0001752724-25-207170.txt : 20250827
0001752724-25-207170.hdr.sgml : 20250827
20250827101444
ACCESSION NUMBER: 0001752724-25-207170
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20250630
FILED AS OF DATE: 20250827
DATE AS OF CHANGE: 20250827
PERIOD START: 20251231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Brighthouse Funds Trust II
CENTRAL INDEX KEY: 0000710826
ORGANIZATION NAME:
EIN: 833164113
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03618
FILM NUMBER: 251260891
BUSINESS ADDRESS:
STREET 1: BRIGHTHOUSE INVESTMENT ADVISERS, LLC
STREET 2: 11225 NORTH COMMUNITY HOUSE RD
CITY: CHARLOTTE
STATE: NC
ZIP: 28277
BUSINESS PHONE: 980-949-5121
MAIL ADDRESS:
STREET 1: BRIGHTHOUSE INVESTMENT ADVISERS, LLC
STREET 2: 11225 NORTH COMMUNITY HOUSE RD
CITY: CHARLOTTE
STATE: NC
ZIP: 28277
FORMER COMPANY:
FORMER CONFORMED NAME: METROPOLITAN SERIES FUND
DATE OF NAME CHANGE: 20120430
FORMER COMPANY:
FORMER CONFORMED NAME: METROPOLITAN SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000710826
S000006509
MetLife Aggregate Bond Index Portfolio
C000017796
Class A
C000017797
Class B
C000017798
Class E
C000075817
Class G
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000710826
XXXXXXXX
S000006509
C000017798
C000017796
C000075817
C000017797
Brighthouse Funds Trust II
811-03618
0000710826
549300NPPA08K2CWOV06
Brighthouse Investment Advisers, LLC
11225 North Community House Road
Charlotte
28277
980-949-5089
MetLife Aggregate Bond Index Portfolio
S000006509
549300NRL8B3H8T0W741
2025-12-31
2025-06-30
N
3852437021.63
306937735.08
3545499286.55
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
123368.20000000
USD
UST
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4Y5
2983267.44000000
PA
USD
2486168.90000000
0.070121827676
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ETBK2
2100000.00000000
PA
USD
2097220.29000000
0.059151620702
Long
DBT
USGSE
US
N
2
2029-04-02
Fixed
4.58000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGQ8
2000000.00000000
PA
USD
2019843.76000000
0.056969233294
Long
DBT
UST
US
N
2
2030-02-28
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PES1
2000000.00000000
PA
USD
2006280.00000000
0.056586670532
Long
DBT
CORP
US
N
2
2045-11-29
Fixed
5.53400000
N
N
N
N
N
N
LIBERTY STREET FUNDING COMPANY
N/A
LIBERTY STREET FUNDING COMPANY
000000000
1997480.00000000
PA
USD
1997480.00000000
0.056338468536
Long
STIV
CORP
US
N
2
2025-07-10
Fixed
4.45000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXK1
340777.99000000
PA
USD
315659.14000000
0.008903094162
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FLS4
1492735.88000000
PA
USD
1517467.32000000
0.042799820204
Long
ABS-MBS
USGSE
US
N
2
2055-06-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404VX52
43097.49000000
PA
USD
44857.37000000
0.001265191905
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TL2
13000000.00000000
PA
USD
11370937.50000000
0.320714702810
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KLTJ6
56303460.76000000
PA
USD
44858128.73000000
1.265213305786
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAB2
500000.00000000
PA
USD
469895.00000000
0.013253281471
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
100000.00000000
PA
USD
103305.00000000
0.002913694000
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BZ6
1900000.00000000
PA
USD
1939487.05000000
0.054702790587
Long
DBT
NUSS
PA
N
2
2057-03-01
Fixed
7.87500000
N
N
N
N
N
BELL CANADA
5493000G3EFX9S7TDE29
Bell Telephone Co of Canada or Bell Canada
0778FPAM1
1000000.00000000
PA
USD
1000770.00000000
0.028226489955
Long
DBT
CORP
CA
N
2
2034-02-15
Fixed
5.20000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AEB88
267816.57000000
PA
USD
243976.10000000
0.006881290342
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SE9
6000000.00000000
PA
USD
4746562.50000000
0.133875714430
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VQT0
718724.79000000
PA
USD
638260.24000000
0.018001984725
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292DXR8
14188.99000000
PA
USD
14310.17000000
0.000403615086
Long
ABS-MBS
USGA
US
N
2
2036-12-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y4L31
238221.13000000
PA
USD
233002.72000000
0.006571788658
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
3.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134HBSX0
2000000.00000000
PA
USD
1997227.06000000
0.056331334420
Long
DBT
USGSE
US
N
2
2030-05-23
Fixed
4.50000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BG3
1100000.00000000
PA
USD
1073897.00000000
0.030289020338
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YKNF6
653755.75000000
PA
USD
604797.95000000
0.017058188455
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828V98
4300000.00000000
PA
USD
4195019.54000000
0.118319570840
Long
DBT
UST
US
N
2
2027-02-15
Fixed
2.25000000
N
N
N
N
N
N
ANZ NATIONAL (INTL) LTD
N/A
ANZ NATIONAL (INTL) LTD
000000000
1000010.00000000
PA
USD
1000010.00000000
0.028205054328
Long
STIV
CORP
US
N
2
2025-08-20
Floating
4.57000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWJP9
922451.12000000
PA
USD
883241.62000000
0.024911628761
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
4.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785KE5
1000000.00000000
PA
USD
1021890.00000000
0.028822174746
Long
DBT
NUSS
XX
N
2
2031-10-10
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
3200000.00000000
PA
USD
1537500.00000000
0.043364837382
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYM0
270531.99000000
PA
USD
255553.97000000
0.007207841529
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AFW63
247441.26000000
PA
USD
245617.70000000
0.006927591296
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDQ1
3800000.00000000
PA
USD
3658093.75000000
0.103175701201
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBQ8
1000000.00000000
PA
USD
1026690.00000000
0.028957557653
Long
DBT
CORP
US
N
2
2031-03-20
Fixed
5.74100000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7TF0
312573.27000000
PA
USD
306991.09000000
0.008658613785
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
2200000.00000000
PA
USD
1644843.75000000
0.046392443406
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EYQ7
533758.04000000
PA
USD
561184.98000000
0.015828094568
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FLQ7
117130.73000000
PA
USD
119290.21000000
0.003364553208
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E4P2
717465.11000000
PA
USD
740496.24000000
0.020885527824
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286B1
8300000.00000000
PA
USD
7992640.63000000
0.225430608893
Long
DBT
UST
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
3000000.00000000
PA
USD
2138437.50000000
0.060314142724
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EP38
793321.20000000
PA
USD
796440.24000000
0.022463415604
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWNK5
1914879.62000000
PA
USD
1916046.82000000
0.054041664238
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLL3
15400000.00000000
PA
USD
15294125.00000000
0.431367312863
Long
DBT
UST
US
N
2
2027-09-15
Fixed
3.37500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
2000000.00000000
PA
USD
1965740.00000000
0.055443249063
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233835AQ0
550000.00000000
PA
USD
653884.00000000
0.018442649318
Long
DBT
CORP
US
N
2
2031-01-18
Fixed
8.50000000
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAD1
1800000.00000000
PA
USD
1887156.00000000
0.053226805238
Long
DBT
CORP
CA
N
2
2037-10-15
Fixed
6.20000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XRZ5
8320.12000000
PA
USD
8266.76000000
0.000233162083
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJQ5
11400000.00000000
PA
USD
11345671.93000000
0.320002093161
Long
DBT
UST
US
N
2
2030-12-31
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECD0
3886047.14000000
PA
USD
3549265.12000000
0.100106214474
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938JL8
270948.56000000
PA
USD
263451.59000000
0.007430592103
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJM4
3000000.00000000
PA
USD
3077812.50000000
0.086809000686
Long
DBT
UST
US
N
2
2030-11-30
Fixed
4.37500000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBR6
1000000.00000000
PA
USD
977590.00000000
0.027572703334
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.15000000
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822DH4
2000000.00000000
PA
USD
2055240.00000000
0.057967576183
Long
DBT
CORP
JP
N
2
2036-01-16
Fixed
5.57400000
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCZ0
800000.00000000
PA
USD
656288.00000000
0.018510453590
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJQ37
245198.90000000
PA
USD
230018.11000000
0.006487608413
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BC6
1200000.00000000
PA
USD
1183692.00000000
0.033385763310
Long
DBT
CORP
US
N
2
2027-06-02
Fixed
3.55000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AR3
1100000.00000000
PA
USD
1097470.00000000
0.030953891435
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.60000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXJ6
3057885.84000000
PA
USD
2303566.01000000
0.064971554746
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400JG9
1000000.00000000
PA
USD
982090.00000000
0.027699624809
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BUP9
399951.96000000
PA
USD
387201.69000000
0.010920935493
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XPHG7
5349543.60000000
PA
USD
4878722.94000000
0.137603269545
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417C3W3
500395.25000000
PA
USD
456204.69000000
0.012867149395
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLX7
15100000.00000000
PA
USD
15240382.89000000
0.429851528889
Long
DBT
UST
US
N
2
2027-11-15
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QT50
128161.76000000
PA
USD
122596.63000000
0.003457810031
Long
ABS-MBS
USGA
US
N
2
2044-11-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403CGV7
32751.36000000
PA
USD
33289.22000000
0.000938914869
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVL94
16113193.32000000
PA
USD
13590773.29000000
0.383324665768
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WNE4
3542353.50000000
PA
USD
3013056.10000000
0.084982561170
Long
ABS-MBS
USGA
US
N
2
2051-09-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYS0
619350.37000000
PA
USD
573556.89000000
0.016177041472
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
3.50000000
N
N
N
N
N
N
Texas Natural Gas Securitization Finance Corp
N/A
TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE
88258MAB1
450000.00000000
PA
USD
454547.30000000
0.012820403087
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
5.16900000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167GA5
2000000.00000000
PA
USD
2007820.00000000
0.056630105881
Long
DBT
NUSS
XX
N
2
2027-01-12
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31383HA79
227.59000000
PA
USD
232.24000000
0.000006550276
Long
ABS-MBS
USGSE
US
N
2
2029-08-01
Fixed
6.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VBB5
3500000.00000000
PA
USD
3362870.00000000
0.094848982560
Long
DBT
CORP
US
N
2
2054-09-01
Fixed
6.05000000
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709AE2
1000000.00000000
PA
USD
860960.94000000
0.024283207255
Long
DBT
NUSS
CA
N
2
2031-01-29
Fixed
1.30000000
N
N
N
N
N
N
BANK OF AMERICA NA
N/A
BANK OF AMERICA NA
000000000
5999994.00000000
PA
USD
5999994.00000000
0.169228464458
Long
STIV
CORP
US
N
2
2025-07-09
Floating
4.60000000
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FB4
2000000.00000000
PA
USD
1754820.00000000
0.049494298494
Long
DBT
NUSS
XX
N
2
2031-03-04
Fixed
1.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDR4
2900000.00000000
PA
USD
2986652.00000000
0.084237839542
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTQ5
8378294.08000000
PA
USD
6694188.02000000
0.188808048711
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
SHELL FINANCE US INC
N/A
Shell Finance US Inc
822905AG0
900000.00000000
PA
USD
616329.00000000
0.017383419095
Long
DBT
CORP
US
N
2
2050-04-06
Fixed
3.25000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286DE4
2000000.00000000
PA
USD
2003800.60000000
0.056516739619
Long
DBT
NUSS
PH
N
2
2030-03-05
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MGK3
1450000.00000000
PA
USD
1638640.81000000
0.046217490896
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.62500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKT8
1012561.10000000
PA
USD
888160.60000000
0.025050367472
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMVU4
536085.18000000
PA
USD
515458.21000000
0.014538381433
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DPQ7
55239.08000000
PA
USD
58380.15000000
0.001646598836
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.50000000
N
N
N
N
N
N
ING (US) Funding LLC
N/A
ING (US) Funding LLC
000000000
3999804.00000000
PA
USD
3999804.00000000
0.112813560989
Long
STIV
CORP
US
N
2
2025-09-25
Floating
4.60000000
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KJ1
1100000.00000000
PA
USD
1085964.00000000
0.030629367325
Long
DBT
NUSS
XX
N
2
2027-06-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371H2G2
7.60000000
PA
USD
7.85000000
0.000000221407
Long
ABS-MBS
USGSE
US
N
2
2029-11-01
Fixed
8.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLG4
15200000.00000000
PA
USD
15207125.00000000
0.428913497675
Long
DBT
UST
US
N
2
2027-08-15
Fixed
3.75000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAF7
4700000.00000000
PA
USD
4617985.00000000
0.130249215322
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
2.63200000
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAY7
1700000.00000000
PA
USD
1651805.00000000
0.046588783877
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.87500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
1000000.00000000
PA
USD
873710.00000000
0.024642791589
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FZ4
1000000.00000000
PA
USD
738210.00000000
0.020821044945
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WFZ9
1000000.00000000
PA
USD
994780.00000000
0.028057543369
Long
DBT
CORP
US
N
2
2035-03-05
Fixed
5.20000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BS6
750000.00000000
PA
USD
743910.00000000
0.020981812147
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.12500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371MDN4
17.40000000
PA
USD
17.40000000
0.000000490763
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCP4
6100000.00000000
PA
USD
5884593.75000000
0.165973626685
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.62500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BM3
1800000.00000000
PA
USD
1782936.00000000
0.050287303871
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.00000000
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TLL7
2000000.00000000
PA
USD
2024980.00000000
0.057114099773
Long
DBT
CORP
US
N
2
2029-01-05
Fixed
4.65000000
N
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DQ8
1200000.00000000
PA
USD
726782.46000000
0.020498733782
Long
DBT
NUSS
CL
N
2
2061-01-22
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VXZ8
1539267.72000000
PA
USD
1366103.33000000
0.038530633335
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
3.00000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DW8
1100000.00000000
PA
USD
1043262.00000000
0.029424967139
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.50000000
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAP7
400000.00000000
PA
USD
371464.00000000
0.010477057530
Long
DBT
CORP
US
N
2
2053-03-22
Fixed
5.05000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWNH2
1935609.14000000
PA
USD
1897742.04000000
0.053525382086
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4X7
3179831.80000000
PA
USD
2527136.60000000
0.071277312326
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
8700000.00000000
PA
USD
8025750.00000000
0.226364451135
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JS0
900000.00000000
PA
USD
583641.00000000
0.016461461498
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CU67
44332.32000000
PA
USD
45061.04000000
0.001270936371
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AM8
1800000.00000000
PA
USD
1944630.00000000
0.054847846321
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
6.25000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EWA4
1067650.02000000
PA
USD
1102663.40000000
0.031100370099
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402JW78
118471.05000000
PA
USD
120414.69000000
0.003396268910
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TA6
7000000.00000000
PA
USD
4645156.25000000
0.131015574241
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017BT5
1645000.00000000
PA
USD
1456861.35000000
0.041090442621
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208YH93
1517.42000000
PA
USD
1541.47000000
0.000043476810
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
6.50000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AN4
900000.00000000
PA
USD
864378.00000000
0.024379584654
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RXD6
516926.20000000
PA
USD
480134.56000000
0.013542085929
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QE1
1300000.00000000
PA
USD
1307109.38000000
0.036866722409
Long
DBT
UST
US
N
2
2040-02-15
Fixed
4.62500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBY0
2000000.00000000
PA
USD
2039100.00000000
0.057512351158
Long
DBT
CORP
GB
N
2
2028-08-09
Fixed
5.50100000
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAN2
3100000.00000000
PA
USD
2644145.00000000
0.074577507603
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.10000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYU5
228979.45000000
PA
USD
225471.37000000
0.006359368646
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJQD5
74357.37000000
PA
USD
73901.33000000
0.002084370183
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLN9
16500000.00000000
PA
USD
16336289.15000000
0.460761315394
Long
DBT
UST
US
N
2
2029-09-30
Fixed
3.50000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BR4
500000.00000000
PA
USD
439975.00000000
0.012409394684
Long
DBT
CORP
US
N
2
2031-12-21
Fixed
2.20000000
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GJ6
900000.00000000
PA
USD
875007.00000000
0.024679373179
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CSN6
597943.73000000
PA
USD
544944.23000000
0.015370027913
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.00000000
N
N
N
N
N
N
OCBC NEW YORK
N/A
OCBC NEW YORK
000000000
4999915.00000000
PA
USD
4999915.00000000
0.141021463999
Long
STIV
CORP
US
N
2
2025-12-15
Floating
4.62000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DUY50
1873452.92000000
PA
USD
1926649.95000000
0.054340723105
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
6.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
1100000.00000000
PA
USD
999042.00000000
0.028177752109
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEN7
7200000.00000000
PA
USD
7072312.54000000
0.199472964691
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.75000000
N
N
N
N
N
N
Bank5
N/A
BANK5 2024-5YR7
06211UBL8
1400000.00000000
PA
USD
1454353.17000000
0.041019699976
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Fixed
5.76900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K1PZ8
45203.17000000
PA
USD
45962.12000000
0.001296351128
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36180AAG8
5336227.32000000
PA
USD
5416238.55000000
0.152763774922
Long
ABS-MBS
USGA
US
N
2
2054-09-20
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YWB9
99962.70000000
PA
USD
99423.49000000
0.002804216894
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7YQ0
540976.03000000
PA
USD
521610.99000000
0.014711919192
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
3.00000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAM9
1000000.00000000
PA
USD
984490.00000000
0.027767316263
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
5.25000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AZ9
2000000.00000000
PA
USD
1987260.00000000
0.056050215763
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.60000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371FBH4
5.60000000
PA
USD
5.60000000
0.000000157946
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4B5
1327274.88000000
PA
USD
1183837.97000000
0.033389880361
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404R4U8
18532.55000000
PA
USD
18829.93000000
0.000531093887
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAN5
2000000.00000000
PA
USD
1996800.00000000
0.056319289290
Long
DBT
CORP
GB
N
2
2026-01-12
Fixed
4.37500000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6MW5
38960.74000000
PA
USD
40281.54000000
0.001136131662
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VMF4
443822.06000000
PA
USD
419156.96000000
0.011822226606
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36180ACB7
1420097.81000000
PA
USD
1442509.30000000
0.040685646319
Long
ABS-MBS
USGA
US
N
2
2054-10-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5JC4
995004.79000000
PA
USD
977642.48000000
0.027574183520
Long
ABS-MBS
USGA
US
N
2
2055-03-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DML3
482568.87000000
PA
USD
454960.36000000
0.012832053350
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290TRL5
65005.00000000
PA
USD
69406.76000000
0.001957601860
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810UJ5
8200000.00000000
PA
USD
8157718.75000000
0.230086599677
Long
DBT
UST
US
N
2
2045-02-15
Fixed
4.75000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGJ4
11300000.00000000
PA
USD
11169343.75000000
0.315028796998
Long
DBT
UST
US
N
2
2030-01-31
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6B3
1610947.28000000
PA
USD
1279720.83000000
0.036094234593
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWB2
575118.00000000
PA
USD
532725.87000000
0.015025411851
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403QR93
24628.49000000
PA
USD
25483.61000000
0.000718759416
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJR4
976472.90000000
PA
USD
856506.10000000
0.024157559507
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950KDK3
2000000.00000000
PA
USD
2036700.00000000
0.057444659704
Long
DBT
NUSS
XX
N
2
2028-01-21
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
2900000.00000000
PA
USD
2868361.00000000
0.080901468825
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382WFL1
102.41000000
PA
USD
102.45000000
0.000002889578
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5ES4
1089724.57000000
PA
USD
1013264.31000000
0.028578889124
Long
ABS-MBS
USGA
US
N
2
2055-01-20
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHC8
7300000.00000000
PA
USD
6960093.75000000
0.196307859273
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407PW20
31963.71000000
PA
USD
32460.44000000
0.000915539318
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.00000000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
49447BAB9
1000000.00000000
PA
USD
978860.00000000
0.027608523395
Long
DBT
US
N
2
2035-03-01
Fixed
4.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416WET5
314786.05000000
PA
USD
313743.18000000
0.008849054946
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759BK5
1000000.00000000
PA
USD
1023090.00000000
0.028856020473
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
5.20000000
N
N
N
N
N
N
NORTHROP GRUMMAN SYSTEMS
549300KYOZYCZII5OX23
Northrop Grumman Systems Corp
666807AW2
515000.00000000
PA
USD
594660.20000000
0.016772255525
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.75000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FC2
2070000.00000000
PA
USD
1683365.40000000
0.047478937772
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
3.95000000
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
Cisco Systems Inc
17275RAF9
1000000.00000000
PA
USD
1032460.00000000
0.029120299189
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MX47
394857.71000000
PA
USD
369219.43000000
0.010413749944
Long
ABS-MBS
USGA
US
N
2
2043-01-20
Fixed
3.50000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KQ5
1000000.00000000
PA
USD
1001810.00000000
0.028255822918
Long
DBT
NUSS
XX
N
2
2030-02-14
Fixed
3.87500000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCE7
1900000.00000000
PA
USD
1896314.00000000
0.053485104543
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406WXJ8
5801.12000000
PA
USD
5891.82000000
0.000166177441
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E5P1
1325495.37000000
PA
USD
1327123.89000000
0.037431227106
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PSCZ8
905.06000000
PA
USD
902.70000000
0.000025460447
Long
ABS-MBS
USGSE
US
N
2
2025-08-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKC4
6000000.00000000
PA
USD
6116250.00000000
0.172507438464
Long
DBT
UST
US
N
2
2031-02-28
Fixed
4.25000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAX3
4000000.00000000
PA
USD
3900080.00000000
0.110000868278
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKU5
307260.32000000
PA
USD
279908.65000000
0.007894759732
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.50000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234DQ8
2500000.00000000
PA
USD
2522872.00000000
0.071157030254
Long
DBT
NUSS
CA
N
2
2029-01-18
Fixed
4.20000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTB8
339091.55000000
PA
USD
318576.20000000
0.008985369175
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG41
252766.44000000
PA
USD
234077.41000000
0.006602100045
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U4C3
400668.48000000
PA
USD
368863.34000000
0.010403706507
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.50000000
N
N
N
N
N
N
Republic of Poland Government International Bonds
259400R9L8QEP0TPXS31
Republic of Poland Government International Bonds
731011AU6
1000000.00000000
PA
USD
990413.47000000
0.027934386385
Long
DBT
NUSS
PL
N
2
2026-04-06
Fixed
3.25000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Y2N3
2002235.63000000
PA
USD
2053891.65000000
0.057929546278
Long
ABS-MBS
USGA
US
N
2
2054-07-20
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296XVF8
251286.84000000
PA
USD
250787.98000000
0.007073417866
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
4.50000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
2200000.00000000
PA
USD
2077020.00000000
0.058581876123
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLH2
5000000.00000000
PA
USD
4987890.65000000
0.140682319946
Long
DBT
UST
US
N
2
2026-08-31
Fixed
3.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
1600000.00000000
PA
USD
1349616.00000000
0.038065611946
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401J3F3
16901.04000000
PA
USD
17539.88000000
0.000494708321
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ED8
4900000.00000000
PA
USD
4278631.00000000
0.120677813029
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y9MH8
503566.64000000
PA
USD
483073.87000000
0.013624988498
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UV90
308113.05000000
PA
USD
290784.99000000
0.008201524425
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
4.00000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AZ5
500000.00000000
PA
USD
307720.00000000
0.008679172526
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371HYA0
883.81000000
PA
USD
919.40000000
0.000025931467
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.00000000
N
N
N
N
N
N
Indonesia Government International Bonds
529900FWX0GRR7WG5W79
Indonesia Government International Bonds
455780DQ6
1000000.00000000
PA
USD
1008236.16000000
0.028437071298
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
4.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJTW0
154765.35000000
PA
USD
153116.29000000
0.004318610091
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
4.50000000
N
N
N
N
N
N
Oriental Republic of Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
760942BG6
1000000.00000000
PA
USD
905290.24000000
0.025533505067
Long
DBT
NUSS
UY
N
2
2060-09-10
Fixed
5.25000000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110CC6
1000000.00000000
PA
USD
1002460.00000000
0.028274156020
Long
DBT
CORP
DE
N
2
2027-09-28
Fixed
3.87500000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAL8
1000000.00000000
PA
USD
639310.00000000
0.018031592967
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403AKX2
5159.13000000
PA
USD
5449.94000000
0.000153714316
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EU81
1759246.34000000
PA
USD
1728525.89000000
0.048752679109
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RF95
371723.95000000
PA
USD
345266.92000000
0.009738174854
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLD1
3100000.00000000
PA
USD
3136085.95000000
0.088452590073
Long
DBT
UST
US
N
2
2031-07-31
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VN22
2653357.11000000
PA
USD
2259969.43000000
0.063741923135
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXY1
293735.51000000
PA
USD
280106.28000000
0.007900333841
Long
ABS-MBS
USGSE
US
N
2
2046-02-01
Fixed
4.00000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JD7
2000000.00000000
PA
USD
1843420.00000000
0.051993241318
Long
DBT
CORP
DE
N
2
2029-09-14
Fixed
1.75000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QA9
1872000.00000000
PA
USD
1688895.00000000
0.047634898881
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SW9
14000000.00000000
PA
USD
9625000.00000000
0.271470933205
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEN5
1500000.00000000
PA
USD
1567455.00000000
0.044209711335
Long
DBT
CORP
US
N
2
2042-02-07
Fixed
5.87500000
N
N
N
N
N
Bank
N/A
BANK 2018-BNK15
06036FBC4
881000.00000000
PA
USD
878625.83000000
0.024781441455
Long
ABS-MBS
CORP
US
N
2
2061-11-15
Variable
4.40700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413UKP3
33567.67000000
PA
USD
35223.83000000
0.000993480104
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDL2
14200000.00000000
PA
USD
13198234.45000000
0.372253197175
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJT9
6000000.00000000
PA
USD
6014531.28000000
0.169638485130
Long
DBT
UST
US
N
2
2027-01-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MK74
280813.79000000
PA
USD
262580.43000000
0.007406021233
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AD3T3
130436.84000000
PA
USD
123215.20000000
0.003475256657
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287YMX9
35128.98000000
PA
USD
36955.25000000
0.001042314410
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
2000000.00000000
PA
USD
1795800.00000000
0.050650130062
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HKL6
3317.55000000
PA
USD
3382.26000000
0.000095395873
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
6.50000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FK9
1300000.00000000
PA
USD
897520.00000000
0.025314347217
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TM0
3100000.00000000
PA
USD
2827781.25000000
0.079756926217
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJX0
11200000.00000000
PA
USD
11280500.00000000
0.318163933717
Long
DBT
UST
US
N
2
2031-01-31
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FM5
2500000.00000000
PA
USD
2766406.25000000
0.078025858318
Long
DBT
UST
US
N
2
2030-05-15
Fixed
6.25000000
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CB0
2200000.00000000
PA
USD
1482822.00000000
0.041822656843
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446HD4
1850000.00000000
PA
USD
2130090.00000000
0.060078703388
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.25000000
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAC5
500000.00000000
PA
USD
431460.00000000
0.012169231048
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
1200000.00000000
PA
USD
1062084.00000000
0.029955837363
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
11500000.00000000
PA
USD
6400468.75000000
0.180523763586
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XCU8
1000000.00000000
PA
USD
812770.00000000
0.022923992766
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.55000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EA4
1000000.00000000
PA
USD
576280.00000000
0.016253846170
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2024-D
34535VAD6
550000.00000000
PA
USD
554612.07000000
0.015642707138
Long
ABS-O
CORP
US
N
2
2029-08-15
Fixed
4.61000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058LQ4
1000000.00000000
PA
USD
1034190.00000000
0.029169093445
Long
DBT
NUSS
XX
N
2
2032-01-15
Fixed
4.62500000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368EDC3
2300000.00000000
PA
USD
2254115.00000000
0.063576800270
Long
DBT
CORP
CA
N
2
2027-01-22
Fixed
0.94900000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVC3
1646091.81000000
PA
USD
1376947.11000000
0.038836479680
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292GXF8
200.91000000
PA
USD
207.65000000
0.000005856720
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
7.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CNC1
5100000.00000000
PA
USD
5108765.63000000
0.144091571231
Long
DBT
UST
US
N
2
2035-05-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XTDK4
30895703.52000000
PA
USD
25785866.20000000
0.727284484242
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAJ4
900000.00000000
PA
USD
721998.00000000
0.020363789177
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2J8
333208.54000000
PA
USD
324439.21000000
0.009150734037
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUH3
1056673.10000000
PA
USD
884228.76000000
0.024939470820
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AU9
1500000.00000000
PA
USD
1219095.00000000
0.034384296864
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CZN6
181.76000000
PA
USD
185.06000000
0.000005219575
Long
ABS-MBS
USGA
US
N
2
2028-02-20
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BMM5
576217.38000000
PA
USD
534128.82000000
0.015064981736
Long
ABS-MBS
USGSE
US
N
2
2045-02-01
Fixed
3.50000000
N
N
N
N
N
N
CRH SMW FINANCE DAC
54930044475SH442C864
CRH SMW Finance DAC
12704PAB4
1000000.00000000
PA
USD
1024800.00000000
0.028904250633
Long
DBT
CORP
IE
N
2
2030-01-09
Fixed
5.12500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EQ94
801285.44000000
PA
USD
802566.56000000
0.022636207065
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
5.50000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBJ2
2000000.00000000
PA
USD
2012000.00000000
0.056748001829
Long
DBT
US
N
2
2035-01-15
Fixed
5.75000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2M3
3534917.80000000
PA
USD
2949183.16000000
0.083181039443
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412TAV5
21631.71000000
PA
USD
22338.88000000
0.000630063023
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLU3
11200000.00000000
PA
USD
11318125.06000000
0.319225139966
Long
DBT
UST
US
N
2
2031-10-31
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XRYD1
2852423.70000000
PA
USD
2397165.01000000
0.067611493227
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KT3
7500000.00000000
PA
USD
6790575.00000000
0.191526621532
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.90000000
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134HA6A6
4600000.00000000
PA
USD
4601061.82000000
0.129771900884
Long
DBT
USGSE
US
N
2
2028-02-11
Fixed
4.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DNL1
4277.50000000
PA
USD
4434.46000000
0.000125072934
Long
ABS-MBS
USGA
US
N
2
2031-06-20
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400CEY6
17939.64000000
PA
USD
18422.24000000
0.000519595084
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RK6
4000000.00000000
PA
USD
2816250.00000000
0.079431689936
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7GG5
102587.40000000
PA
USD
103110.26000000
0.002908201403
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ACH9
311283.43000000
PA
USD
301664.98000000
0.008508392066
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YLHJ3
373722.16000000
PA
USD
345735.23000000
0.009751383431
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RU4
2000000.00000000
PA
USD
1472500.00000000
0.041531527183
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKW0
11100000.00000000
PA
USD
11305523.49000000
0.318869715554
Long
DBT
UST
US
N
2
2031-06-30
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FEE3
1803970.66000000
PA
USD
1834775.43000000
0.051749423190
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
6.00000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CV2
400000.00000000
PA
USD
345404.00000000
0.009742041164
Long
DBT
CORP
CA
N
2
2049-01-20
Fixed
4.45000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ5H9
231780.66000000
PA
USD
219229.17000000
0.006183308817
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UZT2
648164.70000000
PA
USD
596713.27000000
0.016830161897
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5PH6
2000000.00000000
PA
USD
1965101.06000000
0.055425227906
Long
ABS-MBS
USGA
US
N
2
2055-06-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AARA8
34069.39000000
PA
USD
34766.62000000
0.000980584600
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TV0
9800000.00000000
PA
USD
9714250.00000000
0.273988209131
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.75000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBQ0
1000000.00000000
PA
USD
1001050.00000000
0.028234387292
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
5.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CET4
4000000.00000000
PA
USD
3917656.24000000
0.110496602124
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GDJZ6
231597.19000000
PA
USD
224710.67000000
0.006337913276
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797PU5
4200000.00000000
PA
USD
4199514.77000000
0.118446357779
Long
STIV
UST
US
N
2
2025-07-01
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CME8
15000000.00000000
PA
USD
15089062.50000000
0.425583571748
Long
DBT
UST
US
N
2
2026-12-31
Fixed
4.25000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78017FZS5
1000000.00000000
PA
USD
1004270.00000000
0.028325206658
Long
DBT
CORP
CA
N
2
2028-10-18
Fixed
4.52200000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5ML0
998467.93000000
PA
USD
907373.27000000
0.025592256454
Long
ABS-MBS
USGA
US
N
2
2055-05-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LTJZ2
579835.21000000
PA
USD
543108.00000000
0.015318237464
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
1000000.00000000
PA
USD
1007740.00000000
0.028423077218
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133ERG47
2000000.00000000
PA
USD
2001336.42000000
0.056447237984
Long
DBT
USGSE
US
N
2
2027-12-02
Fixed
4.67000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBJ6
800000.00000000
PA
USD
788080.00000000
0.022227616939
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.41000000
N
N
N
N
N
BANCO SANTANDER SA NY
N/A
BANCO SANTANDER SA NY
000000000
2000000.00000000
PA
USD
2000000.00000000
0.056409544562
Long
STIV
CORP
US
N
2
2025-07-01
Fixed
4.32000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297AZK3
16050.00000000
PA
USD
16625.57000000
0.000468920415
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406PHJ1
28946.55000000
PA
USD
29410.81000000
0.000829525198
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TQ1
10900000.00000000
PA
USD
9757203.13000000
0.275199692382
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CF8
1000000.00000000
PA
USD
1044740.00000000
0.029466653792
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
5.68400000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E4M9
1381741.05000000
PA
USD
1354709.50000000
0.038209272954
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409GWH5
39383.91000000
PA
USD
40728.59000000
0.001148740606
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A9T64
276528.94000000
PA
USD
267604.93000000
0.007547736111
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAT6
1000000.00000000
PA
USD
997640.00000000
0.028138209018
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
6.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
6400000.00000000
PA
USD
3758000.00000000
0.105993534232
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HNA82
699900.58000000
PA
USD
639381.53000000
0.018033610454
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-V3 Mortgage Trust
08163VAC1
2500000.00000000
PA
USD
2618646.53000000
0.073858329063
Long
ABS-MBS
CORP
US
N
2
2056-07-15
Variable
6.36300000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CQ5
2000000.00000000
PA
USD
2094120.00000000
0.059064177729
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.10000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJJ1
13700000.00000000
PA
USD
14074609.38000000
0.396971152508
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC45
36258YBF4
1000000.00000000
PA
USD
924749.77000000
0.026082356679
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Fixed
2.65800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FEY9
2926841.58000000
PA
USD
2721957.20000000
0.076772182984
Long
ABS-MBS
USGSE
US
N
2
2054-12-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLC3
5900000.00000000
PA
USD
5955773.47000000
0.167981234479
Long
DBT
UST
US
N
2
2029-07-31
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413NVM4
40903.94000000
PA
USD
44728.26000000
0.001261550387
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
7.00000000
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
Asian Infrastructure Investment Bank/The
04522KAP1
500000.00000000
PA
USD
513640.00000000
0.014487099234
Long
DBT
NUSS
XX
N
2
2030-01-16
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RT7
3000000.00000000
PA
USD
1965000.00000000
0.055422377532
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJP7
15000000.00000000
PA
USD
15112500.00000000
0.426244621098
Long
DBT
UST
US
N
2
2026-12-15
Fixed
4.37500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DCB9
1000000.00000000
PA
USD
1022910.00000000
0.028850943614
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.35000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385Y5U5
250.86000000
PA
USD
258.44000000
0.000007289241
Long
ABS-MBS
USGSE
US
N
2
2030-11-01
Fixed
8.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H6LZ6
3500000.00000000
PA
USD
3087907.73000000
0.087093734349
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Fixed
2.25000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
300000.00000000
PA
USD
354243.00000000
0.009991343147
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XQY5
601453.86000000
PA
USD
613397.21000000
0.017300728625
Long
ABS-MBS
USGA
US
N
2
2053-01-20
Fixed
6.00000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91086QBB3
900000.00000000
PA
USD
709951.75000000
0.020024027439
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
Philippines Government International Bonds
529900RAHBALMYIJ3T08
Philippines Government International Bonds
718286BW6
1740000.00000000
PA
USD
1726753.03000000
0.048702675996
Long
DBT
NUSS
PH
N
2
2037-01-13
Fixed
5.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK33
06541CBL9
500000.00000000
PA
USD
443700.96000000
0.012514484537
Long
ABS-MBS
CORP
US
N
2
2064-05-15
Fixed
2.55600000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBJ3
1000000.00000000
PA
USD
923930.00000000
0.026059235253
Long
DBT
CORP
MX
N
2
2030-05-07
Fixed
2.87500000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CZ1
1600000.00000000
PA
USD
1365568.00000000
0.038515534474
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.00000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SC3
2500000.00000000
PA
USD
1896875.00000000
0.053500927420
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415PZX9
18291.97000000
PA
USD
18889.96000000
0.000532787020
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UV82
241197.02000000
PA
USD
222050.76000000
0.006262891120
Long
ABS-MBS
USGA
US
N
2
2049-07-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FEBQ2
3500000.00000000
PA
USD
3447859.24000000
0.097246084721
Long
ABS-MBS
USGSE
US
N
2
2027-12-25
Fixed
3.44400000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FJ3
900000.00000000
PA
USD
766413.00000000
0.021616504138
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
3.55000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
21800000.00000000
PA
USD
18649218.75000000
0.525996968064
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943WV1
193008.29000000
PA
USD
187640.67000000
0.005292362368
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
2300000.00000000
PA
USD
1473265.00000000
0.041553103834
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413UJQ3
11155.87000000
PA
USD
11950.63000000
0.000337064797
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
18200000.00000000
PA
USD
18325125.00000000
0.516855977647
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2024-P2
14688PAD6
3000000.00000000
PA
USD
3056265.12000000
0.086201261740
Long
ABS-O
CORP
US
N
2
2030-06-10
Fixed
5.21000000
N
N
N
N
N
N
IONIC SER III CL A
N/A
IONIC SER III CL A
000000000
4998135.00000000
PA
USD
4998135.00000000
0.140971259505
Long
STIV
CORP
US
N
2
2025-07-03
Fixed
4.38000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E1HV2
243195.31000000
PA
USD
235680.74000000
0.006647321602
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31293EAT7
419.69000000
PA
USD
424.31000000
0.000011967566
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
6900000.00000000
PA
USD
6045573.00000000
0.170514009773
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAK7
1500000.00000000
PA
USD
1472895.00000000
0.041542668068
Long
DBT
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QX9
4820000.00000000
PA
USD
3686546.88000000
0.103978215254
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282A7
5600000.00000000
PA
USD
5448843.74000000
0.153683396882
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGT2
6200000.00000000
PA
USD
6189343.75000000
0.174569031038
Long
DBT
UST
US
N
2
2028-03-31
Fixed
3.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QBG5
245543.21000000
PA
USD
234881.06000000
0.006624766810
Long
ABS-MBS
USGA
US
N
2
2044-04-20
Fixed
4.00000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAH5
1000000.00000000
PA
USD
1015910.00000000
0.028653510208
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.37500000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AP6
2000000.00000000
PA
USD
2076840.00000000
0.058576799264
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
5.70000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294PKR3
30598.50000000
PA
USD
32087.63000000
0.000905024297
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7ED1
3783.27000000
PA
USD
3788.07000000
0.000106841651
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
5.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DD7
1300000.00000000
PA
USD
1147653.00000000
0.032369291522
Long
DBT
CORP
US
N
2
2046-04-14
Fixed
4.45000000
N
N
N
N
N
TD Prime Services LLC
549300ZBQI1JB1844X09
TD Prime Services LLC
000000000
10000000.00000000
PA
USD
10000000.00000000
0.282047722811
Long
RA
CORP
US
N
2
Repurchase
Y
4.43000000
2025-07-01
138161.38000000
USD
11001353.82000000
USD
EQT
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAR0
800000.00000000
PA
USD
526352.00000000
0.014845638299
Long
DBT
CORP
US
N
2
2051-06-08
Fixed
3.05000000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
00828EFD6
2000000.00000000
PA
USD
1974600.00000000
0.055693143346
Long
DBT
NUSS
XX
N
2
2029-09-18
Fixed
3.50000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAN8
1300000.00000000
PA
USD
1130207.00000000
0.031877231065
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZ62
1762528.45000000
PA
USD
1513140.44000000
0.042677781539
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140W1RX3
5667776.67000000
PA
USD
4851086.50000000
0.136823790048
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DPF3
703523.91000000
PA
USD
640615.17000000
0.018068404989
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRV4
2000000.00000000
PA
USD
1970900.00000000
0.055588785688
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.95000000
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200HF1
1200000.00000000
PA
USD
993816.00000000
0.028030353969
Long
DBT
CORP
US
N
2
2042-06-20
Fixed
4.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
1600000.00000000
PA
USD
1608832.00000000
0.045376740198
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EV98
1396793.66000000
PA
USD
1422282.80000000
0.040115162493
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391UKS3
2019.68000000
PA
USD
2088.96000000
0.000058918641
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CES6
13800000.00000000
PA
USD
13308375.00000000
0.375359686306
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.75000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAR5
800000.00000000
PA
USD
408160.00000000
0.011512059854
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7RE5
126177.47000000
PA
USD
125591.76000000
0.003542286991
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
4.00000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFA7
1500000.00000000
PA
USD
1352400.00000000
0.038144134032
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.87500000
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAY4
1100000.00000000
PA
USD
1041425.00000000
0.029373154972
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AX4
2500000.00000000
PA
USD
2093950.00000000
0.059059382918
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED72
826164.45000000
PA
USD
745358.20000000
0.021022658298
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XX50
1673603.88000000
PA
USD
1651195.33000000
0.046571588274
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0M54
188606.73000000
PA
USD
184185.35000000
0.005194905854
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286T2
6800000.00000000
PA
USD
6469031.28000000
0.182457554131
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AP8
1900000.00000000
PA
USD
2007312.00000000
0.056615777857
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
6.40000000
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AL5
800000.00000000
PA
USD
829104.00000000
0.023384689517
Long
DBT
CORP
CA
N
2
2038-03-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9VX5
300953.74000000
PA
USD
293869.41000000
0.008288519789
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
2.50000000
N
N
N
N
N
N
Mitsubishi UFJ Trust & Bank Co
N/A
Mitsubishi UFJ Trust & Bank Co
000000000
4953150.00000000
PA
USD
4953150.00000000
0.139702467824
Long
STIV
CORP
US
N
2
2025-09-15
None
0.00000000
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CS6
1700000.00000000
PA
USD
1026273.00000000
0.028945796263
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
2.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCZ2
6400000.00000000
PA
USD
6164750.02000000
0.173875370484
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BF8
2000000.00000000
PA
USD
1993160.00000000
0.056216623919
Long
DBT
CORP
CA
N
2
2030-04-29
Fixed
4.62500000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7L3
1995365.43000000
PA
USD
1670348.76000000
0.047111806405
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAB3
1800000.00000000
PA
USD
1778994.00000000
0.050176120659
Long
DBT
CORP
US
N
2
2028-02-07
Fixed
3.44200000
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CF5
1000000.00000000
PA
USD
856060.00000000
0.024144977358
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7K5
3217147.35000000
PA
USD
2570474.26000000
0.072499641157
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SU3
11000000.00000000
PA
USD
6180625.00000000
0.174323120679
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178WGL7
501760.25000000
PA
USD
456631.16000000
0.012879177884
Long
ABS-MBS
USGA
US
N
2
2042-11-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UCB6
304504.62000000
PA
USD
288429.75000000
0.008135095417
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
4.00000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBE2
600000.00000000
PA
USD
315258.00000000
0.008891780099
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
OEKB OEST. KONTROLLBANK
5299000OVRLMF858L016
Oesterreichische Kontrollbank AG
676167CL1
500000.00000000
PA
USD
505045.00000000
0.014244679216
Long
DBT
CORP
AT
N
2
2029-01-18
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TVA2
104462.59000000
PA
USD
101433.14000000
0.002860898615
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RXC8
634849.53000000
PA
USD
569311.41000000
0.016057298676
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591FB3
500000.00000000
PA
USD
495520.64000000
0.013976046811
Long
DBT
USGA
US
N
2
2034-08-01
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFU0
5900000.00000000
PA
USD
5953929.72000000
0.167929231930
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.12500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EP1
2300000.00000000
PA
USD
2169682.00000000
0.061195386732
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
3.35000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401CDM2
35644.91000000
PA
USD
36976.48000000
0.001042913198
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDW6
1500000.00000000
PA
USD
1458825.00000000
0.041145826922
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.40000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2022-C16
05552YAJ5
2000000.00000000
PA
USD
1892094.16000000
0.053366084917
Long
ABS-MBS
CORP
US
N
2
2055-06-15
Variable
4.60000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AR69
503.67000000
PA
USD
504.96000000
0.000014242281
Long
ABS-MBS
USGA
US
N
2
2027-02-15
Fixed
6.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
900000.00000000
PA
USD
796014.00000000
0.022451393602
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAU4
200000.00000000
PA
USD
197672.00000000
0.005575293746
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT Inc
637417AN6
1000000.00000000
PA
USD
911800.00000000
0.025717111365
Long
DBT
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810UF3
2100000.00000000
PA
USD
2056031.25000000
0.057989893209
Long
DBT
UST
US
N
2
2044-11-15
Fixed
4.62500000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283GXA0
148.89000000
PA
USD
150.30000000
0.000004239177
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
8.00000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AN7
1000000.00000000
PA
USD
995530.00000000
0.028078696949
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.87500000
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B8TH2
1435000.00000000
PA
USD
1318120.99000000
0.037177302361
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Fixed
2.19000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO 2024-C9 Mortgage Trust
05593MAJ2
650000.00000000
PA
USD
687002.91000000
0.019376760633
Long
ABS-MBS
CORP
US
N
2
2057-07-15
Variable
6.56100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDX8
1116279.45000000
PA
USD
884460.52000000
0.024946007558
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNWJ7
2526582.21000000
PA
USD
2013622.88000000
0.056793774790
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SEH6
458521.94000000
PA
USD
424497.11000000
0.011972844321
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
SUMITOMO MITSUI BANKING CORP NY
N/A
SUMITOMO MITSUI BANKING CORP NY
000000000
5000019.97000000
PA
USD
5000019.97000000
0.141024424654
Long
STIV
CORP
US
N
2
2025-07-09
Floating
4.63000000
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CB4
1000000.00000000
PA
USD
826500.00000000
0.023311244290
Long
DBT
CORP
US
N
2
2052-08-05
Fixed
4.90000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
2938084.16000000
PA
USD
2341159.42000000
0.066031868314
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
459000.00000000
PA
USD
440259.03000000
0.012417405685
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
COMMONWEALTH BANK AUS, NEW YORK
N/A
COMMONWEALTH BANK AUS, NEW YORK
000000000
4003744.00000000
PA
USD
4003744.00000000
0.112924687791
Long
STIV
CORP
US
N
2
2026-04-13
Floating
4.77000000
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAG8
1000000.00000000
PA
USD
648060.00000000
0.018278384724
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RC4
2600000.00000000
PA
USD
2235593.75000000
0.063054412631
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405RVW3
67896.53000000
PA
USD
68986.03000000
0.001945735266
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410TBR5
7296.90000000
PA
USD
7641.76000000
0.000215534100
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417KYH4
211205.52000000
PA
USD
210611.24000000
0.005940242064
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413BPH8
49656.27000000
PA
USD
52106.21000000
0.001469643787
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BL6
2500000.00000000
PA
USD
2549650.00000000
0.071912297646
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.45000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAS6
2000000.00000000
PA
USD
2029440.00000000
0.057239893058
Long
DBT
US
N
2
2034-02-01
Fixed
5.40000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132E0GG1
11090626.82000000
PA
USD
9778474.80000000
0.275799654990
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKQ4
819281.58000000
PA
USD
688681.94000000
0.019424117291
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
2.50000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3133XGAY0
2000000.00000000
PA
USD
2177246.02000000
0.061408728194
Long
DBT
USGSE
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7TA4
284688.25000000
PA
USD
284240.31000000
0.008016933216
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7K5
168634.11000000
PA
USD
159731.88000000
0.004505201301
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLY5
9000000.00000000
PA
USD
9047109.42000000
0.255171660993
Long
DBT
UST
US
N
2
2026-11-30
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297SHS7
60600.79000000
PA
USD
61618.27000000
0.001737929273
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CR8
1000000.00000000
PA
USD
965830.00000000
0.027241015212
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.90000000
N
N
N
N
N
N
The Bank Of Nova Scotia, Toronto
L3I9ZG2KFGXZ61BMYR72
The Bank Of Nova Scotia, Toronto
000000000
10000000.00000000
PA
USD
10000000.00000000
0.282047722811
Long
RA
CORP
US
N
2
Repurchase
Y
4.46000000
2025-07-01
83115.16000000
USD
11130739.70000000
USD
EQT
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DV5
950000.00000000
PA
USD
1071951.50000000
0.030234147953
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.55000000
N
N
N
N
N
NBC Global Finance Limited
549300KWU8YQOYSK5Y64
NBC Global Finance Limited
000000000
53000000.00000000
PA
USD
53000000.00000000
1.494852930899
Long
RA
CORP
US
N
2
Repurchase
Y
4.59000000
2025-07-07
563479.45000000
USD
59102935.96000000
USD
EQT
N
N
Uruguay Government International Bonds
549300RDR012H2V82H43
Uruguay Government International Bonds
760942BB7
900000.00000000
PA
USD
900079.54000000
0.025386538460
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HCV5
345.37000000
PA
USD
354.44000000
0.000009996899
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFS80
495543.29000000
PA
USD
471986.05000000
0.013312259060
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJR3
15300000.00000000
PA
USD
15314343.75000000
0.431937578103
Long
DBT
UST
US
N
2
2028-12-31
Fixed
3.75000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAF0
3320340.00000000
PA
USD
2651766.43000000
0.074792468300
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQV2
746724.81000000
PA
USD
669908.56000000
0.018894618383
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.00000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BR8
1000000.00000000
PA
USD
1003690.00000000
0.028308847890
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.95000000
N
N
N
N
N
UNITED AIR 2024-1 A PTT
N/A
United Airlines 2024-1 Class A Pass Through Trust
90932WAB9
991297.40000000
PA
USD
981949.47000000
0.027695661192
Long
DBT
CORP
US
N
2
2037-02-15
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382RRH8
616.69000000
PA
USD
627.78000000
0.000017706391
Long
ABS-MBS
USGSE
US
N
2
2029-03-01
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDK4
2100000.00000000
PA
USD
2025023.45000000
0.057115325271
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391LX75
3533.15000000
PA
USD
3713.60000000
0.000104741242
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
6.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AK1
5000000.00000000
PA
USD
5038050.00000000
0.142097052990
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9MJ6
402614.60000000
PA
USD
387552.12000000
0.010930819291
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
4.00000000
N
N
N
N
N
N
SYNOPSYS INC
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607AE7
1000000.00000000
PA
USD
1008090.00000000
0.028432948888
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.15000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCR0
4000000.00000000
PA
USD
3687812.52000000
0.104013912342
Long
DBT
UST
US
N
2
2028-07-31
Fixed
1.00000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769KE3
1500000.00000000
PA
USD
1513335.00000000
0.042683269060
Long
DBT
CORP
DE
N
2
2027-03-01
Fixed
4.37500000
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAC6
2600000.00000000
PA
USD
2569502.00000000
0.072472218785
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950KCT5
25000.00000000
PA
USD
24958.00000000
0.000703934706
Long
DBT
NUSS
XX
N
2
2025-07-16
Fixed
0.37500000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust 2025-A
98164PAD2
500000.00000000
PA
USD
501786.30000000
0.014152768325
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
4.42000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109BF7
1100000.00000000
PA
USD
1076306.00000000
0.030356965634
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
2.90000000
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAF7
1200000.00000000
PA
USD
1209564.00000000
0.034115477179
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.59700000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYG9
807882.39000000
PA
USD
718817.96000000
0.020274096873
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
631103AM0
700000.00000000
PA
USD
523761.00000000
0.014772559734
Long
DBT
CORP
US
N
2
2052-03-07
Fixed
3.95000000
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CCG8
3900000.00000000
PA
USD
4024644.00000000
0.113514167532
Long
DBT
CORP
US
N
2
2054-09-01
Fixed
6.45000000
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EH7
5900000.00000000
PA
USD
6040833.00000000
0.170380319153
Long
DBT
CORP
US
N
2
2034-02-22
Fixed
5.20000000
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FCD1
6200000.00000000
PA
USD
6122934.00000000
0.172695959162
Long
DBT
CORP
US
N
2
2034-10-15
Fixed
4.80000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ET59
3064867.93000000
PA
USD
3011926.20000000
0.084950692598
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.00000000
N
N
N
N
N
N
AID-ISRAEL
213800T8ZHTFZIBYPE21
Israel Government AID Bond
46513EFG2
200000.00000000
PA
USD
213549.89000000
0.006023126018
Long
DBT
NUSS
IL
N
2
2033-09-18
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ68
1630977.62000000
PA
USD
1564417.31000000
0.044124033981
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBTM7
249170.27000000
PA
USD
245777.02000000
0.006932084881
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
3.50000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8U9
3000000.00000000
PA
USD
3013710.00000000
0.085001004271
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.75000000
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BN8
954000.00000000
PA
USD
750864.78000000
0.021177970133
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.09000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EZN3
1812172.18000000
PA
USD
1871602.02000000
0.052788108774
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KKGW3
18727.12000000
PA
USD
19636.38000000
0.000553839626
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2025-2
14320AAD3
1500000.00000000
PA
USD
1513613.25000000
0.042691117037
Long
ABS-O
CORP
US
N
2
2030-03-15
Fixed
4.48000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
1000000.00000000
PA
USD
935100.00000000
0.026374282560
Long
DBT
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
92940PAF1
2100000.00000000
PA
USD
2017890.00000000
0.056914127938
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.20000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNAE0
1800000.00000000
PA
USD
1716022.01000000
0.048400010021
Long
ABS-MBS
USGSE
US
N
2
2029-06-25
Fixed
2.78500000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91086QAS7
1050000.00000000
PA
USD
1115095.47000000
0.031451013803
Long
DBT
NUSS
MX
N
2
2034-09-27
Fixed
6.75000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A2TX4
39005.84000000
PA
USD
38889.91000000
0.001096881055
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YKU7
1108344.16000000
PA
USD
1138661.37000000
0.032115684646
Long
ABS-MBS
USGA
US
N
2
2053-11-20
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZF0
1616066.28000000
PA
USD
1437904.18000000
0.040555759958
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DS6
1000000.00000000
PA
USD
972940.00000000
0.027441551143
Long
DBT
CORP
US
N
2
2054-05-13
Fixed
5.30000000
N
N
N
N
N
CONCORD MINUTEMEN CC LLC SER C
N/A
CONCORD MINUTEMEN CC LLC SER C
000000000
3999856.00000000
PA
USD
3999856.00000000
0.112815027637
Long
STIV
CORP
US
N
2
2025-09-02
Floating
4.60000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QS0
1300000.00000000
PA
USD
1164312.50000000
0.032839168926
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371FJ94
91.96000000
PA
USD
92.21000000
0.000002600762
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403NJG3
58113.56000000
PA
USD
59836.45000000
0.001687673446
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ABZ36
461243.67000000
PA
USD
457844.46000000
0.012913398734
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJQ94
228490.94000000
PA
USD
214282.39000000
0.006043786013
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4A0
369052.83000000
PA
USD
336200.52000000
0.009482459107
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795KB5
1000000.00000000
PA
USD
1035800.00000000
0.029214503128
Long
DBT
CORP
US
N
2
2055-06-01
Fixed
5.95000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4F8
253331.28000000
PA
USD
239305.58000000
0.006749559389
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769KK9
2000000.00000000
PA
USD
1992740.00000000
0.056204777915
Long
DBT
CORP
DE
N
2
2030-07-15
Fixed
3.75000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBS8
1598199.74000000
PA
USD
1329913.35000000
0.037509903190
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
16100000.00000000
PA
USD
11559296.88000000
0.326027336230
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SF1
2000000.00000000
PA
USD
1954146.68000000
0.055116262113
Long
DBT
NUSS
CA
N
2
2034-09-05
Fixed
4.25000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKT6
1262477.96000000
PA
USD
1210858.54000000
0.034151989385
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DY0
3100000.00000000
PA
USD
3017850.00000000
0.085117772028
Long
DBT
US
N
2
2034-09-26
Fixed
4.75000000
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JW5
2000000.00000000
PA
USD
2001420.00000000
0.056449595338
Long
DBT
CORP
DE
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391CEZ4
8051.30000000
PA
USD
8267.89000000
0.000233193954
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAW3
8231467.08000000
PA
USD
6568262.77000000
0.185256355710
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WJA3
1500000.00000000
PA
USD
1258736.85000000
0.035502386216
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.45800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K2FG9
52461.84000000
PA
USD
54335.25000000
0.001532513353
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBS9
1000000.00000000
PA
USD
991450.00000000
0.027963621478
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15000000
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
1900000.00000000
PA
USD
1888258.00000000
0.053257886897
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBJ9
6100000.00000000
PA
USD
5659179.72000000
0.159615875300
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AH5
2000000.00000000
PA
USD
1855780.00000000
0.052341852303
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPJ7
143236.25000000
PA
USD
136790.02000000
0.003858131364
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
2.50000000
N
N
N
N
N
N
The Bank Of Nova Scotia, Toronto
L3I9ZG2KFGXZ61BMYR72
The Bank Of Nova Scotia, Toronto
000000000
14000000.00000000
PA
USD
14000000.00000000
0.394866811935
Long
RA
CORP
US
N
2
Repurchase
Y
4.53000000
2025-07-01
116361.23000000
USD
15583035.62000000
USD
EQT
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
1000000.00000000
PA
USD
905920.00000000
0.025551267304
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
Peru Government International Bonds
254900STKLK2DBJJZ530
Peru Government International Bonds
715638AP7
1450000.00000000
PA
USD
1771679.79000000
0.049969825032
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEWS4
348970.87000000
PA
USD
340680.86000000
0.009608826076
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE
646139W35
1000000.00000000
PA
USD
1195044.70000000
0.033705963629
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41400000
N
N
N
N
N
N
TORONTO DOMINION NY
N/A
TORONTO DOMINION NY
000000000
4998845.00000000
PA
USD
4998845.00000000
0.140991284893
Long
STIV
CORP
US
N
2
2026-03-20
Floating
4.69000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAD3
3100000.00000000
PA
USD
2893171.88000000
0.081601254045
Long
DBT
UST
US
N
2
2027-07-31
Fixed
0.37500000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31288A6F7
4691.01000000
PA
USD
4857.05000000
0.000136991989
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
8182448.40000000
PA
USD
6961093.44000000
0.196336055302
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7QF3
110319.60000000
PA
USD
109853.41000000
0.003098390413
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
4.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCT5
7500000.00000000
PA
USD
7622925.00000000
0.215002863741
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.90000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6K6
766133.11000000
PA
USD
670576.36000000
0.018913453530
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCH2
5900000.00000000
PA
USD
5492992.22000000
0.154928594707
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHK9
1226945.60000000
PA
USD
1176968.73000000
0.033196135011
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YRB5
55405.16000000
PA
USD
55598.47000000
0.001568142185
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YG9
6000000.00000000
PA
USD
5834765.64000000
0.164568236189
Long
DBT
UST
US
N
2
2026-09-30
Fixed
1.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QWD9
440865.36000000
PA
USD
397106.88000000
0.011200309121
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
3.00000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJR2
2000000.00000000
PA
USD
2077040.00000000
0.058582440218
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.67800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9TL5
31661.16000000
PA
USD
32304.00000000
0.000911126963
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
5.00000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAV2
4000000.00000000
PA
USD
4092151.36000000
0.115418197248
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJJ2
520802.93000000
PA
USD
489108.26000000
0.013795187094
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKY4
3100000.00000000
PA
USD
3136611.00000000
0.088467398989
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
5.01500000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYV71
1117154.19000000
PA
USD
956594.25000000
0.026980522986
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ88
2972582.62000000
PA
USD
2491153.36000000
0.070262413236
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DNK4
1310000.00000000
PA
USD
907673.98000000
0.025600737911
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.89700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GK2B1
147946.50000000
PA
USD
143547.33000000
0.004048719754
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCP5
1600000.00000000
PA
USD
1598800.00000000
0.045093789923
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VMD9
1117098.56000000
PA
USD
991926.40000000
0.027977058231
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWPA5
2835957.81000000
PA
USD
2928237.75000000
0.082590278923
Long
ABS-MBS
USGSE
US
N
2
2055-03-01
Fixed
6.50000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AW6
1000000.00000000
PA
USD
986490.00000000
0.027823725807
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315BB8
1000000.00000000
PA
USD
1021010.00000000
0.028797354546
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
4.95000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CYK2
44524.74000000
PA
USD
45256.62000000
0.001276452661
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
Rio Tinto Alcan Inc
2138007ZSQ7B17SKOX77
Rio Tinto Alcan Inc
013716AU9
751000.00000000
PA
USD
814219.18000000
0.022964866558
Long
DBT
CORP
CA
N
2
2033-12-15
Fixed
6.12500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FCH8
6379113.31000000
PA
USD
6489025.50000000
0.183021486553
Long
ABS-MBS
USGSE
US
N
2
2054-09-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB51
3807868.85000000
PA
USD
3028918.67000000
0.085429961345
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7L68
20518.91000000
PA
USD
20568.00000000
0.000580115756
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296QQ28
101453.43000000
PA
USD
101235.20000000
0.002855315762
Long
ABS-MBS
USGA
US
N
2
2039-04-15
Fixed
4.50000000
N
N
N
N
N
N
Republic of Poland Government International Bonds
259400R9L8QEP0TPXS31
Republic of Poland Government International Bonds
731011AZ5
2100000.00000000
PA
USD
1946885.54000000
0.054911463313
Long
DBT
NUSS
PL
N
2
2054-03-18
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RZT9
417389.26000000
PA
USD
387682.05000000
0.010934483937
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBY8
4625053.44000000
PA
USD
3680550.60000000
0.103809091542
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCE3
3000000.00000000
PA
USD
2735130.00000000
0.077143718809
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2020-C58
95002UAJ0
450000.00000000
PA
USD
393206.58000000
0.011090302048
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
2.09200000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
1481000.00000000
PA
USD
754969.37000000
0.021293739160
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412RMK0
348758.09000000
PA
USD
328530.25000000
0.009266120888
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FKP1
1956160.14000000
PA
USD
1988569.53000000
0.056087150758
Long
ABS-MBS
USGSE
US
N
2
2055-05-01
Fixed
6.00000000
N
N
N
N
N
N
National Bank Of Canada
BSGEFEIOM18Y80CKCV46
National Bank Of Canada
000000000
45000000.00000000
PA
USD
45000000.00000000
1.269214752650
Long
RA
CORP
US
N
2
Repurchase
Y
4.56000000
2025-07-07
567919.74000000
USD
50180528.02000000
USD
EQT
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTX6
1900933.55000000
PA
USD
1549370.98000000
0.043699655669
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.00000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BD5
1000000.00000000
PA
USD
1021730.00000000
0.028817661982
Long
DBT
CORP
US
N
2
2035-02-02
Fixed
5.70900000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CNA5
2000000.00000000
PA
USD
2002812.50000000
0.056488870484
Long
DBT
UST
US
N
2
2032-04-30
Fixed
4.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
1100000.00000000
PA
USD
1058431.00000000
0.029852805330
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.05000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DAL6
164107.24000000
PA
USD
159747.58000000
0.004505644116
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
3.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D83
3000000.00000000
PA
USD
3022380.00000000
0.085245539646
Long
DBT
CORP
US
N
2
2027-03-05
Fixed
5.80000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYU23
1217114.78000000
PA
USD
1087926.52000000
0.030684719755
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DBG6
421550.91000000
PA
USD
397433.33000000
0.011209516569
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401XW29
29620.88000000
PA
USD
30107.78000000
0.000849183078
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ER93
759579.44000000
PA
USD
773674.29000000
0.021821307169
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
6.00000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HBM0
1000000.00000000
PA
USD
1043330.00000000
0.029426885064
Long
DBT
CORP
JP
N
2
2028-07-12
Fixed
6.07000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292GXT8
521.06000000
PA
USD
532.35000000
0.000015014810
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
6.00000000
N
N
N
N
N
N
Indonesia Government International Bonds
529900FWX0GRR7WG5W79
Indonesia Government International Bonds
455780CE4
1200000.00000000
PA
USD
1003307.20000000
0.028298051104
Long
DBT
NUSS
ID
N
2
2048-01-11
Fixed
4.35000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGEV7
4554195.84000000
PA
USD
4432096.67000000
0.125006277305
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
4.50000000
N
N
N
N
N
N
INTER-AMERICAN INVEST CO
5493001X4LH60PFRL744
Inter-American Investment Corp
45828Q2D8
500000.00000000
PA
USD
505790.00000000
0.014265691772
Long
DBT
NUSS
XX
N
2
2029-02-14
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDW8
5000000.00000000
PA
USD
4671484.40000000
0.131758153716
Long
DBT
UST
US
N
2
2029-01-31
Fixed
1.75000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAG7
1000000.00000000
PA
USD
1029780.00000000
0.029044710399
Long
DBT
CORP
XX
N
2
2033-02-28
Fixed
5.35000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GD6B3
120040.41000000
PA
USD
119304.19000000
0.003364947511
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287QQ38
69083.56000000
PA
USD
72690.33000000
0.002050214204
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
6.50000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2025
47800DAD6
500000.00000000
PA
USD
500827.52000000
0.014125726153
Long
ABS-O
CORP
US
N
2
2029-09-17
Fixed
4.23000000
N
N
N
N
N
N
MORGAN STANLEY BANK NA
G1MLHIS0N32I3QPILB75
Morgan Stanley Bank NA
61690U8B9
10000000.00000000
PA
USD
10212000.00000000
0.288027134534
Long
DBT
CORP
US
N
2
2028-05-26
Fixed
5.50400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QN1
3900000.00000000
PA
USD
3949359.38000000
0.111390781969
Long
DBT
UST
US
N
2
2041-02-15
Fixed
4.75000000
N
N
N
N
N
N
EATON CAPITAL ULC
549300OLS85LSODKAF64
Eaton Capital ULC
27806HAA9
1000000.00000000
PA
USD
1004730.00000000
0.028338180854
Long
DBT
CORP
IE
N
2
2030-05-09
Fixed
4.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284V9
6000000.00000000
PA
USD
5852812.50000000
0.165077243766
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296QRR2
55392.97000000
PA
USD
55304.95000000
0.001559863520
Long
ABS-MBS
USGA
US
N
2
2039-04-15
Fixed
4.50000000
N
N
N
N
N
N
TD Prime Services LLC
549300ZBQI1JB1844X09
TD Prime Services LLC
000000000
5000000.00000000
PA
USD
5000000.00000000
0.141023861405
Long
RA
CORP
US
N
2
Repurchase
Y
4.43000000
2025-07-01
45288.60000000
USD
5500677.02000000
USD
EQT
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
208251AE8
700000.00000000
PA
USD
767746.00000000
0.021654101099
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.95000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810UB2
8000000.00000000
PA
USD
7846250.00000000
0.221301694510
Long
DBT
UST
US
N
2
2044-05-15
Fixed
4.62500000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CP5
1800000.00000000
PA
USD
1756728.00000000
0.049548113199
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CQ2
1700000.00000000
PA
USD
1428544.00000000
0.040291758213
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.20000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHA2
12300000.00000000
PA
USD
12233695.37000000
0.345048592067
Long
DBT
UST
US
N
2
2028-04-30
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E5Q9
2459555.52000000
PA
USD
2502690.86000000
0.070587825796
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
6.00000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAV4
1400000.00000000
PA
USD
1121092.00000000
0.031620144566
Long
DBT
CORP
KY
N
2
2047-12-06
Fixed
4.20000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJK8
8000000.00000000
PA
USD
8078437.52000000
0.227850490638
Long
DBT
UST
US
N
2
2026-11-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YGA44
356561.90000000
PA
USD
339611.59000000
0.009578667559
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUG5
6597170.00000000
PA
USD
5268783.90000000
0.148604850097
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAV7
1000000.00000000
PA
USD
1001380.00000000
0.028243694866
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3P3
376310.46000000
PA
USD
356501.98000000
0.010055057163
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128L9PZ0
60849.26000000
PA
USD
61861.69000000
0.001744794879
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
5.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AD6
1000000.00000000
PA
USD
996440.00000000
0.028104363291
Long
DBT
CORP
JP
N
2
2026-03-01
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FEH6
1769649.46000000
PA
USD
1782483.26000000
0.050274534443
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EL5
1000000.00000000
PA
USD
787450.00000000
0.022209847932
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ5C0
192828.60000000
PA
USD
182386.46000000
0.005144168571
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
2500000.00000000
PA
USD
2143175.00000000
0.060447762833
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CZ98
129778.19000000
PA
USD
122593.01000000
0.003457707930
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLH0
2400000.00000000
PA
USD
2448888.00000000
0.069070328381
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.28800000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5KX6
1989484.44000000
PA
USD
2019669.59000000
0.056964320869
Long
ABS-MBS
USGA
US
N
2
2055-04-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QJS1
574184.38000000
PA
USD
536233.86000000
0.015124353910
Long
ABS-MBS
USGA
US
N
2
2044-07-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWML4
13223524.20000000
PA
USD
13442017.55000000
0.379129043996
Long
ABS-MBS
USGSE
US
N
2
2054-09-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HKX1
1599.55000000
PA
USD
1676.43000000
0.000047283326
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419JSV1
198519.09000000
PA
USD
197861.35000000
0.005580634319
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCY5
6000000.00000000
PA
USD
5551406.28000000
0.156576149967
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
5400000.00000000
PA
USD
4946400.00000000
0.139512085611
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36180MX85
435382.03000000
PA
USD
392209.21000000
0.011062171454
Long
ABS-MBS
USGA
US
N
2
2043-03-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208VXY6
215.58000000
PA
USD
219.19000000
0.000006182204
Long
ABS-MBS
USGA
US
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
1000000.00000000
PA
USD
1009010.00000000
0.028458897279
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAJ4
2200000.00000000
PA
USD
2193598.00000000
0.061869932066
Long
DBT
CORP
ES
N
2
2028-04-12
Fixed
4.37900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J9U71
591846.30000000
PA
USD
555616.61000000
0.015671039960
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
1800000.00000000
PA
USD
1768554.00000000
0.049881662836
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBT6
1000000.00000000
PA
USD
894340.00000000
0.025224656041
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
BLUE OWL CREDIT INCOME
5493003I42XBWPE05N35
Blue Owl Credit Income Corp
69120VAZ4
1500000.00000000
PA
USD
1544745.00000000
0.043569180957
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
6.65000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209N3P5
849.63000000
PA
USD
858.78000000
0.000024221694
Long
ABS-MBS
USGA
US
N
2
2029-07-15
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
24900000.00000000
PA
USD
24526500.00000000
0.691764347352
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED98
1480759.80000000
PA
USD
1352430.61000000
0.038144997381
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
5300000.00000000
PA
USD
3361359.38000000
0.094806375867
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9X67
1205873.28000000
PA
USD
1076950.70000000
0.030375149251
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312935JA8
122251.20000000
PA
USD
122058.85000000
0.003442642069
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TN8
4300000.00000000
PA
USD
3511218.75000000
0.099033125272
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
254900C5LP6DN9OP9V83
Federal Farm Credit Banks Funding Corp
3133EMMT6
725000.00000000
PA
USD
689514.21000000
0.019447591277
Long
DBT
USGSE
US
N
2
2027-01-13
Fixed
0.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140AJF86
2810678.58000000
PA
USD
2756843.29000000
0.077756137209
Long
ABS-MBS
USGSE
US
N
2
2054-12-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBA0
757672.25000000
PA
USD
570769.52000000
0.016098424336
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U4B5
537399.42000000
PA
USD
476442.86000000
0.013437962371
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.00000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051ET0
1000000.00000000
PA
USD
998851.65000000
0.028172383330
Long
DBT
NUSS
CA
N
2
2034-01-24
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLU4
442978.83000000
PA
USD
417635.32000000
0.011779309097
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
13800000.00000000
PA
USD
11768812.50000000
0.331936676581
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E9JX9
283902.47000000
PA
USD
266295.58000000
0.007510806193
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2025-C32
07337AAD8
275000.00000000
PA
USD
289006.41000000
0.008151359981
Long
ABS-MBS
CORP
US
N
2
2062-02-15
Fixed
5.72000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207J3N1
917.53000000
PA
USD
932.41000000
0.000026298411
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
7.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
1500000.00000000
PA
USD
1483080.00000000
0.041829933674
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHR5
14900000.00000000
PA
USD
15031539.14000000
0.423961138478
Long
DBT
UST
US
N
2
2030-07-31
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKZ3
5900000.00000000
PA
USD
5973750.00000000
0.168488258414
Long
DBT
UST
US
N
2
2027-07-15
Fixed
4.37500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHJ2
1672666.28000000
PA
USD
1559301.12000000
0.043979733007
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112CE1
1000000.00000000
PA
USD
1033080.00000000
0.029137786148
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
5.80000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6H0
4085822.30000000
PA
USD
3820202.22000000
0.107747933682
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X2VS0
359908.48000000
PA
USD
326729.81000000
0.009215339888
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBW4
1800000.00000000
PA
USD
1776906.00000000
0.050117229094
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
3.80000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142ET6
3600000.00000000
PA
USD
3136104.00000000
0.088453099169
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JZ0
5100000.00000000
PA
USD
5139933.00000000
0.144970639805
Long
DBT
NUSS
XX
N
2
2029-02-15
Fixed
4.00000000
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAP7
1500000.00000000
PA
USD
1104585.00000000
0.031154568390
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
LYONDELLBASELL IND NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
552081AM3
1400000.00000000
PA
USD
1099966.00000000
0.031024290546
Long
DBT
CORP
NL
N
2
2055-02-26
Fixed
4.62500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AF45
410138.48000000
PA
USD
384159.99000000
0.010835145037
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGL0
1687000.00000000
PA
USD
1679863.99000000
0.047380181301
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297VSY5
11760.80000000
PA
USD
12303.22000000
0.000347009518
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TX6
4100000.00000000
PA
USD
3741250.00000000
0.105521104296
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUD2
1204288.45000000
PA
USD
1107640.89000000
0.031240759071
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RQ36
450618.36000000
PA
USD
430682.22000000
0.012147293940
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
4.00000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GY3
1600000.00000000
PA
USD
1329584.00000000
0.037500613948
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.10000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
1000000.00000000
PA
USD
1023840.00000000
0.028877174052
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BB3
1700000.00000000
PA
USD
1700136.00000000
0.047951948726
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
4.55000000
N
N
N
N
N
N
Wells Fargo Card issuance Trust
N/A
WF Card Issuance Trust
92970QAE5
675000.00000000
PA
USD
677791.01000000
0.019116941091
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
4.29000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QT8
1500000.00000000
PA
USD
1229531.25000000
0.034678648918
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.12500000
N
N
N
N
N
N
SALISBURY RECEIVABLES COMPANY LLC
N/A
SALISBURY RECEIVABLES COMPANY LLC
000000000
2996595.00000000
PA
USD
2996595.00000000
0.084518279593
Long
STIV
CORP
US
N
2
2025-07-09
Fixed
4.45000000
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
1200000.00000000
PA
USD
1090584.00000000
0.030759673373
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKV2
14900000.00000000
PA
USD
15147945.39000000
0.427244350251
Long
DBT
UST
US
N
2
2027-06-15
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JAZ99
322333.63000000
PA
USD
302612.18000000
0.008535107626
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV3T0
777333.45000000
PA
USD
681832.38000000
0.019230927011
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296RUJ4
15855.25000000
PA
USD
16233.09000000
0.000457850606
Long
ABS-MBS
USGA
US
N
2
2038-09-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SWX1
729121.07000000
PA
USD
675016.31000000
0.019038681309
Long
ABS-MBS
USGA
US
N
2
2047-02-20
Fixed
3.50000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AT2
1100000.00000000
PA
USD
939906.00000000
0.026509834695
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.50000000
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBB4
1400000.00000000
PA
USD
1298752.00000000
0.036631004409
Long
DBT
CORP
GB
N
2
2029-10-24
Fixed
2.37500000
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FQ6
1200000.00000000
PA
USD
993588.00000000
0.028023923281
Long
DBT
CORP
US
N
2
2036-04-06
Fixed
2.89100000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439BA6
2000000.00000000
PA
USD
2033040.00000000
0.057341430238
Long
DBT
CORP
GB
N
2
2035-11-26
Fixed
5.59000000
N
N
N
N
N
N
FIRST ABU DHABI BANK USA NV
N/A
FIRST ABU DHABI BANK USA NV
000000000
2000000.00000000
PA
USD
2000000.00000000
0.056409544562
Long
STIV
CORP
US
N
2
2025-07-01
Fixed
4.32000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKD2
15000000.00000000
PA
USD
15267187.50000000
0.430607546810
Long
DBT
UST
US
N
2
2029-02-28
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296QPK9
50277.34000000
PA
USD
51450.77000000
0.001451157251
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U6V9
556549.60000000
PA
USD
512370.59000000
0.014451295814
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
3.50000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBD0
1100000.00000000
PA
USD
1090969.00000000
0.030770532210
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE33
3463636.56000000
PA
USD
2999833.77000000
0.084609628364
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2Q9
368286.32000000
PA
USD
349013.41000000
0.009843843752
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
4.00000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XBA6
1000000.00000000
PA
USD
928380.00000000
0.026184746490
Long
DBT
CORP
US
N
2
2054-04-18
Fixed
5.75000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RM2
3100000.00000000
PA
USD
2374406.25000000
0.066969587584
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DET5
225182.16000000
PA
USD
205136.92000000
0.005785840115
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KW2
5900000.00000000
PA
USD
6047028.00000000
0.170555047717
Long
DBT
NUSS
XX
N
2
2028-08-01
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384WEF3
242.77000000
PA
USD
246.22000000
0.000006944579
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
8.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
1100000.00000000
PA
USD
1009866.00000000
0.028483040564
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63253QAL8
1000000.00000000
PA
USD
1027670.00000000
0.028985198330
Long
DBT
CORP
AU
N
2
2030-01-14
Fixed
4.90100000
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HBG1
1000000.00000000
PA
USD
1028420.00000000
0.029006351909
Long
DBT
CORP
US
N
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XM87
39015.08000000
PA
USD
39215.61000000
0.001106067349
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404RYN1
7954.35000000
PA
USD
8229.61000000
0.000232114276
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DBY4
106271.98000000
PA
USD
107923.50000000
0.003043957741
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.00000000
N
N
N
N
N
N
MIZUHO BANK LIMITED NEW YORK
N/A
MIZUHO BANK LIMITED NEW YORK
000000000
2000440.00000000
PA
USD
2000440.00000000
0.056421954662
Long
STIV
CORP
US
N
2
2025-10-10
Floating
4.75000000
N
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DL9
1000000.00000000
PA
USD
712086.40000000
0.020084234756
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFF0
12054835.26000000
PA
USD
9827058.79000000
0.277169955365
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XDDA5
244162.35000000
PA
USD
239676.74000000
0.006760027872
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
5100000.00000000
PA
USD
4775671.88000000
0.134696737864
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLP4
15200000.00000000
PA
USD
15122812.58000000
0.426535485068
Long
DBT
UST
US
N
2
2026-09-30
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TK4
2200000.00000000
PA
USD
1846281.25000000
0.052073942223
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FA0
1700000.00000000
PA
USD
1826565.00000000
0.051517849881
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292LR30
36247.43000000
PA
USD
37006.25000000
0.001043752854
Long
ABS-MBS
USGA
US
N
2
2036-03-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y9BV9
362388.10000000
PA
USD
347667.66000000
0.009805887179
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XX68
2294900.85000000
PA
USD
2309966.74000000
0.065152085878
Long
ABS-MBS
USGA
US
N
2
2053-04-20
Fixed
5.50000000
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY
N/A
PG&E Wildfire Recovery Funding LLC
693342AJ6
500000.00000000
PA
USD
474610.00000000
0.013386266972
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.21200000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523BZ2
1200000.00000000
PA
USD
1199064.00000000
0.033819327070
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BWG9
41683.83000000
PA
USD
43501.62000000
0.001226953285
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
6.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016HZZ6
2000000.00000000
PA
USD
2027480.00000000
0.057184611704
Long
DBT
CORP
CA
N
2
2030-08-02
Fixed
4.96900000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36177NVJ6
120585.45000000
PA
USD
112773.65000000
0.003180755117
Long
ABS-MBS
USGA
US
N
2
2042-02-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GKDZ6
545474.83000000
PA
USD
529223.71000000
0.014926634226
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109CG7
1000000.00000000
PA
USD
1011590.00000000
0.028531665591
Long
DBT
US
N
2
2034-02-15
Fixed
5.12500000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209V2S2
2384.76000000
PA
USD
2417.09000000
0.000068173473
Long
ABS-MBS
USGA
US
N
2
2028-12-15
Fixed
6.50000000
N
N
N
N
N
N
MIZUHO BANK LIMITED NEW YORK
N/A
MIZUHO BANK LIMITED NEW YORK
000000000
1999676.00000000
PA
USD
1999676.00000000
0.056400406216
Long
STIV
CORP
US
N
2
2025-09-11
Floating
4.58000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RTA7
242422.15000000
PA
USD
231696.97000000
0.006534960277
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XHY5
8191205.20000000
PA
USD
7913259.01000000
0.223191668378
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.50000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CD0
313000.00000000
PA
USD
325347.85000000
0.009176362021
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.12500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DMN9
761941.71000000
PA
USD
639484.27000000
0.018036508212
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGY5
2600000.00000000
PA
USD
2485418.00000000
0.070100648713
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294MGC9
7467.59000000
PA
USD
7424.55000000
0.000209407742
Long
ABS-MBS
USGSE
US
N
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVR8
523103.73000000
PA
USD
478078.54000000
0.013484096353
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDBE0
243054.07000000
PA
USD
233170.69000000
0.006576526214
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WP93
2223395.79000000
PA
USD
1812284.37000000
0.051115067964
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CGD0
1215654.53000000
PA
USD
1080244.00000000
0.030468036028
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB90
804163.44000000
PA
USD
668297.48000000
0.018849178239
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VVZ0
6862196.37000000
PA
USD
6092077.80000000
0.171825667067
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWNJ8
1895375.42000000
PA
USD
1896677.39000000
0.053495353875
Long
ABS-MBS
USGSE
US
N
2
2054-12-01
Fixed
5.50000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAF4
1100000.00000000
PA
USD
614196.00000000
0.017323258315
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.05000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAW1
1900000.00000000
PA
USD
1592713.00000000
0.044922107474
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371LCD9
35219.58000000
PA
USD
35798.51000000
0.001009688822
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAR1
1100000.00000000
PA
USD
958023.00000000
0.027020820555
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.95000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHY0
6000000.00000000
PA
USD
6048750.00000000
0.170603616335
Long
DBT
UST
US
N
2
2026-09-15
Fixed
4.62500000
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AV8
2000000.00000000
PA
USD
2121220.00000000
0.059828527058
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4KX1
1100000.00000000
PA
USD
1247179.22000000
0.035176405893
Long
DBT
USGSE
US
N
2
2032-07-15
Fixed
6.25000000
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CC1
3500000.00000000
PA
USD
3407040.00000000
0.096094787352
Long
DBT
CORP
GB
N
2
2030-05-22
Fixed
3.97300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWR7
567613.06000000
PA
USD
541276.01000000
0.015266566603
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ARCF6
86496.27000000
PA
USD
88091.93000000
0.002484612825
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
5.00000000
N
N
N
N
N
N
SOLVENTUM CORP
254900I70403OSGY4M28
Solventum Corp
83444MAS0
1000000.00000000
PA
USD
999780.00000000
0.028198567231
Long
DBT
CORP
US
N
2
2054-04-30
Fixed
5.90000000
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BX7
1000000.00000000
PA
USD
914360.00000000
0.025789315582
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAT5
1000000.00000000
PA
USD
990170.00000000
0.027927519369
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXE5
558562.91000000
PA
USD
517391.06000000
0.014592897027
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411VGK9
29985.47000000
PA
USD
30972.71000000
0.000873578232
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XLPD4
5249197.99000000
PA
USD
4362329.35000000
0.123038505931
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
2.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785DV5
1100000.00000000
PA
USD
1153526.00000000
0.032534938150
Long
DBT
NUSS
XX
N
2
2036-02-15
Fixed
4.87500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406HSM0
23046.48000000
PA
USD
23843.99000000
0.000672514308
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.50000000
N
N
N
N
N
N
MIZUHO BANK LIMITED NEW YORK
N/A
MIZUHO BANK LIMITED NEW YORK
000000000
1999850.00000000
PA
USD
1999850.00000000
0.056405313846
Long
STIV
CORP
US
N
2
2025-08-19
Floating
4.60000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HK29
118.32000000
PA
USD
122.05000000
0.000003442392
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
6.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
3000000.00000000
PA
USD
2604090.00000000
0.073447765449
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FX1
2000000.00000000
PA
USD
2031780.00000000
0.057305892225
Long
DBT
CORP
US
N
2
2029-07-17
Fixed
4.50000000
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718GG8
2000000.00000000
PA
USD
2006320.00000000
0.056587798723
Long
DBT
CORP
US
N
2
2034-01-29
Fixed
4.55000000
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650EE6
5000000.00000000
PA
USD
4939600.00000000
0.139320293159
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
6.00000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CY1
900000.00000000
PA
USD
637164.00000000
0.017971065525
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D57E6
6674299.32000000
PA
USD
6112768.83000000
0.172409252857
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDJ7
19900000.00000000
PA
USD
17030046.88000000
0.480328594187
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452151LF8
1073235.30000000
PA
USD
1076438.59000000
0.030360705305
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JK3
1000000.00000000
PA
USD
973030.00000000
0.027444089572
Long
DBT
NUSS
XX
N
2
2026-03-26
Fixed
0.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYY2
2683296.28000000
PA
USD
2240337.30000000
0.063188203379
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBL4
7500000.00000000
PA
USD
6489843.75000000
0.183044565108
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6AG5
594045.50000000
PA
USD
543791.91000000
0.015337526989
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297KKW0
124861.88000000
PA
USD
124741.02000000
0.003518292063
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680CF8
3600000.00000000
PA
USD
3320784.00000000
0.093661956514
Long
DBT
CORP
US
N
2
2054-11-01
Fixed
5.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4X9
231794.73000000
PA
USD
225580.25000000
0.006362439582
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLK5
15400000.00000000
PA
USD
15325406.25000000
0.432249593396
Long
DBT
UST
US
N
2
2029-08-31
Fixed
3.62500000
N
N
N
N
N
N
SHELL FINANCE US INC
N/A
Shell Finance US Inc
822905AF2
2000000.00000000
PA
USD
1860200.00000000
0.052466517397
Long
DBT
CORP
US
N
2
2029-11-07
Fixed
2.37500000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VN48
511712.96000000
PA
USD
471395.39000000
0.013295599629
Long
ABS-MBS
USGA
US
N
2
2050-06-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400KEF9
24647.24000000
PA
USD
25493.86000000
0.000719048515
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5MN6
2096301.37000000
PA
USD
2006534.83000000
0.056593857954
Long
ABS-MBS
USGA
US
N
2
2055-05-20
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGC9
500000.00000000
PA
USD
502109.38000000
0.014161880723
Long
DBT
UST
US
N
2
2027-12-31
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312931UF3
108079.82000000
PA
USD
107909.88000000
0.003043573592
Long
ABS-MBS
USGSE
US
N
2
2039-03-01
Fixed
4.50000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513YJJ8
1000000.00000000
PA
USD
753266.08000000
0.021245698253
Long
DBT
NUSS
IL
N
2
2048-01-17
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208CJQ1
1275.30000000
PA
USD
1294.65000000
0.000036515308
Long
ABS-MBS
USGA
US
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021BA3
1000000.00000000
PA
USD
1015430.00000000
0.028639971917
Long
DBT
CORP
US
N
2
2035-05-09
Fixed
5.30000000
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BJ9
1100000.00000000
PA
USD
937926.00000000
0.026453989246
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.45000000
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBL6
1300000.00000000
PA
USD
1295437.00000000
0.036537505589
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.95000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390GHF7
15377.63000000
PA
USD
16285.08000000
0.000459316972
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCW9
8000000.00000000
PA
USD
7710312.48000000
0.217467607714
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z94
8300000.00000000
PA
USD
7511500.00000000
0.211860146989
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2025-C64
95004BAW1
3050000.00000000
PA
USD
3183077.20000000
0.089777967579
Long
ABS-MBS
CORP
US
N
2
2058-02-15
Fixed
5.64500000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667BM2
1000000.00000000
PA
USD
1018240.00000000
0.028719227327
Long
DBT
CORP
US
N
2
2035-02-10
Fixed
5.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BWF9
518269.78000000
PA
USD
479458.12000000
0.013523007092
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDG3
14100000.00000000
PA
USD
13597687.50000000
0.383519679487
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEB3
2100000.00000000
PA
USD
1968093.75000000
0.055509636046
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EC3
900000.00000000
PA
USD
744120.00000000
0.020987735149
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
4.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D55T5
877928.95000000
PA
USD
825031.83000000
0.023269834889
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLP1
9740512.88000000
PA
USD
8285840.72000000
0.233700250665
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419LYR8
470628.30000000
PA
USD
469069.12000000
0.013229987713
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAW2
1600000.00000000
PA
USD
1313920.00000000
0.037058814395
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.11400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV82
1702385.37000000
PA
USD
1423509.08000000
0.040149749441
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EWZ9
1376734.79000000
PA
USD
1318215.60000000
0.037179970815
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
4.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2022-C15
05552FBA4
730000.00000000
PA
USD
673388.09000000
0.018992757735
Long
ABS-MBS
CORP
US
N
2
2055-04-15
Variable
3.66200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UEB4
176532.10000000
PA
USD
176199.83000000
0.004969676081
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFJ5
5300000.00000000
PA
USD
5172882.84000000
0.145899982539
Long
DBT
UST
US
N
2
2029-08-31
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG58
339944.14000000
PA
USD
322346.91000000
0.009091721192
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UKZ4
121910.72000000
PA
USD
121681.26000000
0.003431992229
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36180AB93
977443.54000000
PA
USD
960425.24000000
0.027088575187
Long
ABS-MBS
USGA
US
N
2
2054-10-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVB2
539904.12000000
PA
USD
501477.05000000
0.014144045999
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMSX2
351409.68000000
PA
USD
340862.47000000
0.009613948345
Long
ABS-MBS
USGSE
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
OCBC NEW YORK
N/A
OCBC NEW YORK
000000000
2000026.00000000
PA
USD
2000026.00000000
0.056410277886
Long
STIV
CORP
US
N
2
2025-07-11
Floating
4.62000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406T4P3
6233.96000000
PA
USD
6448.85000000
0.000181888345
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.50000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AF7
1000000.00000000
PA
USD
956580.00000000
0.026980121068
Long
DBT
CORP
US
N
2
2048-01-23
Fixed
4.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFM8
4000000.00000000
PA
USD
4036562.52000000
0.113850326675
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.12500000
N
N
N
N
N
Deutsche Bank Securities Inc.
9J6MBOOO7BECTDTUZW19
Deutsche Bank Securities Inc.
000000000
4002124.06000000
PA
USD
4002124.06000000
0.112878997753
Long
RA
CORP
US
N
2
Repurchase
Y
4.38000000
2025-07-01
6163599.22000000
USD
4082167.51000000
USD
UST
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAL5
6300000.00000000
PA
USD
5850140.63000000
0.165001884281
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.37500000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AQ4
1800000.00000000
PA
USD
1583406.00000000
0.044659605658
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BT5
1600000.00000000
PA
USD
1516688.00000000
0.042777839661
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
6.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128284N7
5900000.00000000
PA
USD
5768171.88000000
0.162689974353
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AWN3
27902.56000000
PA
USD
29274.45000000
0.000825679195
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BTK2
444856.86000000
PA
USD
423297.95000000
0.011939022286
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
3.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDL3
1000000.00000000
PA
USD
803750.00000000
0.022669585720
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ5T3
138785.36000000
PA
USD
131269.79000000
0.003702434534
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HMN7
3000000.00000000
PA
USD
2998740.00000000
0.084578778830
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.90000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3E2
176070.10000000
PA
USD
171349.61000000
0.004832876730
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297S6L4
33234.95000000
PA
USD
33792.96000000
0.000953122741
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAN3
5431612.08000000
PA
USD
4336025.02000000
0.122296598294
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
1500000.00000000
PA
USD
1295640.00000000
0.036543231158
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A9RJ5
275373.03000000
PA
USD
273343.62000000
0.007709594556
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31380YN30
23901.65000000
PA
USD
24121.30000000
0.000680335773
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJW2
15200000.00000000
PA
USD
15338937.58000000
0.432631241478
Long
DBT
UST
US
N
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJSS0
700802.27000000
PA
USD
636963.49000000
0.017965410186
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SD1
7700000.00000000
PA
USD
5694390.63000000
0.160608990998
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAD6
1000000.00000000
PA
USD
996820.00000000
0.028115081105
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31306YYA3
88703.12000000
PA
USD
87040.80000000
0.002454965943
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CJH8
608401.14000000
PA
USD
582374.72000000
0.016425746359
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
3742518.00000000
PA
USD
2980852.56000000
0.084074267658
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBK1
1400000.00000000
PA
USD
1294216.00000000
0.036503067562
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.65000000
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EK0
1500000.00000000
PA
USD
1461270.00000000
0.041214787591
Long
DBT
CORP
US
N
2
2054-02-22
Fixed
5.55000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y1GZ2
518647.36000000
PA
USD
480763.88000000
0.013559835756
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VDN7
5119200.00000000
PA
USD
4550714.02000000
0.128351852650
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKX8
2000000.00000000
PA
USD
2037500.00000000
0.057467223522
Long
DBT
UST
US
N
2
2029-06-30
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406VCQ7
10490.16000000
PA
USD
10652.12000000
0.000300440618
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBC6
1500000.00000000
PA
USD
1326030.00000000
0.037400374187
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHZ7
4000000.00000000
PA
USD
4150937.52000000
0.117076247504
Long
DBT
UST
US
N
2
2030-09-30
Fixed
4.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
8000000.00000000
PA
USD
7850625.04000000
0.221425091517
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.12500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05Y5
750000.00000000
PA
USD
701147.03000000
0.019775692316
Long
DBT
USGSE
US
N
2
2027-10-08
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A25M7
235538.44000000
PA
USD
228707.76000000
0.006450650289
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MFSZ1
711447.70000000
PA
USD
648609.99000000
0.018293897067
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FGW1
2942290.92000000
PA
USD
2814710.13000000
0.079388258253
Long
ABS-MBS
USGSE
US
N
2
2055-02-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810UA4
5700000.00000000
PA
USD
5537906.25000000
0.156195384695
Long
DBT
UST
US
N
2
2054-05-15
Fixed
4.62500000
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
Cisco Systems Inc
17275RBR2
3000000.00000000
PA
USD
3073560.00000000
0.086689059892
Long
DBT
CORP
US
N
2
2029-02-26
Fixed
4.85000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AGZ4
216773.98000000
PA
USD
210518.83000000
0.005937635661
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RLN7
723022.20000000
PA
USD
648381.65000000
0.018287456789
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
3.00000000
N
N
N
N
N
N
COUNCIL OF EUROPE
549300UYNXMI821WYG82
Council Of Europe Development Bank
222213BH2
1000000.00000000
PA
USD
996920.00000000
0.028117901582
Long
DBT
NUSS
XX
N
2
2028-05-08
Fixed
3.62500000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AQ2
1800000.00000000
PA
USD
1761588.00000000
0.049685188393
Long
DBT
CORP
GB
N
2
2028-11-07
Fixed
3.57400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SJ8
6000000.00000000
PA
USD
3764062.50000000
0.106164525664
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LAFY1
21055.61000000
PA
USD
21769.41000000
0.000614001251
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FLP0
2092673.01000000
PA
USD
2002045.70000000
0.056467243064
Long
ABS-MBS
USGSE
US
N
2
2055-06-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YU51
1970255.62000000
PA
USD
1935951.44000000
0.054603069512
Long
ABS-MBS
USGA
US
N
2
2054-04-20
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4P7
1007455.45000000
PA
USD
883682.21000000
0.024924055501
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABN4
1500000.00000000
PA
USD
993900.00000000
0.028032723170
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419B5X9
142017.46000000
PA
USD
137898.91000000
0.003889407354
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
2100000.00000000
PA
USD
1988196.00000000
0.056076615430
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACB9
2200000.00000000
PA
USD
1970914.00000000
0.055589180555
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EV80
1523840.51000000
PA
USD
1526921.05000000
0.043066460506
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TR9
3200000.00000000
PA
USD
2610500.00000000
0.073628558039
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7E6
4061768.15000000
PA
USD
3225212.23000000
0.090966376505
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5A41
8809102.62000000
PA
USD
8826221.26000000
0.248941560741
Long
ABS-MBS
USGA
US
N
2
2054-11-20
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SY5
3700000.00000000
PA
USD
2686546.88000000
0.075773442972
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
94973VAL1
1800000.00000000
PA
USD
1889982.00000000
0.053306511925
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.85000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GCU6
2075000.00000000
PA
USD
2268556.00000000
0.063984105386
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.12500000
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAH7
2000000.00000000
PA
USD
1998840.00000000
0.056376827026
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
5.30000000
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AS7
2000000.00000000
PA
USD
2023240.00000000
0.057065023470
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.96400000
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A7D0
1200000.00000000
PA
USD
1387871.28000000
0.039144593407
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HL28
690.85000000
PA
USD
712.62000000
0.000020099284
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
6.00000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAK9
1400000.00000000
PA
USD
1488928.00000000
0.041994875182
Long
DBT
CORP
US
N
2
2032-11-22
Fixed
5.90500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418B3S3
574604.94000000
PA
USD
510600.28000000
0.014401364624
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405SCP7
29470.45000000
PA
USD
30486.34000000
0.000859860277
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296QQL6
30295.66000000
PA
USD
31001.18000000
0.000874381222
Long
ABS-MBS
USGA
US
N
2
2039-02-15
Fixed
5.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK9
06540RAE4
1000000.00000000
PA
USD
976383.91000000
0.027538685840
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
3.53800000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063EGT7
3000000.00000000
PA
USD
3053235.60000000
0.086115814818
Long
DBT
MUN
US
N
2
2029-08-01
Fixed
4.50000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAF1
1100000.00000000
PA
USD
1043174.00000000
0.029422485119
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PTJ48
13507.17000000
PA
USD
13440.83000000
0.000379095549
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FBQ9
1619989.06000000
PA
USD
1671991.83000000
0.047158148821
Long
ABS-MBS
USGSE
US
N
2
2054-08-01
Fixed
6.50000000
N
N
N
N
N
N
WESTPAC BKG CORP, NEW YORK
N/A
WESTPAC BKG CORP, NEW YORK
000000000
3003237.00000000
PA
USD
3003237.00000000
0.084705615691
Long
STIV
CORP
US
N
2
2026-04-10
Floating
4.79000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7C3
2449646.35000000
PA
USD
2051392.52000000
0.057859058885
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5EW5
1474672.22000000
PA
USD
1496374.37000000
0.042204898353
Long
ABS-MBS
USGA
US
N
2
2055-01-20
Fixed
6.00000000
N
N
N
N
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co
546676AY3
800000.00000000
PA
USD
637248.00000000
0.017973434726
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.25000000
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAW6
500000.00000000
PA
USD
500470.00000000
0.014115642383
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.87500000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BX6
2000000.00000000
PA
USD
1715780.00000000
0.048393184184
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.66900000
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BB8
1100000.00000000
PA
USD
1028357.00000000
0.029004575008
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DJ5
5000000.00000000
PA
USD
5098100.00000000
0.143790749566
Long
DBT
CORP
US
N
2
2034-02-13
Fixed
5.25000000
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
5700000.00000000
PA
USD
4470510.00000000
0.126089716530
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6W0
1384741.60000000
PA
USD
1260114.99000000
0.035541256340
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416RZN6
7513.28000000
PA
USD
7492.85000000
0.000211334127
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJX47
450677.14000000
PA
USD
415352.98000000
0.011714936217
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CB7
1100000.00000000
PA
USD
1049048.00000000
0.029588159951
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.10000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBH6
1000000.00000000
PA
USD
721340.00000000
0.020345230437
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400KP75
45558.24000000
PA
USD
47266.04000000
0.001333127894
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296NVA2
59069.99000000
PA
USD
60116.63000000
0.001695575859
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7A7
3552299.08000000
PA
USD
2976980.94000000
0.083965069497
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBW4
7600000.00000000
PA
USD
6082584.00000000
0.171557896600
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AR4
1000000.00000000
PA
USD
991500.00000000
0.027965031716
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
4.60900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E7TW4
92401.83000000
PA
USD
91242.18000000
0.002573464909
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
1000000.00000000
PA
USD
641920.00000000
0.018105207422
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDR2
1927000.00000000
PA
USD
1807718.70000000
0.050986294281
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2T6
251742.56000000
PA
USD
238491.17000000
0.006726589140
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371HHT8
333.45000000
PA
USD
342.28000000
0.000009653929
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
6.50000000
N
N
N
N
N
N
Bank5
N/A
BANK5 2023-5YR1
06644EAG3
1000000.00000000
PA
USD
1039794.68000000
0.029327172168
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Variable
6.26000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
1000000.00000000
PA
USD
943930.00000000
0.026623330699
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ5P1
149264.52000000
PA
USD
145443.81000000
0.004102209540
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCH7
1600000.00000000
PA
USD
1384688.00000000
0.039054809720
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DW73
1387475.00000000
PA
USD
1239775.26000000
0.034967578888
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
3365678.45000000
PA
USD
2689414.80000000
0.075854332003
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2G4
290016.22000000
PA
USD
266281.99000000
0.007510422890
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418WPP9
364410.76000000
PA
USD
363203.39000000
0.010244068906
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BG3
600000.00000000
PA
USD
479682.00000000
0.013529321577
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.35000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296N2F3
28844.75000000
PA
USD
29358.23000000
0.000828042191
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
EL PASO NATURAL GAS
N/A
El Paso Natural Gas Co LLC
283695BK9
220000.00000000
PA
USD
258284.40000000
0.007284852685
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
8.37500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418APY8
338256.57000000
PA
USD
326900.12000000
0.009220143443
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSN3
518753.14000000
PA
USD
487337.71000000
0.013745249134
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B9H34
477807.59000000
PA
USD
456733.72000000
0.012882070565
Long
ABS-MBS
USGSE
US
N
2
2031-03-25
Fixed
1.61000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
1900000.00000000
PA
USD
1619047.00000000
0.045664851947
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CV0
2400000.00000000
PA
USD
2129328.00000000
0.060057211351
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.65000000
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAT0
900000.00000000
PA
USD
895410.00000000
0.025254835148
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
4.10300000
N
N
N
N
N
N
World Omni Automobile Lease Securitization Trust
N/A
World Omni Automobile Lease Securitization Trust 2025-A
98164PAF7
500000.00000000
PA
USD
500791.03000000
0.014124696961
Long
ABS-O
CORP
US
N
2
2030-05-15
Fixed
4.68000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213DGZ5
16580.93000000
PA
USD
17595.11000000
0.000496266070
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5MQ9
3990991.76000000
PA
USD
3997703.93000000
0.112754328992
Long
ABS-MBS
USGA
US
N
2
2055-05-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292EM80
67757.68000000
PA
USD
67945.56000000
0.001916389047
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
4.50000000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABL6
1000000.00000000
PA
USD
951700.00000000
0.026842481779
Long
DBT
US
N
2
2029-07-01
Fixed
3.00000000
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBF0
1100000.00000000
PA
USD
965085.00000000
0.027220002656
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BR2
1800000.00000000
PA
USD
1782666.00000000
0.050279688583
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31387G2U5
16124.93000000
PA
USD
16614.84000000
0.000468617778
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJN2
2000000.00000000
PA
USD
2042031.26000000
0.057595026679
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.37500000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764BL3
1500000.00000000
PA
USD
1482690.00000000
0.041818933813
Long
DBT
CORP
US
N
2
2026-05-16
Fixed
2.95400000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91086QBF4
1100000.00000000
PA
USD
829709.27000000
0.023401761019
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
4.60000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TZ1
4200000.00000000
PA
USD
4058906.25000000
0.114480526491
Long
DBT
UST
US
N
2
2044-02-15
Fixed
4.50000000
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CE3
2400000.00000000
PA
USD
2545632.00000000
0.071798970871
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85300000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VTW0
3187534.49000000
PA
USD
2714210.70000000
0.076553694716
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5J0
1351632.55000000
PA
USD
1134401.42000000
0.031995533726
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JZ5
1900000.00000000
PA
USD
1882064.00000000
0.053083186538
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36230SAB0
339197.99000000
PA
USD
327284.83000000
0.009230994101
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31379RWW4
2281.30000000
PA
USD
2291.38000000
0.000064627851
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
7.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RCB1
2000000.00000000
PA
USD
2041220.00000000
0.057572145275
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
4.94200000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKU3
1220320.58000000
PA
USD
1201335.20000000
0.033883385749
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMPU1
86448.77000000
PA
USD
85380.45000000
0.002408136149
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
3.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HBG9
2000000.00000000
PA
USD
2077280.00000000
0.058589209364
Long
DBT
CORP
ES
N
2
2031-07-15
Fixed
5.43900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417LD36
168695.40000000
PA
USD
163827.59000000
0.004620719869
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XC3V8
12146895.75000000
PA
USD
11065604.60000000
0.312102857895
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
3.50000000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868CL8
2000000.00000000
PA
USD
2061800.00000000
0.058152599489
Long
DBT
NUSS
XX
N
2
2030-01-22
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NQ68
151209.97000000
PA
USD
148935.05000000
0.004200679169
Long
ABS-MBS
USGA
US
N
2
2043-10-20
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
2100000.00000000
PA
USD
1821813.00000000
0.051383820803
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKR1
14900000.00000000
PA
USD
15096726.64000000
0.425799737071
Long
DBT
UST
US
N
2
2027-05-15
Fixed
4.50000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DG0
1400000.00000000
PA
USD
1320256.00000000
0.037237519832
Long
DBT
NUSS
XX
N
2
2029-06-18
Fixed
2.25000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
1500000.00000000
PA
USD
1450275.00000000
0.040904676119
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FBM7
1100000.00000000
PA
USD
1042866.00000000
0.029413798049
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
5.50000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBB6
7200000.00000000
PA
USD
6674625.00000000
0.188256278186
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138NXV79
366241.03000000
PA
USD
333818.25000000
0.009415267724
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ96
757620.41000000
PA
USD
663125.42000000
0.018703301464
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NV3
1800000.00000000
PA
USD
1655640.00000000
0.046696949179
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCJ8
1000000.00000000
PA
USD
1002220.00000000
0.028267386875
Long
DBT
US
N
2
2034-03-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJG7
4800000.00000000
PA
USD
5039250.00000000
0.142130898717
Long
DBT
UST
US
N
2
2030-10-31
Fixed
4.87500000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAM3
1300000.00000000
PA
USD
1216124.00000000
0.034300500485
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.62500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403MPJ2
10720.12000000
PA
USD
11091.08000000
0.000312821385
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAB2
1200000.00000000
PA
USD
1209444.00000000
0.034112092606
Long
DBT
CORP
NL
N
2
2043-12-01
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312937BJ3
75777.47000000
PA
USD
75658.24000000
0.002133923430
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TH1
3100000.00000000
PA
USD
2564281.25000000
0.072324968720
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJZ93
4000000.00000000
PA
USD
3962249.76000000
0.111754352201
Long
ABS-MBS
USGSE
US
N
2
2028-10-25
Variable
3.78000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A1BA8
234624.88000000
PA
USD
227820.69000000
0.006425630682
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl
46590XAX4
2400000.00000000
PA
USD
2487792.00000000
0.070167606842
Long
DBT
CORP
LU
N
2
2052-12-01
Fixed
6.50000000
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F1G44
1500000.00000000
PA
USD
1476383.73000000
0.041641066904
Long
ABS-MBS
USGSE
US
N
2
2027-04-25
Fixed
3.24300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CQB3
377728.94000000
PA
USD
357400.15000000
0.010080389843
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36181BQJ2
174462.45000000
PA
USD
171365.03000000
0.004833311648
Long
ABS-MBS
USGA
US
N
2
2028-08-15
Fixed
3.00000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAP9
2000000.00000000
PA
USD
1946620.00000000
0.054903973817
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.49300000
N
N
N
N
N
PHILLIPS 66 CO
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AY8
2600000.00000000
PA
USD
2521714.00000000
0.071124369128
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.95000000
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECW9
1800000.00000000
PA
USD
1945278.00000000
0.054866123013
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.10000000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
3800000.00000000
PA
USD
3794680.00000000
0.107028085279
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXX3
527979.84000000
PA
USD
489062.28000000
0.013793890238
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
806605AH4
1000000.00000000
PA
USD
1136660.00000000
0.032059236461
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DA85
286766.52000000
PA
USD
286723.07000000
0.008086958897
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
5.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
1000000.00000000
PA
USD
718660.00000000
0.020269641647
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
900000.00000000
PA
USD
974781.00000000
0.027493476128
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K7LJ5
35095.60000000
PA
USD
35684.71000000
0.001006479119
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FE37
14293247.25000000
PA
USD
14299232.26000000
0.403306589688
Long
ABS-MBS
USGSE
US
N
2
2054-12-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DSR46
9234888.10000000
PA
USD
9072939.65000000
0.255900196748
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DW65
1927804.80000000
PA
USD
1656762.85000000
0.046728618908
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CA0
2000000.00000000
PA
USD
1776760.00000000
0.050113111198
Long
DBT
CORP
US
N
2
2047-02-06
Fixed
4.25000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A9DX9
17402.31000000
PA
USD
17284.47000000
0.000487504540
Long
ABS-MBS
USGSE
US
N
2
2026-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335A5Q7
221229.39000000
PA
USD
218369.06000000
0.006159049610
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FC96
1444497.29000000
PA
USD
1381862.39000000
0.038975114033
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
4.50000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017BA6
200000.00000000
PA
USD
224080.00000000
0.006320125372
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
7.50000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKRH0
158997.08000000
PA
USD
150440.10000000
0.004243128762
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TS7
7600000.00000000
PA
USD
6788937.50000000
0.191480436218
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5R2
914945.08000000
PA
USD
801677.47000000
0.022611130484
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MPWW1
251204.14000000
PA
USD
246293.25000000
0.006946645030
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
2.50000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FT0
3400000.00000000
PA
USD
2599572.00000000
0.073320336288
Long
DBT
CORP
US
N
2
2041-05-20
Fixed
3.20000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRS3
2189650.07000000
PA
USD
1834343.63000000
0.051737244369
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5EV7
1974075.18000000
PA
USD
1977911.38000000
0.055786540065
Long
ABS-MBS
USGA
US
N
2
2055-01-20
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FM86
161066.32000000
PA
USD
159931.81000000
0.004510840281
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B1 Mortgage Trust
08162PAX9
915000.00000000
PA
USD
894869.73000000
0.025239596955
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
3.66600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E2F6
2831677.46000000
PA
USD
2924541.78000000
0.082486034931
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
6.50000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
913366KB5
1000000.00000000
PA
USD
644548.70000000
0.018179349307
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.00600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419MDB4
437641.85000000
PA
USD
424954.05000000
0.011985732210
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2016-C7
12532BAC1
787392.75000000
PA
USD
773266.10000000
0.021809794263
Long
ABS-MBS
CORP
US
N
2
2054-12-10
Fixed
3.58500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZ86
445465.49000000
PA
USD
409009.66000000
0.011536024321
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FMK0
4000000.00000000
PA
USD
4065348.64000000
0.114662232634
Long
ABS-MBS
USGSE
US
N
2
2055-07-01
Fixed
6.00000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBV2
500000.00000000
PA
USD
491425.00000000
0.013860530218
Long
DBT
US
N
2
2027-12-15
Fixed
3.37500000
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214FW8
2000000.00000000
PA
USD
2008020.00000000
0.056635746835
Long
DBT
CORP
AU
N
2
2035-11-20
Fixed
5.61800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EW22
1350967.76000000
PA
USD
1326867.37000000
0.037423992018
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLF6
7900000.00000000
PA
USD
7716078.13000000
0.217630226559
Long
DBT
UST
US
N
2
2034-08-15
Fixed
3.87500000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAP6
1000000.00000000
PA
USD
1018660.00000000
0.028731073331
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
4.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283W8
6000000.00000000
PA
USD
5857031.28000000
0.165196233495
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BU9
933000.00000000
PA
USD
838822.98000000
0.023658811135
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.62500000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AATC2
148292.00000000
PA
USD
151331.14000000
0.004268260342
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMR9
11100000.00000000
PA
USD
11204062.50000000
0.316008031435
Long
DBT
UST
US
N
2
2032-02-29
Fixed
4.12500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
1700000.00000000
PA
USD
1500199.00000000
0.042312771171
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.66800000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDQ8
3272412.75000000
PA
USD
2667723.95000000
0.075242546518
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SK5
3000000.00000000
PA
USD
1929843.75000000
0.054430803506
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGT3
100000.00000000
PA
USD
110773.00000000
0.003124327239
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
7.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAH6
825812.46000000
PA
USD
721789.37000000
0.020357904815
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
3.00000000
N
N
N
N
N
N
PUBLIC STORAGE OP CO
549300LMZF40TKJ6DM64
Public Storage Operating Co
74460DAC3
500000.00000000
PA
USD
489265.00000000
0.013799607910
Long
DBT
US
N
2
2027-09-15
Fixed
3.09400000
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNB82
2250000.00000000
PA
USD
2121239.77000000
0.059829084666
Long
ABS-MBS
USGSE
US
N
2
2029-07-25
Fixed
2.51900000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QFA7
1000000.00000000
PA
USD
1010970.00000000
0.028514178633
Long
DBT
NUSS
XX
N
2
2029-01-25
Fixed
4.12500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E2D1
1314147.93000000
PA
USD
1315436.62000000
0.037101590317
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
5.50000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVS5
1000000.00000000
PA
USD
876160.00000000
0.024711893281
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
2.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BV5
1000000.00000000
PA
USD
802000.00000000
0.022620227369
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208WDF7
126.21000000
PA
USD
128.48000000
0.000003623749
Long
ABS-MBS
USGA
US
N
2
2028-06-15
Fixed
7.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
900000.00000000
PA
USD
891684.00000000
0.025149744166
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
2000000.00000000
PA
USD
1979820.00000000
0.055840372257
Long
DBT
CORP
DE
N
2
2026-11-24
Fixed
2.12900000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBA0
1200000.00000000
PA
USD
1133748.00000000
0.031977104164
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
300000.00000000
PA
USD
258498.00000000
0.007290877225
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292GT30
99.41000000
PA
USD
101.65000000
0.000002867015
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
7.00000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GS7
7600000.00000000
PA
USD
7348820.00000000
0.207271794634
Long
DBT
CORP
US
N
2
2054-08-15
Fixed
5.55000000
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBR4
900000.00000000
PA
USD
590616.00000000
0.016658189785
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.10000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3F8
1500000.00000000
PA
USD
1549020.00000000
0.043689756358
Long
DBT
CORP
US
N
2
2034-07-25
Fixed
5.55700000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02589BAC4
2000000.00000000
PA
USD
2064429.04000000
0.058226750963
Long
ABS-O
CORP
US
N
2
2030-09-15
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ER85
1627388.54000000
PA
USD
1632773.93000000
0.046052016882
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.50000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAL6
1000000.00000000
PA
USD
1012050.00000000
0.028544639787
Long
DBT
CORP
US
N
2
2034-08-09
Fixed
5.25000000
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FBE5
1000000.00000000
PA
USD
923410.00000000
0.026044568772
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.30000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHER9
799029.06000000
PA
USD
710026.02000000
0.020026122207
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KFBZ2
14184.79000000
PA
USD
14873.51000000
0.000419503962
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A6DV6
131316.27000000
PA
USD
127559.54000000
0.003597787777
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXE22
20828.16000000
PA
USD
20934.32000000
0.000590447728
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
4.50000000
N
N
N
N
N
N
ORIX CORP
35380016EMHNBOVYE123
ORIX Corp
686329AB9
1000000.00000000
PA
USD
1012760.00000000
0.028564665175
Long
DBT
CORP
JP
N
2
2035-02-25
Fixed
5.40000000
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECG8
2000000.00000000
PA
USD
2123020.00000000
0.059879295648
Long
DBT
CORP
GB
N
2
2034-05-09
Fixed
6.22400000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAH2
3000000.00000000
PA
USD
3072540.00000000
0.086660291024
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
5.45000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XTA4
6726007.60000000
PA
USD
6312754.36000000
0.178049799190
Long
ABS-MBS
USGA
US
N
2
2053-02-20
Fixed
4.00000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154EE5
2100000.00000000
PA
USD
2085724.85000000
0.058827394435
Long
DBT
NUSS
KR
N
2
2029-09-11
Fixed
4.00000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGH8
4000000.00000000
PA
USD
3980000.00000000
0.112254993678
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWLD3
950505.81000000
PA
USD
884177.51000000
0.024938025325
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBP5
1200000.00000000
PA
USD
1122093.76000000
0.031648398978
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RV2
3000000.00000000
PA
USD
2252343.75000000
0.063526842567
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RD2
3400000.00000000
PA
USD
2969687.50000000
0.083759359683
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYU64
1651737.33000000
PA
USD
1419865.54000000
0.040046984225
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297ULF5
5339.84000000
PA
USD
5429.59000000
0.000153140349
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
1000000.00000000
PA
USD
882160.00000000
0.024881121915
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.88200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBW8
396963.02000000
PA
USD
355982.90000000
0.010040416630
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBE0
1670000.00000000
PA
USD
1479753.60000000
0.041736113320
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
4.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36181GFL8
379520.41000000
PA
USD
341886.87000000
0.009642841314
Long
ABS-MBS
USGA
US
N
2
2043-07-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9DH5
561564.23000000
PA
USD
539612.59000000
0.015219650220
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
3.00000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BM4
2000000.00000000
PA
USD
2048600.00000000
0.057780296495
Long
DBT
CORP
NL
N
2
2035-03-19
Fixed
5.55000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6BD1
11115260.16000000
PA
USD
9903764.05000000
0.279333409756
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
1.50000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233WBM0
1000000.00000000
PA
USD
1037140.00000000
0.029252297523
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
5.87500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EW30
1529330.53000000
PA
USD
1531208.41000000
0.043187384518
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
5.50000000
N
N
N
N
N
N
BLACKROCK INC
529900VBK42Y5HHRMD23
Blackrock Inc
09247XAT8
1000000.00000000
PA
USD
1011100.00000000
0.028517845253
Long
DBT
CORP
US
N
2
2033-05-25
Fixed
4.75000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UST0
217453.52000000
PA
USD
200192.02000000
0.005646370336
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CVL6
254912.33000000
PA
USD
238765.98000000
0.006734340094
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBL4
1000000.00000000
PA
USD
961150.00000000
0.027109016877
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.60000000
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBD2
900000.00000000
PA
USD
711288.00000000
0.020061716066
Long
DBT
CORP
US
N
2
2048-09-14
Fixed
4.00000000
N
N
N
N
N
N
National Bank Of Canada
BSGEFEIOM18Y80CKCV46
National Bank Of Canada
000000000
5000000.00000000
PA
USD
5000000.00000000
0.141023861405
Long
RA
CORP
US
N
2
Repurchase
Y
4.54000000
2025-07-01
90152.02000000
USD
5575524.75000000
USD
EQT
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEC1
8700000.00000000
PA
USD
8432542.95000000
0.237837953655
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CT1
1600000.00000000
PA
USD
1517264.00000000
0.042794085610
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
5.25000000
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAB1
1900000.00000000
PA
USD
1872165.00000000
0.052803987497
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCD6
4900000.00000000
PA
USD
3698177.00000000
0.104306240140
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.15700000
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207YF5
1853000.00000000
PA
USD
2000743.77000000
0.056430522425
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.63700000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAX5
2000000.00000000
PA
USD
2059480.00000000
0.058087164417
Long
DBT
US
N
2
2034-07-01
Fixed
5.62500000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5ET2
2965868.07000000
PA
USD
2838921.71000000
0.080071140354
Long
ABS-MBS
USGA
US
N
2
2055-01-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128ME5D9
548010.07000000
PA
USD
526951.06000000
0.014862534650
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
10700000.00000000
PA
USD
10317140.63000000
0.290992602061
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale
000000000
15000000.00000000
PA
USD
15000000.00000000
0.423071584216
Long
RA
CORP
US
N
2
Repurchase
Y
4.52000000
2025-07-01
195580.10000000
USD
16686646.80000000
USD
EQT
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QSK8
26919.45000000
PA
USD
27850.98000000
0.000785530548
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.50000000
N
N
N
N
N
N
SUMITOMO MITSUI BANKING CORP NY
N/A
SUMITOMO MITSUI BANKING CORP NY
000000000
3000948.00000000
PA
USD
3000948.00000000
0.084641054967
Long
STIV
CORP
US
N
2
2025-10-14
Floating
4.74000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178DZM6
453551.05000000
PA
USD
413275.17000000
0.011656332059
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NTE8
172566.62000000
PA
USD
165850.63000000
0.004677779251
Long
ABS-MBS
USGA
US
N
2
2043-11-20
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PF2
9000000.00000000
PA
USD
9179550.00000000
0.258907117393
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
5.17400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3Y4
172454.16000000
PA
USD
163115.34000000
0.004600631020
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
1500000.00000000
PA
USD
1376175.00000000
0.038814702493
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5HQ1
403930.66000000
PA
USD
370403.40000000
0.010447143549
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CMG6
254843.25000000
PA
USD
241127.98000000
0.006800959766
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SZ2
9600000.00000000
PA
USD
5535000.00000000
0.156113414575
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3H3
1796810.08000000
PA
USD
1498522.72000000
0.042265492075
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
OCBC NEW YORK
N/A
OCBC NEW YORK
000000000
3000018.00000000
PA
USD
3000018.00000000
0.084614824529
Long
STIV
CORP
US
N
2
2025-11-21
Floating
4.62000000
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDG7
1500000.00000000
PA
USD
1543920.00000000
0.043545912020
Long
DBT
CORP
US
N
2
2030-07-26
Fixed
5.46300000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297DF77
65624.97000000
PA
USD
65519.20000000
0.001847954116
Long
ABS-MBS
USGA
US
N
2
2039-05-15
Fixed
4.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEL2
1300000.00000000
PA
USD
1117714.00000000
0.031524868845
Long
DBT
CORP
US
N
2
2062-05-15
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312943R21
170062.54000000
PA
USD
169709.95000000
0.004786630493
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CR7
1000000.00000000
PA
USD
991020.00000000
0.027951493426
Long
DBT
CORP
US
N
2
2034-08-14
Fixed
4.60000000
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AL8
1000000.00000000
PA
USD
868610.00000000
0.024498947251
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.87500000
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAM4
1000000.00000000
PA
USD
983120.00000000
0.027728675725
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.10000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CB5
3100000.00000000
PA
USD
2558988.00000000
0.072175673810
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.80300000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFLC8
518486.09000000
PA
USD
479658.23000000
0.013528651149
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TSF3
489133.70000000
PA
USD
437864.00000000
0.012349854410
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FHZ3
2879075.79000000
PA
USD
2926775.91000000
0.082549048059
Long
ABS-MBS
USGSE
US
N
2
2055-03-01
Fixed
6.00000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAK1
1000000.00000000
PA
USD
978610.00000000
0.027601472202
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG28
1015909.65000000
PA
USD
828145.83000000
0.023357664550
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGP0
12100000.00000000
PA
USD
12190750.00000000
0.343837327686
Long
DBT
UST
US
N
2
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BH0
1500000.00000000
PA
USD
1557690.00000000
0.043934291734
Long
DBT
CORP
US
N
2
2033-08-21
Fixed
5.62500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YKWB5
1061329.41000000
PA
USD
950589.61000000
0.026811163482
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MA4R2
2414599.29000000
PA
USD
2178616.83000000
0.061447391577
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAL8
1000000.00000000
PA
USD
652970.00000000
0.018416870156
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDV5
1000000.00000000
PA
USD
982690.00000000
0.027716547672
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AFH34
149374.23000000
PA
USD
152390.43000000
0.004298137375
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
5.00000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CG6
1000000.00000000
PA
USD
814140.00000000
0.022962633304
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C92
2500000.00000000
PA
USD
2584100.00000000
0.072883952051
Long
DBT
CORP
US
N
2
2028-05-12
Fixed
6.80000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ADXY9
128778.78000000
PA
USD
125326.19000000
0.003534796649
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAU5
3800000.00000000
PA
USD
3529250.00000000
0.099541692573
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50000000
N
N
N
N
N
N
Bank5
N/A
BANK5 2023-5YR3
06211EAA9
1558725.88000000
PA
USD
1625113.90000000
0.045835967480
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Fixed
6.25500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6AR9
69214.54000000
PA
USD
71669.53000000
0.002021422773
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
5.50000000
N
N
N
N
N
N
Peru Government International Bonds
254900STKLK2DBJJZ530
Peru Government International Bonds
715638EC2
1000000.00000000
PA
USD
966022.29000000
0.027246438707
Long
DBT
NUSS
PE
N
2
2054-08-08
Fixed
5.87500000
N
N
N
N
N
N
NATL BANK CANADA
N/A
NATL BANK CANADA
000000000
2000000.00000000
PA
USD
2000000.00000000
0.056409544562
Long
STIV
CORP
US
N
2
2025-07-07
Floating
4.40000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNU7
708297.97000000
PA
USD
635412.76000000
0.017921672200
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKZ1
2000000.00000000
PA
USD
2057140.00000000
0.058021165250
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.37500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E2E9
1164285.27000000
PA
USD
1185083.57000000
0.033425012225
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VXX3
3566719.32000000
PA
USD
2909106.73000000
0.082050692861
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TU2
2200000.00000000
PA
USD
2097562.50000000
0.059161272657
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132JAXZ3
828716.95000000
PA
USD
752992.37000000
0.021237978325
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBF5
2600000.00000000
PA
USD
2291926.00000000
0.064643250915
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HQYV8
492834.87000000
PA
USD
449783.17000000
0.012686031885
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D54V1
492321.23000000
PA
USD
471684.62000000
0.013303757295
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMM0
10300000.00000000
PA
USD
10629921.88000000
0.299814525991
Long
DBT
UST
US
N
2
2035-02-15
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5C8
2830510.15000000
PA
USD
2503793.00000000
0.070618911404
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
3.00000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AV8
2500000.00000000
PA
USD
2449425.00000000
0.069085474344
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.62500000
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CE6
1000000.00000000
PA
USD
928850.00000000
0.026198002733
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.55000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384AF78
858.08000000
PA
USD
872.79000000
0.000024616843
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Y2L7
1864888.88000000
PA
USD
1868512.90000000
0.052700980848
Long
ABS-MBS
USGA
US
N
2
2054-07-20
Fixed
5.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBP9
1000000.00000000
PA
USD
1022630.00000000
0.028843046277
Long
DBT
CORP
IE
N
2
2031-12-15
Fixed
5.37500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WBJU0
165182.60000000
PA
USD
162836.24000000
0.004592759068
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748AZ5
1000000.00000000
PA
USD
995470.00000000
0.028077004662
Long
DBT
CORP
US
N
2
2026-03-14
Fixed
3.75000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFC2
1293401.52000000
PA
USD
1119906.48000000
0.031586707244
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
3.00000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BP7
2333000.00000000
PA
USD
1939726.19000000
0.054709535476
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
1.65000000
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QAQ8
1525000.00000000
PA
USD
1600716.25000000
0.045147837317
Long
DBT
CORP
US
N
2
2036-12-14
Fixed
5.70000000
N
N
N
N
N
Mitsubishi UFJ Trust & Bank Co
N/A
Mitsubishi UFJ Trust & Bank Co
000000000
4969050.00000000
PA
USD
4969050.00000000
0.140150923703
Long
STIV
CORP
US
N
2
2025-08-20
None
0.00000000
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE
64972FT63
300000.00000000
PA
USD
293068.47000000
0.008265929459
Long
DBT
MUN
US
N
2
2043-06-15
Fixed
5.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402ESN9
51311.70000000
PA
USD
52839.74000000
0.001490332834
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA HOUSTON
N/A
BANK OF NOVA SCOTIA HOUSTON
000000000
2999949.00000000
PA
USD
2999949.00000000
0.084612878399
Long
STIV
CORP
US
N
2
2025-08-21
Floating
4.72000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YML5
2582783.27000000
PA
USD
2635437.21000000
0.074331906369
Long
ABS-MBS
USGA
US
N
2
2053-12-20
Fixed
6.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280EM7
6000000.00000000
PA
USD
6076320.00000000
0.171381221907
Long
DBT
CORP
GB
N
2
2028-11-19
Fixed
5.13000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7V29
266641.74000000
PA
USD
270908.63000000
0.007640916218
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QL5
1780000.00000000
PA
USD
1705740.63000000
0.048110026039
Long
DBT
UST
US
N
2
2040-11-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296WE29
14899.68000000
PA
USD
15157.73000000
0.000427520322
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312930XX3
55198.74000000
PA
USD
55117.12000000
0.001554565818
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Fixed
4.50000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAH4
2100000.00000000
PA
USD
2070726.00000000
0.058404355286
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
6.25000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BX2
1900000.00000000
PA
USD
1968020.00000000
0.055507555944
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
5.49200000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5D3
514229.90000000
PA
USD
451053.01000000
0.012721847433
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DSHS4
5404450.50000000
PA
USD
5184950.90000000
0.146240359423
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
4.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
2000000.00000000
PA
USD
1841740.00000000
0.051945857301
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DT2
1300000.00000000
PA
USD
1096197.08000000
0.030917989016
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CB3
1200000.00000000
PA
USD
1320228.00000000
0.037236730099
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
6.25000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130B3A29
2500000.00000000
PA
USD
2503233.53000000
0.070603131680
Long
DBT
USGSE
US
N
2
2026-10-09
Fixed
4.00000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AT6
1000000.00000000
PA
USD
972660.00000000
0.027433653806
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.55000000
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CG7
1500000.00000000
PA
USD
1497570.00000000
0.042238620825
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
4.20000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AHEE9
31676.87000000
PA
USD
32261.24000000
0.000909920927
Long
ABS-MBS
USGA
US
N
2
2040-05-15
Fixed
5.00000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WAQ3
1000000.00000000
PA
USD
1070620.00000000
0.030196593299
Long
DBT
CORP
GB
N
2
2037-02-27
Fixed
6.15000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
1200000.00000000
PA
USD
1119912.00000000
0.031586862934
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128L0VT6
21897.34000000
PA
USD
23484.36000000
0.000662371025
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.50000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AY3
1500000.00000000
PA
USD
1472295.00000000
0.041525745205
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.90000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A4XY6
282236.42000000
PA
USD
274051.48000000
0.007729559586
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NCD5
1500000.00000000
PA
USD
1484505.00000000
0.041870125475
Long
DBT
CORP
CA
N
2
2054-04-05
Fixed
5.95000000
N
N
N
N
N
JAPAN INT'L COOP AGENCY
254900XEIG78M2AJB031
Japan International Cooperation Agency
47109LAJ3
500000.00000000
PA
USD
504371.38000000
0.014225679918
Long
DBT
NUSS
JP
N
2
2030-05-22
Fixed
4.25000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBQ0
2000000.00000000
PA
USD
2021540.00000000
0.057017075357
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.80000000
N
N
N
N
N
BROOKFIELD CAPITAL FIN
N/A
Brookfield Capital Finance LLC
11259NAA2
500000.00000000
PA
USD
530380.00000000
0.014959247122
Long
DBT
CORP
US
N
2
2033-06-14
Fixed
6.08700000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEK3
3000000.00000000
PA
USD
2916360.00000000
0.082255269689
Long
DBT
CORP
US
N
2
2054-06-01
Fixed
5.65000000
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
500000.00000000
PA
USD
369135.00000000
0.010411368615
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
SUMITOMO MITSUI BANKING CORP NY
N/A
SUMITOMO MITSUI BANKING CORP NY
000000000
3000042.00000000
PA
USD
3000042.00000000
0.084615501443
Long
STIV
CORP
US
N
2
2025-07-30
Floating
4.62000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371MF93
344.01000000
PA
USD
342.87000000
0.000009670570
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAY55
4207458.58000000
PA
USD
3966743.35000000
0.111881092884
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
1550670.10000000
PA
USD
1526850.71000000
0.043064476582
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138Y2KX0
202705.55000000
PA
USD
194461.48000000
0.005484741760
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.00000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAW9
1400000.00000000
PA
USD
1399020.00000000
0.039459040516
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.90000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AM7
1100000.00000000
PA
USD
971916.00000000
0.027412669456
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAH6
528000.00000000
PA
USD
572980.32000000
0.016160779447
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QH4
1220000.00000000
PA
USD
1191978.13000000
0.033619471720
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419J5Z7
411339.80000000
PA
USD
399414.53000000
0.011265395864
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PFB3
5000000.00000000
PA
USD
4994850.00000000
0.140878606828
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.00000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FLR6
3981846.08000000
PA
USD
3982807.18000000
0.112334169551
Long
ABS-MBS
USGSE
US
N
2
2055-06-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEF4
5100000.00000000
PA
USD
4991226.59000000
0.140776409374
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
Province of Quebec
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AJ0
1000000.00000000
PA
USD
986714.13000000
0.027830047343
Long
DBT
NUSS
CA
N
2
2026-04-20
Fixed
2.50000000
N
N
N
N
N
N
CF Secured LLC
254900OXTV81I73FAT50
CF Secured LLC
000000000
5000000.00000000
PA
USD
5000000.00000000
0.141023861405
Long
RA
CORP
US
N
2
Repurchase
Y
4.38000000
2025-07-01
183683.90000000
USD
7610.33000000
USD
ACMO
67520.00000000
USD
21740.64000000
USD
ABS
22705517.62000000
USD
5071269.56000000
USD
AMBS
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2023-3
14319BAD4
1510000.00000000
PA
USD
1535378.72000000
0.043305007162
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.26000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FZX7
300475.15000000
PA
USD
280990.56000000
0.007925274757
Long
ABS-MBS
USGA
US
N
2
2041-12-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHX2
7100000.00000000
PA
USD
7240335.97000000
0.204212027272
Long
DBT
UST
US
N
2
2028-08-31
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYJ7
293756.95000000
PA
USD
281946.57000000
0.007952238802
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210A2J5
469.54000000
PA
USD
475.36000000
0.000013407420
Long
ABS-MBS
USGA
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
4100000.00000000
PA
USD
2547125.00000000
0.071841080596
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797NX1
8000000.00000000
PA
USD
7998148.08000000
0.225585945267
Long
STIV
UST
US
N
2
2025-07-03
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2V9
618828.15000000
PA
USD
547398.70000000
0.015439255680
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
3.00000000
N
N
N
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BKC5
1500000.00000000
PA
USD
1516834.85000000
0.042781981532
Long
DBT
NUSS
CA
N
2
2029-02-13
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DU83
975004.14000000
PA
USD
896457.21000000
0.025284371467
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376AKS6
21.75000000
PA
USD
21.76000000
0.000000613735
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
7.00000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
800000.00000000
PA
USD
761176.00000000
0.021468795745
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AT2
1700000.00000000
PA
USD
1668244.00000000
0.047052442129
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56E7
1749999.64000000
PA
USD
1610095.83000000
0.045412386235
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
2.00000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058LR2
1000000.00000000
PA
USD
1012360.00000000
0.028553383266
Long
DBT
NUSS
XX
N
2
2030-03-20
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJY61
914332.35000000
PA
USD
813532.42000000
0.022945496649
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6F4
2064586.23000000
PA
USD
1840513.92000000
0.051911275993
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
1.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCG8
1000000.00000000
PA
USD
909970.00000000
0.025665496632
Long
DBT
CORP
US
N
2
2030-03-10
Fixed
2.10000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JKP4
2100000.00000000
PA
USD
2111429.67000000
0.059552393029
Long
ABS-O
CORP
US
N
2
2030-04-15
Fixed
4.28000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2025-A
44935CAD3
500000.00000000
PA
USD
500727.58000000
0.014122907368
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
4.32000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKS8
1300774.34000000
PA
USD
1212211.61000000
0.034190152416
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
7900000.00000000
PA
USD
7275406.25000000
0.205201176533
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFB2
15600000.00000000
PA
USD
15295312.50000000
0.431400806030
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2MD4
48999.67000000
PA
USD
48401.86000000
0.001365163439
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V4U1
1850056.14000000
PA
USD
1508666.67000000
0.042551599875
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
900000.00000000
PA
USD
828000.00000000
0.023353551448
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EYN4
1534128.60000000
PA
USD
1563013.31000000
0.044084434480
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
6.00000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp
742651DY5
500000.00000000
PA
USD
463065.00000000
0.013060642876
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
1.40000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AH4
3000000.00000000
PA
USD
2952810.00000000
0.083283333639
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GFJ7
92498.69000000
PA
USD
93880.54000000
0.002647879252
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W35S8
713001.62000000
PA
USD
647355.12000000
0.018258503744
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ERA0
2202983.49000000
PA
USD
2244031.81000000
0.063292406192
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CAF1
851609.95000000
PA
USD
756749.98000000
0.021343960859
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
1221000.00000000
PA
USD
826617.00000000
0.023314544248
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
2400000.00000000
PA
USD
2242368.00000000
0.063245478810
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.87900000
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160AN4
910000.00000000
PA
USD
1006532.80000000
0.028389028417
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
5.95000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VFN5
729431.07000000
PA
USD
621510.76000000
0.017529569456
Long
ABS-MBS
USGA
US
N
2
2050-02-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V7G9
856252.64000000
PA
USD
788283.15000000
0.022233346738
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
3.50000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EXT1
2000000.00000000
PA
USD
2049360.00000000
0.057801732122
Long
DBT
CORP
US
N
2
2029-06-11
Fixed
4.85000000
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EJ0
3500000.00000000
PA
USD
3511585.00000000
0.099043455270
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
5.20000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BQ0
2000000.00000000
PA
USD
1946542.60000000
0.054901790768
Long
DBT
NUSS
JP
N
2
2027-11-16
Fixed
2.75000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017CR8
1000000.00000000
PA
USD
980820.00000000
0.027663804748
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
3.12500000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RX8
2800000.00000000
PA
USD
2096500.00000000
0.059131305087
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCV1
6000000.00000000
PA
USD
5540625.00000000
0.156272066420
Long
DBT
UST
US
N
2
2028-08-31
Fixed
1.12500000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
2000000.00000000
PA
USD
1989000.00000000
0.056099292067
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
2700000.00000000
PA
USD
2625345.00000000
0.074047257884
Long
DBT
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SA67
498441.04000000
PA
USD
454899.61000000
0.012830339910
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHL9
535770.24000000
PA
USD
469512.19000000
0.013242484402
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXS4
519752.00000000
PA
USD
495635.68000000
0.013979291488
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5L5
488800.44000000
PA
USD
445288.45000000
0.012559259331
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWG31
701647.02000000
PA
USD
724657.40000000
0.020438796948
Long
ABS-MBS
USGSE
US
N
2
2053-04-01
Fixed
6.50000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBG3
200000.00000000
PA
USD
182616.00000000
0.005150642694
Long
DBT
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AJ2
1000000.00000000
PA
USD
978260.00000000
0.027591600531
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
2.75000000
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RT63
1000000.00000000
PA
USD
1014250.00000000
0.028606690286
Long
DBT
CORP
US
N
2
2028-03-03
Fixed
4.55000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388CZW3
2205.65000000
PA
USD
2308.50000000
0.000065110716
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
6.50000000
N
N
N
N
N
N
BNP PARIBAS, NY
N/A
BNP PARIBAS, NY
000000000
4499945.55000000
PA
USD
4499945.55000000
0.126919939515
Long
STIV
CORP
US
N
2
2025-07-22
Floating
4.60000000
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAA7
1000000.00000000
PA
USD
1002490.00000000
0.028275002164
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.48600000
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAR4
2000000.00000000
PA
USD
2052140.00000000
0.057880141388
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
5.20500000
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KA0
3800000.00000000
PA
USD
3296158.00000000
0.092967385792
Long
DBT
NUSS
XX
N
2
2031-11-03
Fixed
1.62500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2Y7
4000000.00000000
PA
USD
4080760.00000000
0.115096906533
Long
DBT
CORP
CA
N
2
2029-04-05
Fixed
4.99400000
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0ES3
400000.00000000
PA
USD
411248.00000000
0.011599156191
Long
DBT
NUSS
XX
N
2
2030-02-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJF9
11800000.00000000
PA
USD
12224984.43000000
0.344802901988
Long
DBT
UST
US
N
2
2028-10-31
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJUR9
281191.44000000
PA
USD
260986.76000000
0.007361072134
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CHG2
144842.38000000
PA
USD
137047.19000000
0.003865384785
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
500000.00000000
PA
USD
493685.00000000
0.013924273003
Long
DBT
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
685218AB5
500000.00000000
PA
USD
492155.00000000
0.013881119702
Long
DBT
CORP
FR
N
2
2044-02-06
Fixed
5.50000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292K2B2
283092.02000000
PA
USD
287287.68000000
0.008102883593
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCT8
4052319.90000000
PA
USD
3217709.93000000
0.090754775842
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCE9
3400000.00000000
PA
USD
3171828.14000000
0.089460690403
Long
DBT
UST
US
N
2
2028-05-31
Fixed
1.25000000
N
N
N
N
N
N
NORDIC INVESTMENT BANK
213800HYL1S7VAXG6Z48
Nordic Investment Bank
65562QC29
500000.00000000
PA
USD
498245.00000000
0.014052886765
Long
DBT
NUSS
XX
N
2
2030-05-09
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KGZ5
58104.60000000
PA
USD
59353.06000000
0.001674039541
Long
ABS-MBS
USGA
US
N
2
2035-12-15
Fixed
5.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CP1
1000000.00000000
PA
USD
969000.00000000
0.027330424340
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SCB4
367016.83000000
PA
USD
340645.26000000
0.009607821986
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36959CAA6
100000.00000000
PA
USD
119123.00000000
0.003359837088
Long
DBT
CORP
US
N
2
2035-08-21
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXC32
51494.04000000
PA
USD
51756.49000000
0.001459780014
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BC20
442356.76000000
PA
USD
424369.07000000
0.011969232982
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BG4
1300000.00000000
PA
USD
1292590.00000000
0.036457206602
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
4.75000000
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WBH3
300000.00000000
PA
USD
292923.00000000
0.008261826510
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
2.30000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448ES3
800000.00000000
PA
USD
749736.00000000
0.021146133150
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
2.75000000
N
N
N
N
N
N
MIT UFJ TR NY
N/A
MIT UFJ TR NY
000000000
5000010.00000000
PA
USD
5000010.00000000
0.141024143453
Long
STIV
CORP
US
N
2
2025-07-07
Floating
4.63000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUU9
772009.37000000
PA
USD
692270.71000000
0.019525337732
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.00000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAR9
1900000.00000000
PA
USD
1730216.00000000
0.048800348277
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.20000000
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
7800000.00000000
PA
USD
6014268.00000000
0.169631059377
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642AU7
500000.00000000
PA
USD
494575.00000000
0.013949375250
Long
DBT
CORP
US
N
2
2027-06-05
Fixed
3.60000000
N
N
N
N
N
TRANE TECH FIN LTD
549300A5OEF3CJI2CO89
Trane Technologies Financing Ltd
456873AD0
1000000.00000000
PA
USD
983500.00000000
0.027739393538
Long
DBT
CORP
IE
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5A66
1865000.04000000
PA
USD
1913115.49000000
0.053958986742
Long
ABS-MBS
USGA
US
N
2
2054-11-20
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED64
1695697.24000000
PA
USD
1469026.56000000
0.041433559599
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404J3Y9
46294.80000000
PA
USD
47037.67000000
0.001326686770
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2024-C26
05555AAE5
200000.00000000
PA
USD
210207.81000000
0.005928863412
Long
ABS-MBS
CORP
US
N
2
2057-05-15
Variable
6.09400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HL93
3132.33000000
PA
USD
3282.88000000
0.000092592882
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTY4
1861123.80000000
PA
USD
1582747.75000000
0.044641039867
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJA0
5800000.00000000
PA
USD
5961312.50000000
0.168137461559
Long
DBT
UST
US
N
2
2028-09-30
Fixed
4.62500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCV0
1000000.00000000
PA
USD
961640.00000000
0.027122837216
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.55000000
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EM5
1000000.00000000
PA
USD
962240.00000000
0.027139760079
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.62500000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFL0
4900000.00000000
PA
USD
4922968.75000000
0.138851212540
Long
DBT
UST
US
N
2
2029-09-30
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ5D8
240444.60000000
PA
USD
234289.96000000
0.006608094969
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A6CS4
174000.19000000
PA
USD
168962.15000000
0.004765538964
Long
ABS-MBS
USGA
US
N
2
2039-07-15
Fixed
4.00000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
87031CAN3
1000000.00000000
PA
USD
1040858.95000000
0.029357189661
Long
DBT
NUSS
SE
N
2
2030-10-04
Fixed
4.87500000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAC5
500000.00000000
PA
USD
514460.00000000
0.014510227147
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDR6
1827062.70000000
PA
USD
1554769.13000000
0.043851909261
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
2.50000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AT6
2000000.00000000
PA
USD
1994600.00000000
0.056257238791
Long
DBT
US
N
2
2034-09-15
Fixed
5.62500000
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEV4
1000000.00000000
PA
USD
1014470.00000000
0.028612895336
Long
DBT
CORP
US
N
2
2034-04-04
Fixed
5.95000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FJT5
1964086.74000000
PA
USD
1964560.81000000
0.055409990278
Long
ABS-MBS
USGSE
US
N
2
2055-04-01
Fixed
5.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGR4
3200000.00000000
PA
USD
3150560.00000000
0.088860827357
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TD0
5400000.00000000
PA
USD
3299906.25000000
0.093073104330
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282R0
6100000.00000000
PA
USD
5917000.00000000
0.166887637587
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130B5K64
500000.00000000
PA
USD
501423.52000000
0.014142536197
Long
DBT
USGSE
US
N
2
2027-03-10
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
10900000.00000000
PA
USD
7674281.25000000
0.216451355077
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36209LMQ6
102.57000000
PA
USD
104.21000000
0.000002939219
Long
ABS-MBS
USGA
US
N
2
2031-03-15
Fixed
7.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06418GAP2
1000000.00000000
PA
USD
1012270.00000000
0.028550844837
Long
DBT
CORP
CA
N
2
2029-02-14
Fixed
4.93200000
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAS4
900000.00000000
PA
USD
887985.00000000
0.025045414714
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.75000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402TTR6
34598.06000000
PA
USD
34777.11000000
0.000980880468
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
4.50000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAE3
2000000.00000000
PA
USD
1887760.00000000
0.053243840921
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLQ2
15200000.00000000
PA
USD
15253437.58000000
0.430219733448
Long
DBT
UST
US
N
2
2027-10-15
Fixed
3.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TJ7
11200000.00000000
PA
USD
8086750.00000000
0.228084942244
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
3200000.00000000
PA
USD
3181440.00000000
0.089731790726
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RE0
2420000.00000000
PA
USD
2070990.63000000
0.058411819115
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FHY6
5824198.98000000
PA
USD
5825604.77000000
0.164309855937
Long
ABS-MBS
USGSE
US
N
2
2055-03-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGZ8
8300000.00000000
PA
USD
8193656.25000000
0.231100208680
Long
DBT
UST
US
N
2
2030-04-30
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MFP3
1300000.00000000
PA
USD
1496237.54000000
0.042201039094
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
7.25000000
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY
N/A
PG&E Wildfire Recovery Funding LLC
693342AG2
160000.00000000
PA
USD
156040.00000000
0.004401072666
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
4.72200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PSNZ6
2703.68000000
PA
USD
2695.52000000
0.000076026527
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
4.00000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348VAB5
2000000.00000000
PA
USD
2011097.00000000
0.056722532920
Long
ABS-O
CORP
US
N
2
2031-09-22
Fixed
4.86000000
N
N
N
N
N
N
CHUBB CORP
N/A
Chubb Corp/The
171232AQ4
865000.00000000
PA
USD
938689.35000000
0.026475519359
Long
DBT
CORP
US
N
2
2037-05-11
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5B0
1876432.70000000
PA
USD
1595324.45000000
0.044995762826
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAP9
1700000.00000000
PA
USD
1639803.00000000
0.046250270200
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.35000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292G6L5
1586.56000000
PA
USD
1665.82000000
0.000046984073
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384TBV8
8296.75000000
PA
USD
8535.41000000
0.000240739295
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
8.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
254900ZARLSVK41DKO78
Dell International LLC / EMC Corp
24703TAG1
1800000.00000000
PA
USD
1852038.00000000
0.052236310045
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEW7
4200000.00000000
PA
USD
4162265.65000000
0.117395754831
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EXQ8
1574794.75000000
PA
USD
1418890.59000000
0.040019485982
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417Q7D0
207322.21000000
PA
USD
206738.85000000
0.005831022185
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
900000.00000000
PA
USD
873657.00000000
0.024641296736
Long
DBT
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384WLA6
765.28000000
PA
USD
804.06000000
0.000022678329
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
8.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLJ8
10000000.00000000
PA
USD
9907031.30000000
0.279425561798
Long
DBT
UST
US
N
2
2031-08-31
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJC6
4000000.00000000
PA
USD
4035937.52000000
0.113832698692
Long
DBT
UST
US
N
2
2026-10-15
Fixed
4.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKQ3
21000000.00000000
PA
USD
21331406.25000000
0.601647455717
Long
DBT
UST
US
N
2
2034-05-15
Fixed
4.37500000
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526DA4
1000000.00000000
PA
USD
1015670.00000000
0.028646741062
Long
DBT
CORP
DE
N
2
2031-05-09
Fixed
5.29700000
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YDH9
2000000.00000000
PA
USD
2037080.00000000
0.057455377518
Long
DBT
CORP
JP
N
2
2031-05-13
Fixed
5.09800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VQS2
1910625.20000000
PA
USD
1624770.39000000
0.045826278859
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
2.50000000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE
23503CAN7
2500000.00000000
PA
USD
2155869.75000000
0.060805815366
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
4.50700000
N
N
N
N
N
N
Philippines Government International Bonds
529900RAHBALMYIJ3T08
Philippines Government International Bonds
718286BZ9
1100000.00000000
PA
USD
947720.07000000
0.026730228760
Long
DBT
NUSS
PH
N
2
2040-01-20
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292GZV1
452.15000000
PA
USD
468.19000000
0.000013205192
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6D9
2068621.86000000
PA
USD
1802063.86000000
0.050826800807
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
900000.00000000
PA
USD
890829.00000000
0.025125629086
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYT8
92668.98000000
PA
USD
88288.10000000
0.002490145755
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.00000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8N5
1500000.00000000
PA
USD
1537035.00000000
0.043351722163
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.95000000
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AM2
1100000.00000000
PA
USD
1001187.00000000
0.028238251345
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
4.95000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QDZ1
293192.90000000
PA
USD
280461.67000000
0.007910357535
Long
ABS-MBS
USGA
US
N
2
2044-05-20
Fixed
4.00000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334JW2
2000000.00000000
PA
USD
1727040.00000000
0.048710769920
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GJLU1
215026.48000000
PA
USD
208632.69000000
0.005884437511
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.00000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJM3
2000000.00000000
PA
USD
2075740.00000000
0.058545774014
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.77500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417KWJ2
173896.30000000
PA
USD
173407.00000000
0.004890904946
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3142GTBE5
5781551.64000000
PA
USD
5714382.84000000
0.161172866729
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
5.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XCF5
900000.00000000
PA
USD
950922.00000000
0.026820538467
Long
DBT
US
N
2
2033-11-15
Fixed
5.90000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CC4
1300000.00000000
PA
USD
1312519.00000000
0.037019299509
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.85000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36178DRT0
485944.79000000
PA
USD
442220.13000000
0.012472718064
Long
ABS-MBS
USGA
US
N
2
2042-12-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QD3
1900000.00000000
PA
USD
1861703.13000000
0.052508912836
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810UE6
8200000.00000000
PA
USD
7818187.50000000
0.220510198088
Long
DBT
UST
US
N
2
2054-11-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E7A2
1345128.98000000
PA
USD
1346677.53000000
0.037982733069
Long
ABS-MBS
USGSE
US
N
2
2054-06-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TC2
9100000.00000000
PA
USD
6256250.00000000
0.176456106583
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSJ2
4323929.37000000
PA
USD
3620962.01000000
0.102128408930
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307BM98
209052.48000000
PA
USD
204585.66000000
0.005770291952
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XKW89
11961963.30000000
PA
USD
9606773.42000000
0.270956856667
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SQ2
3200000.00000000
PA
USD
1967000.00000000
0.055478787076
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56K3
1395450.12000000
PA
USD
1283461.30000000
0.036199733698
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A94G3
144123.53000000
PA
USD
143599.76000000
0.004050198530
Long
ABS-MBS
USGA
US
N
2
2040-01-15
Fixed
4.50000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484AF8
2000000.00000000
PA
USD
2057320.00000000
0.058026242109
Long
DBT
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCC3
900000.00000000
PA
USD
691677.00000000
0.019508592277
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607PVQ4
2000000.00000000
PA
USD
2047880.00000000
0.057759989059
Long
DBT
CORP
CA
N
2
2031-01-13
Fixed
5.24500000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAG1
1000000.00000000
PA
USD
1034980.00000000
0.029191375215
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.20000000
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EJ2
1100000.00000000
PA
USD
860761.00000000
0.024277567993
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEE7
4200000.00000000
PA
USD
4002140.65000000
0.112879465670
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FT0
600000.00000000
PA
USD
615000.00000000
0.017345934952
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWS7
852117.05000000
PA
USD
712263.54000000
0.020089230949
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
900000.00000000
PA
USD
726381.00000000
0.020487410694
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
BLUE OWL CAPITAL CORP
2549000BD79OOCPF2L94
Blue Owl Capital Corp
69121KAE4
400000.00000000
PA
USD
393392.00000000
0.011095531777
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.40000000
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAD4
2000000.00000000
PA
USD
1955020.00000000
0.055140893905
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
1.26700000
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CX9
1500000.00000000
PA
USD
1515150.00000000
0.042734460721
Long
DBT
CORP
US
N
2
2036-02-28
Fixed
5.14600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828U24
7300000.00000000
PA
USD
7117785.14000000
0.200755509019
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2025-C64
95004BBA8
850000.00000000
PA
USD
868463.58000000
0.024494817508
Long
ABS-MBS
CORP
US
N
2
2058-02-15
Variable
6.04400000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AT9
1000000.00000000
PA
USD
1015860.00000000
0.028652099969
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
5.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMG3
3100000.00000000
PA
USD
3161757.83000000
0.089176659603
Long
DBT
UST
US
N
2
2030-01-31
Fixed
4.25000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WEB3
1000000.00000000
PA
USD
927650.00000000
0.026164157006
Long
DBT
CORP
US
N
2
2029-01-12
Fixed
2.25000000
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
1200000.00000000
PA
USD
1193796.00000000
0.033670744330
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FEG8
1797973.90000000
PA
USD
1786950.86000000
0.050400542083
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBJ1
2349561.62000000
PA
USD
1962423.39000000
0.055349704834
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JACX4
193395.64000000
PA
USD
176912.79000000
0.004989784955
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.50000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451BE7
1200000.00000000
PA
USD
1228500.00000000
0.034649562747
Long
DBT
CORP
AU
N
2
2033-09-08
Fixed
5.25000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298N5D3
688.34000000
PA
USD
710.07000000
0.000020027362
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
1900000.00000000
PA
USD
1889341.00000000
0.053288432666
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SF6
6300000.00000000
PA
USD
4643296.88000000
0.130963131134
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382WRZ7
124.23000000
PA
USD
124.56000000
0.000003513186
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWA52
3483620.35000000
PA
USD
2778524.62000000
0.078367654184
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DJS0
38571.91000000
PA
USD
39906.67000000
0.001125558539
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBT2
2020510.83000000
PA
USD
1895309.84000000
0.053456782439
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RZ3
9000000.00000000
PA
USD
6399843.75000000
0.180506135603
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T4P7
234573.17000000
PA
USD
222065.48000000
0.006263306294
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UD82
120815.54000000
PA
USD
111597.65000000
0.003147586305
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
3.50000000
N
N
N
N
N
N
BANK OF MONTREAL, LONDON
N/A
BANK OF MONTREAL, LONDON
000000000
1999996.60000000
PA
USD
1999996.60000000
0.056409448666
Long
STIV
CORP
US
N
2
2025-07-14
Floating
4.75000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7K2
1983173.55000000
PA
USD
1813572.41000000
0.051151396839
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
2.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CK8
2000000.00000000
PA
USD
2024480.00000000
0.057099997387
Long
DBT
CORP
JP
N
2
2033-07-20
Fixed
5.13300000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBZ3
6000000.00000000
PA
USD
5608125.00000000
0.158175888549
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FHPJ6
2500000.00000000
PA
USD
2489823.40000000
0.070224902017
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.92600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294FT55
3042.59000000
PA
USD
3149.65000000
0.000088835161
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TVZ9
831.73000000
PA
USD
859.62000000
0.000024245386
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ET75
1564159.94000000
PA
USD
1592943.96000000
0.044928621648
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
6.00000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0EN4
2500000.00000000
PA
USD
2527900.00000000
0.071298843849
Long
DBT
NUSS
XX
N
2
2029-02-15
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLR6
689252.48000000
PA
USD
617539.09000000
0.017417549408
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
1500000.00000000
PA
USD
931830.00000000
0.026282052954
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BKB7
500000.00000000
PA
USD
501712.41000000
0.014150684274
Long
DBT
NUSS
CA
N
2
2026-06-29
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDF5
3300000.00000000
PA
USD
3059718.75000000
0.086298670588
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.37500000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AB6
1000000.00000000
PA
USD
1034710.00000000
0.029183759926
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.60000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CVC5
278095.48000000
PA
USD
272304.67000000
0.007680291208
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
4.00000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
1000000.00000000
PA
USD
990710.00000000
0.027942749946
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KC22
32653.54000000
PA
USD
34401.83000000
0.000970295781
Long
ABS-MBS
USGA
US
N
2
2035-03-15
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RJ9
2600000.00000000
PA
USD
2001593.75000000
0.056454495918
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4W9
9891104.28000000
PA
USD
7448480.45000000
0.210082694932
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417LYR0
211207.47000000
PA
USD
205112.95000000
0.005785164046
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
544000.00000000
PA
USD
541698.88000000
0.015278493555
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV REVENUE
13077DTS1
190000.00000000
PA
USD
180718.04000000
0.005097111165
Long
DBT
MUN
US
N
2
2053-11-01
Fixed
5.18300000
N
N
N
N
N
N
CREDIT AGRICOLE SA LONDON
N/A
CREDIT AGRICOLE SA LONDON
000000000
7962240.01000000
PA
USD
7962240.01000000
0.224573166329
Long
STIV
CORP
US
N
2
2025-08-08
None
0.00000000
N
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD, LDN
N/A
SUMITOMO MITSUI TRUST BANK LTD, LDN
000000000
4967800.01000000
PA
USD
4967800.01000000
0.140115668020
Long
STIV
CORP
US
N
2
2025-08-22
None
0.00000000
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
2300000.00000000
PA
USD
2342274.00000000
0.066063304789
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206W3U7
132.97000000
PA
USD
133.35000000
0.000003761106
Long
ABS-MBS
USGA
US
N
2
2026-08-15
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412P5U1
321618.04000000
PA
USD
320713.06000000
0.009045638824
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
1100000.00000000
PA
USD
1045055.00000000
0.029475538296
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405Y3R0
45434.50000000
PA
USD
47310.81000000
0.001334390622
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KYZ5
121407.62000000
PA
USD
124237.61000000
0.003504093498
Long
ABS-MBS
USGA
US
N
2
2039-01-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DTG4
27614.66000000
PA
USD
28919.76000000
0.000815675245
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RH3
2700000.00000000
PA
USD
2128359.38000000
0.060029891645
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGTC8
159475.31000000
PA
USD
161479.17000000
0.004554483217
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3Y6
4405153.86000000
PA
USD
3672492.46000000
0.103581813538
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ELY4
1587984.92000000
PA
USD
1596200.30000000
0.045020465976
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
Hartford Insurance Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Insurance Group Inc/The
416515AP9
780000.00000000
PA
USD
808446.60000000
0.022802052254
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
6.10000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31293PAM7
428.67000000
PA
USD
434.91000000
0.000012266537
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZV7
2288758.38000000
PA
USD
1822159.17000000
0.051393584449
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EP3
1600000.00000000
PA
USD
1301768.54000000
0.036716085233
Long
DBT
USGA
US
N
2
2042-12-15
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HDUV0
3500000.00000000
PA
USD
3611511.89000000
0.101861870447
Long
ABS-MBS
USGSE
US
N
2
2034-05-25
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312933WP5
142449.95000000
PA
USD
138512.01000000
0.003906699700
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EXFH1
786156.46000000
PA
USD
756062.72000000
0.021324576847
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZN3
4000000.00000000
PA
USD
3772031.24000000
0.106389282161
Long
DBT
UST
US
N
2
2027-04-30
Fixed
0.50000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BG8
1000000.00000000
PA
USD
928280.00000000
0.026181926013
Long
DBT
CORP
US
N
2
2029-09-04
Fixed
2.25000000
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
1700000.00000000
PA
USD
1676642.00000000
0.047289305806
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VXY1
1430903.76000000
PA
USD
1218204.72000000
0.034359186719
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46514BRL3
2000000.00000000
PA
USD
2022980.98000000
0.057057717869
Long
DBT
NUSS
IL
N
2
2034-03-12
Fixed
5.50000000
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CD5
500000.00000000
PA
USD
518080.00000000
0.014612328423
Long
DBT
CORP
US
N
2
2029-05-19
Fixed
5.64300000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHM6
6000000.00000000
PA
USD
6031406.28000000
0.170114440662
Long
DBT
UST
US
N
2
2026-07-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RS83
390857.51000000
PA
USD
350507.69000000
0.009885989579
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLT7
498032.92000000
PA
USD
436845.95000000
0.012321140541
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUKN8
584049.51000000
PA
USD
537601.78000000
0.015162935782
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBT4
1165000.00000000
PA
USD
989015.10000000
0.027894945678
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J85A4
432177.04000000
PA
USD
392879.37000000
0.011081073164
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
1900000.00000000
PA
USD
1717961.00000000
0.048454698792
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYA4
3862901.95000000
PA
USD
2909850.84000000
0.082071680314
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DUL96
1057191.83000000
PA
USD
953021.98000000
0.026879767924
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAY7
7000000.00000000
PA
USD
6507265.66000000
0.183535946113
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FPDG1
236257.01000000
PA
USD
223542.02000000
0.006304951769
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGCB8
445869.89000000
PA
USD
444392.63000000
0.012533992932
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31293S7M5
45.89000000
PA
USD
46.01000000
0.000001297701
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFJ8
253358.49000000
PA
USD
243503.16000000
0.006867951177
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2024-C26
05555AAD7
350000.00000000
PA
USD
370871.48000000
0.010460345638
Long
ABS-MBS
CORP
US
N
2
2057-05-15
Fixed
5.82900000
N
N
N
N
N
N
MIZUHO BANK LIMITED NEW YORK
N/A
MIZUHO BANK LIMITED NEW YORK
000000000
1999992.02000000
PA
USD
1999992.02000000
0.056409319488
Long
STIV
CORP
US
N
2
2025-11-13
Floating
4.69000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31293QXV0
120.89000000
PA
USD
122.08000000
0.000003443238
Long
ABS-MBS
USGSE
US
N
2
2029-05-01
Fixed
7.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CL2
4000000.00000000
PA
USD
3986920.00000000
0.112450170703
Long
DBT
CORP
US
N
2
2034-02-21
Fixed
5.15000000
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DQ7
4000000.00000000
PA
USD
3112600.00000000
0.087790174202
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283F5
2600000.00000000
PA
USD
2514078.14000000
0.070909001435
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DPD8
1828934.55000000
PA
USD
1533859.59000000
0.043262160447
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HBFK9
429228.15000000
PA
USD
405463.91000000
0.011436017249
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B29 Mortgage Trust
08163JAE4
1150000.00000000
PA
USD
1005389.10000000
0.028356770619
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.38800000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAZ9
2000000.00000000
PA
USD
2038140.00000000
0.057485274577
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.90000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWMM2
15445265.49000000
PA
USD
15941069.17000000
0.449614225857
Long
ABS-MBS
USGSE
US
N
2
2054-09-01
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHW4
4100000.00000000
PA
USD
4159578.13000000
0.117319953942
Long
DBT
UST
US
N
2
2030-08-31
Fixed
4.12500000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BD0
1100000.00000000
PA
USD
1006907.00000000
0.028399582643
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.87500000
N
N
N
N
N
Bank
N/A
BANK 2019-BNK20
06540AAC5
161891.96000000
PA
USD
151346.62000000
0.004268696952
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
2.75800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179Q3J8
597726.97000000
PA
USD
558220.42000000
0.015744479828
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ET67
3347412.20000000
PA
USD
3355047.21000000
0.094628342550
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FG8
750000.00000000
PA
USD
789375.00000000
0.022264142119
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CS3
2000000.00000000
PA
USD
2011920.00000000
0.056745745447
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WWZ77
527370.51000000
PA
USD
494556.85000000
0.013948863334
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BH1
523000.00000000
PA
USD
521064.90000000
0.014696516848
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.55000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4C3
3129106.75000000
PA
USD
2862951.81000000
0.080748903852
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.00000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAM2
1200000.00000000
PA
USD
1038577.36000000
0.029292837935
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.65900000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRC0
987513.77000000
PA
USD
905547.65000000
0.025540765257
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5PL7
1900000.00000000
PA
USD
1955747.65000000
0.055161417107
Long
ABS-MBS
USGA
US
N
2
2055-06-20
Fixed
6.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2024-BNK48
06541GAQ0
300000.00000000
PA
USD
300357.76000000
0.008471522223
Long
ABS-MBS
CORP
US
N
2
2057-10-15
Variable
5.35500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XRX26
1758762.40000000
PA
USD
1742636.82000000
0.049150674676
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
4.00000000
N
N
N
N
N
N
CANADA GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government International Bond
43358BAA1
2000000.00000000
PA
USD
2059545.34000000
0.058089007317
Long
DBT
NUSS
CA
N
2
2029-04-30
Fixed
4.62500000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210AVB0
707.58000000
PA
USD
727.19000000
0.000020510228
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
Merck Sharp & Dohme Corp
MZK1AT00SJV4XB7WNL71
Merck Sharp & Dohme Corp
589331AE7
300000.00000000
PA
USD
318099.00000000
0.008971909857
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMRK1
181198.27000000
PA
USD
177992.15000000
0.005020228058
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.00000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GK3
800000.00000000
PA
USD
867328.00000000
0.024462788733
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3129452X5
44235.20000000
PA
USD
43965.77000000
0.001240044531
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31384VPK2
99.73000000
PA
USD
101.81000000
0.000002871527
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EZL7
1777924.84000000
PA
USD
1779888.15000000
0.050201339956
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
5.50000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EW9
1000000.00000000
PA
USD
999040.00000000
0.028177695699
Long
DBT
CORP
US
N
2
2025-09-09
Fixed
3.90000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418B3U8
515103.86000000
PA
USD
488268.37000000
0.013771498187
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QZ4
3270000.00000000
PA
USD
2628262.50000000
0.074129545307
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
AON NORTH AMERICA INC
N/A
Aon North America Inc
03740MAF7
1000000.00000000
PA
USD
985580.00000000
0.027798059464
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
5.75000000
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
2500000.00000000
PA
USD
2267025.00000000
0.063940923880
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57200000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BY1
1600000.00000000
PA
USD
1618160.00000000
0.045639834314
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.45000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AN95
415444.79000000
PA
USD
389130.19000000
0.010975328396
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BY3
1000000.00000000
PA
USD
940755.03000000
0.026533781393
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVC1
364453.98000000
PA
USD
350076.19000000
0.009873819219
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BR5
2000000.00000000
PA
USD
2071620.00000000
0.058429570353
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.58200000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEFA2
396246.72000000
PA
USD
383720.66000000
0.010822753834
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404KM58
24699.89000000
PA
USD
24832.46000000
0.000700393879
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298FKG6
22816.89000000
PA
USD
24221.32000000
0.000683156814
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKQ2
1097177.05000000
PA
USD
950003.28000000
0.026794626178
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMU2
4000000.00000000
PA
USD
4037812.52000000
0.113885582640
Long
DBT
UST
US
N
2
2030-03-31
Fixed
4.00000000
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DJ9
2000000.00000000
PA
USD
2001040.00000000
0.056438877525
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.15000000
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAR5
1100000.00000000
PA
USD
1041953.00000000
0.029388047092
Long
DBT
US
N
2
2032-06-15
Fixed
3.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMH1
17000000.00000000
PA
USD
17079687.50000000
0.481728696570
Long
DBT
UST
US
N
2
2027-01-31
Fixed
4.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMD0
8000000.00000000
PA
USD
8200000.00000000
0.231279132705
Long
DBT
UST
US
N
2
2029-12-31
Fixed
4.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAL0
2400000.00000000
PA
USD
1919688.00000000
0.054144362890
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLW9
14300000.00000000
PA
USD
14349156.25000000
0.404714684457
Long
DBT
UST
US
N
2
2034-11-15
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YAR5
2730865.67000000
PA
USD
2694301.02000000
0.075992146725
Long
ABS-MBS
USGA
US
N
2
2053-07-20
Fixed
5.00000000
N
N
N
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
900000.00000000
PA
USD
594234.00000000
0.016760234651
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AZ2
1100000.00000000
PA
USD
740542.00000000
0.020886818474
Long
DBT
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36180C4B2
389094.91000000
PA
USD
354084.68000000
0.009986877767
Long
ABS-MBS
USGA
US
N
2
2043-02-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
11100000.00000000
PA
USD
5473687.50000000
0.154384109475
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLB5
15000000.00000000
PA
USD
15060351.60000000
0.424773787351
Long
DBT
UST
US
N
2
2026-07-31
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGB1
8200000.00000000
PA
USD
8235234.42000000
0.232272911497
Long
DBT
UST
US
N
2
2029-12-31
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418VKL5
17019.12000000
PA
USD
16916.77000000
0.000477133645
Long
ABS-MBS
USGSE
US
N
2
2026-02-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WXH6
3439517.88000000
PA
USD
2803321.50000000
0.079067044538
Long
ABS-MBS
USGA
US
N
2
2052-02-20
Fixed
2.00000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CX4
1600000.00000000
PA
USD
1632974.82000000
0.046057682938
Long
DBT
NUSS
JP
N
2
2028-07-19
Fixed
4.62500000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAS8
1000000.00000000
PA
USD
906620.00000000
0.025571010645
Long
DBT
CORP
JP
N
2
2030-07-16
Fixed
2.67900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CNQ3
106655.74000000
PA
USD
104631.85000000
0.002951117502
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHK0
3000000.00000000
PA
USD
3025781.25000000
0.085341471128
Long
DBT
UST
US
N
2
2028-06-30
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJUV0
466581.82000000
PA
USD
448175.07000000
0.012640675791
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SA91
408559.16000000
PA
USD
383153.19000000
0.010806748472
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
2000000.00000000
PA
USD
1953460.00000000
0.055096894460
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BTA6
85269.18000000
PA
USD
86543.02000000
0.002440926171
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB69
3499223.15000000
PA
USD
2918319.21000000
0.082310528761
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0Y36
371823.47000000
PA
USD
337546.40000000
0.009520419346
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLN6
7075123.90000000
PA
USD
5767195.84000000
0.162662445367
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.00000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167GB3
3100000.00000000
PA
USD
3079199.00000000
0.086848106603
Long
DBT
NUSS
XX
N
2
2034-01-12
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAP8
2742458.25000000
PA
USD
2294051.85000000
0.064703210030
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179X5D4
7504144.74000000
PA
USD
6912897.45000000
0.194976698379
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
3.50000000
N
N
N
N
N
N
Royal Bank Canada Toronto
549300HXQQQCCUBS2Z23
Royal Bank Canada Toronto
000000000
8000000.00000000
PA
USD
8000000.00000000
0.225638178248
Long
RA
CORP
US
N
2
Repurchase
Y
4.60000000
2025-08-04
101832.82000000
USD
8890024.70000000
USD
EQT
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593H70
395000.00000000
PA
USD
342872.84000000
0.009670650373
Long
DBT
MUN
US
N
2
2054-01-01
Fixed
4.57200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7F3
3098347.08000000
PA
USD
2580153.55000000
0.072772643328
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHQ7
12100000.00000000
PA
USD
12246523.50000000
0.345410406552
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.12500000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo Inc
92940PAG9
600000.00000000
PA
USD
524610.00000000
0.014796505586
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3.00000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEP2
10500000.00000000
PA
USD
9797812.50000000
0.276345070415
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132CXMJ8
1603294.28000000
PA
USD
1632171.66000000
0.046035029993
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
5.50000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966Q7G9
1000000.00000000
PA
USD
1030672.90000000
0.029069894440
Long
DBT
MUN
US
N
2
2053-10-01
Fixed
5.82800000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBF9
2500000.00000000
PA
USD
2548175.00000000
0.071870695607
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.87500000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31294MM24
53976.35000000
PA
USD
53374.68000000
0.001505420694
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CNT7
357696.13000000
PA
USD
347826.28000000
0.009810361020
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
1900000.00000000
PA
USD
1887593.00000000
0.053239130724
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207UTK4
1556.26000000
PA
USD
1569.04000000
0.000044254415
Long
ABS-MBS
USGA
US
N
2
2028-05-15
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412RH59
272044.98000000
PA
USD
275722.24000000
0.007776682992
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CG9
3100000.00000000
PA
USD
3041534.00000000
0.085785773855
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
3.45000000
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BM1
1800000.00000000
PA
USD
1466964.00000000
0.041375385564
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.75000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2W9
393221.21000000
PA
USD
361040.93000000
0.010183077214
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
YALE UNIVERSITY
9SFB6DIM0FRWV0EV8S84
Yale University
98459LAC7
2000000.00000000
PA
USD
1189180.00000000
0.033540551101
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
2.40200000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CQ4
800000.00000000
PA
USD
644408.00000000
0.018175380896
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.40000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKG5
15100000.00000000
PA
USD
15306445.39000000
0.431714806658
Long
DBT
UST
US
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
National Bank Financial Inc
549300D83GR71RNG0O65
National Bank Financial Inc
000000000
7000000.00000000
PA
USD
7000000.00000000
0.197433405967
Long
RA
CORP
US
N
2
Repurchase
Y
4.54000000
2025-07-01
114313.92000000
USD
7805735.56000000
USD
EQT
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAH1
1000000.00000000
PA
USD
989740.00000000
0.027915391317
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
4.95000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLS8
15100000.00000000
PA
USD
15142468.75000000
0.427089882867
Long
DBT
UST
US
N
2
2026-10-31
Fixed
4.12500000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ2X7
237924.31000000
PA
USD
225400.29000000
0.006357363851
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMT45
378650.00000000
PA
USD
373144.07000000
0.010524443522
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBG7
2292488.82000000
PA
USD
1726888.39000000
0.048706493794
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
1.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JW7
1000000.00000000
PA
USD
989830.00000000
0.027917929747
Long
DBT
NUSS
XX
N
2
2030-07-15
Fixed
3.62500000
N
N
N
N
N
N
Indonesia Government International Bonds
529900FWX0GRR7WG5W79
Indonesia Government International Bonds
455780CS3
700000.00000000
PA
USD
681732.59000000
0.019228112457
Long
DBT
NUSS
ID
N
2
2030-10-15
Fixed
3.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFZ9
4000000.00000000
PA
USD
4015312.52000000
0.113250975264
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.87500000
N
N
N
N
N
N
Nissan Auto Receivables Owner Trust
N/A
Nissan Auto Receivables 2024-B Owner Trust
65479WAE4
1000000.00000000
PA
USD
1005045.15000000
0.028347069587
Long
ABS-O
CORP
US
N
2
2031-09-15
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ELX6
3297221.92000000
PA
USD
3245275.24000000
0.091532249133
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C3D4
200045.18000000
PA
USD
188969.67000000
0.005329846510
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
SALISBURY RECEIVABLES COMPANY LLC
N/A
SALISBURY RECEIVABLES COMPANY LLC
000000000
998110.00000000
PA
USD
998110.00000000
0.028151465261
Long
STIV
CORP
US
N
2
2025-07-15
Fixed
4.47000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKA8
5900000.00000000
PA
USD
5928578.13000000
0.167214196107
Long
DBT
UST
US
N
2
2027-02-15
Fixed
4.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFT3
5000000.00000000
PA
USD
5048046.90000000
0.142379013278
Long
DBT
UST
US
N
2
2029-10-31
Fixed
4.00000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382N3L4
3264.57000000
PA
USD
3328.32000000
0.000093874507
Long
ABS-MBS
USGSE
US
N
2
2029-04-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBG4
362227.43000000
PA
USD
333473.75000000
0.009405551180
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402YFW9
306943.20000000
PA
USD
311983.99000000
0.008799437393
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828X88
8000000.00000000
PA
USD
7802187.52000000
0.220058922296
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.37500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
3200000.00000000
PA
USD
3069952.00000000
0.086587297073
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RQ28
584394.16000000
PA
USD
542800.57000000
0.015309566470
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RS9
4800000.00000000
PA
USD
3314250.00000000
0.093477666532
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CP2
3000000.00000000
PA
USD
2954370.00000000
0.083327333084
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
3.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAV3
7700000.00000000
PA
USD
6605757.85000000
0.186313895903
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810PX0
1500000.00000000
PA
USD
1516875.00000000
0.042783113953
Long
DBT
UST
US
N
2
2038-05-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV74
4130007.18000000
PA
USD
3286009.90000000
0.092681160942
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
1300000.00000000
PA
USD
1163045.00000000
0.032803419377
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFY5
1900000.00000000
PA
USD
1952231.00000000
0.055062230795
Long
DBT
CORP
US
N
2
2034-05-17
Fixed
5.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EMT4
1575145.84000000
PA
USD
1582306.04000000
0.044628581537
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417EVQ1
263895.60000000
PA
USD
258501.14000000
0.007290965788
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
2.50000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
800000.00000000
PA
USD
789768.00000000
0.022275226594
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2024-V7 Mortgage Trust
08163YAC5
1050000.00000000
PA
USD
1106731.70000000
0.031215115574
Long
ABS-MBS
CORP
US
N
2
2056-05-15
Variable
6.22800000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Mortgage Trust 2024-C26
05555AAJ4
560000.00000000
PA
USD
572860.29000000
0.016157394028
Long
ABS-MBS
CORP
US
N
2
2057-05-15
Variable
5.94300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297UMG2
40834.45000000
PA
USD
42292.64000000
0.001192854280
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.50000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAE6
1000000.00000000
PA
USD
774280.00000000
0.021838391081
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
3.70000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810UC0
7200000.00000000
PA
USD
6576750.00000000
0.185495736099
Long
DBT
UST
US
N
2
2054-08-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CDY4
9200000.00000000
PA
USD
8083062.50000000
0.227980937146
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NDR6
609529.98000000
PA
USD
569896.90000000
0.016073812288
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RB6
3260000.00000000
PA
USD
2511728.13000000
0.070842719938
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
SOCIETE GENERALE NEW YORK
N/A
SOCIETE GENERALE NEW YORK
000000000
4001744.00000000
PA
USD
4001744.00000000
0.112868278247
Long
STIV
CORP
US
N
2
2025-10-15
Floating
4.74000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X5SG3
441376.70000000
PA
USD
400687.76000000
0.011301307026
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AF9
4800000.00000000
PA
USD
4578432.00000000
0.129133631964
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DQ7
2000000.00000000
PA
USD
2035040.00000000
0.057397839782
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.85000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EP4
2100000.00000000
PA
USD
2079399.00000000
0.058648975276
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.60000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZQ6
8000000.00000000
PA
USD
6883750.00000000
0.194154601190
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBZ5
4997272.35000000
PA
USD
4173526.77000000
0.117713372156
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BC8
900000.00000000
PA
USD
914706.00000000
0.025799074434
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
4.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CLR0
15100000.00000000
PA
USD
15318242.26000000
0.432047534690
Long
DBT
UST
US
N
2
2029-10-31
Fixed
4.12500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138XBRE6
226887.17000000
PA
USD
222597.99000000
0.006278325618
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.00000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCQ2
1000000.00000000
PA
USD
1012760.00000000
0.028564665175
Long
DBT
US
N
2
2031-01-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F4S2
127999.48000000
PA
USD
127349.02000000
0.003591850109
Long
ABS-MBS
USGA
US
N
2
2042-03-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6HE3
1583116.76000000
PA
USD
1627423.70000000
0.045901114863
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBE5
700000.00000000
PA
USD
664160.00000000
0.018732481558
Long
DBT
US
N
2
2029-11-18
Fixed
3.20000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBE9
675402.63000000
PA
USD
617434.00000000
0.017414585368
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
2.00000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAK1
1000000.00000000
PA
USD
936930.00000000
0.026425897293
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.57600000
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
1100000.00000000
PA
USD
718102.00000000
0.020253903384
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
2686000.00000000
PA
USD
1801204.74000000
0.050802569523
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BN1
1100000.00000000
PA
USD
1074788.00000000
0.030314150790
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
10500000.00000000
PA
USD
8346660.00000000
0.235415644607
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08300000
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DZ9
1000000.00000000
PA
USD
1020490.00000000
0.028782688065
Long
DBT
CORP
US
N
2
2036-01-30
Fixed
5.44200000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SA7
1300000.00000000
PA
USD
966062.50000000
0.027247572821
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXN9
365496.52000000
PA
USD
345260.79000000
0.009738001959
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BY9
4000000.00000000
PA
USD
3960320.00000000
0.111699923760
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
3.30000000
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBH5
2800000.00000000
PA
USD
2522828.00000000
0.071155789244
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.75000000
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BH4
2000000.00000000
PA
USD
1674400.00000000
0.047226070707
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810UD8
3000000.00000000
PA
USD
2749218.75000000
0.077541088794
Long
DBT
UST
US
N
2
2044-08-15
Fixed
4.12500000
N
N
N
N
N
N
Citigroup Global Markets Inc
MBNUM2BPBDO7JBLYG310
Citigroup Global Markets Inc
000000000
6000000.00000000
PA
USD
6000000.00000000
0.169228633686
Long
RA
CORP
US
N
2
Repurchase
Y
4.82000000
2026-01-02
47894.26000000
USD
2109254.09000000
USD
EQT
4055150.40000000
USD
4164150.90000000
USD
UST
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
4600000.00000000
PA
USD
4553494.00000000
0.128430261353
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QPH8
488625.01000000
PA
USD
467407.58000000
0.013183124356
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
4.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
1700000.00000000
PA
USD
1647691.00000000
0.046472749444
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DGM8
469040.60000000
PA
USD
427287.59000000
0.012051549174
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EAJ81
48604.75000000
PA
USD
47978.41000000
0.001353220128
Long
ABS-MBS
USGSE
US
N
2
2027-03-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QVRE6
4825966.20000000
PA
USD
4871755.45000000
0.137406753076
Long
ABS-MBS
USGSE
US
N
2
2054-11-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FGZ4
2841665.55000000
PA
USD
2889533.97000000
0.081498647622
Long
ABS-MBS
USGSE
US
N
2
2055-02-01
Fixed
6.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2024-BNK47
06540GAZ1
400000.00000000
PA
USD
419222.53000000
0.011824075993
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
6.35600000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBL9
2000000.00000000
PA
USD
1827880.00000000
0.051554939157
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FJR8
111809.66000000
PA
USD
113871.04000000
0.003211706752
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3K7
8000000.00000000
PA
USD
8206640.00000000
0.231466412393
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.49900000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBX5
1276044.32000000
PA
USD
1040277.27000000
0.029340783509
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMW8
15100000.00000000
PA
USD
15120054.76000000
0.426457701383
Long
DBT
UST
US
N
2
2028-04-15
Fixed
3.75000000
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AH2
1205000.00000000
PA
USD
1288916.20000000
0.036353587910
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406HKR7
16321.88000000
PA
USD
16988.38000000
0.000479153389
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91086QAZ1
1000000.00000000
PA
USD
791322.28000000
0.022319064708
Long
DBT
NUSS
MX
N
2
2110-10-12
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403NML8
74252.80000000
PA
USD
76454.17000000
0.002156372454
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
1200000.00000000
PA
USD
1061124.00000000
0.029928760782
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJWJ5
818347.95000000
PA
USD
733312.65000000
0.020682916304
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
3.00000000
N
N
N
N
N
N
HEALTHPEAK OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
40414LAR0
900000.00000000
PA
USD
868878.00000000
0.024506506130
Long
DBT
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBY0
2100000.00000000
PA
USD
1447089.00000000
0.040814815715
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AP4
1500000.00000000
PA
USD
1525425.00000000
0.043024264756
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.40000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312938UJ0
79341.27000000
PA
USD
79216.43000000
0.002234281369
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
1000000.00000000
PA
USD
715310.00000000
0.020175155660
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
Asian Infrastructure Investment Bank/The
04522KAD8
50000.00000000
PA
USD
48941.50000000
0.001380383862
Long
DBT
NUSS
XX
N
2
2026-01-27
Fixed
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WG3Q5
423395.99000000
PA
USD
389724.56000000
0.010992092467
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QC5
4000000.00000000
PA
USD
3983750.00000000
0.112360761574
Long
DBT
UST
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDC4
2077967.50000000
PA
USD
1648961.78000000
0.046508591505
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAR0
1800000.00000000
PA
USD
1791900.00000000
0.050540131450
Long
DBT
CORP
JP
N
2
2028-03-05
Fixed
4.01800000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YDK7
3258614.12000000
PA
USD
3276679.13000000
0.092417988699
Long
ABS-MBS
USGA
US
N
2
2053-08-20
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5X9
866761.71000000
PA
USD
759190.70000000
0.021412800811
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810UG1
6300000.00000000
PA
USD
6134625.00000000
0.173025701155
Long
DBT
UST
US
N
2
2055-02-15
Fixed
4.62500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKU4
10800000.00000000
PA
USD
11214281.30000000
0.316296250362
Long
DBT
UST
US
N
2
2031-05-31
Fixed
4.62500000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200RG71
7175.76000000
PA
USD
7631.45000000
0.000215243309
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
7.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCJ8
6000000.00000000
PA
USD
5817187.50000000
0.164072448754
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
Bank5
N/A
BANK5 Trust 2025-5YR13
06650CAG8
1000000.00000000
PA
USD
1042740.60000000
0.029410261171
Long
ABS-MBS
CORP
US
N
2
2058-01-15
Variable
5.75300000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GB78
8400000.00000000
PA
USD
8298612.00000000
0.234060461709
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
5.01600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBP7
4795778.52000000
PA
USD
3823314.19000000
0.107835706088
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z78
19900000.00000000
PA
USD
19195726.66000000
0.541411099215
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AG3
1200000.00000000
PA
USD
1017048.00000000
0.028685607238
Long
DBT
CORP
GB
N
2
2042-09-18
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVU9
1820730.19000000
PA
USD
1548255.35000000
0.043668189579
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.50000000
N
N
N
N
N
N
IBM INTERNAT CAPITAL
2549007KTXQQBYZO7485
IBM International Capital Pte Ltd
449276AE4
2000000.00000000
PA
USD
1994980.00000000
0.056267956605
Long
DBT
CORP
SG
N
2
2034-02-05
Fixed
4.90000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
6000000.00000000
PA
USD
3821250.00000000
0.107777486079
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076DC3
2000000.00000000
PA
USD
2041940.00000000
0.057592452711
Long
DBT
CORP
US
N
2
2029-06-25
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212XL29
64880.97000000
PA
USD
64415.70000000
0.001816830149
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
4.50000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DP3
1000000.00000000
PA
USD
904450.00000000
0.025509806289
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.20000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312940RF8
120796.25000000
PA
USD
120545.81000000
0.003399967120
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYV97
2355612.99000000
PA
USD
1944328.76000000
0.054839349915
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
1.50000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0CY2
500000.00000000
PA
USD
486520.00000000
0.013722185810
Long
DBT
NUSS
XX
N
2
2027-07-07
Fixed
2.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K3AG2
32630.94000000
PA
USD
34140.93000000
0.000962937156
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.00000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAF7
1000000.00000000
PA
USD
1007940.00000000
0.028428718173
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.41900000
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
365000.00000000
PA
USD
434693.10000000
0.012260419897
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E5R7
1090662.72000000
PA
USD
1125673.75000000
0.031749371781
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
6.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAL0
1600000.00000000
PA
USD
1581408.00000000
0.044603252523
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
5.00000000
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAF8
1500000.00000000
PA
USD
1569225.00000000
0.044259633782
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.65000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FMA1
258223.58000000
PA
USD
249154.37000000
0.007027342268
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FSE7
117761.18000000
PA
USD
117162.75000000
0.003304548683
Long
ABS-MBS
USGA
US
N
2
2041-04-20
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TT5
7700000.00000000
PA
USD
6879468.75000000
0.194033849508
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EP4
900000.00000000
PA
USD
828387.00000000
0.023364466695
Long
DBT
NUSS
XX
N
2
2029-09-19
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KTC5
16119.40000000
PA
USD
16675.55000000
0.000470330090
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.00000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AH4
1200000.00000000
PA
USD
679488.00000000
0.019164804307
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
2.29400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LUYP4
391636.82000000
PA
USD
366830.24000000
0.010346363385
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
3800000.00000000
PA
USD
3689610.00000000
0.104064609856
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
1300000.00000000
PA
USD
1309100.00000000
0.036922867393
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FD87
964447.98000000
PA
USD
868416.99000000
0.024493503448
Long
ABS-MBS
USGSE
US
N
2
2054-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A5H32
348757.52000000
PA
USD
308878.05000000
0.008711835062
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E3D0
794387.71000000
PA
USD
808441.84000000
0.022801917999
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HA87
1356.34000000
PA
USD
1375.24000000
0.000038788331
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
6.50000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CM0
1500000.00000000
PA
USD
1333470.00000000
0.037610217693
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AEB0
251701.18000000
PA
USD
247029.96000000
0.006967423768
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DUJ32
19556775.21000000
PA
USD
17161852.71000000
0.484046147607
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ4S6
137276.37000000
PA
USD
133762.52000000
0.003772741416
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWJ4
1000000.00000000
PA
USD
998740.00000000
0.028169234268
Long
DBT
CORP
US
N
2
2025-09-08
Fixed
4.05000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKN0
10800000.00000000
PA
USD
11215125.00000000
0.316320046729
Long
DBT
UST
US
N
2
2031-04-30
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132AEJ80
261559.95000000
PA
USD
246595.70000000
0.006955175564
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Louisiana Local Government Environmental Facilities & Community Development Auth
5493004WIZ1HV87IVF85
LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH
54627RAT7
1000000.00000000
PA
USD
1005327.90000000
0.028355044487
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
5.19800000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
19200000.00000000
PA
USD
16932000.00000000
0.477563204263
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FJQ0
208798.41000000
PA
USD
207327.68000000
0.005847630001
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FJKE8
2900000.00000000
PA
USD
2886886.98000000
0.081423989872
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
3.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGG65
633246.09000000
PA
USD
585824.20000000
0.016523038157
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LBE8
1800000.00000000
PA
USD
1763442.00000000
0.049737480040
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.15000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKJ9
9000000.00000000
PA
USD
9112148.46000000
0.257006072306
Long
DBT
UST
US
N
2
2027-04-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207F7C9
50.49000000
PA
USD
50.50000000
0.000001424341
Long
ABS-MBS
USGA
US
N
2
2026-09-15
Fixed
8.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C04P0
185713.49000000
PA
USD
178352.92000000
0.005030403494
Long
ABS-MBS
USGA
US
N
2
2040-07-15
Fixed
4.00000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAG7
600000.00000000
PA
USD
500550.00000000
0.014117898765
Long
DBT
CORP
NO
N
2
2040-04-06
Fixed
3.62500000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BN1
800000.00000000
PA
USD
806240.00000000
0.022739815603
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.87500000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K2EZ8
14459.03000000
PA
USD
14700.35000000
0.000414620024
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31380HRV1
87.93000000
PA
USD
88.93000000
0.000002508250
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
8300000.00000000
PA
USD
8215703.13000000
0.231722035910
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QQ4
1350000.00000000
PA
USD
1307812.50000000
0.036886553748
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.37500000
N
N
N
N
N
N
Bank
549300664283JRAXM588
BANK 2024-BNK47
06540GAY4
500000.00000000
PA
USD
528324.21000000
0.014901264033
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Variable
6.10600000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGS4
5200000.00000000
PA
USD
5163031.28000000
0.145622121532
Long
DBT
UST
US
N
2
2030-03-31
Fixed
3.62500000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBF8
2000000.00000000
PA
USD
1788100.00000000
0.050432953315
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402H4U2
23834.22000000
PA
USD
24542.93000000
0.000692227751
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TW8
9800000.00000000
PA
USD
9789281.25000000
0.276104448452
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TF5
6700000.00000000
PA
USD
4872156.25000000
0.137418057549
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MAA73
693420.64000000
PA
USD
649522.40000000
0.018319631383
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AWGC8
36092.86000000
PA
USD
37438.16000000
0.001055934777
Long
ABS-MBS
USGA
US
N
2
2039-08-15
Fixed
5.50000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
1000000.00000000
PA
USD
981280.00000000
0.027676778944
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283G3G0
804.26000000
PA
USD
817.21000000
0.000023049221
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
7.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36176CYZ2
46572.35000000
PA
USD
46237.61000000
0.001304121260
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36296E6D3
64455.96000000
PA
USD
68145.87000000
0.001922038745
Long
ABS-MBS
USGA
US
N
2
2038-07-15
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
1200000.00000000
PA
USD
913687.50000000
0.025770347873
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RLP2
883716.74000000
PA
USD
820819.20000000
0.023151018619
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ML5N0
469664.20000000
PA
USD
428110.63000000
0.012074762830
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XQAX5
9077881.60000000
PA
USD
8511383.30000000
0.240061627773
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB82
2093520.80000000
PA
USD
1661237.06000000
0.046854812982
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBX7
3000000.00000000
PA
USD
3044760.00000000
0.085876762450
Long
DBT
CORP
US
N
2
2029-04-10
Fixed
4.69900000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298VET0
19215.00000000
PA
USD
19819.76000000
0.000559011817
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
6.00000000
N
N
N
N
N
N
Indonesia Government International Bonds
529900FWX0GRR7WG5W79
Indonesia Government International Bonds
455780CW4
1100000.00000000
PA
USD
723352.26000000
0.020401985772
Long
DBT
NUSS
ID
N
2
2051-03-12
Fixed
3.05000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CMB4
8100000.00000000
PA
USD
8157585.98000000
0.230082854929
Long
DBT
UST
US
N
2
2027-12-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2N6
341201.22000000
PA
USD
305437.41000000
0.008614792595
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.00000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630EH7
2000000.00000000
PA
USD
2056644.54000000
0.058007190913
Long
DBT
NUSS
KR
N
2
2030-02-03
Fixed
4.87500000
N
N
N
N
N
N
IONIC SER III CL A
N/A
IONIC SER III CL A
000000000
1996016.00000000
PA
USD
1996016.00000000
0.056297176749
Long
STIV
CORP
US
N
2
2025-07-16
Fixed
4.46000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RG5
3000000.00000000
PA
USD
2466562.50000000
0.069568833629
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWNW9
1943079.28000000
PA
USD
1905066.04000000
0.053731953838
Long
ABS-MBS
USGSE
US
N
2
2055-02-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QGF2
250835.07000000
PA
USD
255459.59000000
0.007205179562
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UPB2
157726.08000000
PA
USD
154000.27000000
0.004343542546
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLV2
155058.57000000
PA
USD
141255.58000000
0.003984081467
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.50000000
N
N
N
N
N
N
Panama Government International Bonds
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BF0
900000.00000000
PA
USD
872235.77000000
0.024601211268
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3129317C6
105454.62000000
PA
USD
105288.69000000
0.002969643525
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZ94
473210.54000000
PA
USD
448301.37000000
0.012644238054
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DP55
2950421.52000000
PA
USD
2835089.04000000
0.079963040769
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
5200000.00000000
PA
USD
2740562.50000000
0.077296941234
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BX9
1000000.00000000
PA
USD
964330.00000000
0.027198708053
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.45000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CX8
4000000.00000000
PA
USD
4088720.00000000
0.115321416521
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
5.08600000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CKP5
14800000.00000000
PA
USD
15264812.50000000
0.430540560476
Long
DBT
UST
US
N
2
2029-04-30
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XREZ4
1694691.08000000
PA
USD
1645009.92000000
0.046397130193
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418FFZ5
2148438.84000000
PA
USD
1998044.10000000
0.056354378848
Long
ABS-MBS
USGSE
US
N
2
2055-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3618N5A33
7849252.56000000
PA
USD
7712588.99000000
0.217531816160
Long
ABS-MBS
USGA
US
N
2
2054-11-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620ASEQ8
53647.56000000
PA
USD
53286.47000000
0.001502932752
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
4.50000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAE1
2400000.00000000
PA
USD
2524848.00000000
0.071212762884
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.15000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D57D8
1162351.60000000
PA
USD
1038350.87000000
0.029286449836
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
1.50000000
N
N
N
N
N
N
BARCLAYS NEW YORK
N/A
BARCLAYS NEW YORK
000000000
2000152.00000000
PA
USD
2000152.00000000
0.056413831687
Long
STIV
CORP
US
N
2
2025-10-01
Floating
4.60000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJVN7
435827.33000000
PA
USD
404511.46000000
0.011409153614
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDE3
1996421.95000000
PA
USD
1927203.15000000
0.054356325985
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.50000000
N
N
N
N
N
N
2025-07-15
Brighthouse Funds Trust II
Alan Otis
Alan Otis
Treasurer