
6535026.56
2.3269679313655
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.875
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FUNDING LLC
378272BG2
415000.00
PA
USD
330749.17
0.1177719332659
Long
DBT
CORP
US
Y
2
2031-09-23
Fixed
2.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XDUD6
605947.20
OU
Other Units
USD
502014.98
0.1787556253673
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DWCT8
612756.70
OU
Other Units
USD
506415.54
0.1803225603914
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LYGB3
609553.68
OU
Other Units
USD
503774.21
0.1793820454371
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KNBA0
619109.45
OU
Other Units
USD
511665.47
0.1821919359233
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
2.00
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG PEARL HOLDINGS SARL
28249NAA9
385000.00
PA
USD
320497.87
0.1141216885216
Long
DBT
CORP
LU
Y
2
2036-08-31
Fixed
3.545
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC
760759BA7
525000.00
PA
USD
425439.37
0.1514888672052
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
2.375
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418D7E6
604176.27
OU
Other Units
USD
499517.02
0.177866161069
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XDGS9
568245.64
OU
Other Units
USD
513517.02
0.1828512289551
Long
ABS-MBS
USGA
US
N
2
2036-08-01
Fixed
2.00
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP
756109BL7
225000.00
PA
USD
184974.98
0.0658652023236
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85
N
N
N
N
N
N
DIAGEO PLC
213800ZVIELEA55JMJ32
DIAGEO PLC
N/A
4852.00
NS
225450.33
0.0802775142853
Long
EC
CORP
GB
N
2
N
N
N
NOVARTIS AG
5493007HIVTX6SY6XD66
NOVARTIS AG
N/A
979.00
NS
87283.73
0.0310796656716
Long
EC
CORP
CH
N
2
N
N
N
LVMH MOET HENNESSY LOUIS VUITTON SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNESSY LOUIS VUITTON SE
N/A
580.00
NS
449071.21
0.1599036048247
Long
EC
CORP
FR
N
2
N
N
N
ISHARES MSCI EAFE ETF
549300O0XO3KDQV68404
ISHARES MSCI EAFE ETF
464287465
4132.00
NS
USD
277339.84
0.0987541378515
Long
EC
RF
US
N
1
N
N
BUNZL PLC
213800Q1Q9DV4L78UM09
BUNZL PLC
N/A
2364.00
NS
86829.45
0.0309179073402
Long
EC
CORP
GB
N
2
N
N
N
ITOCHU CORP
J48DJYXDTLHM30UMYI18
ITOCHU CORP
N/A
10800.00
NS
340261.99
0.1211592228008
Long
EC
CORP
JP
N
2
N
N
N
KONINKLIJKE AHOLD DELHAIZE NV
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE NV
N/A
8404.00
NS
243656.95
0.0867604597622
Long
EC
CORP
NL
N
2
N
N
N
RENESAS ELECTRONICS CORP
5299000EPC47VJQOFB81
RENESAS ELECTRONICS CORP
N/A
23400.00
NS
231749.66
0.082520556263
Long
EC
CORP
JP
N
2
N
N
N
UNILEVER PLC
549300MKFYEKVRWML317
UNILEVER PLC
N/A
1638.00
NS
82234.61
0.0292817938169
Long
EC
CORP
GB
N
2
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC
N/A
3924.00
NS
100798.96
0.0358921184606
Long
EC
CORP
GB
N
2
N
N
N
CENTRICA PLC
E26EDV109X6EEPBKVH76
CENTRICA PLC
N/A
99791.00
NS
114788.25
0.0408733727698
Long
EC
CORP
GB
N
2
N
N
N
HEIDELBERGCEMENT AG
LZ2C6E0W5W7LQMX5ZI37
HEIDELBERGCEMENT AG
N/A
1151.00
NS
62373.59
0.0222097557464
Long
EC
CORP
DE
N
2
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XD5C6
541153.02
OU
Other Units
USD
468561.77
0.1668437308774
Long
ABS-MBS
USGA
US
N
2
2051-08-01
Fixed
2.50
N
N
N
N
N
N
SANOFI
549300E9PC51EN656011
SANOFI
N/A
6094.00
NS
550571.89
0.1960455891309
Long
EC
CORP
FR
N
2
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINANCIAL GROUP INC
N/A
9100.00
NS
308475.32
0.1098407436706
Long
EC
CORP
JP
N
2
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC
92556VAD8
100000.00
PA
USD
79841.81
0.0284297744999
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
N/A
224269.00
NS
249190.76
0.0887309182279
Long
EC
CORP
GB
N
2
N
N
N
ASML HOLDING NV
724500Y6DUVHQD6OXN27
ASML HOLDING NV
N/A
931.00
NS
566300.40
0.2016461384235
Long
EC
CORP
NL
N
2
N
N
N
SUN HUNG KAI PROPERTIES LTD
529900LUMD393RD3S874
SUN HUNG KAI PROPERTIES LTD
N/A
15500.00
NS
187435.23
0.0667412389855
Long
EC
CORP
HK
N
2
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO
13645RBG8
125000.00
PA
USD
94283.78
0.0335722174184
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00
N
N
N
N
N
N
ASHTEAD GROUP PLC
2138007UTBN8X9K1A235
ASHTEAD GROUP PLC
N/A
1725.00
NS
105136.18
0.0374364996132
Long
EC
CORP
GB
N
2
N
N
N
STMICROELECTRONICS NV
213800Z8NOHIKRI42W10
STMICROELECTRONICS NV
N/A
1848.00
NS
71507.83
0.0254622419241
Long
EC
CORP
NL
N
2
N
N
N
RECRUIT HOLDINGS CO LTD
353800R2LRSMVVC4I806
RECRUIT HOLDINGS CO LTD
N/A
6000.00
NS
191510.33
0.0681922854243
Long
EC
CORP
JP
N
2
N
N
N
DAIMLER TRUCK HOLDING AG
529900PW78JIYOUBSR24
DAIMLER TRUCK HOLDING AG
N/A
2279.00
NS
74366.10
0.026480004066
Long
EC
CORP
DE
N
2
N
N
N
TOKYO ELECTRON LTD
549300H5LSF8DP3RIJ34
TOKYO ELECTRON LTD
N/A
400.00
NS
137062.76
0.0488047973755
Long
EC
CORP
JP
N
2
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2021-P4
14687KAC0
365000.00
OU
Other Units
USD
344670.34
0.1227289316591
Long
ABS-MBS
CORP
US
N
2
2027-01-11
Fixed
1.31
N
N
N
N
N
N
MERCEDES-BENZ GROUP AG
529900R27DL06UVNT076
MERCEDES-BENZ GROUP AG
N/A
2182.00
NS
146568.55
0.0521895836941
Long
EC
CORP
DE
N
2
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MEAC0
576730.66
OU
Other Units
USD
495244.21
0.1763447147894
Long
ABS-MBS
USGA
US
N
2
2052-01-01
Fixed
2.50
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207AZ8
151000.00
PA
USD
145633.30
0.0518565633555
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
2.125
N
N
N
N
N
N
ISHARES CORE U.S. AGGREGATE BOND ETF
549300F7VSXTKBGHJE47
ISHARES CORE U.S. AGGREGATE BOND ETF
464287226
18452.00
NS
USD
1813647.08
0.6457967010886
Long
EC
RF
US
N
1
N
N
RIO TINTO PLC
213800YOEO5OQ72G2R82
RIO TINTO PLC
N/A
3983.00
NS
270583.70
0.0963484366695
Long
EC
CORP
GB
N
2
N
N
N
TREND MICRO INC/JAPAN
3538005O5UJ5RNAGVE16
TREND MICRO INC/JAPAN
N/A
1100.00
NS
54608.95
0.0194449516385
Long
EC
CORP
JP
N
2
N
N
N
ADVANTEST CORP
353800EMK32PDKS9XR54
ADVANTEST CORP
N/A
3300.00
NS
226897.40
0.0807927815843
Long
EC
CORP
JP
N
2
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XFEP2
622753.87
OU
Other Units
USD
534917.07
0.1904712790991
Long
ABS-MBS
USGA
US
N
2
2052-01-01
Fixed
2.50
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
4276.00
NS
226827.13
0.0807677601043
Long
EC
CORP
AT
N
2
N
N
N
BIO-RAD LABORATORIES INC
549300ZC1GPV35XYDK53
BIO-RAD LABORATORIES INC
090572AQ1
430000.00
PA
USD
373340.74
0.1329377809678
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.70
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
18601.00
NS
226165.83
0.0805322868619
Long
EC
CORP
NL
N
2
N
N
N
TELEPERFORMANCE
9695004GI61FHFFNRG61
TELEPERFORMANCE
N/A
248.00
NS
56178.75
0.020003920179
Long
EC
CORP
FR
N
2
N
N
N
EVONIK INDUSTRIES AG
41GUOJQTALQHLF39XJ34
EVONIK INDUSTRIES AG
N/A
11173.00
NS
217925.80
0.0775982076524
Long
EC
CORP
DE
N
2
N
N
N
SONOVA HOLDING AG
5299004A0QNX7FBNHS61
SONOVA HOLDING AG
N/A
231.00
NS
59202.30
0.0210805346081
Long
EC
CORP
CH
N
2
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
ENEL SPA
N/A
78782.00
NS
429245.29
0.1528440650315
Long
EC
CORP
IT
N
2
N
N
N
AP MOLLER - MAERSK A/S
549300D2K6PKKKXVNN73
AP MOLLER - MAERSK A/S
N/A
39.00
NS
85093.38
0.030299733997
Long
EC
CORP
DK
N
2
N
N
N
DEUTSCHE POST AG
8ER8GIG7CSMVD8VUFE78
DEUTSCHE POST AG
N/A
9786.00
NS
385997.44
0.1374445315902
Long
EC
CORP
DE
N
2
N
N
N
AGEAS SA/NV
5493005DJBML6LY3RV36
AGEAS SA/NV
N/A
6674.00
NS
269268.75
0.0958802141683
Long
EC
CORP
BE
N
2
N
N
N
EUROAPI SA
9695002FT7GGI3CKKJ14
EUROAPI SA
N/A
191.00
NS
3402.74
0.0012116349927
Long
EC
CORP
FR
N
2
N
N
N
ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA
95980020140005558665
ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA
N/A
3356.00
NS
95144.69
0.0338787670466
Long
EC
CORP
ES
N
2
N
N
TATE & LYLE PLC
2138008K14474WPKZ244
TATE & LYLE PLC
N/A
8361.00
NS
74505.70
0.0265297123144
Long
EC
CORP
GB
N
2
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
4700.00
NS
134452.01
0.0478751712338
Long
EC
CORP
FR
N
2
N
N
N
KLEPIERRE SA
969500PB4U31KEFHZ621
KLEPIERRE SA
N/A
4781.00
NS
111399.54
0.0396667335272
Long
EC
CORP
FR
N
2
N
N
N
CASIO COMPUTER CO LTD
353800JRMIABSXKHV344
CASIO COMPUTER CO LTD
N/A
7300.00
NS
72251.07
0.0257268920567
Long
EC
CORP
JP
N
2
N
N
N
SONY GROUP CORP
529900R5WX9N2OI2N910
SONY GROUP CORP
N/A
2400.00
NS
198653.51
0.0707358023688
Long
EC
CORP
JP
N
2
N
N
N
CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
549300SOSI58J6VIW052
CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
N/A
10708.00
NS
302667.95
0.1077728769785
Long
EC
CORP
FR
N
2
N
N
N
BURBERRY GROUP PLC
213800PE1KEFCNFR1R50
BURBERRY GROUP PLC
N/A
10282.00
NS
271360.62
0.0966250794511
Long
EC
CORP
GB
N
2
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND
445545AP1
250000.00
PA
USD
241312.50
0.0859256567333
Long
DBT
USGSE
HU
Y
2
2029-06-16
Fixed
5.25
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGN8
51000.00
PA
USD
40981.49
0.0145925364088
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.355
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866FAV6
130000.00
PA
USD
128378.15
0.0457124137744
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828S35
2000000.00
PA
USD
1961953.12
0.6986049637543
Long
DBT
UST
US
N
2
2023-06-30
Fixed
1.375
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST
N/A
DELL EQUIPMENT FINANCE TRUST 2021-1
24703QAC6
495000.00
OU
Other Units
USD
483080.10
0.1720133637805
Long
ABS-MBS
CORP
US
Y
2
2026-05-22
Fixed
0.43
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WXL7
602596.31
OU
Other Units
USD
560267.21
0.1994978625864
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHBZ9
964812.59
OU
Other Units
USD
916507.78
0.3263466786747
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2ZK1
267272.83
OU
Other Units
USD
258684.47
0.0921114031451
Long
ABS-MBS
USGA
US
N
2
2047-07-01
Fixed
3.50
N
N
N
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
METROPOLITAN TRANSPORTATION AUTHORITY
59259YCA5
225000.00
PA
USD
233139.92
0.0830155948686
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
6.548
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PCR1
155000.00
PA
USD
146544.70
0.0521810912749
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QPQW0
994252.06
OU
Other Units
USD
973828.78
0.3467573269818
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
4.50
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175AY0
185000.00
PA
USD
182190.92
0.0648738646023
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.908
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
210000.00
PA
USD
182064.04
0.0648286856442
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDS7
210000.00
PA
USD
140423.66
0.0500015341368
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.887
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WNF1
1016213.21
OU
Other Units
USD
925417.70
0.3295192898218
Long
ABS-MBS
USGA
US
N
2
2051-09-01
Fixed
3.00
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL PLC
034863AX8
400000.00
PA
USD
324423.33
0.1155194517062
Long
DBT
CORP
GB
Y
2
2030-09-10
Fixed
2.625
N
N
N
N
N
N
SINGAPORE EXCHANGE LTD
549300IQ650PPXM76X03
SINGAPORE EXCHANGE LTD
N/A
10700.00
NS
71720.45
0.0255379508623
Long
EC
CORP
SG
N
2
N
N
N
AGL ENERGY LTD
549300QAZ8A74DEDXO80
AGL ENERGY LTD
N/A
12664.00
NS
69134.78
0.0246172551136
Long
EC
CORP
AU
N
2
N
N
KUEHNE + NAGEL INTERNATIONAL AG
529900Q0YED3805QXQ66
KUEHNE + NAGEL INTERNATIONAL AG
N/A
1510.00
NS
367125.06
0.1307245247708
Long
EC
CORP
CH
N
2
N
N
ROCHE HOLDING AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG
N/A
1532.00
NS
497956.88
0.1773106322253
Long
EC
CORP
CH
N
2
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAX3
275000.00
PA
USD
255190.61
0.0908673224819
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.15
N
N
N
N
N
N
BRAMBLES LTD
N/A
BRAMBLES LTD
N/A
10236.00
NS
83763.57
0.0298262202023
Long
EC
CORP
AU
N
2
N
N
N
US TREASURY FRN
254900HROIFWPRGM1V77
UNITED STATES TREASURY FLOATING RATE NOTE
91282CBY6
2800000.00
PA
USD
2802461.48
0.9978900518573
Long
DBT
UST
US
N
2
2023-04-30
Variable
4.365921
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X0Y28
148396.74
OU
Other Units
USD
136326.83
0.0485427501605
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
3.00
N
N
N
N
N
N
FUJIFILM HOLDINGS CORP
529900UBKMFM0ST6H474
FUJIFILM HOLDINGS CORP
N/A
1900.00
NS
102785.69
0.0365995458836
Long
EC
CORP
JP
N
2
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
ALLIANZ SE
N/A
850.00
NS
181307.77
0.0645593958377
Long
EC
CORP
DE
N
2
N
N
N
NIPPON TELEGRAPH & TELEPHONE CORP
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE CORP
N/A
13300.00
NS
368542.73
0.1312293234272
Long
EC
CORP
JP
N
2
N
N
N
ASX LTD
549300VSBVYUCBIQKT71
ASX LTD
N/A
8611.00
NS
416066.36
0.1481513606947
Long
EC
CORP
AU
N
2
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
YARA INTERNATIONAL ASA
N/A
2525.00
NS
115596.84
0.0411612924871
Long
EC
CORP
NO
N
2
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD
N/A
1274.00
NS
157607.77
0.0561203880591
Long
EC
CORP
AU
N
2
N
N
N
MELROSE INDUSTRIES PLC
213800RGNXXZY2M7TR85
MELROSE INDUSTRIES PLC
N/A
48355.00
NS
78788.00
0.0280545377579
Long
EC
CORP
GB
N
2
N
N
N
NINTENDO CO LTD
353800FEEXU6I9M0ZF27
NINTENDO CO LTD
N/A
2000.00
NS
86071.44
0.030647997961
Long
EC
CORP
JP
N
2
N
N
N
FORTESCUE METALS GROUP LTD
529900VEJFORCO6I4826
FORTESCUE METALS GROUP LTD
N/A
11616.00
NS
154605.13
0.055051219185
Long
EC
CORP
AU
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
N/A
7269.00
NS
411534.44
0.1465376514908
Long
EC
CORP
FR
N
2
N
N
N
MITSUBISHI ELECTRIC CORP
549300TRXM9Y6561AX39
MITSUBISHI ELECTRIC CORP
N/A
6700.00
NS
67666.13
0.0240943036885
Long
EC
CORP
JP
N
2
N
N
N
SHIONOGI & CO LTD
35380049VXDTHZI3DY35
SHIONOGI & CO LTD
N/A
3800.00
NS
193173.02
0.0687843298903
Long
EC
CORP
JP
N
2
N
N
N
HALEON PLC
549300PSB3WWEODCUP19
HALEON PLC
N/A
21596.00
NS
74365.66
0.0264798473925
Long
EC
CORP
GB
N
2
N
N
N
VOLKSWAGEN AG
529900NNUPAGGOMPXZ31
VOLKSWAGEN AG
N/A
1687.00
NS
245735.07
0.0875004289962
Long
EP
CORP
DE
N
2
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP INC
N/A
6300.00
NS
78565.72
0.0279753891229
Long
EC
CORP
JP
N
2
N
N
N
BAYER AG
549300J4U55H3WP1XT59
BAYER AG
N/A
6744.00
NS
389860.64
0.1388201254658
Long
EC
CORP
DE
N
2
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
N/A
17449.00
NS
296409.61
0.1055444305674
Long
EC
CORP
GB
N
2
N
N
N
FUJITSU LTD
3538000246DHJLRTUZ24
FUJITSU LTD
N/A
1100.00
NS
149365.79
0.0531856145008
Long
EC
CORP
JP
N
2
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHYK7
988125.17
OU
Other Units
USD
939005.11
0.3343574441965
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
4.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DNS53
1122636.38
OU
Other Units
USD
1031696.24
0.3673625567315
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
3.50
N
N
N
N
N
N
US TREASURY FRN
254900HROIFWPRGM1V77
UNITED STATES TREASURY FLOATING RATE NOTE
91282CCQ2
500000.00
PA
USD
500362.70
0.1781672876554
Long
DBT
UST
US
N
2
2023-07-31
Variable
4.360921
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACV5
180000.00
PA
USD
181095.03
0.0644836441704
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.20
N
N
N
N
N
N
PUBLICIS GROUPE SA
2138004KW8BV57III342
PUBLICIS GROUPE SA
N/A
7278.00
NS
481362.44
0.1714017458016
Long
EC
CORP
FR
N
2
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2022-C
44933DAE1
376000.00
OU
Other Units
USD
381172.14
0.135726356728
Long
ABS-MBS
CORP
US
N
2
2028-10-16
Fixed
5.52
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MMZB7
1012007.06
OU
Other Units
USD
958559.27
0.3413202167005
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138E1T49
79143.40
OU
Other Units
USD
74726.01
0.0266081594791
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
3.50
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER
N/A
TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST
89239HAD0
579000.00
OU
Other Units
USD
585225.70
0.2083849887996
Long
ABS-MBS
CORP
US
N
2
2027-09-15
Fixed
5.30
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHQF7
293512.53
OU
Other Units
USD
272490.45
0.0970273851118
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
3.50
N
N
N
N
N
N
GE HEALTHCARE HLDG LLC
549300OI9J7XOWZMUN85
GE HEALTHCARE HOLDING LLC
36267VAJ2
380000.00
PA
USD
399396.39
0.1422155798297
Long
DBT
CORP
US
Y
2
2032-11-22
Fixed
5.905
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
N/A
7785.00
NS
161817.24
0.0576192804673
Long
EC
CORP
GB
N
2
N
N
N
FERGUSON PLC
213800DU1LGY3R2S2X42
FERGUSON PLC
N/A
1367.00
NS
154999.47
0.0551916343043
Long
EC
CORP
JE
N
2
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC
46817MAL1
195000.00
PA
USD
149737.27
0.0533178897164
Long
DBT
CORP
US
N
2
2031-11-23
Fixed
3.125
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
N/A
19153.00
NS
114586.18
0.0408014204364
Long
EC
CORP
GB
N
2
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38383U3L2
518436.75
OU
Other Units
USD
524417.72
0.1867327096341
Long
ABS-CBDO
USGA
US
N
2
2051-06-01
Fixed
5.00
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172CW7
50000.00
PA
USD
50884.14
0.018118635159
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.625
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP FUNDING LLC / NXP USA INC
62954HAJ7
410000.00
PA
USD
322264.41
0.114750711509
Long
DBT
CORP
XX
N
2
2032-02-15
Fixed
2.65
N
N
N
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709AS7
342000.00
PA
USD
348280.52
0.1240144311149
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38383UN89
259598.92
OU
Other Units
USD
267084.27
0.0951023726615
Long
ABS-CBDO
USGA
US
N
2
2051-06-01
Fixed
6.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKFG5
987646.89
OU
Other Units
USD
930112.14
0.3311908685423
Long
ABS-MBS
USGA
US
N
2
2042-11-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X8W45
275525.59
OU
Other Units
USD
245748.82
0.087505325045
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31405NCS2
1011.07
OU
Other Units
USD
1033.66
0.000368061805
Long
ABS-MBS
USGA
US
N
2
2034-09-01
Fixed
5.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ANL68
104266.06
OU
Other Units
USD
104627.95
0.0372555309667
Long
ABS-MBS
USGA
US
N
2
2041-08-01
Fixed
4.50
N
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572Q105
10568.00
NS
USD
1865252.00
0.664171988907
Long
EC
CORP
US
N
1
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO
42824C109
52030.00
NS
USD
873063.40
0.3108771655625
Long
EC
CORP
US
N
1
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
SALESFORCE INC
79466L302
7446.00
NS
USD
1193221.50
0.4248778700473
Long
EC
CORP
US
N
1
N
N
N
SHOPIFY INC
549300HGQ43STJLLP808
SHOPIFY INC
82509L107
33925.00
NS
USD
1386854.00
0.4938258098657
Long
EC
CORP
CA
N
1
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327109
3416.00
NS
USD
744961.28
0.2652630395229
Long
EC
CORP
US
N
1
N
N
N
REGENERON PHARMACEUTICALS INC
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS INC
75886F107
479.00
NS
USD
360064.30
0.1282103556331
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION ENERGY CORP
549300F8Y20RYGNGV346
CONSTELLATION ENERGY CORP
21037T109
20582.00
NS
USD
1978341.84
0.7044405981662
Long
EC
CORP
US
N
1
N
N
N
MEDTRONIC PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC
N/A
13713.00
NS
USD
1083875.52
0.3859423605207
Long
EC
CORP
IE
N
1
N
N
N
EVEREST RE GROUP LTD
549300N24XF2VV0B3570
EVEREST RE GROUP LTD
N/A
1253.00
NS
USD
423438.82
0.1507765188081
Long
EC
CORP
BM
N
1
N
N
N
LABORATORY CORP OF AMERICA HOLDINGS
OZ7UA8IXAIFILY2VZH07
LABORATORY CORP OF AMERICA HOLDINGS
50540R409
1846.00
NS
USD
444332.20
0.1582161557845
Long
EC
CORP
US
N
1
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES CORP/THE
00130H105
21960.00
NS
USD
635083.20
0.226138061809
Long
EC
CORP
US
N
1
N
N
N
AON PLC
635400FALWQYX5E6QC64
AON PLC
N/A
2429.00
NS
USD
748812.12
0.2666342322957
Long
EC
CORP
IE
N
1
N
N
N
SEAGEN INC
N/A
SEAGEN INC
81181C104
3598.00
NS
USD
436761.22
0.1555203094085
Long
EC
CORP
US
N
1
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC
038222105
12806.00
NS
USD
1403537.60
0.4997664440503
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132CWMH4
489190.80
OU
Other Units
USD
472464.64
0.1682334502989
Long
ABS-MBS
USGA
US
N
2
2035-04-01
Fixed
3.50
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
PELOTON INTERACTIVE INC
70614W100
49030.00
NS
USD
557961.40
0.1986768183448
Long
EC
CORP
US
N
1
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776696106
1770.00
NS
USD
776835.30
0.276612621916
Long
EC
CORP
US
N
1
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
ASSURANT INC
04621X108
10480.00
NS
USD
1343745.60
0.4784759312613
Long
EC
CORP
US
N
1
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
6238.00
NS
USD
885359.34
0.3152554581071
Long
EC
CORP
US
N
1
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
MCKESSON CORP
58155Q103
2451.00
NS
USD
935497.68
0.3331085315783
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
27823.00
NS
USD
3097812.82
1.1030576575825
Long
EC
CORP
US
N
1
N
N
N
COOPER COS INC/THE
QJKMVPIGLH7530PCUE20
COOPER COS INC/THE
216648402
2349.00
NS
USD
743106.15
0.2646024717381
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
47473.00
NS
USD
4583043.42
1.6319130409771
Long
EC
CORP
US
N
1
N
N
N
ALIGN TECHNOLOGY INC
549300N5YSE0U3LCP840
ALIGN TECHNOLOGY INC
016255101
4442.00
NS
USD
873563.72
0.3110553176457
Long
EC
CORP
US
N
1
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
INGERSOLL RAND INC
45687V106
41720.00
NS
USD
2251628.40
0.8017514591634
Long
EC
CORP
US
N
1
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513E101
13580.00
NS
USD
1340617.60
0.477362124665
Long
EC
CORP
US
N
1
N
N
N
HORIZON THERAPEUTICS PLC
529900P0GSQ79OOZEV53
HORIZON THERAPEUTICS PLC
N/A
16035.00
NS
USD
1608150.15
0.5726241192003
Long
EC
CORP
US
N
1
N
N
N
ZEBRA TECHNOLOGIES CORP
PO0I32GKZ3HZMMDPZZ08
ZEBRA TECHNOLOGIES CORP
989207105
3410.00
NS
USD
921654.80
0.3281794103969
Long
EC
CORP
US
N
1
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884L109
68960.00
NS
USD
2924593.60
1.0413784025197
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
35983.00
NS
USD
5326563.49
1.8966628998081
Long
EC
CORP
US
N
1
N
N
N
INTERPUBLIC GROUP OF COS INC/THE
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC/THE
460690100
23494.00
NS
USD
807253.84
0.2874439424086
Long
EC
CORP
US
N
1
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123101
3736.00
NS
USD
883227.76
0.3144964530353
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC
444859102
4628.00
NS
USD
2544937.20
0.9061917648486
Long
EC
CORP
US
N
1
N
N
N
HUBSPOT INC
529900BLNVEW0MVKJB37
HUBSPOT INC
443573100
2389.00
NS
USD
723938.67
0.2577773868091
Long
EC
CORP
US
N
1
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP
517834107
26102.00
NS
USD
1222617.68
0.4353451523968
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO
37045V100
24269.00
NS
USD
984350.64
0.3505039117238
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
4683.00
NS
USD
754805.94
0.2687684894098
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141G104
4208.00
NS
USD
1624919.20
0.5785951801028
Long
EC
CORP
US
N
1
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
10269.00
NS
USD
3810620.52
1.3568715700282
Long
EC
CORP
US
N
1
N
N
N
CIENA CORP
W0CZ7N0GH8UIGXDM1H41
CIENA CORP
171779309
8286.00
NS
USD
372538.56
0.1326521436994
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558103
13125.00
NS
USD
1152768.75
0.4104736054095
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC
02079K107
48666.00
NS
USD
4937165.70
1.7580075842473
Long
EC
CORP
US
N
1
N
N
N
ZOOM VIDEO COMMUNICATIONS INC
549300T9GCHU0ODOM055
ZOOM VIDEO COMMUNICATIONS INC
98980L101
3229.00
NS
USD
243563.47
0.0867271737518
Long
EC
CORP
US
N
1
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC
443201108
25849.00
NS
USD
973731.83
0.3467228053867
Long
EC
CORP
US
N
1
N
N
N
ALCOA CORP
549300T12EZ1F6PWWU29
ALCOA CORP
013872106
27985.00
NS
USD
1402888.05
0.4995351547042
Long
EC
CORP
US
N
1
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
22502.00
NS
USD
930907.74
0.3314741628288
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC
02079K305
11864.00
NS
USD
1198145.36
0.4266311397875
Long
EC
CORP
US
N
1
N
N
N
CINTAS CORP
549300QVUQTTKMTE0G41
CINTAS CORP
172908105
2731.00
NS
USD
1261121.18
0.4490553353506
Long
EC
CORP
US
N
1
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
CROWDSTRIKE HOLDINGS INC
22788C105
3796.00
NS
USD
446599.40
0.159023451921
Long
EC
CORP
US
N
1
N
N
N
CHEWY INC
254900NPQSTG9I422879
CHEWY INC
16679L109
14912.00
NS
USD
643154.56
0.2290120816328
Long
EC
CORP
US
N
1
N
N
SPDR S&P 500 ETF TRUST
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF TRUST
78462F103
8048.00
NS
USD
3281008.64
1.1682893432361
Long
EC
RF
US
N
1
N
N
TRANE TECHNOLOGIES PLC
549300BURLR9SLYY2705
TRANE TECHNOLOGIES PLC
N/A
9292.00
NS
USD
1657878.64
0.5903312548091
Long
EC
CORP
IE
N
1
N
N
N
INTUITIVE SURGICAL INC
54930052SRG011710797
INTUITIVE SURGICAL INC
46120E602
4715.00
NS
USD
1274888.85
0.4539576760351
Long
EC
CORP
US
N
1
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
5410.00
NS
USD
967740.80
0.3445895417254
Long
EC
CORP
US
N
1
N
N
N
PROGRESSIVE CORP/THE
529900TACNVLY9DCR586
PROGRESSIVE CORP/THE
743315103
8774.00
NS
USD
1159484.10
0.4128647822401
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
9226.00
NS
USD
803123.30
0.285973155101
Long
EC
CORP
US
N
1
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DEXCOM INC
252131107
19573.00
NS
USD
2275948.44
0.8104112484772
Long
EC
CORP
US
N
1
N
N
N
SYSCO CORP
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829107
5144.00
NS
USD
445007.44
0.1584565927302
Long
EC
CORP
US
N
1
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
9884.00
NS
USD
2702384.44
0.9622549919829
Long
EC
CORP
US
N
1
N
N
N
REPLIGEN CORP
54930006QJ0T5AUO1E71
REPLIGEN CORP
759916109
4061.00
NS
USD
726269.24
0.2586072474994
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738108
3847.00
NS
USD
401472.92
0.1429549829024
Long
EC
CORP
US
N
1
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP
31428X106
3124.00
NS
USD
569255.28
0.2026983010946
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687106
5133.00
NS
USD
502366.71
0.1788808680764
Long
EC
CORP
US
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
1653.00
NS
USD
505041.09
0.1798331513517
Long
EC
CORP
US
N
1
N
N
N
DOLBY LABORATORIES INC
549300X04FB2QPCJ5J24
DOLBY LABORATORIES INC
25659T107
5591.00
NS
USD
418598.17
0.149052878175
Long
EC
CORP
US
N
1
N
N
N
ANSYS INC
549300VJV8H15Z5FJ571
ANSYS INC
03662Q105
3339.00
NS
USD
849107.70
0.3023471090797
Long
EC
CORP
US
N
1
N
N
N
MARVELL TECHNOLOGY INC
N/A
MARVELL TECHNOLOGY INC
573874104
15661.00
NS
USD
728549.72
0.2594192723289
Long
EC
CORP
US
N
1
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
VOYA FINANCIAL INC
929089100
14772.00
NS
USD
974656.56
0.3470520798028
Long
EC
CORP
US
N
1
N
N
AMETEK INC
549300WZDEF9KKE40E98
AMETEK INC
031100100
9968.00
NS
USD
1419642.56
0.5055010382577
Long
EC
CORP
US
N
1
N
N
N
EDWARDS LIFESCIENCES CORP
YA13X31F3V31L8TMPR58
EDWARDS LIFESCIENCES CORP
28176E108
13222.00
NS
USD
1021399.50
0.3636961318811
Long
EC
CORP
US
N
1
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
METLIFE INC
59156R108
17199.00
NS
USD
1319163.30
0.469722757383
Long
EC
CORP
US
N
1
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
15337.00
NS
USD
2595480.51
0.9241890385299
Long
EC
CORP
US
N
1
N
N
N
CHUBB LTD
E0JAN6VLUDI1HITHT809
CHUBB LTD
N/A
5043.00
NS
USD
1107392.37
0.3943161529291
Long
EC
CORP
CH
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112103
12337.00
NS
USD
711228.05
0.2532514365538
Long
EC
CORP
US
N
1
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC
03076C106
2484.00
NS
USD
824563.80
0.2936076085305
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
10729.00
NS
USD
1325138.79
0.4718504876189
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933Y105
12857.00
NS
USD
1415812.84
0.5041373658159
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
24418.00
NS
USD
6230008.52
2.2183582430878
Long
EC
CORP
US
N
1
N
N
N
BIO-TECHNE CORP
54930073RLKQ51TILZ35
BIO-TECHNE CORP
09073M104
8728.00
NS
USD
741792.72
0.2641347904729
Long
EC
CORP
US
N
1
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC
09857L108
653.00
NS
USD
1357880.85
0.4835091584639
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505104
39054.00
NS
USD
1478193.90
0.5263497814521
Long
EC
CORP
US
N
1
N
N
N
CHECK POINT SOFTWARE TECHNOLOGIES LTD
2549003ZVBH73EPNS513
CHECK POINT SOFTWARE TECHNOLOGIES LTD
N/A
5668.00
NS
USD
752880.44
0.2680828645373
Long
EC
CORP
IL
N
1
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP
42809H107
5096.00
NS
USD
733365.36
0.2611340074942
Long
EC
CORP
US
N
1
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP
101137107
31551.00
NS
USD
1428313.77
0.5085886504366
Long
EC
CORP
US
N
1
N
N
N
BILL.COM HOLDINGS INC
549300IBF9VZZIGOZW63
BILL.COM HOLDINGS INC
090043100
4166.00
NS
USD
501669.72
0.1786326864717
Long
EC
CORP
US
N
1
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC
90353T100
22770.00
NS
USD
663517.80
0.2362629483314
Long
EC
CORP
US
N
1
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807102
1815.00
NS
USD
967921.35
0.3446538312973
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887109
7388.00
NS
USD
1842123.92
0.655936628273
Long
EC
CORP
US
N
1
N
N
N
DATADOG INC
549300F6JNO0KRPO1K63
DATADOG INC
23804L103
4992.00
NS
USD
378293.76
0.1347014338922
Long
EC
CORP
US
N
1
N
N
N
MATCH GROUP INC
15OMOPB0A8K0EFUVD031
MATCH GROUP INC
57667L107
5316.00
NS
USD
268776.96
0.0957050994158
Long
EC
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP/THE
808513105
11843.00
NS
USD
977521.22
0.3480721172722
Long
EC
CORP
US
N
1
N
N
N
PPL CORP
9N3UAJSNOUXFKQLF3V18
PPL CORP
69351T106
22461.00
NS
USD
663048.72
0.2360959200712
Long
EC
CORP
US
N
1
N
N
N
BIOMARIN PHARMACEUTICAL INC
NSLL8ITTRR0J5HEMR848
BIOMARIN PHARMACEUTICAL INC
09061G101
5034.00
NS
USD
508333.32
0.181005436355
Long
EC
CORP
US
N
1
N
N
N
SANOFI
549300E9PC51EN656011
SANOFI
80105N105
16538.00
NS
USD
749998.30
0.2670566028546
Long
EC
CORP
FR
N
1
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
17968.00
NS
USD
861565.60
0.3067830717382
Long
EC
CORP
US
N
1
N
N
N
TWILIO INC
5493004W8TRGD63APX93
TWILIO INC
90138F102
20725.00
NS
USD
1015939.50
0.3617519554056
Long
EC
CORP
US
N
1
N
N
N
EATON CORP PLC
549300VDIGTMXUNT7H71
EATON CORP PLC
N/A
8514.00
NS
USD
1391613.30
0.4955204836936
Long
EC
CORP
IE
N
1
N
N
N
ESTEE LAUDER COS INC/THE
549300VFZ8XJ9NUPU221
ESTEE LAUDER COS INC/THE
518439104
3343.00
NS
USD
788245.97
0.2806756908143
Long
EC
CORP
US
N
1
N
N
N
FARFETCH LTD
549300QFQ74Z0F96NS78
FARFETCH LTD
30744W107
17378.00
NS
USD
147713.00
0.05259709519
Long
EC
CORP
KY
N
1
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
4432.00
NS
USD
560603.68
0.1996176715715
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC
N/A
23308.00
NS
USD
571978.32
0.2036679110415
Long
EC
CORP
GB
N
1
N
N
N
RENAISSANCERE HOLDINGS LTD
EK6GB9U3U58PDI411C94
RENAISSANCERE HOLDINGS LTD
N/A
2182.00
NS
USD
412201.62
0.1467752184616
Long
EC
CORP
BM
N
1
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC
74762E102
3991.00
NS
USD
598171.08
0.2129945315218
Long
EC
CORP
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824BH2
170000.00
PA
USD
170830.43
0.0608286636116
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
16824.00
NS
USD
2324740.32
0.8277848794837
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC
084670702
11179.00
NS
USD
3561629.40
1.2682117388684
Long
EC
CORP
US
N
1
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
BLOCK INC
852234103
27998.00
NS
USD
1897424.46
0.6756278387044
Long
EC
CORP
US
N
1
N
N
N
SCHLUMBERGER LTD
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD
806857108
41197.00
NS
USD
2123705.35
0.7562010957028
Long
EC
CORP
CW
N
1
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
2444.00
NS
USD
745835.48
0.2655743214048
Long
EC
CORP
US
N
1
N
N
N
LULULEMON ATHLETICA INC
549300D9GZ4BMLDW5T40
LULULEMON ATHLETICA INC
550021109
1308.00
NS
USD
497445.48
0.1771285348169
Long
EC
CORP
US
N
1
N
N
N
CORNING INC
549300X2937PB0CJ7I56
CORNING INC
219350105
13689.00
NS
USD
467205.57
0.1663608202298
Long
EC
CORP
US
N
1
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC
17275R102
36154.00
NS
USD
1797576.88
0.6400744840927
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671D857
39071.00
NS
USD
1555025.80
0.5537077984035
Long
EC
CORP
US
N
1
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP
56585A102
12261.00
NS
USD
1493512.41
0.531804339471
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
18880.00
NS
USD
1757161.60
0.6256835616329
Long
EC
CORP
US
N
1
N
N
N
ALCON INC
549300LDT5AP8S0NBM78
ALCON INC
N/A
11084.00
NS
USD
763576.76
0.2718915703467
Long
EC
CORP
CH
N
1
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERVICES INC
31620M106
8216.00
NS
USD
596317.28
0.2123344373185
Long
EC
CORP
US
N
1
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CZ9
490000.00
PA
USD
494020.70
0.175909051903
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.35
N
N
N
N
N
N
ALLSTATE CORP/THE
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP/THE
020002101
3873.00
NS
USD
518594.70
0.1846592703482
Long
EC
CORP
US
N
1
N
N
N
F5 INC
54930015FPK9KT966303
F5 INC
315616102
1915.00
NS
USD
296078.15
0.1054264055245
Long
EC
CORP
US
N
1
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431109
2831.00
NS
USD
642863.48
0.2289084349499
Long
EC
CORP
US
N
1
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC
N/A
21560.00
NS
214024.14
0.0762089190832
Long
EC
CORP
GB
N
2
N
N
N
ARISTOCRAT LEISURE LTD
529900TE2HO3OZKYKC27
ARISTOCRAT LEISURE LTD
N/A
2074.00
NS
50160.92
0.0178611136735
Long
EC
CORP
AU
N
2
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327AP4
86000.00
PA
USD
86652.14
0.0308547714554
Long
DBT
CORP
US
N
2
2027-12-13
Fixed
5.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XJLV3
494166.06
OU
Other Units
USD
487163.66
0.1734674226246
Long
ABS-MBS
CORP
US
N
2
2052-10-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XJSM6
510000.00
OU
Other Units
USD
492823.76
0.1754828499633
Long
ABS-MBS
CORP
US
N
2
2050-08-01
Fixed
4.00
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
20073.00
NS
297970.68
0.1061002905621
Long
EC
CORP
IT
N
2
N
N
N
VINCI SA
213800WFQ334R8UXUG83
VINCI SA
N/A
2283.00
NS
232442.59
0.082767292198
Long
EC
CORP
FR
N
2
N
N
N
DREYFUS INSTITUTIONAL PREFERRE
549300RBWL04JG8SIX57
Dreyfus Institutional Preferred Government Plus Money Market Fund
N/A
17486986.50
OU
Other Units
USD
17486986.50
6.2267010589965
Long
STIV
RF
US
N
1
2099-12-01
Variable
3.934757
N
N
N
N
N
N
WNH3 COMDTY
N/A
US ULTRA BOND CBT MAR23
N/A
19.00
NC
USD
2589343.75
0.9220038838727
Long
DIR
US
N
1
N/A
N/A
Long
WNH3 COMDTY_REF
US ULTRA BOND CBT MAR23
2023-03-22
2589343.75
USD
17184.17
N
N
N
UXYH3 COMDTY
N/A
US 10YR ULTRA FUT MAR23
N/A
-2.00
NC
USD
-239312.50
-0.0852135041781
Short
DIR
US
N
1
N/A
N/A
Short
UXYH3 COMDTY_REF
US 10YR ULTRA FUT MAR23
2023-03-22
-239312.50
USD
-1324.84
N
N
N
TYH3 COMDTY
N/A
US 10YR NOTE (CBT)MAR23
N/A
-20.00
NC
USD
-2270000.00
-0.8082931501046
Short
DIR
US
N
1
N/A
N/A
Short
TYH3 COMDTY_REF
US 10YR NOTE (CBT)MAR23
2023-03-22
-2270000.00
USD
-13867.20
N
N
N
FVH3 COMDTY
N/A
US 5YR NOTE (CBT) MAR23
N/A
23.00
NC
USD
2497117.13
0.8891641723294
Long
DIR
US
N
1
N/A
N/A
Long
FVH3 COMDTY_REF
US 5YR NOTE (CBT) MAR23
2023-03-31
2497117.13
USD
15056.49
N
N
N
TUH3 COMDTY
N/A
US 2YR NOTE (CBT) MAR23
N/A
29.00
NC
USD
5955421.90
2.1205844615652
Long
DIR
US
N
1
N/A
N/A
Long
TUH3 COMDTY_REF
US 2YR NOTE (CBT) MAR23
2023-03-31
5955421.90
USD
15540.23
N
N
N
99VVB9HH4
N/A
DREYFUS INST PREF GOVT PLUS-SL #4134
99VVB9HH4
4696375.54
OU
Other Units
USD
4696375.54
1.6722679203969
Long
RF
US
N
1
N
N
2023-01-18
BNY Mellon Advantage Funds, Inc.
James Windels
James Windels
Fund Treasurer