0001775697-23-000347.txt : 20230425
0001775697-23-000347.hdr.sgml : 20230425
20230425103116
ACCESSION NUMBER: 0001775697-23-000347
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230228
FILED AS OF DATE: 20230425
DATE AS OF CHANGE: 20230425
PERIOD START: 20231130
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: 23842486
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
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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
2023-11-30
2023-02-28
N
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269768951.85
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0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
68771.48
DKK
USD
SGD
JPY
GBP
EUR
SEK
NOK
HKD
AUD
CHF
UST
0
0
JPMORGAN CHASE & CO
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JPMORGAN CHASE & CO
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255000.00
PA
USD
244326.67
0.0905688621038
Long
DBT
CORP
US
N
2
2027-01-29
Variable
3.96
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
SALESFORCE INC
79466L302
4419.00
NS
USD
722992.59
0.2680043737583
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
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OU
Other Units
USD
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0.0707436229007
Long
ABS-MBS
USGA
US
N
2
2042-09-01
Fixed
4.00
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468G7
300000.00
PA
USD
282606.18
0.1047586010406
Long
DBT
CORP
US
N
2
2030-01-23
Variable
4.431
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAX3
60000.00
PA
USD
55723.54
0.020656024208
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.40
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818FA1
145000.00
PA
USD
142023.25
0.0526462548881
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.15
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081ES8
40000.00
PA
USD
39098.63
0.0144933765475
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.95
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
224419.25
0.0831894287541
Long
ABS-MBS
CORP
US
Y
2
2037-12-15
Variable
5.658
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081ET6
55000.00
PA
USD
51304.20
0.0190178297569
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
CITIZENS BANK NA/PROVIDENCE RI
17401QAU5
250000.00
PA
USD
239096.82
0.088630221662
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.75
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHQ5
250000.00
PA
USD
228884.55
0.0848446600064
Long
DBT
CORP
US
N
2
2030-02-07
Variable
3.974
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAU9
115000.00
PA
USD
112379.31
0.0416576144991
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
215600.81
0.0799205425685
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.80
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CTD6
147097.44
OU
Other Units
USD
138790.96
0.0514480851292
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
3.00
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AP8
200000.00
PA
USD
195703.87
0.0725449940246
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55
N
N
N
N
N
N
ZOOM VIDEO COMMUNICATIONS INC
549300T9GCHU0ODOM055
ZOOM VIDEO COMMUNICATIONS INC
98980L101
3259.00
NS
USD
243088.81
0.0901100027756
Long
EC
CORP
US
N
1
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FL6P4
560000.00
OU
Other Units
USD
531693.74
0.1970922659386
Long
ABS-MBS
USGA
US
N
2
2029-01-01
Fixed
3.563
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
4792.00
NS
USD
495253.20
0.1835842103413
Long
EC
CORP
US
N
1
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TOTALENERGIES CAPITAL INTERNATIONAL SA
89153VAQ2
260000.00
PA
USD
240547.08
0.0891678150322
Long
DBT
CORP
FR
N
2
2029-02-19
Fixed
3.455
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FUNDING
64952WDG5
250000.00
PA
USD
243406.16
0.0902276404793
Long
DBT
CORP
US
Y
2
2024-04-10
Fixed
2.875
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816CC1
180000.00
PA
USD
176343.99
0.0653685269526
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC
90353T100
22981.00
NS
USD
764348.06
0.2833343328645
Long
EC
CORP
US
N
1
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612EBH8
250000.00
PA
USD
230703.96
0.0855190926968
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.375
N
N
N
N
N
N
ALIGN TECHNOLOGY INC
549300N5YSE0U3LCP840
ALIGN TECHNOLOGY INC
016255101
3848.00
NS
USD
1190956.00
0.4414725978778
Long
EC
CORP
US
N
1
N
N
N
AVALONBAY COMMUNITIES INC
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC
05348EBF5
215000.00
PA
USD
192689.09
0.0714274525213
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.30
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
780097BK6
250000.00
PA
USD
245536.80
0.0910174422653
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
4.269
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
513347.00
0.1902913572817
Long
ABS-MBS
USGA
US
N
2
2029-02-01
Fixed
3.422
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112103
17086.00
NS
USD
987912.52
0.3662069015819
Long
EC
CORP
US
N
1
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
WASTE MANAGEMENT INC
94106LBE8
100000.00
PA
USD
92573.33
0.0343157836975
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.15
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBH7
205000.00
PA
USD
199600.90
0.0739895746457
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
3.932
N
N
N
N
N
N
OSCAR US FUNDING TRUST
N/A
OSCAR US FUNDING XI LLC
68784EAD0
231845.70
OU
Other Units
USD
227410.43
0.0842982220305
Long
ABS-MBS
CORP
JP
Y
2
2026-09-10
Fixed
2.68
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132HWAS8
99750.06
OU
Other Units
USD
91066.20
0.0337571093246
Long
ABS-MBS
USGA
US
N
2
2033-12-01
Fixed
3.00
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO
842400GQ0
235000.00
PA
USD
221733.90
0.0821940028603
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC
760759AU4
100000.00
PA
USD
96009.46
0.0355895144128
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
05531FBH5
265000.00
PA
USD
254572.31
0.094366793604
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
2.50
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHX1
205000.00
PA
USD
196989.02
0.0730213831684
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.40
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78013XZU5
230000.00
PA
USD
221560.44
0.0821297033926
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
125116.25
0.046379039968
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.50
N
N
N
N
N
N
ZEBRA TECHNOLOGIES CORP
PO0I32GKZ3HZMMDPZZ08
ZEBRA TECHNOLOGIES CORP
989207105
3442.00
NS
USD
1033460.50
0.3830909720754
Long
EC
CORP
US
N
1
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC
038222105
13400.00
NS
USD
1556410.00
0.5769418568469
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DN7
425000.00
PA
USD
387195.12
0.1435284221348
Long
DBT
CORP
US
N
2
2026-09-11
Fixed
2.05
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EN9
45000.00
PA
USD
44537.20
0.0165093869011
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JAQP6
218251.24
OU
Other Units
USD
214853.38
0.0796434795504
Long
ABS-MBS
USGA
US
N
2
2047-05-01
Fixed
4.50
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
HEALTHCARE REALTY HOLDINGS LP
42225UAG9
235000.00
PA
USD
200497.01
0.0743217514932
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10
N
N
N
N
N
N
CHUBB LTD
E0JAN6VLUDI1HITHT809
CHUBB LTD
N/A
4070.00
NS
USD
858851.40
0.3183655472989
Long
EC
CORP
CH
N
1
N
N
N
FHLMC MULTIFAMILY STRUCTURED P
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FNAE0
775000.00
OU
Other Units
USD
701586.50
0.2600694020526
Long
ABS-MBS
USGA
US
N
2
2029-06-01
Fixed
2.785
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PDS8
150000.00
PA
USD
132075.73
0.0489588327693
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.875
N
N
N
N
N
N
PRICOA GLOBAL FUNDING 1
635400IBXEBMD9ADYA79
PRICOA GLOBAL FUNDING I
74153WCL1
155000.00
PA
USD
147734.10
0.054763196056
Long
DBT
CORP
US
Y
2
2024-09-23
Fixed
2.40
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
151519.17
0.0561662744956
Long
ABS-MBS
CORP
US
N
2
2047-12-01
Fixed
3.147
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VEU4
495000.00
PA
USD
456914.46
0.1693725155792
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.016
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J6DV6
91840.61
OU
Other Units
USD
87902.15
0.0325842352862
Long
ABS-MBS
USGA
US
N
2
2032-06-01
Fixed
3.00
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST
78403DAN0
210000.00
PA
USD
197373.67
0.0731639681462
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
2.836
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450YAD5
165000.00
PA
USD
152361.18
0.056478397145
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.65
N
N
N
N
N
N
ALCON INC
549300LDT5AP8S0NBM78
ALCON INC
N/A
9331.00
NS
USD
636747.44
0.2360343677926
Long
EC
CORP
CH
N
1
N
N
N
FREDDIE MAC - SLST
N/A
SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2019-2
35564CDD6
265000.00
OU
Other Units
USD
231180.75
0.0856958328282
Long
ABS-CBDO
USGA
US
N
2
2029-09-01
Fixed
2.75
N
N
N
N
N
N
CALIFORNIA ST
549300X618YEC5LGBQ98
STATE OF CALIFORNIA
13063DRD2
230000.00
PA
USD
212979.72
0.0789489370587
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.375
N
N
N
N
N
N
MASSACHUSETTS ST SCH BLDG AUTH
N/A
MASSACHUSETTS SCHOOL BUILDING AUTHORITY
576000XG3
115000.00
PA
USD
103971.37
0.0385408955652
Long
DBT
MUN
US
N
2
2027-10-15
Fixed
2.436
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND
465410BY3
225000.00
PA
USD
190698.75
0.0706896582027
Long
DBT
USGSE
IT
N
2
2029-10-17
Fixed
2.875
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST
549300WF5YRKNHB1FX69
GS MORTGAGE SECURITIES TRUST 2013-GC13
36198EAE5
220000.00
OU
Other Units
USD
219120.07
0.0812250885423
Long
ABS-MBS
CORP
US
N
2
2046-07-01
Variable
4.046446
N
N
N
N
N
N
MASSACHUSETTS ST WTR RESOURCES
549300GBS2G3YGHOYO19
MASSACHUSETTS WATER RESOURCES AUTHORITY
576051VZ6
255000.00
PA
USD
233989.96
0.0867371720857
Long
DBT
MUN
US
N
2
2026-08-01
Fixed
2.163
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4TQ9
46797.60
OU
Other Units
USD
45894.88
0.0170126620151
Long
ABS-MBS
USGA
US
N
2
2049-04-01
Fixed
4.50
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
913017CY3
200000.00
PA
USD
190526.25
0.0706257145951
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CU69
108223.70
OU
Other Units
USD
96933.65
0.0359321001676
Long
ABS-MBS
USGA
US
N
2
2048-03-01
Fixed
3.00
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687EH5
245000.00
PA
USD
277993.86
0.1030488713002
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.65
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687CR5
55000.00
PA
USD
54574.10
0.0202299410757
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
4.00
N
N
N
N
N
N
INTUITIVE SURGICAL INC
54930052SRG011710797
INTUITIVE SURGICAL INC
46120E602
4758.00
NS
USD
1091437.62
0.4045823704007
Long
EC
CORP
US
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAC6
130000.00
PA
USD
96518.91
0.0357783612006
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH EUROPE FINANCE II SARL
23291KAH8
180000.00
PA
USD
155529.51
0.0576528577263
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDA6
335000.00
PA
USD
288589.71
0.1069766212979
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J8VQ3
82039.12
OU
Other Units
USD
74309.80
0.0275457199542
Long
ABS-MBS
USGA
US
N
2
2044-01-01
Fixed
3.00
N
N
N
N
N
N
SHOPIFY INC
549300HGQ43STJLLP808
SHOPIFY INC
82509L107
34238.00
NS
USD
1408551.32
0.5221324805321
Long
EC
CORP
CA
N
1
N
N
N
HONOLULU CITY & CNTY HI WSTWTR
N/A
CITY & COUNTY HONOLULU HI WASTEWATER SYSTEM REVENUE
438701Y40
25000.00
PA
USD
22756.89
0.0084356964891
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
2.495
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4R73
150294.61
OU
Other Units
USD
144515.24
0.0535700046313
Long
ABS-MBS
USGA
US
N
2
2034-08-01
Fixed
3.50
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBX0
185000.00
PA
USD
158585.12
0.0587855344035
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.80
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DFT4
18403.29
OU
Other Units
USD
18008.42
0.0066754976347
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
4.50
N
N
N
N
N
N
ESTEE LAUDER COS INC/THE
549300VFZ8XJ9NUPU221
ESTEE LAUDER COS INC/THE
29736RAP5
115000.00
PA
USD
98377.06
0.0364671543279
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.375
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
38725.48
0.0143550544769
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.462
N
N
N
N
N
N
REEDY CREEK FL IMPT DIST
549300DLSKH6SZ96KV94
REEDY CREEK IMPROVEMENT DISTRICT
758449SD5
65000.00
PA
USD
51154.89
0.0189624823943
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
2.397
N
N
N
N
N
N
REEDY CREEK FL IMPT DIST
549300DLSKH6SZ96KV94
REEDY CREEK IMPROVEMENT DISTRICT
758449SF0
50000.00
PA
USD
37967.44
0.0140740584635
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
2.497
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
CAMERON LNG LLC
133434AB6
260000.00
PA
USD
216823.25
0.0803736858942
Long
DBT
CORP
US
Y
2
2035-01-15
Fixed
3.302
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBM2
120000.00
PA
USD
100491.42
0.0372509213202
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.25
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
9277.00
NS
USD
2887187.94
1.0702447113355
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QBUK2
18843.39
OU
Other Units
USD
18419.59
0.0068279132471
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
4.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MFSN9
83533.03
OU
Other Units
USD
79024.74
0.029293489654
Long
ABS-MBS
USGA
US
N
2
2031-06-01
Fixed
3.00
N
N
N
N
N
N
WISCONSIN ST COPS
549300VTAT608CNZ5827
STATE OF WISCONSIN
977100GZ3
135000.00
PA
USD
122559.44
0.0454312622559
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
2.196
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
7602.00
NS
USD
1169947.80
0.4336851190534
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X47H3
214231.95
OU
Other Units
USD
194048.41
0.0719313355629
Long
ABS-MBS
USGA
US
N
2
2048-04-01
Fixed
3.00
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
221083.48
0.0819529002444
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
2.551
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
221886.29
0.0822504919407
Long
ABS-CBDO
USGA
US
N
2
2029-11-01
Fixed
2.75
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBN0
40000.00
PA
USD
36021.67
0.0133527856904
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.125
N
N
N
N
N
N
REEDY CREEK FL IMPT DIST
549300DLSKH6SZ96KV94
REEDY CREEK IMPROVEMENT DISTRICT
758449SE3
65000.00
PA
USD
50213.35
0.01861346521
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
2.447
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAW0
260000.00
PA
USD
220129.64
0.0815993236028
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.60
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC
49271VAJ9
280000.00
PA
USD
243811.13
0.0903777578286
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJN53
181459.47
OU
Other Units
USD
168413.23
0.0624286927183
Long
ABS-MBS
USGA
US
N
2
2031-12-01
Fixed
2.50
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP
256677AG0
200000.00
PA
USD
179092.32
0.0663872987502
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50
N
N
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
USAA CAPITAL CORP
90327QD55
165000.00
PA
USD
136651.05
0.0506548470692
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
2.125
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4TL0
159572.62
OU
Other Units
USD
151500.74
0.0561594427235
Long
ABS-MBS
USGA
US
N
2
2028-09-01
Fixed
2.50
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFP4
100000.00
PA
USD
94370.30
0.0349818981587
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DVKR5
122927.29
OU
Other Units
USD
113241.92
0.0419773733127
Long
ABS-MBS
USGA
US
N
2
2049-08-01
Fixed
3.50
N
N
N
N
N
N
SHERWIN-WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE
824348BL9
75000.00
PA
USD
61754.67
0.0228916891942
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.30
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
CIGNA GROUP/THE
125523AH3
295000.00
PA
USD
283442.99
0.1050687961146
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCKE5
149949.95
OU
Other Units
USD
133393.46
0.0494472989145
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.00
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CZ1
350000.00
PA
USD
314396.39
0.1165428370625
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513E101
15378.00
NS
USD
1508428.02
0.559155532783
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9GM7
92424.72
OU
Other Units
USD
85287.44
0.0316149947631
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
3.50
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
218269.90
0.0809099410822
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
3140J9UY5
106488.35
OU
Other Units
USD
106565.53
0.0395025184585
Long
ABS-MBS
USGA
US
N
2
2048-12-01
Fixed
5.00
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFQ2
80000.00
PA
USD
73042.62
0.0270759920662
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.60
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
NEW YORK LIFE INSURANCE CO
64952GAT5
205000.00
PA
USD
161652.32
0.0599225073498
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172109
8786.00
NS
USD
854877.80
0.3168925831299
Long
EC
CORP
US
N
1
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
MASSACHUSETTS MUTUAL LIFE INSURANCE CO
575767AQ1
225000.00
PA
USD
164030.49
0.0608040654327
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
3.375
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
SOUTHERN CALIFORNIA EDISON CO
842400GT4
40000.00
PA
USD
29457.19
0.0109194144833
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-GC46
17328RAX7
140000.00
OU
Other Units
USD
131932.84
0.048905865221
Long
ABS-MBS
CORP
US
N
2
2053-02-01
Fixed
2.708
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JPM93
78761.83
OU
Other Units
USD
72545.89
0.0268918604244
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
3.50
N
N
N
N
N
N
COMM MORTGAGE TRUST
549300NGGFIEJ2ER3D22
COMM 2013-CCRE8 MORTGAGE TRUST
12625KAE5
149134.48
OU
Other Units
USD
148590.75
0.0550807455717
Long
ABS-MBS
CORP
US
N
2
2046-06-01
Variable
3.612
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
INGERSOLL RAND INC
45687V106
42832.00
NS
USD
2487254.24
0.9219942558041
Long
EC
CORP
US
N
1
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062XAH6
235000.00
PA
USD
190408.68
0.0705821328563
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122CP1
25000.00
PA
USD
22953.65
0.0085086329774
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40
N
N
N
N
N
N
CONSOLIDATED EDISON CO
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC
209111FX6
170000.00
PA
USD
152090.04
0.0563778889145
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.35
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
168245.31
0.0623664468598
Long
ABS-MBS
CORP
US
N
2
2057-09-01
Fixed
3.488
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CR9
255000.00
PA
USD
187692.84
0.0695754046983
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450YAJ2
135000.00
PA
USD
93421.45
0.0346301712481
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER CO INC
025537AP6
155000.00
PA
USD
104613.41
0.0387788918193
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.25
N
N
N
N
N
N
TRANE TECHNOLOGIES PLC
549300BURLR9SLYY2705
TRANE TECHNOLOGIES PLC
N/A
9378.00
NS
USD
1734648.66
0.6430127144373
Long
EC
CORP
IE
N
1
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VAT8
740000.00
PA
USD
592533.23
0.219644709273
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
URUGUAY GOVERNMENT INTERNATIONAL BOND
917288BK7
60000.00
PA
USD
58580.32
0.0217149970737
Long
DBT
USGSE
UY
N
2
2031-01-23
Fixed
4.375
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
22821.00
NS
USD
921740.19
0.3416776406917
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874DP9
200000.00
PA
USD
169009.02
0.0626495446718
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.375
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC
09857L108
310.00
NS
USD
782440.00
0.290040790326
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DQ88
227106.08
OU
Other Units
USD
193642.02
0.0717806918372
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
2.50
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CC6
110000.00
PA
USD
73522.25
0.0272537849503
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.525
N
N
N
N
N
N
TWILIO INC
5493004W8TRGD63APX93
TWILIO INC
90138F102
18063.00
NS
USD
1214014.23
0.4500199973624
Long
EC
CORP
US
N
1
N
N
N
DOLBY LABORATORIES INC
549300X04FB2QPCJ5J24
DOLBY LABORATORIES INC
25659T107
3962.00
NS
USD
325993.36
0.1208416898106
Long
EC
CORP
US
N
1
N
N
N
CONNECTICUT ST
5493007GRO6CU0IKP741
STATE OF CONNECTICUT
20772KJX8
40000.00
PA
USD
37535.51
0.013913947377
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
2.098
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
113011.13
0.0418918223261
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
170449.95
OU
Other Units
USD
151487.46
0.0561545199924
Long
ABS-MBS
USGA
US
N
2
2050-03-01
Fixed
3.00
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA
74977RDH4
280000.00
PA
USD
252750.84
0.0936915972971
Long
DBT
CORP
NL
Y
2
2026-06-24
Variable
1.339
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
PACIFIC LIFE GLOBAL FUNDING II
6944PL2B4
375000.00
PA
USD
339494.31
0.1258463242978
Long
DBT
CORP
US
Y
2
2025-06-24
Fixed
1.20
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
FIVE CORNERS FUNDING TRUST II
33834DAA2
260000.00
PA
USD
219832.12
0.0814890366339
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
361132.27
0.1338672473327
Long
DBT
CORP
US
N
2
2030-05-06
Variable
3.702
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAX6
220000.00
PA
USD
168239.30
0.0623642190275
Long
DBT
CORP
CA
N
2
2050-05-13
Fixed
3.95
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X67M7
163732.80
OU
Other Units
USD
147135.66
0.0545413617805
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.00
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP
31428X106
3338.00
NS
USD
678348.36
0.2514553121654
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J74Z5
162547.69
OU
Other Units
USD
155486.38
0.057636869971
Long
ABS-MBS
USGA
US
N
2
2030-10-01
Fixed
3.00
N
N
N
N
N
N
COMM MORTGAGE TRUST
N/A
COMM 2014-UBS3 MORTGAGE TRUST
12591YBB0
361347.61
OU
Other Units
USD
351500.09
0.1302967178355
Long
ABS-MBS
CORP
US
N
2
2047-06-01
Fixed
3.546
N
N
N
N
N
N
HORIZON THERAPEUTICS PLC
529900P0GSQ79OOZEV53
HORIZON THERAPEUTICS PLC
N/A
5672.00
NS
USD
621027.28
0.2302070997203
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QDXA7
220050.84
OU
Other Units
USD
187793.54
0.0696127329376
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
2.50
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
193251.55
0.0716359494577
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
116575.09
0.0432129380347
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
2.919
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES CORP/THE
00130H105
21089.00
NS
USD
520476.52
0.1929341817991
Long
EC
CORP
US
N
1
N
N
N
SEAGEN INC
N/A
SEAGEN INC
81181C104
3631.00
NS
USD
652454.39
0.2418567390819
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122CN6
89000.00
PA
USD
84303.22
0.0312501566328
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20
N
N
N
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
DEXCOM INC
252131107
15433.00
NS
USD
1713217.33
0.6350683865771
Long
EC
CORP
US
N
1
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC
205887CF7
180000.00
PA
USD
149932.53
0.0555781267532
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.375
N
N
N
N
N
N
AMETEK INC
549300WZDEF9KKE40E98
AMETEK INC
031100100
10061.00
NS
USD
1424235.16
0.5279462852314
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCKV7
123737.50
OU
Other Units
USD
113860.34
0.0422066139261
Long
ABS-MBS
USGA
US
N
2
2049-12-01
Fixed
3.50
N
N
N
N
N
N
REGENERON PHARMACEUTICALS INC
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS INC
75886FAE7
112000.00
PA
USD
87274.83
0.0323516955533
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBS4
185000.00
PA
USD
179957.11
0.0667078656627
Long
DBT
CORP
US
N
2
2024-09-16
Variable
0.653
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC
92936UAG4
175000.00
PA
USD
141279.46
0.0523705411727
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MASSMUTUAL GLOBAL FUNDING II
57629WCG3
200000.00
PA
USD
191894.75
0.0711330005488
Long
DBT
CORP
US
Y
2
2025-01-11
Fixed
2.95
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AW8
160000.00
PA
USD
126428.36
0.046865422849
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DPL0
68334.22
OU
Other Units
USD
64721.87
0.0239915933824
Long
ABS-MBS
USGA
US
N
2
2050-05-01
Fixed
4.00
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023CD5
280000.00
PA
USD
246528.02
0.0913848752087
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20
N
N
N
N
N
N
REPLIGEN CORP
54930006QJ0T5AUO1E71
REPLIGEN CORP
759916109
4098.00
NS
USD
714568.26
0.264881579255
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VES9
140000.00
PA
USD
130394.71
0.0483356995331
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.875
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133A9UL7
317789.07
OU
Other Units
USD
270564.35
0.1002948442155
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
3133KJ5Y4
362572.93
OU
Other Units
USD
297018.70
0.1101011432053
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
3140QDVL5
217135.24
OU
Other Units
USD
192440.38
0.0713352588132
Long
ABS-MBS
USGA
US
N
2
2050-06-01
Fixed
3.00
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
47911.00
NS
USD
4514653.53
1.673525992906
Long
EC
CORP
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC
30303M102
8020.00
NS
USD
1403018.80
0.5200816440804
Long
EC
CORP
US
N
1
N
N
N
SCHLUMBERGER LTD
213800ZUA17OK3QLGM62
SCHLUMBERGER LTD
806857108
39129.00
NS
USD
2082054.09
0.7717915926654
Long
EC
CORP
CW
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31294NR84
72688.03
OU
Other Units
USD
69115.29
0.0256201796114
Long
ABS-MBS
USGA
US
N
2
2027-11-01
Fixed
2.50
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KKAL3
341568.19
OU
Other Units
USD
290772.37
0.1077857062519
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
2.50
N
N
N
N
N
N
MEDTRONIC PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC
N/A
19303.00
NS
USD
1598288.40
0.5924656596095
Long
EC
CORP
IE
N
1
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327109
4490.00
NS
USD
894408.00
0.3315459373165
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
21544.00
NS
USD
5373504.48
1.9918913733956
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KKAH2
656529.37
OU
Other Units
USD
559103.94
0.207252886652
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
2.50
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
2199.00
NS
USD
593422.14
0.21997421717
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC
084670702
8867.00
NS
USD
2706031.06
1.0030921058345
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J96T3
52292.76
OU
Other Units
USD
50161.22
0.0185941412664
Long
ABS-MBS
USGA
US
N
2
2028-06-01
Fixed
3.00
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807102
1877.00
NS
USD
871134.47
0.3229187287958
Long
EC
CORP
US
N
1
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
MCKESSON CORP
58155Q103
2206.00
NS
USD
771680.86
0.2860525107533
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
13146.00
NS
USD
1268589.00
0.4702501867988
Long
EC
CORP
US
N
1
N
N
N
HUBSPOT INC
529900BLNVEW0MVKJB37
HUBSPOT INC
443573100
2836.00
NS
USD
1097134.96
0.4066943035794
Long
EC
CORP
US
N
1
N
N
N
EDWARDS LIFESCIENCES CORP
YA13X31F3V31L8TMPR58
EDWARDS LIFESCIENCES CORP
28176E108
13344.00
NS
USD
1073391.36
0.3978928459479
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
21466.00
NS
USD
3077151.10
1.1406616954611
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
HUMANA INC
444859102
2573.00
NS
USD
1273686.46
0.4721397519119
Long
EC
CORP
US
N
1
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC
17275R102
31521.00
NS
USD
1526246.82
0.5657607406387
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671D857
37279.00
NS
USD
1527320.63
0.5661587886693
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J5FG9
171998.96
OU
Other Units
USD
165053.42
0.0611832528792
Long
ABS-MBS
USGA
US
N
2
2047-02-01
Fixed
4.00
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
14283.00
NS
USD
3315941.28
1.2291782494835
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140GNA29
61427.81
OU
Other Units
USD
59525.08
0.022065207872
Long
ABS-MBS
USGA
US
N
2
2047-06-01
Fixed
4.00
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP
517834107
18287.00
NS
USD
1050953.89
0.3895755544857
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC
02079K107
49010.00
NS
USD
4425603.00
1.6405160674163
Long
EC
CORP
US
N
1
N
N
N
BIOMARIN PHARMACEUTICAL INC
NSLL8ITTRR0J5HEMR848
BIOMARIN PHARMACEUTICAL INC
09061G101
9413.00
NS
USD
937440.67
0.3474976136324
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141G104
4469.00
NS
USD
1571523.85
0.5825443733324
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558103
16205.00
NS
USD
1304988.65
0.4837430849809
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
46334.00
NS
USD
6830094.94
2.5318313664938
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132GRVH1
38368.85
OU
Other Units
USD
36062.08
0.0133677651756
Long
ABS-MBS
USGA
US
N
2
2042-03-01
Fixed
3.50
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP
42809H107
9929.00
NS
USD
1337436.30
0.4957710258457
Long
EC
CORP
US
N
1
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FEDEX CORP
31428XBN5
205000.00
PA
USD
168203.58
0.0623509780671
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.40
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
4001.00
NS
USD
494243.53
0.1832099382121
Long
EC
CORP
US
N
1
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933Y105
5333.00
NS
USD
566577.92
0.2100233982133
Long
EC
CORP
US
N
1
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
BLOCK INC
852234103
13468.00
NS
USD
1033399.64
0.3830684120293
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887109
6248.00
NS
USD
1465468.40
0.5432309351948
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES GROUP INC/THE
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC/THE
693475105
3604.00
NS
USD
569143.68
0.2109744935794
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132MAKD2
317872.96
OU
Other Units
USD
297759.82
0.1103758671848
Long
ABS-MBS
USGA
US
N
2
2044-11-01
Fixed
3.50
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
GENERAL MOTORS CO
37045V100
18533.00
NS
USD
717968.42
0.266141976338
Long
EC
CORP
US
N
1
N
N
N
PRINCIPAL FINANCIAL GROUP INC
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINANCIAL GROUP INC
74251VAN2
125000.00
PA
USD
102291.66
0.0379182479297
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.30
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
VOYA FINANCIAL INC
929089100
18205.00
NS
USD
1356090.45
0.5026858875716
Long
EC
CORP
US
N
1
N
N
SPRINT SPECTRUM / SPEC I
N/A
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC
85208NAD2
112500.00
PA
USD
111233.52
0.0412328843764
Long
DBT
CORP
US
Y
2
2025-03-20
Fixed
4.738
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UCE7
165000.00
PA
USD
159726.10
0.0592084815189
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BG3
100000.00
PA
USD
91660.03
0.0339772347304
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.40
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GWV2
610000.00
PA
USD
560329.71
0.2077072643673
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.814
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
17418.00
NS
USD
814639.86
0.3019768785152
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967JU6
260000.00
PA
USD
230474.92
0.0854341904134
Long
DBT
CORP
US
N
2
2045-07-30
Fixed
4.65
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132WKQ84
169356.38
OU
Other Units
USD
152025.55
0.0563539832725
Long
ABS-MBS
USGA
US
N
2
2046-12-01
Fixed
3.00
N
N
N
N
N
N
PPL CORP
9N3UAJSNOUXFKQLF3V18
PPL CORP
69351T106
30368.00
NS
USD
822061.76
0.3047280846674
Long
EC
CORP
US
N
1
N
N
N
KENTUCKY UTILITIES CO
AGX0G2MXE54NFNNICD28
KENTUCKY UTILITIES CO
491674BL0
105000.00
PA
USD
88389.21
0.032764782379
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.375
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NAK7
43000.00
PA
USD
47748.53
0.0176997870483
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412QAT6
104857.77
OU
Other Units
USD
104925.70
0.0388946538437
Long
ABS-MBS
USGA
US
N
2
2039-07-01
Fixed
5.00
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO/THE
260543CL5
145000.00
PA
USD
125139.74
0.0463877474193
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X9GR4
54345.83
OU
Other Units
USD
53499.77
0.0198317002876
Long
ABS-MBS
USGA
US
N
2
2043-09-01
Fixed
4.50
N
N
N
N
N
N
TRICON AMERICAN HOMES
N/A
TRICON AMERICAN HOMES 2017-SFR2 TRUST
89613FAA6
215063.06
OU
Other Units
USD
209586.31
0.0776910421168
Long
ABS-MBS
CORP
US
Y
2
2036-01-01
Fixed
2.928
N
N
N
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
METROPOLITAN TRANSPORTATION AUTHORITY
59259NZN6
10000.00
PA
USD
11013.98
0.0040827455956
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.089
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31406UT99
2.96
OU
Other Units
USD
2.96
0.0000010972352
Long
ABS-MBS
USGA
US
N
2
2035-04-01
Fixed
5.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A7PB8
203582.22
OU
Other Units
USD
202238.41
0.0749672668456
Long
ABS-MBS
USGA
US
N
2
2041-02-01
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140H3GH3
290164.83
OU
Other Units
USD
269519.96
0.0999077018136
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
3.50
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
SKY LTD
111013AL2
265000.00
PA
USD
258313.00
0.0957534209287
Long
DBT
CORP
GB
Y
2
2024-09-16
Fixed
3.75
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE EQUITIES INC
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271AG4
165000.00
PA
USD
157262.82
0.0582953742161
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
4.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138M4QZ8
224735.51
OU
Other Units
USD
210986.94
0.0782102382624
Long
ABS-MBS
USGA
US
N
2
2042-07-01
Fixed
3.50
N
N
N
N
N
N
DBCG MORTGAGE TRUST
N/A
DBCG 2017-BBG MORTGAGE TRUST
233062AA6
335000.00
OU
Other Units
USD
331065.63
0.1227219173035
Long
ABS-MBS
CORP
US
Y
2
2034-06-15
Variable
5.288
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AX44
179602.58
OU
Other Units
USD
178417.22
0.0661370475647
Long
ABS-MBS
USGA
US
N
2
2040-12-01
Fixed
4.50
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
129663.80
0.0480647602738
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.716
N
N
N
N
N
N
MEDTRONIC INC
D56MRZY2INAN94ZONZ37
MEDTRONIC INC
585055BU9
50000.00
PA
USD
46717.87
0.0173177341868
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q8EZ4
142325.22
OU
Other Units
USD
131668.96
0.0488080481823
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
3138X0Y28
145313.99
OU
Other Units
USD
131612.55
0.0487871376959
Long
ABS-MBS
USGA
US
N
2
2043-07-01
Fixed
3.00
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468C6
75000.00
PA
USD
73120.84
0.0271049872487
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
105018.90
0.0389292019262
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.125
N
N
N
N
N
N
SIERRA PACIFIC POWER CO
QB888G5GSVGE1LD1WV84
SIERRA PACIFIC POWER CO
826418BE4
25000.00
PA
USD
26947.38
0.0099890590874
Long
DBT
CORP
US
N
2
2037-07-01
Fixed
6.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TLR4
154538.34
OU
Other Units
USD
140432.33
0.0520565206028
Long
ABS-MBS
USGA
US
N
2
2047-11-01
Fixed
3.00
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
181089.41
0.0671275952099
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.908
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PCR1
155000.00
PA
USD
145840.76
0.0540613584327
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967HD6
325000.00
PA
USD
322277.48
0.1194642592447
Long
DBT
CORP
US
N
2
2023-10-25
Fixed
3.875
N
N
N
N
N
N
CINTAS CORP
549300QVUQTTKMTE0G41
CINTAS CORP
172908105
2151.00
NS
USD
943148.97
0.349613609547
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132GLN42
167153.85
OU
Other Units
USD
157099.86
0.058234966968
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EQ2A9
107533.60
OU
Other Units
USD
101610.39
0.0376657096019
Long
ABS-MBS
USGA
US
N
2
2031-01-01
Fixed
3.00
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
10762.00
NS
USD
736120.80
0.2728708381568
Long
EC
CORP
US
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WAF5
215000.00
PA
USD
202143.44
0.0749320626461
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CR89
197396.48
OU
Other Units
USD
182982.53
0.0678293512819
Long
ABS-MBS
USGA
US
N
2
2047-12-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138E1T49
68098.10
OU
Other Units
USD
63928.27
0.0236974157187
Long
ABS-MBS
USGA
US
N
2
2041-12-01
Fixed
3.50
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAJ1
135000.00
PA
USD
124524.20
0.0461595743861
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.875
N
N
N
N
N
N
SPDR S&P 500 ETF TRUST
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF TRUST
78462F103
5079.00
NS
USD
2012604.54
0.7460475070233
Long
EC
RF
US
N
1
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TJY2
101130.92
OU
Other Units
USD
97032.89
0.0359688872031
Long
ABS-MBS
USGA
US
N
2
2047-10-01
Fixed
4.00
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023DC6
100000.00
PA
USD
87751.09
0.0325282392203
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.625
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HOLDINGS LLC
16412XAJ4
285000.00
PA
USD
256926.62
0.0952395070811
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND
465410CA4
400000.00
PA
USD
350899.09
0.1300739345998
Long
DBT
USGSE
IT
N
2
2026-02-17
Fixed
1.25
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
9334.00
NS
USD
2310445.02
0.8564532738684
Long
EC
CORP
US
N
1
N
N
N
ANSYS INC
549300VJV8H15Z5FJ571
ANSYS INC
03662Q105
3371.00
NS
USD
1023469.31
0.3793873620301
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PAX4
185000.00
PA
USD
175374.82
0.0650092676704
Long
DBT
CORP
US
N
2
2029-12-05
Variable
4.452
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAM2
310000.00
PA
USD
250639.21
0.0929088422819
Long
DBT
USGSE
MX
N
2
2031-05-24
Fixed
2.659
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CP5
440000.00
PA
USD
371366.57
0.1376609752357
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBX6
220000.00
PA
USD
194668.29
0.0721611173802
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ANL68
102839.62
OU
Other Units
USD
102160.87
0.0378697657011
Long
ABS-MBS
USGA
US
N
2
2041-08-01
Fixed
4.50
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
210000.00
PA
USD
181396.50
0.0672414296589
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416KSJ8
5057.85
OU
Other Units
USD
4923.80
0.0018251915078
Long
ABS-MBS
USGA
US
N
2
2039-02-01
Fixed
4.50
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAP9
235000.00
PA
USD
211945.93
0.078565723945
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.493
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
198994.64
0.0737648415932
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75
N
N
N
N
N
N
DELL EQUIPMENT FINANCE TRUST
N/A
DELL EQUIPMENT FINANCE TRUST 2021-1
24703QAC6
374640.60
OU
Other Units
USD
369018.11
0.1367904302809
Long
ABS-MBS
CORP
US
Y
2
2026-05-22
Fixed
0.43
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X83S4
441682.66
OU
Other Units
USD
361553.21
0.1340232845627
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
3140QF5F2
382755.47
OU
Other Units
USD
325803.74
0.1207714000316
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
3140QF4G1
366221.80
OU
Other Units
USD
312719.48
0.1159212273523
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.50
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP CAREY INC
92936UAH2
295000.00
PA
USD
222272.35
0.0823935995879
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QGE29
442048.13
OU
Other Units
USD
362721.28
0.1344562736047
Long
ABS-MBS
USGA
US
N
2
2045-12-01
Fixed
2.00
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884L109
68081.00
NS
USD
2258927.58
0.8373563986918
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874DH7
60000.00
PA
USD
57580.78
0.0213444800096
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140KQWW7
450662.22
OU
Other Units
USD
368851.87
0.1367288071775
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
3140QGA98
378809.59
OU
Other Units
USD
323464.53
0.1199042839369
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.50
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-ELEVEN INC
817826AG5
280000.00
PA
USD
174341.89
0.0646263733481
Long
DBT
CORP
US
Y
2
2051-02-10
Fixed
2.80
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC
443201108
26088.00
NS
USD
1100391.84
0.4079015885459
Long
EC
CORP
US
N
1
N
N
N
MATCH GROUP INC
15OMOPB0A8K0EFUVD031
MATCH GROUP INC
57667L107
5365.00
NS
USD
222218.30
0.0823735639242
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDE3
280000.00
PA
USD
215273.99
0.0797993944535
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QFFX2
274506.65
OU
Other Units
USD
243285.62
0.0901829577983
Long
ABS-MBS
USGA
US
N
2
2050-10-01
Fixed
3.00
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERVICES INC
31620MBU9
225000.00
PA
USD
155361.93
0.0575907379016
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.10
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133ACWU8
446097.37
OU
Other Units
USD
365302.22
0.1354129960081
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.00
N
N
N
N
N
N
AON PLC
635400FALWQYX5E6QC64
AON PLC
N/A
2186.00
NS
USD
664653.30
0.246378723512
Long
EC
CORP
IE
N
1
N
N
N
CNH EQUIPMENT TRUST
N/A
CNH EQUIPMENT TRUST 2021-A
12598AAC4
371273.15
OU
Other Units
USD
357087.03
0.1323677271054
Long
ABS-MBS
CORP
US
N
2
2025-12-15
Fixed
0.40
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QEWR9
290670.19
OU
Other Units
USD
257491.74
0.0954489900465
Long
ABS-MBS
USGA
US
N
2
2050-09-01
Fixed
3.00
N
N
N
N
N
N
FARFETCH LTD
549300QFQ74Z0F96NS78
FARFETCH LTD
30744W107
17537.00
NS
USD
89964.81
0.0333488377306
Long
EC
CORP
KY
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X8W45
271226.62
OU
Other Units
USD
240378.90
0.0891054727949
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
3.00
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
SPIRIT REALTY LP
84861TAH1
340000.00
PA
USD
281948.04
0.1045146367165
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
188091.14
OU
Other Units
USD
160611.32
0.0595366215787
Long
ABS-MBS
USGA
US
N
2
2051-02-01
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140HNNY4
442891.92
OU
Other Units
USD
362677.54
0.1344400597299
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.00
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
PACIFIC LIFE GLOBAL FUNDING II
6944PL2E8
270000.00
PA
USD
240156.77
0.0890231319627
Long
DBT
CORP
US
Y
2
2026-04-14
Fixed
1.375
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FBK6
225000.00
PA
USD
181272.98
0.067195642329
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.419
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJK6
110000.00
PA
USD
97940.55
0.0363053454922
Long
DBT
CORP
US
N
2
2026-10-24
Variable
1.197
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571903BG7
465000.00
PA
USD
383796.70
0.1422686700482
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDH6
545000.00
PA
USD
464671.58
0.172247983622
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.40
N
N
N
N
N
N
OSCAR US FUNDING TRUST
N/A
OSCAR US FUNDING XII LLC
68785AAD7
380000.00
OU
Other Units
USD
342884.05
0.1271028588162
Long
ABS-MBS
CORP
JP
Y
2
2028-04-10
Fixed
1.00
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO
42824CAW9
105000.00
PA
USD
104156.14
0.0386093875094
Long
DBT
CORP
US
N
2
2025-10-15
Variable
5.15
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
53944YAP8
280000.00
PA
USD
244715.08
0.0907128408669
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
1.627
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
WASTE MANAGEMENT INC
94106LBQ1
145000.00
PA
USD
121313.36
0.0449693558758
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.00
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE CAPITAL FUNDING LLC
36166NAK9
247000.00
PA
USD
235272.80
0.0872127049412
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.55
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QED33
252943.74
OU
Other Units
USD
224280.15
0.0831378661117
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
3.00
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
09659W2Q6
250000.00
PA
USD
219800.74
0.0814774044576
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
508911.04
OU
Other Units
USD
394772.84
0.1463373888257
Long
ABS-MBS
USGA
US
N
2
2051-03-01
Fixed
1.50
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
639057AC2
200000.00
PA
USD
175639.48
0.0651073738454
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.642
N
N
N
N
N
N
CIENA CORP
W0CZ7N0GH8UIGXDM1H41
CIENA CORP
171779309
7580.00
NS
USD
365507.60
0.1354891278234
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X8UU9
117645.99
OU
Other Units
USD
108873.91
0.0403582062551
Long
ABS-MBS
USGA
US
N
2
2049-06-01
Fixed
3.50
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT LP
02666TAC1
90000.00
PA
USD
70911.78
0.0262861161426
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.375
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABF1
270000.00
PA
USD
244944.45
0.0907978654771
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAM4
215000.00
PA
USD
187782.54
0.0696086553742
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.875
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X9DQ5
454075.03
OU
Other Units
USD
371597.29
0.1377465002742
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
126576.82
0.0469204551272
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
533954.09
0.1979301496107
Long
ABS-MBS
CORP
US
Y
2
2025-12-26
Fixed
1.21
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
MARVELL TECHNOLOGY INC
573874104
15806.00
NS
USD
713640.90
0.2645378184205
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SX7
3098000.00
PA
USD
2275335.77
0.84343871094
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.375
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140L8ZM5
505334.29
OU
Other Units
USD
413442.05
0.1532578331067
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2.00
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
DELL INTERNATIONAL LLC / EMC CORP
24703TAD8
130000.00
PA
USD
131644.41
0.0487989478022
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBS4
310000.00
PA
USD
248383.56
0.0920727008414
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X83G0
282288.18
OU
Other Units
USD
258996.95
0.0960069526992
Long
ABS-MBS
USGA
US
N
2
2050-10-01
Fixed
3.50
N
N
N
N
N
N
DATADOG INC
549300F6JNO0KRPO1K63
DATADOG INC
23804L103
5038.00
NS
USD
385507.76
0.1429029387393
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RMM1
438000.00
PA
USD
335559.51
0.1243877428068
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND
445545AM8
200000.00
PA
USD
154023.00
0.0570944131797
Long
DBT
USGSE
HU
Y
2
2031-09-22
Fixed
2.125
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC
78081BAN3
325000.00
PA
USD
247309.23
0.0916744600533
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VCB7
190000.00
PA
USD
129067.95
0.0478438860791
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FUNDING LLC
378272BG2
415000.00
PA
USD
330819.40
0.1226306429006
Long
DBT
CORP
US
Y
2
2031-09-23
Fixed
2.625
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QF5E5
386838.79
OU
Other Units
USD
330395.50
0.1224735084353
Long
ABS-MBS
USGA
US
N
2
2050-12-01
Fixed
2.50
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CCZ2
2535000.00
PA
USD
2242930.38
0.8314264353323
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.875
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
144129.68
0.0534270823278
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2D4
405000.00
PA
USD
379596.30
0.1407116339359
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
4.15
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
424634.41
0.1574067019529
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
487715.02
OU
Other Units
USD
399027.80
0.1479146496524
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
248468.30
OU
Other Units
USD
228775.38
0.0848041920432
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.50
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
STELLANTIS FINANCE US INC
85855CAB6
200000.00
PA
USD
157407.56
0.0583490275365
Long
DBT
CORP
US
Y
2
2031-09-15
Fixed
2.691
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572Q105
10277.00
NS
USD
1904944.72
0.7061393488525
Long
EC
CORP
US
N
1
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO
13645RBF0
130000.00
PA
USD
108334.67
0.0401583166843
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DWBT9
496254.20
OU
Other Units
USD
405859.92
0.1504472316835
Long
ABS-MBS
USGA
US
N
2
2051-06-01
Fixed
2.00
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
VIATRIS INC
92556VAD8
100000.00
PA
USD
79333.61
0.0294079839269
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70
N
N
N
N
N
N
PELOTON INTERACTIVE INC
5493002YS021166W0339
PELOTON INTERACTIVE INC
70614W100
49482.00
NS
USD
639307.44
0.2369833279982
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XDUD6
598174.59
OU
Other Units
USD
489583.31
0.1814824525367
Long
ABS-MBS
USGA
US
N
2
2051-07-01
Fixed
2.00
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO
13645RBG8
125000.00
PA
USD
94787.55
0.0351365675515
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DYB2
578326.00
OU
Other Units
USD
473161.42
0.1753950618687
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2.00
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST
N/A
CARVANA AUTO RECEIVABLES TRUST 2021-P4
14687KAC0
365000.00
OU
Other Units
USD
344682.79
0.1277696293944
Long
ABS-MBS
CORP
US
N
2
2027-01-11
Fixed
1.31
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TA6
3150000.00
PA
USD
2184020.50
0.8095892744597
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687106
8778.00
NS
USD
874376.58
0.3241205387068
Long
EC
CORP
US
N
1
N
N
N
BILL HOLDINGS INC
549300IBF9VZZIGOZW63
BILL HOLDINGS INC
090043100
5605.00
NS
USD
474351.15
0.1758360800036
Long
EC
CORP
US
N
1
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC
760759BA7
525000.00
PA
USD
416040.43
0.1542210203015
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
2.375
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
REALTY INCOME CORP
756109BL7
225000.00
PA
USD
185067.90
0.0686023720412
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO
42824C109
46417.00
NS
USD
724569.37
0.2685888665211
Long
EC
CORP
US
N
1
N
N
N
LULULEMON ATHLETICA INC
549300D9GZ4BMLDW5T40
LULULEMON ATHLETICA INC
550021109
1320.00
NS
USD
408144.00
0.1512939117719
Long
EC
CORP
US
N
1
N
N
N
COOPER COS INC/THE
QJKMVPIGLH7530PCUE20
COOPER COS INC/THE
216648402
2146.00
NS
USD
701677.62
0.2601031791049
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LYGB3
602996.62
OU
Other Units
USD
492710.97
0.1826418372541
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
2.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418D7E6
597196.28
OU
Other Units
USD
488117.19
0.1809389800615
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KNBA0
610720.15
OU
Other Units
USD
498963.51
0.1849595761774
Long
ABS-MBS
USGA
US
N
2
2051-11-01
Fixed
2.00
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC
N/A
18816.00
NS
USD
499752.96
0.1852522154876
Long
EC
CORP
GB
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XFEP2
601927.76
OU
Other Units
USD
511017.13
0.189427703409
Long
ABS-MBS
USGA
US
N
2
2052-01-01
Fixed
2.50
N
N
N
N
N
N
NOVARTIS AG
5493007HIVTX6SY6XD66
NOVARTIS AG
N/A
979.00
NS
82407.09
0.0305472847912
Long
EC
CORP
CH
N
1
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
4276.00
NS
208542.86
0.0773042481612
Long
EC
CORP
AT
N
1
N
N
N
UNILEVER PLC
549300MKFYEKVRWML317
UNILEVER PLC
N/A
1638.00
NS
81490.30
0.0302074421245
Long
EC
CORP
GB
N
1
N
N
N
KONINKLIJKE AHOLD DELHAIZE NV
724500C9GNBV20UYRX36
KONINKLIJKE AHOLD DELHAIZE NV
N/A
8404.00
NS
266800.66
0.0988996910765
Long
EC
CORP
NL
N
1
N
N
N
DIAGEO PLC
213800ZVIELEA55JMJ32
DIAGEO PLC
N/A
8620.00
NS
365906.73
0.1356370803573
Long
EC
CORP
GB
N
1
N
N
N
ITOCHU CORP
J48DJYXDTLHM30UMYI18
ITOCHU CORP
N/A
10800.00
NS
322758.62
0.1196426118671
Long
EC
CORP
JP
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XDGS9
550262.26
OU
Other Units
USD
490171.72
0.1817005688158
Long
ABS-MBS
USGA
US
N
2
2036-08-01
Fixed
2.00
N
N
N
N
N
N
IMPERIAL BRANDS PLC
549300DFVPOB67JL3A42
IMPERIAL BRANDS PLC
N/A
3924.00
NS
94635.67
0.0350802675218
Long
EC
CORP
GB
N
1
N
N
N
RENESAS ELECTRONICS CORP
5299000EPC47VJQOFB81
RENESAS ELECTRONICS CORP
N/A
23400.00
NS
303166.24
0.1123799599327
Long
EC
CORP
JP
N
1
N
N
N
LVMH MOET HENNESSY LOUIS VUITTON SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNESSY LOUIS VUITTON SE
N/A
265.00
NS
221149.20
0.0819772618321
Long
EC
CORP
FR
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DWCT8
605833.22
OU
Other Units
USD
494971.18
0.1834796690299
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.00
N
N
N
N
N
N
SHELL PLC
21380068P1DRHMJ8KU70
SHELL PLC
N/A
11006.00
NS
334472.40
0.1239847646314
Long
EC
CORP
GB
N
1
N
N
N
BUNZL PLC
213800Q1Q9DV4L78UM09
BUNZL PLC
N/A
2364.00
NS
84282.45
0.0312424574518
Long
EC
CORP
GB
N
1
N
N
N
KUEHNE + NAGEL INTERNATIONAL AG
529900Q0YED3805QXQ66
KUEHNE + NAGEL INTERNATIONAL AG
N/A
1510.00
NS
386377.87
0.1432254777098
Long
EC
CORP
CH
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140MEAC0
573396.34
OU
Other Units
USD
486804.24
0.1804522858029
Long
ABS-MBS
USGA
US
N
2
2052-01-01
Fixed
2.50
N
N
N
N
N
N
SANOFI
549300E9PC51EN656011
SANOFI
N/A
6094.00
NS
572951.50
0.2123860051614
Long
EC
CORP
FR
N
1
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
SUMITOMO MITSUI FINANCIAL GROUP INC
N/A
9100.00
NS
399142.15
0.1479570377772
Long
EC
CORP
JP
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
1668.00
NS
USD
537312.84
0.199175196521
Long
EC
CORP
US
N
1
N
N
N
FERGUSON PLC
213800DU1LGY3R2S2X42
FERGUSON PLC
N/A
665.00
NS
95547.49
0.0354182678713
Long
EC
CORP
JE
N
1
N
N
N
HEIDELBERGCEMENT AG
LZ2C6E0W5W7LQMX5ZI37
HEIDELBERGCEMENT AG
N/A
1151.00
NS
79277.92
0.0293873403356
Long
EC
CORP
DE
N
1
N
N
N
STMICROELECTRONICS NV
213800Z8NOHIKRI42W10
STMICROELECTRONICS NV
N/A
1848.00
NS
88789.05
0.0329129981011
Long
EC
CORP
NL
N
1
N
N
N
KLEPIERRE SA
969500PB4U31KEFHZ621
KLEPIERRE SA
N/A
4781.00
NS
119695.96
0.0443698057834
Long
EC
CORP
FR
N
1
N
N
N
ASML HOLDING NV
724500Y6DUVHQD6OXN27
ASML HOLDING NV
N/A
333.00
NS
205693.03
0.0762478515742
Long
EC
CORP
NL
N
1
N
N
N
RECRUIT HOLDINGS CO LTD
353800R2LRSMVVC4I806
RECRUIT HOLDINGS CO LTD
N/A
6000.00
NS
163225.74
0.0605057546024
Long
EC
CORP
JP
N
1
N
N
N
MERCEDES-BENZ GROUP AG
529900R27DL06UVNT076
MERCEDES-BENZ GROUP AG
N/A
5287.00
NS
406263.15
0.1505967040365
Long
EC
CORP
DE
N
1
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC
N/A
21560.00
NS
232882.35
0.0863265948149
Long
EC
CORP
GB
N
1
N
N
N
ASHTEAD GROUP PLC
2138007UTBN8X9K1A235
ASHTEAD GROUP PLC
N/A
3521.00
NS
233361.44
0.0865041875277
Long
EC
CORP
GB
N
1
N
N
N
DAIMLER TRUCK HOLDING AG
529900PW78JIYOUBSR24
DAIMLER TRUCK HOLDING AG
N/A
2279.00
NS
72351.11
0.0268196578975
Long
EC
CORP
DE
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
N/A
224269.00
NS
269168.49
0.0997774162497
Long
EC
CORP
GB
N
1
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
20073.00
NS
283776.38
0.105192379647
Long
EC
CORP
IT
N
1
N
N
N
SUN HUNG KAI PROPERTIES LTD
529900LUMD393RD3S874
SUN HUNG KAI PROPERTIES LTD
N/A
15500.00
NS
211684.97
0.0784689893141
Long
EC
CORP
HK
N
1
N
N
N
CHEWY INC
254900NPQSTG9I422879
CHEWY INC
16679L109
15049.00
NS
USD
610236.95
0.2262072584021
Long
EC
CORP
US
N
1
N
N
ESTEE LAUDER COS INC/THE
549300VFZ8XJ9NUPU221
ESTEE LAUDER COS INC/THE
518439104
3374.00
NS
USD
820050.70
0.3039826097022
Long
EC
CORP
US
N
1
N
N
N
TOKYO ELECTRON LTD
549300H5LSF8DP3RIJ34
TOKYO ELECTRON LTD
N/A
400.00
NS
137225.96
0.050867959066
Long
EC
CORP
JP
N
1
N
N
N
CHECK POINT SOFTWARE TECHNOLOGIES LTD
2549003ZVBH73EPNS513
CHECK POINT SOFTWARE TECHNOLOGIES LTD
N/A
4068.00
NS
USD
503292.96
0.1865644495219
Long
EC
CORP
IL
N
1
N
N
N
CASIO COMPUTER CO LTD
353800JRMIABSXKHV344
CASIO COMPUTER CO LTD
N/A
15600.00
NS
152958.03
0.0566996420273
Long
EC
CORP
JP
N
1
N
N
N
ARISTOCRAT LEISURE LTD
529900TE2HO3OZKYKC27
ARISTOCRAT LEISURE LTD
N/A
2074.00
NS
50995.03
0.0189032242777
Long
EC
CORP
AU
N
1
N
N
N
RIO TINTO PLC
213800YOEO5OQ72G2R82
RIO TINTO PLC
N/A
3983.00
NS
273659.15
0.101442048139
Long
EC
CORP
GB
N
1
N
N
N
TREND MICRO INC/JAPAN
3538005O5UJ5RNAGVE16
TREND MICRO INC/JAPAN
N/A
1100.00
NS
51786.57
0.019196638325
Long
EC
CORP
JP
N
1
N
N
N
ADVANTEST CORP
353800EMK32PDKS9XR54
ADVANTEST CORP
N/A
2200.00
NS
174668.58
0.0647474732737
Long
EC
CORP
JP
N
1
N
N
N
EVONIK INDUSTRIES AG
41GUOJQTALQHLF39XJ34
EVONIK INDUSTRIES AG
N/A
11173.00
NS
239071.71
0.0886209136968
Long
EC
CORP
DE
N
1
N
N
N
DEUTSCHE POST AG
8ER8GIG7CSMVD8VUFE78
DEUTSCHE POST AG
N/A
9786.00
NS
415268.17
0.1539347531108
Long
EC
CORP
DE
N
1
N
N
N
AP MOLLER - MAERSK A/S
549300D2K6PKKKXVNN73
AP MOLLER - MAERSK A/S
N/A
39.00
NS
90945.78
0.0337124711262
Long
EC
CORP
DK
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XD5C6
512031.25
OU
Other Units
USD
438294.27
0.1624702424034
Long
ABS-MBS
USGA
US
N
2
2051-08-01
Fixed
2.50
N
N
N
N
N
N
SONOVA HOLDING AG
5299004A0QNX7FBNHS61
SONOVA HOLDING AG
N/A
231.00
NS
56704.57
0.0210196798449
Long
EC
CORP
CH
N
1
N
N
N
BURBERRY GROUP PLC
213800PE1KEFCNFR1R50
BURBERRY GROUP PLC
N/A
6133.00
NS
181918.77
0.0674350286615
Long
EC
CORP
GB
N
1
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
ENEL SPA
N/A
78782.00
NS
443053.49
0.1642344261493
Long
EC
CORP
IT
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
18601.00
NS
260998.97
0.0967490766487
Long
EC
CORP
NL
N
1
N
N
N
ISHARES CORE U.S. AGGREGATE BOND ETF
549300F7VSXTKBGHJE47
ISHARES CORE U.S. AGGREGATE BOND ETF
464287226
76516.00
NS
USD
7445771.96
2.7600551912809
Long
EC
RF
US
N
1
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
LOUISVILLE GAS AND ELECTRIC CO
546676AX5
125000.00
PA
USD
105315.35
0.0390390922594
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.375
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BD4
110000.00
PA
USD
99471.09
0.0368726976614
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.75
N
N
N
N
N
N
BIO-RAD LABORATORIES INC
549300ZC1GPV35XYDK53
BIO-RAD LABORATORIES INC
090572AQ1
430000.00
PA
USD
375260.17
0.1391042843983
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.70
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207AZ8
151000.00
PA
USD
146340.43
0.054246579896
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
2.125
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BF2
210000.00
PA
USD
211118.25
0.0782589132486
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
71650.05
0.0265597836625
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RAY5
225000.00
PA
USD
223291.23
0.0827712857497
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
CITY OF NEW YORK NY
64966HTX8
135000.00
PA
USD
144310.21
0.0534940025567
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
5.985
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807CV7
230000.00
PA
USD
220674.79
0.0818014039372
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824BH2
170000.00
PA
USD
167323.47
0.0620247322208
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
94974BGL8
320000.00
PA
USD
309824.73
0.1148481794792
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30
N
N
N
N
N
N
OSCAR US FUNDING TRUST
N/A
OSCAR US FUNDING TRUST IX LLC
68784XAE6
36064.00
OU
Other Units
USD
35908.88
0.0133109758383
Long
ABS-MBS
CORP
JP
Y
2
2025-09-10
Fixed
3.63
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC
92826CAD4
100000.00
PA
USD
95520.53
0.0354082741341
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.15
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES SA
87938WAU7
150000.00
PA
USD
126264.63
0.0468047301715
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.213
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
SPECTRA ENERGY PARTNERS LP
84756NAD1
75000.00
PA
USD
74361.82
0.0275650031221
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179T4Q5
67840.96
OU
Other Units
USD
66541.75
0.024666200296
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
31416PQ83
69864.37
OU
Other Units
USD
70528.97
0.0261442132299
Long
ABS-MBS
USGA
US
N
2
2039-07-01
Fixed
5.00
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP
56585A102
7055.00
NS
USD
871998.00
0.323238828642
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CX6
50000.00
PA
USD
47817.97
0.0177255275939
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
ASSURANT INC
04621X108
9956.00
NS
USD
1268294.84
0.4701411453402
Long
EC
CORP
US
N
1
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLOBAL FUNDING I
59217GCK3
545000.00
PA
USD
497531.21
0.1844286403561
Long
DBT
CORP
US
Y
2
2027-09-19
Fixed
3.00
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC
65473QBD4
230000.00
PA
USD
226147.74
0.0838301585297
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
5.65
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP
126408HE6
380000.00
PA
USD
348893.60
0.1293305243644
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.60
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GFF1
68000.00
PA
USD
67003.13
0.0248372281318
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.00
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE LLC
26882PBE1
292000.00
PA
USD
329638.89
0.1221930425052
Long
DBT
CORP
US
Y
2
2037-10-15
Fixed
7.00
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJY61
178461.63
OU
Other Units
USD
160263.34
0.0594076297145
Long
ABS-MBS
USGA
US
N
2
2046-11-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31384UJH8
76.39
OU
Other Units
USD
76.26
0.0000282686348
Long
ABS-MBS
USGA
US
N
2
2030-03-01
Fixed
8.00
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
DOLLAR TREE INC
256746AH1
110000.00
PA
USD
104661.05
0.0387965513756
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.20
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138M93B5
152574.12
OU
Other Units
USD
138187.59
0.0512244233639
Long
ABS-MBS
USGA
US
N
2
2042-08-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q8KB0
239422.60
OU
Other Units
USD
221673.47
0.0821716022099
Long
ABS-MBS
USGA
US
N
2
2048-02-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31405NCS2
994.63
OU
Other Units
USD
999.95
0.0003706690459
Long
ABS-MBS
USGA
US
N
2
2034-09-01
Fixed
5.50
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BP0
140000.00
PA
USD
119220.14
0.044193425219
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
5.00
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY CO
084659AM3
95000.00
PA
USD
87810.89
0.0325504063376
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
3.25
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GHD4
105000.00
PA
USD
95610.89
0.0354417694639
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.419
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YJY34
311601.75
OU
Other Units
USD
294421.25
0.1091383007499
Long
ABS-MBS
USGA
US
N
2
2030-05-01
Fixed
3.00
N
N
N
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
METROPOLITAN TRANSPORTATION AUTHORITY
59259YCA5
225000.00
PA
USD
237569.18
0.0880639444868
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
6.548
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M6UT3
24208.66
OU
Other Units
USD
24810.99
0.0091971258478
Long
ABS-MBS
USGA
US
N
2
2036-01-01
Fixed
5.50
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORP
126408HD8
205000.00
PA
USD
195820.51
0.072588231024
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.35
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP
03073EAM7
130000.00
PA
USD
124526.92
0.0461605826563
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25
N
N
N
N
N
N
BIO-TECHNE CORP
54930073RLKQ51TILZ35
BIO-TECHNE CORP
09073M104
8808.00
NS
USD
639813.12
0.2371707772938
Long
EC
CORP
US
N
1
N
N
N
AGL ENERGY LTD
549300QAZ8A74DEDXO80
AGL ENERGY LTD
N/A
12664.00
NS
58799.08
0.0217960886887
Long
EC
CORP
AU
N
1
N
N
OSCAR US FUNDING TRUST
353800N5RGHXWI4JYR18
OSCAR US FUNDING TRUST VIII LLC
68784CAE2
5764.60
OU
Other Units
USD
5754.19
0.0021330067676
Long
ABS-MBS
CORP
JP
Y
2
2025-05-12
Fixed
3.50
N
N
N
N
N
N
ROCHE HOLDING AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG
N/A
1532.00
NS
442106.07
0.163883229322
Long
EC
CORP
CH
N
1
N
N
N
SINGAPORE EXCHANGE LTD
549300IQ650PPXM76X03
SINGAPORE EXCHANGE LTD
N/A
28700.00
NS
185380.99
0.0687184306157
Long
EC
CORP
SG
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAX3
275000.00
PA
USD
253100.41
0.0938211785545
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.15
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417BZN0
50222.47
OU
Other Units
USD
45488.66
0.0168620813062
Long
ABS-MBS
USGA
US
N
2
2042-05-01
Fixed
3.00
N
N
N
N
N
N
BRAMBLES LTD
N/A
BRAMBLES LTD
N/A
10236.00
NS
88646.04
0.0328599860703
Long
EC
CORP
AU
N
1
N
N
N
ASX LTD
549300VSBVYUCBIQKT71
ASX LTD
N/A
8611.00
NS
394247.02
0.1461424738823
Long
EC
CORP
AU
N
1
N
N
FUJIFILM HOLDINGS CORP
529900UBKMFM0ST6H474
FUJIFILM HOLDINGS CORP
N/A
1900.00
NS
88668.06
0.0328681486108
Long
EC
CORP
JP
N
1
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36200KQT7
7703.19
OU
Other Units
USD
7944.23
0.002944827396
Long
ABS-MBS
USGA
US
N
2
2033-04-01
Fixed
5.50
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD
N/A
1274.00
NS
162470.68
0.060225863238
Long
EC
CORP
AU
N
1
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
ALLIANZ SE
N/A
850.00
NS
199722.85
0.0740347799961
Long
EC
CORP
DE
N
1
N
N
N
MELROSE INDUSTRIES PLC
213800RGNXXZY2M7TR85
MELROSE INDUSTRIES PLC
N/A
48355.00
NS
87158.47
0.0323085623465
Long
EC
CORP
GB
N
1
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
4691.00
NS
USD
945471.05
0.3504743757634
Long
EC
CORP
US
N
1
N
N
N
SHIONOGI & CO LTD
35380049VXDTHZI3DY35
SHIONOGI & CO LTD
N/A
3800.00
NS
169102.86
0.0626843299943
Long
EC
CORP
JP
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL PLC
034863AX8
400000.00
PA
USD
326603.27
0.1210677758727
Long
DBT
CORP
GB
Y
2
2030-09-10
Fixed
2.625
N
N
N
N
N
MITSUBISHI ELECTRIC CORP
549300TRXM9Y6561AX39
MITSUBISHI ELECTRIC CORP
N/A
6700.00
NS
75436.82
0.0279634922709
Long
EC
CORP
JP
N
1
N
N
N
NINTENDO CO LTD
353800FEEXU6I9M0ZF27
NINTENDO CO LTD
N/A
2000.00
NS
75267.16
0.027900601416
Long
EC
CORP
JP
N
1
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP INC
N/A
6300.00
NS
98209.76
0.0364051382957
Long
EC
CORP
JP
N
1
N
N
N
VOLKSWAGEN AG
529900NNUPAGGOMPXZ31
VOLKSWAGEN AG
N/A
1687.00
NS
230465.34
0.0854306392264
Long
EP
CORP
DE
N
1
N
N
N
ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA
95980020140005558665
ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA
N/A
3356.00
NS
101732.72
0.0377110558136
Long
EC
CORP
ES
N
1
N
N
TATE & LYLE PLC
2138008K14474WPKZ244
TATE & LYLE PLC
N/A
25406.00
NS
245210.29
0.0908964090635
Long
EC
CORP
GB
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
N/A
6460.00
NS
451985.88
0.1675455521847
Long
EC
CORP
FR
N
1
N
N
N
EUROAPI SA
9695002FT7GGI3CKKJ14
EUROAPI SA
N/A
191.00
NS
3131.32
0.0011607414339
Long
EC
CORP
FR
N
1
N
N
N
FUJITSU LTD
3538000246DHJLRTUZ24
FUJITSU LTD
N/A
1100.00
NS
141544.56
0.0524688104503
Long
EC
CORP
JP
N
1
N
N
N
SONY GROUP CORP
529900R5WX9N2OI2N910
SONY GROUP CORP
N/A
2400.00
NS
201476.26
0.0746847473062
Long
EC
CORP
JP
N
1
N
N
N
CONSTELLATION ENERGY CORP
549300F8Y20RYGNGV346
CONSTELLATION ENERGY CORP
21037T109
18314.00
NS
USD
1371535.46
0.5084111609562
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGN8
51000.00
PA
USD
40118.93
0.0148715890857
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.355
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123101
2957.00
NS
USD
708349.35
0.262576306555
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EQMU3
234303.06
OU
Other Units
USD
226954.27
0.0841291291839
Long
ABS-MBS
USGA
US
N
2
2042-07-01
Fixed
4.00
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
4700.00
NS
148390.02
0.0550063374537
Long
EC
CORP
FR
N
1
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND
445545AP1
250000.00
PA
USD
244507.00
0.0906357081951
Long
DBT
USGSE
HU
Y
2
2029-06-16
Fixed
5.25
N
N
N
N
N
N
YARA INTERNATIONAL ASA
213800WKOUWXWFJ5Z514
YARA INTERNATIONAL ASA
N/A
2525.00
NS
120137.36
0.0445334272814
Long
EC
CORP
NO
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDS7
210000.00
PA
USD
136108.56
0.0504537527638
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
36179QYR6
207917.56
OU
Other Units
USD
190761.53
0.070712929969
Long
ABS-MBS
USGA
US
N
2
2045-01-01
Fixed
3.00
N
N
N
N
N
N
CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
549300SOSI58J6VIW052
CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
N/A
10708.00
NS
336774.20
0.1248380133037
Long
EC
CORP
FR
N
1
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TQQ1
107801.05
OU
Other Units
USD
103437.59
0.0383430299486
Long
ABS-MBS
USGA
US
N
2
2048-01-01
Fixed
4.00
N
N
N
N
N
N
HALEON PLC
549300PSB3WWEODCUP19
HALEON PLC
N/A
21596.00
NS
83632.14
0.0310013956114
Long
EC
CORP
GB
N
1
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WNF1
994927.42
OU
Other Units
USD
893292.85
0.3311325650613
Long
ABS-MBS
USGA
US
N
2
2051-09-01
Fixed
3.00
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CWW0
99517.29
OU
Other Units
USD
93991.19
0.0348413667901
Long
ABS-MBS
USGA
US
N
2
2038-05-01
Fixed
3.50
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
322433.08
0.1195219382322
Long
DBT
CORP
XX
N
2
2032-02-15
Fixed
2.65
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416PWS2
21732.65
OU
Other Units
USD
21882.37
0.0081115227864
Long
ABS-MBS
USGA
US
N
2
2039-05-01
Fixed
5.50
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2ZK1
259854.44
OU
Other Units
USD
242332.42
0.0898296183968
Long
ABS-MBS
USGA
US
N
2
2047-07-01
Fixed
3.50
N
N
N
N
N
N
BAYER AG
549300J4U55H3WP1XT59
BAYER AG
N/A
6744.00
NS
401523.82
0.1488398932666
Long
EC
CORP
DE
N
1
N
N
N
ALLSTATE CORP/THE
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP/THE
020002101
10321.00
NS
USD
1329138.38
0.4926950899594
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHBZ9
937907.84
OU
Other Units
USD
885634.57
0.3282937357789
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
4.00
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866FAV6
130000.00
PA
USD
125694.58
0.0465934197163
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QPQW0
990453.01
OU
Other Units
USD
959433.06
0.3556499194664
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
4.50
N
N
N
N
N
N
BUNGE LTD
5493007M0RIN8HY3MM77
BUNGE LTD
N/A
7475.00
NS
USD
713862.50
0.2646199627883
Long
EC
CORP
BM
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828S35
1000000.00
PA
USD
988125.00
0.366285665279
Long
DBT
UST
US
N
2
2023-06-30
Fixed
1.375
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776696106
1786.00
NS
USD
768337.20
0.2848130575186
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DNS53
1111029.81
OU
Other Units
USD
1015594.40
0.3764682306971
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
3.50
N
N
N
N
N
N
INTERPUBLIC GROUP OF COS INC/THE
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC/THE
460690100
27471.00
NS
USD
976319.34
0.3619094537398
Long
EC
CORP
US
N
1
N
N
N
EVEREST RE GROUP LTD
549300N24XF2VV0B3570
EVEREST RE GROUP LTD
N/A
1788.00
NS
USD
686538.36
0.2544912434481
Long
EC
CORP
BM
N
1
N
N
N
REGENERON PHARMACEUTICALS INC
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS INC
75886F107
714.00
NS
USD
542939.88
0.2012610703628
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKFG5
968112.52
OU
Other Units
USD
906478.90
0.3360204700294
Long
ABS-MBS
USGA
US
N
2
2042-11-01
Fixed
3.50
N
N
N
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
N/A
17449.00
NS
299170.50
0.1108987887406
Long
EC
CORP
GB
N
1
N
N
N
SANOFI
549300E9PC51EN656011
SANOFI
80105N105
22068.00
NS
USD
1033885.80
0.3832486255033
Long
EC
CORP
FR
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACV5
180000.00
PA
USD
175679.42
0.0651221791074
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.20
N
N
N
N
N
US TREASURY FRN
254900HROIFWPRGM1V77
UNITED STATES TREASURY FLOATING RATE NOTE
91282CCQ2
2800000.00
PA
USD
2799356.70
1.0376867615056
Long
DBT
UST
US
N
2
2023-07-31
Variable
4.836726
N
N
N
N
N
N
RENAISSANCERE HOLDINGS LTD
EK6GB9U3U58PDI411C94
RENAISSANCERE HOLDINGS LTD
N/A
1719.00
NS
USD
369413.10
0.1369368481682
Long
EC
CORP
BM
N
1
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC
46817MAL1
195000.00
PA
USD
156062.92
0.0578505861885
Long
DBT
CORP
US
N
2
2031-11-23
Fixed
3.125
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
583149.66
0.2161663364152
Long
ABS-MBS
CORP
US
N
2
2027-09-15
Fixed
5.30
N
N
N
N
N
N
PUBLICIS GROUPE SA
2138004KW8BV57III342
PUBLICIS GROUPE SA
N/A
7278.00
NS
579193.05
0.2146996702281
Long
EC
CORP
FR
N
1
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST
N/A
HYUNDAI AUTO RECEIVABLES TRUST 2022-C
44933DAE1
376000.00
OU
Other Units
USD
380368.52
0.1409978862991
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
1000719.11
OU
Other Units
USD
940585.72
0.3486634446068
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WXL7
594382.76
OU
Other Units
USD
548231.91
0.2032227601584
Long
ABS-MBS
USGA
US
N
2
2052-02-01
Fixed
3.50
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
N/A
15139.00
NS
317854.61
0.1178247562665
Long
EC
CORP
GB
N
1
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERVICES INC
31620M106
14345.00
NS
USD
909042.65
0.3369708203134
Long
EC
CORP
US
N
1
N
N
N
GE HEALTHCARE TECHNOLOGIES INC
549300OI9J7XOWZMUN85
GE HEALTHCARE TECHNOLOGIES INC
36267VAJ2
380000.00
PA
USD
393097.42
0.14571633144
Long
DBT
CORP
US
Y
2
2032-11-22
Fixed
5.905
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES
N/A
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1
58770AAC7
247000.00
OU
Other Units
USD
244204.16
0.0905234491683
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Fixed
4.51
N
N
N
N
N
N
NISSAN AUTO LEASE TRUST
N/A
NISSAN AUTO LEASE TRUST 2023-A
65480VAD5
348000.00
OU
Other Units
USD
346298.56
0.128368575266
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Fixed
4.91
N
N
N
N
N
N
VINCI SA
213800WFQ334R8UXUG83
VINCI SA
N/A
2283.00
NS
260404.39
0.0965286732273
Long
EC
CORP
FR
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132CWMH4
472584.93
OU
Other Units
USD
452670.23
0.1677992322302
Long
ABS-MBS
USGA
US
N
2
2035-04-01
Fixed
3.50
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327AP4
86000.00
PA
USD
86645.17
0.0321182884115
Long
DBT
CORP
US
N
2
2027-12-13
Fixed
5.75
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172CW7
50000.00
PA
USD
50693.30
0.0187913767141
Long
DBT
CORP
US
N
2
2029-11-17
Fixed
5.625
N
N
N
N
N
N
PLANET FITNESS INC
549300LLE5HUPF6H8G33
PLANET FITNESS INC
72703H101
5475.00
NS
USD
443748.75
0.1644921503964
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XJSM6
499488.85
OU
Other Units
USD
478093.46
0.1772233078422
Long
ABS-MBS
USGA
US
N
2
2050-08-01
Fixed
4.00
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38383U3L2
515134.63
OU
Other Units
USD
515273.25
0.1910053942332
Long
ABS-CBDO
USGA
US
N
2
2051-06-01
Fixed
5.00
N
N
N
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
1139.00
NS
USD
340595.17
0.1262543994274
Long
EC
CORP
US
N
1
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHQF7
287812.34
OU
Other Units
USD
265113.49
0.0982742781116
Long
ABS-MBS
USGA
US
N
2
2050-04-01
Fixed
3.50
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHYK7
973723.30
OU
Other Units
USD
922346.54
0.341902407106
Long
ABS-MBS
USGA
US
N
2
2052-07-01
Fixed
4.00
N
N
N
N
N
N
RESTAURANT BRANDS INTERNATIONAL INC
5299009RXTX9DN9AKJ98
RESTAURANT BRANDS INTERNATIONAL INC
76131D103
5328.00
NS
USD
343602.72
0.1273692608595
Long
EC
CORP
CA
N
1
N
N
SHELL PLC
21380068P1DRHMJ8KU70
SHELL PLC
780259305
10042.00
NS
USD
610252.34
0.2262129632839
Long
EC
CORP
GB
N
1
N
N
N
COSTAR GROUP INC
N/A
COSTAR GROUP INC
22160N109
11738.00
NS
USD
829407.08
0.3074509035647
Long
EC
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709AS7
342000.00
PA
USD
353691.09
0.131108894324
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER
N/A
TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST
891940AC2
202000.00
OU
Other Units
USD
199874.72
0.0740910763189
Long
ABS-MBS
CORP
US
N
2
2027-09-15
Fixed
4.63
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38383UN89
258394.41
OU
Other Units
USD
265163.34
0.0982927568875
Long
ABS-CBDO
USGA
US
N
2
2051-06-01
Fixed
6.00
N
N
N
N
N
N
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN
529900MUF4C20K50JS49
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN
N/A
708.00
NS
244200.51
0.0905220961587
Long
EC
CORP
DE
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XJLV3
488849.94
OU
Other Units
USD
480080.65
0.1779599344949
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
4.50
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER T
N/A
HONDA AUTO RECEIVABLES 2023-1 OWNER TRUST
43815JAC7
178000.00
OU
Other Units
USD
177694.35
0.0658690886335
Long
ABS-MBS
CORP
US
N
2
2027-04-21
Fixed
5.04
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC
N/A
ENTERPRISE FLEET FINANCING 2023-1 LLC
29375CAC3
245000.00
OU
Other Units
USD
245229.81
0.0909036448851
Long
ABS-MBS
CORP
US
Y
2
2029-10-22
Fixed
5.42
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
N/A
19153.00
NS
126825.21
0.0470125302153
Long
EC
CORP
GB
N
1
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP/THE
808513105
6403.00
NS
USD
498921.76
0.1849440999709
Long
EC
CORP
US
N
1
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG PEARL HOLDINGS SARL
28249NAA9
385000.00
PA
USD
323156.68
0.1197901677653
Long
DBT
CORP
LU
Y
2
2036-08-31
Fixed
3.545
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
22527.00
NS
USD
2475942.57
0.9178011602227
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC
02079K305
5860.00
NS
USD
527751.60
0.1956309636008
Long
EC
CORP
US
N
1
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP
101137107
19149.00
NS
USD
894641.28
0.3316324113152
Long
EC
CORP
US
N
1
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC
03076C106
2590.00
NS
USD
888033.30
0.3291829151984
Long
EC
CORP
US
N
1
N
N
N
ISHARES MSCI EAFE ETF
549300O0XO3KDQV68404
ISHARES MSCI EAFE ETF
464287465
5178.00
NS
USD
359094.30
0.1331117971647
Long
EC
RF
US
N
1
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC
88160R101
4531.00
NS
USD
932072.01
0.3455075180476
Long
EC
CORP
US
N
1
N
N
N
EATON CORP PLC
549300VDIGTMXUNT7H71
EATON CORP PLC
N/A
8171.00
NS
USD
1429353.03
0.529843416078
Long
EC
CORP
IE
N
1
N
N
N
ALCOA CORP
549300T12EZ1F6PWWU29
ALCOA CORP
013872106
39661.00
NS
USD
1941009.34
0.7195080555746
Long
EC
CORP
US
N
1
N
N
N
NIPPON TELEGRAPH & TELEPHONE CORP
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE CORP
N/A
7600.00
NS
220316.55
0.0816686088184
Long
EC
CORP
JP
N
1
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE SA
N/A
24611.00
NS
280927.14
0.1041362017658
Long
EC
CORP
FR
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JWNT3
121617.30
OU
Other Units
USD
108000.10
0.0400342957406
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.00
N
N
N
N
N
N
FVM3 COMDTY
N/A
US 5YR NOTE (CBT) JUN23
N/A
21.00
NC
USD
2248148.49
0.833360723902
Long
DIR
US
N
1
N/A
N/A
Long
FVM3 COMDTY_REF
US 5YR NOTE (CBT) JUN23
2023-06-30
2248148.49
USD
-7437.36
N
N
N
TUM3 COMDTY
N/A
US 2YR NOTE (CBT) JUN23
N/A
26.00
NC
USD
5296890.61
1.9634915633083
Long
DIR
US
N
1
N/A
N/A
Long
TUM3 COMDTY_REF
US 2YR NOTE (CBT) JUN23
2023-06-30
5296890.61
USD
-16190.25
N
N
N
TYM3 COMDTY
N/A
US 10YR NOTE (CBT)JUN23
N/A
-30.00
NC
USD
-3349687.50
-1.2416875541194
Short
DIR
US
N
1
N/A
N/A
Short
TYM3 COMDTY_REF
US 10YR NOTE (CBT)JUN23
2023-06-21
-3349687.50
USD
-2862.30
N
N
N
UXYM3 COMDTY
N/A
US 10YR ULTRA FUT JUN23
N/A
-4.00
NC
USD
-468750.00
-0.1737598032632
Short
DIR
US
N
1
N/A
N/A
Short
UXYM3 COMDTY_REF
US 10YR ULTRA FUT JUN23
2023-06-21
-468750.00
USD
492.40
N
N
N
WNM3 COMDTY
N/A
US ULTRA BOND CBT JUN23
N/A
24.00
NC
USD
3241500.00
1.2015837915263
Long
DIR
US
N
1
N/A
N/A
Long
WNM3 COMDTY_REF
US ULTRA BOND CBT JUN23
2023-06-21
3241500.00
USD
18518.88
N
N
N
DREYFUS INSTITUTIONAL PREFERRE
549300RBWL04JG8SIX57
Dreyfus Institutional Preferred Government Plus Money Market Fund
N/A
19665148.69
OU
Other Units
USD
19665148.69
7.2896263840378
Long
STIV
RF
US
N
1
2099-12-01
Variable
4.641743
N
N
N
N
N
N
99VVB9HH4
N/A
DREYFUS INST PREF GOVT PLUS-SL #4134
99VVB9HH4
4528283.97
OU
Other Units
USD
4528283.97
1.678578627728
Long
RF
US
N
1
N
N
2023-04-24
BNY Mellon Advantage Funds, Inc.
James Windels
James Windels
Fund Treasurer