NPORT-P
false
0000711175
XXXXXXXX
S000002226
C000005724
C000226565
Prudential Series Fund
811-03623
0000711175
5493007AGJZME68YC130
655 Broad Street
17th Floor
Newark
07102-4077
1-888-778-2888
PSF PGIM 50/50 Balanced Portfolio
S000002226
896KMYUYTUBKV7S4AA52
2022-12-31
2022-03-31
N
2809609090.23
92904924.17
2716704166.06
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
458366.05000000
11636543.43000000
0.00000000
491415.22000000
EUR
USD
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
28839.00000000
NS
USD
1810224.03000000
0.066633093607
Long
EC
CORP
US
N
1
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PerkinElmer Inc
714046109
4400.00000000
NS
USD
767624.00000000
0.028255708133
Long
EC
CORP
US
N
1
N
N
PGIM Institutional Money Market Fund - D
N/A
PGIM Institutional Money Market Fund - D
000000000
73574111.77200000
NS
USD
73507895.07000000
2.705774739419
Long
STIV
RF
US
N
1
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C9
90291JAV9
1800000.00000000
PA
USD
1820204.46000000
0.067000466327
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Fixed
3.85400000
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
2600.00000000
NS
USD
376870.00000000
0.013872323851
Long
EC
CORP
US
N
1
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2019-REV1
34532PAA8
3300000.00000000
PA
USD
3336857.37000000
0.122827410201
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.52000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ARB20
4934137.50000000
PA
USD
4714392.18000000
0.173533513103
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
NTT Data Corp
353800SZGJGSLJRRWB43
NTT Data Corp
000000000
3900.00000000
NS
76610.11000000
0.002819965123
Long
EC
CORP
JP
N
2
N
N
N
Lixil Corp
353800KB8G4F9WUJJ886
Lixil Corp
000000000
600.00000000
NS
11138.49000000
0.000410000107
Long
EC
CORP
JP
N
2
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
1078.00000000
NS
52699.97000000
0.001939849419
Long
EC
CORP
FI
N
2
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
24622.00000000
NS
USD
1614464.54000000
0.059427322274
Long
EC
CORP
US
N
1
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CQ0
1035000.00000000
PA
USD
1022758.87000000
0.037647046107
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
Laboratory Corp of America Hol
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
3300.00000000
NS
USD
870078.00000000
0.032026968960
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
9594.00000000
NS
307940.72000000
0.011335084763
Long
EC
CORP
NL
N
2
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2020-REV2
34532JAA2
3100000.00000000
PA
USD
2874905.59000000
0.105823284916
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.06000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-B
63941GAB0
725038.64000000
PA
USD
711196.78000000
0.026178661220
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
2.12000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.38.V1
000000000
1.00000000
NC
USD
-267977.05000000
-0.00986404973
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.38.V1
Y
Default Event
2027-06-20
0.00000000
USD
-239056.76000000
USD
-16380000.00000000
USD
-28920.29000000
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
9540.00000000
NS
434254.73000000
0.015984616044
Long
EC
CORP
GB
N
2
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAN0
480000.00000000
PA
USD
515934.74000000
0.018991200677
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TAH2
1648382.96000000
PA
USD
1646400.61000000
0.060602866906
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
2.69900000
N
N
N
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
53250.00000000
NS
USD
603322.50000000
0.022207883638
Long
EC
CORP
GB
N
1
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
7504.00000000
NS
279188.81000000
0.010276746857
Long
EC
CORP
NO
N
2
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
30102.00000000
NS
USD
1380778.74000000
0.050825509720
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
9500.00000000
NS
USD
1412175.00000000
0.051981184320
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
991000.00000000
PA
USD
1121432.98000000
0.041279171799
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
2040.00000000
NS
USD
1141278.00000000
0.042009653250
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06050TJZ6
805000.00000000
PA
USD
984811.84000000
0.036250242198
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPE8
309844.14000000
PA
USD
313402.78000000
0.011536139411
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
4300.00000000
NS
USD
249443.00000000
0.009181824179
Long
EC
CORP
US
N
1
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
1346.00000000
NS
91916.54000000
0.003383384217
Long
EC
CORP
DE
N
2
N
N
N
Yamaha Motor Co Ltd
3538004LR5NXILJDHY88
Yamaha Motor Co Ltd
000000000
700.00000000
NS
15707.96000000
0.000578199135
Long
EC
CORP
JP
N
2
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
5100.00000000
NS
USD
341496.00000000
0.012570231395
Long
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
75.00000000
NS
5786.70000000
0.000213004421
Long
EP
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407KL64
48671.92000000
PA
USD
52631.92000000
0.001937344546
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.00000000
N
N
N
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
184.00000000
NS
14967.01000000
0.000550925278
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFXQ5
111305.77000000
PA
USD
115600.11000000
0.004255160037
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
5000.00000000
NS
USD
1083150.00000000
0.039870001803
Long
EC
CORP
US
N
1
N
N
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
000000000
900.00000000
NS
32599.98000000
0.001199982699
Long
EC
CORP
JP
N
2
N
N
N
Jamestown CLO Ltd
254900TDIR3OOT3N8P57
Jamestown CLO XII Ltd
47047JAA2
7500000.00000000
PA
USD
7502451.00000000
0.276160028527
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
1.72400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VDQ0
277234.07000000
PA
USD
283974.13000000
0.010452891174
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
4.00000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
7400.00000000
NS
USD
572464.00000000
0.021072003612
Long
EC
CORP
US
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
2200.00000000
NS
USD
682858.00000000
0.025135530343
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
5700.00000000
NS
USD
1312824.00000000
0.048324142775
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5R70
6205743.81000000
PA
USD
6262748.53000000
0.230527438660
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
3.50000000
N
N
N
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
5700.00000000
NS
USD
759696.00000000
0.027963883940
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLP1
767026.36000000
PA
USD
744941.06000000
0.027420764811
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
20600.00000000
NS
USD
2088840.00000000
0.076888754620
Long
EC
CORP
US
N
1
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAZ9
1030000.00000000
PA
USD
1085939.70000000
0.039972688729
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ALML2
2524986.62000000
PA
USD
2469941.66000000
0.090916842947
Long
ABS-MBS
USGSE
US
N
2
2044-11-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVB5
3660267.01000000
PA
USD
3273330.01000000
0.120489012049
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJR4
1472285.65000000
PA
USD
1443645.03000000
0.053139574342
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410XZS8
57190.18000000
PA
USD
61393.81000000
0.002259863652
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.50000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DM1
510000.00000000
PA
USD
672525.77000000
0.024755208108
Long
DBT
USGA
US
N
2
2030-05-01
Fixed
7.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UGB2
523857.95000000
PA
USD
529517.89000000
0.019491187027
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
3.50000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658300
27900.00000000
NS
USD
564138.00000000
0.020765529314
Long
EC
CORP
US
N
1
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BU1
200000.00000000
PA
USD
203121.48000000
0.007476761089
Long
DBT
NUSS
JP
N
2
2023-10-31
Fixed
3.37500000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081ER4
380000.00000000
PA
USD
461106.53000000
0.016973012216
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
5.95000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
7800.00000000
NS
USD
653484.00000000
0.024054293734
Long
EC
CORP
US
N
1
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
8400.00000000
NS
USD
2395848.00000000
0.088189506606
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406BFQ8
48622.83000000
PA
USD
52500.25000000
0.001932497864
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
7000.00000000
NS
USD
817250.00000000
0.030082406844
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
7400.00000000
NS
USD
928478.00000000
0.034176632538
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KR1
440000.00000000
PA
USD
471320.44000000
0.017348979174
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-B Trust
83404RAB4
823393.45000000
PA
USD
825033.16000000
0.030368899577
Long
ABS-O
CORP
US
N
2
2047-08-25
Fixed
3.34000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
6770.00000000
NS
USD
1682141.90000000
0.061918479053
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 5 Year Euro BOBL
000000000
-27.00000000
NC
123230.24000000
0.004536019841
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-06-08
-3973912.68000000
USD
123230.24000000
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
754.00000000
NS
33986.57000000
0.001251022118
Long
EC
CORP
SE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207YCH1
3532.02000000
PA
USD
3773.61000000
0.000138903972
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834MZ8
3600000.00000000
PA
USD
1985625.00000000
0.073089481909
Long
DBT
UST
US
N
2
2043-11-15
None
0.00000000
N
N
N
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
412.00000000
NS
39463.35000000
0.001452618599
Long
EC
CORP
DK
N
2
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
364.00000000
NS
18357.91000000
0.000675741960
Long
EC
CORP
BE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NDR3
15424.96000000
PA
USD
17215.21000000
0.000633679964
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205FVG5
690.50000000
PA
USD
737.73000000
0.000027155330
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
5100.00000000
NS
USD
671211.00000000
0.024706812334
Long
EC
CORP
US
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
300.00000000
NS
151040.34000000
0.005559690373
Long
EC
CORP
JP
N
2
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
71.00000000
NS
15110.52000000
0.000556207782
Long
EC
CORP
CH
N
2
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
11500.00000000
NS
USD
2755515.00000000
0.101428599934
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
19300.00000000
NS
USD
1450202.00000000
0.053380931870
Long
EC
CORP
US
N
1
N
N
N
InterContinental Hotels Group
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
730.00000000
NS
49532.05000000
0.001823240477
Long
EC
CORP
GB
N
2
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814107
4500.00000000
NS
USD
620145.00000000
0.022827108219
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
9500.00000000
NS
171657.46000000
0.006318592290
Long
EC
CORP
JP
N
2
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
440000.00000000
PA
USD
462941.16000000
0.017040543677
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
Kubota Corp
549300CSY4INHEHQQT13
Kubota Corp
000000000
2200.00000000
NS
41231.06000000
0.001517686780
Long
EC
CORP
JP
N
2
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
27500.00000000
NS
187933.62000000
0.006917706474
Long
EC
CORP
HK
N
2
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP6
48128KAS0
5581000.00000000
PA
USD
5551541.25000000
0.204348390942
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.10850000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
8000.00000000
NS
USD
595040.00000000
0.021903010546
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410VBM1
36411.88000000
PA
USD
39088.25000000
0.001438811427
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.50000000
N
N
N
N
N
N
Oversea-Chinese Banking Corp L
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
7300.00000000
NS
66266.48000000
0.002439223262
Long
EC
CORP
SG
N
2
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
8600.00000000
NS
99836.28000000
0.003674904365
Long
EC
CORP
JP
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
2895000.00000000
PA
USD
2690064.22000000
0.099019402024
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57200000
N
N
N
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
22900.00000000
NS
269789.47000000
0.009930763657
Long
EC
CORP
JP
N
2
N
N
N
BOC AVIATION USA CORP
254900QKLTY6MF4Y3P65
BOC Aviation USA Corp
66980P2A6
445000.00000000
PA
USD
428304.41000000
0.015765588883
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
1.62500000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
2000.00000000
NS
USD
363660.00000000
0.013386072894
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 10 Year Euro BUND
000000000
-23.00000000
NC
213836.62000000
0.007871177976
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-06-08
-4263785.36000000
USD
213836.62000000
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
6218.00000000
NS
USD
406408.48000000
0.014959614855
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
1459.00000000
NS
USD
107382.40000000
0.003952671819
Long
EC
RF
US
N
1
N
N
ICG US CLO Ltd
254900IL8TH4VLG5DO47
ICG US CLO 2015-1 Ltd
44931AAJ8
5601609.08000000
PA
USD
5584809.29000000
0.205572964468
Long
ABS-CBDO
CORP
KY
N
2
2028-10-19
Floating
1.38800000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
21900.00000000
NS
USD
1294947.00000000
0.047666102779
Long
EC
CORP
US
N
1
N
N
N
Elevation CLO Ltd
549300TLJB7OIA4JRG73
Elevation CLO 2017-6 Ltd
28622PAA1
493071.41000000
PA
USD
492002.38000000
0.018110267070
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
1.52129000
N
N
N
N
N
N
ALABAMA ECON SETTLEMENT AUTH B
N/A
Alabama Economic Settlement Authority
01026CAD3
180000.00000000
PA
USD
187382.48000000
0.006897419392
Long
DBT
MUN
US
N
2
2032-09-15
Fixed
4.26300000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
67222.00000000
NS
USD
10945758.26000000
0.402905785500
Long
EC
CORP
US
N
1
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
4600.00000000
NS
USD
515476.00000000
0.018974314775
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3C2
115044.92000000
PA
USD
120388.66000000
0.004431423248
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.50000000
N
N
N
N
N
N
OHIO ST WTR DEV AUTH WTR POLL
N/A
Ohio Water Development Authority Water Pollution Control Loan Fund
67766WQG0
275000.00000000
PA
USD
300860.79000000
0.011074477440
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
4.87900000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
26300.00000000
NS
USD
6503464.00000000
0.239388008501
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DGY9
28618.05000000
PA
USD
30946.31000000
0.001139112251
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.00000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAS1
875000.00000000
PA
USD
874943.77000000
0.032206074585
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
4.20000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
48562.00000000
NS
168837.57000000
0.006214794091
Long
EC
CORP
NL
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5KA7
27457.73000000
PA
USD
30187.81000000
0.001111192391
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.50000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
11100.00000000
NS
USD
437895.00000000
0.016118611863
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
11303.00000000
NS
USD
561193.95000000
0.020657160872
Long
EC
CORP
US
N
1
N
N
N
STATE BANK INDIA/LONDON
5493001JZ37UBBZF6L49
State Bank of India/London
85628UAJ5
1255000.00000000
PA
USD
1273708.81000000
0.046884339705
Long
DBT
CORP
IN
N
2
2024-01-24
Fixed
4.37500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
74670.65000000
0.002748574943
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-18830030.48000000
USD
17087142.00000000
EUR
2022-04-04
74670.65000000
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
31000.00000000
NS
USD
4085800.00000000
0.150395470034
Long
EC
CORP
US
N
1
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
5000.00000000
NS
USD
784500.00000000
0.028876902012
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
-3430000.00000000
OU
Other
USD
-7608.61000000
-0.00028006766
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Call
Written
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3430000.00000000
USD
67.50000000
USD
2022-06-15
XXXX
-1811.91000000
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
41986.00000000
NS
USD
456807.68000000
0.016814774523
Long
EC
CORP
US
N
1
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LAK5
300000.00000000
PA
338978.24000000
0.012477554392
Long
DBT
CORP
LU
N
2
2039-03-07
Fixed
2.25000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAF3
1100000.00000000
PA
USD
1087515.99000000
0.040030710873
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
2435.00000000
NS
138948.98000000
0.005114615780
Long
EC
CORP
FR
N
2
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
2540.00000000
NS
USD
1107440.00000000
0.040764099891
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204DBZ1
619.40000000
PA
USD
661.77000000
0.000024359295
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403VM89
188143.23000000
PA
USD
206835.09000000
0.007613456503
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
4685.00000000
NS
223441.19000000
0.008224715550
Long
EC
CORP
AT
N
2
N
N
N
TCW CLO 2021-2, Ltd.
N/A
TCW CLO 2021-2 Ltd
87190MAC2
4750000.00000000
PA
USD
4704447.98000000
0.173167473984
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
1.43771000
N
N
N
N
N
N
Cerner Corp
549300L4UJ40IEVVI304
Cerner Corp
156782104
10900.00000000
NS
USD
1019804.00000000
0.037538279387
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
43600.00000000
NS
USD
2592020.00000000
0.095410462146
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGK7
1668006.62000000
PA
USD
1661561.86000000
0.061160942025
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
8003.00000000
NS
83784.92000000
0.003084064913
Long
EC
CORP
NL
N
2
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
9300.00000000
NS
USD
422313.00000000
0.015545049228
Long
EC
CORP
US
N
1
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAF5
480000.00000000
PA
USD
605088.77000000
0.022272898814
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C0YW2
34673.41000000
PA
USD
36204.77000000
0.001332672524
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.00000000
N
N
N
N
N
N
Cordatus CLO PLC
635400UH3DTSYN3K2540
CVC Cordatus Loan Fund XIV DAC
000000000
1750000.00000000
PA
1919834.37000000
0.070667774356
Long
ABS-CBDO
CORP
IE
N
2
2032-05-22
Floating
0.85000000
N
N
N
N
N
N
CIFC Funding Ltd
549300Y56VCWZJQV2Z14
CIFC Funding 2014-V Ltd
12550AAT3
7000000.00000000
PA
USD
6970934.60000000
0.256595277729
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
1.44129000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-3
80285WAF4
1800000.00000000
PA
USD
1786455.18000000
0.065758178690
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.12000000
N
N
N
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AD2
3770000.00000000
PA
USD
3602139.02000000
0.132592244124
Long
DBT
CORP
US
N
2
2024-12-13
Fixed
1.62500000
N
N
N
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
4600.00000000
NS
USD
605222.00000000
0.022277802918
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132FCA21
28214.28000000
PA
USD
30636.60000000
0.001127712041
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Grou
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
500.00000000
NS
15863.33000000
0.000583918197
Long
EC
CORP
JP
N
2
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
2137.00000000
NS
269667.77000000
0.009926283964
Long
EC
CORP
CH
N
2
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
44400.00000000
NS
USD
5974464.00000000
0.219915884645
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
770000.00000000
PA
USD
805089.82000000
0.029634799035
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297AQT4
59445.55000000
PA
USD
65128.21000000
0.002397324331
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
5.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
62101.00000000
NS
USD
10067193.11000000
0.370566410423
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-1
80286EAE6
1100000.00000000
PA
USD
1075634.45000000
0.039593359609
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
2.56000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
210000.00000000
PA
USD
206591.45000000
0.007604488283
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
1.74900000
N
N
N
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
3828.00000000
NS
83405.21000000
0.003070088051
Long
EC
CORP
SE
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
6900.00000000
NS
USD
547998.00000000
0.020171427086
Long
EC
CORP
US
N
1
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CR0
465000.00000000
PA
USD
462555.22000000
0.017026337493
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EPW3
60567.80000000
PA
USD
66108.02000000
0.002433390459
Long
ABS-MBS
USGA
US
N
2
2037-10-20
Fixed
5.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE18 Mortgage Trust
12632QAW3
1769982.57000000
PA
USD
1757818.01000000
0.064704064283
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
3.55000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
2275000.00000000
PA
USD
2358478.14000000
0.086813947925
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Nielsen Holdings PLC
549300ZVCBHQE0XHG367
Nielsen Holdings PLC
000000000
13200.00000000
NS
USD
359568.00000000
0.013235449206
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DMJ8
306855.63000000
PA
USD
300906.58000000
0.011076162938
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd
078774AA4
2270000.00000000
PA
USD
2264808.51000000
0.083366033677
Long
ABS-MBS
CORP
BM
N
2
2032-01-26
Floating
1.84900000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
2600.00000000
NS
60997.84000000
0.002245288271
Long
EC
CORP
SG
N
2
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
000000000
1224.00000000
NS
23932.40000000
0.000880935079
Long
EC
CORP
FI
N
2
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UB11
61767FAZ4
6300000.00000000
PA
USD
6074251.47000000
0.223588992349
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.53100000
N
N
N
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
1480.00000000
NS
USD
625818.00000000
0.023035927423
Long
EC
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
26358.00000000
NS
USD
1308147.54000000
0.048152005519
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
7200.00000000
NS
USD
1257120.00000000
0.046273717090
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407YGD5
57926.63000000
PA
USD
62483.95000000
0.002299990951
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
1000000.00000000
PA
USD
1139738.49000000
0.041952984952
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
80000.00000000
PA
USD
77811.89000000
0.002864201813
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
5600.00000000
NS
USD
1201928.00000000
0.044242137771
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391AVP1
1364.52000000
PA
USD
1464.82000000
0.000053919010
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
27600.00000000
NS
USD
7903812.00000000
0.290933849137
Long
EC
CORP
US
N
1
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BC0
122000.00000000
PA
USD
160340.19000000
0.005902011415
Long
DBT
CORP
US
N
2
2039-12-16
Fixed
6.85000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
8480.00000000
NS
USD
1962187.20000000
0.072226752714
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note
000000000
290.00000000
NC
USD
-731646.57000000
-0.02693140383
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-06-30
62188990.61000000
USD
-731646.57000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
1805000.00000000
PA
USD
1576350.14000000
0.058024357590
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
Toro European CLO
213800UUXX2DYH3TCG21
Toro European CLO 2 DAC
000000000
3000000.00000000
PA
3275437.99000000
0.120566605334
Long
ABS-CBDO
CORP
IE
N
2
2034-07-25
Floating
0.99000000
N
N
N
N
N
N
UNIV OF VIRGINIA VA UNIV REVEN
N/A
University of Virginia
915217WX7
355000.00000000
PA
USD
352068.25000000
0.012959388600
Long
DBT
MUN
US
N
2
2117-09-01
Fixed
4.17900000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690EAA6
525000.00000000
PA
USD
568344.65000000
0.020920373189
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2019-2
03066KAG5
1400000.00000000
PA
USD
1405418.28000000
0.051732474133
Long
ABS-O
CORP
US
N
2
2025-04-18
Fixed
2.74000000
N
N
N
N
N
N
Michelin
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
1620.00000000
NS
219362.29000000
0.008074574064
Long
EC
CORP
FR
N
2
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
1720.00000000
NS
USD
595773.60000000
0.021930013854
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
8200.00000000
NS
USD
1074774.00000000
0.039561687040
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAD0
300000.00000000
PA
USD
386673.82000000
0.014233195679
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.95000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CAW6
5000000.00000000
PA
USD
4971608.50000000
0.183001467812
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.35400000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAA5
800000.00000000
PA
USD
776724.24000000
0.028590681668
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
15460.00000000
NS
USD
8902641.00000000
0.327700053293
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY71
9379438.76000000
PA
USD
8802985.21000000
0.324031792639
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLT7
3014014.08000000
PA
USD
2959795.13000000
0.108948010128
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390VPW8
47038.78000000
PA
USD
50566.65000000
0.001861323387
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
750000.00000000
PA
USD
756081.10000000
0.027830821973
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
1700000.00000000
PA
USD
1726216.38000000
0.063540830156
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter Inc
90184L102
27800.00000000
NS
USD
1075582.00000000
0.039591428961
Long
EC
CORP
US
N
1
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
000000000
3800.00000000
NS
102809.78000000
0.003784356842
Long
EC
CORP
JP
N
2
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade RE 2021-3 Ltd
078777AA7
1500000.00000000
PA
USD
1478350.65000000
0.054417064193
Long
ABS-MBS
CORP
US
N
2
2031-09-25
Floating
1.09900000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
86.00000000
NS
259868.12000000
0.009565565630
Long
EC
CORP
DK
N
2
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAA8
2420000.00000000
PA
USD
2479612.97000000
0.091272837174
Long
DBT
NUSS
AE
N
2
2027-10-11
Fixed
3.12500000
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2019-A
60700FAJ2
1600000.00000000
PA
USD
1601687.36000000
0.058957003122
Long
ABS-O
CORP
US
N
2
2041-11-12
Fixed
3.08000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
270000.00000000
PA
USD
280648.01000000
0.010330458999
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2004-2
542514FX7
117163.11000000
PA
USD
114296.67000000
0.004207181312
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
1.25157000
N
N
N
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
9455.00000000
NS
203509.12000000
0.007491029849
Long
EC
CORP
GB
N
2
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
500000.00000000
PA
USD
423258.82000000
0.015579864207
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
3370000.00000000
OU
Other
USD
7995.51000000
0.000294309189
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3370000.00000000
USD
75.00000000
USD
2022-06-15
XXXX
-4978.99000000
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
13868.00000000
NS
USD
856487.68000000
0.031526718687
Long
EC
CORP
US
N
1
N
N
N
Japan Real Estate Investment C
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
3.00000000
NS
15717.27000000
0.000578541830
Long
EC
CORP
JP
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAH4
230000.00000000
PA
USD
217701.73000000
0.008013450000
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
MISUMI Group Inc
353800SJWGE5BEK2V032
MISUMI Group Inc
000000000
700.00000000
NS
20826.30000000
0.000766601688
Long
EC
CORP
JP
N
2
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
24850.00000000
NS
USD
1746458.00000000
0.064285910178
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B3 Mortgage Trust
08161BAX1
3600000.00000000
PA
USD
3634982.64000000
0.133801195044
Long
ABS-MBS
CORP
US
N
2
2051-04-10
Fixed
3.76100000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp
742651DW9
255000.00000000
PA
USD
257245.26000000
0.009469019969
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
Balboa Bay Loan Funding Ltd
549300G0EX8VHFWPJW18
Balboa Bay Loan Funding 2021-1 Ltd
05765XAA9
2500000.00000000
PA
USD
2478007.25000000
0.091213731732
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
1.45400000
N
N
N
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
5977.00000000
NS
USD
324013.17000000
0.011926700523
Long
EC
CORP
GB
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
1295000.00000000
PA
USD
1305263.66000000
0.048045851893
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
3.77200000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
800000.00000000
PA
USD
748215.90000000
0.027541309405
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2019-C LLC
83401CAB0
1115118.24000000
PA
USD
1104795.59000000
0.040666760989
Long
ABS-O
CORP
US
N
2
2048-11-16
Fixed
2.37000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
9600.00000000
NS
USD
1027584.00000000
0.037824655803
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Bankin
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
6039.00000000
NS
123610.31000000
0.004550009954
Long
EC
CORP
AU
N
2
N
N
N
SBI Holdings Inc/Japan
353800L6LMHYIPSMRQ17
SBI Holdings Inc/Japan
000000000
3400.00000000
NS
85623.31000000
0.003151734777
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KC54
18657.92000000
PA
USD
19924.47000000
0.000733405950
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
1900.00000000
NS
USD
756618.00000000
0.027850584890
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
13837.00000000
NS
USD
2099903.12000000
0.077295980410
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLU9
223921.04000000
PA
USD
240608.44000000
0.008856630140
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
4.50000000
N
N
N
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
18535.00000000
NS
243251.14000000
0.008953906098
Long
EC
CORP
GB
N
2
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAN3
450000.00000000
PA
USD
459086.77000000
0.016898666249
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390GHF7
9878.69000000
PA
USD
10389.12000000
0.000382416316
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DCX8
16715.46000000
PA
USD
16408.59000000
0.000603988840
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.00000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAA1
436046.53000000
PA
USD
437153.78000000
0.016091328068
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
2.75000000
N
N
N
N
N
N
Fidelity National Information
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
21100.00000000
NS
USD
2118862.00000000
0.077993843660
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPU7
1270000.00000000
PA
USD
1247599.36000000
0.045923268922
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
1.09900000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-18CB
12667FQS7
10338.37000000
PA
USD
10387.27000000
0.000382348219
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8DM0
95969.96000000
PA
USD
95829.36000000
0.003527412413
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208LL39
10252.37000000
PA
USD
10946.50000000
0.000402933088
Long
ABS-MBS
USGA
US
N
2
2033-12-15
Fixed
5.50000000
N
N
N
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
25347.00000000
NS
USD
1456945.56000000
0.053629157646
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
19956.00000000
NS
USD
915182.16000000
0.033687221871
Long
EC
CORP
US
N
1
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
United Airlines Holdings Inc
910047109
11200.00000000
NS
USD
519232.00000000
0.019112570536
Long
EC
CORP
US
N
1
N
N
Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
10320.00000000
NS
94064.14000000
0.003462435887
Long
EC
CORP
SE
N
2
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
9222.00000000
NS
USD
386401.80000000
0.014223182812
Long
EC
CORP
US
N
1
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2018-C2
05491UBC1
3850000.00000000
PA
USD
4014708.01000000
0.147778623088
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
4.04700000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZU0
2845000.00000000
PA
USD
2852712.91000000
0.105006387726
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.35000000
N
N
N
N
N
N
Trimaran Advisors CAVU 2019-1
549300IGMQ24BLOIU872
Trimaran Cavu 2019-1 Ltd
89624CAA0
7500000.00000000
PA
USD
7499976.00000000
0.276068925490
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
1.71400000
N
N
N
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
12000.00000000
NS
USD
445920.00000000
0.016414006558
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
-3370000.00000000
OU
Other
USD
-3866.29000000
-0.00014231545
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3370000.00000000
USD
95.00000000
USD
2022-06-15
XXXX
2705.21000000
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EC0
530000.00000000
PA
USD
668025.05000000
0.024589539720
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.35000000
N
N
N
N
N
N
HENDERSON LAND
529900SYQB7IVR9QGN76
Henderson Land Development Co Ltd
000000000
3000.00000000
NS
12454.35000000
0.000458436003
Long
EC
CORP
HK
N
2
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed Inc
761152107
5000.00000000
NS
USD
1212550.00000000
0.044633126239
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2019-3
03066NAF1
2300000.00000000
PA
USD
2304692.00000000
0.084834117339
Long
ABS-O
CORP
US
N
2
2025-07-18
Fixed
2.32000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407CAE7
61016.38000000
PA
USD
66037.25000000
0.002430785465
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
14100.00000000
NS
USD
709935.00000000
0.026132215972
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658107
3000.00000000
NS
USD
602370.00000000
0.022172822772
Long
EC
CORP
US
N
1
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
33779.00000000
NS
USD
380689.33000000
0.014012910745
Long
EC
CORP
US
N
1
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311107
7300.00000000
NS
USD
124246.00000000
0.004573409263
Long
EC
CORP
US
N
1
N
N
N
EMBRAER OVERSEAS LTD
N/A
Embraer Overseas Ltd
29081YAD8
765000.00000000
PA
USD
790388.12000000
0.029093639634
Long
DBT
CORP
KY
N
2
2023-09-16
Fixed
5.69600000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
1400000.00000000
PA
USD
1254469.64000000
0.046176159173
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BF4
1765000.00000000
PA
USD
1624000.66000000
0.059778340250
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.62500000
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
72398.00000000
NS
USD
1369046.18000000
0.050393642307
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W7GM0
1401265.22000000
PA
USD
1426970.70000000
0.052525803796
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
400.00000000
NS
186257.31000000
0.006856002664
Long
EC
CORP
JP
N
2
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBU9
850000.00000000
PA
USD
868475.46000000
0.031967980571
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3129304R8
44083.58000000
PA
USD
46943.02000000
0.001727940074
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Fixed
4.50000000
N
N
N
N
N
N
Japan Post Insurance Co Ltd
54930042SK2Z708BA841
Japan Post Insurance Co Ltd
000000000
11900.00000000
NS
206667.11000000
0.007607273275
Long
EC
CORP
JP
N
2
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AB0
1315000.00000000
PA
USD
1315000.00000000
0.048404239829
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
4.00000000
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAA9
1060000.00000000
PA
USD
1012225.83000000
0.037259332195
Long
DBT
CORP
LU
N
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834KV9
6420000.00000000
PA
USD
3747173.47000000
0.137930861844
Long
DBT
UST
US
N
2
2041-11-15
None
0.00000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
6975.00000000
NS
USD
452119.50000000
0.016642205862
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6AP3
24450.97000000
PA
USD
26985.61000000
0.000993321626
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.50000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
46401.00000000
NS
USD
2630936.70000000
0.096842958937
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
261420.00000000
NS
USD
80598400.20000000
2.966771325598
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VY89
4044.00000000
PA
USD
4456.53000000
0.000164041784
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2018-A
60700DAE8
500000.00000000
PA
USD
506476.20000000
0.018643038367
Long
ABS-O
CORP
US
N
2
2042-03-10
Fixed
3.61000000
N
N
N
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
57.00000000
NS
23391.67000000
0.000861031182
Long
EC
CORP
FR
N
2
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AK2
1400000.00000000
PA
USD
1401175.26000000
0.051576291504
Long
DBT
NUSS
JP
N
2
2022-04-20
Fixed
2.62500000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
1800.00000000
NS
26778.77000000
0.000985707988
Long
EC
CORP
SE
N
2
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
514000.00000000
PA
USD
485209.47000000
0.017860224755
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8FY2
187325.75000000
PA
USD
193874.35000000
0.007136380634
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
4.00000000
N
N
N
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies Inc
902252105
1510.00000000
NS
USD
671783.90000000
0.024727900387
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
27700.00000000
NS
USD
2200765.00000000
0.081008636401
Long
EC
CORP
US
N
1
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-62.00000000
NC
USD
258332.30000000
0.009509033159
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-06-21
-8657394.80000000
USD
258332.30000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213FQW6
4645.50000000
PA
USD
5027.67000000
0.000185065052
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F030652
1000000.00000000
PA
USD
975837.32000000
0.035919896328
Long
ABS-MBS
USGSE
US
N
2
2052-05-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297B4V1
93902.76000000
PA
USD
102198.61000000
0.003761860097
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.50000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
405000.00000000
PA
USD
421372.87000000
0.015510443693
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
4482.00000000
NS
266584.14000000
0.009812777678
Long
EC
CORP
FR
N
2
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
86359BGH8
72553.06000000
PA
USD
72367.94000000
0.002663813782
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
2.45930000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
77100.00000000
NS
USD
2887395.00000000
0.106283011454
Long
EC
CORP
US
N
1
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
1820.00000000
NS
USD
1185802.80000000
0.043648580320
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDM3
614025.37000000
PA
USD
623030.67000000
0.022933327735
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
1392.00000000
NS
29684.56000000
0.001092668107
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403JT71
41462.66000000
PA
USD
44288.40000000
0.001630225350
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
7700.00000000
NS
USD
639100.00000000
0.023524828650
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203N6L7
215.18000000
PA
USD
229.90000000
0.000008462459
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
6.50000000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
8800.00000000
NS
USD
676016.00000000
0.024883681059
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
1040000.00000000
PA
USD
1222194.24000000
0.044988124039
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
9200.00000000
NS
USD
1702736.00000000
0.062676533620
Long
EC
CORP
NL
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203DK25
3307.53000000
PA
USD
3533.76000000
0.000130075259
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
9700.00000000
NS
USD
270824.00000000
0.009968843990
Long
EC
CORP
US
N
1
N
N
N
Konami Holdings Corp
353800FC4A5QCMIZFV94
Konami Holdings Corp
000000000
200.00000000
NS
12612.00000000
0.000464238990
Long
EC
CORP
JP
N
2
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
3020.00000000
NS
USD
1284677.80000000
0.047288100634
Long
EC
CORP
US
N
1
N
N
N
UBS-Barclays Commercial Mortga
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust 2013-C6
90349GBE4
1405142.79000000
PA
USD
1403792.73000000
0.051672638763
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
2.97070000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CAD/USD FORWARD
000000000
1.00000000
NC
USD
6198.20000000
0.000228151451
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-486374.01000000
USD
615842.00000000
CAD
2022-04-19
6198.20000000
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
3442.00000000
NS
208769.59000000
0.007684664109
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PVK66
171169.32000000
PA
USD
176591.01000000
0.006500192851
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
4.00000000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
1200000.00000000
PA
USD
1213112.00000000
0.044653813070
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFUT2
1096289.59000000
PA
USD
1169362.89000000
0.043043438612
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
SWOP CDS CDX.NA.IG.38.V1
000000000
3620000.00000000
OU
Other
USD
156.48000000
0.000005759920
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Call
Purchased
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3620000.00000000
USD
45.00000000
USD
2022-06-15
XXXX
-205.52000000
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CN0
225000.00000000
PA
USD
211902.32000000
0.007799977732
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2018-REV1
34532RAA4
1800000.00000000
PA
USD
1793722.14000000
0.066025670457
Long
ABS-O
CORP
US
N
2
2031-07-15
Fixed
3.19000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
12500.00000000
NS
USD
2973250.00000000
0.109443274580
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKD3
1070000.00000000
PA
USD
923042.06000000
0.033976539349
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834EP9
360000.00000000
PA
USD
230034.38000000
0.008467406310
Long
DBT
UST
US
N
2
2039-08-15
None
0.00000000
N
N
N
N
N
N
New World Development Co Ltd
2549008GWMWXTIRL4S48
New World Development Co Ltd
000000000
4000.00000000
NS
16219.01000000
0.000597010532
Long
EC
CORP
HK
N
2
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
-3360000.00000000
OU
Other
USD
-2253.60000000
-0.00008295345
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3360000.00000000
USD
92.50000000
USD
2022-05-18
XXXX
1442.40000000
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG
000000000
67.00000000
NS
42876.67000000
0.001578260545
Long
EC
CORP
CH
N
2
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-C
63940YAB2
746523.53000000
PA
USD
741945.33000000
0.027310494063
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
3.13000000
N
N
N
N
N
N
Endeavour Group Ltd/Australia
254900JAN9FOLMWAD533
Endeavour Group Ltd/Australia
000000000
2898.00000000
NS
15714.29000000
0.000578432138
Long
EC
CORP
AU
N
2
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
21000.00000000
NS
USD
1422120.00000000
0.052347252887
Long
EC
CORP
US
N
1
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAD6
1350000.00000000
PA
USD
1190765.53000000
0.043831254977
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAE9
338624.67000000
PA
USD
339685.85000000
0.012503601026
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.13000000
N
N
N
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
4835.00000000
NS
191879.90000000
0.007062966310
Long
EC
CORP
FR
N
2
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
13675.00000000
NS
USD
302901.25000000
0.011149585360
Long
EC
CORP
US
N
1
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AL9
2090000.00000000
PA
USD
2093383.33000000
0.077055991452
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fuji Electric Co Ltd
5299000HVNGZZTYYM906
Fuji Electric Co Ltd
000000000
300.00000000
NS
14986.62000000
0.000551647109
Long
EC
CORP
JP
N
2
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide Inc
978097AG8
550000.00000000
PA
USD
488690.79000000
0.017988369735
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DT0
515000.00000000
PA
USD
638883.67000000
0.023516865692
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
7.62500000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
19426.00000000
NS
USD
1753390.76000000
0.064541100275
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
1000000.00000000
PA
USD
896201.70000000
0.032988564275
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
400.00000000
NS
205532.96000000
0.007565525999
Long
EC
CORP
JP
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
10490.00000000
NS
USD
29176361.50000000
1.073961672548
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AT0
640000.00000000
PA
USD
652201.70000000
0.024007093158
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
4.95000000
N
N
N
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
000000000
400.00000000
NS
35049.19000000
0.001290136424
Long
EC
CORP
JP
N
2
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EN1
2290000.00000000
PA
USD
2067068.36000000
0.076087355620
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.05000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184HLS1
320519.31000000
PA
USD
317654.08000000
0.011692626822
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBB8
983618.28000000
PA
USD
915594.62000000
0.033702404238
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAE5
230000.00000000
PA
USD
245532.65000000
0.009037886902
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.85000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBA6
2000000.00000000
PA
USD
1860256.60000000
0.068474757879
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
2.01030000
N
N
N
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
48724.00000000
NS
USD
2012788.44000000
0.074089349335
Long
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
852.00000000
NS
178528.71000000
0.006571518247
Long
EC
CORP
DE
N
2
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BC0
590000.00000000
PA
USD
583228.03000000
0.021468220106
Long
DBT
CORP
US
N
2
2043-11-29
Fixed
5.40000000
N
N
N
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
Eurofins Scientific SE
000000000
269.00000000
NS
26603.16000000
0.000979243906
Long
EC
CORP
LU
N
2
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
Sompo Holdings Inc
000000000
700.00000000
NS
30584.70000000
0.001125801637
Long
EC
CORP
JP
N
2
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
2100.00000000
NS
USD
616329.00000000
0.022686643901
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategi
5493007AYUHLOG0AMH17
Carlyle Global Market Strategies CLO 2015-5 Ltd
14312JAY8
6750000.00000000
PA
USD
6709500.00000000
0.246972051054
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
1.33400000
N
N
N
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
800.00000000
NS
13704.67000000
0.000504459417
Long
EC
CORP
JP
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
320000.00000000
PA
USD
322506.14000000
0.011871227792
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B208
4800.00000000
NS
USD
108096.00000000
0.003978938941
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390YJD1
37041.64000000
PA
USD
39792.11000000
0.001464720027
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AJ7
900000.00000000
PA
USD
911164.79000000
0.033539345261
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
3.85000000
N
N
N
N
N
N
CyberAgent Inc
3538006T5KZABPGS8Q08
CyberAgent Inc
000000000
900.00000000
NS
11164.15000000
0.000410944634
Long
EC
CORP
JP
N
2
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300O1CSZVJJTIR319
Commonbond Student Loan Trust 2018-C-GS
20267XAA1
128232.02000000
PA
USD
128970.09000000
0.004747299746
Long
ABS-O
CORP
US
N
2
2046-02-25
Fixed
3.87000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
68935.00000000
NS
USD
3681129.00000000
0.135499810615
Long
EC
CORP
US
N
1
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
21647.00000000
NS
251552.11000000
0.009259459058
Long
EC
CORP
DE
N
2
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-3 Trust
43730XAA2
979222.53000000
PA
USD
931477.89000000
0.034287056413
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
2.20000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AS2
885000.00000000
PA
USD
852288.19000000
0.031372138367
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.60000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-RENT
36260XAA4
1063976.15000000
PA
USD
1052600.01000000
0.038745477816
Long
ABS-MBS
CORP
US
N
2
2035-11-21
Floating
1.14860000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AE9
650000.00000000
PA
USD
585882.95000000
0.021565945873
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.50000000
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP CDS CDX.NA.IG.38.V1
000000000
-3360000.00000000
OU
Other
USD
-4819.26000000
-0.00017739362
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3360000.00000000
USD
105.00000000
USD
2022-07-20
XXXX
1984.74000000
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-3
03066JAE3
900000.00000000
PA
USD
842019.84000000
0.030994167510
Long
ABS-O
CORP
US
N
2
2027-08-18
Fixed
1.41000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
20219.00000000
NS
USD
1728724.50000000
0.063633152317
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ATWB2
1631851.09000000
PA
USD
1657339.07000000
0.061005504048
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAS2
215000.00000000
PA
USD
222142.13000000
0.008176898050
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39100000
N
N
N
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
3900.00000000
NS
USD
557193.00000000
0.020509888671
Long
EC
CORP
US
N
1
N
N
N
BACARDI LTD
549300R32WTQNHNN5055
Bacardi Ltd
067316AD1
2785000.00000000
PA
USD
2685833.64000000
0.098863677302
Long
DBT
CORP
BM
N
2
2026-07-15
Fixed
2.75000000
N
N
N
N
N
N
OVINTIV INC
N/A
Ovintiv Inc
292505AE4
240000.00000000
PA
USD
285055.67000000
0.010492701912
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YTMZ4
491556.93000000
PA
USD
496676.43000000
0.018282315616
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400RJP7
7824.58000000
PA
USD
8354.53000000
0.000307524466
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
6.00000000
N
N
N
N
N
N
SINOPEC GRP DEV 2018
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd
82939GAJ7
990000.00000000
PA
USD
887139.61000000
0.032654995015
Long
DBT
CORP
VG
N
2
2049-08-08
Fixed
3.68000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
SWOP CDS CDX.NA.IG.38.V1
000000000
3360000.00000000
OU
Other
USD
10159.76000000
0.000373973733
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3360000.00000000
USD
77.50000000
USD
2022-07-20
XXXX
-4120.24000000
N
N
N
Bank
N/A
BANK 2021-BNK37
06540LBA4
3900000.00000000
PA
USD
3566058.21000000
0.131264134481
Long
ABS-MBS
CORP
US
N
2
2064-11-15
Fixed
2.37000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
50236.00000000
NS
USD
734450.32000000
0.027034607933
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GS_21-PJ2-A
000000000
1.00000000
NC
USD
3356.51000000
0.000123550809
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-04-14
0.00000000
USD
-364.05000000
USD
3898168.00000000
USD
3720.56000000
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
1920.00000000
NS
74458.67000000
0.002740772106
Long
EC
CORP
IE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M5K2
151845.20000000
PA
USD
147473.06000000
0.005428381265
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
2100000.00000000
PA
USD
1901927.87000000
0.070008648485
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
12560.00000000
NS
USD
3789100.80000000
0.139474177841
Long
EC
CORP
US
N
1
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PBD1
577217.64000000
PA
USD
572592.11000000
0.021076719252
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.40800000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAG7
425000.00000000
PA
USD
438292.94000000
0.016133259759
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.62500000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
5600.00000000
NS
USD
668584.00000000
0.024610114283
Long
EC
CORP
US
N
1
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
9600.00000000
NS
USD
1578816.00000000
0.058115124190
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
14701.00000000
NS
USD
1131241.95000000
0.041640233196
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
225000.00000000
PA
USD
238678.15000000
0.008785577501
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
21800.00000000
NS
USD
667952.00000000
0.024586850800
Long
EC
CORP
US
N
1
N
N
N
Israel Discount Bank Ltd
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd
465074201
2329.00000000
NS
14567.65000000
0.000536225113
Long
EC
CORP
IL
N
2
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
21030.00000000
NS
USD
795144.30000000
0.029268711328
Long
EC
CORP
US
N
1
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP CDS CDX.NA.IG.38.V1
000000000
-3360000.00000000
OU
Other
USD
-8481.67000000
-0.00031220440
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3360000.00000000
USD
67.50000000
USD
2022-07-20
XXXX
-1929.67000000
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
6300.00000000
NS
USD
698670.00000000
0.025717559119
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
4900.00000000
NS
USD
576436.00000000
0.021218210182
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
8000.00000000
NS
USD
2178560.00000000
0.080191285721
Long
EC
CORP
US
N
1
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd
000000000
2568.00000000
NS
71362.74000000
0.002626813066
Long
EC
CORP
AU
N
2
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
4900.00000000
NS
USD
529298.00000000
0.019483093029
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
56799.00000000
NS
USD
6210402.66000000
0.228600623416
Long
EC
CORP
US
N
1
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAB4
530000.00000000
PA
USD
491412.02000000
0.018088536327
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
16400.00000000
NS
USD
3092876.00000000
0.113846624841
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
2226.00000000
NS
USD
384608.28000000
0.014157164582
Long
EC
CORP
US
N
1
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
3700.00000000
NS
USD
423354.00000000
0.015583367717
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8R30
176381.46000000
PA
USD
184529.89000000
0.006792417529
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
529.00000000
NS
23484.21000000
0.000864437515
Long
EC
CORP
IE
N
2
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAP3
1500000.00000000
PA
USD
1328548.25000000
0.048902941534
Long
DBT
CORP
NL
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417C4P7
881944.07000000
PA
USD
899642.61000000
0.033115221791
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
1940.00000000
NS
USD
575423.40000000
0.021180937077
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416TL49
644362.84000000
PA
USD
683844.41000000
0.025171839412
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.50000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
10200.00000000
NS
USD
1209006.00000000
0.044502674052
Long
EC
CORP
US
N
1
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2017-C8 Commercial Mortgage Trust
12595BAC5
3680834.39000000
PA
USD
3569804.23000000
0.131402022884
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.12658000
N
N
N
N
N
N
Assurant Commercial Mortgage T
549300SPKO3Z7ZWM8X71
Assurant Commercial Mortgage Trust 2016-1
04624UAG6
3100000.00000000
PA
USD
3056968.59000000
0.112524897932
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.17200000
N
N
N
N
N
N
Daito Trust Cons
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
000000000
1000.00000000
NS
106158.56000000
0.003907623116
Long
EC
CORP
JP
N
2
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
15100.00000000
NS
USD
1451714.00000000
0.053436587543
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RX8
2365000.00000000
PA
USD
2550135.16000000
0.093868710176
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAJ0
370000.00000000
PA
USD
345490.46000000
0.012717264703
Long
DBT
CORP
AE
N
2
2028-04-29
Fixed
2.00000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
1600.00000000
NS
USD
567728.00000000
0.020897674730
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
20600.00000000
NS
USD
943480.00000000
0.034728845775
Long
EC
CORP
US
N
1
N
N
Central Park Funding Trust
N/A
Central Park Funding Trust 2021-1
15479PAA2
2260218.71000000
PA
USD
2247041.63000000
0.082712047122
Long
ABS-MBS
CORP
US
N
2
2022-08-29
Floating
3.19514000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
8000.00000000
NS
USD
1929440.00000000
0.071021350948
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
9740.00000000
NS
USD
4046580.40000000
0.148951823704
Long
EC
CORP
US
N
1
N
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
000000000
578.00000000
NS
29161.80000000
0.001073425673
Long
EC
CORP
SE
N
2
N
N
N
APA Corp
N/A
APA Corp
03743Q108
12614.00000000
NS
USD
521336.62000000
0.019190040141
Long
EC
CORP
US
N
1
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2021-A
98163HAE9
400000.00000000
PA
USD
371115.88000000
0.013660518676
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.09000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
1245000.00000000
PA
USD
1199937.00000000
0.044168850439
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
26980.00000000
NS
202725.47000000
0.007462184235
Long
EC
CORP
SE
N
2
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
46885.00000000
NS
USD
2491937.75000000
0.091726503795
Long
EC
CORP
US
N
1
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AJ5
1000000.00000000
PA
USD
995427.32000000
0.036640990669
Long
DBT
NUSS
JP
N
2
2023-10-25
Fixed
2.12500000
N
N
N
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
9633.00000000
NS
35966.15000000
0.001323889087
Long
EC
CORP
AU
N
2
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
4160.00000000
NS
USD
2269363.20000000
0.083533688664
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406BS35
96621.12000000
PA
USD
103172.16000000
0.003797695799
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
879382109
11373.00000000
NS
55027.78000000
0.002025534494
Long
EC
CORP
ES
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417A4E6
616867.93000000
PA
USD
623121.21000000
0.022936660449
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MGK3
800000.00000000
PA
USD
1049006.57000000
0.038613205777
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.62500000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
45883.00000000
NS
USD
4643818.43000000
0.170935742213
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030645
500000.00000000
PA
USD
489062.50000000
0.018002052122
Long
ABS-MBS
USGSE
US
N
2
2051-04-15
Fixed
3.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
195770.00000000
NS
USD
10135012.90000000
0.373062809952
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
12450.00000000
NS
USD
758578.50000000
0.027922749538
Long
EC
CORP
US
N
1
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAX7
1490000.00000000
PA
USD
1338163.47000000
0.049256871127
Long
DBT
CORP
JP
N
2
2031-07-14
Fixed
2.60800000
N
N
N
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
3800.00000000
NS
USD
433884.00000000
0.015970969729
Long
EC
CORP
US
N
1
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
2536.00000000
NS
201459.74000000
0.007415593590
Long
EC
CORP
GB
N
2
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CG6
5000.00000000
PA
USD
5196.95000000
0.000191296132
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.37500000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-4
80285VAE9
1900000.00000000
PA
USD
1813627.52000000
0.066758373718
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.26000000
N
N
N
N
N
N
Kuehne + Nagel International A
529900Q0YED3805QXQ66
Kuehne + Nagel International AG
000000000
436.00000000
NS
123583.75000000
0.004549032299
Long
EC
CORP
CH
N
2
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
665000.00000000
PA
USD
814936.22000000
0.029997238204
Long
DBT
NUSS
QA
Y
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
5733.00000000
NS
USD
207993.24000000
0.007656087202
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYTV1
802629.97000000
PA
USD
753260.54000000
0.027726999112
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
2.00000000
N
N
N
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212101
1800.00000000
NS
USD
204192.00000000
0.007516166189
Long
EC
CORP
US
N
1
N
N
N
GM Financial Revolving Receiva
N/A
GM Financial Revolving Receivables Trust 2021-1
36263HAB4
200000.00000000
PA
USD
184206.98000000
0.006780531435
Long
ABS-O
CORP
US
N
2
2034-06-12
Fixed
1.49000000
N
N
N
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
29266MAE9
140000.00000000
PA
USD
171103.63000000
0.006298206191
Long
DBT
CORP
NL
N
2
2033-09-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPF5
509726.73000000
PA
USD
525164.28000000
0.019330933657
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
500000.00000000
PA
USD
474254.90000000
0.017456994615
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDL5
2000000.00000000
PA
USD
2006421.80000000
0.073854997723
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACB9
965000.00000000
PA
USD
875097.75000000
0.032211742483
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
36874.00000000
NS
125431.67000000
0.004617052955
Long
EC
CORP
ES
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8GX6
12045.97000000
PA
USD
13455.01000000
0.000495269605
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
784.00000000
NS
14137.92000000
0.000520407049
Long
EC
CORP
SE
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5X9
336249.58000000
PA
USD
330266.06000000
0.012156865076
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
9910.00000000
NS
USD
2636060.00000000
0.097031544064
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
7600.00000000
NS
USD
2474788.00000000
0.091095233368
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
6600.00000000
NS
USD
1525986.00000000
0.056170488456
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
13942.00000000
NS
USD
2209807.00000000
0.081341466163
Long
EC
CORP
US
N
1
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
1820.00000000
NS
245738.85000000
0.009045476981
Long
EC
CORP
GB
N
2
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
3600.00000000
NS
USD
387792.00000000
0.014274355111
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C58
95002UAD3
5000000.00000000
PA
USD
4464969.50000000
0.164352436889
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
1.81000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
36450.00000000
NS
USD
10910578.50000000
0.401610842884
Long
EC
CORP
US
N
1
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
ICE US MINI MSCI EAFE INDEX
000000000
6.00000000
NC
USD
34652.72000000
0.001275542638
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Long
MSCI
MSCI EAFE INDEX
2022-06-17
608667.28000000
USD
34652.72000000
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
390000.00000000
PA
USD
510586.37000000
0.018794330879
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
17500.00000000
NS
USD
2982350.00000000
0.109778239281
Long
EC
CORP
US
N
1
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust 2016-C4
12531YAM0
2332167.05000000
PA
USD
2303191.97000000
0.084778902273
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Fixed
3.01400000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CJ7
1555000.00000000
PA
USD
1414405.23000000
0.052063277543
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
438813.84000000
PA
USD
379978.72000000
0.013986753682
Long
DBT
CORP
CL
N
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
4900.00000000
NS
USD
1005039.00000000
0.036994789957
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EK4C6
274693.20000000
PA
USD
280197.39000000
0.010313871988
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C12
05552XBF4
4500000.00000000
PA
USD
4209406.20000000
0.154945328703
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.42100000
N
N
N
N
N
N
Medipal Holdings Corp
353800PJDODZEA4NP730
Medipal Holdings Corp
000000000
11100.00000000
NS
182591.92000000
0.006721082195
Long
EC
CORP
JP
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
561000.00000000
PA
USD
456199.81000000
0.016792399249
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
580000.00000000
PA
USD
592560.01000000
0.021811723830
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.00000000
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
2157.00000000
NS
853525.30000000
0.031417675529
Long
EC
CORP
CH
N
2
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
13814.00000000
NS
USD
295757.74000000
0.010886637702
Long
EC
CORP
US
N
1
N
N
N
Mitsui OSK Lines Ltd
353800P8O843TMAZ6S09
Mitsui OSK Lines Ltd
000000000
900.00000000
NS
25089.97000000
0.000923544429
Long
EC
CORP
JP
N
2
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189TAJ3
735000.00000000
PA
USD
865805.69000000
0.031869708185
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.70000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
1595000.00000000
PA
USD
1715132.05000000
0.063132823640
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5VT4
2167.77000000
PA
USD
2423.29000000
0.000089199627
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFD1
690234.58000000
PA
USD
684997.81000000
0.025214295268
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
4200.00000000
NS
USD
574812.00000000
0.021158431866
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371MU96
20652.72000000
PA
USD
23046.44000000
0.000848323504
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.00000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
20000.00000000
NS
USD
2977600.00000000
0.109603395069
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225ATR1
4607.76000000
PA
USD
4922.93000000
0.000181209645
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371L6H7
1017.82000000
PA
USD
1132.26000000
0.000041677706
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137AUPF0
3772397.44000000
PA
USD
37.72000000
0.000001388447
Long
ABS-MBS
USGSE
US
N
2
2022-06-25
Variable
1.38402000
N
N
N
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
2900.00000000
NS
USD
722274.00000000
0.026586406021
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
1695000.00000000
PA
USD
1926085.76000000
0.070897883695
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SSP3
419928.75000000
PA
USD
418297.06000000
0.015397225256
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
3.00000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
5320.00000000
NS
USD
2076289.60000000
0.076426783082
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133APXS3
2783695.67000000
PA
USD
2659527.89000000
0.097895380852
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
20720.00000000
NS
135379.78000000
0.004983235999
Long
EC
CORP
CH
N
2
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
18000.00000000
NS
11304.03000000
0.000416093520
Long
EC
CORP
HK
N
2
N
N
N
BXP Trust
N/A
BXP Trust 2021-601L
05607TAA0
5500000.00000000
PA
USD
4971491.80000000
0.182997172165
Long
ABS-MBS
CORP
US
N
2
2044-01-15
Fixed
2.61800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402URR5
47996.95000000
PA
USD
51865.95000000
0.001909149720
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
Westinghouse Air Brake Technol
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
6451.00000000
NS
USD
620392.67000000
0.022836224781
Long
EC
CORP
US
N
1
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P3
14687JAG4
100000.00000000
PA
USD
92975.32000000
0.003422357176
Long
ABS-O
CORP
US
N
2
2027-08-10
Fixed
1.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410QPE5
11200.51000000
PA
USD
12259.95000000
0.000451280273
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BP8
250000.00000000
PA
USD
233168.49000000
0.008582770730
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
700.00000000
NS
27321.91000000
0.001005700596
Long
EC
CORP
GB
N
2
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
675000.00000000
PA
USD
690233.99000000
0.025407035430
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.12500000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS TREASURY BOND
000000000
1.00000000
NC
USD
-932683.56000000
-0.03433143629
N/A
DIR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
US TREASURY N/B
United States Treasury Note/Bond
Y
2022-05-10
0.00000000
USD
0.00000000
USD
36755794.32000000
USD
-932683.56000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200GKX3
67613.83000000
PA
USD
72374.01000000
0.002664037214
Long
ABS-MBS
USGA
US
N
2
2033-12-15
Fixed
6.00000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
6700.00000000
NS
USD
885807.00000000
0.032605942563
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SSN8
276274.28000000
PA
USD
268319.40000000
0.009876651398
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA4
35565RBD4
155000.00000000
PA
USD
158490.35000000
0.005833920085
Long
ABS-MBS
CORP
US
N
2
2050-09-25
Floating
5.70657000
N
N
N
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
24400.00000000
NS
USD
627812.00000000
0.023109325183
Long
EC
CORP
US
N
1
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2021-1
68269MAB0
2000000.00000000
PA
USD
1969863.80000000
0.072509323047
Long
ABS-O
CORP
US
N
2
2036-06-16
Floating
0.80967000
N
N
N
N
N
N
Provident Funding Mortgage War
N/A
Provident Funding Mortgage Warehouse Securitization Trust 2021-1
74387PAA0
1300000.00000000
PA
USD
1282564.66000000
0.047210317414
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Floating
0.88686000
N
N
N
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751Y106
2300.00000000
NS
USD
476008.00000000
0.017521525013
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E3CU5
451503.81000000
PA
USD
460465.51000000
0.016949416714
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAW2
1340000.00000000
PA
USD
1396689.52000000
0.051411174519
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.25000000
N
N
N
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
937.00000000
NS
5403.11000000
0.000198884739
Long
EC
CORP
IT
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406RMN2
212905.80000000
PA
USD
227894.85000000
0.008388651692
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UML3
704433.44000000
PA
USD
723586.91000000
0.026634733330
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
4.00000000
N
N
N
N
N
N
OREGON ST DEPT OF TRANSPRTN HI
N/A
State of Oregon Department of Transportation
68607DNL5
425000.00000000
PA
USD
519918.20000000
0.019137829083
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
5.83400000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
13700.00000000
NS
USD
8091905.00000000
0.297857422280
Long
EC
CORP
US
N
1
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAA7
1500000.00000000
PA
USD
1420400.25000000
0.052283950079
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
1.21000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
2010000.00000000
PA
USD
2022562.50000000
0.074449125718
Long
DBT
CORP
US
N
2
2026-04-01
Variable
4.70000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403MC98
12323.16000000
PA
USD
13165.31000000
0.000484605948
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405USY6
7232.01000000
PA
USD
7716.83000000
0.000284051171
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BDQ27
2572140.87000000
PA
USD
339943.65000000
0.012513090466
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
4014.00000000
NS
12727.89000000
0.000468504821
Long
EC
CORP
NZ
N
2
N
N
N
SITC International Holdings Co
529900JUV4MOM9CE3V12
SITC International Holdings Co Ltd
000000000
47000.00000000
NS
164989.42000000
0.006073146353
Long
EC
CORP
HK
N
2
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
17700.00000000
NS
USD
1445205.00000000
0.053196995758
Long
EC
CORP
US
N
1
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
1365000.00000000
PA
USD
1417918.20000000
0.052192587537
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
34350.00000000
NS
USD
7293192.00000000
0.268457349575
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402VTU4
53938.02000000
PA
USD
56921.49000000
0.002095240648
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WAY4
7300000.00000000
PA
USD
7502195.40000000
0.276150620068
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.74900000
N
N
N
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
3430000.00000000
OU
Other
USD
8137.86000000
0.000299548994
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Put
Purchased
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3430000.00000000
USD
75.00000000
USD
2022-06-15
XXXX
-4553.14000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFC62
74007.94000000
PA
USD
76829.81000000
0.002828052128
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2019-2
52604AAA6
2400000.00000000
PA
USD
2374634.64000000
0.087408657507
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
2.78000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP CDS CDX.NA.IG.38.V1
000000000
6730000.00000000
OU
Other
USD
6.13000000
0.000000225641
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Call
Purchased
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
6730000.00000000
USD
35.00000000
USD
2022-06-15
XXXX
-162.12000000
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868BZ8
385000.00000000
PA
USD
386030.97000000
0.014209532816
Long
DBT
NUSS
N/A
N
2
2023-01-06
Fixed
2.75000000
N
N
N
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
7200.00000000
NS
USD
479448.00000000
0.017648149032
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205G6R7
836.69000000
PA
USD
893.92000000
0.000032904576
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
10220000.00000000
PA
USD
9643528.13000000
0.354971595747
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
ST Engineering
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd
000000000
3400.00000000
NS
10304.46000000
0.000379300040
Long
EC
CORP
SG
N
2
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
000000000
3400.00000000
NS
39395.58000000
0.001450124032
Long
EC
CORP
JP
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
1650000.00000000
PA
USD
1567885.26000000
0.057712771216
Long
DBT
CORP
FR
Y
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
14100.00000000
NS
243670.23000000
0.008969332511
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
SWOP CDS CDX.NA.IG.38.V1
000000000
-3620000.00000000
OU
Other
USD
-5299.46000000
-0.00019506945
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3620000.00000000
USD
65.00000000
USD
2022-06-15
XXXX
-955.46000000
N
N
N
SEEK Ltd
549300209NEKXBC8QO27
SEEK Ltd
000000000
700.00000000
NS
15422.07000000
0.000567675722
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5R93
217305.28000000
PA
USD
239831.30000000
0.008828024155
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.50000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
4970.00000000
NS
USD
3797924.90000000
0.139798986855
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
1510000.00000000
PA
1699670.16000000
0.062563682171
Long
DBT
NUSS
ID
N
2
2024-07-18
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403J7D2
19117.84000000
PA
USD
20612.96000000
0.000758748790
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.50000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAP1
945000.00000000
PA
USD
829636.83000000
0.030538357483
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.90000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
23721.00000000
NS
USD
1020951.84000000
0.037580530583
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXM1
537999.95000000
PA
USD
543184.81000000
0.019994256893
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.50000000
N
N
N
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
700.00000000
NS
106771.25000000
0.003930175811
Long
EC
CORP
JP
N
2
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844AW8
120000.00000000
PA
USD
127835.39000000
0.004705532225
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
5.59000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213CTS9
32427.24000000
PA
USD
35780.77000000
0.001317065378
Long
ABS-MBS
USGA
US
N
2
2035-07-15
Fixed
5.50000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
465000.00000000
PA
USD
426587.45000000
0.015702388774
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414GYU7
27987.84000000
PA
USD
31232.52000000
0.001149647443
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.00000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2013-C5
90270YBE8
435119.83000000
PA
USD
434245.54000000
0.015984277766
Long
ABS-MBS
CORP
US
N
2
2046-03-10
Fixed
2.92040000
N
N
N
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
000000000
1400.00000000
NS
46868.37000000
0.001725192260
Long
EC
CORP
JP
N
2
N
N
N
Ono Pharmaceutical Co Ltd
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co Ltd
000000000
800.00000000
NS
20057.04000000
0.000738285760
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405FW32
132977.23000000
PA
USD
146098.01000000
0.005377766627
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
6.00000000
N
N
N
N
N
N
Venture XXI CLO
5493001C8B2BF8JNTO68
Venture XXI CLO Ltd
92330MAL3
175301.84000000
PA
USD
174986.79000000
0.006441142623
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
1.12129000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
1470000.00000000
PA
USD
1315052.81000000
0.048406183729
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
Duke Realty Corp
254900E47KH1NFFKNF25
Duke Realty Corp
264411505
13200.00000000
NS
USD
766392.00000000
0.028210359065
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJL32
30575.57000000
PA
USD
33124.17000000
0.001219277770
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404KVK5
23411.85000000
PA
USD
24974.46000000
0.000919292586
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
14080.00000000
NS
USD
506035.20000000
0.018626805462
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
9800.00000000
NS
USD
1239798.00000000
0.045636106260
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
2345000.00000000
PA
USD
2149151.02000000
0.079108761522
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
8500.00000000
NS
USD
623985.00000000
0.022968455962
Long
EC
CORP
US
N
1
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy Inc
29786A106
4400.00000000
NS
USD
546832.00000000
0.020128507433
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VY48
3265.54000000
PA
USD
3488.90000000
0.000128423994
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410TVW2
44981.12000000
PA
USD
50080.67000000
0.001843434799
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RF87
46797.02000000
PA
USD
50577.20000000
0.001861711725
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403QQH6
19658.80000000
PA
USD
21227.32000000
0.000781362956
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.50000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
8800.00000000
NS
USD
2296536.00000000
0.084533900624
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410VAM2
19132.33000000
PA
USD
20538.61000000
0.000756012018
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2018-C
63940VAB8
308383.82000000
PA
USD
310364.51000000
0.011424302795
Long
ABS-O
CORP
US
N
2
2042-06-16
Fixed
3.52000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213F7K3
5722.17000000
PA
USD
6113.56000000
0.000225035912
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SUU9
120177.11000000
PA
USD
119710.95000000
0.004406477212
Long
ABS-MBS
USGA
US
N
2
2047-01-20
Fixed
3.00000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
30150.00000000
NS
USD
10775007.00000000
0.396620549804
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
12500.00000000
NS
USD
1539500.00000000
0.056667929443
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
2500.00000000
NS
USD
492625.00000000
0.018133185282
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
16480.00000000
NS
USD
7508617.60000000
0.276387016805
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
8000.00000000
NS
USD
1065440.00000000
0.039218108961
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
-3410000.00000000
OU
Other
USD
-1702.47000000
-0.00006266674
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Put
Written
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3410000.00000000
USD
100.00000000
USD
2022-05-18
XXXX
1707.53000000
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
20300.00000000
NS
USD
2420369.00000000
0.089092107644
Long
EC
CORP
US
N
1
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
11800.00000000
NS
USD
272108.00000000
0.010016107141
Long
EC
CORP
US
N
1
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
000000000
3571.00000000
NS
84770.18000000
0.003120331652
Long
EC
CORP
AU
N
2
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
3340.00000000
NS
USD
1708744.00000000
0.062897683941
Long
EC
CORP
US
N
1
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2019-B LLC
83404WAB3
728069.62000000
PA
USD
727951.96000000
0.026795407799
Long
ABS-O
CORP
US
N
2
2048-08-17
Fixed
3.09000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-UBS8
61691ABK8
4781865.15000000
PA
USD
4783254.76000000
0.176068297010
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.54000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
4875.00000000
NS
USD
1210803.75000000
0.044568847985
Long
EC
CORP
US
N
1
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AC4
45000.00000000
PA
USD
46704.08000000
0.001719144858
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
1770000.00000000
PA
USD
1907527.28000000
0.070214758891
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
3165.00000000
NS
USD
945322.20000000
0.034796655882
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296YBG7
154635.01000000
PA
USD
167469.60000000
0.006164440062
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.00000000
N
N
N
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
000000000
400.00000000
NS
31394.52000000
0.001155610551
Long
EC
CORP
JP
N
2
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
3820.00000000
NS
USD
1147375.20000000
0.042234086962
Long
EC
CORP
US
N
1
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CAY3
2300000.00000000
PA
USD
2150600.28000000
0.079162107779
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Fixed
2.06700000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C14
90278KAZ4
2900000.00000000
PA
USD
2944455.26000000
0.108383360131
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
4.18030000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAN5
323000.00000000
PA
USD
330155.41000000
0.012152792126
Long
DBT
CORP
GB
N
2
2026-01-12
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KEL9
2005000.00000000
PA
USD
1958966.20000000
0.072108189933
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
2.19900000
N
N
N
N
N
N
Oaktown Re Ltd
2549008N2FD0KB1Y5E03
Oaktown Re III Ltd
67400KAA8
28732.82000000
PA
USD
28731.81000000
0.001057598039
Long
ABS-MBS
CORP
US
N
2
2029-07-25
Floating
1.85657000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296RTC2
44534.01000000
PA
USD
47611.96000000
0.001752563293
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-2 Ltd
43730VAA6
950000.00000000
PA
USD
942162.60000000
0.034680353193
Long
ABS-MBS
CORP
BM
N
2
2034-01-25
Floating
1.34900000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
4000.00000000
PA
USD
3514.67000000
0.000129372570
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390GBM8
10256.19000000
PA
USD
11482.44000000
0.000422660668
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BMHP4
455958.00000000
PA
USD
451250.28000000
0.016610210476
Long
ABS-MBS
USGSE
US
N
2
2044-03-15
Fixed
3.00000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
14200.00000000
NS
USD
1441868.00000000
0.053074163098
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
2022624.89000000
PA
USD
2058429.96000000
0.075769382096
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
TH MSR ISSUER TRUST
N/A
TH MSR issuer Trust
87271AAA4
2240000.00000000
PA
USD
2196052.10000000
0.080835157814
Long
ABS-O
CORP
US
N
2
2024-06-25
Floating
3.25657000
N
N
N
N
N
N
Check Point Software Technolog
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
200.00000000
NS
USD
27652.00000000
0.001017850980
Long
EC
CORP
IL
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477855
30000.00000000
NS
USD
794100.00000000
0.029230271367
Long
EP
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
12700.00000000
NS
USD
1106424.00000000
0.040726701634
Long
EC
CORP
US
N
1
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAA2
3840000.00000000
PA
USD
3818441.09000000
0.140554173608
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
1.64900000
N
N
N
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484101
4100.00000000
NS
USD
320210.00000000
0.011786708468
Long
EC
CORP
US
N
1
N
N
Oaktown Re Ltd
254900KOPN6EP9T3LD85
Oaktown Re II Ltd
67400CAA6
103276.56000000
PA
USD
103141.91000000
0.003796582317
Long
ABS-MBS
CORP
US
N
2
2028-07-25
Floating
2.00657000
N
N
N
N
N
N
ENRGY TRANS LP/REG FIN
N/A
Energy Transfer LP / Regency Energy Finance Corp
75886AAQ1
610000.00000000
PA
USD
615068.01000000
0.022640227731
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202D6F3
66508.40000000
PA
USD
73823.50000000
0.002717391938
Long
ABS-MBS
USGA
US
N
2
2034-06-20
Fixed
6.00000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
68200.00000000
NS
USD
5777222.00000000
0.212655543145
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
5400.00000000
NS
USD
835434.00000000
0.030751747298
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
50500.00000000
NS
USD
2208870.00000000
0.081306975842
Long
EC
CORP
US
N
1
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
1064.00000000
NS
24837.64000000
0.000914256337
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403ECU9
2883.85000000
PA
USD
3019.78000000
0.000111156011
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.50000000
N
N
N
N
N
N
Brookside Mill CLO Ltd
N/A
Brookside Mill CLO Ltd 2013-1
114521AL1
176268.51000000
PA
USD
176115.56000000
0.006482691866
Long
ABS-CBDO
CORP
KY
N
2
2028-01-17
Floating
1.06129000
N
N
N
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569109
6000.00000000
NS
USD
254520.00000000
0.009368705035
Long
EC
CORP
US
N
1
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
12155.00000000
NS
34259.58000000
0.001261071427
Long
EC
CORP
GB
N
2
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
2800.00000000
NS
USD
832888.00000000
0.030658030800
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390JKD2
29550.58000000
PA
USD
31722.63000000
0.001167688053
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
22383.00000000
NS
198768.02000000
0.007316513239
Long
EC
CORP
NO
N
2
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
4700.00000000
NS
USD
1606178.00000000
0.059122300472
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
1440.00000000
NS
72745.26000000
0.002677702670
Long
EC
CORP
FR
N
2
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696405
3900.00000000
NS
USD
528099.00000000
0.019438958669
Long
EC
CORP
US
N
1
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
13700.00000000
NS
202425.12000000
0.007451128559
Long
EC
CORP
JP
N
2
N
N
N
CDP FINANCIAL INC
549300OXMGVYFCBFV096
CDP Financial Inc
125094AQ5
445000.00000000
PA
USD
450826.59000000
0.016594614740
Long
DBT
NUSS
CA
N
2
2024-07-24
Fixed
3.15000000
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
8700.00000000
NS
USD
333732.00000000
0.012284443929
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP CDS CDX.NA.IG.38.V1
000000000
3360000.00000000
OU
Other
USD
11.75000000
0.000000432509
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3360000.00000000
USD
35.00000000
USD
2022-07-20
XXXX
-5.05000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-74974.00000000
-0.00275974104
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-17087142.00000000
EUR
18849373.13000000
USD
2022-05-06
-74974.00000000
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68622V106
8753.00000000
NS
USD
305742.29000000
0.011254162076
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
3644.00000000
NS
404573.19000000
0.014892059100
Long
EC
CORP
DK
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
1095000.00000000
PA
USD
931192.57000000
0.034276553981
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BC6
245000.00000000
PA
USD
236637.66000000
0.008710468477
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
158480.00000000
NS
USD
7420033.60000000
0.273126301078
Long
EC
CORP
US
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
3124.00000000
NS
USD
2316820.88000000
0.085280573017
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
670000.00000000
PA
USD
664856.70000000
0.024472914949
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BY6K1
1184025.94000000
PA
USD
1188777.79000000
0.043758087643
Long
ABS-MBS
USGSE
US
N
2
2047-03-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414ELR3
747.10000000
PA
USD
799.15000000
0.000029416158
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CU67
130954.64000000
PA
USD
141486.88000000
0.005208034123
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUF7
912950.41000000
PA
USD
816566.30000000
0.030057240320
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJS35
955719.70000000
PA
USD
954592.71000000
0.035137896938
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413DKC0
7875.60000000
PA
USD
8746.36000000
0.000321947457
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
135564.00000000
NS
USD
6569431.44000000
0.241816224308
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204J4X1
158.16000000
PA
USD
168.98000000
0.000006220036
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAC2
560000.00000000
PA
USD
575022.42000000
0.021166177281
Long
DBT
CORP
US
N
2
N/A
Fixed
5.30000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade RE 2021-3 Ltd
078777AB5
1100000.00000000
PA
USD
1089924.11000000
0.040119352103
Long
ABS-MBS
CORP
US
N
2
2031-09-25
Floating
1.09900000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
7625.00000000
NS
USD
693112.50000000
0.025512991390
Long
EC
CORP
US
N
1
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
4574.00000000
NS
467831.39000000
0.017220549658
Long
EC
CORP
FR
N
2
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408GK3
690000.00000000
PA
USD
865541.93000000
0.031859999362
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
Japan Post Holdings Co Ltd
5299003D9N4JBS256X18
Japan Post Holdings Co Ltd
000000000
5300.00000000
NS
38856.85000000
0.001430293753
Long
EC
CORP
JP
N
2
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
200000.00000000
PA
USD
180281.57000000
0.006636039810
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
000000000
1080.00000000
NS
23394.42000000
0.000861132407
Long
EC
CORP
FR
N
2
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
938.00000000
NS
208644.38000000
0.007680055215
Long
EC
CORP
FR
N
2
N
N
N
Mediobanca Banca di Credito Fi
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
19726.00000000
NS
200031.55000000
0.007363022904
Long
EC
CORP
IT
N
2
N
N
N
SoftBank Corp
353800M1YCTS9JRBJ535
SoftBank Corp
000000000
3700.00000000
NS
43306.38000000
0.001594077873
Long
EC
CORP
JP
N
2
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
5600.00000000
NS
USD
662088.00000000
0.024371001019
Long
EC
CORP
US
N
1
N
N
N
PGIM Core Ultra Short Bond Fund
1VRLPVAWKZCB406TIT84
PGIM Core Ultra Short Bond Fund
000000000
438924324.94000000
NS
USD
438924324.94000000
16.15650060185
Long
STIV
RF
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QWD9
102142.26000000
PA
USD
101872.03000000
0.003749838914
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
3.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
345.00000000
NC
USD
-939405.80000000
-0.03457887729
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-06-30
40506593.30000000
USD
-939405.80000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KGX1
118332.79000000
PA
USD
118119.06000000
0.004347880843
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
0.74900000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
4007.00000000
NS
USD
497268.70000000
0.018304116665
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203FGU3
13932.21000000
PA
USD
14885.16000000
0.000547912436
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
49519.00000000
NS
USD
4327960.60000000
0.159309234110
Long
EC
CORP
US
N
1
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
931.00000000
NS
47135.60000000
0.001735028811
Long
EC
CORP
GB
N
2
N
N
N
Broadridge Financial Solutions
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133T103
4200.00000000
NS
USD
653982.00000000
0.024072624769
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R4D8
652510.77000000
PA
USD
650113.38000000
0.023930223545
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
3.00000000
N
N
N
N
N
N
Fortune Brands Home & Security
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
4900.00000000
NS
USD
363972.00000000
0.013397557398
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
12375000.00000000
PA
USD
11941875.00000000
0.439572153243
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
103045.00000000
NS
USD
14047094.40000000
0.517063822240
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
63930.00000000
NS
USD
22561536.30000000
0.830474535352
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NEW1
304.70000000
PA
USD
340.06000000
0.000012517373
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.00000000
N
N
N
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
198.00000000
NS
13063.15000000
0.000480845509
Long
EC
CORP
DE
N
2
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
10000.00000000
NS
USD
699400.00000000
0.025744429913
Long
EC
CORP
US
N
1
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
9500.00000000
NS
USD
352925.00000000
0.012990924974
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
19537.00000000
NS
USD
4724437.34000000
0.173903268490
Long
EC
CORP
US
N
1
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
575000.00000000
PA
USD
579747.80000000
0.021340115248
Long
DBT
CORP
IL
N
2
2028-08-14
Fixed
4.25000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CAZ0
3500000.00000000
PA
USD
3177113.10000000
0.116947334188
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Fixed
1.71700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296SU61
30112.87000000
PA
USD
32593.55000000
0.001199746016
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BCD5
294063.31000000
PA
USD
299927.62000000
0.011040128098
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
3.50000000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
6.00000000
NS
17736.38000000
0.000652863871
Long
EC
CORP
DK
N
2
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AY3
785000.00000000
PA
USD
678212.71000000
0.024964540433
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
2560.00000000
NS
127919.62000000
0.004708632673
Long
EC
CORP
NO
N
2
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp
655663102
1900.00000000
NS
USD
431452.00000000
0.015881449492
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJYT9
143284.34000000
PA
USD
147678.83000000
0.005435955517
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406EEC4
36373.47000000
PA
USD
38819.55000000
0.001428920766
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.00000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AQ9
1235000.00000000
PA
USD
1059937.91000000
0.039015580836
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAP2
335000.00000000
PA
USD
408553.44000000
0.015038569348
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
5.95000000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
4200.00000000
NS
65638.30000000
0.002416100391
Long
EC
CORP
JP
N
2
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED Inc
003654100
1660.00000000
NS
USD
549858.40000000
0.020239907122
Long
EC
CORP
US
N
1
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAF5
650000.00000000
PA
USD
862134.86000000
0.031734587474
Long
DBT
CORP
US
Y
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
9900.00000000
NS
USD
2073060.00000000
0.076307903742
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRY8
270000.00000000
PA
USD
273428.16000000
0.010064701317
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.78200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403FJ62
19709.01000000
PA
USD
20956.88000000
0.000771408247
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.50000000
N
N
N
N
N
N
Station Place Securitization T
N/A
Station Place Securitization Trust Series 2021-4
85772BAA0
2600000.00000000
PA
USD
2596563.84000000
0.095577717752
Long
ABS-MBS
CORP
US
N
2
2022-04-11
Floating
1.35486000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204PT93
170.27000000
PA
USD
181.92000000
0.000006696349
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNU7
383673.52000000
PA
USD
382183.80000000
0.014067921151
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAC9
745000.00000000
PA
USD
738039.96000000
0.027166740097
Long
DBT
NUSS
IN
N
2
2028-02-01
Fixed
3.87500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BM4
475000.00000000
PA
USD
476412.48000000
0.017536413642
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.25000000
N
N
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
33576.00000000
NS
121534.85000000
0.004473613708
Long
EC
CORP
GB
N
2
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
253.00000000
NS
12413.83000000
0.000456944490
Long
EC
CORP
GB
N
2
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
20800.00000000
NS
USD
2039440.00000000
0.075070374812
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-2
80285RAF5
600000.00000000
PA
USD
598095.66000000
0.022015487275
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
1.46000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
13500.00000000
NS
USD
566190.00000000
0.020841062014
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VYT3
19121.78000000
PA
USD
20429.69000000
0.000752002748
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
6125.00000000
NS
USD
277585.00000000
0.010217711720
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PL
635400RUXIFEZSRU8X70
Seagate Technology Holdings PLC
000000000
7100.00000000
NS
USD
638290.00000000
0.023495013110
Long
EC
CORP
US
N
1
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA3
35565MAH7
137188.24000000
PA
USD
137350.82000000
0.005055788617
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Floating
4.05657000
N
N
N
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
12300.00000000
NS
USD
1164564.00000000
0.042866794793
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6T99
59142.15000000
PA
USD
65256.31000000
0.002402039604
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
5.50000000
N
N
N
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
1400.00000000
NS
USD
606256.00000000
0.022315863743
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
8700.00000000
NS
USD
338430.00000000
0.012457374057
Long
EC
CORP
US
N
1
N
N
IFF
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
8800.00000000
NS
USD
1155704.00000000
0.042540664325
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPTH7
368458.76000000
PA
USD
355727.55000000
0.013094084900
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
2.50000000
N
N
N
N
N
N
NTT
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
5400.00000000
NS
156908.84000000
0.005775705796
Long
EC
CORP
JP
N
2
N
N
N
West Pharmaceutical Services I
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
2500.00000000
NS
USD
1026775.00000000
0.037794877073
Long
EC
CORP
US
N
1
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
9800.00000000
NS
USD
1065652.00000000
0.039225912534
Long
EC
CORP
US
N
1
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
7676.00000000
NS
176112.86000000
0.006482592480
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP CDS CDX.NA.IG.38.V1
000000000
6730000.00000000
OU
Other
USD
15967.30000000
0.000587745261
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Put
Purchased
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
6730000.00000000
USD
75.00000000
USD
2022-06-15
XXXX
-9606.70000000
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
8350.00000000
NS
USD
2084327.00000000
0.076722634213
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DTR4
123455.62000000
PA
USD
125914.90000000
0.004634840317
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP CDS CDX.NA.IG.38.V1
000000000
-6730000.00000000
OU
Other
USD
-14928.85000000
-0.00054952063
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Call
Written
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-6730000.00000000
USD
67.50000000
USD
2022-06-15
XXXX
-4497.35000000
N
N
N
OZLM Ltd
5493009CITK5BZZY6417
OZLM XI Ltd
67109UAS1
741890.16000000
PA
USD
741998.55000000
0.027312453055
Long
ABS-CBDO
CORP
KY
N
2
2030-10-30
Floating
1.54900000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
3200000.00000000
PA
USD
2907073.06000000
0.107007347223
Long
DBT
CORP
FR
Y
2
2026-12-14
Fixed
1.48800000
N
N
N
N
N
N
abrdn plc
0TMBS544NMO7GLCE7H90
abrdn plc
000000000
4734.00000000
NS
13290.60000000
0.000489217786
Long
EC
CORP
GB
N
2
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
7700.00000000
NS
USD
1924307.00000000
0.070832408770
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
16238.00000000
NS
USD
1402800.82000000
0.051636127242
Long
EC
CORP
US
N
1
N
N
N
AGC Inc
JE4WFFEELMVPFZ0G1E77
AGC Inc
000000000
500.00000000
NS
20015.92000000
0.000736772161
Long
EC
CORP
JP
N
2
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
23492.00000000
NS
USD
1347736.04000000
0.049609230803
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDN7
475000.00000000
PA
USD
456363.49000000
0.016798424197
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAF4
395000.00000000
PA
USD
316475.49000000
0.011649243740
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.80000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
146600.00000000
NS
USD
8174416.00000000
0.300894595080
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203PBJ1
2652.62000000
PA
USD
2661.93000000
0.000097983800
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
8.00000000
N
N
N
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
2900.00000000
NS
USD
504513.00000000
0.018570774333
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236101
8500.00000000
NS
USD
614295.00000000
0.022611773768
Long
EC
CORP
US
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
1776.00000000
NS
423196.01000000
0.015577552215
Long
EC
CORP
DE
N
2
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
136485.00000000
NS
USD
2307961.35000000
0.084954459850
Long
EC
CORP
US
N
1
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2020-2R
69355XAA1
1295074.33000000
PA
USD
1292130.24000000
0.047562419793
Long
ABS-MBS
CORP
US
N
2
2022-12-25
Floating
4.26014000
N
N
N
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024ND0
1305000.00000000
PA
USD
1857790.44000000
0.068383980236
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
6.26300000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS GS_21-PJ-A
000000000
-9100000.00000000
OU
Other
USD
-334.19000000
-0.00001230130
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GS_21-PJ-A
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
Default Event
2021-08-14
0.00000000
USD
0.00000000
USD
N/A
N/A
-9100000.00000000
USD
2.50000000
USD
2024-06-17
XXXX
-334.19000000
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
6200.00000000
NS
USD
1005020.00000000
0.036994090580
Long
EC
CORP
US
N
1
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
10300.00000000
NS
USD
590911.00000000
0.021751024914
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
5250.00000000
NS
USD
1027267.50000000
0.037813005657
Long
EC
CORP
US
N
1
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704105
15300.00000000
NS
USD
305847.00000000
0.011258016379
Long
EC
CORP
US
N
1
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAC7
130000.00000000
PA
USD
148509.43000000
0.005466529328
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYC0
3058929.15000000
PA
USD
2923514.03000000
0.107612527949
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
1220.00000000
NS
147510.46000000
0.005429757934
Long
EC
CORP
FR
N
2
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
5400.00000000
NS
USD
1886760.00000000
0.069450329688
Long
EC
CORP
US
N
1
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
000000000
119.00000000
NS
11512.82000000
0.000423778935
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405HHD3
42670.28000000
PA
USD
45806.66000000
0.001686111449
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
6.50000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2020-REV1
34531NAA4
2500000.00000000
PA
USD
2414543.75000000
0.088877684223
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
25000.00000000
PA
USD
26950.44000000
0.000992027042
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
4500.00000000
NS
USD
406935.00000000
0.014978995692
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXEM8
3754.42000000
PA
USD
4064.23000000
0.000149601493
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
2124.00000000
NS
34371.23000000
0.001265181186
Long
EC
CORP
NL
N
2
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
000000000
2544.00000000
NS
33983.13000000
0.001250895494
Long
EC
CORP
AU
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
9693.00000000
NS
USD
27072452.07000000
0.996518222639
Long
EC
CORP
US
N
1
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
20400.00000000
NS
USD
2618340.00000000
0.096379283129
Long
EC
CORP
US
N
1
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2021-1
682687AB4
1800000.00000000
PA
USD
1689033.96000000
0.062172171011
Long
ABS-O
CORP
US
N
2
2028-07-14
Fixed
1.26000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225ASB7
1257.83000000
PA
USD
1343.86000000
0.000049466556
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
21400.00000000
NS
USD
528580.00000000
0.019456663946
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
49567.00000000
NS
USD
2195322.43000000
0.080808299167
Long
EC
CORP
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
381.00000000
NS
42342.99000000
0.001558616154
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DB92
484089.08000000
PA
USD
486724.84000000
0.017916004476
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
4000.00000000
NS
USD
1120120.00000000
0.041230841914
Long
EC
CORP
US
N
1
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life Inc
37959E102
3425.00000000
NS
USD
344555.00000000
0.012682831068
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
000000000
3133.00000000
NS
USD
343940.74000000
0.012660220582
Long
EC
CORP
IE
N
1
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VXY3
6564.78000000
PA
USD
7094.16000000
0.000261131119
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
21500.00000000
NS
USD
4020500.00000000
0.147991822231
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
7176.00000000
NS
628854.92000000
0.023147714346
Long
EC
CORP
CH
N
2
N
N
N
USS Co Ltd
5299000RRQD6UZXG4W72
USS Co Ltd
000000000
500.00000000
NS
8397.21000000
0.000309095488
Long
EC
CORP
JP
N
2
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
7200.00000000
NS
USD
838440.00000000
0.030862396078
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
2817000.00000000
PA
USD
2490697.48000000
0.091680850315
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298PVR8
11407.11000000
PA
USD
11876.54000000
0.000437167217
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
7.00000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
19150.00000000
NS
USD
3667225.00000000
0.134988013999
Long
EC
CORP
US
N
1
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2021-P4
14687KAE6
200000.00000000
PA
USD
189209.60000000
0.006964674415
Long
ABS-O
CORP
US
N
2
2028-02-10
Fixed
1.98000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFZ42
173892.53000000
PA
USD
182809.93000000
0.006729106992
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
5600.00000000
NS
USD
399504.00000000
0.014705465725
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
34013.00000000
NS
USD
1620039.19000000
0.059632521282
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
1430.00000000
NS
USD
3358283.50000000
0.123616091216
Long
EC
CORP
US
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
4600.00000000
NS
USD
293894.00000000
0.010818034722
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
83625.00000000
NS
USD
12777900.00000000
0.470345654842
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAE4
530000.00000000
PA
USD
660861.11000000
0.024325840047
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9ED0
152787.11000000
PA
USD
152748.99000000
0.005622584597
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.00000000
N
N
N
N
N
N
TFS_18-3
N/A
TFS_18-3
000000000
1.00000000
PA
1183.69000000
0.000043570809
Long
ABS-MBS
CORP
N/A
N
3
2040-04-16
Fixed
0.00000100
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
2625000.00000000
PA
USD
2655754.29000000
0.097756477248
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2021-1R
69356UAA6
2074126.34000000
PA
USD
2084303.25000000
0.076721759992
Long
ABS-MBS
CORP
US
Y
2
2024-02-27
Floating
3.35657000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUUC1
2218354.90000000
PA
USD
2199812.12000000
0.080973561548
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
3.00000000
N
N
N
N
N
N
Greenwood Park CLO, Ltd
N/A
Greenwood Park CLO Ltd
39729RAB4
1000000.00000000
PA
USD
991786.00000000
0.036506956200
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
1.25129000
N
N
N
N
N
N
Fisher & Paykel Healthcare Cor
N/A
Fisher & Paykel Healthcare Corp Ltd
000000000
1368.00000000
NS
23000.30000000
0.000846625123
Long
EC
CORP
NZ
N
2
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2017-B
55316AAE0
2100000.00000000
PA
USD
2088007.74000000
0.076858119705
Long
ABS-O
CORP
US
N
2
2040-06-15
Fixed
2.72000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
57900.00000000
NS
USD
12840483.00000000
0.472649291756
Long
EC
CORP
US
N
1
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201YW85
157998.14000000
PA
USD
168921.44000000
0.006217881288
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
4600.00000000
NS
USD
845020.00000000
0.031104601323
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
-3430000.00000000
OU
Other
USD
-3935.12000000
-0.00014484904
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Put
Written
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3430000.00000000
USD
95.00000000
USD
2022-06-15
XXXX
2581.88000000
N
N
N
OCP CLO Ltd
254900XV0U0WEM36A370
OCP CLO 2015-9 Ltd
67091YAU8
2500000.00000000
PA
USD
2494155.00000000
0.091808119233
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
1.65800000
N
N
N
N
N
N
Ford Auto Securitization Trust
549300UXPSVB9J11GQ87
Ford Auto Securitization Trust
345213HK1
246122.98000000
PA
197256.70000000
0.007260882596
Long
ABS-O
CORP
CA
N
2
2023-10-15
Fixed
2.32100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404XEV2
524.32000000
PA
USD
576.54000000
0.000021222038
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
4060.00000000
NS
204781.59000000
0.007537868589
Long
EC
CORP
DE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQV2
231766.06000000
PA
USD
230865.79000000
0.008498009937
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3.00000000
N
N
N
N
N
N
CK Infrastructure Holdings Ltd
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd
000000000
1500.00000000
NS
10038.47000000
0.000369509132
Long
EC
CORP
HK
N
2
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
14800.00000000
NS
USD
670884.00000000
0.024694775691
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2N6
537950.60000000
PA
USD
535869.06000000
0.019724969199
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.00000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
87833.00000000
NS
USD
7206697.65000000
0.265273552418
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
14400.00000000
NS
USD
9067392.00000000
0.333764423571
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MAT7
9400000.00000000
PA
USD
9183243.52000000
0.338028837836
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Fixed
2.49200000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAF0
795000.00000000
PA
USD
834506.21000000
0.030717595990
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME Ultra Long Term US Treasury Bond
000000000
370.00000000
NC
USD
-2091841.50000000
-0.07699923775
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-06-21
67628091.50000000
USD
-2091841.50000000
N
N
N
Kraft Heinz Co/The
N/A
Kraft Heinz Co/The
500754106
24667.00000000
NS
USD
971633.13000000
0.035765143004
Long
EC
CORP
US
N
1
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BH5
1300000.00000000
PA
USD
1312574.15000000
0.048314945970
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
7900.00000000
NS
USD
539886.00000000
0.019872829980
Long
EC
CORP
US
N
1
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AQ1
425000.00000000
PA
USD
370969.77000000
0.013655140468
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.87500000
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EX6
200000.00000000
PA
USD
179137.43000000
0.006593924809
Long
DBT
USGA
US
N
2
2031-09-15
Fixed
1.50000000
N
N
N
N
N
N
Rentokil Initial PLC
549300VN4WV7Z6T14K68
Rentokil Initial PLC
000000000
3827.00000000
NS
26548.25000000
0.000977222707
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCC3
1240000.00000000
PA
USD
1185265.63000000
0.043628807464
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.25000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
14986.00000000
NS
USD
3205505.40000000
0.117992435100
Long
EC
CORP
CH
N
1
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
6375.00000000
NS
USD
427252.50000000
0.015726868804
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
11600.00000000
NS
USD
1061632.00000000
0.039077939116
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP CAPITAL XIII
N/A
Citigroup Capital XIII
173080201
20000.00000000
NS
USD
548000.00000000
0.020171500704
Long
EP
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BB8
3495000.00000000
PA
USD
3273799.07000000
0.120506277823
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
1600.00000000
NS
USD
777088.00000000
0.028604071422
Long
EC
CORP
US
N
1
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
000000000
120.00000000
NS
20487.92000000
0.000754146154
Long
EC
CORP
NL
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FPG5
237726.08000000
PA
USD
255158.01000000
0.009392189741
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7VJ5
260157.14000000
PA
USD
263131.70000000
0.009685695751
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.50000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
7605.00000000
NS
222241.38000000
0.008180551374
Long
EC
CORP
FR
N
2
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
7265.00000000
NS
USD
962612.50000000
0.035433099857
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AMB3
713.66000000
PA
USD
762.47000000
0.000028065992
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
32300.00000000
NS
USD
722874.00000000
0.026608491606
Long
EC
CORP
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
874.00000000
NS
75313.24000000
0.002772228236
Long
EC
CORP
DE
N
2
N
N
N
Mountain View CLO Ltd
549300URXZ1TS31FK720
Mountain View CLO IX Ltd
62432BAN3
2500000.00000000
PA
USD
2484479.75000000
0.091451979977
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
1.36129000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
5330.00000000
NS
USD
1631672.90000000
0.060060750095
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201XAK4
200975.02000000
PA
USD
222370.98000000
0.008185321860
Long
ABS-MBS
USGA
US
N
2
2034-12-15
Fixed
5.50000000
N
N
N
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
928856301
2970.00000000
NS
55103.14000000
0.002028308444
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QLK5
26342.45000000
PA
USD
27938.88000000
0.001028410835
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
4.50000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2020-2
682696AA7
1900000.00000000
PA
USD
1763154.40000000
0.064900493105
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
1.75000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
17460.00000000
NS
USD
1741984.20000000
0.064121232696
Long
EC
CORP
US
N
1
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AK9
805000.00000000
PA
USD
808031.69000000
0.029743087233
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.25000000
N
N
N
N
N
N
BNPP IP Euro CLO
635400VGNU8T62DHAX91
BNPP AM Euro CLO 2018 DAC
000000000
1750000.00000000
PA
1910575.56000000
0.070326963968
Long
ABS-CBDO
CORP
IE
N
2
2031-04-15
Floating
0.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6L0
57156.23000000
PA
USD
61836.04000000
0.002276141832
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
2201.00000000
NS
275348.80000000
0.010135398746
Long
EC
CORP
FR
N
2
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CE1
350000.00000000
PA
USD
398000.50000000
0.014650122931
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
5.25000000
N
N
N
N
N
N
OHIO ST UNIV
JFC10ZULKO4X2E3HBY86
Ohio State University/The
677632MV0
415000.00000000
PA
USD
489150.25000000
0.018005282139
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
4.91000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GGGT6
111318.43000000
PA
USD
115813.64000000
0.004263019928
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
2300.00000000
NS
USD
683698.00000000
0.025166450161
Long
EC
CORP
US
N
1
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
49.00000000
NS
1392.51000000
0.000051257329
Long
EC
CORP
SE
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
10140.00000000
NS
USD
1117326.60000000
0.041128018794
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
12300.00000000
NS
USD
1112658.00000000
0.040956170859
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296XTQ8
12508.25000000
PA
USD
13545.27000000
0.000498592013
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.00000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
59136.00000000
NS
96289.87000000
0.003544363468
Long
EC
CORP
GB
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
130000.00000000
PA
USD
131977.78000000
0.004858010734
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284106
2280.00000000
NS
USD
877549.20000000
0.032301978660
Long
EC
CORP
US
N
1
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
3032.00000000
NS
34317.33000000
0.001263197164
Long
EC
CORP
IT
N
2
N
N
N
McDonald's Japan
529900FY9FV0AYNRC729
McDonald's Holdings Co Japan Ltd
000000000
200.00000000
NS
8319.60000000
0.000306238717
Long
EC
CORP
JP
N
2
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QAR7
515000.00000000
PA
USD
632992.36000000
0.023300010649
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
5.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M1MS4
454003.82000000
PA
USD
463066.03000000
0.017045140055
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
17242.00000000
NS
115153.94000000
0.004238736828
Long
EC
CORP
IT
N
2
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4AA2
550000.00000000
PA
USD
731178.89000000
0.026914188859
Long
DBT
USGSE
US
N
2
2031-03-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJMS6
559278.12000000
PA
USD
595701.69000000
0.021927366897
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203C3P5
148.62000000
PA
USD
158.79000000
0.000005844949
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
4900.00000000
NS
USD
617498.00000000
0.022729673981
Long
EC
CORP
US
N
1
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152P62
2305000.00000000
PA
USD
2349595.02000000
0.086486966426
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
5.00000000
N
N
N
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
24516.00000000
NS
265408.50000000
0.009769503183
Long
EC
CORP
IL
N
2
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
45100.00000000
NS
USD
1506791.00000000
0.055463933792
Long
EC
CORP
US
N
1
N
N
N
Laurel Road Prime Student Loan
549300XLHGW4YH0MCQ51
Laurel Road Prime Student Loan Trust 2018-B
51888RAB6
331695.63000000
PA
USD
333908.27000000
0.012290932305
Long
ABS-O
CORP
US
N
2
2043-05-26
Fixed
3.54000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
22200.00000000
NS
USD
878454.00000000
0.032335283722
Long
EC
CORP
US
N
1
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
12177.00000000
NS
43352.67000000
0.001595781776
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CVH5
168173.47000000
PA
USD
171522.36000000
0.006313619353
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRE6
1130327.24000000
PA
USD
1182683.81000000
0.043533772457
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-LC17 Mortgage Trust
12592MBJ8
3554519.92000000
PA
USD
3551265.05000000
0.130719608500
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.64800000
N
N
N
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
11800.00000000
NS
USD
1061056.00000000
0.039056736955
Long
EC
CORP
US
N
1
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
1270000.00000000
PA
USD
1199069.08000000
0.044136902905
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
26457.00000000
NS
181370.42000000
0.006676119625
Long
EC
CORP
GB
N
2
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C38
95001MAE0
3300000.00000000
PA
USD
3285442.71000000
0.120934872153
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.19000000
N
N
N
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
1861.00000000
NS
130291.78000000
0.004795950241
Long
EC
CORP
DE
N
2
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAL9
835000.00000000
PA
USD
708485.04000000
0.026078843948
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
180.00000000
NS
18477.39000000
0.000680139936
Long
EC
CORP
FR
N
2
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
20800.00000000
NS
USD
1567280.00000000
0.057690492015
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200WE31
21866.50000000
PA
USD
23362.14000000
0.000859944203
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296RYX0
34234.75000000
PA
USD
36410.81000000
0.001340256714
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
3900.00000000
NS
USD
910143.00000000
0.033501733879
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
350000.00000000
PA
USD
337274.69000000
0.012414847895
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
52250.00000000
NS
USD
4405197.50000000
0.162152270940
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-Mini Standard & Poor's 500 Index
000000000
131.00000000
NC
USD
2363341.24000000
0.086992955270
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2022-06-17
27313071.26000000
USD
2363341.24000000
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAC7
545000.00000000
PA
USD
503843.08000000
0.018546115042
Long
DBT
CORP
QA
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
11200.00000000
NS
USD
1008000.00000000
0.037103782318
Long
EC
CORP
US
N
1
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AL4
1000000.00000000
PA
USD
987102.54000000
0.036334561279
Long
DBT
CORP
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AX2
2250000.00000000
PA
USD
2212710.73000000
0.081448350455
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
5162.00000000
NS
USD
2308549.64000000
0.084976114397
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
9400.00000000
NS
USD
1125274.00000000
0.041420557087
Long
EC
CORP
IE
N
1
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543BY8
15000.00000000
PA
USD
23969.31000000
0.000882293710
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
9.40000000
N
N
N
N
N
N
Rohm Co Ltd
5493009V2FGDEP7JFE59
Rohm Co Ltd
000000000
2000.00000000
NS
155849.03000000
0.005736694924
Long
EC
CORP
JP
N
2
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
16700.00000000
NS
USD
560619.00000000
0.020635997360
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
3360000.00000000
OU
Other
USD
0.56000000
0.000000020613
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3360000.00000000
USD
35.00000000
USD
2022-05-18
XXXX
-167.44000000
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
23912.00000000
NS
USD
4652796.96000000
0.171266235688
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
115000.00000000
PA
USD
109479.87000000
0.004029878238
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-BNK2
61690YBT8
1999999.99000000
PA
USD
1945993.39000000
0.071630669776
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
2.79100000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-RPL1 Trust
55283QAA2
2166384.91000000
PA
USD
2054233.98000000
0.075614930976
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Variable
1.13130000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
2303.00000000
NS
346517.92000000
0.012755084794
Long
EC
CORP
AU
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
SWOP CDS CDX.NA.IG.38.V1
000000000
-3360000.00000000
OU
Other
USD
-4819.26000000
-0.00017739362
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3360000.00000000
USD
105.00000000
USD
2022-07-20
XXXX
2287.14000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
-3360000.00000000
OU
Other
USD
-6337.71000000
-0.00023328671
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3360000.00000000
USD
67.50000000
USD
2022-05-18
XXXX
-2137.71000000
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAL7
225000.00000000
PA
USD
259955.14000000
0.009568768776
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210AUC9
2835.97000000
PA
USD
3032.82000000
0.000111636005
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
750000.00000000
PA
USD
693979.37000000
0.025544900275
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
Tate & Lyle PLC
2138008K14474WPKZ244
Tate & Lyle PLC
000000000
2405.00000000
NS
23205.61000000
0.000854182442
Long
EC
CORP
GB
N
2
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
2710.00000000
NS
USD
519588.30000000
0.019125685692
Long
EC
CORP
US
N
1
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
6200.00000000
NS
USD
528612.00000000
0.019457841843
Long
EC
CORP
US
N
1
N
N
N
Norwegian Cruise Line Holdings
N/A
Norwegian Cruise Line Holdings Ltd
000000000
13800.00000000
NS
USD
301944.00000000
0.011114349651
Long
EC
CORP
US
N
1
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
247841.00000000
NS
USD
10216006.02000000
0.376044110640
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
91858.00000000
NS
USD
16279993.34000000
0.599255286732
Long
EC
CORP
US
N
1
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAB1
405000.00000000
PA
USD
412083.08000000
0.015168492953
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
Shimano Inc
529900L32YT3P9DECR10
Shimano Inc
000000000
500.00000000
NS
114185.61000000
0.004203093271
Long
EC
CORP
JP
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAQ0
3795513.64000000
PA
USD
3720598.93000000
0.136952671420
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Fixed
3.17800000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
2330.00000000
NS
USD
1595956.80000000
0.058746065174
Long
EC
CORP
US
N
1
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C2
90276CAC5
2500000.00000000
PA
USD
2502718.00000000
0.092123317336
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.26400000
N
N
N
N
N
N
DH EUROPE FINANCE
222100KDGL314CKTZ511
DH Europe Finance II Sarl
000000000
1125000.00000000
PA
1116763.84000000
0.041107303988
Long
DBT
CORP
LU
N
2
2039-09-18
Fixed
1.35000000
N
N
N
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
14633.00000000
NS
USD
2699056.85000000
0.099350414510
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJS7
439817.16000000
PA
USD
438110.75000000
0.016126553471
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
6400.00000000
NS
USD
1011008.00000000
0.037214504716
Long
EC
CORP
US
N
1
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
395000.00000000
PA
USD
468094.05000000
0.017230217991
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
9028.00000000
NS
USD
294583.64000000
0.010843419893
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212XCS2
11388.49000000
PA
USD
12167.45000000
0.000447875412
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
18347.00000000
NS
USD
3030557.46000000
0.111552722518
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401JRG5
3165.12000000
PA
USD
3410.67000000
0.000125544402
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
6.00000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAB9
1544000.00000000
PA
USD
1439769.64000000
0.052996923919
Long
DBT
CORP
QA
N
2
2026-09-12
Fixed
1.37500000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
8083.00000000
NS
259254.26000000
0.009542969869
Long
EC
CORP
LU
N
2
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GS_21-PJ-A
000000000
1.00000000
NC
USD
4853.56000000
0.000178656184
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2022-04-14
0.00000000
USD
-701.88000000
USD
7515537.00000000
USD
5555.44000000
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
38900.00000000
NS
USD
3029921.00000000
0.111529294865
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381WPW2
2400000.00000000
PA
USD
2379120.48000000
0.087573778172
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
3.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AC2
980000.00000000
PA
USD
980005.44000000
0.036073321940
Long
DBT
CORP
CH
N
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
11300.00000000
NS
USD
841963.00000000
0.030992075269
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
21100.00000000
NS
USD
1358629.00000000
0.050010193121
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409G6N1
106715.52000000
PA
USD
115934.56000000
0.004267470910
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.50000000
N
N
N
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
5542.00000000
NS
186439.84000000
0.006862721467
Long
EC
CORP
GB
N
2
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
725000.00000000
PA
USD
756925.98000000
0.027861921421
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
8400.00000000
NS
USD
4126248.00000000
0.151884332918
Long
EC
CORP
US
N
1
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2021-REV2
345285AB6
400000.00000000
PA
USD
373819.92000000
0.013760052517
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
1.91000000
N
N
N
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
77.00000000
NS
4166.88000000
0.000153379968
Long
EC
CORP
CH
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8H7
1165000.00000000
PA
USD
1184832.37000000
0.043612859464
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.75000000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
12250.00000000
NS
USD
2110185.00000000
0.077674449296
Long
EC
CORP
US
N
1
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
1020000.00000000
PA
USD
1033479.86000000
0.038041678328
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204YZ55
2128.36000000
PA
USD
2301.54000000
0.000084718094
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
15410.00000000
NS
USD
5772431.90000000
0.212479222880
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
340000.00000000
PA
USD
336576.16000000
0.012389135490
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Daifuku Co Ltd
N/A
Daifuku Co Ltd
000000000
300.00000000
NS
21436.39000000
0.000789058678
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402YBF0
2174.71000000
PA
USD
2338.56000000
0.000086080774
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
4890.00000000
NS
USD
2628912.90000000
0.096768464260
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
15500.00000000
NS
USD
1094765.00000000
0.040297541914
Long
EC
CORP
US
N
1
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
106522.00000000
NS
206948.60000000
0.007617634727
Long
EC
CORP
GB
N
2
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MFJ7
3195000.00000000
PA
USD
4218267.83000000
0.155271519170
Long
DBT
USGSE
US
N
2
2030-01-15
Fixed
7.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F2R5
53431.36000000
PA
USD
58657.92000000
0.002159157435
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205BEG3
563.67000000
PA
USD
602.22000000
0.000022167301
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
3395000.00000000
PA
USD
3477542.97000000
0.128005949762
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
9206.00000000
NS
USD
440046.80000000
0.016197818131
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AWEN9
1245334.81000000
PA
USD
1302408.59000000
0.047940758742
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AD6
350000.00000000
PA
USD
326890.35000000
0.012032607528
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
3598.00000000
NS
54847.62000000
0.002018902929
Long
EC
CORP
AU
N
2
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
12360.00000000
NS
USD
5069824.80000000
0.186616741835
Long
EC
CORP
US
N
1
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KAQ0
35476.64000000
PA
USD
37885.20000000
0.001394527989
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
5.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAH8
400000.00000000
PA
USD
402151.01000000
0.014802900331
Long
DBT
CORP
ES
N
2
2023-04-12
Floating
1.35829000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AW2
1820000.00000000
PA
USD
1838085.94000000
0.067658671229
Long
DBT
CORP
US
N
2
2029-04-18
Fixed
3.75000000
N
N
N
N
N
N
TOKYO METROPOLITAN GOVT
353800FABE4GGB1BMO18
Tokyo Metropolitan Government
889124AK9
1200000.00000000
PA
USD
1203345.78000000
0.044294325272
Long
DBT
NUSS
JP
N
2
2022-06-08
Fixed
2.50000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AW9
701000.00000000
PA
USD
852207.24000000
0.031369158653
Long
DBT
CORP
US
N
2
2037-10-09
Fixed
6.30000000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
11393.00000000
NS
USD
1498863.08000000
0.055172112544
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFCN6
443048.45000000
PA
USD
432303.07000000
0.015912776790
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
990000.00000000
PA
USD
1003801.64000000
0.036949243592
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H6
61769JAZ4
5000000.00000000
PA
USD
4847893.00000000
0.178447585886
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.15800000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
9700.00000000
NS
USD
1471878.00000000
0.054178810427
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
54950.00000000
NS
USD
4546013.50000000
0.167335610435
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust 2018-A-GS
20269DAA3
448649.03000000
PA
USD
446574.16000000
0.016438085735
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
3.21000000
N
N
N
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
3450.00000000
NS
USD
834106.50000000
0.030702882942
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBX5
869960.29000000
PA
USD
830815.75000000
0.030581752712
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.00000000
N
N
N
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
800.00000000
NS
27389.42000000
0.001008185592
Long
EC
CORP
JP
N
2
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
560000.00000000
PA
USD
503854.38000000
0.018546530987
Long
DBT
CORP
CH
Y
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
7200.00000000
NS
USD
920880.00000000
0.033896955417
Long
EC
CORP
US
N
1
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F64U8
988874.83000000
PA
USD
92873.25000000
0.003418600050
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Fixed
2.00000000
N
N
N
N
N
N
CDC Mortgage Capital Trust
N/A
CDC Mortgage Capital Trust 2002-HE3
12506YAS8
9216.11000000
PA
USD
10134.10000000
0.000373029206
Long
ABS-MBS
CORP
US
N
2
2033-03-25
Floating
2.10657000
N
N
N
N
N
N
NA DEVELOPMENT BANK
5493008W785ZKQMVNG08
North American Development Bank
656836AB9
226000.00000000
PA
USD
226273.58000000
0.008328973865
Long
DBT
NUSS
N/A
N
2
2022-10-26
Fixed
2.40000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AX4
300000.00000000
PA
USD
267842.76000000
0.009859106609
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9A85
35967.77000000
PA
USD
40175.67000000
0.001478838605
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
6.00000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
4450.00000000
NS
USD
591627.50000000
0.021777398783
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298WJN6
5641.69000000
PA
USD
5836.34000000
0.000214831635
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
7.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300CFP9NBBMZH1008
Wells Fargo Commercial Mortgage Trust 2016-NXS6
95000KBA2
4500000.00000000
PA
USD
4399786.35000000
0.161953090254
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
2.64200000
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
Laurel Road Prime Student Loan Trust 2017-C
518889AC4
171002.49000000
PA
USD
171380.08000000
0.006308382124
Long
ABS-O
CORP
US
N
2
2042-11-25
Fixed
2.81000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
9900.00000000
NS
USD
1371249.00000000
0.050474726587
Long
EC
CORP
US
N
1
N
N
N
COMCAST CABLE HOLDINGS
549300PBDHO6M483PB82
Comcast Cable Holdings LLC
879240AR0
1440000.00000000
PA
USD
1456732.09000000
0.053621299963
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
9.87500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
35682.00000000
NS
69322.72000000
0.002551721341
Long
EC
CORP
GB
N
2
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP CDS CDX.NA.IG.38.V1
000000000
3360000.00000000
OU
Other
USD
10159.76000000
0.000373973733
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3360000.00000000
USD
77.50000000
USD
2022-07-20
XXXX
-3666.64000000
N
N
N
Medibank Pvt Ltd
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd
000000000
5560.00000000
NS
12755.29000000
0.000469513396
Long
EC
CORP
AU
N
2
N
N
N
FANUC Corp
529900QTSW745LOKW705
FANUC Corp
000000000
1600.00000000
NS
281770.46000000
0.010371775606
Long
EC
CORP
JP
N
2
N
N
N
Interpublic Group of Cos Inc/T
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
13631.00000000
NS
USD
483218.95000000
0.017786955092
Long
EC
CORP
US
N
1
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C27
46644ABE1
3978110.21000000
PA
USD
3903530.19000000
0.143686244485
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
2.92020000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
29300.00000000
NS
USD
2221819.00000000
0.081783619569
Long
EC
CORP
US
N
1
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
1365000.00000000
PA
USD
1328321.55000000
0.048894596864
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP CDS CDX.NA.IG.38.V1
000000000
-6730000.00000000
OU
Other
USD
-7721.10000000
-0.00028420834
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-6730000.00000000
USD
95.00000000
USD
2022-06-15
XXXX
5065.90000000
N
N
N
GM Financial Securitized Term
549300RO0W90UZB1HD05
GM Financial Consumer Automobile Receivables Trust 2018-4
38013FAG6
300000.00000000
PA
USD
302546.25000000
0.011136518056
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
3.62000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
17947.00000000
NS
USD
1320540.26000000
0.048608172965
Long
EC
CORP
US
N
1
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAE1
595000.00000000
PA
USD
610943.10000000
0.022488392649
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTQ5
7005348.46000000
PA
USD
6526670.27000000
0.240242215237
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
18710.00000000
NS
USD
1350300.70000000
0.049703634163
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403RLM8
32250.33000000
PA
USD
35300.47000000
0.001299385867
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAD1
1285000.00000000
PA
USD
1293953.88000000
0.047629546719
Long
DBT
NUSS
SA
N
2
2023-03-04
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H4WY2
1000000.12000000
PA
USD
145058.12000000
0.005339488995
Long
ABS-MBS
USGSE
US
N
2
2052-01-25
Fixed
3.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
1125000.00000000
PA
USD
1061762.28000000
0.039082734633
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
379.00000000
NC
USD
-1064015.84000000
-0.03916568661
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-06-21
47633640.84000000
USD
-1064015.84000000
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-3
80287EAE5
2000000.00000000
PA
USD
1940640.20000000
0.071433622557
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
0.95000000
N
N
N
N
N
N
MARKEL CORPORATION
549300SCNO12JLWIK605
Markel Corp
570535AP9
165000.00000000
PA
USD
178198.30000000
0.006559356083
Long
DBT
CORP
US
N
2
2043-03-30
Fixed
5.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAF6
1100000.00000000
PA
USD
1159676.57000000
0.042686891877
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
8.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
855000.00000000
PA
USD
931673.10000000
0.034294241958
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971MZG0
1100000.00000000
PA
USD
1272471.78000000
0.046838805487
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
5.76700000
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
1425000.00000000
PA
USD
1210974.80000000
0.044575144218
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BW3
1010000.00000000
PA
USD
1066134.77000000
0.039243682964
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
5889.00000000
NS
USD
1426315.80000000
0.052501697380
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311206
7374.00000000
NS
USD
114739.44000000
0.004223479370
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A2BB5
1600142.78000000
PA
USD
1571452.25000000
0.057844069649
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
SWOP CDS CDX.NA.IG.38.V1
000000000
-3620000.00000000
OU
Other
USD
-4153.10000000
-0.00015287273
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3620000.00000000
USD
95.00000000
USD
2022-06-15
XXXX
2362.90000000
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCX5
950000.00000000
PA
USD
969577.75000000
0.035689485889
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
000000000
7136.00000000
NS
176963.25000000
0.006513894748
Long
EC
CORP
NO
N
2
N
N
N
Charles River Laboratories Int
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864107
1760.00000000
NS
USD
499787.20000000
0.018396820906
Long
EC
CORP
US
N
1
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
300.00000000
NS
21512.60000000
0.000791863916
Long
EC
CORP
JP
N
2
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
17600.00000000
NS
USD
1232000.00000000
0.045349067277
Long
EC
CORP
US
N
1
N
N
N
SG Holdings Co Ltd
N/A
SG Holdings Co Ltd
000000000
800.00000000
NS
15086.04000000
0.000555306690
Long
EC
CORP
JP
N
2
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DA5
2840000.00000000
PA
USD
2444448.55000000
0.089978459213
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7M51
366843.99000000
PA
USD
380257.69000000
0.013997022375
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
5650.00000000
NS
USD
370414.00000000
0.013634682959
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WKQR2
443839.10000000
PA
USD
451228.46000000
0.016609407297
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2018-A
63940PAB1
533296.65000000
PA
USD
535354.16000000
0.019706016087
Long
ABS-O
CORP
US
N
2
2042-02-18
Fixed
3.19000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
3050000.00000000
PA
USD
3146296.31000000
0.115812989478
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERH60
276946.05000000
PA
USD
286777.74000000
0.010556090117
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAB5
620000.00000000
PA
USD
689548.62000000
0.025381807434
Long
DBT
CORP
NL
N
2
2043-07-15
Fixed
5.25000000
N
N
N
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
4200.00000000
NS
USD
583926.00000000
0.021493911898
Long
EC
CORP
US
N
1
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
000000000
2571.00000000
NS
207433.70000000
0.007635490922
Long
EC
CORP
DE
N
2
N
N
N
NortonLifeLock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
668771108
20178.00000000
NS
USD
535120.56000000
0.019697417432
Long
EC
CORP
US
N
1
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
18800.00000000
NS
USD
4189016.00000000
0.154194779554
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
7300.00000000
NS
USD
619624.00000000
0.022807930570
Long
EC
CORP
US
N
1
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MEU3
610000.00000000
PA
USD
754957.19000000
0.027789451624
Long
DBT
USGSE
US
N
2
2029-05-15
Fixed
6.25000000
N
N
N
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
874.00000000
NS
19065.89000000
0.000701802214
Long
EC
CORP
GB
N
2
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
1640.00000000
NS
USD
684847.60000000
0.025208766142
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
8600.00000000
NS
USD
1518416.00000000
0.055891841996
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410FYT6
42479.36000000
PA
USD
47435.41000000
0.001746064609
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko Oyj
000000000
528.00000000
NS
14527.28000000
0.000534739121
Long
EC
CORP
FI
N
2
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
1368.00000000
NS
70997.27000000
0.002613360368
Long
EC
CORP
SE
N
2
N
N
N
MidOcean Credit CLO
549300XSCUX0ONI5KZ96
MidOcean Credit CLO III
59802UAU3
3458585.69000000
PA
USD
3438268.57000000
0.126560286281
Long
ABS-CBDO
CORP
KY
N
2
2031-04-21
Floating
1.37514000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust 2015-GC34
36250VAC6
4715097.02000000
PA
USD
4679280.67000000
0.172241082722
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.24400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298SZC1
93865.47000000
PA
USD
100424.16000000
0.003696543821
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
5060.00000000
NS
USD
1065636.00000000
0.039225323585
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GSA2
36264KAU4
4150000.00000000
PA
USD
3663316.22000000
0.134844134512
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Fixed
1.72100000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
1870000.00000000
PA
USD
1966943.49000000
0.072401828457
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ74
186146.83000000
PA
USD
198191.91000000
0.007295307029
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CGD0
729844.09000000
PA
USD
724402.76000000
0.026664764203
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401WBQ1
28030.92000000
PA
USD
29667.82000000
0.001092051919
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
4.50000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AS5
2105000.00000000
PA
USD
2143041.54000000
0.078883875792
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.85000000
N
N
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
21700.00000000
NS
USD
2554524.00000000
0.094030260339
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
11300.00000000
NS
USD
642518.00000000
0.023650642864
Long
EC
CORP
US
N
1
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
3410000.00000000
OU
Other
USD
0.57000000
0.000000020981
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Call
Purchased
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3410000.00000000
USD
35.00000000
USD
2022-05-18
XXXX
-169.93000000
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646139W35
1000000.00000000
PA
USD
1462143.10000000
0.053820475496
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41400000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAQ6
420000.00000000
PA
USD
429969.25000000
0.015826870491
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BP7
250000.00000000
PA
USD
235375.30000000
0.008664001879
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAH4
3570000.00000000
PA
USD
3331933.48000000
0.122646165218
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
265000.00000000
PA
USD
273223.32000000
0.010057161299
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
492092.77000000
0.018113594264
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-17087142.00000000
EUR
19396793.90000000
USD
2022-04-04
492092.77000000
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
12550.00000000
NS
USD
487818.50000000
0.017956261343
Long
EC
CORP
US
N
1
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
1050000.00000000
PA
USD
1016647.88000000
0.037422104795
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAE4
1500000.00000000
PA
USD
1457819.70000000
0.053661334134
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
9528.00000000
NS
USD
1674546.00000000
0.061638879231
Long
EC
CORP
US
N
1
N
N
N
iShares Core S&P 500 ETF
5493007M4YMN8XL48C14
iShares Core S&P 500 ETF
464287200
16700.00000000
NS
USD
7576623.00000000
0.278890248509
Long
EC
RF
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
27082.00000000
NS
USD
680029.02000000
0.025031397547
Long
EC
CORP
US
N
1
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
551000.00000000
PA
USD
556515.70000000
0.020484957727
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals Inc
000000000
7800.00000000
NS
195998.62000000
0.007214573542
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBX6
555811.76000000
PA
USD
568882.27000000
0.020940162609
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
740.00000000
NS
USD
416790.20000000
0.015341758782
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
800.00000000
NS
USD
1098552.00000000
0.040436938762
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
8000.00000000
NS
USD
393760.00000000
0.014494033061
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204DLH0
2732.45000000
PA
USD
2919.35000000
0.000107459252
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
Kajima Corp
N/A
Kajima Corp
000000000
1000.00000000
NS
12153.63000000
0.000447366708
Long
EC
CORP
JP
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
346000.00000000
PA
USD
350997.22000000
0.012919964727
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
496.00000000
NS
11899.61000000
0.000438016407
Long
EC
CORP
PT
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
39300.00000000
NS
USD
6005826.00000000
0.221070298158
Long
EC
CORP
US
N
1
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AE1
350000.00000000
PA
USD
478240.29000000
0.017603694063
Long
DBT
CORP
GB
N
2
2030-12-15
Variable
9.62500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
823000.00000000
PA
USD
711177.85000000
0.026177964420
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2019-1
68267EAA2
4100000.00000000
PA
USD
4115388.94000000
0.151484618436
Long
ABS-O
CORP
US
N
2
2027-09-14
Fixed
3.63000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
8900.00000000
NS
USD
573961.00000000
0.021127107145
Long
EC
CORP
US
N
1
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
5250.00000000
NS
USD
1921815.00000000
0.070740679975
Long
EC
CORP
US
N
1
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3133XGAY0
850000.00000000
PA
USD
1106068.99000000
0.040713633961
Long
DBT
USGSE
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
435.00000000
NS
11549.26000000
0.000425120266
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201LGQ1
21847.20000000
PA
USD
23603.51000000
0.000868828866
Long
ABS-MBS
USGA
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
31100.00000000
NS
USD
1177757.00000000
0.043352419991
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GKGW0
164699.11000000
PA
USD
172010.92000000
0.006331602908
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11
46639YAP2
498409.77000000
PA
USD
497617.95000000
0.018316972315
Long
ABS-MBS
CORP
US
N
2
2046-04-15
Fixed
2.69420000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
459888.00000000
NS
282128.38000000
0.010384950394
Long
EC
CORP
GB
N
2
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
80000.00000000
PA
USD
79320.49000000
0.002919732335
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp
989207105
1970.00000000
NS
USD
814989.00000000
0.029999180999
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
13000.00000000
NS
USD
1038700.00000000
0.038233828069
Long
EC
CORP
US
N
1
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS1
52474JAA4
259706.11000000
PA
USD
251508.28000000
0.009257845706
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.89200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBJ1
6106926.23000000
PA
USD
5837064.70000000
0.214858311513
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
80530.00000000
NS
USD
17906650.80000000
0.659131421952
Long
EC
CORP
US
N
1
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein Inc
806407102
4800.00000000
NS
USD
418512.00000000
0.015405137049
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
25500.00000000
NS
USD
5468730.00000000
0.201300166146
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
4000.00000000
NS
USD
884600.00000000
0.032561513728
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400DWE8
47496.97000000
PA
USD
52224.96000000
0.001922364630
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
6.50000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063A5E0
350000.00000000
PA
USD
482256.75000000
0.017751537175
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
323.00000000
NS
13280.10000000
0.000488831289
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402UR87
64581.84000000
PA
USD
68670.13000000
0.002527699955
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.50000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
495000.00000000
PA
USD
486784.89000000
0.017918214875
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAW9
2420000.00000000
PA
USD
2266874.35000000
0.083442075818
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWV49
997934.67000000
PA
USD
123741.30000000
0.004554831606
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
29287TAA7
400000.00000000
PA
USD
368489.32000000
0.013563836821
Long
DBT
CORP
CL
N
2
2030-01-28
Fixed
3.40000000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AP1
200000.00000000
PA
USD
201700.68000000
0.007424462424
Long
DBT
NUSS
JP
N
2
2024-03-12
Fixed
3.00000000
N
N
N
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
6500.00000000
NS
USD
346970.00000000
0.012771725546
Long
EC
CORP
US
N
1
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834JB5
830000.00000000
PA
USD
509963.67000000
0.018771409723
Long
DBT
UST
US
N
2
2040-08-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYUA5
1337284.18000000
PA
USD
1255023.03000000
0.046196529076
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
2.00000000
N
N
N
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
3100.00000000
NS
14172.88000000
0.000521693903
Long
EC
CORP
JP
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
3525000.00000000
PA
USD
3600803.68000000
0.132543091183
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.87500000
N
N
N
N
N
N
Battalion CLO LTD
549300RRK5G3IT4Y7N27
Battalion CLO X Ltd
07132JBC7
500000.00000000
PA
USD
495401.60000000
0.018235390006
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
1.42886000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FTK2
31854.19000000
PA
USD
33468.31000000
0.001231945326
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
4.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CAD FORWARD
000000000
1.00000000
NC
USD
-4880.72000000
-0.00017965592
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1383799.00000000
CAD
1101930.65000000
USD
2022-04-19
-4880.72000000
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
28115.00000000
NS
USD
2388931.55000000
0.087934916868
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXW0
277172.91000000
PA
USD
289690.08000000
0.010663291337
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFG8
444101.51000000
PA
USD
431314.31000000
0.015876381219
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AQG56
200757.34000000
PA
USD
216570.94000000
0.007971826402
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204DJE0
7719.49000000
PA
USD
8247.49000000
0.000303584398
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
16760.00000000
NS
USD
3556807.20000000
0.130923611206
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
1900.00000000
NS
USD
390412.00000000
0.014370795498
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RDG1
503.49000000
PA
USD
545.82000000
0.000020091256
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900QO5AI38SSR4719
Wellfleet CLO 2018-2 Ltd
94949JAA3
3750000.00000000
PA
USD
3730310.25000000
0.137310138387
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
1.45400000
N
N
N
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
9780.00000000
NS
USD
4702615.20000000
0.173100010621
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205B6H0
3115.84000000
PA
USD
3424.86000000
0.000126066726
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
1800.00000000
NS
185339.25000000
0.006822209510
Long
EC
CORP
JP
N
2
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
3650000.00000000
PA
USD
3207355.74000000
0.118060544834
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
1785.00000000
NS
23343.82000000
0.000859269856
Long
EC
CORP
ES
N
2
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAR0
850000.00000000
PA
USD
958605.89000000
0.035285619316
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VZK1
114410.17000000
PA
USD
124880.06000000
0.004596748573
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C61
95003QAG4
9000000.00000000
PA
USD
8321536.80000000
0.306310009899
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.40600000
N
N
N
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
10600.00000000
NS
200193.78000000
0.007368994478
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GUGL2
164054.68000000
PA
USD
167465.73000000
0.006164297610
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
11800.00000000
NS
USD
847358.00000000
0.031190661485
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
460000.00000000
PA
USD
427137.54000000
0.015722637206
Long
DBT
CORP
DE
N
2
2026-11-24
Fixed
2.12900000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
21700.00000000
NS
USD
1242542.00000000
0.045737111001
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
9017.00000000
NS
USD
285388.05000000
0.010504936590
Long
EC
CORP
US
N
1
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
8700.00000000
NS
USD
304935.00000000
0.011224446290
Long
EC
CORP
US
N
1
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGF0
615000.00000000
PA
USD
622286.88000000
0.022905949340
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82400000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CN5
3695000.00000000
PA
USD
3344840.33000000
0.123121257433
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.60000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS TREASURY BOND
000000000
1.00000000
NC
USD
-547896.66000000
-0.02016769683
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
US TREASURY N/B
United States Treasury Note/Bond
Y
2022-05-19
0.00000000
USD
0.00000000
USD
24682431.76000000
USD
-547896.66000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 2 Year Euro SCHATZ
000000000
-20.00000000
NC
27165.11000000
0.000999928896
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
Bundesschatzanweisungen
2022-06-08
-2493211.59000000
USD
27165.11000000
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
800.00000000
NS
11457.20000000
0.000421731601
Long
EC
CORP
JP
N
2
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
3300.00000000
NS
USD
734118.00000000
0.027022375464
Long
EC
CORP
US
N
1
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
8300.00000000
NS
USD
2080146.00000000
0.076568734497
Long
EC
CORP
US
N
1
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
000000000
1700.00000000
NS
254549.26000000
0.009369782075
Long
EC
CORP
JP
N
2
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C5
90276TAF1
5000000.00000000
PA
USD
4891141.00000000
0.180039514832
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.21200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EWYT6
690423.84000000
PA
USD
709367.88000000
0.026111340677
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
1115.00000000
NS
114219.34000000
0.004204334849
Long
EC
CORP
FR
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBD6
705000.00000000
PA
USD
740194.60000000
0.027246050904
Long
DBT
CORP
GB
N
2
2029-05-16
Fixed
4.97200000
N
N
N
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
000000000
9018.00000000
NS
238509.77000000
0.008779379550
Long
EC
CORP
AU
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203UZ62
3933.69000000
PA
USD
4202.75000000
0.000154700318
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
AMER AIRLN 15-1 A PTT
N/A
American Airlines 2015-1 Class A Pass Through Trust
023770AA8
1782241.33000000
PA
USD
1713313.86000000
0.063065897325
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.37500000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
63900.00000000
NS
USD
3338775.00000000
0.122897996834
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAE5
610000.00000000
PA
USD
612235.77000000
0.022535974937
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200NYQ8
47756.38000000
PA
USD
53198.13000000
0.001958186344
Long
ABS-MBS
USGA
US
N
2
2034-07-15
Fixed
6.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
275000.00000000
PA
USD
301531.68000000
0.011099172437
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
8100.00000000
NS
USD
1803303.00000000
0.066378335283
Long
EC
CORP
US
N
1
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAE4
2150000.00000000
PA
USD
2112207.52000000
0.077748896857
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
1.74796200
N
N
N
N
N
N
VAT Group AG
529900MVFK7NVALR7Y83
VAT Group AG
000000000
55.00000000
NS
20902.77000000
0.000769416495
Long
EC
CORP
CH
N
2
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GE7
690000.00000000
PA
USD
619071.06000000
0.022787577231
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AJBG7
751155.55000000
PA
USD
720993.64000000
0.026539276856
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
5600.00000000
NS
USD
540288.00000000
0.019887627322
Long
EC
CORP
US
N
1
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097103
28300.00000000
NS
USD
763251.00000000
0.028094741029
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
3430000.00000000
OU
Other
USD
3.12000000
0.000000114845
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Call
Purchased
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3430000.00000000
USD
35.00000000
USD
2022-06-15
XXXX
-151.23000000
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
17800.00000000
NS
USD
5685854.00000000
0.209292350305
Long
EC
CORP
GB
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
11780.00000000
NS
USD
3888578.00000000
0.143135864720
Long
EC
CORP
US
N
1
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
5503.00000000
NS
262972.94000000
0.009679851906
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3AX6
3274920.60000000
PA
USD
3349256.81000000
0.123283825005
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204YZ30
1610.51000000
PA
USD
1720.67000000
0.000063336671
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QGE5
280319.91000000
PA
USD
301212.67000000
0.011087429899
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
4.50000000
N
N
N
N
N
N
CHICAGO IL O'HARE INTERNATIONA
N/A
Chicago O'Hare International Airport
167593AN2
970000.00000000
PA
USD
1299390.90000000
0.047829679662
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.39500000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
1600000.00000000
PA
USD
1587689.36000000
0.058441746430
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
12300.00000000
NS
322950.71000000
0.011887592106
Long
EC
CORP
SG
N
2
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
4200.00000000
NS
USD
995820.00000000
0.036655444948
Long
EC
CORP
US
N
1
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
000000000
1219.00000000
NS
15887.99000000
0.000584825915
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQ2V3
379267.77000000
PA
USD
386826.57000000
0.014238818301
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
8500.00000000
NS
USD
844730.00000000
0.031093926624
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
1200000.00000000
PA
1400512.50000000
0.051551895767
Long
DBT
NUSS
ID
N
2
2025-07-30
Fixed
3.37500000
N
N
N
N
N
N
Constellation Energy Corp
N/A
Constellation Energy Corp
21037T109
11304.00000000
NS
USD
635850.00000000
0.023405198399
Long
EC
CORP
US
N
1
N
N
N
NIPPON EXPRESS HOLDINGS INC
N/A
NIPPON EXPRESS HOLDINGS INC
000000000
200.00000000
NS
13714.03000000
0.000504803952
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYL2
321823.94000000
PA
USD
324681.24000000
0.011951291717
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
-3370000.00000000
OU
Other
USD
-7475.52000000
-0.00027516871
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3370000.00000000
USD
67.50000000
USD
2022-06-15
XXXX
-2083.52000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416TNK1
447828.33000000
PA
USD
475264.90000000
0.017494172016
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.50000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAA3
600000.00000000
PA
USD
608507.55000000
0.022398741740
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CG65
385726.51000000
PA
USD
382849.12000000
0.014092411120
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.00000000
N
N
N
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
54100.00000000
NS
USD
5082154.00000000
0.187070571153
Long
EC
CORP
US
N
1
N
N
N
T&D Holdings Inc
3538008ARJ1MACEWA242
T&D Holdings Inc
000000000
1200.00000000
NS
16210.24000000
0.000596687714
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413UNC9
202.81000000
PA
USD
216.42000000
0.000007966270
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
Stockland
N/A
Stockland
000000000
49094.00000000
NS
155316.53000000
0.005717093967
Long
EC
CORP
AU
N
2
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
1208.00000000
NS
124295.04000000
0.004575214392
Long
EC
CORP
SE
N
2
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
7850.00000000
NS
USD
1962735.50000000
0.072246935257
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-4
89179JAA4
682654.14000000
PA
USD
644435.61000000
0.023721228761
Long
ABS-O
CORP
US
N
2
2060-10-25
Fixed
1.75000000
N
N
N
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
18200.00000000
NS
USD
1631994.00000000
0.060072569563
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
1400.00000000
NS
USD
279216.00000000
0.010277747702
Long
EC
CORP
US
N
1
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAE9
1300000.00000000
PA
USD
1185315.04000000
0.043630626212
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
9300.00000000
NS
79228.13000000
0.002916332627
Long
EC
CORP
HK
N
2
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
1311.00000000
NS
30934.22000000
0.001138667227
Long
EC
CORP
SE
N
2
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
32840.00000000
NS
USD
16747414.80000000
0.616460747151
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KKKL2
25128.66000000
PA
USD
27959.22000000
0.001029159536
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.00000000
N
N
N
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
2850.00000000
NS
27739.13000000
0.001021058175
Long
EC
CORP
NO
N
2
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
15960.00000000
NS
USD
4009471.20000000
0.147585859737
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
23900.00000000
NS
USD
4832341.00000000
0.177875127530
Long
EC
CORP
US
N
1
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
7000.00000000
NS
USD
311990.00000000
0.011484135957
Long
EC
CORP
US
N
1
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
8740.00000000
NS
USD
872252.00000000
0.032106992395
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
22360.00000000
NS
USD
6108975.60000000
0.224867163540
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
26761.00000000
NS
USD
2988133.26000000
0.109991117079
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
12143.00000000
NS
USD
1069434.01000000
0.039365125704
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
10470.00000000
NS
439477.39000000
0.016176858543
Long
EC
CORP
GB
N
2
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
3800.00000000
NS
USD
1307580.00000000
0.048131114765
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
4465.00000000
NS
USD
1266988.40000000
0.046636966064
Long
EC
CORP
US
N
1
N
N
N
Scentre Group
N/A
Scentre Group
000000000
11220.00000000
NS
25462.77000000
0.000937266939
Long
EC
CORP
AU
N
2
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
311.00000000
NS
153170.69000000
0.005638107082
Long
EC
CORP
CH
N
2
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VII Ltd
67389JAA6
2700000.00000000
PA
USD
2675714.31000000
0.098491191769
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
1.69900000
N
N
N
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
000000000
2500.00000000
NS
37107.70000000
0.001365908753
Long
EC
CORP
JP
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
705.00000000
NS
62683.63000000
0.002307341034
Long
EC
CORP
AU
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
SWOP CDS CDX.NA.IG.38.V1
000000000
-3360000.00000000
OU
Other
USD
-8481.67000000
-0.00031220440
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3360000.00000000
USD
67.50000000
USD
2022-07-20
XXXX
-2181.67000000
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
15136.00000000
NS
221509.16000000
0.008153598863
Long
EC
CORP
IT
N
2
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAF1
2000000.00000000
PA
USD
1914427.60000000
0.070468754894
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
735000.00000000
PA
USD
746740.06000000
0.027486984756
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
1950.00000000
NS
USD
650500.50000000
0.023944473164
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJY1
36348.07000000
PA
USD
40602.68000000
0.001494556547
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
Regatta VII Funding Ltd
549300DA6HSLI0UPTQ25
Regatta VII Funding Ltd
75888ABE5
3750000.00000000
PA
USD
3711624.00000000
0.136622310458
Long
ABS-CBDO
CORP
KY
N
2
2034-06-20
Floating
2.07786000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
8700.00000000
NS
USD
627618.00000000
0.023102184177
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
18700.00000000
NS
USD
641971.00000000
0.023630508173
Long
EC
CORP
US
N
1
N
N
N
Sixth Street CLO XVI, Ltd.
549300YD05LZSDNMVF16
Sixth Street CLO XVI Ltd
83012DAA1
2500000.00000000
PA
USD
2489260.00000000
0.091627937671
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
1.57400000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
130.00000000
NS
15541.73000000
0.000572080324
Long
EC
CORP
FR
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
100000.00000000
PA
102517.13000000
0.003773584598
Long
DBT
CORP
MX
N
2
2029-02-26
Fixed
4.75000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
8900.00000000
NS
USD
834464.00000000
0.030716042270
Long
EC
CORP
US
N
1
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
4950.00000000
NS
USD
338382.00000000
0.012455607210
Long
EC
CORP
US
N
1
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918K108
2300.00000000
NS
USD
260153.00000000
0.009576051866
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225A6X3
4260.78000000
PA
USD
4404.51000000
0.000162126964
Long
ABS-MBS
USGA
US
N
2
2024-10-15
Fixed
6.50000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
1660.00000000
NS
USD
784565.80000000
0.028879324064
Long
EC
CORP
US
N
1
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
1430000.00000000
PA
USD
1511255.85000000
0.055628281830
Long
DBT
CORP
US
Y
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CVN9
675.29000000
PA
USD
739.21000000
0.000027209808
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210GC93
22009.13000000
PA
USD
23926.56000000
0.000880720112
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
11600.00000000
NS
USD
3101260.00000000
0.114155234079
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
46790.00000000
NS
USD
5191350.50000000
0.191090018738
Long
EC
CORP
IE
N
1
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
4800.00000000
NS
USD
573552.00000000
0.021112052138
Long
EC
CORP
US
N
1
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F104
6400.00000000
NS
USD
159488.00000000
0.005870642891
Long
EC
CORP
US
N
1
N
N
TFS_18-3-A1
N/A
TFS_18-3-A1
000000000
1039939.62000000
PA
1150433.20000000
0.042346649825
Long
ABS-MBS
CORP
LU
N
2
2023-03-16
Floating
0.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M8BH5
228368.79000000
PA
USD
232928.49000000
0.008573936496
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
960000.00000000
PA
992059.80000000
0.036517034588
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.12500000
N
N
N
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
000000000
544.00000000
NS
12080.94000000
0.000444691039
Long
EC
CORP
ES
N
2
N
N
N
F5 Inc
54930015FPK9KT966303
F5 Inc
315616102
2100.00000000
NS
USD
438795.00000000
0.016151740240
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVC0
680178.17000000
PA
USD
714260.28000000
0.026291426535
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
SWOP CDS CDX.NA.IG.38.V1
000000000
3620000.00000000
OU
Other
USD
8588.65000000
0.000316142261
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Put
Purchased
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3620000.00000000
USD
75.00000000
USD
2022-06-15
XXXX
-4624.35000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXK3
3399008.65000000
PA
USD
3164442.89000000
0.116480952528
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
14126.00000000
NS
257021.82000000
0.009460795297
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCUT8
759726.80000000
PA
USD
791815.71000000
0.029146188233
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292NKS8
41819.09000000
PA
USD
44672.85000000
0.001644376688
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
5.50000000
N
N
N
N
N
N
Bandai Namco Holdings Inc
N/A
Bandai Namco Holdings Inc
000000000
500.00000000
NS
37853.86000000
0.001393374386
Long
EC
CORP
JP
N
2
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-4
14317JAG2
600000.00000000
PA
USD
556534.20000000
0.020485638699
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.38000000
N
N
N
N
N
N
ZOZO Inc
549300GC7XPQMZA0OW13
ZOZO Inc
000000000
7200.00000000
NS
192521.10000000
0.007086568438
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405QS82
2304.37000000
PA
USD
2458.56000000
0.000090497891
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re Ltd
07876AAA1
2014000.00000000
PA
USD
1993901.69000000
0.073394141140
Long
ABS-MBS
CORP
BM
N
2
2031-06-25
Floating
1.29900000
N
N
N
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
000000000
500.00000000
NS
20533.65000000
0.000755829444
Long
EC
CORP
JP
N
2
N
N
N
American Airlines Group Inc
N/A
American Airlines Group Inc
02376R102
22500.00000000
NS
USD
410625.00000000
0.015114822038
Long
EC
CORP
US
N
1
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
7800.00000000
NS
USD
1179282.00000000
0.043408554186
Long
EC
CORP
US
N
1
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
1590.00000000
NS
36251.50000000
0.001334392623
Long
EC
CORP
IT
N
2
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
74800.00000000
NS
259252.32000000
0.009542898459
Long
EC
CORP
SG
N
2
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
300000.00000000
PA
USD
288725.58000000
0.010627788759
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
5400.00000000
NS
USD
323514.00000000
0.011908326421
Long
EC
CORP
US
N
1
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
585.00000000
NS
45986.01000000
0.001692713199
Long
EC
CORP
AU
N
2
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAK6
585000.00000000
PA
USD
678596.28000000
0.024978659379
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403ASR7
182777.75000000
PA
USD
197836.11000000
0.007282210277
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
20471.00000000
NS
399798.77000000
0.014716316005
Long
EC
CORP
CH
N
2
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
5900.00000000
NS
USD
808772.00000000
0.029770337532
Long
EC
CORP
US
N
1
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
3000.00000000
NS
19534.65000000
0.000719056945
Long
EC
CORP
HK
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DW65
1696686.89000000
PA
USD
1592434.80000000
0.058616422792
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.00000000
N
N
N
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
155.00000000
NS
15259.74000000
0.000561700467
Long
EC
CORP
BE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403YRV7
23767.45000000
PA
USD
25395.88000000
0.000934804765
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
932.00000000
NS
58909.13000000
0.002168404301
Long
EC
CORP
GB
N
2
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy Inc
29355A107
4700.00000000
NS
USD
948366.00000000
0.034908696053
Long
EC
CORP
US
N
1
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
2250000.00000000
PA
USD
2071663.88000000
0.076256513531
Long
DBT
CORP
CH
N
2
2027-01-30
Fixed
1.36400000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RER1
2600000.00000000
PA
USD
2408849.30000000
0.088668075460
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
1.66000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
9400.00000000
NS
USD
762998.00000000
0.028085428274
Long
EC
CORP
US
N
1
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C2
46590LAS1
2500000.00000000
PA
USD
2456172.75000000
0.090410018900
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Fixed
2.88130000
N
N
N
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
13000.00000000
NS
USD
864500.00000000
0.031821646640
Long
EC
CORP
US
N
1
N
N
N
Computershare Ltd
N/A
Computershare Ltd
000000000
1161.00000000
NS
21246.26000000
0.000782060125
Long
EC
CORP
AU
N
2
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc
877249AD4
600000.00000000
PA
USD
616948.47000000
0.022709446163
Long
DBT
CORP
N/A
N
2
2024-03-01
Fixed
5.62500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAT8
1575000.00000000
PA
USD
1395046.60000000
0.051350699771
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.60000000
N
N
N
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
588.00000000
NS
107759.75000000
0.003966561812
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417BXH5
840618.17000000
PA
USD
857342.92000000
0.031558199479
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
594.00000000
NS
423351.27000000
0.015583267228
Long
EC
CORP
FR
N
2
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
11100.00000000
NS
USD
1514817.00000000
0.055759365297
Long
EC
CORP
US
N
1
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
432.00000000
NS
23989.38000000
0.000883032473
Long
EC
CORP
IT
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
9796.00000000
NS
269134.47000000
0.009906653560
Long
EC
CORP
GB
N
2
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
63482.00000000
NS
USD
8707191.12000000
0.320505678490
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300KDXV3I7WKXA522
Commonbond Student Loan Trust 2017-B-GS
20268KAA8
621926.46000000
PA
USD
617492.00000000
0.022729453126
Long
ABS-O
CORP
US
N
2
2042-09-25
Fixed
2.68000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KFC7
21806.87000000
PA
USD
23676.10000000
0.000871500853
Long
ABS-MBS
USGA
US
N
2
2035-06-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7B5
3037614.06000000
PA
USD
2829261.59000000
0.104143160869
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
000000000
240.00000000
NS
7157.43000000
0.000263460044
Long
EC
CORP
AT
N
2
N
N
N
SolarEdge Technologies Inc
5493000K6Y58XXPDF853
SolarEdge Technologies Inc
83417M104
1800.00000000
NS
USD
580266.00000000
0.021359189831
Long
EC
CORP
IL
N
1
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2019-B
55316EAE2
1600000.00000000
PA
USD
1545906.88000000
0.056903762261
Long
ABS-O
CORP
US
N
2
2041-11-12
Fixed
2.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405VX85
2788.33000000
PA
USD
2991.35000000
0.000110109523
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
49351.00000000
NS
271423.38000000
0.009990906753
Long
EC
CORP
FI
N
2
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
4450.00000000
NS
USD
1936506.50000000
0.071281463922
Long
EC
CORP
US
N
1
N
N
N
Cordatus CLO PLC
635400UH3DTSYN3K2540
CVC Cordatus Loan Fund XIV DAC
000000000
3800000.00000000
PA
4167059.25000000
0.153386566784
Long
ABS-CBDO
CORP
IE
N
2
2032-05-22
Fixed
1.25000000
N
N
N
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
6450.00000000
NS
USD
708919.50000000
0.026094836120
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBF6
185478.52000000
PA
USD
184085.20000000
0.006776048798
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBH2
498715.23000000
PA
USD
452051.69000000
0.016639709823
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
1.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
665000.00000000
PA
USD
645578.74000000
0.023763306585
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUJ1
1003207.91000000
PA
USD
1030347.14000000
0.037926365073
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KJG5
4870000.00000000
PA
USD
4750661.62000000
0.174868566086
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
0.94900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
540000.00000000
PA
USD
536576.45000000
0.019751007735
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
10250.00000000
NS
USD
581175.00000000
0.021392649492
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
13473.00000000
NS
USD
621778.95000000
0.022887252788
Long
EC
CORP
US
N
1
N
N
N
Aisin Corp
3538004IOK08PDY6I723
Aisin Corp
000000000
2700.00000000
NS
92331.91000000
0.003398673700
Long
EC
CORP
JP
N
2
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
-3410000.00000000
OU
Other
USD
-6432.02000000
-0.00023675820
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Call
Written
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-3410000.00000000
USD
67.50000000
USD
2022-05-18
XXXX
-1862.62000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FP75
373664.21000000
PA
USD
401041.92000000
0.014762075496
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDL5
465362.24000000
PA
USD
461634.88000000
0.016992460414
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
2860.00000000
NS
USD
1438236.80000000
0.052940501139
Long
EC
CORP
US
N
1
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
000000000
750.00000000
NS
12175.56000000
0.000448173936
Long
EC
CORP
SE
N
2
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBH0
780000.00000000
PA
USD
688319.91000000
0.025336579470
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDAS3
752899.47000000
PA
USD
719685.11000000
0.026491110772
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2019-A LLC
78471HAB4
647777.32000000
PA
USD
650366.23000000
0.023939530778
Long
ABS-O
CORP
US
N
2
2048-06-15
Fixed
3.69000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
490000.00000000
PA
USD
518101.36000000
0.019070952460
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
147699.00000000
NS
USD
12198460.41000000
0.449016884591
Long
EC
CORP
US
N
1
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
8300.00000000
NS
272166.44000000
0.010018258277
Long
EC
CORP
JP
N
2
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP IRS CDS GS_21-PJ-A
000000000
-4720000.00000000
OU
Other
USD
-188.94000000
-0.00000695475
N/A
DIR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS CDS GS_21-PJ-A
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
2031-12-17
0.00000000
USD
0.00000000
USD
0.00000000
USD
-4720000.00000000
USD
0.50000000
USD
2024-11-15
XXXX
-188.94000000
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
5080.00000000
NS
USD
1022350.00000000
0.037631995885
Long
EC
CORP
US
N
1
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd
13876GAJ7
2750000.00000000
PA
USD
2732596.35000000
0.100584980291
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
1.24129000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C6A7
187512.90000000
PA
USD
194488.66000000
0.007158992960
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJEX2
733834.80000000
PA
USD
728265.43000000
0.026806946413
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
1150000.00000000
PA
USD
1170978.28000000
0.043102900000
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
50988.00000000
NS
USD
2536143.12000000
0.093353672868
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
4340.00000000
NS
USD
1025194.80000000
0.037736711004
Long
EC
CORP
GB
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
22100.00000000
NS
USD
6482593.00000000
0.238619761436
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
4000.00000000
NS
USD
614960.00000000
0.022636251958
Long
EC
CORP
US
N
1
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
15254.00000000
NS
200260.78000000
0.007371460702
Long
EC
CORP
FR
N
2
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group PLC
000000000
1495.00000000
NS
15356.23000000
0.000565252197
Long
EC
CORP
GB
N
2
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
11119.00000000
NS
USD
1869326.28000000
0.068808606522
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
25647.00000000
NS
USD
1634226.84000000
0.060154758858
Long
EC
CORP
US
N
1
N
N
N
Yamato Holdings Co Ltd
N/A
Yamato Holdings Co Ltd
000000000
700.00000000
NS
13109.92000000
0.000482567081
Long
EC
CORP
JP
N
2
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31325XVG2
997619.51000000
PA
USD
134241.88000000
0.004941350687
Long
ABS-MBS
USGSE
US
N
2
2046-12-15
Fixed
3.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
77370.00000000
NS
USD
5650331.10000000
0.207984776943
Long
EC
CORP
US
N
1
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
5300.00000000
NS
USD
628633.00000000
0.023139545624
Long
EC
CORP
CH
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
20300.00000000
NS
USD
2313997.00000000
0.085176627949
Long
EC
CORP
US
N
1
N
N
N
Mello Warehouse Securitization
N/A
Mello Warehouse Securitization Trust 2021-1
58550LAA3
1600000.00000000
PA
USD
1587388.48000000
0.058430671246
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Floating
1.15657000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBJ7
120000.00000000
PA
USD
132432.89000000
0.004874763018
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.12500000
N
N
N
N
N
N
ESR Cayman Ltd
549300C81AR42BZUFZ09
ESR Cayman Ltd
000000000
4000.00000000
NS
12369.39000000
0.000455308684
Long
EC
CORP
HK
N
2
N
N
N
CALIFORNIA ST
N/A
State of California
13063A7D0
1250000.00000000
PA
USD
1750361.25000000
0.064429586109
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RTA7
249479.99000000
PA
USD
261893.10000000
0.009640103743
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
4.00000000
N
N
N
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
928856202
442.00000000
NS
8439.77000000
0.000310662092
Long
EC
CORP
SE
N
2
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
64800.00000000
NS
398708.39000000
0.014676179871
Long
EC
CORP
JP
N
2
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CD0
185000.00000000
PA
USD
213868.18000000
0.007872339678
Long
DBT
CORP
US
N
2
2043-12-05
Fixed
5.30000000
N
N
N
N
N
N
PENTAIR FINANCE SARL
549300H2U8U8TZPV3T89
Pentair Finance Sarl
709629AR0
2415000.00000000
PA
USD
2512897.94000000
0.092498033882
Long
DBT
CORP
LU
N
2
2029-07-01
Fixed
4.50000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
20700.00000000
NS
USD
1434510.00000000
0.052803320211
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
20250.00000000
NS
USD
1704847.50000000
0.062754256473
Long
EC
CORP
US
N
1
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
1365.00000000
NS
188207.58000000
0.006927790752
Long
EC
CORP
DE
N
2
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
3780.00000000
NS
USD
1785029.40000000
0.065705696715
Long
EC
CORP
US
N
1
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
574.00000000
NS
29042.60000000
0.001069038004
Long
EC
CORP
NL
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
4179.00000000
NS
542588.35000000
0.019972301613
Long
EC
CORP
CH
N
2
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPW39
4420935.10000000
PA
USD
197953.56000000
0.007286533531
Long
ABS-MBS
USGSE
US
N
2
2026-03-25
Variable
1.35296600
N
N
N
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
2940.00000000
NS
USD
1608356.40000000
0.059202485868
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
280000.00000000
PA
USD
299988.36000000
0.011042363896
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VI Ltd
67108LAW3
2955608.48000000
PA
USD
2933914.61000000
0.107995366100
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
1.32129000
N
N
N
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
41.00000000
NS
81206.14000000
0.002989141806
Long
EC
CORP
NL
Y
2
N
N
N
Octagon Investment Partners 31
N/A
OCTAGON INVESTMENT PARTNERS 31 LLC
67575XAN1
2500000.00000000
PA
USD
2487190.25000000
0.091551751606
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.30400000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
141400.00000000
NS
USD
7007784.00000000
0.257951678638
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RS9
1485000.00000000
PA
USD
1454835.94000000
0.053551503994
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307EZF4
167374.31000000
PA
USD
169232.66000000
0.006229337081
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.00000000
N
N
N
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
2340.00000000
NS
49693.13000000
0.001829169720
Long
EC
CORP
SE
N
2
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2018-RPL9 Trust
12654PAE8
589826.99000000
PA
USD
591119.71000000
0.021758707384
Long
ABS-MBS
CORP
US
N
2
2057-09-25
Variable
3.85000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
537.00000000
NS
359690.31000000
0.013239951353
Long
EC
CORP
NL
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
SWOP CDS CDX.NA.IG.38.V1
000000000
3360000.00000000
OU
Other
USD
11.75000000
0.000000432509
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Call
Purchased
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3360000.00000000
USD
35.00000000
USD
2022-07-20
XXXX
-21.85000000
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp
172062101
5137.00000000
NS
USD
698426.52000000
0.025708596788
Long
EC
CORP
US
N
1
N
N
N
TEACHERS INSURANCE AND ANNUITY
549300SWQCCOXV4X1761
TIAA CLO I Ltd
87271LAJ1
1750000.00000000
PA
USD
1741124.53000000
0.064089588839
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
1.45400000
N
N
N
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
1602.00000000
NS
13801.80000000
0.000508034705
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GJ3U1
99064.47000000
PA
USD
102845.57000000
0.003785674247
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
3000.00000000
NS
USD
952950.00000000
0.035077429920
Long
EC
CORP
US
N
1
N
N
N
Wellfleet CLO Ltd
254900TEETF3L54VTH19
Wellfleet CLO 2017-3 Ltd
94950HAA3
2000000.00000000
PA
USD
1992323.00000000
0.073336030653
Long
ABS-CBDO
CORP
KY
N
2
2031-01-17
Floating
1.39129000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER3T5
451318.49000000
PA
USD
463815.88000000
0.017072741515
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
3.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
1100000.00000000
PA
USD
1034326.65000000
0.038072848082
Long
DBT
CORP
CH
Y
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
560000.00000000
PA
USD
566071.22000000
0.020836689804
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AP3
200000.00000000
PA
USD
177159.37000000
0.006521113789
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQY6
303663.86000000
PA
USD
325700.99000000
0.011988828009
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
4.50000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2020-A
68269LAA4
800000.00000000
PA
USD
806186.72000000
0.029675175165
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
3.84000000
N
N
N
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
910.00000000
NS
33435.00000000
0.001230719208
Long
EC
CORP
DE
N
2
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDQ4
2700000.00000000
PA
USD
2625166.26000000
0.096630553035
Long
ABS-O
CORP
US
Y
2
2026-03-20
Fixed
2.36000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UUJ9
1989009.03000000
PA
USD
2004031.50000000
0.073767012435
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ4S6
241742.38000000
PA
USD
251826.54000000
0.009269560636
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
4300.00000000
NS
USD
433870.00000000
0.015970454399
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC21
17322MAV8
760244.14000000
PA
USD
764056.23000000
0.028124380988
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
3.57500000
N
N
N
N
N
N
IDP Education Ltd
N/A
IDP Education Ltd
000000000
448.00000000
NS
10492.59000000
0.000386224975
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAD5
1323976.99000000
PA
USD
1183346.92000000
0.043558181077
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294U4G4
25640.47000000
PA
USD
28154.03000000
0.001036330357
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.50000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AN5
535000.00000000
PA
USD
442815.26000000
0.016299723228
Long
DBT
CORP
US
N
2
2040-07-16
Fixed
2.37500000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
2600.00000000
NS
USD
923546.00000000
0.033995089032
Long
EC
CORP
US
N
1
N
N
N
REGL TRANSPRTN DIST CO SALES T
N/A
Regional Transportation District Sales Tax Revenue
759136QP2
565000.00000000
PA
USD
763940.68000000
0.028120127673
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
5.84400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132KEZJ7
251335.49000000
PA
USD
249182.86000000
0.009172248605
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
2.50000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
30804.00000000
NS
USD
1747818.96000000
0.064336006173
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
1610000.00000000
PA
USD
1523295.09000000
0.056071437922
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2020-ATrust
83406TAB8
1476283.45000000
PA
USD
1455209.21000000
0.053565243804
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
2.54000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
45419.00000000
NS
USD
4541900.00000000
0.167184195347
Long
EC
CORP
US
N
1
N
N
N
Getinge AB
5493003PZ4F570G3W735
Getinge AB
000000000
486.00000000
NS
19415.94000000
0.000714687312
Long
EC
CORP
SE
N
2
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
10514.00000000
NS
USD
1391317.62000000
0.051213438598
Long
EC
CORP
US
N
1
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
3900.00000000
NS
USD
310986.00000000
0.011447179412
Long
EC
CORP
US
N
1
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAF9
105000.00000000
PA
USD
111891.98000000
0.004118666338
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.62500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
1371000.00000000
PA
USD
1219581.71000000
0.044891958617
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290XPE4
163050.21000000
PA
USD
174384.37000000
0.006418967960
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHRP9
433218.94000000
PA
USD
422408.40000000
0.015548560836
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-A1
46630GAM7
25475.53000000
PA
USD
25436.73000000
0.000936308425
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
2.32230000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F040651
2500000.00000000
PA
USD
2542071.68000000
0.093571899059
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
7400.00000000
NS
USD
762644.00000000
0.028072397779
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BQ8
750000.00000000
PA
USD
793163.25000000
0.029195790248
Long
DBT
NUSS
ID
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-2
35563PKG3
902135.91000000
PA
USD
905728.58000000
0.033339242134
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
3.50000000
N
N
N
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075105
1400.00000000
NS
USD
607810.00000000
0.022373065407
Long
EC
CORP
US
N
1
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
1276.00000000
NS
34565.90000000
0.001272346854
Long
EC
CORP
AU
N
2
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
38178.00000000
NS
USD
3493287.00000000
0.128585476609
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
61500.00000000
NS
USD
7279140.00000000
0.267940105181
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204SMP8
1372.23000000
PA
USD
1466.09000000
0.000053965758
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
CHOW TAI FOOK
254900VXRL7SRSF44G79
Chow Tai Fook Jewellery Group Ltd
000000000
7000.00000000
NS
12644.27000000
0.000465426827
Long
EC
CORP
HK
N
2
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAE5
900000.00000000
PA
USD
845382.69000000
0.031117951691
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
1.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390LP26
44714.54000000
PA
USD
48001.18000000
0.001766890212
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
52055.00000000
NS
USD
5157088.85000000
0.189828871116
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
5550.00000000
NS
USD
1872625.50000000
0.068930048526
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
2474882.15000000
PA
USD
2302821.31000000
0.084765258535
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
8535.00000000
NS
USD
1559600.55000000
0.057407816776
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137ATRX2
2112488.82000000
PA
USD
21.12000000
0.000000777412
Long
ABS-MBS
USGSE
US
N
2
2022-05-25
Variable
1.50762700
N
N
N
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
45448.00000000
NS
USD
759436.08000000
0.027954316465
Long
EC
CORP
US
N
1
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
4000.00000000
NS
USD
712800.00000000
0.026237674639
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CX1
220000.00000000
PA
USD
219877.40000000
0.008093534907
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG58
1925597.17000000
PA
USD
1988941.79000000
0.073211570654
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.00000000
N
N
N
N
N
N
Telefonica Deutschland Holding
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
2375.00000000
NS
6472.95000000
0.000238264809
Long
EC
CORP
DE
N
2
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
26700.00000000
NS
USD
985497.00000000
0.036275462463
Long
EC
CORP
US
N
1
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
2812.00000000
NS
219381.02000000
0.008075263502
Long
EC
CORP
IE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VYK2
22355.24000000
PA
USD
23884.31000000
0.000879164919
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
4000.00000000
NS
41761.23000000
0.001537201971
Long
EC
CORP
HK
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312936EZ6
310377.29000000
PA
USD
324906.81000000
0.011959594793
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942MF9
378405.38000000
PA
USD
396125.75000000
0.014581114681
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
745000.00000000
PA
USD
763461.55000000
0.028102491229
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
195.00000000
NS
23894.19000000
0.000879528595
Long
EC
CORP
DK
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203C2A9
919.99000000
PA
USD
982.92000000
0.000036180604
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKH40
631520.63000000
PA
USD
630929.65000000
0.023224083721
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
14600.00000000
NS
USD
3322084.00000000
0.122283612676
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HMD4
5531.40000000
PA
USD
5683.66000000
0.000209211590
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
7.00000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
5597.00000000
NS
USD
782404.63000000
0.028799772893
Long
EC
CORP
US
N
1
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
3500.00000000
NS
USD
546385.00000000
0.020112053672
Long
EC
CORP
US
N
1
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-A1
161630AE8
87354.57000000
PA
USD
87118.88000000
0.003206785673
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
2.32557100
N
N
N
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
7800.00000000
NS
USD
1084044.00000000
0.039902909324
Long
EC
CORP
US
N
1
N
N
N
MONONGAHELA POWER CO
N/A
Monongahela Power Co
610202BN2
1560000.00000000
PA
USD
1586466.51000000
0.058396734168
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.10000000
N
N
N
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2005-A Trust
05949AH86
47044.65000000
PA
USD
48320.54000000
0.001778645632
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
2.55565400
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJQ2
525455.14000000
PA
USD
501800.47000000
0.018470927982
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
910000.00000000
PA
USD
951360.64000000
0.035018926679
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
1916.00000000
NS
40493.71000000
0.001490545437
Long
EC
CORP
GB
N
2
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIII Ltd
55819JAN3
6000000.00000000
PA
USD
5954226.60000000
0.219170959959
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
1.44876000
N
N
N
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
234.00000000
NS
17815.21000000
0.000655765549
Long
EC
CORP
NL
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7WA0
57325.24000000
PA
USD
61023.69000000
0.002246239791
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
9800.00000000
NS
USD
1389640.00000000
0.051151686567
Long
EC
CORP
US
N
1
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
1230.00000000
NS
10235.78000000
0.000376771977
Long
EC
CORP
GB
Y
2
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
1940.00000000
NS
USD
240948.00000000
0.008869129109
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEK80
2671946.38000000
PA
USD
2555355.39000000
0.094060863229
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
730.00000000
NS
USD
1492543.40000000
0.054939489497
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
9100.00000000
NS
USD
935662.00000000
0.034441070606
Long
EC
CORP
US
N
1
N
N
N
Ibiden Co Ltd
52990051DBFIQEY37C91
Ibiden Co Ltd
000000000
300.00000000
NS
14685.54000000
0.000540564562
Long
EC
CORP
JP
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAL0
2240000.00000000
PA
USD
2290483.71000000
0.084311120018
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W7GZ1
134401.53000000
PA
USD
133986.52000000
0.004931951063
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
2448.00000000
NS
23032.27000000
0.000847801917
Long
EC
CORP
FR
N
2
N
N
N
Goodman Group
N/A
Goodman Group
000000000
3740.00000000
NS
63492.32000000
0.002337108353
Long
EC
CORP
AU
N
2
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust 2015-GC28
36251FAV8
2907343.04000000
PA
USD
2877099.99000000
0.105904059262
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.13600000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
2144.00000000
NS
33914.38000000
0.001248364854
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RB24
322025.90000000
PA
USD
353411.54000000
0.013008834175
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
5.00000000
N
N
N
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024WS7
415000.00000000
PA
USD
391976.13000000
0.014428370041
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
2.57400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LEG6
63143.62000000
PA
USD
66099.75000000
0.002433086046
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJQY7
763106.57000000
PA
USD
733964.45000000
0.027016723394
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
2.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
1220000.00000000
PA
USD
1325963.94000000
0.048807814872
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
11900.00000000
NS
USD
1049461.00000000
0.038629933031
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
980.00000000
NS
USD
1550389.40000000
0.057068760720
Long
EC
CORP
US
N
1
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AH0
800000.00000000
PA
USD
804011.94000000
0.029595123018
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.62500000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
8056.00000000
NS
308470.25000000
0.011354576396
Long
EC
CORP
AU
N
2
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
9744.00000000
NS
USD
458260.32000000
0.016868245196
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
17400.00000000
NS
USD
1349196.00000000
0.049662970921
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
248336.00000000
NS
USD
5868179.68000000
0.216003632390
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
2400.00000000
NS
USD
183864.00000000
0.006767906579
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
31598.00000000
NS
USD
1150483.18000000
0.042348489554
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FP4
1145000.00000000
PA
USD
1153906.75000000
0.042474508796
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
6933.00000000
NS
129831.89000000
0.004779022008
Long
EC
CORP
DE
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
550000.00000000
PA
USD
560437.21000000
0.020629305796
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406EVU5
145358.32000000
PA
USD
160693.72000000
0.005915024609
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.00000000
N
N
N
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
Fortum Oyj
000000000
930.00000000
NS
16839.05000000
0.000619833775
Long
EC
CORP
FI
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203VEE6
538.83000000
PA
USD
575.69000000
0.000021190750
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
4600.00000000
NS
USD
945760.00000000
0.034812770997
Long
EC
CORP
US
N
1
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
3717.00000000
NS
12341.96000000
0.000454299005
Long
EC
CORP
GB
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
14461.00000000
NS
USD
1898584.69000000
0.069885588343
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
37748.00000000
NS
USD
1370252.40000000
0.050438042430
Long
EC
CORP
US
N
1
N
N
N
PENNSYLVANIA ST TURNPIKE COMMI
549300J8LLBYEYEXZJ24
Pennsylvania Turnpike Commission
709223A27
505000.00000000
PA
USD
658289.57000000
0.024231183439
Long
DBT
MUN
US
N
2
2045-12-01
Fixed
5.51100000
N
N
N
N
N
N
Mortgage Repurchase Agreement
N/A
Mortgage Repurchase Agreement Financing Trust Series 2021-1
61916TAA9
1800000.00000000
PA
USD
1796233.86000000
0.066118125132
Long
ABS-MBS
CORP
US
N
2
2022-09-10
Floating
0.62571000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
000000000
4920.00000000
NS
62548.24000000
0.002302357421
Long
EC
CORP
JP
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAC8
3900821.37000000
PA
USD
3767096.53000000
0.138664215893
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.59200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SAQ3
377791.94000000
PA
USD
377658.06000000
0.013901331794
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAW1
800000.00000000
PA
USD
814279.38000000
0.029973060378
Long
DBT
NUSS
QA
N
2
2023-04-23
Fixed
3.87500000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
7600.00000000
NS
USD
1629060.00000000
0.059964571054
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
4000.00000000
NS
114523.73000000
0.004215539234
Long
EC
CORP
JP
N
2
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
36800.00000000
NS
USD
2668368.00000000
0.098220779182
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QP70
104261.85000000
PA
USD
113974.07000000
0.004195306630
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389GSV3
12113.24000000
PA
USD
12841.12000000
0.000472672739
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
7.00000000
N
N
N
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
303.00000000
NS
29725.24000000
0.001094165510
Long
EC
CORP
IE
N
2
N
N
N
Xinyi Glass Holdings Ltd
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd
000000000
4000.00000000
NS
9593.03000000
0.000353112794
Long
EC
CORP
HK
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XW63
208318.66000000
PA
USD
221690.38000000
0.008160269445
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAP9
1100000.00000000
PA
USD
1149835.80000000
0.042324659945
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.90000000
N
N
N
N
N
N
Crown Castle International Cor
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
15000.00000000
NS
USD
2769000.00000000
0.101924973451
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
200000.00000000
PA
USD
176654.71000000
0.006502537604
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
10602.00000000
NS
USD
587456.82000000
0.021623878939
Long
EC
CORP
US
N
1
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
5500000.00000000
PA
USD
5523099.29000000
0.203301462080
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
3370000.00000000
OU
Other
USD
3.07000000
0.000000113004
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3370000.00000000
USD
35.00000000
USD
2022-06-15
XXXX
-165.43000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
78009PEH0
1570000.00000000
PA
USD
1671616.49000000
0.061531045996
Long
DBT
CORP
GB
N
2
2030-01-27
Fixed
5.07600000
N
N
N
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
20597.00000000
NS
445375.04000000
0.016393946958
Long
EC
CORP
GB
N
2
N
N
N
Pennsylvania Higher Education
N/A
Pennsylvania Higher Education Assistance Agency
71723MAB4
1674886.75000000
PA
USD
1659670.24000000
0.061091312802
Long
ABS-O
CORP
US
N
2
2070-05-25
Floating
0.98657000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q73S4
684897.94000000
PA
USD
705134.98000000
0.025955530558
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
1300000.00000000
PA
USD
1261270.01000000
0.046426476086
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BMBK3
1000000.25000000
PA
USD
96328.82000000
0.003545797190
Long
ABS-MBS
USGSE
US
N
2
2035-04-25
Fixed
3.00000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BFR8
205000.00000000
PA
USD
301063.31000000
0.011081932061
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
1000000.00000000
PA
USD
1043429.92000000
0.038407933150
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
1700000.00000000
PA
USD
1731655.22000000
0.063741030092
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-5
89169EAA7
703810.37000000
PA
USD
701181.15000000
0.025809992812
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
1.05657000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRW4
1242282.95000000
PA
USD
1157543.53000000
0.042608376151
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
11713.00000000
NS
USD
1169074.53000000
0.043032824280
Long
EC
CORP
US
N
1
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VAY3
330000.00000000
PA
USD
361561.72000000
0.013308836660
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390REE9
35247.36000000
PA
USD
38143.33000000
0.001404029576
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.00000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBT2
2175000.00000000
PA
USD
1922705.70000000
0.070773466026
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.25000000
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
4400.00000000
NS
USD
745800.00000000
0.027452381798
Long
EC
CORP
US
N
1
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REH3
2400000.00000000
PA
USD
2224135.20000000
0.081868877288
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
1.38000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2U7
1335000.00000000
PA
USD
1235998.27000000
0.045496240828
Long
DBT
CORP
FR
N
2
2033-01-20
Fixed
3.13200000
N
N
N
N
N
N
Tabcorp Holdings Ltd
213800OCCFUN67NEY278
Tabcorp Holdings Ltd
000000000
49164.00000000
NS
195300.28000000
0.007188868130
Long
EC
CORP
AU
N
2
N
N
N
Etablissements Franz Colruyt N
5493000O0NZ1BCXO8K39
Etablissements Franz Colruyt NV
000000000
120.00000000
NS
4968.54000000
0.000182888518
Long
EC
CORP
BE
N
2
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
2600.00000000
NS
22491.69000000
0.000827903541
Long
EC
CORP
JP
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
87260.00000000
NS
USD
23809763.60000000
0.876420918311
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
1420.00000000
NS
USD
483084.00000000
0.017781987675
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
10077.00000000
NS
USD
1378936.68000000
0.050757704766
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202UFH1
103508.83000000
PA
USD
110767.09000000
0.004077259916
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
5.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
665000.00000000
PA
USD
718386.00000000
0.026443291432
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
455000.00000000
PA
USD
476416.24000000
0.017536552045
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
6300.00000000
NS
USD
1042839.00000000
0.038386181794
Long
EC
CORP
US
N
1
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
520000.00000000
PA
USD
450785.12000000
0.016593088258
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
8200.00000000
NS
USD
1252140.00000000
0.046090406737
Long
EC
CORP
IE
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
102000.00000000
PA
USD
103726.12000000
0.003818086683
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73400000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
225000.00000000
PA
USD
284227.47000000
0.010462216444
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F302
10500.00000000
NS
USD
262185.00000000
0.009650848380
Long
EC
CORP
US
N
1
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
5165000.00000000
PA
USD
4739343.41000000
0.174451950610
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVS6
616641.09000000
PA
USD
633122.62000000
0.023304805429
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.50000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
1312.00000000
NS
173561.67000000
0.006388684942
Long
EC
CORP
GB
N
2
N
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
000000000
128.00000000
NS
8761.46000000
0.000322503278
Long
EC
CORP
FR
N
2
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
8500.00000000
NS
USD
433500.00000000
0.015956834955
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
25877.00000000
NS
USD
4178617.96000000
0.153812034898
Long
EC
CORP
US
N
1
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
552.00000000
NS
58712.19000000
0.002161155076
Long
EC
CORP
NL
N
2
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB
000000000
9131.00000000
NS
204015.95000000
0.007509685910
Long
EC
CORP
SE
N
2
N
N
N
CSAIL Commercial Mortgage Trus
54930025J96YEH8FQE77
CSAIL 2015-C4 Commercial Mortgage Trust
12635RAW8
2482476.88000000
PA
USD
2470051.83000000
0.090920898228
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.54380000
N
N
N
N
N
N
ACS Actividades de Construccio
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
500.00000000
NS
13473.21000000
0.000495939534
Long
EC
CORP
ES
N
2
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
4700.00000000
NS
USD
506237.00000000
0.018634233580
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CTT9
39145.21000000
PA
USD
42319.65000000
0.001557757025
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
10300.00000000
NS
USD
530862.00000000
0.019540662786
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
33103.00000000
NS
USD
736872.78000000
0.027123777009
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
32100.00000000
NS
USD
5889708.00000000
0.216796074949
Long
EC
CORP
US
N
1
N
N
N
Federal Realty Investment Trus
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313745101
2400.00000000
NS
USD
292968.00000000
0.010783949303
Long
EC
CORP
US
N
1
N
N
N
Suncorp Group Ltd
549300BVOKRTHDIWVT46
Suncorp Group Ltd
000000000
22707.00000000
NS
187630.77000000
0.006906558776
Long
EC
CORP
AU
N
2
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
40800.00000000
NS
USD
4718520.00000000
0.173685455300
Long
EC
CORP
US
N
1
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
31200.00000000
NS
USD
4056624.00000000
0.149321521668
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
49400.00000000
NS
USD
7356648.00000000
0.270793121014
Long
EC
CORP
US
N
1
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
13800.00000000
NS
235753.12000000
0.008677909171
Long
EC
CORP
JP
N
2
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
28500.00000000
NS
USD
2283135.00000000
0.084040619089
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
4790000.00000000
PA
USD
4955810.45000000
0.182419952526
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS CDX.NA.IG.38.V1
000000000
3360000.00000000
OU
Other
USD
5248.58000000
0.000193196597
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3360000.00000000
USD
75.00000000
USD
2022-05-18
XXXX
-3151.42000000
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.38.V1
000000000
3410000.00000000
OU
Other
USD
4640.28000000
0.000170805495
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Put
Purchased
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.38.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.38.V1
Default Event
2027-06-20
0.00000000
USD
0.00000000
USD
N/A
N/A
3410000.00000000
USD
77.50000000
USD
2022-05-18
XXXX
-3611.92000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
1585000.00000000
PA
USD
1453541.94000000
0.053503872749
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AE4
600000.00000000
PA
USD
560236.67000000
0.020621924057
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.37500000
N
N
N
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
3536.00000000
NS
212125.32000000
0.007808186207
Long
EC
CORP
NL
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
1030000.00000000
PA
USD
1034116.13000000
0.038065098987
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.59100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS47
2625811.06000000
PA
USD
2650751.64000000
0.097572333164
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
7765.00000000
NS
USD
1243564.75000000
0.045774757720
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
440000.00000000
PA
USD
443004.81000000
0.016306700432
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81400000
N
N
N
N
N
N
Obayashi Corp
529900YT4O5S0LCXWD54
Obayashi Corp
000000000
5600.00000000
NS
41119.03000000
0.001513563033
Long
EC
CORP
JP
N
2
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
11300.00000000
NS
USD
1480074.00000000
0.054480499514
Long
EC
CORP
US
N
1
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
1475000.00000000
PA
USD
1461850.57000000
0.053809707669
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
NGK Insulators Ltd
353800701BNCL25VYY16
NGK Insulators Ltd
000000000
13300.00000000
NS
189768.11000000
0.006985232782
Long
EC
CORP
JP
N
2
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EY5
145000.00000000
PA
USD
170040.77000000
0.006259083050
Long
DBT
CORP
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
2156.00000000
NS
14731.12000000
0.000542242331
Long
EC
CORP
GB
N
2
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AP8
400000.00000000
PA
USD
404802.82000000
0.014900511622
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-2
14314QAF1
800000.00000000
PA
USD
754392.16000000
0.027768653260
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHKD3
520105.96000000
PA
USD
527116.50000000
0.019402793524
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
423.00000000
NS
28246.80000000
0.001039745157
Long
EP
CORP
DE
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Long Bond
000000000
-305.00000000
NC
USD
1414153.49000000
0.052054011167
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-06-21
-47183215.99000000
USD
1414153.49000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404XLJ1
106970.06000000
PA
USD
117069.39000000
0.004309243216
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.50000000
N
N
N
N
N
N
Benefit Street Partners CLO Lt
549300PVYNJC7QL0GC48
Benefit Street Partners CLO II Ltd
08179XAW5
825594.64000000
PA
USD
820531.52000000
0.030203197324
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
1.11129000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJSK7
353904.26000000
PA
USD
353705.90000000
0.013019669363
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
80000.00000000
PA
USD
78535.76000000
0.002890846967
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
22100.00000000
NS
USD
7452783.00000000
0.274331783824
Long
EC
CORP
IE
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAQ1
2700000.00000000
PA
USD
2655238.59000000
0.097737494688
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
2.94400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287QGN5
122177.71000000
PA
USD
130944.84000000
0.004819988927
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
6.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FHQ63
3100000.00000000
PA
USD
3342379.08000000
0.123030660524
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Variable
3.99000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RS83
314055.84000000
PA
USD
312997.22000000
0.011521211028
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.00000000
N
N
N
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
24327.00000000
NS
240760.53000000
0.008862228468
Long
EC
CORP
IL
N
2
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RBD5
1400000.00000000
PA
USD
1399960.24000000
0.051531567459
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Fixed
2.79190000
N
N
N
N
N
N
Expeditors International of Wa
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
5900.00000000
NS
USD
608644.00000000
0.022403764370
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203C7G1
1628.11000000
PA
USD
1739.47000000
0.000064028686
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
17094.00000000
NS
263834.74000000
0.009711574167
Long
EC
CORP
AU
N
2
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
5490.00000000
NS
269880.66000000
0.009934120298
Long
EC
CORP
FR
N
2
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
6855.00000000
NS
143089.96000000
0.005267042388
Long
EC
CORP
CH
N
2
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
15260.00000000
NS
USD
49746837.00000000
1.831146637955
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
19555.00000000
NS
USD
2583606.60000000
0.095100770716
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
24782.00000000
NS
USD
481514.26000000
0.017724206633
Long
EC
CORP
US
N
1
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
19293.00000000
NS
210770.56000000
0.007758318429
Long
EC
CORP
ES
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
1515000.00000000
PA
USD
1407613.09000000
0.051813263570
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
JEFFERSON MILL CLO LTD
549300RV1TCF15DHXS87
Jefferson Mill CLO Ltd
47421MAW3
4236701.86000000
PA
USD
4217978.18000000
0.155260857354
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
1.42900000
N
N
N
N
N
N
MOZART DEBT MERGER SUB
N/A
Mozart Debt Merger Sub Inc
62482BAA0
475000.00000000
PA
USD
439352.87000000
0.016172275048
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
663.00000000
NS
7486.18000000
0.000275561104
Long
EC
CORP
SE
N
2
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
1440.00000000
NS
USD
742737.60000000
0.027339656974
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
13600.00000000
NS
USD
432480.00000000
0.015919289461
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
3680.00000000
NS
USD
2570185.60000000
0.094606752995
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYU5
168406.20000000
PA
USD
177485.31000000
0.006533111415
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.50000000
N
N
N
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
WiseTech Global Ltd
000000000
320.00000000
NS
12072.07000000
0.000444364541
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B9MY7
1000000.00000000
PA
USD
1024629.02000000
0.037715885034
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KG5
1610000.00000000
PA
USD
1630794.34000000
0.060028410909
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.70000000
N
N
N
N
N
CONTL AIRLINES 2012-2 A
N/A
Continental Airlines 2012-2 Class A Pass Through Trust
210795QB9
243483.38000000
PA
USD
242802.77000000
0.008937401909
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
20000.00000000
NS
USD
1188000.00000000
0.043729457731
Long
EC
CORP
US
N
1
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAN9
3300000.00000000
PA
USD
3085583.16000000
0.113578180449
Long
ABS-O
CORP
US
N
2
2028-06-26
Fixed
2.33000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
26018.00000000
NS
USD
986082.20000000
0.036297003270
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
48453.00000000
NS
USD
3041879.34000000
0.111969473084
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHA1
979000.00000000
PA
USD
979015.62000000
0.036036887351
Long
DBT
CORP
US
N
2
N/A
Floating
3.76900000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
25000.00000000
NS
USD
1119250.00000000
0.041198817816
Long
EC
CORP
US
N
1
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
276.00000000
NS
21813.36000000
0.000802934683
Long
EC
CORP
GB
N
2
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
135201.00000000
NS
USD
8382462.00000000
0.308552624342
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406EUC6
752.55000000
PA
USD
796.23000000
0.000029308675
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
4.50000000
N
N
N
N
N
N
EL PASO ELECTRIC CO
OZ8GM8L4AHPKSWZMW205
El Paso Electric Co
283677AW2
845000.00000000
PA
USD
998436.56000000
0.036751758710
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
8004.00000000
NS
47228.80000000
0.001738459438
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QL66
128618.89000000
PA
USD
135136.68000000
0.004974287656
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
4.00000000
N
N
N
N
N
N
FINNVERA PLC
743700T69OBBJO7TCA15
Finnvera Oyj
31808LAA0
400000.00000000
PA
USD
396328.97000000
0.014588595068
Long
DBT
NUSS
FI
N
2
2025-06-04
Fixed
2.37500000
N
N
N
N
N
N
MINEBEA MITSUMI Inc
353800CCB0CZ75YZ4010
MINEBEA MITSUMI Inc
000000000
11000.00000000
NS
240401.53000000
0.008849013926
Long
EC
CORP
JP
N
2
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
48607.00000000
NS
USD
8135839.66000000
0.299474626705
Long
EC
CORP
US
N
1
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
875000.00000000
PA
USD
796957.13000000
0.029335440345
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
41800.00000000
NS
USD
2532244.00000000
0.093210148960
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-4
64828FCQ3
215225.00000000
PA
USD
213826.34000000
0.007870799576
Long
ABS-MBS
CORP
US
N
2
2048-01-25
Floating
1.20657000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7L3
494632.29000000
PA
USD
513292.83000000
0.018893953799
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.50000000
N
N
N
N
N
N
Laurel Road Prime Student Loan
N/A
Laurel Road Prime Student Loan Trust 2019-A
51889RAB5
294660.87000000
PA
USD
292996.21000000
0.010784987694
Long
ABS-O
CORP
US
N
2
2048-10-25
Fixed
2.73000000
N
N
N
N
N
N
Daiwa Securities Group Inc
353800WRC7Y23PWFJG38
Daiwa Securities Group Inc
000000000
31000.00000000
NS
175039.14000000
0.006443069590
Long
EC
CORP
JP
N
2
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
602.00000000
NS
241209.25000000
0.008878745540
Long
EC
CORP
FR
N
2
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
368266AR3
255000.00000000
PA
USD
166435.31000000
0.006126368563
Long
DBT
CORP
LU
N
2
2022-07-19
Fixed
4.95000000
N
N
N
N
N
N
TIS Inc
35380064HYEZXBQHDF07
TIS Inc
000000000
500.00000000
NS
11713.16000000
0.000431153312
Long
EC
CORP
JP
N
2
N
N
N
Dexus
N/A
Dexus
000000000
29980.00000000
NS
244286.84000000
0.008992029498
Long
EC
CORP
AU
N
2
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBR3
500000.00000000
PA
USD
508198.78000000
0.018706445344
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
2350.00000000
NS
USD
811878.00000000
0.029884667242
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJMN7
65038.49000000
PA
USD
69275.08000000
0.002549967746
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
458000.00000000
PA
USD
360811.10000000
0.013281206857
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
540640.00000000
NS
USD
94401150.40000000
3.474841006958
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
6990.00000000
NS
USD
3892661.10000000
0.143286160805
Long
EC
CORP
US
N
1
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
8700.00000000
NS
USD
543576.00000000
0.020008656326
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CWS9
521820.11000000
PA
USD
526856.45000000
0.019393221263
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.50000000
N
N
N
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
10083.00000000
NS
219592.15000000
0.008083035051
Long
EC
CORP
ES
N
2
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CP5
970000.00000000
PA
USD
892114.66000000
0.032838123162
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413HG93
1151.00000000
PA
USD
1153.34000000
0.000042453647
Long
ABS-MBS
USGSE
US
N
2
2022-08-01
Fixed
6.00000000
N
N
N
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
1360.00000000
NS
USD
553533.60000000
0.020375188690
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVT4
343585.99000000
PA
USD
360998.22000000
0.013288094615
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
4.00000000
N
N
N
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
500.00000000
NS
20995.60000000
0.000772833504
Long
EC
CORP
JP
N
2
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB
000000000
3554.00000000
NS
37023.60000000
0.001362813090
Long
EC
CORP
SE
N
2
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
000000000
200.00000000
NS
102530.06000000
0.003774060542
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NDR6
187070.67000000
PA
USD
192022.85000000
0.007068228200
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.50000000
N
N
N
N
N
N
Mid-America Apartment Communit
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
4000.00000000
NS
USD
837800.00000000
0.030838838121
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
590000.00000000
PA
USD
580914.24000000
0.021383051097
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
6000.00000000
NS
43949.08000000
0.001617735215
Long
EC
CORP
HK
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200NBQ3
36926.50000000
PA
USD
41116.94000000
0.001513486102
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
65.00000000
NS
16071.52000000
0.000591581527
Long
EC
CORP
DE
N
2
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAR6
400000.00000000
PA
USD
388679.85000000
0.014307036255
Long
DBT
CORP
KZ
N
2
2025-04-24
Fixed
4.75000000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
CWABS Inc Asset-Backed Certificates Series 2004-1
126671Z25
155245.55000000
PA
USD
153312.88000000
0.005643340998
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Floating
1.20657000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAD5
670000.00000000
PA
USD
721596.32000000
0.026561461090
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZG8
273936.42000000
PA
USD
278538.72000000
0.010252817494
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796J42
1980000.00000000
PA
USD
1978240.40000000
0.072817659895
Long
DBT
UST
US
N
2
2022-06-16
None
0.00000000
N
N
N
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
110.00000000
NS
USD
491399.70000000
0.018088082837
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
18972.00000000
NS
USD
660415.32000000
0.024309430826
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAA8
1140000.00000000
PA
USD
1154728.36000000
0.042504751692
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAR7
1360000.00000000
PA
USD
1388590.52000000
0.051113055935
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.00500000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
4900.00000000
NS
USD
631120.00000000
0.023231090373
Long
EC
CORP
US
N
1
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
3738.00000000
NS
161893.96000000
0.005959204613
Long
EC
CORP
CH
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
12720000.00000000
PA
USD
11507625.00000000
0.423587711307
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
146376.00000000
NS
USD
7456393.44000000
0.274464681622
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
1675000.00000000
PA
USD
1602189.31000000
0.058975479554
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T4N2
1588062.91000000
PA
USD
1610260.41000000
0.059272571158
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUG5
1685424.60000000
PA
USD
1570125.41000000
0.057795229587
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
8520.00000000
NS
USD
3760728.00000000
0.138429794711
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205BKY7
3479.86000000
PA
USD
3717.88000000
0.000136852589
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Dentsu Group Inc
5299007PBBE83ZLJZG91
Dentsu Group Inc
000000000
500.00000000
NS
20425.17000000
0.000751836370
Long
EC
CORP
JP
N
2
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
5300.00000000
NS
USD
1766331.00000000
0.065017421553
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW Corp/DE
12514G108
4650.00000000
NS
USD
831838.50000000
0.030619399432
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
13200.00000000
NS
USD
925320.00000000
0.034060388744
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4H5
1298000.73000000
PA
USD
1274194.36000000
0.046902212464
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
DSV A/S
529900X41C0BSLK67H70
DSV A/S
000000000
837.00000000
NS
161291.33000000
0.005937022220
Long
EC
CORP
DK
N
2
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBA6
500000.00000000
PA
USD
517610.48000000
0.019052883507
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8
61761QAD5
907371.46000000
PA
USD
905191.68000000
0.033319479217
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
2.86300000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAQ2
875000.00000000
PA
USD
884718.13000000
0.032565862012
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.87500000
N
N
N
N
N
N
Home Re Ltd
254900GFKVQN72ENGJ20
Home RE 2019-1 Ltd
43731AAA1
115865.65000000
PA
USD
115806.11000000
0.004262742754
Long
ABS-MBS
CORP
BM
N
2
2029-05-25
Floating
2.10657000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
10200.00000000
NS
USD
914226.00000000
0.033652026283
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
26100.00000000
NS
USD
745416.00000000
0.027438247024
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
2770000.00000000
PA
USD
2456046.40000000
0.090405368044
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
29200.00000000
NS
USD
31465920.00000000
1.158238736227
Long
EC
CORP
US
N
1
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
207000.00000000
PA
USD
212731.77000000
0.007830509212
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4WK5
207909.87000000
PA
USD
225121.66000000
0.008286572487
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
430000.00000000
PA
USD
435977.33000000
0.016048023757
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
82578.00000000
NS
403057.95000000
0.014836284165
Long
EC
CORP
GB
N
2
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
2907.00000000
NS
152624.65000000
0.005618007728
Long
EC
CORP
GB
N
2
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAF7
740000.00000000
PA
USD
844476.05000000
0.031084578900
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132KETW5
368774.14000000
PA
USD
372876.22000000
0.013725315573
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
3.00000000
N
N
N
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp
44980X109
1400.00000000
NS
USD
153664.00000000
0.005656265482
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FQ2
310000.00000000
PA
USD
294352.61000000
0.010834915839
Long
DBT
CORP
US
N
2
N/A
Fixed
4.30000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
1485000.00000000
PA
USD
1530940.76000000
0.056352869742
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409V7F4
45528.85000000
PA
USD
48914.76000000
0.001800518459
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.50000000
N
N
N
N
N
N
HPS Loan Management 6-2015, Lt
549300OYG05TXUTUVD98
HPS Loan Management 6-2015 Ltd
40436KAC9
248303.03000000
PA
USD
246490.74000000
0.009073153532
Long
ABS-CBDO
CORP
KY
N
2
2031-02-05
Floating
1.31500000
N
N
N
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
Everest Re Group Ltd
000000000
1340.00000000
NS
USD
403849.20000000
0.014865409529
Long
EC
CORP
BM
N
1
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P7
17325HBN3
4000000.00000000
PA
USD
4011543.20000000
0.147662128623
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Fixed
3.44200000
N
N
N
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
925000.00000000
PA
USD
881340.06000000
0.032441517593
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
4700.00000000
NS
USD
385024.00000000
0.014172466947
Long
EC
CORP
US
N
1
N
N
TOKYO METROPOLITAN GOVT
353800FABE4GGB1BMO18
Tokyo Metropolitan Government
889124AL7
600000.00000000
PA
USD
606232.69000000
0.022315005718
Long
DBT
NUSS
JP
N
2
2023-06-01
Fixed
3.25000000
N
N
N
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
323.00000000
NS
18351.82000000
0.000675517792
Long
EC
CORP
DE
N
2
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd
000000000
4100.00000000
NS
USD
224840.03000000
0.008276205882
Long
EC
CORP
HK
N
2
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
40200.00000000
NS
USD
3656994.00000000
0.134611417970
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MC4Y8
60782.34000000
PA
USD
62642.60000000
0.002305830748
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
4.00000000
N
N
N
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
25.00000000
NS
30999.46000000
0.001141068666
Long
EC
CORP
CH
N
2
N
N
N
2022-05-25
Prudential Series Fund
Christian J. Kelly
Christian J. Kelly
Treasurer and Principal Financial and Accounting Officer
XXXX