0000871839-23-000010.txt : 20230224
0000871839-23-000010.hdr.sgml : 20230224
20230224161704
ACCESSION NUMBER: 0000871839-23-000010
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230224
DATE AS OF CHANGE: 20230224
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price Balanced Fund, Inc.
CENTRAL INDEX KEY: 0000871839
IRS NUMBER: 521725684
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06275
FILM NUMBER: 23667527
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-2000
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE BALANCED FUND INC
DATE OF NAME CHANGE: 19920717
0000871839
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T. Rowe Price Balanced Fund, Inc.
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N
N
Workday Inc
549300J0DYC0N31V7G13
WORKDAY INC
98138H101
2388.000000
NS
USD
399584.040000
0.00996304
Long
EC
CORP
US
N
1
N
N
N
Woodside Finance Ltd
254900AIZKU6TGRRNZ98
WOODSIDE FINANCE LTD
980236AP8
1187000.000000
PA
USD
1075718.750000
0.0268215
Long
DBT
CORP
AU
N
2
2028-03-15
Fixed
3.7
N
N
N
N
N
N
Woodside Finance Ltd
254900AIZKU6TGRRNZ98
WOODSIDE FINANCE LTD
980236AN3
738000.000000
PA
USD
688185.000000
0.0171589
Long
DBT
CORP
AU
N
2
2026-09-15
Fixed
3.7
N
N
N
N
N
N
WillScot Mobile Mini Holdings Corp
549300HJ4VIXF476Q166
WILLSCOT MOBILE MINI HOLDINGS CORP
971378104
23200.000000
NS
USD
1047944.000000
0.0261289
Long
EC
CORP
US
N
1
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
WILLIS NORTH AMERICA INC
970648AG6
1370000.000000
PA
USD
1285292.900000
0.0320469
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.5
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE
96949LAC9
1735000.000000
PA
USD
1532967.930000
0.0382223
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.1
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
WEYERHAEUSER CO
962166104
92373.000000
NS
USD
2863563.000000
0.0713988
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
WESTROCK CO
96145D105
8213.000000
NS
USD
288769.080000
0.00720003
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP
958102105
17800.000000
NS
USD
561590.000000
0.0140024
Long
EC
CORP
US
N
1
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
WEST PHARMACEUTICAL SERVICES INC
955306105
1300.000000
NS
USD
305955.000000
0.00762854
Long
EC
CORP
US
N
1
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
WEST FRASER TIMBER CO LTD
952845105
3100.000000
NS
USD
224099.000000
0.00558758
Long
EC
CORP
CA
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040Q104
15810.000000
NS
USD
1036345.500000
0.0258398
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Securities 2021-RR1 Trust
N/A
WELLS FARGO MORTGAGE BACKED SECURITIES 2021-RR1 TRUST
95003JAA3
1240520.220000
PA
USD
997310.030000
0.0248665
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
2.5
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2S1
3915000.000000
PA
USD
3457168.160000
0.0861994
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.393
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
95000U2Q5
3995000.000000
PA
USD
2851451.230000
0.0710968
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.068
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
355291.000000
NS
USD
14669965.390000
0.365774
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC
94973VBB2
915000.000000
PA
USD
827898.410000
0.0206424
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65
N
N
N
N
N
N
Weibo Corp
549300Q9ID4640FE0422
WEIBO CORP
948596AD3
1390000.000000
PA
USD
1347275.570000
0.0335923
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
3.5
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
WASTE CONNECTIONS INC
94106BAE1
2315000.000000
PA
USD
1991254.200000
0.049649
Long
DBT
CORP
CA
N
2
2032-06-01
Fixed
3.2
N
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
WASTE CONNECTIONS INC
94106B101
13255.000000
NS
USD
1757082.800000
0.0438103
Long
EC
CORP
CA
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142103
101946.000000
NS
USD
14454923.340000
0.360412
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP INC
92939U106
21564.000000
NS
USD
2021840.640000
0.0504116
Long
EC
CORP
US
N
1
N
N
N
WFRBS Commercial Mortgage Trust 2014-C19
549300FCX3YXSYSLU895
WFRBS COMMERCIAL MORTGAGE TRUST 2014-C19
92938VAT2
610000.000000
PA
USD
583109.430000
0.014539
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Variable
4.723
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP CAREY INC
92936UAF6
1470000.000000
PA
USD
1322262.060000
0.0329687
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.85
N
N
N
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP FINANCE 2010
92936MAF4
1310000.000000
PA
USD
1266787.030000
0.0315855
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
VULCAN MATERIALS CO
929160AV1
590000.000000
PA
USD
493476.590000
0.0123041
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.5
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
VULCAN MATERIALS CO
929160109
5005.000000
NS
USD
876425.550000
0.0218524
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
VOYA FINANCIAL INC
929089100
4189.000000
NS
USD
257581.610000
0.00642242
Long
EC
CORP
US
N
1
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668BE1
1395000.000000
PA
USD
1334377.490000
0.0332707
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.35
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBU3
775000.000000
PA
USD
596962.350000
0.0148844
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WBS8
2045000.000000
PA
USD
1722313.320000
0.0429434
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.875
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857W308
349968.000000
NS
USD
3541676.160000
0.0883065
Long
EC
CORP
GB
N
1
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC
928563AJ4
3125000.000000
PA
USD
2725806.250000
0.067964
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.4
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC
92840VAD4
1370000.000000
PA
USD
1315200.000000
0.0327926
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826C839
130844.000000
NS
USD
27184149.440000
0.677797
Long
EC
CORP
US
N
1
N
N
N
Virginia Public Building Authority
N/A
VIRGINIA PUBLIC BUILDING AUTHORITY
928172WG6
695000.000000
PA
USD
728701.250000
0.0181691
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
5.9
N
N
N
N
N
N
Virginia Commonwealth Transportation Board
N/A
VIRGINIA COMMONWEALTH TRANSPORTATION BOARD
927793TC3
690000.000000
PA
USD
703613.220000
0.0175436
Long
DBT
MUN
US
N
2
2035-05-15
Fixed
5.35
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VIATRIS INC
92556V106
137580.000000
NS
USD
1531265.400000
0.0381799
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust 2021-7
N/A
VERUS SECURITIZATION TRUST 2021-7
92538QAA8
2921099.090000
PA
USD
2451038.750000
0.0611131
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.829
N
N
N
N
N
N
Verus Securitization Trust 2021-1
N/A
VERUS SECURITIZATION TRUST 2021-1
92537QAA9
547771.970000
PA
USD
456493.600000
0.011382
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.815
N
N
N
N
N
N
Verus Securitization Trust 2019-INV3
N/A
VERUS SECURITIZATION TRUST 2019-INV3
92537MAA8
674350.420000
PA
USD
633024.940000
0.0157835
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.692
N
N
N
N
N
N
Verus Securitization Trust 2019-4
N/A
VERUS SECURITIZATION TRUST 2019-4
92537KAA2
319813.280000
PA
USD
303360.810000
0.00756386
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.642
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
VERTEX PHARMACEUTICALS INC
92532F100
5076.000000
NS
USD
1465847.280000
0.0365488
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGH1
460000.000000
PA
USD
398876.580000
0.0099454
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.1
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFT6
2470000.000000
PA
USD
1671162.480000
0.041668
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFD1
2000000.000000
PA
USD
1558626.000000
0.0388621
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.0
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VCV4
870000.000000
PA
USD
772375.560000
0.0192581
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.272
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343V104
237456.000000
NS
USD
9355766.400000
0.233272
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
VEEVA SYSTEMS INC
922475108
9790.000000
NS
USD
1579910.200000
0.0393927
Long
EC
CORP
US
N
1
N
N
N
Utah Transit Authority
N/A
UTAH TRANSIT AUTHORITY
917565LB7
900000.000000
PA
USD
987870.240000
0.0246311
Long
DBT
MUN
US
N
2
2039-06-15
Fixed
5.937
N
N
N
N
N
N
University of Virginia
N/A
UNIVERSITY OF VIRGINIA
915217XM0
3675000.000000
PA
USD
2395058.140000
0.0597173
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.584
N
N
N
N
N
N
University of California
N/A
UNIVERSITY OF CALIFORNIA
91412GXY6
365000.000000
PA
USD
312055.980000
0.00778066
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
4.131
N
N
N
N
N
N
University of California
N/A
UNIVERSITY OF CALIFORNIA
91412GTG0
1625000.000000
PA
USD
1595979.940000
0.0397934
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.601
N
N
N
N
N
N
University of California
N/A
UNIVERSITY OF CALIFORNIA
91412F7Y7
750000.000000
PA
USD
789209.780000
0.0196778
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
5.77
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PCP5
645000.000000
PA
USD
629234.910000
0.0156891
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
71673.000000
NS
USD
37999591.140000
0.947464
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFV8
2850000.000000
PA
USD
2907000.000000
0.0724818
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.125
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFU0
8010000.000000
PA
USD
8037534.380000
0.200404
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.125
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFM8
8000000.000000
PA
USD
8027500.000000
0.200154
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.125
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFF3
16360000.000000
PA
USD
14879931.250000
0.371009
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CFB2
6145000.000000
PA
USD
5812785.940000
0.144933
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.75
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CEP2
2930000.000000
PA
USD
2699262.500000
0.0673022
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.875
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CEK3
1640000.000000
PA
USD
1593362.500000
0.0397282
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.5
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CEC1
36390000.000000
PA
USD
33319593.750000
0.830775
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.875
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CDY4
7175000.000000
PA
USD
6080812.500000
0.151616
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.875
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CCW9
7815000.000000
PA
USD
6917496.090000
0.172478
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CCS8
9060000.000000
PA
USD
7351340.630000
0.183295
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CCJ8
41745000.000000
PA
USD
37309593.750000
0.93026
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.875
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBT7
5970000.000000
PA
USD
5350612.500000
0.13341
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBL4
7555000.000000
PA
USD
6153783.590000
0.153436
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.125
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBJ9
1185000.000000
PA
USD
1007620.310000
0.0251235
Long
DBT
UST
US
N
2
2028-01-31
Fixed
0.75
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAZ4
36535000.000000
PA
USD
32675990.630000
0.814728
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.375
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CAV3
7500000.000000
PA
USD
5992968.750000
0.149426
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.875
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZQ6
16700000.000000
PA
USD
13208656.250000
0.329339
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.625
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912828ZL7
1250000.000000
PA
USD
1140625.000000
0.0284398
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.375
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
9128282R0
27540000.000000
PA
USD
25470196.880000
0.635062
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TL2
3985000.000000
PA
USD
4002434.380000
0.0997948
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TK4
1755000.000000
PA
USD
1569079.690000
0.0391227
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.375
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TJ7
1565000.000000
PA
USD
1295526.560000
0.0323021
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TD0
4225000.000000
PA
USD
2947597.660000
0.073494
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810TA6
4815000.000000
PA
USD
3297522.660000
0.0822189
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SZ2
6795000.000000
PA
USD
4456033.590000
0.111105
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SX7
3665000.000000
PA
USD
2634218.750000
0.0656804
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.375
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SW9
4545000.000000
PA
USD
3212746.880000
0.0801051
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.875
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SU3
8550000.000000
PA
USD
5442609.380000
0.135703
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.875
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SR0
1715000.000000
PA
USD
1074286.720000
0.0267858
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.125
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SP4
2415000.000000
PA
USD
1344853.130000
0.0335319
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.375
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SL3
24845000.000000
PA
USD
16440402.340000
0.409917
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SD1
3905000.000000
PA
USD
3206981.250000
0.0799614
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810SA7
2000000.000000
PA
USD
1640312.500000
0.0408988
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RY6
16080000.000000
PA
USD
12565012.500000
0.31329
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RV2
1150000.000000
PA
USD
941562.500000
0.0234765
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RQ3
2975000.000000
PA
USD
2225207.030000
0.0554823
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.5
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RP5
11185000.000000
PA
USD
9197914.840000
0.229337
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RN0
4185000.000000
PA
USD
3370232.810000
0.0840318
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.875
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RM2
10640000.000000
PA
USD
8763037.500000
0.218494
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.0
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
912810RJ9
2990000.000000
PA
USD
2468151.560000
0.0615397
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.0
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
UNITED RENTALS INC
911363109
3203.000000
NS
USD
1138410.260000
0.0283846
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC
911312106
3718.000000
NS
USD
646337.120000
0.0161155
Long
EC
CORP
US
N
1
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAR1
2315000.000000
PA
USD
1858409.420000
0.0463367
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.5
N
N
N
N
N
N
Mexico Government International Bond
254900EGTWEU67VP6075
MEXICO GOVERNMENT INTERNATIONAL BOND
91087BAM2
3439000.000000
PA
USD
2782249.770000
0.0693713
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.659
N
N
N
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
UNITED AIRLINES HOLDINGS INC
910047109
13610.000000
NS
USD
513097.000000
0.0127933
Long
EC
CORP
US
N
1
N
N
N
United Airlines 2019-1 Class AA Pass Through Trust
N/A
UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST
90931CAA6
978107.400000
PA
USD
868885.080000
0.0216644
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818108
14800.000000
NS
USD
3064636.000000
0.0764122
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
ULTA BEAUTY INC
90384S303
9295.000000
NS
USD
4360005.650000
0.10871
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973304
176400.000000
NS
USD
7692804.000000
0.191809
Long
EC
CORP
US
N
1
N
N
N
Trinity Health Corp
TWSRHFGEDJDX0GKMGJ67
TRINITY HEALTH CORP
896516AA9
725000.000000
PA
USD
613103.500000
0.0152868
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.125
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
TRIMBLE INC
896239100
15600.000000
NS
USD
788736.000000
0.019666
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS INC/THE
89417EAD1
750000.000000
PA
USD
811611.000000
0.0202363
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.25
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS INC/THE
89417E109
65382.000000
NS
USD
12258471.180000
0.305647
Long
EC
CORP
US
N
1
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
TRANSURBAN FINANCE CO PTY LTD
89400PAK9
1445000.000000
PA
USD
1140820.280000
0.0284447
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45
N
N
N
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
TRANSURBAN FINANCE CO PTY LTD
89400PAG8
395000.000000
PA
USD
363893.750000
0.00907316
Long
DBT
CORP
AU
N
2
2027-03-22
Fixed
3.375
N
N
N
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
TRANSURBAN FINANCE CO PTY LTD
89400PAE3
335000.000000
PA
USD
321418.770000
0.00801411
Long
DBT
CORP
AU
N
2
2026-02-02
Fixed
4.125
N
N
N
N
N
N
TransUnion
549300ZS772LUNUMRB03
TRANSUNION
89400J107
18415.000000
NS
USD
1045051.250000
0.0260568
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group Inc
N/A
TRANSDIGM GROUP INC
893641100
2195.000000
NS
USD
1382081.750000
0.0344602
Long
EC
CORP
US
N
1
N
N
N
Transcontinental Gas Pipe Line Co LLC
N/A
TRANSCONTINENTAL GAS PIPE LINE CO LLC
893574AM5
1645000.000000
PA
USD
1372602.810000
0.0342238
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.6
N
N
N
N
N
N
Towd Point Mortgage Trust 2018-1
N/A
TOWD POINT MORTGAGE TRUST 2018-1
89176EAA8
173082.530000
PA
USD
166888.580000
0.00416112
Long
ABS-MBS
CORP
US
N
2
2058-01-25
Variable
3.0
N
N
N
N
N
N
Towd Point Mortgage Trust 2017-6
N/A
TOWD POINT MORTGAGE TRUST 2017-6
89175JAA8
361195.950000
PA
USD
344455.240000
0.00858849
Long
ABS-MBS
CORP
US
N
2
2057-10-25
Variable
2.75
N
N
N
N
N
N
Towd Point Mortgage Trust 2017-1
N/A
TOWD POINT MORTGAGE TRUST 2017-1
89173FAA8
42593.660000
PA
USD
41877.330000
0.00104415
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTALENERGIES CAPITAL INTERNATIONAL SA
89153VAX7
2630000.000000
PA
USD
1962916.280000
0.0489424
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.986
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
89151E109
27872.000000
NS
USD
1730293.760000
0.0431423
Long
EC
CORP
FR
N
1
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89114QC48
1235000.000000
PA
USD
1225773.320000
0.0305629
Long
DBT
CORP
CA
N
2
2023-07-19
Fixed
3.5
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC
88732JAU2
530000.000000
PA
USD
501536.350000
0.0125051
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE LLC
88732JAJ7
450000.000000
PA
USD
426102.300000
0.0106242
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55
N
N
N
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
THOMSON REUTERS CORP
884903BV6
405000.000000
PA
USD
383639.490000
0.00956549
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
3.35
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556102
31353.000000
NS
USD
17265783.570000
0.430497
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
TEXTRON INC
883203101
14061.000000
NS
USD
995518.800000
0.0248218
Long
EC
CORP
US
N
1
N
N
N
Central Texas Turnpike System
N/A
CENTRAL TEXAS TURNPIKE SYSTEM
88283KBL1
1820000.000000
PA
USD
1289259.970000
0.0321458
Long
DBT
MUN
US
N
2
2041-08-15
Fixed
3.029
N
N
N
N
N
N
Texas Private Activity Bond Surface Transportation Corp
N/A
TEXAS PRIVATE ACTIVITY BOND SURFACE TRANSPORTATION CORP
882667AZ1
1900000.000000
PA
USD
1438800.840000
0.0358744
Long
DBT
MUN
US
N
2
2049-12-31
Fixed
3.922
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508BH6
650000.000000
PA
USD
608212.150000
0.0151649
Long
DBT
CORP
US
N
2
2025-03-12
Fixed
1.375
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508104
63467.000000
NS
USD
10486017.740000
0.261453
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
TESLA INC
88160R101
82927.000000
NS
USD
10214947.860000
0.254695
Long
EC
CORP
US
N
1
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
TENCENT HOLDINGS LTD
88032WAE6
960000.000000
PA
USD
959173.740000
0.0239156
Long
DBT
CORP
KY
N
2
2023-01-19
Fixed
2.985
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC
879369106
3691.000000
NS
USD
921384.330000
0.0229734
Long
EC
CORP
US
N
1
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECHNOLOGIES INC
879360105
5298.000000
NS
USD
2118723.180000
0.0528273
Long
EC
CORP
US
N
1
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERICA
878091BD8
1800000.000000
PA
USD
1643430.600000
0.0409765
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.9
N
N
N
N
N
N
Tarrant County Cultural Education Facilities Finance Corp
549300ROY505NVTMMI25
TARRANT COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP
87638TEG4
1200000.000000
PA
USD
986851.560000
0.0246057
Long
DBT
MUN
US
N
2
2047-11-15
Fixed
4.366
N
N
N
N
N
N
Tampa Electric Co
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC CO
875127AW2
1000000.000000
PA
USD
1013390.000000
0.0252674
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.15
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
N/A
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
874039100
22172.000000
NS
USD
1651592.280000
0.04118
Long
EC
CORP
TW
N
1
N
N
N
T Rowe Price Real Assets Fund Inc
5493008NLR7XEV5QEO07
T ROWE PRICE REAL ASSETS FUND INC
87279W209
9817065.682000
NS
USD
131450509.490000
3.27753
Long
EC
RF
US
N
1
N
N
N
T Rowe Price Limited Duration Inflation Focused Bond Fund
5493009ZRV6DHHWWGU69
T ROWE PR LTD DUR INFL FO-I
872798202
23156.408000
NS
USD
107677.300000
0.00268478
Long
EC
RF
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
78224.000000
NS
USD
10951360.000000
0.273056
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX COS INC/THE
872540AW9
375000.000000
PA
USD
291232.130000
0.00726145
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.6
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX COS INC/THE
872540109
71594.000000
NS
USD
5698882.400000
0.142093
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
SYNOPSYS INC
871607107
25568.000000
NS
USD
8163606.720000
0.203548
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
SUN COMMUNITIES INC
866674104
890.000000
NS
USD
127270.000000
0.00317329
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI FINANCIAL GROUP INC
86562MBB5
2045000.000000
PA
USD
2026498.890000
0.0505278
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.748
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667101
25046.000000
NS
USD
6123496.540000
0.15268
Long
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC
858119100
3300.000000
NS
USD
322410.000000
0.00803882
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CORP
857477AL7
265000.000000
PA
USD
263163.290000
0.00656159
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.1
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OVERSEAS INVESTMENT BVI LTD
857006AL4
1175000.000000
PA
USD
1170572.130000
0.0291865
Long
DBT
CORP
VG
N
2
2023-05-02
Fixed
3.75
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2021-2
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2
85573HAB6
337042.260000
PA
USD
311465.910000
0.00776595
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.172
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2020-INV
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV
85573EAA5
406480.830000
PA
USD
373983.260000
0.00932472
Long
ABS-MBS
CORP
US
N
2
2055-11-25
Variable
1.027
N
N
N
N
N
N
Starwood Mortgage Residential Trust 2019-INV1
N/A
STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1
85572JAC1
677591.990000
PA
USD
638324.520000
0.0159157
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.916
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244109
27160.000000
NS
USD
2694272.000000
0.0671777
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK & DECKER INC
854502101
17305.000000
NS
USD
1299951.600000
0.0324124
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254CG3
1000000.000000
PA
USD
868968.000000
0.0216664
Long
DBT
CORP
GB
N
2
2028-01-12
Variable
2.608
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
853254CE8
2005000.000000
PA
USD
1833504.330000
0.0457157
Long
DBT
CORP
GB
N
2
2025-11-23
Variable
1.822
N
N
N
N
N
N
Block Inc
549300OHIIUWSTIZME52
BLOCK INC
852234103
28696.000000
NS
USD
1803256.640000
0.0449616
Long
EC
CORP
US
N
1
N
N
N
Spectra Energy Partners LP
2HKVXE7U4NF5B6UGSU72
SPECTRA ENERGY PARTNERS LP
84756NAH2
480000.000000
PA
USD
447526.560000
0.0111584
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.375
N
N
N
N
N
N
Spectra Energy Partners LP
2HKVXE7U4NF5B6UGSU72
SPECTRA ENERGY PARTNERS LP
84756NAD1
1145000.000000
PA
USD
1134154.560000
0.0282785
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.75
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO
844741108
24971.000000
NS
USD
840773.570000
0.0209635
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO/THE
842587107
288970.000000
NS
USD
20635347.700000
0.514512
Long
EC
CORP
US
N
1
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA PUBLIC SERVICE AUTHORITY
837151JB6
2000000.000000
PA
USD
1949164.200000
0.0485996
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
5.784
N
N
N
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
SNOWFLAKE INC
833445109
7726.000000
NS
USD
1108990.040000
0.027651
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807DT1
1810000.000000
PA
USD
1450552.100000
0.0361674
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.65
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807DJ3
1865000.000000
PA
USD
1362194.140000
0.0339643
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
3.8
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
SIMON PROPERTY GROUP INC
828806109
6635.000000
NS
USD
779479.800000
0.0194352
Long
EC
CORP
US
N
1
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
SIGNATURE BANK/NEW YORK NY
82669G104
6212.000000
NS
USD
715746.640000
0.0178461
Long
EC
CORP
US
N
1
N
N
N
Shopify Inc
549300HGQ43STJLLP808
SHOPIFY INC
82509L107
61110.000000
NS
USD
2121128.100000
0.0528872
Long
EC
CORP
CA
N
1
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC
82481LAC3
1138000.000000
PA
USD
1116572.600000
0.0278401
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.875
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE
824348106
35140.000000
NS
USD
8339776.200000
0.20794
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
SERVICENOW INC
81762P102
35502.000000
NS
USD
13784361.540000
0.343693
Long
EC
CORP
US
N
1
N
N
N
ServiceMaster Funding LLC
N/A
SERVICEMASTER FUNDING LLC
81761TAE5
1614562.500000
PA
USD
1267570.410000
0.031605
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
2.865
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH2
N/A
SEQUOIA MORTGAGE TRUST 2018-CH2
81747EAC1
188585.070000
PA
USD
173837.550000
0.00433438
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.0
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BN8
835000.000000
PA
USD
801698.530000
0.0199892
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.3
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
44569.000000
NS
USD
6887693.260000
0.171735
Long
EC
CORP
US
N
1
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP
81211K100
21787.000000
NS
USD
1086735.560000
0.0270962
Long
EC
CORP
US
N
1
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
SEA LTD
81141R100
42889.000000
NS
USD
2231514.670000
0.0556396
Long
EC
CORP
KY
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB CORP/THE
808513105
98648.000000
NS
USD
8213432.480000
0.20479
Long
EC
CORP
US
N
1
N
N
N
Santander Bank Auto Credit-Linked Notes Series 2022-C
N/A
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-C
80290CBF0
2285000.000000
PA
USD
2285331.780000
0.0569814
Long
ABS-O
CORP
US
N
2
2032-12-15
Fixed
6.451
N
N
N
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC
80282KBC9
1365000.000000
PA
USD
1170375.570000
0.0291816
Long
DBT
CORP
US
N
2
2028-01-06
Variable
2.49
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
80281LAR6
1605000.000000
PA
USD
1371008.660000
0.0341841
Long
DBT
CORP
GB
N
2
2028-01-11
Variable
2.469
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE INC
79466L302
51423.000000
NS
USD
6818175.570000
0.170001
Long
EC
CORP
US
N
1
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
SAIA INC
78709Y105
3919.000000
NS
USD
821735.920000
0.0204888
Long
EC
CORP
US
N
1
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC
785592AX4
560000.000000
PA
USD
519400.000000
0.0129505
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.5
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQUEFACTION LLC
785592AU0
1335000.000000
PA
USD
1256568.750000
0.0313307
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.2
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB FINANCIAL GROUP
78486Q101
2700.000000
NS
USD
621378.000000
0.0154932
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Trust
N/A
SMB PRIVATE EDUCATION LOAN TRUST
78449XAA0
1100985.020000
PA
USD
971264.430000
0.0242171
Long
ABS-O
CORP
US
N
2
2053-07-15
Fixed
1.29
N
N
N
N
N
N
SMB Private Education Loan Trust 2018-B
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2018-B
78449LAB4
576402.280000
PA
USD
551770.020000
0.0137576
Long
ABS-O
CORP
US
N
2
2037-01-15
Fixed
3.6
N
N
N
N
N
N
SMB Private Education Loan Trust 2021-A
N/A
SMB PRIVATE EDUCATION LOAN TRUST 2021-A
78448YAH4
2150126.300000
PA
USD
1844800.410000
0.0459974
Long
ABS-O
CORP
US
N
2
2053-01-15
Fixed
1.07
N
N
N
N
N
N
SMBC Aviation Capital Finance DAC
549300OD7VKRVNWB2J98
SMBC AVIATION CAPITAL FINANCE DAC
78448TAD4
422000.000000
PA
USD
417185.820000
0.0104019
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
4.125
N
N
N
N
N
N
SFO Commercial Mortgage Trust 2021-555
N/A
SFO COMMERCIAL MORTGAGE TRUST 2021-555
78432WAC7
1560000.000000
PA
USD
1384083.320000
0.0345101
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
5.818
N
N
N
N
N
N
SG Residential Mortgage Trust 2019-3
N/A
SG RESIDENTIAL MORTGAGE TRUST 2019-3
78432BAA7
42910.420000
PA
USD
41094.350000
0.00102463
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.703
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78410G104
12438.000000
NS
USD
3486495.780000
0.0869307
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409V104
19740.000000
NS
USD
6611715.600000
0.164853
Long
EC
CORP
US
N
1
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAN0
1135000.000000
PA
USD
1068864.890000
0.0266506
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.836
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
SHELL PLC
780259305
93482.000000
NS
USD
5323799.900000
0.132741
Long
EC
CORP
GB
N
1
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78015K7G3
2075000.000000
PA
USD
2054250.000000
0.0512197
Long
DBT
CORP
CA
N
2
2023-04-17
Fixed
1.6
N
N
N
N
N
N
T Rowe Price Inflation Protected Bond Fund Inc
QTPF0SBNUVQ114GUHO71
T ROWE PR INFL PROT BND-I
77958D200
1359.077000
NS
USD
14514.940000
0.000361909
Long
EC
RF
US
N
1
N
N
N
T Rowe Price Institutional High Yield Fund
E81VH37I6Q4XM5FXIK06
T ROWE PR INST HI YLD
77958B204
28966911.694000
NS
USD
213196470.070000
5.31574
Long
EC
RF
US
N
1
N
N
N
Heineken NV
724500K5PTPSST86UQ23
HEINEKEN NV
000000000
27991.000000
NS
2636535.890000
0.0657382
Long
EC
CORP
NL
N
2
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296AG8
450000.000000
PA
USD
353537.550000
0.00881494
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
1.875
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296103
94518.000000
NS
USD
10970704.260000
0.273538
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776743AG1
380000.000000
PA
USD
330429.000000
0.00823876
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776743AD8
1085000.000000
PA
USD
1038736.690000
0.0258994
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.8
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776696106
16827.000000
NS
USD
7270778.430000
0.181286
Long
EC
CORP
US
N
1
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC
775109BZ3
2935000.000000
PA
USD
2456137.140000
0.0612402
Long
DBT
CORP
CA
N
2
2042-03-15
Fixed
4.5
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMMUNICATIONS INC
775109BE0
610000.000000
PA
USD
584413.550000
0.0145715
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
3.625
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMATION INC
773903109
4625.000000
NS
USD
1191261.250000
0.0297024
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
REXFORD INDUSTRIAL REALTY INC
76169C100
13653.000000
NS
USD
745999.920000
0.0186004
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Government Reserve Investment Fund
5493007QR86JJLYO6D96
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral
76105YYY8
15793031.750000
NS
USD
15793031.750000
0.393776
Long
STIV
RF
US
N
1
N
N
T. Rowe Price Treasury Reserve Fund
5493007QR86JJLYO6D96
T. Rowe Price Treasury Reserve Fund
76105Y208
81550933.860000
NS
USD
81550933.860000
2.03335
Long
STIV
RF
US
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC
760759AS9
1045000.000000
PA
USD
974856.470000
0.0243066
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.375
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SERVICES INC
760759100
18105.000000
NS
USD
2335363.950000
0.0582289
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
REGENERON PHARMACEUTICALS INC
75886F107
2585.000000
NS
USD
1865051.650000
0.0465023
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME CORP
756109BK9
2130000.000000
PA
USD
1851685.680000
0.0461691
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.1
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME CORP
756109BG8
1490000.000000
PA
USD
1418485.960000
0.0353679
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.95
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORP
75513E101
3500.000000
NS
USD
353220.000000
0.00880702
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM INTERNATIONAL INC
749685103
8972.000000
NS
USD
874321.400000
0.0217999
Long
EC
CORP
US
N
1
N
N
N
RELX Capital Inc
2R15C3RTKJN1RCBOV146
RELX CAPITAL INC
74949LAD4
945000.000000
PA
USD
808429.550000
0.020157
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.0
N
N
N
N
N
N
RELX Capital Inc
2R15C3RTKJN1RCBOV146
RELX CAPITAL INC
74949LAB8
840000.000000
PA
USD
836895.360000
0.0208668
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.5
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525AU7
1120000.000000
PA
USD
1060689.280000
0.0264467
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
17909.000000
NS
USD
1968915.460000
0.049092
Long
EC
CORP
US
N
1
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC INC
747262AU7
140000.000000
PA
USD
114275.000000
0.00284928
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.45
N
N
N
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC INC
747262AS2
1645000.000000
PA
USD
1531906.250000
0.0381958
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.85
N
N
N
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
PURE STORAGE INC
74624M102
15100.000000
NS
USD
404076.000000
0.010075
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460DAH2
1210000.000000
PA
USD
1021517.090000
0.02547
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.95
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460D109
3886.000000
NS
USD
1088818.340000
0.0271481
Long
EC
CORP
US
N
1
N
N
N
Public Finance Authority
5493004S6D3NA627K012
PUBLIC FINANCE AUTHORITY
74442PVD4
2910000.000000
PA
USD
1935649.070000
0.0482626
Long
DBT
MUN
US
N
2
2051-07-01
Fixed
3.405
N
N
N
N
N
N
Provident Funding Mortgage Trust 2019-1
N/A
PROVIDENT FUNDING MORTGAGE TRUST 2019-1
74387LAW1
1290970.820000
PA
USD
1001623.590000
0.024974
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.201
N
N
N
N
N
N
Providence Health & Services Obligated Group
N/A
PROVIDENCE HEALTH & SERVICES OBLIGATED GROUP
743755AJ9
1310000.000000
PA
USD
1302712.470000
0.0324812
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
4.379
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
PROTECTIVE LIFE GLOBAL FUNDING
74368CAR5
780000.000000
PA
USD
765847.680000
0.0190953
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
1.082
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
PROLOGIS INC
74340W103
70066.000000
NS
USD
7898540.180000
0.196939
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP/THE
743315103
77524.000000
NS
USD
10055638.040000
0.250723
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE
742718109
109639.000000
NS
USD
16616886.840000
0.414318
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINANCIAL GROUP INC
74251VAK8
2460000.000000
PA
USD
2385813.780000
0.0594868
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.4
N
N
N
N
N
N
Pricoa Global Funding I
635400IBXEBMD9ADYA79
PRICOA GLOBAL FUNDING I
741531FA0
2650000.000000
PA
USD
2617534.850000
0.0652644
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.45
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC
741503AW6
1515000.000000
PA
USD
1474793.420000
0.0367718
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.65
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTHORITY OF NEW YORK & NEW JERSEY
73358XDP4
800000.000000
PA
USD
566008.800000
0.0141126
Long
DBT
MUN
US
N
2
2051-02-15
Fixed
3.139
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTHORITY OF NEW YORK & NEW JERSEY
73358WRQ9
1400000.000000
PA
USD
1394725.920000
0.0347754
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
5.31
N
N
N
N
N
N
Republic of Poland Government International Bond
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND
731011AU6
1030000.000000
PA
USD
989685.800000
0.0246764
Long
DBT
NUSS
PL
N
2
2026-04-06
Fixed
3.25
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
000000000
83543.000000
NS
4756871.090000
0.118606
Long
EC
CORP
FR
N
2
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO
723787AT4
755000.000000
PA
USD
671081.750000
0.0167324
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.125
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES CO
723787107
4324.000000
NS
USD
987558.360000
0.0246233
Long
EC
CORP
US
N
1
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
ESSILORLUXOTTICA SA
000000000
30990.000000
NS
5607120.050000
0.139805
Long
EC
CORP
FR
N
2
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172109
177156.000000
NS
USD
17929958.760000
0.447057
Long
EC
CORP
US
N
1
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT
71783DAD7
805000.000000
PA
USD
787597.350000
0.0196376
Long
DBT
MUN
US
N
2
2026-04-15
Fixed
3.964
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
75773.000000
NS
USD
3882608.520000
0.0968072
Long
EC
CORP
US
N
1
N
N
N
Perrigo Finance Unlimited Co
549300E86RB6YCTMRM83
PERRIGO FINANCE UNLIMITED CO
71429MAC9
1510000.000000
PA
USD
1279725.000000
0.0319081
Long
DBT
CORP
IE
N
2
2030-06-15
Variable
4.4
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046109
17488.000000
NS
USD
2452167.360000
0.0611412
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
24320.000000
NS
USD
4393651.200000
0.109549
Long
EC
CORP
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
000000000
319009.000000
NS
11465271.590000
0.28587
Long
EC
CORP
NO
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
NESTLE SA
000000000
203543.000000
NS
23511136.740000
0.586216
Long
EC
CORP
CH
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG
000000000
43670.000000
NS
13722754.060000
0.342157
Long
EC
CORP
CH
N
2
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB LTD
000000000
230646.000000
NS
7029517.560000
0.175271
Long
EC
CORP
CH
N
2
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG
000000000
128801.000000
NS
11656162.690000
0.290629
Long
EC
CORP
CH
N
2
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
405097.000000
NS
11284195.120000
0.281355
Long
EC
CORP
FR
N
2
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450YAC7
2720000.000000
PA
USD
2601848.640000
0.0648733
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.4
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450Y103
14694.000000
NS
USD
1046506.680000
0.0260931
Long
EC
CORP
US
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
PAYCOM SOFTWARE INC
70432V102
2054.000000
NS
USD
637376.740000
0.0158921
Long
EC
CORP
US
N
1
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
ASTELLAS PHARMA INC
000000000
554700.000000
NS
8434565.360000
0.210304
Long
EC
CORP
JP
N
2
N
N
N
Panama Government International Bond
549300SHS4T08CL0LP14
PANAMA GOVERNMENT INTERNATIONAL BOND
698299BR4
2100000.000000
PA
USD
1705391.710000
0.0425214
Long
DBT
NUSS
PA
N
2
2033-01-19
Fixed
3.298
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA
695156AR0
785000.000000
PA
USD
764664.580000
0.0190658
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.65
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA
695156109
6448.000000
NS
USD
824763.680000
0.0205643
Long
EC
CORP
US
N
1
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS AND ELECTRIC CO
694308JF5
1340000.000000
PA
USD
1141952.020000
0.0284729
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.1
N
N
N
N
N
N
PSMC 2021-2 Trust
N/A
PSMC 2021-2 TRUST
69376CAC8
2087490.260000
PA
USD
1794997.390000
0.0447556
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.5
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR FINANCIAL CORP
69371RR57
2875000.000000
PA
USD
2684838.880000
0.0669425
Long
DBT
CORP
US
N
2
2024-11-08
Fixed
0.9
N
N
N
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR INC
693718108
12927.000000
NS
USD
1279385.190000
0.0318996
Long
EC
CORP
US
N
1
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
PERTAMINA PERSERO PT
69369EAE9
1250000.000000
PA
USD
1240625.000000
0.0309332
Long
DBT
CORP
ID
N
2
2023-05-20
Fixed
4.3
N
N
N
N
N
N
Perusahaan Gas Negara Tbk PT
549300OX1VFDX7ZPN240
PERUSAHAAN GAS NEGARA TBK PT
69367PAA4
1105000.000000
PA
USD
1097828.880000
0.0273728
Long
DBT
CORP
ID
N
2
2024-05-16
Fixed
5.125
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353RFL7
1330000.000000
PA
USD
1321134.220000
0.0329405
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.5
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL CAPITAL FUNDING INC
69352PAL7
2200000.000000
PA
USD
2032056.400000
0.0506664
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.1
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDUSTRIES INC
693506107
2200.000000
NS
USD
276628.000000
0.00689731
Long
EC
CORP
US
N
1
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E CORP
69331C108
153455.000000
NS
USD
2495178.300000
0.0622136
Long
EC
CORP
US
N
1
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
UNITED OVERSEAS BANK LTD
000000000
290000.000000
NS
6642694.870000
0.165626
Long
EC
CORP
SG
N
2
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
TOYOTA MOTOR CORP
000000000
586200.000000
NS
7997260.190000
0.1994
Long
EC
CORP
JP
N
2
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
TOSOH CORP
000000000
39200.000000
NS
466152.190000
0.0116228
Long
EC
CORP
JP
N
2
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
TOKYO ELECTRON LTD
000000000
12400.000000
NS
3643476.210000
0.0908447
Long
EC
CORP
JP
N
2
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWIDE CORP
68902V107
13389.000000
NS
USD
1048492.590000
0.0261426
Long
EC
CORP
US
N
1
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
N/A
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD
000000000
874969.000000
NS
12707580.140000
0.316845
Long
EC
CORP
TW
N
2
N
N
N
THK Co Ltd
N/A
THK CO LTD
000000000
84400.000000
NS
1595848.750000
0.0397902
Long
EC
CORP
JP
N
2
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
SUZUKI MOTOR CORP
000000000
86100.000000
NS
2757554.700000
0.0687556
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Rubber Industries Ltd
353800JD4V72SJ3EOX37
SUMITOMO RUBBER INDUSTRIES LTD
000000000
119700.000000
NS
1040263.840000
0.0259375
Long
EC
CORP
JP
N
2
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
SUMITOMO CORP
000000000
262700.000000
NS
4366885.530000
0.108882
Long
EC
CORP
JP
N
2
N
N
N
Stanley Electric Co Ltd
N/A
STANLEY ELECTRIC CO LTD
000000000
106300.000000
NS
2010531.430000
0.0501297
Long
EC
CORP
JP
N
2
N
N
N
Omnicom Group Inc / Omnicom Capital Inc
N/A
OMNICOM GROUP INC / OMNICOM CAPITAL INC
68217FAA0
830000.000000
PA
USD
796743.560000
0.0198656
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.6
N
N
N
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
SONY GROUP CORP
000000000
81500.000000
NS
6212062.100000
0.154889
Long
EC
CORP
JP
N
2
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
OLD DOMINION FREIGHT LINE INC
679580100
13796.000000
NS
USD
3915028.880000
0.0976155
Long
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
SAMSUNG ELECTRONICS CO LTD
000000000
181025.000000
NS
7945774.390000
0.198116
Long
EC
CORP
KR
N
2
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SOFTBANK GROUP CORP
000000000
52300.000000
NS
2211922.010000
0.055151
Long
EC
CORP
JP
N
2
N
N
N
SMC Corp
353800O40V08DOZ70X62
SMC CORP
000000000
4000.000000
NS
1670215.250000
0.0416444
Long
EC
CORP
JP
N
2
N
N
N
Challenger Ltd
529900ACCCAOHJ2V3169
CHALLENGER LTD
000000000
365840.000000
NS
1881054.810000
0.0469013
Long
EC
CORP
AU
N
2
N
N
N
OBX 2019-EXP3 Trust
N/A
OBX 2019-EXP3 TRUST
67113ABC3
86156.890000
PA
USD
82504.790000
0.00205714
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Floating
5.489
N
N
N
N
N
N
OBX 2019-EXP3 Trust
N/A
OBX 2019-EXP3 TRUST
67113AAQ3
180457.030000
PA
USD
166393.440000
0.00414878
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.5
N
N
N
N
N
N
O Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC
67103HAF4
1825000.000000
PA
USD
1716759.250000
0.0428049
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.6
N
N
N
N
N
N
O Reilly Automotive Inc
549300K2RLMQL149Q332
O'REILLY AUTOMOTIVE INC
67103H107
2638.000000
NS
USD
2226551.140000
0.0555158
Long
EC
CORP
US
N
1
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAE8
830000.000000
PA
USD
803574.460000
0.020036
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
4.0
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077M108
83408.000000
NS
USD
6091286.240000
0.151877
Long
EC
CORP
CA
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066G104
153159.000000
NS
USD
22382656.260000
0.558079
Long
EC
CORP
US
N
1
N
N
N
PICC Property & Casualty Co Ltd
300300F1000311000017
PICC PROPERTY & CASUALTY CO LTD
000000000
3466000.000000
NS
3277088.630000
0.0817094
Long
EC
CORP
CN
N
2
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346AS4
455000.000000
PA
USD
386296.820000
0.00963175
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.7
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
NUCOR CORP
670346AP0
2140000.000000
PA
USD
2018268.240000
0.0503226
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.95
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
NOVO NORDISK A/S
670100205
2400.000000
NS
USD
324816.000000
0.00809881
Long
EC
CORP
DK
N
1
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
GEN DIGITAL INC
668771108
26100.000000
NS
USD
559323.000000
0.0139459
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807102
4626.000000
NS
USD
2523991.860000
0.062932
Long
EC
CORP
US
N
1
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
OMRON CORP
000000000
37900.000000
NS
1831623.400000
0.0456688
Long
EC
CORP
JP
N
2
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
NIPPON TELEGRAPH & TELEPHONE CORP
000000000
497500.000000
NS
14187959.320000
0.353756
Long
EC
CORP
JP
N
2
N
N
N
Denso Corp
549300RYPA10CQM3QK38
DENSO CORP
000000000
79300.000000
NS
3888858.210000
0.096963
Long
EC
CORP
JP
N
2
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
RENESAS ELECTRONICS CORP
000000000
221400.000000
NS
1956791.690000
0.0487897
Long
EC
CORP
JP
N
2
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
MURATA MANUFACTURING CO LTD
000000000
82600.000000
NS
4073434.760000
0.101565
Long
EC
CORP
JP
N
2
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
MITSUI FUDOSAN CO LTD
000000000
321300.000000
NS
5872392.060000
0.146419
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Electric Corp
549300TRXM9Y6561AX39
MITSUBISHI ELECTRIC CORP
000000000
538100.000000
NS
5332000.780000
0.132946
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
MITSUBISHI CORP
000000000
125300.000000
NS
4067838.700000
0.101426
Long
EC
CORP
JP
N
2
N
N
N
Panasonic Holdings Corp
254900GE1G59KGWPHX32
PANASONIC HOLDINGS CORP
000000000
432200.000000
NS
3617091.000000
0.0901869
Long
EC
CORP
JP
N
2
N
N
N
Worley Ltd
549300XDR86FY8OLGP97
WORLEY LTD
000000000
445214.000000
NS
4541388.950000
0.113233
Long
EC
CORP
AU
N
2
N
N
N
NAVER Corp
988400ULUQYDB2HQYJ61
NAVER CORP
000000000
14466.000000
NS
2057369.820000
0.0512975
Long
EC
CORP
KR
N
2
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN CORP
655844108
18527.000000
NS
USD
4565423.340000
0.113832
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
65557CBE2
820000.000000
PA
USD
805857.460000
0.0200929
Long
DBT
CORP
FI
N
2
2023-06-09
Fixed
1.0
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473QBG7
1775000.000000
PA
USD
1366735.800000
0.0340776
Long
DBT
CORP
US
N
2
2048-03-30
Fixed
3.95
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473QBE2
1730000.000000
PA
USD
1625442.260000
0.040528
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC
654106103
75594.000000
NS
USD
8845253.940000
0.220543
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS INC
65339KBZ2
1895000.000000
PA
USD
1509460.360000
0.0376362
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.44
N
N
N
N
N
N
NextEra Energy Inc
N/A
NEXTERA ENERGY INC
65339F101
44323.000000
NS
USD
3705402.800000
0.0923888
Long
EC
CORP
US
N
1
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
TOKIO MARINE HOLDINGS INC
000000000
351400.000000
NS
7506745.170000
0.18717
Long
EC
CORP
JP
N
2
N
N
N
KT Corp
9884005ACF8449EANY26
KT CORP
000000000
108008.000000
NS
2890865.850000
0.0720795
Long
EC
CORP
KR
N
2
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NEW YORK STATE DORMITORY AUTHORITY
64990FMT8
1300000.000000
PA
USD
1333339.280000
0.0332449
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.628
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY
64972FL20
245000.000000
PA
USD
271861.560000
0.00677847
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
6.011
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE
64971M4P4
950000.000000
PA
USD
975095.490000
0.0243126
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
5.508
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
NEW YORK LIFE GLOBAL FUNDING
64952WDP5
600000.000000
PA
USD
592201.800000
0.0147657
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
1.1
N
N
N
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
KIRIN HOLDINGS CO LTD
000000000
167500.000000
NS
2552941.220000
0.0636539
Long
EC
CORP
JP
N
2
N
N
New Residential Mortgage Loan Trust 2022-INV1
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-INV1
64831DAD4
1836760.630000
PA
USD
1459723.270000
0.0363961
Long
ABS-MBS
CORP
US
N
2
2052-03-25
Variable
3.0
N
N
N
N
N
N
New Residential Mortgage Loan Trust 2019-NQM5
N/A
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM5
64830PAA4
587275.960000
PA
USD
527667.800000
0.0131566
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.71
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY TURNPIKE AUTHORITY
646139W35
415000.000000
PA
USD
514447.900000
0.012827
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.414
N
N
N
N
N
N
Largan Precision Co Ltd
N/A
LARGAN PRECISION CO LTD
000000000
19000.000000
NS
1255888.950000
0.0313138
Long
EC
CORP
TW
N
2
N
N
N
IGO Ltd
2549005DZO8VGXM5QN07
IGO LTD
000000000
1022029.000000
NS
9348860.180000
0.2331
Long
EC
CORP
AU
N
2
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
HONDA MOTOR CO LTD
000000000
68700.000000
NS
1566978.840000
0.0390703
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Mitsui Trust Holdings Inc
353800P843RLCDBLNT17
SUMITOMO MITSUI TRUST HOLDINGS INC
000000000
78754.000000
NS
2748163.630000
0.0685214
Long
EC
CORP
JP
N
2
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
27956.000000
NS
USD
8243665.280000
0.205544
Long
EC
CORP
US
N
1
N
N
N
Hamamatsu Photonics KK
N/A
HAMAMATSU PHOTONICS KK
000000000
73600.000000
NS
3512760.990000
0.0875856
Long
EC
CORP
JP
N
2
N
N
N
Navient Private Education Refi Loan Trust 2021-A
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A
63942BAA2
427247.270000
PA
USD
369401.240000
0.00921048
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2020-G
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G
63941UAA1
412303.400000
PA
USD
365688.950000
0.00911792
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-G
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G
63941JAA6
938726.030000
PA
USD
859411.470000
0.0214282
Long
ABS-O
CORP
US
N
2
2068-10-15
Fixed
2.4
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-C
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C
63940YAB2
791630.040000
PA
USD
747406.500000
0.0186355
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
3.13
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2019-F
N/A
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F
63935CAB7
852050.340000
PA
USD
788307.940000
0.0196553
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.6
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC
63906YAA6
3370000.000000
PA
USD
3324868.960000
0.0829007
Long
DBT
CORP
GB
N
2
2023-05-21
Fixed
2.375
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
000000000
656600.000000
NS
4408029.300000
0.109908
Long
EC
CORP
JP
N
2
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR INC
62944T105
216.000000
NS
USD
996317.280000
0.0248417
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi HC Capital Inc
353800MZ3QX9RLMH7B09
MITSUBISHI HC CAPITAL INC
000000000
417500.000000
NS
2053494.890000
0.0512009
Long
EC
CORP
JP
N
2
N
N
N
CyberAgent Inc
3538006T5KZABPGS8Q08
CYBERAGENT INC
000000000
358400.000000
NS
3190757.980000
0.0795569
Long
EC
CORP
JP
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
RIO TINTO LTD
000000000
24553.000000
NS
1937859.940000
0.0483177
Long
EC
CORP
AU
N
2
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
CENTRAL JAPAN RAILWAY CO
000000000
23100.000000
NS
2836209.510000
0.0707167
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Residential Mortgage Loan Trust 2021-2
N/A
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-2
61772LBL4
522696.840000
PA
USD
399311.640000
0.00995625
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.5
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2019-MEAD
N/A
MORGAN STANLEY CAPITAL I TRUST 2019-MEAD
61771LAJ1
2090000.000000
PA
USD
1766692.880000
0.0440499
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.177
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C30
61766NBB0
495000.000000
PA
USD
450113.550000
0.0112229
Long
ABS-MBS
CORP
US
N
2
2049-09-15
Fixed
2.86
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C24
61765LAW0
1375000.000000
PA
USD
1296501.940000
0.0323264
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.036
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2015-MS1
N/A
MORGAN STANLEY CAPITAL I TRUST 2015-MS1
61765DAU2
1440000.000000
PA
USD
1377001.300000
0.0343335
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.779
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2014-150E
N/A
MORGAN STANLEY CAPITAL I TRUST 2014-150E
61764BAA1
2140000.000000
PA
USD
1892587.110000
0.0471889
Long
ABS-MBS
CORP
US
N
2
2032-09-09
Fixed
3.912
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17
61763UBC5
1670000.000000
PA
USD
1587484.630000
0.0395816
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.464
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS GROUP HOLDINGS LTD
000000000
138600.000000
NS
3508188.230000
0.0874715
Long
EC
CORP
SG
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YDY8
1150000.000000
PA
USD
978853.550000
0.0244063
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.3
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BCY0
755000.000000
PA
USD
785305.700000
0.0195804
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
6.25
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAL2
1445000.000000
PA
USD
1213024.040000
0.030245
Long
DBT
CORP
US
N
2
2038-07-22
Variable
3.971
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
15031.000000
NS
USD
1277935.620000
0.0318635
Long
EC
CORP
US
N
1
N
N
N
Housing Development Finance Corp Ltd
335800OX2H9AP7NHLT64
HOUSING DEVELOPMENT FINANCE CORP LTD
000000000
129060.000000
NS
4109786.330000
0.102472
Long
EC
CORP
IN
N
2
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
N/A
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27
61690AAG9
2775000.000000
PA
USD
2607652.240000
0.065018
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
4.068
N
N
N
N
N
N
Moody s Corp
549300GCEDD8YCF5WU84
MOODY'S CORP
615369AW5
2195000.000000
PA
USD
1731484.050000
0.043172
Long
DBT
CORP
US
N
2
2031-08-19
Fixed
2.0
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP GROUP LTD
000000000
73640.000000
NS
2281142.200000
0.0568769
Long
EC
CORP
AU
N
2
N
N
N
NTT Data Corp
353800SZGJGSLJRRWB43
NTT DATA CORP
000000000
453700.000000
NS
6611650.160000
0.164852
Long
EC
CORP
JP
N
2
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
MONSTER BEVERAGE CORP
61174X109
23077.000000
NS
USD
2343007.810000
0.0584195
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
MONOLITHIC POWER SYSTEMS INC
609839105
10635.000000
NS
USD
3760642.350000
0.0937661
Long
EC
CORP
US
N
1
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MONGODB INC
60937P106
14108.000000
NS
USD
2777018.720000
0.0692409
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207105
190711.000000
NS
USD
12710888.150000
0.316927
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC
60855R100
4100.000000
NS
USD
1353902.000000
0.0337576
Long
EC
CORP
US
N
1
N
N
N
Z Holdings Corp
52990078MD2OL792YM35
Z HOLDINGS CORP
000000000
875100.000000
NS
2185576.290000
0.0544941
Long
EC
CORP
JP
N
2
N
N
N
Beijing Enterprises Holdings Ltd
529900896ODARUEY2V26
BEIJING ENTERPRISES HOLDINGS LTD
000000000
428500.000000
NS
1368114.210000
0.0341119
Long
EC
CORP
HK
N
2
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
MODERNA INC
60770K107
10392.000000
NS
USD
1866611.040000
0.0465412
Long
EC
CORP
US
N
1
N
N
N
Mobileye Global Inc
N/A
MOBILEYE GLOBAL INC
60741F104
9002.000000
NS
USD
315610.120000
0.00786928
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
606822BN3
2200000.000000
PA
USD
2058612.600000
0.0513285
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.193
N
N
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
AMCOR PLC
000000000
229553.000000
NS
2752616.100000
0.0686325
Long
EC
CORP
JE
N
2
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
ASAHI KASEI CORP
000000000
433400.000000
NS
3085193.820000
0.0769248
Long
EC
CORP
JP
N
2
N
N
N
Mississippi Power Co
LNZ0J6YZ5SC6ILIRU850
MISSISSIPPI POWER CO
605417CB8
1435000.000000
PA
USD
1346018.520000
0.033561
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
3.95
N
N
N
N
N
N
Teleperformance
9695004GI61FHFFNRG61
TELEPERFORMANCE
000000000
17162.000000
NS
4102841.320000
0.102298
Long
EC
CORP
FR
N
2
N
N
N
Mill City Mortgage Loan Trust 2018-1
N/A
MILL CITY MORTGAGE LOAN TRUST 2018-1
59980VAA9
399978.460000
PA
USD
385550.000000
0.00961312
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
3.25
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
KONINKLIJKE PHILIPS NV
000000000
207779.000000
NS
3126496.780000
0.0779546
Long
EC
CORP
NL
N
2
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
ZURICH INSURANCE GROUP AG
000000000
16264.000000
NS
7775449.880000
0.193869
Long
EC
CORP
CH
N
2
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
TELEFONAKTIEBOLAGET LM ERICSSON
000000000
925799.000000
NS
5424638.160000
0.135255
Long
EC
CORP
SE
N
2
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY CO
59562VBD8
1350000.000000
PA
USD
1277097.300000
0.0318426
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15
N
N
N
N
N
N
Mid-Atlantic Interstate Transmission LLC
N/A
MID-ATLANTIC INTERSTATE TRANSMISSION LLC
59524QAA3
2640000.000000
PA
USD
2477135.760000
0.0617638
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.1
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112BP7
880000.000000
PA
USD
836000.000000
0.0208444
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.185
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112103
87900.000000
NS
USD
4393242.000000
0.109539
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
437414.000000
NS
USD
104900625.480000
2.61554
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
METTLER-TOLEDO INTERNATIONAL INC
592688105
654.000000
NS
USD
945324.300000
0.0235703
Long
EC
CORP
US
N
1
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
METROPOLITAN TRANSPORTATION AUTHORITY
59259YBF5
700000.000000
PA
USD
673930.250000
0.0168035
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
5.871
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
METROPOLITAN TRANSPORTATION AUTHORITY
59259NZH9
240000.000000
PA
USD
293984.520000
0.00733007
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.336
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156R108
157250.000000
NS
USD
11380182.500000
0.283748
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
59022CAJ2
900000.000000
PA
USD
915092.100000
0.0228165
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
590188JB5
700000.000000
PA
USD
728354.200000
0.0181604
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
6.75
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933Y105
93368.000000
NS
USD
10359179.600000
0.258291
Long
EC
CORP
US
N
1
N
N
N
MedStar Health Inc
549300ICFOCGDEPVJE31
MEDSTAR HEALTH INC
58506YAS1
905000.000000
PA
USD
646170.000000
0.0161113
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.626
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
58155Q103
3480.000000
NS
USD
1305417.600000
0.0325487
Long
EC
CORP
US
N
1
N
N
N
Evotec SE
529900F9KI6OYITO9B12
EVOTEC SE
000000000
83281.000000
NS
1354826.060000
0.0337806
Long
EC
CORP
DE
N
2
N
N
N
McDonald s Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFL3
940000.000000
PA
USD
860317.140000
0.0214507
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.45
N
N
N
N
N
N
McDonald s Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
580135101
52719.000000
NS
USD
13893038.070000
0.346403
Long
EC
CORP
US
N
1
N
N
N
Mayo Clinic
5493001OHMD58DCY4635
MAYO CLINIC
578454AC4
1500000.000000
PA
USD
1242330.000000
0.0309757
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.0
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636Q104
62762.000000
NS
USD
21824230.260000
0.544155
Long
EC
CORP
US
N
1
N
N
N
Maryland Health & Higher Educational Facilities Authority
N/A
MARYLAND HEALTH & HIGHER EDUCATIONAL FACILITIES AUTHORITY
574218NF6
1800000.000000
PA
USD
1657805.220000
0.0413349
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.665
N
N
N
N
N
N
Marvell Technology Inc
N/A
MARVELL TECHNOLOGY INC
573874104
69942.000000
NS
USD
2590651.680000
0.0645941
Long
EC
CORP
US
N
1
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
SIEMENS AG
000000000
143858.000000
NS
19831015.700000
0.494457
Long
EC
CORP
DE
N
2
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC/MD
571903202
10206.000000
NS
USD
1519571.340000
0.0378883
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS INC
571748AV4
3060000.000000
PA
USD
3000917.520000
0.0748235
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.5
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS INC
571748102
32591.000000
NS
USD
5393158.680000
0.134471
Long
EC
CORP
US
N
1
N
N
N
Sanofi
549300E9PC51EN656011
SANOFI
000000000
137958.000000
NS
13302819.020000
0.331686
Long
EC
CORP
FR
N
2
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP
56585A102
16559.000000
NS
USD
1927302.010000
0.0480545
Long
EC
CORP
US
N
1
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC
559222401
104042.000000
NS
USD
5845079.560000
0.145738
Long
EC
CORP
CA
N
1
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VAN3
1570000.000000
PA
USD
1204296.760000
0.0300274
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05
N
N
N
N
N
N
Madison Park Funding XXXIII Ltd
N/A
MADISON PARK FUNDING XXXIII LTD
55819JAN3
1205000.000000
PA
USD
1188018.300000
0.0296215
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
5.154
N
N
N
N
N
N
MVW 2019-2 LLC
N/A
MVW 2019-2 LLC
55400DAA9
865824.360000
PA
USD
817245.470000
0.0203768
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.22
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI INC
55354G100
4499.000000
NS
USD
2092799.830000
0.0521809
Long
EC
CORP
US
N
1
N
N
N
MHC Commercial Mortgage Trust 2021-MHC
N/A
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC
55316VAC8
3595000.000000
PA
USD
3450786.930000
0.0860403
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
5.419
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL
552953101
24429.000000
NS
USD
819104.370000
0.0204232
Long
EC
CORP
US
N
1
N
N
N
Manufacturers & Traders Trust Co
WWB2V0FCW3A0EE3ZJN75
MANUFACTURERS & TRADERS TRUST CO
55279HAQ3
250000.000000
PA
USD
228238.500000
0.00569079
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
3.4
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261FAJ3
2740000.000000
PA
USD
2716885.360000
0.0677416
Long
DBT
CORP
US
N
2
2023-07-26
Fixed
3.55
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
KERING SA
000000000
8184.000000
NS
4165066.090000
0.10385
Long
EC
CORP
FR
N
2
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
LULULEMON ATHLETICA INC
550021109
11443.000000
NS
USD
3666108.340000
0.091409
Long
EC
CORP
US
N
1
N
N
N
Lowe s Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661107
7803.000000
NS
USD
1554669.720000
0.0387634
Long
EC
CORP
US
N
1
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
BARRY CALLEBAUT AG
000000000
1727.000000
NS
3410395.170000
0.0850332
Long
EC
CORP
CH
N
2
N
N
N
City of Los Angeles Department of Airports
N/A
CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS
544435Q52
1000000.000000
PA
USD
1173442.300000
0.0292581
Long
DBT
MUN
US
N
2
2040-05-15
Fixed
7.053
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
53549.000000
NS
USD
19590366.160000
0.488457
Long
EC
CORP
US
N
1
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC
53079EBF0
1700000.000000
PA
USD
1402783.900000
0.0349764
Long
DBT
CORP
US
N
2
2044-08-01
Fixed
4.85
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC
53079EBE3
410000.000000
PA
USD
406959.440000
0.0101469
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25
N
N
N
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
N/A
MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN
000000000
33424.000000
NS
10811687.180000
0.269574
Long
EC
CORP
DE
N
2
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
ERSTE GROUP BANK AG
000000000
64870.000000
NS
2075531.210000
0.0517503
Long
EC
CORP
AT
N
2
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
AUTOLIV INC
000000000
41048.000000
NS
3139138.240000
0.0782698
Long
EC
CORP
US
N
2
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
SAMPO OYJ
000000000
142876.000000
NS
7462343.180000
0.186063
Long
EC
CORP
FI
N
2
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
ESTEE LAUDER COS INC/THE
518439104
6997.000000
NS
USD
1736025.670000
0.0432853
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP
517834107
22246.000000
NS
USD
1069365.220000
0.0266631
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
12052.000000
NS
USD
5065455.600000
0.1263
Long
EC
CORP
US
N
1
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
73938.000000
NS
3640606.450000
0.0907732
Long
EC
CORP
DE
N
2
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
STORA ENSO OYJ
000000000
303205.000000
NS
4275042.310000
0.106592
Long
EC
CORP
FI
N
2
N
N
N
Bayer AG
549300J4U55H3WP1XT59
BAYER AG
000000000
119766.000000
NS
6164368.460000
0.1537
Long
EC
CORP
DE
N
2
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431109
52401.000000
NS
USD
10910412.210000
0.272035
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
KRAFT HEINZ CO/THE
500754106
165721.000000
NS
USD
6746501.910000
0.168214
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456B101
307900.000000
NS
USD
5566832.000000
0.138801
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK CORP
494368103
23275.000000
NS
USD
3159581.250000
0.0787795
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAM4
1350000.000000
PA
USD
1284450.750000
0.0320259
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.45
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAL6
480000.000000
PA
USD
464486.400000
0.0115813
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.375
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER INC
49271V100
135374.000000
NS
USD
4827436.840000
0.120365
Long
EC
CORP
US
N
1
N
N
N
Storebrand ASA
5967007LIEEXZX7NA051
STOREBRAND ASA
000000000
543459.000000
NS
4723234.330000
0.117767
Long
EC
CORP
NO
N
2
N
N
N
Kansas City Southern/Old
N/A
KANSAS CITY SOUTHERN/OLD
485170BE3
1695000.000000
PA
USD
1204490.730000
0.0300322
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.5
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
68163.000000
NS
7037198.350000
0.175462
Long
EC
CORP
DE
N
2
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA CORP
482480100
30369.000000
NS
USD
11450024.070000
0.28549
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank NA - CACLN
N/A
JPMORGAN CHASE BANK NA - CACLN
48128U2N8
338355.040000
PA
USD
322529.940000
0.00804181
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
0.969
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160104
153404.000000
NS
USD
27098816.600000
0.675669
Long
EC
CORP
US
N
1
N
N
N
JobsOhio Beverage System
N/A
JOBSOHIO BEVERAGE SYSTEM
47770VAY6
1225000.000000
PA
USD
1187638.600000
0.029612
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
3.985
N
N
N
N
N
N
JDE Peet s NV
724500EHG519SE5ZRT89
JDE PEET'S NV
47216QAB9
2240000.000000
PA
USD
1898400.000000
0.0473338
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
1.375
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
JACKSON NATIONAL LIFE GLOBAL FUNDING
46849LUV1
3430000.000000
PA
USD
3185423.850000
0.0794239
Long
DBT
CORP
US
N
2
2025-01-12
Fixed
1.75
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO
N/A
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-OPO
46655AAE8
760000.000000
PA
USD
617361.150000
0.015393
Long
ABS-MBS
CORP
US
N
2
2039-01-05
Fixed
3.377
N
N
N
N
N
N
J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M
N/A
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M
46652RAA2
2510000.000000
PA
USD
2376525.480000
0.0592552
Long
ABS-MBS
CORP
US
N
2
2033-10-15
Floating
5.688
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBP0
3820000.000000
PA
USD
3148848.920000
0.0785119
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.956
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PAP1
1875000.000000
PA
USD
1861950.000000
0.046425
Long
DBT
CORP
US
N
2
2024-04-23
Variable
3.559
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C31
N/A
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31
46644YAU4
2105214.030000
PA
USD
2001714.760000
0.0499098
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.801
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625HJJ0
1080000.000000
PA
USD
1073852.640000
0.0267749
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.375
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
160834.000000
NS
USD
21567839.400000
0.537762
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust 2019-INV3
N/A
JP MORGAN MORTGAGE TRUST 2019-INV3
46591LBH3
631721.520000
PA
USD
535362.190000
0.0133485
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.5
N
N
N
N
N
N
JP Morgan Mortgage Trust 2019-INV3
N/A
JP MORGAN MORTGAGE TRUST 2019-INV3
46591LAC5
731847.310000
PA
USD
633533.870000
0.0157962
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.5
N
N
N
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
INTUITIVE SURGICAL INC
46120E602
47260.000000
NS
USD
12540441.000000
0.312678
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
INTUIT INC
461202103
28865.000000
NS
USD
11234835.300000
0.280124
Long
EC
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HBC0
660000.000000
PA
USD
658959.840000
0.0164302
Long
DBT
CORP
IT
N
2
2023-01-12
Fixed
3.375
N
N
N
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC/THE
460690BL3
293000.000000
PA
USD
287953.950000
0.00717971
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.2
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
INTERNATIONAL PAPER CO
460146103
12765.000000
NS
USD
442051.950000
0.0110219
Long
EC
CORP
US
N
1
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
GENMAB A/S
000000000
6185.000000
NS
2614985.760000
0.0652008
Long
EC
CORP
DK
N
2
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS & FRAGRANCES INC
459506101
26800.000000
NS
USD
2809712.000000
0.0700561
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866F104
17736.000000
NS
USD
1819536.240000
0.0453675
Long
EC
CORP
US
N
1
N
N
N
Inland Valley Development Agency
N/A
INLAND VALLEY DEVELOPMENT AGENCY
45750TAS2
695000.000000
PA
USD
702730.210000
0.0175215
Long
DBT
MUN
US
N
2
2033-03-01
Fixed
5.5
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
INGERSOLL RAND INC
45687V106
36788.000000
NS
USD
1922173.000000
0.0479266
Long
EC
CORP
US
N
1
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327109
1600.000000
NS
USD
323520.000000
0.0080665
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WORKS INC
452308AR0
1200000.000000
PA
USD
1026123.600000
0.0255849
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
3.9
N
N
N
N
N
N
Illinois State Toll Highway Authority
549300ISBFGI8MJJKM98
ILLINOIS STATE TOLL HIGHWAY AUTHORITY
452252FH7
470000.000000
PA
USD
504562.340000
0.0125805
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
6.184
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAPITAL AMERICA
44891ABX4
2435000.000000
PA
USD
1985744.940000
0.0495116
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.0
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH
446150104
172072.000000
NS
USD
2426215.200000
0.0604941
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB HUNT TRANSPORT SERVICES INC
445658107
6900.000000
NS
USD
1203084.000000
0.0299971
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BT8
1120000.000000
PA
USD
1028524.000000
0.0256447
Long
DBT
CORP
US
N
2
2029-03-23
Fixed
3.7
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BR2
1145000.000000
PA
USD
895967.080000
0.0223396
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.15
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859102
21561.000000
NS
USD
11043328.590000
0.275349
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
HUBBELL INC
443510607
10901.000000
NS
USD
2558246.680000
0.0637861
Long
EC
CORP
US
N
1
N
N
N
City of Houston TX Airport System Revenue
N/A
CITY OF HOUSTON TX AIRPORT SYSTEM REVENUE
442349ET9
685000.000000
PA
USD
554013.200000
0.0138135
Long
DBT
MUN
US
N
2
2031-07-01
Fixed
2.385
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516106
44863.000000
NS
USD
9614140.900000
0.239715
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC/THE
437076102
39223.000000
NS
USD
12388976.780000
0.308901
Long
EC
CORP
US
N
1
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
FRESENIUS SE & CO KGAA
000000000
134252.000000
NS
3749916.030000
0.0934987
Long
EC
CORP
DE
N
2
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS INC
43300A203
10879.000000
NS
USD
1374670.440000
0.0342754
Long
EC
CORP
US
N
1
N
N
N
High Street Funding Trust I
N/A
HIGH STREET FUNDING TRUST I
42981CAA6
1800000.000000
PA
USD
1675440.000000
0.0417746
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.111
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
HESS CORP
42809H107
11482.000000
NS
USD
1628377.240000
0.0406012
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPERTIES INC
42250PAD5
655000.000000
PA
USD
549762.460000
0.0137075
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.125
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROPERTIES INC
42250PAB9
360000.000000
PA
USD
300609.720000
0.00749526
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.875
N
N
N
N
N
N
Healthcare Realty Holdings LP
549300IYGAS4GE6VDL07
HEALTHCARE REALTY HOLDINGS LP
42225UAK0
1075000.000000
PA
USD
951799.630000
0.0237317
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.625
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
HASBRO INC
418056AY3
1760000.000000
PA
USD
1650059.840000
0.0411418
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
HASBRO INC
418056AX5
1550000.000000
PA
USD
1489483.350000
0.0371381
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.0
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SERVICES GROUP INC/THE
416515104
85668.000000
NS
USD
6496204.440000
0.161973
Long
EC
CORP
US
N
1
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
413875AR6
570000.000000
PA
USD
553879.830000
0.0138102
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.832
N
N
N
N
N
N
Hardee s Funding LLC
N/A
HARDEE'S FUNDING LLC
411707AD4
1900637.500000
PA
USD
1784970.400000
0.0445056
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.959
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
000000000
1113741.000000
NS
2467394.550000
0.0615209
Long
EC
CORP
IT
N
2
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO
406216101
70069.000000
NS
USD
2757215.150000
0.0687471
Long
EC
CORP
US
N
1
N
N
N
L Oreal SA
529900JI1GG6F7RKVI53
L'OREAL SA
000000000
18750.000000
NS
6714332.930000
0.167412
Long
EC
CORP
FR
N
2
N
N
N
HSBC Bank USA NA/New York NY
1IE8VN30JCEQV1H4R804
HSBC BANK USA NA/NEW YORK NY
4042Q1AA5
950000.000000
PA
USD
912658.350000
0.0227558
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
5.875
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA HEALTHCARE INC
40412C101
29451.000000
NS
USD
7067061.960000
0.176207
Long
EC
CORP
US
N
1
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CM9
775000.000000
PA
USD
619059.930000
0.0154354
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.375
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BX6
1895000.000000
PA
USD
1743400.000000
0.0434691
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125
N
N
N
N
N
N
Great Wolf Trust 2019-WOLF
N/A
GREAT WOLF TRUST 2019-WOLF
39152TAJ9
1130000.000000
PA
USD
1078818.570000
0.0268988
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
5.951
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38383REY9
1010000.000000
PA
USD
847686.030000
0.0211358
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
3.5
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38380UPK3
68555.120000
PA
USD
62785.430000
0.00156546
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.0
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38380H5W8
86277.400000
PA
USD
77686.720000
0.001937
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.0
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYK4
1710000.000000
PA
USD
1162993.230000
0.0289975
Long
DBT
CORP
US
N
2
2042-07-21
Variable
2.908
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GYB4
1300000.000000
PA
USD
1035875.100000
0.025828
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.615
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141GFD1
700000.000000
PA
USD
745842.300000
0.0185965
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
38141G104
39418.000000
NS
USD
13535352.840000
0.337484
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC
37940X102
22803.000000
NS
USD
2264793.960000
0.0564693
Long
EC
CORP
US
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
37733W204
100872.000000
NS
USD
3544642.080000
0.0883805
Long
EC
CORP
GB
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558103
8300.000000
NS
USD
712555.000000
0.0177665
Long
EC
CORP
US
N
1
N
N
N
George Washington University/The
5493002S4P5IVD462L47
GEORGE WASHINGTON UNIVERSITY/THE
372546AT8
975000.000000
PA
USD
821561.330000
0.0204844
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.3
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XDH6
3205000.000000
PA
USD
2702561.770000
0.0673844
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.4
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAG5
1120000.000000
PA
USD
1093253.280000
0.0272587
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.0
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
369604301
207320.000000
NS
USD
17371342.800000
0.433129
Long
EC
CORP
US
N
1
N
N
N
Galton Funding Mortgage Trust 2019-H1
N/A
GALTON FUNDING MORTGAGE TRUST 2019-H1
36418XAC1
901557.520000
PA
USD
867335.390000
0.0216257
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.964
N
N
N
N
N
N
Galton Funding Mortgage Trust 2017-1
N/A
GALTON FUNDING MORTGAGE TRUST 2017-1
36417JAL3
103482.430000
PA
USD
93474.430000
0.00233065
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36297FYY2
43751.840000
PA
USD
44444.490000
0.00110816
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36297FWP3
335065.370000
PA
USD
346717.550000
0.00864489
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
5.0
N
N
N
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HEALTHCARE TECHNOLOGIES INC
36266G107
10445.000000
NS
USD
609779.100000
0.0152039
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities Corp Trust 2021-PJ5
N/A
GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021-PJ5
36261HAJ9
2507499.140000
PA
USD
2149887.140000
0.0536043
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.5
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust 2020-3
N/A
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-3
362590AG6
1355000.000000
PA
USD
1288298.500000
0.0321218
Long
ABS-O
CORP
US
N
2
2027-09-16
Fixed
1.91
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2020-INV1
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2020-INV1
36258KAS7
310236.800000
PA
USD
259738.630000
0.0064762
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
2.932
N
N
N
N
N
N
GS Mortgage Securities Trust 2018-GS9
N/A
GS MORTGAGE SECURITIES TRUST 2018-GS9
36255NAT2
1250000.000000
PA
USD
1175798.000000
0.0293168
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Variable
3.992
N
N
N
N
N
N
GS Mortgage Securities Trust 2015-GC32
54930066YOFVQE068N73
GS MORTGAGE SECURITIES TRUST 2015-GC32
36250PAD7
950000.000000
PA
USD
906154.650000
0.0225936
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.764
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36241LX84
630138.010000
PA
USD
592656.830000
0.014777
Long
ABS-MBS
USGA
US
N
2
2041-09-15
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36241LUN4
104092.110000
PA
USD
103433.130000
0.00257895
Long
ABS-MBS
USGA
US
N
2
2041-04-15
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2TA0
395035.580000
PA
USD
368543.350000
0.00918909
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2RW4
1158916.180000
PA
USD
1083222.590000
0.0270086
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3622A2MG4
8784.620000
PA
USD
9305.570000
0.000232021
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A2D74
254374.410000
PA
USD
237289.730000
0.00591647
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A26L1
1110826.500000
PA
USD
1034573.690000
0.0257956
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3622A26K3
1284233.910000
PA
USD
1193208.410000
0.0297509
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36225ATR1
190.950000
PA
USD
196.270000
0
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36225APN4
242.020000
PA
USD
244.760000
0
Long
ABS-MBS
USGA
US
N
2
2026-09-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36223YQG8
43.270000
PA
USD
43.230000
0
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620AR3K5
496495.680000
PA
USD
478175.540000
0.0119226
Long
ABS-MBS
USGA
US
N
2
2041-02-15
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620A9S44
66774.870000
PA
USD
68113.740000
0.00169832
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
3620A56A2
251935.870000
PA
USD
250319.630000
0.00624135
Long
ABS-MBS
USGA
US
N
2
2039-06-15
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36207M7E0
828.060000
PA
USD
827.650000
0
Long
ABS-MBS
USGA
US
N
2
2026-05-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206TKZ4
282.380000
PA
USD
282.240000
0
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206SNE0
163.280000
PA
USD
163.200000
0
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206NJ48
292.340000
PA
USD
300.490000
0
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
6.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206KHH7
5361.580000
PA
USD
5511.010000
0.000137409
Long
ABS-MBS
USGA
US
N
2
2025-09-15
Fixed
6.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206J4K7
108.160000
PA
USD
108.110000
0
Long
ABS-MBS
USGA
US
N
2
2025-09-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206FY63
165.400000
PA
USD
165.310000
0
Long
ABS-MBS
USGA
US
N
2
2026-04-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36206FRA2
31.220000
PA
USD
31.610000
0
Long
ABS-MBS
USGA
US
N
2
2025-08-15
Fixed
8.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36205DBD9
23.620000
PA
USD
23.610000
0
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36205CKF6
635.260000
PA
USD
634.920000
0
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36205BVZ2
38.470000
PA
USD
38.450000
0
Long
ABS-MBS
USGA
US
N
2
2024-11-15
Fixed
8.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36205AQG2
4006.880000
PA
USD
4005.490000
0
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
8.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36204RRQ3
462.340000
PA
USD
467.180000
0
Long
ABS-MBS
USGA
US
N
2
2026-02-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36204FUK8
420.140000
PA
USD
420.840000
0
Long
ABS-MBS
USGA
US
N
2
2026-01-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36204B6W8
923.250000
PA
USD
925.180000
0
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
8.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36203XG75
57.960000
PA
USD
58.010000
0
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
8.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36203N3J5
25.000000
PA
USD
25.700000
0
Long
ABS-MBS
USGA
US
N
2
2023-06-15
Fixed
6.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36203MVZ0
146.220000
PA
USD
146.070000
0
Long
ABS-MBS
USGA
US
N
2
2023-03-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36203CKH4
305.180000
PA
USD
306.040000
0
Long
ABS-MBS
USGA
US
N
2
2026-03-15
Fixed
7.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202KE84
63.670000
PA
USD
63.170000
0
Long
ABS-MBS
USGA
US
N
2
2023-08-20
Variable
2.625
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FX84
24326.170000
PA
USD
23504.380000
0.000586047
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FTK2
261390.420000
PA
USD
252579.620000
0.0062977
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FQ82
157931.270000
PA
USD
160607.800000
0.00400452
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FQ74
30083.900000
PA
USD
30025.070000
0.000748631
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FP75
367115.370000
PA
USD
366397.360000
0.00913558
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FP67
9952.740000
PA
USD
9616.590000
0.000239776
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FMB9
501792.720000
PA
USD
500811.150000
0.012487
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FKN5
114285.520000
PA
USD
114061.750000
0.00284396
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202FCN4
181681.580000
PA
USD
181326.300000
0.00452111
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EG45
658.560000
PA
USD
685.280000
0
Long
ABS-MBS
USGA
US
N
2
2036-02-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202EBU2
346076.050000
PA
USD
353221.960000
0.00880707
Long
ABS-MBS
USGA
US
N
2
2034-12-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202D7K1
52004.570000
PA
USD
54891.650000
0.00136864
Long
ABS-MBS
USGA
US
N
2
2034-08-20
Fixed
6.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202D3Y5
104822.750000
PA
USD
107475.060000
0.00267973
Long
ABS-MBS
USGA
US
N
2
2034-02-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202CPU1
805.380000
PA
USD
804.570000
0
Long
ABS-MBS
USGA
US
N
2
2026-06-20
Fixed
8.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202CG56
1306.920000
PA
USD
1310.940000
0
Long
ABS-MBS
USGA
US
N
2
2025-06-20
Fixed
8.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36194CP23
1813.510000
PA
USD
1688.850000
0
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36193VFR8
6782.430000
PA
USD
6316.240000
0.000157486
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36193UCX0
15767.890000
PA
USD
14688.350000
0.000366232
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36193EPR5
346470.350000
PA
USD
323192.270000
0.00805833
Long
ABS-MBS
USGA
US
N
2
2046-02-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36192XPK9
8557.780000
PA
USD
7982.850000
0.000199041
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36192STM2
19436.820000
PA
USD
18115.870000
0.000451693
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36189MBR8
108456.490000
PA
USD
101199.590000
0.00252326
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36184Y5N3
69251.310000
PA
USD
64599.110000
0.00161068
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36184SPQ7
16706.110000
PA
USD
15588.420000
0.000388674
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36184Q2S2
23437.830000
PA
USD
21863.470000
0.000545134
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36184BZ34
41160.550000
PA
USD
38763.510000
0.000966511
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36184BAH0
93616.110000
PA
USD
87327.660000
0.00217739
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36183FLP2
33062.620000
PA
USD
30846.710000
0.000769118
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36181KC81
262883.940000
PA
USD
245493.810000
0.00612103
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617G9FT3
97558.070000
PA
USD
97416.510000
0.00242894
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617G85D1
28840.500000
PA
USD
28703.050000
0.000715669
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
3617A9KW6
68030.510000
PA
USD
63478.560000
0.00158274
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XLJ3
3672074.610000
PA
USD
3694888.730000
0.0921266
Long
ABS-MBS
USGA
US
N
2
2052-11-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XHY5
4649757.840000
PA
USD
4511340.040000
0.112484
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XHX7
885687.530000
PA
USD
838164.670000
0.0208984
Long
ABS-MBS
USGA
US
N
2
2052-10-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179XFG6
994901.480000
PA
USD
941518.420000
0.0234754
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WVU9
3412609.070000
PA
USD
2959650.400000
0.0737945
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WVT2
4214950.620000
PA
USD
3532103.200000
0.0880678
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WTY4
849503.910000
PA
USD
736871.020000
0.0183728
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WR26
2600466.310000
PA
USD
2253559.140000
0.0561892
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WQB7
2518620.460000
PA
USD
2250566.960000
0.0561146
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WQA9
8493354.180000
PA
USD
7370262.840000
0.183767
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WLQ9
146160.480000
PA
USD
130848.050000
0.0032625
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WLP1
2326786.640000
PA
USD
2020935.120000
0.0503891
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WLN6
10128321.250000
PA
USD
8516804.970000
0.212354
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WJS8
3152868.310000
PA
USD
2821387.530000
0.0703472
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WJQ2
1935708.540000
PA
USD
1622436.080000
0.0404531
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179WBX5
1931795.700000
PA
USD
1628003.710000
0.0405919
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179W7K8
4054074.360000
PA
USD
3609867.970000
0.0900068
Long
ABS-MBS
USGA
US
N
2
2052-06-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179W5A2
879082.250000
PA
USD
736722.960000
0.0183691
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VV31
796840.710000
PA
USD
758846.550000
0.0189207
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VSG6
1170612.550000
PA
USD
1019673.100000
0.0254241
Long
ABS-MBS
USGA
US
N
2
2050-08-20
Fixed
2.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179VKA7
860734.720000
PA
USD
755834.600000
0.0188456
Long
ABS-MBS
USGA
US
N
2
2050-04-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UZH8
698106.100000
PA
USD
616527.660000
0.0153722
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UUM2
100658.410000
PA
USD
100326.780000
0.0025015
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UPD8
141408.050000
PA
USD
144603.810000
0.00360548
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UKW1
168898.100000
PA
USD
157472.210000
0.00392634
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UK27
85060.830000
PA
USD
86535.330000
0.00215763
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UH70
461293.080000
PA
USD
470968.770000
0.0117429
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UGF3
112810.770000
PA
USD
115251.590000
0.00287363
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UEC2
22956.710000
PA
USD
23457.550000
0.00058488
Long
ABS-MBS
USGA
US
N
2
2048-10-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179UCE0
997.020000
PA
USD
1021.820000
0
Long
ABS-MBS
USGA
US
N
2
2048-09-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TZ73
1029866.860000
PA
USD
1027630.280000
0.0256225
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TXY6
374237.160000
PA
USD
383695.490000
0.00956689
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TXX8
39248.740000
PA
USD
39284.100000
0.000979492
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TV93
85691.760000
PA
USD
88235.160000
0.00220001
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TUE3
111383.970000
PA
USD
114756.500000
0.00286129
Long
ABS-MBS
USGA
US
N
2
2048-03-20
Fixed
5.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TSK2
368846.820000
PA
USD
373809.340000
0.00932039
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TQS7
473714.310000
PA
USD
475877.030000
0.0118653
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TNU5
480926.150000
PA
USD
484083.050000
0.0120699
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TNR2
421646.600000
PA
USD
393229.180000
0.00980459
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TLV5
153359.490000
PA
USD
154407.320000
0.00384992
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TLT0
545720.990000
PA
USD
523945.000000
0.0130638
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TJ22
28156.760000
PA
USD
28455.230000
0.000709489
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TG74
612294.910000
PA
USD
616491.610000
0.0153713
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TG58
1399387.890000
PA
USD
1346974.810000
0.0335848
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TG41
30803.570000
PA
USD
28842.210000
0.000719138
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TE43
73396.570000
PA
USD
73901.090000
0.00184262
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TE35
1046425.060000
PA
USD
1031100.720000
0.025709
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TE27
589861.610000
PA
USD
566278.990000
0.0141193
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TCZ6
195320.510000
PA
USD
192507.840000
0.0047999
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TCY9
183038.660000
PA
USD
175736.160000
0.00438172
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179TCX1
88007.430000
PA
USD
82094.970000
0.00204692
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179T7M1
244477.920000
PA
USD
243746.990000
0.00607747
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SYU5
289613.440000
PA
USD
286947.000000
0.0071546
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SUV7
500618.610000
PA
USD
467450.860000
0.0116552
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SSP3
201317.200000
PA
USD
181871.380000
0.0045347
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SQW0
549674.690000
PA
USD
511587.960000
0.0127557
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SQV2
309918.070000
PA
USD
280176.120000
0.00698578
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SNV5
9091.850000
PA
USD
8478.930000
0.00021141
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SNU7
683873.770000
PA
USD
618590.280000
0.0154236
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SLR6
769432.490000
PA
USD
696426.480000
0.0173644
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SJS7
1349244.620000
PA
USD
1219859.930000
0.0304154
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SGL5
126528.770000
PA
USD
118002.080000
0.00294221
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SGK7
113779.770000
PA
USD
103097.990000
0.0025706
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SEH6
298631.280000
PA
USD
278661.450000
0.00694802
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SEG8
240391.090000
PA
USD
217713.270000
0.00542836
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SB97
225590.900000
PA
USD
217017.910000
0.00541102
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SB89
641339.300000
PA
USD
598775.420000
0.0149296
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179SB71
197900.090000
PA
USD
179621.950000
0.00447861
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179S5M5
480335.920000
PA
USD
461148.230000
0.0114981
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RVB2
557627.160000
PA
USD
518437.350000
0.0129265
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179RQZ5
268235.470000
PA
USD
244184.170000
0.00608837
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179R4E6
1044532.400000
PA
USD
974011.720000
0.0242856
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NNA2
236817.770000
PA
USD
223120.500000
0.00556318
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NJA7
18324.400000
PA
USD
17264.570000
0.000430467
Long
ABS-MBS
USGA
US
N
2
2043-07-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NF78
383129.700000
PA
USD
360972.070000
0.00900031
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NDR6
213962.270000
PA
USD
201822.830000
0.00503216
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179NBA5
312310.570000
PA
USD
285096.550000
0.00710846
Long
ABS-MBS
USGA
US
N
2
2043-04-20
Fixed
3.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179N2K3
213577.580000
PA
USD
205604.810000
0.00512645
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MVS6
864371.820000
PA
USD
814385.610000
0.0203055
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MSY7
8125.280000
PA
USD
7849.530000
0.000195717
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MS27
37075.630000
PA
USD
37730.440000
0.000940753
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
5.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MNJ5
9685.810000
PA
USD
9358.300000
0.000233336
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MK74
66109.710000
PA
USD
62286.450000
0.00155302
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179MG61
248841.140000
PA
USD
240434.710000
0.00599489
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179ME48
67486.120000
PA
USD
65642.010000
0.00163669
Long
ABS-MBS
USGA
US
N
2
2042-06-20
Fixed
4.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36179M2Q2
74531.650000
PA
USD
70220.330000
0.00175084
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36178WP45
3625.470000
PA
USD
3354.140000
0
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE I POOL
36178NF87
331387.180000
PA
USD
303425.080000
0.00756546
Long
ABS-MBS
USGA
US
N
2
2042-09-15
Fixed
3.0
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448BD4
2105000.000000
PA
USD
2073864.950000
0.0517088
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.35
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA3
N/A
FREDDIE MAC STACR REMIC TRUST 2022-DNA3
35564KUW7
2131377.180000
PA
USD
2120720.720000
0.0528771
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
5.928
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-HQA1
N/A
FREDDIE MAC STACR REMIC TRUST 2022-HQA1
35564KTA7
1757106.630000
PA
USD
1734633.240000
0.0432505
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
6.028
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2021-DNA7
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA7
35564KMA4
1829058.500000
PA
USD
1797458.590000
0.044817
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
4.778
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2021-DNA6
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA6
35564KKY4
1100000.000000
PA
USD
1044966.120000
0.0260547
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Floating
5.428
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2021-DNA3
N/A
FREDDIE MAC STACR REMIC TRUST 2021-DNA3
35564KEL9
835000.000000
PA
USD
818695.870000
0.020413
Long
ABS-MBS
USGSE
US
N
2
2033-10-25
Floating
6.028
N
N
N
N
N
N
Freddie Mac Structured Agency Credit Risk Debt Notes
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
35564KCU1
130541.910000
PA
USD
130149.190000
0.00324508
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
4.728
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2021-HQA1
N/A
FREDDIE MAC STACR REMIC TRUST 2021-HQA1
35564KBK4
147139.480000
PA
USD
146336.720000
0.00364869
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Floating
4.628
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
FORTINET INC
34959E109
35046.000000
NS
USD
1713398.940000
0.0427211
Long
EC
CORP
US
N
1
N
N
N
Ford Credit Auto Owner Trust 2020-REV2
N/A
FORD CREDIT AUTO OWNER TRUST 2020-REV2
34532JAC8
1665000.000000
PA
USD
1439140.750000
0.0358829
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.74
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust A
5493001DTG5N7T8BG747
FORD CREDIT FLOORPLAN MASTER OWNER TRUST A
34528QHR8
1275000.000000
PA
USD
1134203.920000
0.0282797
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.32
N
N
N
N
N
N
Fontainebleau Miami Beach Trust 2019-FBLU
N/A
FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU
34461LAJ3
2635000.000000
PA
USD
2452815.310000
0.0611574
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.75
N
N
N
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FLEETCOR TECHNOLOGIES INC
339041105
15254.000000
NS
USD
2801854.720000
0.0698601
Long
EC
CORP
US
N
1
N
N
N
Flagstar Mortgage Trust 2021-5INV
N/A
FLAGSTAR MORTGAGE TRUST 2021-5INV
33851PAB1
2499206.180000
PA
USD
2006100.300000
0.0500192
Long
ABS-MBS
CORP
US
N
2
2051-07-25
Variable
2.5
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932107
72543.000000
NS
USD
3042453.420000
0.0758591
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AT5
1100000.000000
PA
USD
1028343.800000
0.0256402
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.2
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738108
128167.000000
NS
USD
12953838.690000
0.322985
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Transmission LLC
549300AINIIPOLYX2R63
FIRSTENERGY TRANSMISSION LLC
33767BAB5
1310000.000000
PA
USD
1280741.150000
0.0319334
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.35
N
N
N
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
FIRST SOLAR INC
336433107
1200.000000
NS
USD
179748.000000
0.00448175
Long
EC
CORP
US
N
1
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
KINGFISHER PLC
000000000
1642632.000000
NS
4667088.990000
0.116367
Long
EC
CORP
GB
N
2
N
N
N
Next PLC
213800WQD8ECPZP9PH98
NEXT PLC
000000000
53468.000000
NS
3746543.390000
0.0934146
Long
EC
CORP
GB
N
2
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL CORP
31847RAF9
415000.000000
PA
USD
408451.300000
0.0101841
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.6
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773100
51847.000000
NS
USD
1701100.070000
0.0424144
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
FIDELITY NATIONAL FINANCIAL INC
31620RAH8
2065000.000000
PA
USD
1956725.860000
0.0487881
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.5
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERVICES INC
31620M106
25600.000000
NS
USD
1736960.000000
0.0433086
Long
EC
CORP
US
N
1
N
N
N
Ellington Financial Mortgage Trust 2019-2
N/A
ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2
31573TAC2
218002.180000
PA
USD
204152.020000
0.00509023
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.046
N
N
N
N
N
N
Ellington Financial Mortgage Trust 2021-2
N/A
ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2
31572LAA4
600125.320000
PA
USD
461586.510000
0.011509
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.931
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428X106
6164.000000
NS
USD
1067604.800000
0.0266192
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419LZY2
357555.400000
PA
USD
343382.060000
0.00856173
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419JSV1
182542.870000
PA
USD
180436.030000
0.00449891
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419FFW1
132127.890000
PA
USD
126887.990000
0.00316377
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419BBT1
345866.310000
PA
USD
327670.080000
0.00816997
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AXG7
118175.940000
PA
USD
120509.610000
0.00300473
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419AVS3
266715.620000
PA
USD
256143.350000
0.00638656
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31419A3K1
19030.840000
PA
USD
19775.540000
0.000493074
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418UCL6
87124.060000
PA
USD
87989.610000
0.00219389
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ENL0
8635000.000000
PA
USD
8765076.860000
0.218544
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EKQ2
622240.470000
PA
USD
546309.840000
0.0136214
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EGK0
1223485.290000
PA
USD
1177735.650000
0.0293651
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EE63
3700139.340000
PA
USD
3561877.450000
0.0888102
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EDF4
1928428.760000
PA
USD
1669810.880000
0.0416343
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
1.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECY4
3042746.630000
PA
USD
2564841.800000
0.0639506
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECT5
2377184.560000
PA
USD
2058381.290000
0.0513227
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
1.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418ECQ1
1655144.340000
PA
USD
1402160.660000
0.0349608
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EBR0
1842519.760000
PA
USD
1501342.700000
0.0374338
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EB82
21173112.440000
PA
USD
17250815.170000
0.430124
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EAV2
2430699.280000
PA
USD
1964412.720000
0.0489798
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
1.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418EAQ3
1644042.820000
PA
USD
1495494.430000
0.037288
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DYX4
6574529.880000
PA
USD
5367042.450000
0.133819
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DTQ5
734074.390000
PA
USD
601794.620000
0.0150049
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418DH54
13309.860000
PA
USD
12968.820000
0.000323359
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CXS8
134641.610000
PA
USD
125803.900000
0.00313674
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CXN9
12909.530000
PA
USD
12335.150000
0.000307559
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CUB8
49413.680000
PA
USD
46810.300000
0.00116715
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CUA0
286917.560000
PA
USD
265842.880000
0.0066284
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CS47
1266314.260000
PA
USD
1174244.490000
0.0292781
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CQD9
501164.560000
PA
USD
465171.780000
0.0115984
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CQB3
1401205.370000
PA
USD
1337349.130000
0.0333448
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CJD7
300169.580000
PA
USD
276979.110000
0.00690607
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CJA3
215682.780000
PA
USD
192716.910000
0.00480511
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CGE8
235350.600000
PA
USD
218332.640000
0.0054438
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CEH3
79400.450000
PA
USD
75888.770000
0.00189218
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418CAY0
307427.880000
PA
USD
294275.550000
0.00733733
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C4X9
124412.100000
PA
USD
121889.630000
0.00303914
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C4G6
307172.500000
PA
USD
300434.410000
0.00749089
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418C2A1
7331.050000
PA
USD
7172.800000
0.000178843
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418BWU6
22888.220000
PA
USD
21923.260000
0.000546624
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418B6G6
1065150.640000
PA
USD
953932.730000
0.0237849
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AQ35
768299.670000
PA
USD
717589.460000
0.017892
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31418AAH1
103702.970000
PA
USD
99590.180000
0.00248314
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YVG9
18132.070000
PA
USD
17412.840000
0.000434164
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YV95
39203.300000
PA
USD
37648.450000
0.000938709
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417YQR1
41833.490000
PA
USD
42361.980000
0.00105623
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417WUE9
127686.600000
PA
USD
126579.760000
0.00315608
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417VN66
160196.980000
PA
USD
158348.430000
0.00394819
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417UHR9
7025.410000
PA
USD
7052.600000
0.000175846
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417UEC5
172836.010000
PA
USD
171337.710000
0.00427205
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417SBL3
26260.270000
PA
USD
25954.220000
0.00064713
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417KXK8
45479.030000
PA
USD
45061.460000
0.00112354
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417GH25
143584.570000
PA
USD
130659.840000
0.00325781
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417FU22
920137.700000
PA
USD
837214.570000
0.0208747
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417F4U9
1010928.640000
PA
USD
916918.540000
0.022862
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417DQW6
520627.820000
PA
USD
473716.620000
0.0118114
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417DF99
60236.840000
PA
USD
54809.360000
0.00136659
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417CNZ4
64894.370000
PA
USD
59956.020000
0.00149492
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417CGZ2
28210.490000
PA
USD
26348.520000
0.000656962
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31417CGY5
413396.390000
PA
USD
386119.460000
0.00962732
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416XY95
199385.200000
PA
USD
197655.730000
0.00492826
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416XJ76
509166.320000
PA
USD
488982.950000
0.0121921
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416TMF3
32099.280000
PA
USD
31714.050000
0.000790743
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416CJV9
90278.700000
PA
USD
93957.810000
0.0023427
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416CHP4
36264.690000
PA
USD
37606.330000
0.000937659
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416CD37
112465.420000
PA
USD
114851.640000
0.00286366
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BRY6
82736.290000
PA
USD
83061.690000
0.00207102
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BLD8
84860.620000
PA
USD
87735.600000
0.00218756
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31416BL89
107721.850000
PA
USD
111844.980000
0.00278869
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31413QQE1
12682.980000
PA
USD
13076.620000
0.000326046
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412XEK6
958.210000
PA
USD
948.430000
0
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31412P2U4
21286.560000
PA
USD
21088.380000
0.000525808
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411GMK5
4878.810000
PA
USD
5009.860000
0.000124914
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31411FFM1
3013.220000
PA
USD
2939.070000
0
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Variable
4.105
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410TA88
2130.630000
PA
USD
2194.510000
0
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410LTW2
641468.780000
PA
USD
596350.440000
0.0148691
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410LS37
346363.960000
PA
USD
324755.120000
0.00809729
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410LHS4
14328.950000
PA
USD
14202.910000
0.000354129
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KWU4
31525.170000
PA
USD
32783.120000
0.000817399
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KJT2
142732.570000
PA
USD
148892.950000
0.00371243
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KJR6
22857.890000
PA
USD
23703.540000
0.000591013
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KJ39
2159.770000
PA
USD
2191.900000
0
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410KHU1
194721.560000
PA
USD
201438.980000
0.00502259
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410K5N0
355.160000
PA
USD
362.700000
0
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GRD7
1033044.210000
PA
USD
1066125.380000
0.0265823
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GKD4
169812.400000
PA
USD
175320.260000
0.00437135
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410GBA0
33018.280000
PA
USD
34147.660000
0.000851422
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410F5C5
158522.160000
PA
USD
161886.740000
0.00403641
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31410F4Y8
53179.040000
PA
USD
52472.710000
0.00130833
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XHPZ4
634344.000000
PA
USD
537849.580000
0.0134105
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XH4E4
431500.770000
PA
USD
425594.660000
0.0106116
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XH2F3
256790.220000
PA
USD
220316.000000
0.00549326
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGYQ6
1030717.410000
PA
USD
844315.740000
0.0210518
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XGH77
5421577.630000
PA
USD
4960628.430000
0.123686
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XFY70
1986077.970000
PA
USD
1628544.490000
0.0406054
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XDYA8
4489561.700000
PA
USD
3659301.490000
0.0912393
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XDUQ7
834490.630000
PA
USD
781229.730000
0.0194788
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XDGT7
755916.120000
PA
USD
673184.530000
0.0167849
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XDEN2
516311.450000
PA
USD
511835.360000
0.0127619
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140XCDA3
1646258.270000
PA
USD
1527021.130000
0.038074
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X9KW4
397840.470000
PA
USD
394392.100000
0.00983359
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X9DE2
618345.640000
PA
USD
562700.820000
0.0140301
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X9DD4
256520.290000
PA
USD
229771.260000
0.00572901
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X7VE6
136718.230000
PA
USD
139613.150000
0.00348105
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X7A82
94889.410000
PA
USD
89069.590000
0.00222082
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X6Z46
652046.910000
PA
USD
629146.510000
0.0156868
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X6WA5
512710.430000
PA
USD
492271.740000
0.0122741
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X6ST9
1854977.890000
PA
USD
1735426.740000
0.0432703
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X6FL0
1976496.140000
PA
USD
1751476.150000
0.0436705
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X6BM2
2724714.130000
PA
USD
2576146.990000
0.0642325
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X5ZM8
221649.560000
PA
USD
208047.330000
0.00518736
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4XA9
240455.630000
PA
USD
215456.290000
0.00537209
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4TB2
323785.850000
PA
USD
290888.870000
0.00725289
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140X4DE3
274202.220000
PA
USD
244592.120000
0.00609855
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNM82
2659607.310000
PA
USD
2388136.830000
0.0595447
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNEW8
2335498.030000
PA
USD
1902866.710000
0.0474452
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNDJ8
2400485.870000
PA
USD
2046510.990000
0.0510268
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QNCC4
1929623.490000
PA
USD
1572320.720000
0.0392035
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMZC1
3632301.070000
PA
USD
3096402.700000
0.0772043
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMV27
991644.590000
PA
USD
870689.780000
0.0217094
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMTP9
1491700.970000
PA
USD
1215736.260000
0.0303126
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QMCC6
3248735.590000
PA
USD
2758429.790000
0.0687774
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QM4V3
3865853.230000
PA
USD
3278898.570000
0.0817545
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QLQZ2
3422547.790000
PA
USD
2906691.800000
0.0724741
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QLPR1
1863784.670000
PA
USD
1582491.030000
0.0394571
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QEAQ5
515128.810000
PA
USD
455304.280000
0.0113523
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QDKJ2
276431.880000
PA
USD
268590.750000
0.00669692
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCXQ4
68008.730000
PA
USD
66524.920000
0.0016587
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCKG0
2116816.350000
PA
USD
1873306.290000
0.0467081
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QCCH7
300400.300000
PA
USD
283865.590000
0.00707777
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140QA3Y4
686847.160000
PA
USD
672109.190000
0.0167581
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140Q9NZ2
92525.790000
PA
USD
90570.690000
0.00225825
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LPNE8
2509537.100000
PA
USD
2130674.820000
0.0531253
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LPMP4
836576.520000
PA
USD
710414.180000
0.0177131
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140LNFD4
1274231.400000
PA
USD
1099972.190000
0.0274262
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140K3B27
184665.490000
PA
USD
173296.680000
0.0043209
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JLY73
57267.460000
PA
USD
54518.320000
0.00135933
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JAP36
1556871.320000
PA
USD
1457381.160000
0.0363377
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JAND6
138378.250000
PA
USD
132644.680000
0.0033073
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JACW6
419798.460000
PA
USD
400477.980000
0.00998533
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140JACE6
551873.770000
PA
USD
502163.600000
0.0125207
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9WH0
81168.530000
PA
USD
78003.310000
0.0019449
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9VD0
371247.750000
PA
USD
353886.930000
0.00882365
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9NN7
474079.790000
PA
USD
431400.640000
0.0107563
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J9CU3
697609.890000
PA
USD
648399.320000
0.0161669
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J95H0
724997.810000
PA
USD
672949.600000
0.016779
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J93L3
415796.560000
PA
USD
386896.720000
0.0096467
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J8ZH9
1295364.760000
PA
USD
1273311.980000
0.0317482
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J8VP5
362166.020000
PA
USD
329553.500000
0.00821693
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J8UK7
471004.600000
PA
USD
462698.510000
0.0115367
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J8GH0
1573804.050000
PA
USD
1409646.880000
0.0351475
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J8DT7
1859275.400000
PA
USD
1783401.510000
0.0444665
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J7XP5
945916.700000
PA
USD
892615.650000
0.0222561
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J7UD5
470956.200000
PA
USD
486717.490000
0.0121356
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J7QA6
593569.310000
PA
USD
583462.120000
0.0145478
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J7MP7
4177.270000
PA
USD
3879.490000
0
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J6GM3
455891.460000
PA
USD
435540.440000
0.0108596
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J6C47
403421.670000
PA
USD
378247.240000
0.00943104
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J5UV9
271911.730000
PA
USD
260615.120000
0.00649806
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J5SM2
486594.170000
PA
USD
455014.200000
0.0113451
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140J5FG9
1220809.840000
PA
USD
1169341.600000
0.0291558
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FXGG1
674471.690000
PA
USD
641091.800000
0.0159847
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FXGC0
495740.960000
PA
USD
478862.920000
0.0119397
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FQT23
646434.440000
PA
USD
619183.490000
0.0154384
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FLK49
107211.450000
PA
USD
96112.150000
0.00239642
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FGNN5
191338.000000
PA
USD
171140.100000
0.00426713
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FGMN6
306809.710000
PA
USD
274520.220000
0.00684476
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140FGML0
613260.400000
PA
USD
548722.450000
0.0136816
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140F9WP6
702915.390000
PA
USD
628944.040000
0.0156818
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140F5TN3
164123.880000
PA
USD
146748.400000
0.00365896
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140F5C35
984399.310000
PA
USD
881112.240000
0.0219692
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3140E0E35
160460.320000
PA
USD
149174.260000
0.00371944
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408JR78
39371.340000
PA
USD
40712.080000
0.0010151
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31407CB71
14803.220000
PA
USD
14510.200000
0.000361791
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
3.645
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DWU9
14951.440000
PA
USD
15504.230000
0.000386575
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DWG0
2293.610000
PA
USD
2379.730000
0
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DDX4
6151.250000
PA
USD
6369.260000
0.000158808
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DD97
67698.540000
PA
USD
70047.960000
0.00174654
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DBY4
69215.340000
PA
USD
70684.490000
0.00176241
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403DBD0
63775.180000
PA
USD
65128.790000
0.00162389
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403C6L0
237436.420000
PA
USD
242037.690000
0.00603486
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RSN0
21266.570000
PA
USD
21717.940000
0.000541505
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RJV2
62585.900000
PA
USD
63913.090000
0.00159358
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RFV6
50812.190000
PA
USD
51889.610000
0.00129379
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402RAB5
42907.460000
PA
USD
43817.640000
0.00109253
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402Q6Z9
301582.430000
PA
USD
311114.320000
0.00775718
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402DGM6
841551.810000
PA
USD
870500.120000
0.0217046
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402CVY5
44288.120000
PA
USD
44327.670000
0.00110525
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402CV74
42205.900000
PA
USD
42269.550000
0.00105393
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31402CTT9
90247.540000
PA
USD
93171.890000
0.0023231
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YWJZ1
18826.070000
PA
USD
17834.600000
0.00044468
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YR3Y2
379264.490000
PA
USD
352903.770000
0.00879914
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138YGXF4
256559.420000
PA
USD
238567.710000
0.00594834
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138XXGD2
296179.660000
PA
USD
286527.110000
0.00714413
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138XMF54
540271.040000
PA
USD
518910.530000
0.0129383
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.0
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138X0Y36
40463.250000
PA
USD
36616.260000
0.000912973
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJNB0
916288.360000
PA
USD
819831.060000
0.0204413
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJMV7
561182.640000
PA
USD
501952.580000
0.0125155
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJMU9
923541.260000
PA
USD
826639.420000
0.020611
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJGK8
695818.870000
PA
USD
622809.750000
0.0155288
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJGD4
1074844.460000
PA
USD
971012.610000
0.0242108
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WJC89
103364.720000
PA
USD
96654.580000
0.00240994
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WH6D9
534036.680000
PA
USD
478167.390000
0.0119224
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WGDE1
25347.750000
PA
USD
24012.590000
0.000598719
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WGA61
849114.580000
PA
USD
793240.790000
0.0197783
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WGA20
350929.870000
PA
USD
326137.860000
0.00813177
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WFRH1
36972.710000
PA
USD
35025.470000
0.000873309
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WFK39
887631.560000
PA
USD
825201.460000
0.0205752
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138WD5K3
30020.540000
PA
USD
28773.370000
0.000717422
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138W9NY2
210867.730000
PA
USD
191484.980000
0.0047744
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138LXQH5
50607.700000
PA
USD
47264.670000
0.00117848
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138LUTV7
24679.530000
PA
USD
23044.790000
0.000574588
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138LTJW9
518750.950000
PA
USD
485582.300000
0.0121073
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ETJ98
62987.210000
PA
USD
60355.920000
0.00150489
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ETGU4
175320.060000
PA
USD
163964.420000
0.00408821
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERTY6
282930.950000
PA
USD
263833.720000
0.00657831
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERNP1
287282.500000
PA
USD
256870.420000
0.00640469
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERN71
194447.630000
PA
USD
180390.230000
0.00449777
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERN63
862005.660000
PA
USD
799654.690000
0.0199382
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERJM3
2116597.780000
PA
USD
1896479.250000
0.0472859
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ERA59
33502.450000
PA
USD
31737.920000
0.000791339
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPW42
158059.610000
PA
USD
167112.190000
0.0041667
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPW34
126673.400000
PA
USD
131830.990000
0.00328701
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EPSG0
236247.630000
PA
USD
234199.660000
0.00583943
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENZ93
954255.670000
PA
USD
891279.800000
0.0222228
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ENF87
2778.340000
PA
USD
2867.880000
0
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EMYW5
8524.900000
PA
USD
8705.640000
0.000217062
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EMWT4
294036.870000
PA
USD
282381.440000
0.00704077
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EMNX5
428507.750000
PA
USD
391867.680000
0.00977065
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ELN41
1067644.040000
PA
USD
999003.250000
0.0249087
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138ELB36
109916.960000
PA
USD
102827.040000
0.00256384
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKJH9
107761.330000
PA
USD
103495.550000
0.00258051
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKF59
10443.990000
PA
USD
10353.450000
0.000258148
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EKAT2
55896.250000
PA
USD
53765.130000
0.00134055
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EK2B0
162715.010000
PA
USD
154154.380000
0.00384361
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EJ7F9
708980.120000
PA
USD
684095.010000
0.0170569
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EHWG3
111497.690000
PA
USD
107078.000000
0.00266983
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EHVS8
138785.830000
PA
USD
137582.600000
0.00343042
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EH7F3
27012.080000
PA
USD
28090.950000
0.000700407
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGTC8
123055.850000
PA
USD
124610.080000
0.00310697
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
5.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138EGFA7
174634.150000
PA
USD
172790.550000
0.00430828
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138E2MC6
140595.380000
PA
USD
136012.930000
0.00339128
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138E2LR4
573287.440000
PA
USD
550557.220000
0.0137273
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138AW5A7
92529.240000
PA
USD
90552.040000
0.00225778
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A8YF7
7001.020000
PA
USD
6940.320000
0.000173047
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A46Y6
256421.460000
PA
USD
246253.350000
0.00613997
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
3138A2GV5
266355.230000
PA
USD
254775.380000
0.00635245
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31388MWB0
14297.220000
PA
USD
14552.990000
0.000362857
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
7.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385XAS6
22125.040000
PA
USD
22879.870000
0.000570476
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31385JG85
794.210000
PA
USD
818.010000
0
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31384VQL9
354.880000
PA
USD
364.130000
0
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31384VQK1
247.820000
PA
USD
251.570000
0
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31384AVV7
249.830000
PA
USD
252.620000
0
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.0
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS
3137FRZF1
659270.280000
PA
USD
124187.340000
0.00309643
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Fixed
4.5
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137FBBW5
897733.850000
PA
USD
865442.450000
0.0215785
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Fixed
2.952
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137BRQH1
748095.860000
PA
USD
721753.090000
0.0179959
Long
ABS-MBS
USGSE
US
N
2
2025-06-25
Fixed
2.206
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES
3137B7EZ8
6738.180000
PA
USD
6719.910000
0.000167551
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
2.777
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31379FGP3
1410.050000
PA
USD
1431.290000
0
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31376S6Z7
469.630000
PA
USD
468.840000
0
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
7.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31376JGN3
43.440000
PA
USD
43.330000
0
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
7.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31374UC61
240.490000
PA
USD
240.620000
0
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
7.0
N
N
N
N
N
N
Federal Realty Investment Trust
N/A
FEDERAL REALTY INVESTMENT TRUST
313747AT4
1500000.000000
PA
USD
1481029.500000
0.0369273
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31373UUL9
166.150000
PA
USD
168.500000
0
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
8.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31372MDP8
53.240000
PA
USD
54.550000
0
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371LWU9
7260.650000
PA
USD
7508.820000
0.000187221
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371KWK3
19064.780000
PA
USD
20215.640000
0.000504047
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371JWB6
204.990000
PA
USD
212.630000
0
Long
ABS-MBS
USGSE
US
N
2
2031-02-01
Fixed
7.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371GJW1
287.610000
PA
USD
294.670000
0
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
6.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371GEG1
275.680000
PA
USD
279.390000
0
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
7.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31371FMW9
105.150000
PA
USD
106.150000
0
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
7.5
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31368JCD9
20.120000
PA
USD
20.120000
0
Long
ABS-MBS
USGSE
US
N
2
2024-08-01
Fixed
8.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31368HMT7
59511.810000
PA
USD
61886.470000
0.00154305
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.0
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31368HMH3
157707.510000
PA
USD
161054.270000
0.00401565
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KYWJ4
2052815.160000
PA
USD
1785158.180000
0.0445103
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KYWH8
3125554.910000
PA
USD
2634609.250000
0.0656901
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3133KPD54
410438.980000
PA
USD
336210.720000
0.00838292
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNXV0
996159.580000
PA
USD
874610.950000
0.0218071
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNLC5
4204248.160000
PA
USD
3584317.770000
0.0893697
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNKV4
984986.560000
PA
USD
864544.290000
0.0215561
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KNGN7
3135221.640000
PA
USD
2554913.280000
0.063703
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KLZX8
3740065.280000
PA
USD
3051189.990000
0.076077
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KHKY1
228181.060000
PA
USD
216975.610000
0.00540997
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KHDK9
584854.940000
PA
USD
555487.060000
0.0138503
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133KH3Q7
201164.800000
PA
USD
195790.530000
0.00488175
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133GFTZ8
629580.060000
PA
USD
577627.090000
0.0144023
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133B65B2
65586.580000
PA
USD
55542.310000
0.00138487
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133ATLD1
365916.220000
PA
USD
361732.030000
0.00901926
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AQFQ5
1351899.160000
PA
USD
1147695.350000
0.0286161
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133APV63
1079593.540000
PA
USD
916579.700000
0.0228536
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AMGK6
930346.880000
PA
USD
803115.060000
0.0200245
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AM5L6
383971.270000
PA
USD
326115.320000
0.00813121
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AM4R4
398223.440000
PA
USD
338093.520000
0.00842987
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133AKNH9
338389.580000
PA
USD
287384.370000
0.00716551
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3133A1CC4
2456759.690000
PA
USD
2180680.750000
0.0543721
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335APZ5
1566681.120000
PA
USD
1458770.220000
0.0363723
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31335ABF4
889167.420000
PA
USD
833069.310000
0.0207714
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132HQ4K5
373700.020000
PA
USD
340029.970000
0.00847815
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132H7FP4
699519.250000
PA
USD
654054.850000
0.0163079
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132H7DB7
168277.650000
PA
USD
157358.950000
0.00392351
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132GUKV5
714996.460000
PA
USD
687517.790000
0.0171422
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3132GK2F2
23275.520000
PA
USD
22377.350000
0.000557946
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWET6
2056094.570000
PA
USD
2027660.280000
0.0505567
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL
3132DWEJ8
898910.270000
PA
USD
843212.060000
0.0210243
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDR1
12404235.720000
PA
USD
10505108.030000
0.261929
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDJ9
8930785.600000
PA
USD
7565744.220000
0.188641
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDH3
1103101.630000
PA
USD
898139.770000
0.0223938
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DWDC4
20404843.290000
PA
USD
16614480.410000
0.414258
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DV4Y8
1055350.220000
PA
USD
997870.740000
0.0248804
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132DM5G6
1392771.450000
PA
USD
1181784.310000
0.0294661
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6CX6
23054.540000
PA
USD
22926.720000
0.000571644
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132D6BQ2
1374169.410000
PA
USD
1189877.750000
0.0296679
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
1.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132CWG73
139618.740000
PA
USD
131045.570000
0.00326743
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132CWAQ7
301987.380000
PA
USD
291917.130000
0.00727853
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FREDDIE MAC POOL
3132A5GA7
112932.490000
PA
USD
100966.270000
0.00251745
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312945ZY7
248174.020000
PA
USD
238598.860000
0.00594911
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312945DS4
82878.100000
PA
USD
79680.690000
0.00198672
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312945AM0
76629.790000
PA
USD
73672.950000
0.00183693
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312944LP4
16705.090000
PA
USD
16063.140000
0.000400511
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312943GW7
244135.470000
PA
USD
234716.140000
0.0058523
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312943DQ3
13256.880000
PA
USD
13156.750000
0.000328044
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312942WL5
1282.660000
PA
USD
1233.180000
0
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312942UJ2
3847.710000
PA
USD
3712.080000
0
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312942NF8
302475.610000
PA
USD
290807.070000
0.00725085
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312941NS2
72522.160000
PA
USD
73324.590000
0.00182824
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3129413N5
66845.160000
PA
USD
66340.280000
0.0016541
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312940JV2
57070.900000
PA
USD
57858.570000
0.00144262
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312940EU9
12632.720000
PA
USD
12807.060000
0.000319325
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312938PU1
133709.920000
PA
USD
132699.950000
0.00330868
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312938BW2
25294.610000
PA
USD
25030.890000
0.000624109
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
312933NW0
134900.330000
PA
USD
133092.430000
0.00331846
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292SBG4
315747.880000
PA
USD
295556.660000
0.00736927
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292SBC3
1292966.830000
PA
USD
1177814.200000
0.0293671
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292SAY6
178066.580000
PA
USD
166777.030000
0.00415834
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292SAV2
675202.310000
PA
USD
632604.620000
0.0157731
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31292GU38
428.120000
PA
USD
435.250000
0
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QJQE9
37247.460000
PA
USD
37216.800000
0.000927946
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Variable
4.187
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128QJPK6
21557.210000
PA
USD
21104.540000
0.000526211
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
4.275
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128NGEY7
5674.770000
PA
USD
5812.800000
0.000144934
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Variable
3.928
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128NC3S1
22482.280000
PA
USD
22815.800000
0.000568879
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Variable
3.943
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MMRT2
215246.850000
PA
USD
206432.770000
0.0051471
Long
ABS-MBS
USGSE
US
N
2
2029-01-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJTL4
281636.000000
PA
USD
263508.830000
0.00657021
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJS68
421843.030000
PA
USD
384268.520000
0.00958117
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJQ94
181189.380000
PA
USD
169798.600000
0.00423368
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MJMS6
274541.850000
PA
USD
272398.000000
0.00679185
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128MEE31
834775.390000
PA
USD
783679.360000
0.0195399
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M9ZN5
108772.740000
PA
USD
107660.030000
0.00268435
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M9XT4
500317.880000
PA
USD
468389.570000
0.0116786
Long
ABS-MBS
USGSE
US
N
2
2043-12-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M9LV2
1078011.840000
PA
USD
982019.590000
0.0244852
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M8R30
608.870000
PA
USD
585.400000
0
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M8AV6
32633.070000
PA
USD
33875.350000
0.000844632
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M7TQ9
187240.690000
PA
USD
185827.710000
0.00463334
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M7RU2
40103.770000
PA
USD
41554.970000
0.00103611
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M76Q4
76412.260000
PA
USD
79321.350000
0.00197776
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
5.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M75X0
26186.440000
PA
USD
25988.790000
0.000647992
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M75T9
49593.130000
PA
USD
50276.330000
0.00125357
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M75Q5
131899.980000
PA
USD
133717.050000
0.00333404
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M74W3
33955.600000
PA
USD
33699.320000
0.000840243
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M6M88
13845.660000
PA
USD
14358.380000
0.000358005
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M5H45
170.420000
PA
USD
177.560000
0
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128M4W90
76096.530000
PA
USD
77798.870000
0.0019398
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128LXFP0
5651.060000
PA
USD
5777.510000
0.000144054
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128LXE97
17210.350000
PA
USD
17595.350000
0.000438714
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128LUHZ2
21027.360000
PA
USD
20852.070000
0.000519916
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Variable
2.204
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
3128KWU43
29193.430000
PA
USD
29841.190000
0.000744046
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
3128JM6Y8
13822.050000
PA
USD
13571.170000
0.000338377
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Variable
2.127
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31288ALH6
2409.650000
PA
USD
2449.090000
0
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31287UEV0
7502.480000
PA
USD
7514.990000
0.000187375
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31287UDJ8
4852.040000
PA
USD
4858.840000
0.000121148
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.0
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC GOLD POOL
31283HS97
7239.910000
PA
USD
7525.380000
0.000187634
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
6.5
N
N
N
N
N
N
ASOS PLC
213800H8DBB8JSKDW630
ASOS PLC
000000000
121240.000000
NS
744513.040000
0.0185633
Long
EC
CORP
GB
N
2
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS INC
30303M102
114731.000000
NS
USD
13806728.540000
0.344251
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC CORP
302491303
5600.000000
NS
USD
698880.000000
0.0174255
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
225983.000000
NS
USD
24925924.900000
0.621491
Long
EC
CORP
US
N
1
N
N
N
Extended Stay America Trust 2021-ESH
N/A
EXTENDED STAY AMERICA TRUST 2021-ESH
30227FAE0
1195835.470000
PA
USD
1149336.360000
0.028657
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
5.698
N
N
N
N
N
N
Extra Space Storage Inc
N/A
EXTRA SPACE STORAGE INC
30225T102
4600.000000
NS
USD
677028.000000
0.0168807
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables Trust 2022-2
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2
30166QAE9
915000.000000
PA
USD
872448.200000
0.0217532
Long
ABS-O
CORP
US
N
2
2028-07-17
Fixed
3.85
N
N
N
N
N
N
Exeter Automobile Receivables Trust 2021-1
N/A
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1
30165XAE5
895000.000000
PA
USD
860083.720000
0.0214449
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.98
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
43832.000000
NS
USD
1894857.360000
0.0472455
Long
EC
CORP
US
N
1
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO LP
29717PAV9
1430000.000000
PA
USD
1124662.110000
0.0280418
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
ESSEX PROPERTY TRUST INC
297178105
3290.000000
NS
USD
697216.800000
0.0173841
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
EQUITY LIFESTYLE PROPERTIES INC
29472R108
24717.000000
NS
USD
1596718.200000
0.0398118
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC
29452E101
53094.000000
NS
USD
1523797.800000
0.0379937
Long
EC
CORP
US
N
1
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
29449WAA5
780000.000000
PA
USD
710439.600000
0.0177138
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.4
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444U700
3433.000000
NS
USD
2248717.990000
0.0560685
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
ENPHASE ENERGY INC
29355A107
2800.000000
NS
USD
741888.000000
0.0184979
Long
EC
CORP
US
N
1
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAQ6
765000.000000
PA
USD
674095.820000
0.0168076
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAG8
1225000.000000
PA
USD
1185192.400000
0.029551
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25
N
N
N
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
IBERDROLA INTERNATIONAL BV
29266MAE9
1000000.000000
PA
USD
1046517.000000
0.0260934
Long
DBT
CORP
NL
N
2
2033-09-15
Fixed
6.75
N
N
N
N
N
N
Enbridge Energy Partners LP
CZ6VG2MNE1J6YDI02G48
ENBRIDGE ENERGY PARTNERS LP
29250RAT3
245000.000000
PA
USD
227695.900000
0.00567726
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.5
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAL9
590000.000000
PA
USD
568352.900000
0.014171
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAF2
690000.000000
PA
USD
682858.500000
0.0170261
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.0
N
N
N
N
N
N
Elara HGV Timeshare Issuer 2017-A LLC
N/A
ELARA HGV TIMESHARE ISSUER 2017-A LLC
28416DAA8
160975.570000
PA
USD
154078.150000
0.00384171
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.69
N
N
N
N
N
N
Eaton Vance Corp
4JJ8ORNW1AFZPSV8GJ79
EATON VANCE CORP
278265AD5
750000.000000
PA
USD
744745.500000
0.0185691
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.625
N
N
N
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RENAISSANCERE HOLDINGS LTD
000000000
9292.000000
NS
USD
1711865.160000
0.0426829
Long
EC
CORP
BM
N
1
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE LLC
26884TAN2
505000.000000
PA
USD
415318.060000
0.0103553
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.5
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE LLC
26884TAL6
435000.000000
PA
USD
421093.050000
0.0104993
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.85
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875PAK7
500000.000000
PA
USD
497729.000000
0.0124101
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.625
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
17964.000000
NS
USD
2326697.280000
0.0580128
Long
EC
CORP
US
N
1
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
26874RAG3
780000.000000
PA
USD
773189.040000
0.0192783
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
4.0
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAT2
500000.000000
PA
USD
368812.500000
0.0091958
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAS4
640000.000000
PA
USD
591911.680000
0.0147585
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65
N
N
N
N
N
N
Dryden 77 CLO Ltd
254900XGNUOV0Y3IBA68
DRYDEN 77 CLO LTD
26252VAS0
1935000.000000
PA
USD
1878885.000000
0.0468472
Long
ABS-CBDO
CORP
KY
N
2
2034-05-20
Floating
5.795
N
N
N
N
N
N
DRIVEN BRANDS FUNDING LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAD3
1524600.000000
PA
USD
1209084.030000
0.0301467
Long
ABS-O
CORP
US
N
2
2051-10-20
Fixed
2.791
N
N
N
N
N
N
DRIVEN BRANDS FUNDING LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAC5
1218300.000000
PA
USD
1007317.240000
0.025116
Long
ABS-O
CORP
US
N
2
2051-01-20
Fixed
3.237
N
N
N
N
N
N
DRIVEN BRANDS FUNDING LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAA9
659812.500000
PA
USD
565930.420000
0.0141106
Long
ABS-O
CORP
US
N
2
2050-07-20
Fixed
3.786
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
DOVER CORP
260003108
7900.000000
NS
USD
1069739.000000
0.0266724
Long
EC
CORP
US
N
1
N
N
N
DoorDash Inc
549300NUQ43FGGSK5051
DOORDASH INC
25809K105
20365.000000
NS
USD
994219.300000
0.0247894
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746U109
76830.000000
NS
USD
4711215.600000
0.117467
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
DOLLAR TREE INC
256746108
6550.000000
NS
USD
926432.000000
0.0230992
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP
256677105
49324.000000
NS
USD
12146035.000000
0.302844
Long
EC
CORP
US
N
1
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
SUN LIFE FINANCIAL INC
000000000
154515.000000
NS
7172280.470000
0.17883
Long
EC
CORP
CA
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709AL2
590000.000000
PA
USD
566309.140000
0.0141201
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.75
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687DD5
525000.000000
PA
USD
510067.430000
0.0127178
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.7
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687106
110345.000000
NS
USD
9586773.600000
0.239032
Long
EC
CORP
US
N
1
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAR2
2000000.000000
PA
USD
1609786.000000
0.0401377
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.7
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
DEXCOM INC
252131107
15979.000000
NS
USD
1809461.960000
0.0451163
Long
EC
CORP
US
N
1
N
N
N
Detroit City School District
N/A
DETROIT CITY SCHOOL DISTRICT
251130EC0
2000000.000000
PA
USD
2146279.800000
0.0535143
Long
DBT
MUN
US
N
2
2029-05-01
Fixed
6.645
N
N
N
N
N
N
Descartes Systems Group Inc/The
875500NEPA7JI5EOMN45
DESCARTES SYSTEMS GROUP INC/THE
249906108
8000.000000
NS
USD
557200.000000
0.013893
Long
EC
CORP
CA
N
1
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
MANULIFE FINANCIAL CORP
000000000
207429.000000
NS
3699712.220000
0.0922469
Long
EC
CORP
CA
N
2
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC
247361ZP6
168000.000000
PA
USD
166320.000000
0.00414695
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
3.8
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAPITAL CORP
24422EWB1
1955000.000000
PA
USD
1848427.090000
0.0460878
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
2.125
N
N
N
N
N
N
Deephaven Residential Mortgage Trust 2021-2
N/A
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2
24381WAA6
414993.590000
PA
USD
348780.950000
0.00869634
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.899
N
N
N
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
DATADOG INC
23804L103
12197.000000
NS
USD
896479.500000
0.0223524
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS INC
237266101
6767.000000
NS
USD
423546.530000
0.0105605
Long
EC
CORP
US
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAV3
2940000.000000
PA
USD
2749864.320000
0.0685638
Long
DBT
CORP
DK
N
2
2025-12-20
Variable
3.244
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
61808.000000
NS
USD
16405079.360000
0.409037
Long
EC
CORP
US
N
1
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS FORT WORTH INTERNATIONAL AIRPORT
2350364W7
1155000.000000
PA
USD
938127.500000
0.0233908
Long
DBT
MUN
US
N
2
2038-11-01
Fixed
2.994
N
N
N
N
N
N
Daimler Trucks Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
233853AM2
2155000.000000
PA
USD
2016864.500000
0.0502876
Long
DBT
CORP
US
N
2
2027-04-07
Fixed
3.65
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331107
25355.000000
NS
USD
2979973.150000
0.0743013
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021106
13727.000000
NS
USD
3325914.830000
0.0829268
Long
EC
CORP
US
N
1
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VAZ4
735000.000000
PA
USD
668572.170000
0.0166699
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.9
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822VAT8
1440000.000000
PA
USD
1148739.840000
0.0286421
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25
N
N
N
N
N
N
Crown Castle Towers LLC
N/A
CROWN CASTLE TOWERS LLC
22822RBD1
485000.000000
PA
USD
468249.580000
0.0116751
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.663
N
N
N
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
CROWDSTRIKE HOLDINGS INC
22788C105
6445.000000
NS
USD
678594.050000
0.0169197
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE GROUP AG
225401AM0
2095000.000000
PA
USD
1869102.440000
0.0466033
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
2.593
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA/LONDON
22535WAE7
2125000.000000
PA
USD
2116134.500000
0.0527627
Long
DBT
CORP
FR
N
2
2023-04-24
Fixed
3.75
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC
224044CM7
2775000.000000
PA
USD
1663459.880000
0.0414759
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.95
N
N
N
N
N
N
CoStar Group Inc
N/A
COSTAR GROUP INC
22160N109
8773.000000
NS
USD
677977.440000
0.0169044
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP
22160K105
9035.000000
NS
USD
4124477.500000
0.102838
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
CORTEVA INC
22052L104
6400.000000
NS
USD
376192.000000
0.0093798
Long
EC
CORP
US
N
1
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H070613
1130000.000000
PA
USD
1160578.650000
0.0289373
Long
ABS-MBS
USGA
US
N
2
2043-01-01
Fixed
7.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H060614
1620000.000000
PA
USD
1645739.970000
0.0410341
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
6.0
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H052611
5093000.000000
PA
USD
5121478.020000
0.127697
Long
ABS-MBS
USGA
US
N
2
2033-01-01
Fixed
5.5
N
N
N
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHILE
21987BAZ1
2645000.000000
PA
USD
2315115.100000
0.057724
Long
DBT
CORP
CL
N
2
2029-09-30
Fixed
3.0
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAL3
4505000.000000
PA
USD
3597247.010000
0.0896921
Long
DBT
CORP
US
N
2
2052-04-05
Fixed
4.4
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871X109
141883.000000
NS
USD
2846172.980000
0.0709652
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BRANDS INC
21036P108
12407.000000
NS
USD
2875322.250000
0.0716919
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
53571.000000
NS
USD
6321378.000000
0.157614
Long
EC
CORP
US
N
1
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA
000000000
104702.000000
NS
7054625.890000
0.175897
Long
EC
CORP
CA
N
2
N
N
Connecticut Avenue Securities Trust 2022-R01
N/A
CONNECTICUT AVENUE SECURITIES TRUST 2022-R01
20754LAA7
462667.240000
PA
USD
456766.060000
0.0113888
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
4.928
N
N
N
N
N
N
Confluent Inc
254900MRZ83YWUV7SN74
CONFLUENT INC
20717M103
31186.000000
NS
USD
693576.640000
0.0172933
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS INC
205887102
32783.000000
NS
USD
1268702.100000
0.0316332
Long
EC
CORP
US
N
1
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH
20268JAF0
755000.000000
PA
USD
622088.290000
0.0155109
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.782
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH
20268JAA1
960000.000000
PA
USD
920784.960000
0.0229584
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCT6
2455000.000000
PA
USD
2366421.150000
0.0590032
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030N101
26180.000000
NS
USD
915514.600000
0.022827
Long
EC
CORP
US
N
1
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
COLOMBIA GOVERNMENT INTERNATIONAL BOND
195325BQ7
275000.000000
PA
USD
269843.750000
0.00672816
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.0
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
COLGATE-PALMOLIVE CO
194162103
5000.000000
NS
USD
393950.000000
0.00982257
Long
EC
CORP
US
N
1
N
N
N
Cold Storage Trust 2020-ICE5
N/A
COLD STORAGE TRUST 2020-ICE5
193051AJ8
2118344.580000
PA
USD
2050528.110000
0.0511269
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
5.618
N
N
N
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
COGNIZANT TECHNOLOGY SOLUTIONS CORP
192446102
6306.000000
NS
USD
360640.140000
0.00899203
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EUROPACIFIC PARTNERS PLC
19123MAF0
2400000.000000
PA
USD
2079460.800000
0.0518483
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
1.5
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
123261.000000
NS
USD
7840632.210000
0.195495
Long
EC
CORP
US
N
1
N
N
N
CNO Global Funding
6354008GTNR4833ULD48
CNO GLOBAL FUNDING
18977W2C3
3255000.000000
PA
USD
2758456.260000
0.0687781
Long
DBT
CORP
US
N
2
2029-01-06
Fixed
2.65
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610105
8500.000000
NS
USD
334645.000000
0.00834388
Long
EC
CORP
US
N
1
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
CITIGROUP MORTGAGE LOAN TRUST INC
17328PAQ6
1022666.950000
PA
USD
832739.390000
0.0207631
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
2.5
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC21
N/A
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21
17322MAY2
235000.000000
PA
USD
225354.780000
0.00561889
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.026
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17308CC53
2750000.000000
PA
USD
2313170.750000
0.0576755
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.976
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LW9
2000000.000000
PA
USD
1824358.000000
0.0454877
Long
DBT
CORP
US
N
2
2029-04-23
Variable
4.075
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
87700.000000
NS
USD
3966671.000000
0.0989031
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp
N/A
CINTAS CORP
172908105
2564.000000
NS
USD
1157953.680000
0.0288719
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
CISCO SYSTEMS INC
17275R102
23374.000000
NS
USD
1113537.360000
0.0277644
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
CHIPOTLE MEXICAN GRILL INC
169656105
4860.000000
NS
USD
6743201.400000
0.168132
Long
EC
CORP
US
N
1
N
N
N
Chicago O Hare International Airport
T5UYO5SYLC8K73MJQX30
CHICAGO O'HARE INTERNATIONAL AIRPORT
167593T44
975000.000000
PA
USD
814866.590000
0.0203175
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
2.346
N
N
N
N
N
N
Chicago O Hare International Airport
T5UYO5SYLC8K73MJQX30
CHICAGO O'HARE INTERNATIONAL AIRPORT
167593AN2
755000.000000
PA
USD
843907.890000
0.0210416
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.395
N
N
N
N
N
N
Metropolitan Water Reclamation District of Greater Chicago
254900GOGQEZEWCZ4D37
METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER CHICAGO
167560PL9
500000.000000
PA
USD
528122.500000
0.013168
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.72
N
N
N
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764100
86160.000000
NS
USD
15464858.400000
0.385594
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175BV5
1425000.000000
PA
USD
875681.030000
0.0218338
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.7
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
161175AY0
2465000.000000
PA
USD
2418470.660000
0.060301
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.908
N
N
N
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES INTERNATIONAL INC
159864107
1700.000000
NS
USD
370430.000000
0.00923613
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
93131.000000
NS
USD
7637673.310000
0.190434
Long
EC
CORP
US
N
1
N
N
N
Celulosa Arauco y Constitucion SA
549300QEKV8G0AMNQD28
CELULOSA ARAUCO Y CONSTITUCION SA
151191BJ1
505000.000000
PA
USD
471704.090000
0.0117613
Long
DBT
CORP
CL
N
2
2030-01-29
Fixed
4.2
N
N
N
N
N
N
Carvana Auto Receivables Trust 2021-P4
N/A
CARVANA AUTO RECEIVABLES TRUST 2021-P4
14687KAF3
1715000.000000
PA
USD
1409781.280000
0.0351508
Long
ABS-O
CORP
US
N
2
2028-02-10
Fixed
2.33
N
N
N
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
CARVANA CO
146869AJ1
1225000.000000
PA
USD
584937.500000
0.0145846
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
10.25
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448C104
10700.000000
NS
USD
441375.000000
0.011005
Long
EC
CORP
US
N
1
N
N
N
CARLYLE US CLO 2019-4 LTD
N/A
CARLYLE US CLO 2019-4 LTD
14317VAQ3
2195000.000000
PA
USD
2126022.100000
0.0530092
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
5.184
N
N
N
N
N
N
Carmax Auto Owner Trust 2021-1
N/A
CARMAX AUTO OWNER TRUST 2021-1
14316NAG4
1205000.000000
PA
USD
1072732.810000
0.026747
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.28
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC
14149YBJ6
1570000.000000
PA
USD
1466125.660000
0.0365557
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.41
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC
14149YBE7
1005000.000000
PA
USD
970767.690000
0.0242047
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.75
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCE3
1215000.000000
PA
USD
1145302.740000
0.0285564
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040H105
2200.000000
NS
USD
204512.000000
0.00509921
Long
EC
CORP
US
N
1
N
N
N
Canadian Pacific Railway Ltd
N/A
CANADIAN PACIFIC RAILWAY LTD
13645T100
19143.000000
NS
USD
1427876.370000
0.035602
Long
EC
CORP
CA
N
1
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC RAILWAY CO
13645RBE3
930000.000000
PA
USD
825022.530000
0.0205707
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LTD
136385BA8
1700000.000000
PA
USD
1433819.100000
0.0357502
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
2.95
N
N
N
N
N
N
Cameron LNG LLC
549300C39FLHGVD73K22
CAMERON LNG LLC
133434AD2
475000.000000
PA
USD
378423.000000
0.00943542
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
3.701
N
N
N
N
N
N
Cameron LNG LLC
549300C39FLHGVD73K22
CAMERON LNG LLC
133434AA8
575000.000000
PA
USD
484880.830000
0.0120898
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.902
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
CAMDEN PROPERTY TRUST
133131102
1800.000000
NS
USD
201384.000000
0.00502122
Long
EC
CORP
US
N
1
N
N
N
State of California
N/A
STATE OF CALIFORNIA
13063BFR8
2200000.000000
PA
USD
2778337.980000
0.0692738
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.625
N
N
N
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYSTEMS INC
127387108
9800.000000
NS
USD
1574272.000000
0.0392522
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DQ0
1745000.000000
PA
USD
1371793.360000
0.0342037
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.875
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DP2
660000.000000
PA
USD
453297.900000
0.0113023
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.7
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
13030.000000
NS
USD
1214265.700000
0.0302759
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408103
280306.000000
NS
USD
8683879.880000
0.21652
Long
EC
CORP
US
N
1
N
N
N
CRH America Finance Inc
549300WEVUODRJ4CWK56
CRH AMERICA FINANCE INC
12636YAC6
2600000.000000
PA
USD
2442364.600000
0.0608968
Long
DBT
CORP
US
N
2
2028-04-04
Fixed
3.95
N
N
N
N
N
N
CNH Equipment Trust 2019-C
N/A
CNH EQUIPMENT TRUST 2019-C
12597CAE7
2575000.000000
PA
USD
2507640.830000
0.0625244
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
2.35
N
N
N
N
N
N
COMM 2017-PANW Mortgage Trust
N/A
COMM 2017-PANW MORTGAGE TRUST
12595HAA6
2160000.000000
PA
USD
2016335.160000
0.0502744
Long
ABS-MBS
CORP
US
N
2
2029-10-10
Fixed
3.244
N
N
N
N
N
N
COMM 2015-LC21 Mortgage Trust
N/A
COMM 2015-LC21 MORTGAGE TRUST
12593FBD5
3700000.000000
PA
USD
3521435.780000
0.0878018
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.708
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896BN9
1200000.000000
PA
USD
1093051.200000
0.0272536
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.875
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896BL3
840000.000000
PA
USD
719103.840000
0.0179298
Long
DBT
CORP
US
N
2
2043-03-31
Fixed
4.7
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY CORP
125896100
11159.000000
NS
USD
706699.470000
0.0176205
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572Q105
7111.000000
NS
USD
1195785.760000
0.0298152
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding 2021-III Ltd
N/A
CIFC FUNDING 2021-III LTD
12564DAA2
1380000.000000
PA
USD
1338742.950000
0.0333796
Long
ABS-CBDO
CORP
KY
N
2
2036-07-15
Floating
5.219
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523BV1
810000.000000
PA
USD
800402.310000
0.0199569
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.0
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523AF7
1252000.000000
PA
USD
1242782.780000
0.030987
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523100
11880.000000
NS
USD
3936319.200000
0.0981464
Long
EC
CORP
US
N
1
N
N
N
Cantor Commercial Real Estate Lending 2019-CF1
N/A
CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1
12529MDE5
800000.000000
PA
USD
746953.520000
0.0186242
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Variable
4.411
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF INDUSTRIES HOLDINGS INC
125269100
9666.000000
NS
USD
823543.200000
0.0205338
Long
EC
CORP
US
N
1
N
N
N
BWAY 2022-26BW Mortgage Trust
N/A
BWAY 2022-26BW MORTGAGE TRUST
12429EAA5
2025000.000000
PA
USD
1546519.430000
0.0385602
Long
ABS-MBS
CORP
US
N
2
2044-02-10
Fixed
3.402
N
N
N
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
BURLINGTON STORES INC
122017106
6441.000000
NS
USD
1305977.160000
0.0325626
Long
EC
CORP
US
N
1
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC
12189TAZ7
650000.000000
PA
USD
704304.900000
0.0175608
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTHERN SANTA FE LLC
12189LAK7
1400000.000000
PA
USD
1250691.400000
0.0311842
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.375
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
43565.000000
NS
USD
24358498.450000
0.607343
Long
EC
CORP
US
N
1
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAE3
565000.000000
PA
USD
519726.550000
0.0129586
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.9
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAC7
1220000.000000
PA
USD
1146364.460000
0.0285829
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.125
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122108
23448.000000
NS
USD
1687083.600000
0.042065
Long
EC
CORP
US
N
1
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BRIGHTHOUSE FINANCIAL GLOBAL FUNDING
10921U2C1
1110000.000000
PA
USD
975222.690000
0.0243157
Long
DBT
CORP
US
N
2
2026-05-24
Fixed
1.55
N
N
N
N
N
N
Bright Horizons Family Solutions Inc
N/A
BRIGHT HORIZONS FAMILY SOLUTIONS INC
109194100
10400.000000
NS
USD
656240.000000
0.0163624
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP
101137107
5600.000000
NS
USD
259112.000000
0.00646058
Long
EC
CORP
US
N
1
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RAX2
1165000.000000
PA
USD
1104664.650000
0.0275432
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RAV6
625000.000000
PA
USD
615536.250000
0.0153475
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.125
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
BOSTON PROPERTIES INC
101121101
8700.000000
NS
USD
587946.000000
0.0146596
Long
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
BOOZ ALLEN HAMILTON HOLDING CORP
099502106
2600.000000
NS
USD
271752.000000
0.00677574
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC
09857L108
2899.000000
NS
USD
5842296.720000
0.145669
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE
097023105
8747.000000
NS
USD
1666216.030000
0.0415447
Long
EC
CORP
US
N
1
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP
096630AF5
385000.000000
PA
USD
365125.150000
0.00910386
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP
096630AD0
780000.000000
PA
USD
770573.700000
0.0192131
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
09659W2P8
3100000.000000
PA
USD
2423322.700000
0.060422
Long
DBT
CORP
FR
N
2
2032-04-19
Variable
2.871
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
09659W2L7
1315000.000000
PA
USD
1208323.260000
0.0301278
Long
DBT
CORP
FR
N
2
2026-06-09
Variable
2.219
N
N
N
N
N
N
Blue Owl Capital Inc
N/A
BLUE OWL CAPITAL INC
09581B103
25900.000000
NS
USD
274540.000000
0.00684525
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247X101
1700.000000
NS
USD
1204671.000000
0.0300367
Long
EC
CORP
US
N
1
N
N
N
Black Knight Inc
549300TUSNXS3BFFML48
BLACK KNIGHT INC
09215C105
3327.000000
NS
USD
205442.250000
0.0051224
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062X103
4335.000000
NS
USD
1200448.200000
0.0299314
Long
EC
CORP
US
N
1
N
N
N
Bill.com Holdings Inc
549300IBF9VZZIGOZW63
BILL.COM HOLDINGS INC
090043100
18936.000000
NS
USD
2063266.560000
0.0514445
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
000000000
6924380.000000
NS
3778728.490000
0.0942171
Long
EC
CORP
GB
N
2
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC
084670702
63280.000000
NS
USD
19547192.000000
0.487381
Long
EC
CORP
US
N
1
N
N
N
Close Brothers Group PLC
213800W73SYHR14I3X91
CLOSE BROTHERS GROUP PLC
000000000
83733.000000
NS
1052996.400000
0.0262549
Long
EC
CORP
GB
N
2
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887CJ6
1380000.000000
PA
USD
1184989.440000
0.029546
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.823
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887BW8
1956000.000000
PA
USD
1846282.090000
0.0460343
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.7
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887109
76807.000000
NS
USD
19532020.100000
0.487002
Long
EC
CORP
US
N
1
N
N
N
Baylor Scott & White Holdings
549300JQDKSBWYRGGV95
BAYLOR SCOTT & WHITE HOLDINGS
072863AF0
1850000.000000
PA
USD
1492580.000000
0.0372153
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.967
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA TOLL AUTHORITY
072024YC0
2900000.000000
PA
USD
2186878.690000
0.0545266
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
3.176
N
N
N
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
PERSIMMON PLC
000000000
163565.000000
NS
2398292.800000
0.0597979
Long
EC
CORP
GB
N
2
N
N
N
Barclays Mortgage Loan Trust 2021-NQM1
N/A
BARCLAYS MORTGAGE LOAN TRUST 2021-NQM1
06744UAD3
1075481.920000
PA
USD
891897.160000
0.0222381
Long
ABS-MBS
CORP
US
N
2
2051-09-25
Variable
2.189
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBL8
1880000.000000
PA
USD
1743231.880000
0.0434649
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
2.852
N
N
N
N
N
N
Banner Health
PLD0E0WJKFN8IZJ2WD85
BANNER HEALTH
06654DAD9
670000.000000
PA
USD
531086.220000
0.0132419
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
1.897
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP/THE
064058100
9202.000000
NS
USD
418875.040000
0.010444
Long
EC
CORP
US
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368FAJ8
2035000.000000
PA
USD
1858730.340000
0.0463447
Long
DBT
CORP
CA
N
2
2027-03-08
Fixed
2.65
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKA6
2240000.000000
PA
USD
1722710.080000
0.0429533
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.299
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJP5
2325000.000000
PA
USD
1860139.500000
0.0463799
Long
DBT
CORP
US
N
2
2032-03-11
Variable
2.651
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJE0
3450000.000000
PA
USD
2322864.300000
0.0579172
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.676
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GFH7
600000.000000
PA
USD
590053.200000
0.0147121
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.2
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505104
650161.000000
NS
USD
21533332.320000
0.536902
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05971KAF6
200000.000000
PA
USD
168650.600000
0.00420506
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49
N
N
N
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
BANCO SANTANDER CHILE
05970FAC5
1322000.000000
PA
USD
1256332.330000
0.0313248
Long
DBT
CORP
CL
N
2
2025-01-10
Fixed
2.7
N
N
N
N
N
N
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
SCRYQ25DTVRHYYMM6P89
BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND
05969BAD5
1110000.000000
PA
USD
1100787.000000
0.0274465
Long
DBT
CORP
MX
N
2
2025-04-17
Fixed
5.375
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05964HAG0
2000000.000000
PA
USD
1987752.000000
0.0495617
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.848
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05964HAE5
1000000.000000
PA
USD
995780.000000
0.0248283
Long
DBT
CORP
ES
N
2
2023-02-23
Fixed
3.125
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS AND ELECTRIC CO
059165EF3
1750000.000000
PA
USD
1732346.000000
0.0431935
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
3.35
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498106
13279.000000
NS
USD
679088.060000
0.0169321
Long
EC
CORP
US
N
1
N
N
N
Baidu Inc
254900AL64IANZYI1E02
BAIDU INC
056752AK4
2000000.000000
PA
USD
1977260.000000
0.0493001
Long
DBT
CORP
KY
N
2
2023-09-29
Fixed
3.875
N
N
N
N
N
N
BX Commercial Mortgage Trust 2022-LP2
N/A
BX COMMERCIAL MORTGAGE TRUST 2022-LP2
05610HAE3
3379339.540000
PA
USD
3182227.400000
0.0793442
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
5.897
N
N
N
N
N
N
BX Trust 2022-IND
N/A
BX TRUST 2022-IND
05609WAJ2
1241670.240000
PA
USD
1184122.800000
0.0295244
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Floating
6.616
N
N
N
N
N
N
BRE Grand Islander Timeshare Issuer 2019-A LLC
N/A
BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC
05588UAA0
292324.660000
PA
USD
274545.740000
0.0068454
Long
ABS-O
CORP
US
N
2
2033-09-26
Fixed
3.28
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAF9
1350000.000000
PA
USD
1331340.300000
0.033195
Long
DBT
CORP
FR
N
2
2023-09-12
Fixed
4.0
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
1000000.000000
PA
USD
960421.000000
0.0239467
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.5
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
1700000.000000
PA
USD
1687061.300000
0.0420644
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.7
N
N
N
N
N
N
BIG Commercial Mortgage Trust 2022-BIG
N/A
BIG COMMERCIAL MORTGAGE TRUST 2022-BIG
05551UAA3
3395000.000000
PA
USD
3258203.910000
0.0812385
Long
ABS-MBS
CORP
US
N
2
2039-02-15
Floating
5.678
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBD6
1385000.000000
PA
USD
1074812.630000
0.0267989
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39
N
N
N
N
N
N
BFLD 2019-DPLO
N/A
BFLD 2019-DPLO
054970AJ7
2080000.000000
PA
USD
2011914.110000
0.0501641
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
5.858
N
N
N
N
N
N
BBCMS 2020-BID Mortgage Trust
N/A
BBCMS 2020-BID MORTGAGE TRUST
05493BAA6
2590000.000000
PA
USD
2499602.780000
0.0623239
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
6.458
N
N
N
N
N
N
BBCMS 2019-BWAY Mortgage Trust
N/A
BBCMS 2019-BWAY MORTGAGE TRUST
05492NAG8
605000.000000
PA
USD
520360.380000
0.0129744
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
6.478
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
EQUITABLE HOLDINGS INC
054561AC9
478000.000000
PA
USD
476155.880000
0.0118722
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.9
N
N
N
N
N
N
Avis Budget Rental Car Funding AESOP LLC
IHXLB8SL0QWSSG2VG640
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC
05377RDM3
1165000.000000
PA
USD
1110115.220000
0.0276791
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.55
N
N
N
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
AVERY DENNISON CORP
053611109
6790.000000
NS
USD
1228990.000000
0.0306431
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC
053484101
3320.000000
NS
USD
536246.400000
0.0133705
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332AT9
650000.000000
PA
USD
613563.600000
0.0152983
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
3.125
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332102
679.000000
NS
USD
1674536.220000
0.0417521
Long
EC
CORP
US
N
1
N
N
N
Autoridad del Canal de Panama
549300W1ISP1PW2J2P64
AUTORIDAD DEL CANAL DE PANAMA
05330GAA2
510000.000000
PA
USD
482526.260000
0.0120311
Long
DBT
CORP
PA
N
2
2035-07-29
Fixed
4.95
N
N
N
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
AUSGRID FINANCE PTY LTD
052113AA5
1705000.000000
PA
USD
1696295.980000
0.0422947
Long
DBT
CORP
AU
N
2
2023-05-01
Fixed
3.85
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP
049560AL9
1500000.000000
PA
USD
1251861.000000
0.0312133
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.15
N
N
N
N
N
N
Atlassian Corp
549300V7ZY5P02D2MY38
ATLASSIAN CORP
049468101
15947.000000
NS
USD
2052059.960000
0.0511651
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353108
332384.000000
NS
USD
22535635.200000
0.561893
Long
EC
CORP
GB
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
ASSURANT INC
04621X108
7750.000000
NS
USD
969215.000000
0.024166
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
000000000
322891.000000
NS
2408288.550000
0.0600471
Long
EC
CORP
GB
N
2
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
ARISTA NETWORKS INC
040413106
10847.000000
NS
USD
1316283.450000
0.0328196
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corp
529900JUV61FH7B8VW38
ARES MANAGEMENT CORP
03990B101
4700.000000
NS
USD
321668.000000
0.00802032
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
APPLIED MATERIALS INC
038222105
40300.000000
NS
USD
3924414.000000
0.0978495
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DU1
2345000.000000
PA
USD
1920170.420000
0.0478766
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
1.65
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
662618.000000
NS
USD
86093956.740000
2.14663
Long
EC
CORP
US
N
1
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
APPALACHIAN POWER CO
037735CV7
2450000.000000
PA
USD
2015512.100000
0.0502538
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.45
N
N
N
N
N
N
Apollo Global Management Inc
N/A
APOLLO GLOBAL MANAGEMENT INC
03769M106
11534.000000
NS
USD
735753.860000
0.0183449
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC
036752103
54387.000000
NS
USD
27898899.390000
0.695618
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH INBEV WORLDWIDE INC
03523TBV9
2120000.000000
PA
USD
2122003.400000
0.052909
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55
N
N
N
N
N
N
Angel Oak Mortgage Trust 2020-3
N/A
ANGEL OAK MORTGAGE TRUST 2020-3
03465LAA3
316747.750000
PA
USD
279414.180000
0.00696678
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.691
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-2
N/A
ANGEL OAK MORTGAGE TRUST 2021-2
03465DAA1
1010098.570000
PA
USD
829075.370000
0.0206718
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.985
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-1
N/A
ANGEL OAK MORTGAGE TRUST 2021-1
03465CAA3
1164394.480000
PA
USD
950604.200000
0.0237019
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.909
N
N
N
N
N
N
Angel Oak Mortgage Trust 2020-6
N/A
ANGEL OAK MORTGAGE TRUST 2020-6
03465AAB5
313453.140000
PA
USD
268419.480000
0.00669265
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.518
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC
032654105
4400.000000
NS
USD
721732.000000
0.0179953
Long
EC
CORP
US
N
1
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
AMPHENOL CORP
032095101
493.000000
NS
USD
37537.020000
0.000935931
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CY4
447000.000000
PA
USD
270628.100000
0.00674772
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
2.77
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162100
21220.000000
NS
USD
5573220.800000
0.13896
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK INC
031100100
20222.000000
NS
USD
2825417.840000
0.0704477
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC
03076C106
3100.000000
NS
USD
965247.000000
0.024067
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGEN CORP
03073E105
22600.000000
NS
USD
3745046.000000
0.0933772
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receivables Trust 2020-1
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1
03067DAF2
1460000.000000
PA
USD
1412749.440000
0.0352248
Long
ABS-O
CORP
US
N
2
2025-10-20
Fixed
1.59
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust 2021-2
N/A
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2
03066RAF2
2100000.000000
PA
USD
1862402.850000
0.0464363
Long
ABS-O
CORP
US
N
2
2027-06-18
Fixed
1.29
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027X100
3848.000000
NS
USD
815237.280000
0.0203267
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874784
105469.000000
NS
USD
6669859.560000
0.166303
Long
EC
CORP
US
N
1
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP
02665WDY4
2335000.000000
PA
USD
2185611.370000
0.054495
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
0.75
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
AMERICAN HOMES 4 RENT
02665T306
7200.000000
NS
USD
217008.000000
0.00541078
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816109
13313.000000
NS
USD
1966995.750000
0.0490442
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER CO INC
025537101
43657.000000
NS
USD
4145232.150000
0.103355
Long
EC
CORP
US
N
1
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
61620.000000
NS
3029975.320000
0.075548
Long
EC
CORP
IE
N
2
N
N
N
American Airlines 2014-1 Class A Pass Through Trust
N/A
AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST
02377AAA6
742693.150000
PA
USD
633145.910000
0.0157866
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.7
N
N
N
N
N
N
American Airlines 2016-1 Class B Pass Through Trust
N/A
AMERICAN AIRLINES 2016-1 CLASS B PASS THROUGH TRUST
02376YAA5
1252392.069000
PA
USD
1217951.290000
0.0303678
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.25
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
DIAGEO PLC
000000000
155362.000000
NS
6800485.960000
0.16956
Long
EC
CORP
GB
N
2
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV
02364WBJ3
2525000.000000
PA
USD
2146239.570000
0.0535133
Long
DBT
CORP
MX
N
2
2030-05-07
Fixed
2.875
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV
02364WAJ4
300000.000000
PA
USD
318535.310000
0.00794221
Long
DBT
CORP
MX
N
2
2035-03-01
Fixed
6.375
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
AMEREN CORP
023608102
47122.000000
NS
USD
4190088.240000
0.104474
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BF2
1645000.000000
PA
USD
1463235.730000
0.0364836
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.875
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135AZ9
1055000.000000
PA
USD
1022594.620000
0.0254969
Long
DBT
CORP
US
N
2
2024-08-22
Fixed
2.8
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
581060.000000
NS
USD
48809040.000000
1.21698
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBH5
415000.000000
PA
USD
390056.010000
0.00972548
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209S103
36088.000000
NS
USD
1649582.480000
0.0411299
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC
02079K305
148679.000000
NS
USD
13117948.170000
0.327077
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC
02079K107
649993.000000
NS
USD
57673878.890000
1.43801
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBP4
700000.000000
PA
USD
546372.400000
0.013623
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
2.2
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP/THE
020002AS0
1000000.000000
PA
USD
1023774.000000
0.0255263
Long
DBT
CORP
US
N
2
2035-05-09
Fixed
5.55
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP/THE
020002101
34599.000000
NS
USD
4691624.400000
0.116979
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F020612
2460000.000000
PA
USD
2001112.240000
0.0498948
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
2.0
N
N
N
N
N
N
FANNIE MAE OR FREDDIE MAC
B1V7KEBTPIMZEU4LTD58
FANNIE MAE OR FREDDIE MAC
01F012411
3820000.000000
PA
USD
3306727.880000
0.0824484
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
1.5
N
N
N
N
N
N
Align Technology Inc
N/A
ALIGN TECHNOLOGY INC
016255101
2594.000000
NS
USD
547074.600000
0.0136405
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING LTD
01609W102
8823.000000
NS
USD
777218.070000
0.0193788
Long
EC
CORP
KY
N
1
N
N
N
Alfa SAB de CV
549300ZCGJ6T8YDJ4M34
ALFA SAB DE CV
015398AB6
395000.000000
PA
USD
392716.900000
0.00979182
Long
DBT
CORP
MX
N
2
2024-03-25
Fixed
5.25
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271AJ8
655000.000000
PA
USD
624486.830000
0.0155707
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.95
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL ESTATE EQUITIES INC
015271109
3461.000000
NS
USD
504163.870000
0.0125706
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP GROUP LTD
000000000
188321.000000
NS
5852413.600000
0.145921
Long
EC
CORP
AU
N
2
N
N
N
Alcon Finance Corp
549300CUZUI9VU7XNK42
ALCON FINANCE CORP
01400EAD5
1300000.000000
PA
USD
1101399.000000
0.0274618
Long
DBT
CORP
US
N
2
2030-05-27
Fixed
2.6
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PRODUCTS AND CHEMICALS INC
009158106
6020.000000
NS
USD
1855725.200000
0.0462698
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
AGILENT TECHNOLOGIES INC
00846U101
11915.000000
NS
USD
1783079.750000
0.0444585
Long
EC
CORP
US
N
1
N
N
N
Affirm Holdings Inc
N/A
AFFIRM HOLDINGS INC
00827B106
33014.000000
NS
USD
319245.380000
0.00795992
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
ADVANCED MICRO DEVICES INC
007903107
111995.000000
NS
USD
7253916.150000
0.180866
Long
EC
CORP
US
N
1
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAV7
935000.000000
PA
USD
815642.580000
0.0203369
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAN5
365000.000000
PA
USD
369331.460000
0.00920874
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.5
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
00774MAF2
1945000.000000
PA
USD
1932748.450000
0.0481903
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.125
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
ADOBE INC
00724F101
7550.000000
NS
USD
2540801.500000
0.0633512
Long
EC
CORP
US
N
1
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
ASHTEAD GROUP PLC
000000000
83041.000000
NS
4717126.710000
0.117615
Long
EC
CORP
GB
N
2
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
ACTIVISION BLIZZARD INC
00507V109
46291.000000
NS
USD
3543576.050000
0.0883539
Long
EC
CORP
US
N
1
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
ANTOFAGASTA PLC
000000000
252910.000000
NS
4721224.550000
0.117717
Long
EC
CORP
GB
N
2
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBV0
920000.000000
PA
USD
854956.000000
0.0213171
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAY5
420000.000000
PA
USD
398337.660000
0.00993197
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.2
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAS8
915000.000000
PA
USD
823027.860000
0.020521
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.7
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAR0
1900000.000000
PA
USD
1763661.700000
0.0439743
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.5
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
82778.000000
NS
USD
13377752.580000
0.333555
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824BE9
1281000.000000
PA
USD
1264373.900000
0.0315253
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.4
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824100
20932.000000
NS
USD
2298124.280000
0.0573004
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKH4
1400000.000000
PA
USD
1098781.600000
0.0273965
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJZ6
680000.000000
PA
USD
509498.160000
0.0127036
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.5
N
N
N
N
N
N
APA Infrastructure Ltd
261700SS8OEHDOCOUJ33
APA INFRASTRUCTURE LTD
00205GAD9
620000.000000
PA
USD
578037.160000
0.0144125
Long
DBT
CORP
AU
N
2
2027-07-15
Fixed
4.25
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD
00131LAB1
1020000.000000
PA
USD
977606.760000
0.0243752
Long
DBT
CORP
HK
N
2
2025-03-11
Fixed
3.2
N
N
N
N
N
N
AHS Hospital Corp
549300D7W3C9Z4RGJG34
AHS HOSPITAL CORP
001306AB5
1600000.000000
PA
USD
1542816.000000
0.0384679
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
5.024
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
00080QAF2
940000.000000
PA
USD
909168.000000
0.0226688
Long
DBT
CORP
NL
N
2
2025-07-28
Fixed
4.75
N
N
N
N
N
N
2022-12-31
T. Rowe Price Balanced Fund, Inc.
/s/ Alan Dupski
Alan Dupski
Treasurer & Vice President