NPORT-P
false
0000351601
XXXXXXXX
S000001587
C000053056
C000053055
C000004301
C000166200
C000089691
C000178345
RUSSELL INVESTMENT CO
811-03153
0000351601
549300J63VJ9OS4TCK93
1301 SECOND AVENUE
18TH FLOOR
SEATTLE
98101
800-787-7354
Investment Grade Bond Fund
S000001587
6XE31ODZPBO0SIDX5S75
2022-10-31
2022-04-30
N
594889911.07
15923802.03
578966109.04
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
14011134.44000000
AUD
CAD
EUR
GBP
JPY
USD
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
758000.00000000
PA
USD
793752.88000000
0.137098332286
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
TELEDYNE FLIR LLC
5493000HDPX16EHNN346
Teledyne FLIR LLC
302445AE1
205000.00000000
PA
USD
176350.67000000
0.030459584291
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO 2021-FL1 Ltd
40441LAA4
1963000.00000000
PA
USD
1941623.13000000
0.335360412238
Long
ABS-CBDO
CORP
KY
Y
2
2036-06-16
Floating
1.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
1360000.00000000
PA
USD
1438784.38000000
0.248509257715
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R36
4362000.00000000
PA
USD
4141684.93000000
0.715358786176
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.63000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
335000.00000000
PA
USD
329522.29000000
0.056915644086
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.80000000
N
N
N
N
N
N
HOSPITAL SPECIAL SURGERY
549300U0XV0GGBTV6I72
NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery
44107HAF9
340000.00000000
PA
USD
250932.29000000
0.043341447121
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.67000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-322979.51000000
-0.05578556412
N/A
DFE
JP
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
2970325.32000000
USD
343080000.00000000
JPY
2022-06-15
-322979.51000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDC7
500000.00000000
PA
USD
502262.46000000
0.086751616745
Long
DBT
CORP
US
N
2
2033-04-26
Fixed
4.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
3505000.00000000
PA
USD
2336438.47000000
0.403553581724
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A46Y6
96061.50000000
PA
USD
97155.65000000
0.016780887254
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2F9
1095000.00000000
PA
USD
1048953.17000000
0.181176955545
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.20000000
N
N
N
N
N
N
WARWICK FINANCE RESIDENTIAL MORTGAGES PLC
213800JVKL1PIG7KRI38
Warwick Finance Residential Mortgages Number Three PLC
000000000
1105638.20000000
PA
1391327.91000000
0.240312496409
Long
ABS-MBS
CORP
GB
Y
2
2049-12-21
Floating
1.25000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE JUN22
000000000
-70.00000000
NC
839958.30000000
0.145079010132
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 10 Year Euro BUND Future
RXM2 COMDTY
2022-06-08
-11547506.55000000
EUR
839958.30000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
1210000.00000000
PA
USD
1146333.20000000
0.197996598091
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.88000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CG2
315000.00000000
PA
USD
274948.78000000
0.047489615662
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN22
000000000
484.00000000
NC
USD
-2873283.20000000
-0.49627830630
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-06-21
60544908.20000000
USD
-2873283.20000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
5120000.00000000
PA
USD
4720000.00000000
0.815246337618
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
351000.00000000
PA
USD
335997.88000000
0.058034118880
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAC1
425000.00000000
PA
USD
450825.07000000
0.077867264242
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFW7
780000.00000000
PA
USD
787883.46000000
0.136084556193
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.90000000
N
N
N
N
N
N
Bluemountain CLO Ltd
5493009UJ1T6R11V4458
BlueMountain CLO 2015-3 Ltd
09628JAL5
551000.00000000
PA
USD
546475.19000000
0.094388113823
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
2.06000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHWV4
3006787.04000000
PA
USD
2849362.22000000
0.492146634407
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F9AV3
1537537.39000000
PA
USD
351135.72000000
0.060648752062
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
3.50000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
288030.93000000
0.049749186610
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
53266963.11000000
NOK
5967631.91000000
USD
2022-06-09
288030.93000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-3
46654UAE5
2616037.68000000
PA
USD
2425558.74000000
0.418946584632
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
059438AG6
260000.00000000
PA
USD
288762.71000000
0.049875580883
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.75000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-160055.49000000
-0.02764505339
N/A
DFE
NO
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
3145682.16000000
USD
28000000.00000000
NOK
2022-06-15
-160055.49000000
N
N
N
SCENTRE GROUP TRUST 1/2
N/A
Scentre Group Trust 1 / Scentre Group Trust 2
80622GAD6
690000.00000000
PA
USD
676596.68000000
0.116862916401
Long
DBT
AU
Y
2
2026-01-28
Fixed
3.63000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AM9
333000.00000000
PA
USD
335645.82000000
0.057973310485
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382KWC3
1593907.91000000
PA
USD
221381.22000000
0.038237336614
Long
ABS-MBS
USGA
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AS1
265000.00000000
PA
USD
312553.08000000
0.053984693597
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.88000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
760719BH6
245000.00000000
PA
USD
317130.02000000
0.054775230371
Long
DBT
CORP
US
N
2
2097-07-15
Fixed
7.20000000
N
N
N
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus 2021-4 UK DAC
000000000
486522.82000000
PA
600196.12000000
0.103666883195
Long
ABS-MBS
CORP
IE
Y
2
2031-08-17
Floating
1.66000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
310000.00000000
PA
USD
272680.94000000
0.047097910524
Long
DBT
CORP
ES
N
2
2027-09-14
Fixed
1.72000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XVIII Ltd
55819BAW0
1640000.00000000
PA
USD
1628305.16000000
0.281243605554
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-21
Floating
2.04000000
N
N
N
N
N
N
BROOKFIELD FINANCE LLC
549300E643C5WZF8BL44
Brookfield Finance LLC
11271RAB5
359000.00000000
PA
USD
283791.85000000
0.049017005584
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBW5
230000.00000000
PA
USD
231153.14000000
0.039925159070
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.25000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2021-4
81748WAK2
2120962.24000000
PA
USD
1975756.92000000
0.341256057850
Long
ABS-MBS
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AK9
357000.00000000
PA
USD
360813.86000000
0.062320376679
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
4.10000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAB7
230000.00000000
PA
USD
232311.46000000
0.040125226049
Long
DBT
CORP
US
Y
2
2026-05-27
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E24F5
207205.08000000
PA
USD
203837.41000000
0.035207140248
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
675000.00000000
PA
USD
621882.33000000
0.107412561856
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BS6
290000.00000000
PA
USD
287883.67000000
0.049723751616
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.13000000
N
N
N
N
N
N
CITADEL FINANCE LLC
549300BQL283NCR7P163
Citadel Finance LLC
17287HAA8
590000.00000000
PA
USD
550071.94000000
0.095009350532
Long
DBT
CORP
US
Y
2
2026-03-09
Fixed
3.38000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJW0
1045000.00000000
PA
USD
853993.94000000
0.147503269477
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.31000000
N
N
N
N
N
N
SCHLUMBERGER FIN CA
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd
80685XAC5
405000.00000000
PA
USD
379948.68000000
0.065625374968
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
1.40000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade RE 2021-3 Ltd
078777AD1
961000.00000000
PA
USD
923385.50000000
0.159488696416
Long
ABS-MBS
CORP
US
Y
2
2031-09-25
Floating
1.84000000
N
N
N
N
N
N
Carlyle Global Market Strategies
549300R4G5ROMXQ5CG20
Carlyle Global Market Strategies CLO 2012-4 Ltd
14309YBQ6
1947000.00000000
PA
USD
1925289.00000000
0.332539153836
Long
ABS-CBDO
CORP
KY
Y
2
2032-04-22
Floating
2.22000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
316.41000000
0.000054650867
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
337066.78000000
AUD
238629.12000000
USD
2022-06-09
316.41000000
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Bon Secours Mercy Health Inc
09778PAA3
565000.00000000
PA
USD
533936.53000000
0.092222415382
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.46000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBLZ9
422563.86000000
PA
USD
427965.88000000
0.073918986503
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KA8
565000.00000000
PA
USD
512593.23000000
0.088535964713
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.30000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
380000.00000000
PA
USD
426208.62000000
0.073615469600
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-3
46592ABH6
195791.84000000
PA
USD
187398.28000000
0.032367746069
Long
ABS-MBS
CORP
US
Y
2
2050-08-25
Variable
3.50000000
N
N
N
N
N
N
Banc of America Mortgage Securities
N/A
Banc of America Mortgage 2006-B Trust
05950TAA3
13864.39000000
PA
USD
12583.36000000
0.002173419100
Long
ABS-MBS
CORP
US
N
2
2046-10-20
Variable
2.12000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-329647.54000000
-0.05693727747
N/A
DFE
JP
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2994126.89000000
USD
345394993.00000000
JPY
2022-06-09
-329647.54000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-154217.50000000
-0.02663670594
N/A
DFE
NO
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
3139844.17000000
USD
28000000.00000000
NOK
2022-06-15
-154217.50000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZE3
4275000.00000000
PA
USD
3824455.10000000
0.660566316453
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.63000000
N
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAG8
709000.00000000
PA
USD
701142.61000000
0.121102530709
Long
DBT
CORP
US
Y
2
2024-10-08
Fixed
3.38000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AH3
355000.00000000
PA
USD
353940.68000000
0.061133229471
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.90000000
N
N
N
N
N
N
KAUPTHING BANK HF
5493003NQ84XTWNKWP07
Kaupthing ehf
486MMB1A4
100000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
IS
Y
3
2011-10-04
None
0.00000000
Y
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
346000.00000000
PA
USD
334595.84000000
0.057791956174
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
20233.45000000
0.003494755510
N/A
DFE
US
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
1570853.66000000
GBP
1995499.39000000
USD
2022-06-09
20233.45000000
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAN5
565000.00000000
PA
USD
563032.11000000
0.097247852889
Long
DBT
CORP
GB
N
2
2026-01-12
Fixed
4.38000000
N
N
N
N
N
N
ADVOCATE HEALTH CORP
549300AEHU3PPOUCIL87
Advocate Health & Hospitals Corp
007589AD6
575000.00000000
PA
USD
503258.62000000
0.086923675175
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9HC7
95273.92000000
PA
USD
96359.63000000
0.016643397341
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
4.00000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AF7
85000.00000000
PA
USD
61126.50000000
0.010557871876
Long
DBT
CORP
US
Y
2
2041-02-10
Fixed
2.50000000
N
N
N
N
N
N
ENSTAR GROUP LTD
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAC3
490000.00000000
PA
USD
410926.34000000
0.070975888499
Long
DBT
CORP
BM
N
2
2031-09-01
Fixed
3.10000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAQ6
655000.00000000
PA
USD
583952.99000000
0.100861342465
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
5.14000000
N
N
N
N
N
N
FARMERS EXCHANGE CAP III
N/A
Farmers Exchange Capital III
30958QAA9
290000.00000000
PA
USD
305180.54000000
0.052711296090
Long
DBT
CORP
US
Y
2
2054-10-15
Fixed
5.45000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
384000.00000000
PA
USD
379941.85000000
0.065624195279
Long
DBT
CORP
FR
Y
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
640000.00000000
PA
USD
528925.34000000
0.091356874217
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2H7
661000.00000000
PA
USD
615100.16000000
0.106241134048
Long
DBT
CORP
SA
Y
2
2025-11-24
Fixed
1.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382JFH4
541607.15000000
PA
USD
69500.98000000
0.012004326145
Long
ABS-MBS
USGA
US
N
2
2050-09-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4HS8
361131.59000000
PA
USD
343138.68000000
0.059267489865
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.00000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
355000.00000000
PA
USD
343462.50000000
0.059323420600
Long
DBT
CORP
ID
Y
2
2032-04-14
Fixed
5.32000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
391164AF7
805000.00000000
PA
USD
805749.17000000
0.139170351669
Long
SN
CORP
US
N
2
2022-06-15
Variable
5.29000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BH7
205000.00000000
PA
USD
201290.09000000
0.034767162854
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AN3S2
63542.57000000
PA
USD
62792.89000000
0.010845693559
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Fixed
3.00000000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AL8
305000.00000000
PA
USD
248698.13000000
0.042955559248
Long
DBT
CORP
US
N
2
2051-06-11
Fixed
3.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCC3
5080000.00000000
PA
USD
4830960.92000000
0.834411694323
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.25000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NBH5
605000.00000000
PA
USD
532249.46000000
0.091931021814
Long
DBT
CORP
US
Y
2
2064-07-15
Fixed
4.70000000
N
N
N
N
N
N
Reliance Industries Ltd
5493003UOETFYRONLG31
Reliance Industries Ltd
759470AQ0
284000.00000000
PA
USD
284994.00000000
0.049224642954
Long
DBT
CORP
IN
Y
2
2025-01-28
Fixed
4.13000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
425000.00000000
PA
USD
419691.75000000
0.072489864855
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.88000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAG4
351000.00000000
PA
USD
353566.63000000
0.061068622926
Long
DBT
CORP
FR
N
2
2024-01-15
Fixed
3.70000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAE2
275000.00000000
PA
USD
255398.74000000
0.044112899876
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
AIR LIQUIDE FINANCE
549300YGXL5Z3R14K812
Air Liquide Finance SA
00913RAC0
349000.00000000
PA
USD
345748.83000000
0.059718319362
Long
DBT
CORP
FR
Y
2
2023-09-27
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DVLY9
5427216.25000000
PA
USD
4983796.24000000
0.860809667816
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
2284000.00000000
PA
USD
1864671.88000000
0.322069262930
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.88000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBM4
397000.00000000
PA
USD
290465.08000000
0.050169617092
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
224506.99000000
0.038777224865
N/A
DFE
US
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
3771797.78000000
GBP
4967344.52000000
USD
2022-06-09
224506.99000000
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CB0
495000.00000000
PA
USD
407491.02000000
0.070382534251
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AA9
285000.00000000
PA
USD
287272.48000000
0.049618185851
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140H6CF4
178989.60000000
PA
USD
180785.04000000
0.031225496134
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BW9
302000.00000000
PA
USD
320751.87000000
0.055400802394
Long
DBT
CORP
US
N
2
2036-02-23
Fixed
4.50000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BP6
590000.00000000
PA
USD
572630.73000000
0.098905742678
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
3680000.00000000
PA
USD
2886500.00000000
0.498561134223
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJQ43
98036.34000000
PA
USD
98630.52000000
0.017035629281
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGV84
719602.08000000
PA
USD
727216.87000000
0.125606120746
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN22
000000000
278.00000000
NC
USD
-2153628.19000000
-0.37197828273
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra 10-Year US Treasury Note Future
UXYM2 COMDTY
2022-06-21
38015628.19000000
USD
-2153628.19000000
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAT3
295000.00000000
PA
USD
308799.23000000
0.053336322312
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.50000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAA3
540000.00000000
PA
USD
490749.40000000
0.084763061660
Long
DBT
CORP
BM
Y
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
355000.00000000
PA
USD
330150.00000000
0.057024063212
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAC0
210000.00000000
PA
USD
200688.60000000
0.034663272489
Long
DBT
CORP
ID
Y
2
2052-04-14
Fixed
6.20000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713AT3
390000.00000000
PA
USD
428276.01000000
0.073972552678
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
7.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JP7
285000.00000000
PA
USD
281474.29000000
0.048616712723
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.30000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCV4
980000.00000000
PA
USD
948426.29000000
0.163813783776
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
240000.00000000
PA
USD
215810.61000000
0.037275171487
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VB3
3555000.00000000
PA
USD
3539030.26000000
0.611267258090
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BS2
330000.00000000
PA
USD
315015.49000000
0.054410005193
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN22
000000000
-47.00000000
NC
USD
396986.01000000
0.068568091258
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT US Long Bond Future
USM2 COMDTY
2022-06-21
-7009298.51000000
USD
396986.01000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-INV2
46653TAB5
4879021.21000000
PA
USD
4296397.28000000
0.742080963447
Long
ABS-MBS
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FXNX2
2044819.94000000
PA
USD
260177.57000000
0.044938307430
Long
ABS-MBS
USGSE
US
N
2
2050-11-25
Fixed
2.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135FBV2
258000.00000000
PA
USD
241191.30000000
0.041658966947
Long
DBT
CORP
US
Y
2
2037-05-15
Fixed
4.93000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2021-FL7 Ltd
05493FAA7
1397000.00000000
PA
USD
1366846.59000000
0.236084041649
Long
ABS-CBDO
CORP
KY
Y
2
2036-06-16
Floating
1.62000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CM9
377000.00000000
PA
USD
363289.75000000
0.062748016563
Long
DBT
CORP
DE
N
2
2023-11-08
Fixed
0.96000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AL2
337000.00000000
PA
USD
335431.56000000
0.057936303138
Long
DBT
CORP
GB
N
2
2025-11-16
Fixed
3.38000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200HP9
341000.00000000
PA
USD
343903.83000000
0.059399647860
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.38000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAQ4
550000.00000000
PA
USD
449977.00000000
0.077720784165
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.70000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
191000.00000000
PA
USD
180952.86000000
0.031254482287
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBB9
515000.00000000
PA
USD
473029.32000000
0.081702419643
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641596E1
306000.00000000
PA
USD
286813.32000000
0.049538878964
Long
DBT
CORP
CA
N
2
2024-07-31
Fixed
0.65000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
160000.00000000
PA
USD
125793.60000000
0.021727282138
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZW3
5119000.00000000
PA
USD
4708680.16000000
0.813291155816
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERUC2
92084.93000000
PA
USD
93137.59000000
0.016086881174
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KSJC2
486090.11000000
PA
USD
444869.87000000
0.076838672083
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Towd Point Mortgage Funding
635400HPLEYAA7LW8Q98
Towd Point Mortgage Funding 2019-Auburn 13 PLC
000000000
2034000.00000000
PA
2554694.89000000
0.441251197628
Long
ABS-MBS
CORP
GB
Y
2
2045-07-20
Floating
1.66000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAS8
885000.00000000
PA
USD
834463.70000000
0.144129973580
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
5.00000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT JUN22
000000000
287.00000000
NC
-1495247.71000000
-0.25826169902
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Future
XMM2 COMDTY
2022-06-15
37744379.94000000
AUD
-1495247.71000000
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAB1
290000.00000000
PA
USD
282238.95000000
0.048748786084
Long
DBT
CORP
GB
Y
2
2045-09-15
Fixed
5.63000000
N
N
N
N
N
N
F&G GLOBAL FUNDI
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2A9
295000.00000000
PA
USD
268881.01000000
0.046441580224
Long
DBT
CORP
US
Y
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
420000.00000000
PA
USD
426607.68000000
0.073684395915
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Mortgage Capital Holdings LLC
N/A
MSSG Trust 2017-237P
55375KAJ5
1883000.00000000
PA
USD
1718012.86000000
0.296738070359
Long
ABS-MBS
CORP
US
Y
2
2039-09-13
Variable
3.86000000
N
N
N
N
N
N
CBAM CLO Management LLC
254900JWJFDB3KD6V066
CBAM 2017-1 Ltd
12480VAC9
575000.00000000
PA
USD
573722.93000000
0.099094389298
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-20
Floating
2.31000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
34072.08000000
0.005884986956
N/A
DFE
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
26000000.00000000
SEK
2684986.54000000
USD
2022-06-15
34072.08000000
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
741000.00000000
PA
USD
562011.19000000
0.097071517870
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-61112.45000000
-0.01055544513
N/A
DFE
GB
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1717326.98000000
USD
1317142.28000000
GBP
2022-05-18
-61112.45000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396JPK5
71607.71000000
PA
USD
73195.51000000
0.012642451580
Long
ABS-MBS
USGSE
US
N
2
2026-03-15
Fixed
5.00000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAG4
372000.00000000
PA
USD
341281.72000000
0.058946752611
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.50000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAZ3
320000.00000000
PA
USD
282642.93000000
0.048818562189
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
1.57000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
12271.70000000
0.002119588661
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
815386.65000000
GBP
1037563.53000000
USD
2022-05-18
12271.70000000
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-157403.66000000
-0.02718702486
N/A
DFE
NO
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
3143030.33000000
USD
28000000.00000000
NOK
2022-06-15
-157403.66000000
N
N
N
Neuberger Berman CLO Ltd
549300E610NX15ZSSH14
Neuberger Berman Loan Advisers CLO 24 Ltd
64130HAL5
500000.00000000
PA
USD
497738.50000000
0.085970230766
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-19
Floating
2.06000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCS8
766000.00000000
PA
USD
663427.81000000
0.114588367028
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAA5
361000.00000000
PA
USD
345018.53000000
0.059592180718
Long
DBT
CORP
KR
Y
2
2024-01-19
Fixed
1.00000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAW6
286000.00000000
PA
USD
284238.84000000
0.049094210448
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A3V7
24048.72000000
PA
USD
26578.90000000
0.004590752305
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
315000.00000000
PA
USD
320805.13000000
0.055410001551
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282A7
6534000.00000000
PA
USD
6148596.06000000
1.061995851569
Long
DBT
UST
US
N
2
2026-08-15
Fixed
1.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JY4
565000.00000000
PA
USD
548710.15000000
0.094774139873
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.70000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EW8
750000.00000000
PA
USD
702009.81000000
0.121252314952
Long
DBT
USGA
US
N
2
2025-05-15
Fixed
0.75000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-170.15000000
-0.00002938859
N/A
DFE
NZ
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
84166.31000000
USD
130108.14000000
NZD
2022-06-09
-170.15000000
N
N
N
CITADEL LP
549300IPM6EKPVUPFL67
Citadel LP
17288XAB0
625000.00000000
PA
USD
613089.15000000
0.105893789019
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.88000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CD5
430000.00000000
PA
USD
386902.71000000
0.066826486725
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBE2
305000.00000000
PA
USD
302079.88000000
0.052175744880
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529YAJ5
296000.00000000
PA
USD
295282.00000000
0.051001603615
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.75000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
253940.32000000
0.043860999121
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
10361272.03000000
EUR
11224884.05000000
USD
2022-07-15
253940.32000000
N
N
N
RMAC Securities PLC
213800C48M2JTBGZT736
RMAC Securities No 1 PLC
000000000
424444.40000000
PA
514667.25000000
0.088894192935
Long
ABS-MBS
CORP
GB
Y
2
2044-06-12
Floating
1.17000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
220000.00000000
PA
USD
227629.72000000
0.039316588043
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WUF6
26197.72000000
PA
USD
27964.36000000
0.004830051286
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
5.50000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBB3
520000.00000000
PA
USD
529304.15000000
0.091422302918
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F7HE8
1297086.20000000
PA
USD
239418.76000000
0.041352810857
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967EW7
450000.00000000
PA
USD
619597.43000000
0.107017910085
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.13000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
224.12000000
0.000038710383
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
181771.37000000
CHF
187425.43000000
USD
2022-06-09
224.12000000
N
N
N
BANCO INBURSA
9598007PWYZP4GP23S45
Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa
05969LAA9
339000.00000000
PA
USD
338152.50000000
0.058406268470
Long
DBT
CORP
MX
Y
2
2024-06-06
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
1410000.00000000
PA
USD
1358667.19000000
0.234671281925
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.38000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GAP9
289000.00000000
PA
USD
287469.63000000
0.049652237930
Long
DBT
CORP
CA
N
2
2024-04-02
Fixed
3.10000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
03836WAC7
190000.00000000
PA
USD
176063.17000000
0.030409926807
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
4.28000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WLCE1
196355.43000000
PA
USD
197880.66000000
0.034178280370
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
Aon Corp
037389AK9
244000.00000000
PA
USD
276330.00000000
0.047728182303
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
8.21000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BN2
279000.00000000
PA
USD
241819.49000000
0.041767468980
Long
DBT
CORP
US
N
2
2028-05-20
Fixed
1.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828S92
4980000.00000000
PA
USD
4910746.88000000
0.848192459510
Long
DBT
UST
US
N
2
2023-07-31
Fixed
1.25000000
N
N
N
N
N
N
SURA ASSET MANAGEMENT
549300013ETMS1C0EA22
SURA Asset Management SA
86425QAA6
287000.00000000
PA
USD
286644.12000000
0.049509654455
Long
DBT
CORP
CO
Y
2
2024-04-17
Fixed
4.88000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAV7
285000.00000000
PA
USD
279004.49000000
0.048190124714
Long
DBT
CORP
GB
N
2
2047-01-10
Fixed
4.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
1337000.00000000
PA
USD
1047821.53000000
0.180981496781
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZS2
5150000.00000000
PA
USD
4555939.47000000
0.786909526976
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp
017175AF7
620000.00000000
PA
USD
487241.68000000
0.084157202363
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.25000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AA9
270000.00000000
PA
USD
247525.52000000
0.042753024077
Long
DBT
CORP
US
N
2
2026-10-25
Fixed
1.75000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-18547.91000000
-0.00320362620
N/A
DFE
NO
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
762638.35000000
USD
6978560.35000000
NOK
2022-06-09
-18547.91000000
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2
00443WAA2
252847.30000000
PA
USD
252765.63000000
0.043658104689
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
1.51000000
N
N
N
N
N
N
PUBLIC SERVICE OKLAHOMA
F3TJNSIZRGXRH8GEIK79
Public Service Co of Oklahoma
744533BJ8
260000.00000000
PA
USD
300702.75000000
0.051937884671
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.63000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
Athene Global Funding
04685A2E0
140000.00000000
PA
USD
140225.65000000
0.024220010085
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
3.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAK6
585000.00000000
PA
USD
630401.59000000
0.108884022770
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AZ2
875000.00000000
PA
USD
774523.70000000
0.133777035979
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
DOMINION ENERGY SOUTH
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc
837004CG3
90000.00000000
PA
USD
86914.97000000
0.015012099783
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
Mercury General Corp
5493001Q9EXPCEL4W527
Mercury General Corp
589400AB6
590000.00000000
PA
USD
588820.94000000
0.101702142976
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus 2021-4 UK DAC
000000000
1266996.58000000
PA
1570818.63000000
0.271314435417
Long
ABS-MBS
CORP
IE
Y
2
2031-08-17
Floating
1.11000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DU9
395000.00000000
PA
USD
362942.35000000
0.062688013051
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
03880KAA2
4261000.00000000
PA
USD
4154475.00000000
0.717567908575
Long
ABS-CBDO
CORP
KY
Y
2
2034-08-15
Floating
1.62000000
N
N
N
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Co III LLC
48250AAA1
225000.00000000
PA
USD
226164.95000000
0.039063590505
Long
DBT
CORP
US
Y
2
2044-06-01
Fixed
5.13000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AL3
327000.00000000
PA
USD
327088.29000000
0.056495239512
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406BWL0
20024.65000000
PA
USD
21186.66000000
0.003659395544
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
1125000.00000000
PA
USD
1099540.45000000
0.189914475619
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.42000000
N
N
N
N
N
N
Greenpoint Manufactured Housing
N/A
Greenpoint Manufactured Housing
395383AW2
575000.00000000
PA
USD
575280.20000000
0.099363363592
Long
ABS-O
CORP
US
N
2
2031-08-21
Floating
2.62000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AD0
420000.00000000
PA
USD
517956.87000000
0.089462381633
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBTF5
2594268.28000000
PA
USD
2460084.19000000
0.424909878417
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
685000.00000000
PA
USD
590086.18000000
0.101920677356
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
6228.25000000
0.001075753814
N/A
DFE
SE
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
4705231.53000000
USD
46219494.04000000
SEK
2022-06-09
6228.25000000
N
N
N
ARES CLO Ltd
N/A
Ares LXI CLO Ltd
04019DAA0
3407000.00000000
PA
USD
3367461.77000000
0.581633659970
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-20
Floating
2.21000000
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAB0
1283000.00000000
PA
USD
1261924.67000000
0.217961751179
Long
ABS-MBS
CORP
BM
Y
2
2034-04-25
Floating
2.34000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470BD8
450000.00000000
PA
USD
357680.11000000
0.061779110109
Long
DBT
CORP
IN
Y
2
2052-01-12
Fixed
3.63000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
440000.00000000
PA
USD
426432.60000000
0.073654155803
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.38000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
690000.00000000
PA
USD
496369.81000000
0.085733828327
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AD2
351000.00000000
PA
USD
337038.07000000
0.058213782246
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
345000.00000000
PA
USD
336628.31000000
0.058143007810
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAG8
370000.00000000
PA
USD
358087.60000000
0.061849492467
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-22181.88000000
-0.00383129161
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
419991.58000000
USD
386270.88000000
CHF
2022-06-09
-22181.88000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92344GAM8
1565000.00000000
PA
USD
1961796.23000000
0.338844743995
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
7.75000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
631103AM0
380000.00000000
PA
USD
329593.17000000
0.056927886598
Long
DBT
CORP
US
N
2
2052-03-07
Fixed
3.95000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-29667.08000000
-0.00512414794
N/A
DFE
NO
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
347059.53000000
USD
2976711.22000000
NOK
2022-06-09
-29667.08000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN22
000000000
83.00000000
NC
USD
-1904407.05000000
-0.32893238831
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term US Treasury Bond Future
WNM2 COMDTY
2022-06-21
15220719.55000000
USD
-1904407.05000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MABR9
92273.41000000
PA
USD
91289.74000000
0.015767717414
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC84
4933117.45000000
PA
USD
4656938.60000000
0.804354266560
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BJ5
357000.00000000
PA
USD
345429.86000000
0.059663226328
Long
DBT
CORP
US
N
2
2023-09-14
Fixed
0.38000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAM4
301000.00000000
PA
USD
282780.47000000
0.048842318329
Long
DBT
CORP
CO
N
2
2025-01-29
Fixed
3.00000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AE7
358000.00000000
PA
USD
351203.71000000
0.060660495410
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.13000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
520000.00000000
PA
USD
554696.51000000
0.095808114039
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
KAUPTHING BANK HF
5493003NQ84XTWNKWP07
Kaupthing ehf
486MMB1E6
1210000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
IS
Y
3
2015-02-28
None
0.00000000
Y
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AL3
340000.00000000
PA
USD
337906.52000000
0.058363782391
Long
DBT
US
N
2
2025-04-30
Fixed
3.45000000
N
N
N
N
N
N
Nyack Park CLO, Ltd.
N/A
NYACK Park CLO Ltd
67080PAC0
4481000.00000000
PA
USD
4431520.80000000
0.765419725059
Long
ABS-CBDO
CORP
KY
Y
2
2034-10-20
Floating
2.18000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
1462000.00000000
PA
USD
1417854.46000000
0.244894206735
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re Ltd
07876AAB9
701000.00000000
PA
USD
684379.08000000
0.118207105617
Long
ABS-MBS
CORP
BM
Y
2
2031-06-25
Floating
1.79000000
N
N
N
N
N
N
Oaktown Re Ltd
2549008N2FD0KB1Y5E03
Oaktown Re III Ltd
67400KAB6
678000.00000000
PA
USD
674687.36000000
0.116533135440
Long
ABS-MBS
CORP
US
Y
2
2029-07-25
Floating
2.62000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRS1
190000.00000000
PA
USD
185196.34000000
0.031987423289
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CE2
286000.00000000
PA
USD
288727.89000000
0.049869566714
Long
DBT
CORP
US
N
2
2023-10-17
Fixed
3.70000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-152788.65000000
-0.02638991257
N/A
DFE
NO
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
3138415.32000000
USD
28000000.00000000
NOK
2022-06-15
-152788.65000000
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
Cantor Fitzgerald LP
138616AK3
385000.00000000
PA
USD
374685.08000000
0.064716237125
Long
DBT
CORP
US
Y
2
2027-04-14
Fixed
4.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DA4
315000.00000000
PA
USD
303492.26000000
0.052419693529
Long
DBT
CORP
GB
N
2
2026-03-10
Fixed
3.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
235000.00000000
PA
USD
195527.05000000
0.033771760893
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
HF SINCLAIR CORP
N/A
HF Sinclair Corp
403949AF7
440000.00000000
PA
USD
451778.69000000
0.078031975092
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
5.88000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2021-5
38237HAA5
875988.80000000
PA
USD
785661.48000000
0.135700772071
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382MK99
643445.82000000
PA
USD
79227.36000000
0.013684282855
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2022-FL11 LLC
054980AA5
2246000.00000000
PA
USD
2246000.00000000
0.387932897095
Long
ABS-CBDO
CORP
US
Y
2
2039-03-19
Floating
2.10000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-7
46592NAN6
3600277.64000000
PA
USD
3349088.07000000
0.578460123607
Long
ABS-MBS
CORP
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
ESSENTIAL PROPER
254900XX9FNFCDE1NX02
Essential Properties LP
29670VAA7
475000.00000000
PA
USD
391365.60000000
0.067597324591
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
RESORTS WORLD/RWLV CAP
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
76120HAC1
395000.00000000
PA
USD
337655.86000000
0.058320487974
Long
DBT
CORP
US
Y
2
2031-04-06
Fixed
4.63000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AU2
284000.00000000
PA
USD
287473.42000000
0.049652892546
Long
DBT
CORP
AU
N
2
2023-09-30
Fixed
3.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
1230000.00000000
PA
USD
1203055.47000000
0.207793763955
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.37000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCP5
337000.00000000
PA
USD
340044.63000000
0.058733080346
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
Babson CLO Ltd
549300VMZDDY0435KV08
Barings CLO Ltd 2020-I
06762LAM0
1363000.00000000
PA
USD
1347960.66000000
0.232822032059
Long
ABS-CBDO
CORP
KY
Y
2
2036-10-15
Floating
2.19000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJC7
215000.00000000
PA
USD
242241.33000000
0.041840329894
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J55X3
231844.57000000
PA
USD
234494.61000000
0.040502303388
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAU3
455000.00000000
PA
USD
440186.72000000
0.076029790539
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AW6
1105000.00000000
PA
USD
1151354.14000000
0.198863823291
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBU9
210000.00000000
PA
USD
207866.91000000
0.035903122264
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.70000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196BQ4
378000.00000000
PA
USD
360974.66000000
0.062348150325
Long
DBT
CORP
US
Y
2
2024-03-05
Fixed
0.45000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
14306.17000000
0.002470985741
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1046713.80000000
NZD
690051.31000000
USD
2022-06-09
14306.17000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
27565.32000000
0.004761128426
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
521777.11000000
NZD
364418.00000000
USD
2022-06-09
27565.32000000
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
291000.00000000
PA
USD
218228.99000000
0.037692878148
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BDEK0
1728508.43000000
PA
USD
224354.17000000
0.038750829538
Long
ABS-MBS
USGSE
US
N
2
2051-01-25
Fixed
2.00000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCP1
347000.00000000
PA
USD
350030.86000000
0.060457918785
Long
DBT
CORP
GB
N
2
2024-02-10
Fixed
3.81000000
N
N
N
N
N
N
PROSPECT CAPITAL CORP
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAV4
377000.00000000
PA
USD
337464.90000000
0.058287505042
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.36000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECG4
287000.00000000
PA
USD
287503.75000000
0.049658131194
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.20000000
N
N
N
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAF6
490000.00000000
PA
USD
556004.05000000
0.096033954547
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZM9
885000.00000000
PA
USD
773408.47000000
0.133584411578
Long
DBT
CORP
US
N
2
2033-02-24
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9GY0
893440.86000000
PA
USD
886964.35000000
0.153197974138
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAA8
316666.95000000
PA
USD
297625.51000000
0.051406378603
Long
DBT
CORP
JE
Y
2
2027-09-30
Fixed
1.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN22
000000000
-113.00000000
NC
USD
348805.64000000
0.060246296726
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year US Treasury Note Future
TUM2 COMDTY
2022-06-30
-24170618.14000000
USD
348805.64000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
530000.00000000
PA
USD
539783.80000000
0.093232365689
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284V9
1938000.00000000
PA
USD
1927023.05000000
0.332838661868
Long
DBT
UST
US
N
2
2028-08-15
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X70
4158000.00000000
PA
USD
4100665.09000000
0.708273770428
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.00000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78572XAG6
1055000.00000000
PA
USD
963762.91000000
0.166462750574
Long
DBT
US
N
2
2029-10-15
Fixed
3.90000000
N
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271RAA7
342000.00000000
PA
USD
344891.91000000
0.059570310699
Long
DBT
CORP
CA
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
480000.00000000
PA
USD
490894.43000000
0.084788111486
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAT5
195000.00000000
PA
USD
169943.41000000
0.029352911568
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGG8
347000.00000000
PA
USD
330273.20000000
0.057045342524
Long
DBT
CORP
US
N
2
2048-01-20
Fixed
4.44000000
N
N
N
N
N
N
RMAC Securities PLC
213800C48M2JTBGZT736
RMAC Securities No 1 PLC
000000000
972407.95000000
PA
1183446.86000000
0.204406931860
Long
ABS-MBS
CORP
GB
Y
2
2044-06-12
Floating
1.19000000
N
N
N
N
N
N
Freddie Mac Reference Remic
S6XOOCT0IEG5ABCC6L87
Freddie Mac Reference REMIC
31396NRF5
161979.65000000
PA
USD
175297.70000000
0.030277713541
Long
ABS-MBS
USGSE
US
N
2
2036-05-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFGK9
141408.26000000
PA
USD
143046.26000000
0.024707190587
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AV7
210000.00000000
PA
USD
180949.40000000
0.031253884670
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.10000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LBD2
2118514.50000000
PA
USD
264196.13000000
0.045632399871
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAK0
160000.00000000
PA
USD
166723.80000000
0.028796815115
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.80000000
N
N
N
N
N
N
CADILLAC FAIRVIEW PRP TR
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAD8
315000.00000000
PA
USD
273100.26000000
0.047170336179
Long
DBT
CORP
CA
Y
2
2031-10-15
Fixed
2.50000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
314000.00000000
PA
USD
283877.28000000
0.049031761197
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
195000.00000000
PA
USD
192198.36000000
0.033196823958
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
400000.00000000
PA
USD
366643.86000000
0.063327344083
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2019-1735 Mortgage Trust
23307EAJ0
1961000.00000000
PA
USD
1767809.73000000
0.305339069489
Long
ABS-MBS
CORP
US
Y
2
2037-04-10
Variable
4.33000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
600000.00000000
PA
USD
621982.90000000
0.107429932475
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DM5Z4
2230577.88000000
PA
USD
2170446.14000000
0.374883107337
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XEA61
4918857.70000000
PA
USD
4349630.91000000
0.751275565544
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
Fresnillo PLC
358070AB6
200000.00000000
PA
USD
164750.00000000
0.028455897059
Long
DBT
CORP
GB
Y
2
2050-10-02
Fixed
4.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-164054.30000000
-0.02833573458
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
2934678.24000000
USD
2622015.95000000
EUR
2022-06-09
-164054.30000000
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
805000.00000000
PA
USD
750360.95000000
0.129603605165
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PBW5
267000.00000000
PA
USD
323944.88000000
0.055952304451
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
7.00000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AV9
155000.00000000
PA
USD
155159.18000000
0.026799354500
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.45000000
N
N
N
N
N
N
VALE CANADA LTD
PRAQ4VOSFIK7OQ8Z2512
Vale Canada Ltd
453258AP0
322000.00000000
PA
USD
355133.80000000
0.061339307164
Long
DBT
CORP
CA
N
2
2032-09-15
Fixed
7.20000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
387000.00000000
PA
USD
373120.00000000
0.064445913875
Long
DBT
CORP
NL
Y
2
2028-04-06
Fixed
3.50000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
23636TAD2
287000.00000000
PA
USD
284651.21000000
0.049165435688
Long
DBT
CORP
FR
Y
2
2023-11-02
Fixed
2.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
6610000.00000000
PA
USD
5502050.37000000
0.950323392697
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FP6
338000.00000000
PA
USD
337993.64000000
0.058378829904
Long
DBT
CORP
US
N
2
2027-03-23
Fixed
3.70000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXA7
50000.00000000
PA
USD
47685.15000000
0.008236259300
Long
DBT
CORP
US
N
2
2039-04-23
Fixed
4.41000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BG6
285000.00000000
PA
USD
285900.74000000
0.049381256611
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.25000000
N
N
N
N
N
N
Main Street Capital Corp
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAD6
278000.00000000
PA
USD
281097.79000000
0.048551683010
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.20000000
N
N
N
N
N
N
TAL Advantage VII LLC
N/A
TAL Advantage VII LLC
87407RAA4
4825745.00000000
PA
USD
4447158.07000000
0.768120620630
Long
ABS-O
CORP
US
Y
2
2045-09-20
Fixed
2.05000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-2928.21000000
-0.00050576535
N/A
DFE
CA
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
4880882.88000000
USD
6266887.67000000
CAD
2022-06-09
-2928.21000000
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2013-375P
17320QAL3
2427000.00000000
PA
USD
2363370.13000000
0.408205263330
Long
ABS-MBS
CORP
US
Y
2
2035-05-10
Variable
3.63000000
N
N
N
N
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
297000.00000000
PA
USD
345175.60000000
0.059619310113
Long
DBT
CORP
US
Y
2
2037-12-15
Fixed
7.77000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
604853.28000000
0.104471275702
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
12892903.36000000
GBP
16816779.85000000
USD
2022-05-18
604853.28000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A45
580000.00000000
PA
USD
546650.00000000
0.094418307300
Long
DBT
CORP
US
N
2
2027-01-09
Fixed
4.27000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-163540.38000000
-0.02824696945
N/A
DFE
NO
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
3149167.05000000
USD
28000000.00000000
NOK
2022-06-15
-163540.38000000
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
415000.00000000
PA
USD
373181.99000000
0.064456620892
Long
DBT
CORP
AU
Y
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LNV9
7367891.01000000
PA
USD
972888.75000000
0.168038981005
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBH4
345000.00000000
PA
USD
341580.35000000
0.058998332487
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
2.99000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
059895AH5
303000.00000000
PA
USD
370072.08000000
0.063919472007
Long
DBT
CORP
TH
Y
2
2029-03-15
Fixed
9.03000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
432217.68000000
0.074653364549
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
16585023.02000000
AUD
12158148.68000000
USD
2022-06-09
432217.68000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335AJX7
373430.80000000
PA
USD
380051.60000000
0.065643151484
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBS9
1652000.00000000
PA
USD
1498157.50000000
0.258764282849
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAA0
355000.00000000
PA
USD
352856.78000000
0.060946016440
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
3.90000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429AN5
420000.00000000
PA
USD
423614.02000000
0.073167325925
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.95000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAC5
505000.00000000
PA
USD
463406.27000000
0.080040310264
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
3.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGE4
354000.00000000
PA
USD
338085.15000000
0.058394635665
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
PRINCIPAL LFE GLB FND II
635400WSLKBQWSOIIT41
Principal Life Global Funding II
74256LBJ7
495000.00000000
PA
USD
477707.62000000
0.082510463486
Long
DBT
CORP
US
Y
2
2024-11-21
Fixed
2.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAJ5
2384000.00000000
PA
USD
2337577.08000000
0.403750244358
Long
ABS-MBS
CORP
US
Y
2
2036-05-15
Floating
2.70000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AN3
235000.00000000
PA
USD
196224.76000000
0.033892270538
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.60000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWQ3
1235000.00000000
PA
USD
1215109.78000000
0.209875804650
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.27000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AT8
283000.00000000
PA
USD
286642.07000000
0.049509300376
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402C4G4
53949.83000000
PA
USD
57370.02000000
0.009909046333
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
233000.00000000
PA
USD
232344.86000000
0.040130994953
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RAB8
525000.00000000
PA
USD
605938.17000000
0.104658659727
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
6.80000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207YS7
477000.00000000
PA
USD
579509.06000000
0.100093779402
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
7.06000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJYN4
78848.63000000
PA
USD
78147.41000000
0.013497752075
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAD0
285000.00000000
PA
USD
286570.35000000
0.049496912777
Long
DBT
CORP
MX
Y
2
2024-04-10
Fixed
4.38000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
24899.37000000
0.004300661059
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
26000000.00000000
SEK
2675813.83000000
USD
2022-06-15
24899.37000000
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448ER5
357000.00000000
PA
USD
344294.75000000
0.059467168220
Long
DBT
CORP
US
N
2
2027-03-19
Fixed
2.63000000
N
N
N
N
N
N
Bharti Airtel Ltd
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAA2
284000.00000000
PA
USD
282114.76000000
0.048727335779
Long
DBT
CORP
IN
Y
2
2025-06-10
Fixed
4.38000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BX7
395000.00000000
PA
USD
417799.21000000
0.072162982163
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
560000.00000000
PA
USD
552591.03000000
0.095444451993
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.07000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AU9
380000.00000000
PA
USD
332858.43000000
0.057491867797
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
1.70000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AJ6
560000.00000000
PA
USD
524313.34000000
0.090560281821
Long
DBT
CORP
US
N
2
2024-10-12
Fixed
1.65000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
635000.00000000
PA
USD
502588.87000000
0.086807994829
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
1316000.00000000
PA
USD
1201621.10000000
0.207546017156
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2A2
405000.00000000
PA
USD
369086.02000000
0.063749158065
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.63000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AC5
279000.00000000
PA
USD
324492.32000000
0.056046859208
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
7.20000000
N
N
N
N
N
N
OHIO NAT FINANCIAL SRVS
549300K609B872PZT291
Ohio National Financial Services Inc
67740QAH9
835000.00000000
PA
USD
832493.73000000
0.143789717049
Long
DBT
CORP
US
Y
2
2030-01-24
Fixed
5.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
2148000.00000000
PA
USD
1853824.70000000
0.320195719758
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.13000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-267848.49000000
-0.04626324163
N/A
DFE
XX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
10001319.85000000
USD
9192567.84000000
EUR
2022-07-15
-267848.49000000
N
N
N
TOTALENERGIES CAPITAL
5299005IX98ZZ9LSGK46
TotalEnergies Capital Canada Ltd
89153UAF8
287000.00000000
PA
USD
286228.34000000
0.049437840234
Long
DBT
CORP
CA
N
2
2023-07-15
Fixed
2.75000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962GXZ2
148000.00000000
PA
USD
172890.19000000
0.029861884366
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RAD4
165000.00000000
PA
USD
193620.53000000
0.033442463553
Long
DBT
CORP
US
N
2
2037-09-01
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828J27
6065000.00000000
PA
USD
5921903.91000000
1.022841202193
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BD3
315000.00000000
PA
USD
314007.49000000
0.054235901738
Long
DBT
CORP
NL
N
2
2025-05-11
Fixed
3.25000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BY7
303000.00000000
PA
USD
291229.82000000
0.050301704271
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285J5
2820000.00000000
PA
USD
2826829.70000000
0.488254779660
Long
DBT
UST
US
N
2
2025-10-31
Fixed
3.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
350000.00000000
PA
USD
371940.79000000
0.064242238741
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-1
46654WAH4
2518292.33000000
PA
USD
2331574.80000000
0.402713520462
Long
ABS-MBS
CORP
US
Y
2
2052-07-25
Variable
2.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
325000.00000000
PA
USD
283308.93000000
0.048933594829
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.94000000
N
N
N
N
N
N
American Homes 4 Rent
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAA5
291000.00000000
PA
USD
283948.20000000
0.049044010619
Long
DBT
US
N
2
2028-02-15
Fixed
4.25000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
357000.00000000
PA
USD
342848.52000000
0.059217372942
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143YAC7
310000.00000000
PA
USD
347442.70000000
0.060010887437
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.45000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAA9
195000.00000000
PA
USD
195211.68000000
0.033717289656
Long
DBT
CORP
US
Y
2
2024-05-30
Fixed
4.00000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CH0
341000.00000000
PA
USD
339474.44000000
0.058634596170
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
2.88000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
33057.63000000
0.005709769446
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
26000000.00000000
SEK
2683972.09000000
USD
2022-06-15
33057.63000000
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAL3
500.00000000
PA
USD
503.07000000
0.000086891096
Long
DBT
CORP
US
Y
2
2022-10-15
Fixed
4.40000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2K6
1145000.00000000
PA
USD
1076891.23000000
0.186002464252
Long
DBT
CORP
US
Y
2
2026-11-12
Fixed
2.95000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LONG GILT FUTURE JUN22
000000000
-80.00000000
NC
365622.98000000
0.063151015973
N/A
DIR
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
ICF Long Gilt Future
G M2 COMDTY
2022-06-28
-9765965.33000000
GBP
365622.98000000
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AF7
310000.00000000
PA
USD
281295.25000000
0.048585788633
Long
DBT
CORP
US
N
2
2048-01-23
Fixed
4.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN22
000000000
-27.00000000
NC
USD
81925.25000000
0.014150266953
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year US Treasury Note Future
UXYM2 COMDTY
2022-06-21
-3564925.25000000
USD
81925.25000000
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBF4
200000.00000000
PA
USD
270934.31000000
0.046796229653
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
8.20000000
N
N
N
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
83192PAA6
435000.00000000
PA
USD
349813.09000000
0.060420305185
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.03000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284N7
2598000.00000000
PA
USD
2583792.19000000
0.446276932217
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.88000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-1103550.12000000
-0.19060703256
N/A
DFE
GB
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
19666882.89000000
USD
14762710.47000000
GBP
2022-06-09
-1103550.12000000
N
N
N
Eurosail Plc
213800JGRFCGENSNQ494
Eurosail PRIME-UK 2007-A PLC
000000000
657051.07000000
PA
810572.29000000
0.140003409067
Long
ABS-MBS
CORP
GB
Y
2
2045-09-13
Floating
1.42000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-321218.97000000
-0.05548148069
N/A
DFE
JP
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
2968564.78000000
USD
343080000.00000000
JPY
2022-06-15
-321218.97000000
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
180000.00000000
PA
USD
181084.31000000
0.031277186552
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAA7
299000.00000000
PA
USD
288796.27000000
0.049881377422
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SD1
1406000.00000000
PA
USD
1383152.50000000
0.238900425845
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967CC3
321000.00000000
PA
USD
346198.62000000
0.059796007848
Long
DBT
CORP
US
N
2
2033-10-31
Fixed
6.00000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAK9
290000.00000000
PA
USD
318623.00000000
0.055033100387
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.88000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO 2017-3 Ltd
92915QAU7
3480000.00000000
PA
USD
3418675.44000000
0.590479371179
Long
ABS-CBDO
CORP
KY
Y
2
2034-04-20
Floating
2.10000000
N
N
N
N
N
N
KAUPTHING BANK HF
5493003NQ84XTWNKWP07
Kaupthing ehf
48632FAE1
1210000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
IS
Y
3
2015-02-28
None
0.00000000
Y
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
418000.00000000
PA
USD
350974.52000000
0.060620909327
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.36000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285M8
1564000.00000000
PA
USD
1578418.13000000
0.272627033837
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.13000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FG9
386000.00000000
PA
USD
374919.46000000
0.064756719632
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
2.80000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
171.10000000
0.000029552679
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
53735.98000000
USD
51015.67000000
EUR
2022-06-09
171.10000000
N
N
N
Woori Bank
549300VUVMRL6RE7R376
Woori Bank
98105FAC8
353000.00000000
PA
USD
360051.86000000
0.062188762757
Long
DBT
CORP
KR
Y
2
2024-04-30
Fixed
4.75000000
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VI Ltd
67401FAC4
2464000.00000000
PA
USD
2452502.48000000
0.423600352716
Long
ABS-MBS
CORP
BM
Y
2
2033-10-25
Floating
2.34000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
1255000.00000000
PA
USD
1004291.80000000
0.173462968612
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAF5
570000.00000000
PA
USD
491281.91000000
0.084855037683
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
2.20000000
N
N
N
N
N
N
RMAC Securities PLC
213800C48M2JTBGZT736
RMAC Securities No 1 PLC
000000000
351305.65000000
PA
427892.63000000
0.073906334640
Long
ABS-MBS
CORP
GB
Y
2
2044-06-12
Floating
1.17000000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AG3
145000.00000000
PA
USD
146721.40000000
0.025341966949
Long
DBT
US
N
2
2031-01-30
Fixed
3.88000000
N
N
N
N
N
N
DEUTSCHE BANK AG LONDON
7LTWFZYICNSX8D621K86
Deutsche Bank AG/London
25152RXA6
339000.00000000
PA
USD
339664.57000000
0.058667435743
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535AQ7
334000.00000000
PA
USD
333998.80000000
0.057688834421
Long
DBT
CORP
US
N
2
2046-04-05
Fixed
5.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
-45775.99000000
-0.00790650597
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
622066194.00000000
JPY
4753027.01000000
USD
2022-06-09
-45775.99000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
445000.00000000
PA
USD
369802.21000000
0.063872859607
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AK6
346000.00000000
PA
USD
320215.73000000
0.055308199392
Long
DBT
CORP
GB
Y
2
2043-01-09
Fixed
5.30000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBL3
370000.00000000
PA
USD
359678.18000000
0.062124220119
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
1.45000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBW4
1791000.00000000
PA
USD
1387679.00000000
0.239682250538
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
Radnor Re LTD
254900YVLP8CB4GC2O97
Radnor RE 2020-1 Ltd
750493AA6
755125.05000000
PA
USD
749734.06000000
0.129495327670
Long
ABS-MBS
CORP
BM
Y
2
2030-01-25
Floating
1.62000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BL63
236650.46000000
PA
USD
251752.53000000
0.043483120353
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.50000000
N
N
N
N
N
N
Goldman Sachs Capital I
5299005MCIJK7R2NP351
Goldman Sachs Capital I
38143VAA7
725000.00000000
PA
USD
805523.26000000
0.139131332114
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
6.35000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
800000.00000000
PA
USD
660560.25000000
0.114093077243
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382ML56
637851.54000000
PA
USD
92437.00000000
0.015965874091
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312944PD7
432523.09000000
PA
USD
442520.14000000
0.076432822766
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
PVH Corp
693656AC4
315000.00000000
PA
USD
316917.33000000
0.054738494197
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
4.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F7Q40
3572139.91000000
PA
USD
587141.92000000
0.101412139818
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
3.00000000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO 2021-FL2 Ltd
40390JAA0
2106000.00000000
PA
USD
2059178.14000000
0.355664711258
Long
ABS-CBDO
CORP
KY
Y
2
2036-09-17
Floating
1.55000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDP6
855000.00000000
PA
USD
795544.60000000
0.137407801178
Long
DBT
CORP
NL
Y
2
2033-04-06
Fixed
3.76000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GPA5
88340.17000000
PA
USD
93977.43000000
0.016231939751
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAD6
294000.00000000
PA
USD
283810.83000000
0.049020283841
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
HANA BANK
6RPK2YDJN6L35AS0M510
Hana Bank
40963LAH7
350000.00000000
PA
USD
354829.66000000
0.061286775591
Long
DBT
CORP
KR
Y
2
2024-09-30
Fixed
4.38000000
N
N
N
N
N
N
Morgan Stanley Mortgage Capital Holdings LLC
N/A
MSSG Trust 2017-237P
55375KAA4
10103000.00000000
PA
USD
171683.31000000
0.029653430022
Long
ABS-MBS
CORP
US
Y
2
2039-09-13
Variable
0.47000000
N
N
N
N
N
N
Motiva Enterprises LLC
UQZ4EDMHL4ZESPZY3752
Motiva Enterprises LLC
61980AAD5
333000.00000000
PA
USD
337849.20000000
0.058353881984
Long
DBT
CORP
US
Y
2
2040-01-15
Fixed
6.85000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DD9
280000.00000000
PA
USD
262710.04000000
0.045375719907
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
3.00000000
N
N
N
N
N
N
OVERSEA-CHINESE BANKING
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
69033CAC3
281000.00000000
PA
USD
284661.43000000
0.049167200904
Long
DBT
CORP
SG
Y
2
2024-06-19
Fixed
4.25000000
N
N
N
N
N
N
Newmark Group Inc
N/A
Newmark Group Inc
65158NAB8
760000.00000000
PA
USD
774592.00000000
0.133788832870
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.13000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-187052.29000000
-0.03230798609
N/A
DFE
SE
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
13441624.58000000
USD
130000000.00000000
SEK
2022-06-15
-187052.29000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WPDE4
62251.65000000
PA
USD
62482.12000000
0.010792016842
Long
ABS-MBS
USGSE
US
N
2
2047-07-01
Fixed
4.00000000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AP5
1015000.00000000
PA
USD
756899.50000000
0.130732954516
Long
DBT
CORP
CA
N
2
2051-06-15
Fixed
4.10000000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
58533EAB9
385000.00000000
PA
USD
341322.12000000
0.058953730567
Long
DBT
CORP
KY
Y
2
2025-10-28
Fixed
2.13000000
N
N
N
N
N
N
Radnor Re LTD
N/A
Radnor RE 2021-1 Ltd
75279YAB7
831000.00000000
PA
USD
816479.02000000
0.141023629406
Long
ABS-MBS
CORP
BM
Y
2
2033-12-27
Floating
1.99000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQHT2
142820.68000000
PA
USD
141022.17000000
0.024357586359
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Taurus CMBS
635400SG2ZVJCYHITE32
Taurus 2021-1 UK DAC
000000000
560880.47000000
PA
700568.81000000
0.121003423008
Long
ABS-MBS
CORP
IE
Y
2
2031-05-17
Floating
1.01000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
38036.02000000
0.006569645339
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
26000000.00000000
SEK
2688950.48000000
USD
2022-06-15
38036.02000000
N
N
N
JACKSON FINANCIAL INC
213800WXW2KG1N4CO374
Jackson Financial Inc
46817MAK3
505000.00000000
PA
USD
428230.88000000
0.073964757748
Long
DBT
CORP
US
Y
2
2031-11-23
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LFRV2
330000.00000000
PA
USD
305457.69000000
0.052759165904
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.60000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAS9
350000.00000000
PA
USD
354056.94000000
0.061153310093
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.80000000
N
N
N
N
N
N
FNA VI LLC
N/A
FNA VI LLC
34411YAA5
32930.81000000
PA
USD
31214.35000000
0.005391395025
Long
ABS-O
CORP
US
Y
2
2032-01-10
Fixed
1.35000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-324922.38000000
-0.05612113989
N/A
DFE
JP
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2972268.19000000
USD
343080000.00000000
JPY
2022-06-15
-324922.38000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDT5
661000.00000000
PA
USD
472829.13000000
0.081667842489
Long
DBT
CORP
US
Y
2
2056-11-01
Fixed
2.94000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
810000.00000000
PA
USD
738791.79000000
0.127605360394
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.20000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BV7
715000.00000000
PA
USD
836248.95000000
0.144438324962
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
8.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEG2
810000.00000000
PA
USD
803165.63000000
0.138724118296
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.25000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBP9
160000.00000000
PA
USD
131099.41000000
0.022643710564
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DDX4
120706.19000000
PA
USD
128336.81000000
0.022166549647
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CED9
1495000.00000000
PA
USD
1448281.25000000
0.250149573072
Long
DBT
UST
US
N
2
2025-03-15
Fixed
1.75000000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AN0
1035000.00000000
PA
USD
876142.75000000
0.151328849188
Long
DBT
CORP
CA
N
2
2030-12-17
Fixed
3.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAB7
1988000.00000000
PA
USD
1823601.72000000
0.314975555827
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BS4
341000.00000000
PA
USD
342119.56000000
0.059091465745
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.50000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAE0
450000.00000000
PA
USD
462937.73000000
0.079959383247
Long
DBT
CORP
US
Y
2
2028-03-20
Fixed
5.15000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAP0
358000.00000000
PA
USD
358719.12000000
0.061958569663
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN22
000000000
61.00000000
NC
USD
-224865.66000000
-0.03883917495
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year US Treasury Note Future
TUM2 COMDTY
2022-06-30
13084428.16000000
USD
-224865.66000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287YND2
7795.00000000
PA
USD
8291.33000000
0.001432092461
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAW1
4288000.00000000
PA
USD
4139762.51000000
0.715026742560
Long
DBT
UST
US
N
2
2023-11-15
Fixed
0.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283W8
2660000.00000000
PA
USD
2629347.65000000
0.454145347878
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
160000.00000000
PA
USD
158895.68000000
0.027444729064
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.63000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
530000.00000000
PA
USD
434586.85000000
0.075062571576
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.67000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
JPMorgan Chase Bank NA - CHASE
46591HAG5
1379968.78000000
PA
USD
1386559.79000000
0.239488938704
Long
ABS-MBS
CORP
US
Y
2
2057-10-25
Floating
2.92000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAT8
648000.00000000
PA
USD
590312.81000000
0.101959821271
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
03880XAA4
2434000.00000000
PA
USD
2422883.92000000
0.418484585223
Long
ABS-CBDO
CORP
KY
Y
2
2037-01-15
Floating
1.72000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
HSBC Bank USA NA
4042Q1AD9
615000.00000000
PA
USD
763776.87000000
0.131920825429
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
7.00000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAD2
260000.00000000
PA
USD
211692.55000000
0.036563893239
Long
DBT
CORP
US
Y
2
2032-01-30
Fixed
2.00000000
N
N
N
N
N
N
PROSPECT CAPITAL CORP
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAU6
380000.00000000
PA
USD
352592.51000000
0.060900371281
Long
DBT
CORP
US
N
2
2026-01-22
Fixed
3.71000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
520000.00000000
PA
USD
451953.49000000
0.078062166842
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBP5
1336000.00000000
PA
USD
1205740.00000000
0.208257440491
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.13000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2U6
435000.00000000
PA
USD
395241.97000000
0.068266857736
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
3.35000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BW9
359000.00000000
PA
USD
340360.30000000
0.058787603399
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394VCF5
22530.80000000
PA
USD
22827.44000000
0.003942793825
Long
ABS-MBS
USGSE
US
N
2
2035-11-25
Fixed
5.50000000
N
N
N
N
N
N
ING BANK NV
3TK20IVIUJ8J3ZU0QE75
ING Bank NV
449786AY8
347000.00000000
PA
USD
356240.99000000
0.061530542882
Long
DBT
CORP
NL
Y
2
2023-09-25
Fixed
5.80000000
N
N
N
N
N
N
QVC Inc
549300WBLU5NKPX5X472
QVC Inc
747262AS2
705000.00000000
PA
USD
700981.50000000
0.121074703519
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.85000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAH9
350000.00000000
PA
USD
337926.72000000
0.058367271369
Long
DBT
CORP
CA
Y
2
2027-07-26
Fixed
3.55000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKQ1
360000.00000000
PA
USD
358399.22000000
0.061903315997
Long
DBT
CORP
US
N
2
2033-04-27
Fixed
4.57000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCD6
1280000.00000000
PA
USD
1034188.51000000
0.178626778640
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.16000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MUNI ELEC AUTH OF GEORGIA
626207YF5
265000.00000000
PA
USD
325193.64000000
0.056167992378
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.64000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAX2
242000.00000000
PA
USD
266701.50000000
0.046065131591
Long
DBT
CORP
CA
N
2
2115-09-15
Fixed
6.13000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
383000.00000000
PA
USD
385876.33000000
0.066649208645
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
BANNA RMBS
549300ITMSQX8FY8ZS10
Banna RMBS DAC
000000000
861316.66000000
PA
1088263.84000000
0.187966760576
Long
ABS-MBS
CORP
IE
Y
2
2063-12-30
Floating
1.54000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae REMIC Trust 2004-W12
31394A7A8
381012.52000000
PA
USD
420101.85000000
0.072560698016
Long
ABS-MBS
USGSE
US
N
2
2044-07-25
Fixed
7.00000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
450000.00000000
PA
USD
377618.37000000
0.065222879906
Long
DBT
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382NVT1
1297249.04000000
PA
USD
164811.34000000
0.028466491807
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
125000.00000000
PA
USD
123616.88000000
0.021351315399
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
900000.00000000
PA
USD
727171.88000000
0.125598349997
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
BHARTI AIRTEL INTERNATIO
724500ULW6PWKDAI7I46
Bharti Airtel International Netherlands BV
08861JAB5
330000.00000000
PA
USD
337755.00000000
0.058337611602
Long
DBT
CORP
NL
Y
2
2024-05-20
Fixed
5.35000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
Progress Energy Inc
743263AE5
295000.00000000
PA
USD
358734.48000000
0.061961222668
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.75000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT JUN22
000000000
223.00000000
NC
-1683131.23000000
-0.29071325656
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
MSE 10 Year Canadian Bond Future
CNM2 COMDTY
2022-06-21
30340514.53000000
CAD
-1683131.23000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2022-2
46655DAE2
730591.06000000
PA
USD
673742.31000000
0.116369904814
Long
ABS-MBS
CORP
US
Y
2
2052-08-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENN88
304127.25000000
PA
USD
318240.59000000
0.054967049889
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN22
000000000
486.00000000
NC
USD
-992818.30000000
-0.17148124639
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note
FVM2 COMDTY
2022-06-30
55751349.56000000
USD
-992818.30000000
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AT3
559000.00000000
PA
USD
567683.60000000
0.098051266064
Long
DBT
CORP
JP
N
2
2023-11-26
Fixed
4.40000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAE3
312000.00000000
PA
USD
269977.43000000
0.046630955730
Long
DBT
CORP
GB
N
2
2048-01-09
Fixed
4.34000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAL8
360000.00000000
PA
USD
274166.64000000
0.047354523126
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
625000.00000000
PA
USD
536212.79000000
0.092615574837
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.42000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEE8
225000.00000000
PA
USD
187464.25000000
0.032379140518
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
395000.00000000
PA
USD
302476.88000000
0.052244315388
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.18000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAL9
435000.00000000
PA
USD
354037.06000000
0.061149876386
Long
DBT
CORP
US
N
2
2039-12-31
Fixed
2.74000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
425000.00000000
PA
USD
355320.04000000
0.061371474850
Long
DBT
CORP
JE
Y
2
2036-03-31
Fixed
2.63000000
N
N
N
N
N
N
Taurus CMBS
635400SG2ZVJCYHITE32
Taurus 2021-1 UK DAC
000000000
496354.40000000
PA
617640.61000000
0.106679924844
Long
ABS-MBS
CORP
IE
Y
2
2031-05-17
Floating
1.46000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EN9
285000.00000000
PA
USD
286868.41000000
0.049548394201
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.20000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAL4
344000.00000000
PA
USD
345613.36000000
0.059694920756
Long
DBT
CORP
NL
Y
2
2026-04-18
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHGK2
85896.49000000
PA
USD
86719.59000000
0.014978353421
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-55612.49000000
-0.00960548279
N/A
DFE
AU
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
904109.41000000
USD
1200104.36000000
AUD
2022-06-09
-55612.49000000
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
715827.95000000
0.123639007331
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
140000000.00000000
NOK
15643961.32000000
USD
2022-06-15
715827.95000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-8460.41000000
-0.00146129624
N/A
DFE
SE
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
884462.97000000
USD
8593598.77000000
SEK
2022-06-09
-8460.41000000
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
595000.00000000
PA
USD
566787.96000000
0.097896569617
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDR9
709000.00000000
PA
USD
522802.34000000
0.090299299360
Long
DBT
CORP
US
Y
2
2051-11-01
Fixed
2.89000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
37671.77000000
0.006506731466
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
26000000.00000000
SEK
2688586.23000000
USD
2022-06-15
37671.77000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ACW6
124421.49000000
PA
USD
132454.72000000
0.022877801987
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BK9
375000.00000000
PA
USD
362339.39000000
0.062583868786
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
ONESKY CLASS A LOAN TRU
N/A
OneSky Class A Loan Trust 2021-1
68278AAA7
2431000.00000000
PA
USD
2300430.99000000
0.397334309224
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.88000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDF6
150000.00000000
PA
USD
168729.48000000
0.029143239537
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
6.00000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAA8
950000.00000000
PA
USD
829123.88000000
0.143207670890
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
270000.00000000
PA
USD
232933.66000000
0.040232693479
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAV4
353000.00000000
PA
USD
342978.95000000
0.059239901031
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.30000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400EB5
304000.00000000
PA
USD
331285.42000000
0.057220174864
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.65000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBE4
385000.00000000
PA
USD
332677.68000000
0.057460648353
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEF4
2920000.00000000
PA
USD
2861371.89000000
0.494220964806
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F97B1
1648758.36000000
PA
USD
285560.83000000
0.049322546784
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402FJ97
20028.81000000
PA
USD
20919.22000000
0.003613202858
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AW9
515000.00000000
PA
USD
640143.65000000
0.110566687756
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
8.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
2227000.00000000
PA
USD
1604570.89000000
0.277144182525
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
Paragon Mortgages PLC
NC14LGCCXH6KWEV2DR91
Paragon Mortgages No 12 PLC
000000000
1955647.69000000
PA
2385129.82000000
0.411963633580
Long
ABS-MBS
CORP
GB
Y
2
2038-11-15
Floating
0.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WLCS0
125432.12000000
PA
USD
126850.78000000
0.021909880046
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN22
000000000
-92.00000000
NC
USD
418280.07000000
0.072246037111
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-06-21
-11380655.07000000
USD
418280.07000000
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BL5
625000.00000000
PA
USD
569293.53000000
0.098329335881
Long
DBT
CORP
US
Y
2
2025-11-24
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286R6
4355000.00000000
PA
USD
4316043.17000000
0.745474234607
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.25000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EAU3
339000.00000000
PA
USD
338914.10000000
0.058537813303
Long
DBT
US
N
2
2024-11-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
5925000.00000000
PA
USD
5422763.70000000
0.936628865719
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAB7
255000.00000000
PA
USD
215587.20000000
0.037236583736
Long
DBT
CORP
LU
Y
2
2046-11-30
Fixed
4.39000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAZ2
372000.00000000
PA
USD
338071.00000000
0.058392191653
Long
DBT
CORP
JP
N
2
2027-01-22
Fixed
2.33000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
51265.48000000
0.008854659918
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
56195012.71000000
SEK
5779596.08000000
USD
2022-06-09
51265.48000000
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAA2
945000.00000000
PA
USD
912255.75000000
0.157566347279
Long
DBT
AU
Y
2
2080-09-24
Fixed
4.75000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-3 Ltd
07877KAE0
2338000.00000000
PA
USD
2371418.67000000
0.409595420694
Long
ABS-MBS
CORP
US
Y
2
2030-10-25
Floating
4.37000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
389000.00000000
PA
USD
342320.00000000
0.059126086079
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAV5
349000.00000000
PA
USD
345582.48000000
0.059689587111
Long
DBT
CORP
NL
Y
2
2023-09-19
Fixed
2.49000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BL9
420000.00000000
PA
USD
364476.60000000
0.062953011291
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828K74
2945000.00000000
PA
USD
2859180.87000000
0.493842528147
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
435000.00000000
PA
USD
443675.28000000
0.076632340489
Long
DBT
CORP
DK
Y
2
2024-01-12
Fixed
5.38000000
N
N
N
N
N
N
PANASONIC CORP
254900GE1G59KGWPHX32
Panasonic Corp
69832AAB2
292000.00000000
PA
USD
285290.02000000
0.049275772026
Long
DBT
CORP
JP
Y
2
2024-07-19
Fixed
2.68000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DC1
750000.00000000
PA
USD
542230.56000000
0.093654974191
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
499000.00000000
PA
USD
511475.00000000
0.088342822146
Long
DBT
CORP
MX
Y
2
2025-04-17
Fixed
5.38000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBB1
670000.00000000
PA
USD
657715.72000000
0.113601765238
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.45000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 1/2
N/A
Scentre Group Trust 1 / Scentre Group Trust 2
80622GAE4
525000.00000000
PA
USD
522667.57000000
0.090276021659
Long
DBT
AU
Y
2
2030-05-28
Fixed
4.38000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AM4
306000.00000000
PA
USD
333896.60000000
0.057671182265
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCHZ9
128941.14000000
PA
USD
130407.30000000
0.022524168161
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286L9
2750000.00000000
PA
USD
2678671.88000000
0.462664711832
Long
DBT
UST
US
N
2
2026-03-31
Fixed
2.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCR0
290000.00000000
PA
USD
292933.39000000
0.050595947746
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.70000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd
03881EAA5
923000.00000000
PA
USD
907599.93000000
0.156762186219
Long
ABS-CBDO
CORP
KY
Y
2
2036-05-15
Floating
1.65000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
645000.00000000
PA
USD
561388.06000000
0.096963889808
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AB7
370000.00000000
PA
USD
329129.80000000
0.056847852553
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRR7
530000.00000000
PA
USD
481550.11000000
0.083174144821
Long
DBT
CORP
CA
N
2
2025-10-23
Fixed
0.95000000
N
N
N
N
N
N
MEXICO GENERADORA DE ENE
635400GBINBYW1VUAD14
Mexico Generadora de Energia S de rl
000000000
280310.05000000
PA
USD
275757.81000000
0.047629352684
Long
DBT
CORP
MX
Y
2
2032-12-06
Fixed
5.50000000
N
N
N
N
N
N
Voya CLO Ltd
549300L8S87K3SMP0R77
Voya CLO 2014-2 Ltd
92912VAY1
1659541.01000000
PA
USD
1649650.15000000
0.284930348122
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-17
Floating
2.06000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BJ0
420000.00000000
PA
USD
373097.11000000
0.064441960276
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.38000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAA2
839146.99000000
PA
USD
805997.66000000
0.139213271280
Long
ABS-O
CORP
US
Y
2
2060-02-25
Variable
2.25000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BL9
357000.00000000
PA
USD
354371.35000000
0.061207615517
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.80000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
06423AAJ2
405000.00000000
PA
USD
511019.71000000
0.088264183692
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
8.75000000
N
N
N
N
N
N
Validus Holdings Ltd
549300V97BMXPCWUAZ30
Validus Holdings Ltd
91915WAB8
477000.00000000
PA
USD
672089.58000000
0.116084442509
Long
DBT
CORP
BM
N
2
2040-01-26
Fixed
8.88000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BK3
344000.00000000
PA
USD
342562.96000000
0.059168050538
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.25000000
N
N
N
N
N
N
TCI Communications Inc
N/A
TCI Communications Inc
872287AF4
340000.00000000
PA
USD
384471.01000000
0.066406479411
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.88000000
N
N
N
N
N
N
Newgate Funding PLC
2138006KF4KS6D5P1697
Newgate Funding PLC
000000000
732426.21000000
PA
912756.90000000
0.157652906750
Long
ABS-MBS
CORP
GB
Y
2
2050-12-01
Floating
1.06000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AN0
391000.00000000
PA
USD
394277.99000000
0.068100357489
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.40000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAF9
366000.00000000
PA
USD
358442.10000000
0.061910722303
Long
DBT
CORP
IN
Y
2
2024-07-24
Fixed
3.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDT7
4600000.00000000
PA
USD
4468771.25000000
0.771853685427
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XUQ40
128643.37000000
PA
USD
130072.73000000
0.022466380668
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KH5K8
4286560.27000000
PA
USD
4064689.80000000
0.702060057839
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBG9
380000.00000000
PA
USD
297925.69000000
0.051458226198
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
4.38000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2019-LIFE
12482HAN4
3188000.00000000
PA
USD
3125163.24000000
0.539783450396
Long
ABS-MBS
CORP
US
Y
2
2037-12-15
Floating
2.70000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAT7
341000.00000000
PA
USD
340019.17000000
0.058728682852
Long
DBT
US
N
2
2024-05-15
Fixed
3.38000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEV2
297000.00000000
PA
USD
290819.37000000
0.050230810656
Long
DBT
CORP
US
N
2
2045-05-26
Fixed
4.60000000
N
N
N
N
N
N
GoodLeap Sustainable Home Improvement Loan Trust
N/A
GoodLeap Sustainable Home Solutions Trust 2022-1
38237JAA1
759663.58000000
PA
USD
693523.09000000
0.119786474401
Long
ABS-O
CORP
US
Y
2
2049-01-20
Fixed
2.70000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2R4
345000.00000000
PA
USD
293759.11000000
0.050738567493
Long
DBT
CORP
FR
Y
2
2029-09-15
Fixed
2.16000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAA4
200000.00000000
PA
USD
198734.00000000
0.034325670690
Long
DBT
CORP
ID
Y
2
2027-04-14
Fixed
4.76000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
1100000.00000000
PA
USD
1058104.55000000
0.182757597289
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corp
25179SAD2
425000.00000000
PA
USD
519128.05000000
0.089664669813
Long
DBT
CORP
US
N
2
2031-09-30
Fixed
7.88000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BV0
263000.00000000
PA
USD
261683.52000000
0.045198417647
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAK8
360000.00000000
PA
USD
357623.81000000
0.061769385878
Long
DBT
CORP
NO
N
2
2024-01-15
Fixed
2.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LBH3
2132860.78000000
PA
USD
292397.08000000
0.050503315381
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-3 Ltd
07877KAC4
1362616.13000000
PA
USD
1366892.43000000
0.236091959210
Long
ABS-MBS
CORP
US
Y
2
2030-10-25
Floating
3.52000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BB7
285000.00000000
PA
USD
286328.64000000
0.049455164219
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAC5
90000.00000000
PA
USD
93451.13000000
0.016141036330
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
5.00000000
N
N
N
N
N
N
INTERCORP FIN SER INC
5299004181WFTEWB1398
Intercorp Financial Services Inc
45866EAA5
373000.00000000
PA
USD
346778.10000000
0.059896096608
Long
DBT
CORP
PA
Y
2
2027-10-19
Fixed
4.13000000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAA2
2776000.00000000
PA
USD
2722080.64000000
0.470162345860
Long
ABS-MBS
CORP
US
Y
2
2038-04-15
Floating
1.35000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DW5
315000.00000000
PA
USD
279145.43000000
0.048214468108
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AJ5
700000.00000000
PA
USD
705748.51000000
0.121898069503
Long
DBT
CORP
US
Y
2
2022-11-15
Fixed
6.00000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
486635.65000000
0.084052527842
N/A
DFE
US
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
1715400000.00000000
JPY
13723364.68000000
USD
2022-06-15
486635.65000000
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
3661.09000000
0.000632349621
N/A
DFE
GB
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
335552.75000000
USD
269763.83000000
GBP
2022-06-09
3661.09000000
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-1 Ltd
26983BAB7
1464000.00000000
PA
USD
1460827.51000000
0.252316584199
Long
ABS-MBS
CORP
US
Y
2
2033-10-25
Floating
2.44000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
1105000.00000000
PA
USD
792319.53000000
0.136850761664
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.13000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AF8
330000.00000000
PA
USD
278051.40000000
0.048025505406
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AQ9
298000.00000000
PA
USD
346675.27000000
0.059878335637
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.30000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142CH4
308000.00000000
PA
USD
342265.10000000
0.059116603658
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
5.88000000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAC8
402000.00000000
PA
USD
403315.19000000
0.069661277871
Long
DBT
CORP
MX
Y
2
2024-06-27
Fixed
3.88000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DN3
825000.00000000
PA
USD
603809.75000000
0.104291035446
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZY9
177107.99000000
PA
USD
178452.88000000
0.030822681537
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEE7
1485000.00000000
PA
USD
1431632.81000000
0.247274026518
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.38000000
N
N
N
N
N
N
STATE BANK INDIA/LONDON
5493001JZ37UBBZF6L49
State Bank of India/London
85628UAJ5
282000.00000000
PA
USD
284843.97000000
0.049198729520
Long
DBT
CORP
IN
Y
2
2024-01-24
Fixed
4.38000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-279292.29000000
-0.04823983401
N/A
DFE
NZ
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
6001036.18000000
USD
8862850.66000000
NZD
2022-06-09
-279292.29000000
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
342000.00000000
PA
USD
320497.76000000
0.055356912087
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QSX78
245389.83000000
PA
USD
248240.12000000
0.042876450991
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
MULTICARE HEALTH SYSTEM
549300OSCVFLGLKTTI33
MultiCare Health System
62548LAA0
715000.00000000
PA
USD
541769.82000000
0.093575394404
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.80000000
N
N
N
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AH3
306000.00000000
PA
USD
297957.19000000
0.051463666931
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
5.15000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AR2
289000.00000000
PA
USD
288192.46000000
0.049777086344
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
4.55000000
N
N
N
N
N
N
SABIC Capital II BV
2138005PCUTH59D4RJ83
SABIC Capital II BV
78520LAA8
341000.00000000
PA
USD
344701.21000000
0.059537372674
Long
DBT
CORP
NL
Y
2
2023-10-10
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416VBR4
236259.70000000
PA
USD
253087.55000000
0.043713707253
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SF6
1453000.00000000
PA
USD
1441648.44000000
0.249003942975
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AG5
115000.00000000
PA
USD
79504.13000000
0.013732087035
Long
DBT
CORP
US
Y
2
2051-02-10
Fixed
2.80000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAN3
190000.00000000
PA
USD
180725.13000000
0.031215148378
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
3411000.00000000
PA
USD
3188085.83000000
0.550651545957
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBE2
340000.00000000
PA
USD
340481.51000000
0.058808538994
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
170950.02000000
0.029526774940
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
345394993.00000000
JPY
2835429.37000000
USD
2022-06-09
170950.02000000
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAC9
465000.00000000
PA
USD
417063.24000000
0.072035864187
Long
DBT
CORP
IE
N
2
2030-06-15
Fixed
3.90000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
346000.00000000
PA
USD
330495.10000000
0.057083669465
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95000000
N
N
N
N
N
N
TIME WARNER ENTERTAINMEN
N/A
Time Warner Entertainment Co LP
88731EAJ9
866000.00000000
PA
USD
1049538.12000000
0.181277989093
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.38000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CF8
150000.00000000
PA
USD
185191.94000000
0.031986663313
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
7.30000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGU0
415000.00000000
PA
USD
537725.54000000
0.092876859561
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
8.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TG6
370000.00000000
PA
USD
352248.81000000
0.060841006839
Long
DBT
CORP
US
N
2
2027-01-15
Floating
0.74000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2G9
200000.00000000
PA
USD
194312.40000000
0.033561964502
Long
DBT
CORP
SA
Y
2
2023-11-24
Fixed
1.25000000
N
N
N
N
N
N
Lehman Brothers Holdings Inc
549300FDK6ZP3YIHRJ47
LEHMAN BRTH HLD
524ESCXA3
1450000.00000000
PA
USD
145.00000000
0.000025044643
Long
DBT
CORP
US
N
3
2056-11-30
None
0.00000000
Y
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEYD5
352062.41000000
PA
USD
355973.23000000
0.061484294925
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RH3
1690000.00000000
PA
USD
1667752.74000000
0.288057057910
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.13000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCE3
495000.00000000
PA
USD
478635.30000000
0.082670693936
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.13000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BE8
345000.00000000
PA
USD
342501.43000000
0.059157422973
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.90000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EBY0
215000.00000000
PA
USD
212920.04000000
0.036775907376
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202F2N5
101598.81000000
PA
USD
106748.83000000
0.018437837436
Long
ABS-MBS
USGA
US
N
2
2042-01-20
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Mortgage Capital Holdings LLC
N/A
MSSG Trust 2017-237P
55375KAC0
6248000.00000000
PA
USD
28630.84000000
0.004945166833
Long
ABS-MBS
CORP
US
Y
2
2039-09-13
Variable
0.17000000
N
N
N
N
N
N
Capital One Bank USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
250000.00000000
PA
USD
251428.62000000
0.043427174073
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.38000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
395000.00000000
PA
USD
358626.18000000
0.061942516910
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424AP3
337000.00000000
PA
USD
379218.82000000
0.065499312322
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
6.00000000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAB4
440000.00000000
PA
USD
425802.28000000
0.073545285872
Long
DBT
CORP
US
N
2
2025-02-25
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655GAE5
1051000.00000000
PA
USD
999476.41000000
0.172631246353
Long
ABS-MBS
CORP
US
Y
2
2052-10-25
Variable
3.00000000
N
N
N
N
N
N
Banc of America Mortgage Securities
N/A
Banc of America Mortgage 2004-D Trust
05949ADG2
49761.04000000
PA
USD
49672.97000000
0.008579598913
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Variable
2.76000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-8
46592TAN3
3000325.95000000
PA
USD
2840621.90000000
0.490636991638
Long
ABS-MBS
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
556079AC5
335000.00000000
PA
USD
300622.79000000
0.051924073845
Long
DBT
CORP
AU
Y
2
2030-06-03
Fixed
3.62000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AR9
570000.00000000
PA
USD
416709.65000000
0.071974791528
Long
DBT
CORP
US
Y
2
2061-12-01
Fixed
3.20000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAD0
439000.00000000
PA
USD
305244.12000000
0.052722277735
Long
DBT
CORP
NL
Y
2
2050-08-03
Fixed
4.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUKQ1
238498.70000000
PA
USD
247699.67000000
0.042783103558
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BDQ84
1872304.89000000
PA
USD
277575.19000000
0.047943253614
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AU4
346000.00000000
PA
USD
338509.13000000
0.058467866203
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAQ8
220000.00000000
PA
USD
214689.94000000
0.037081607480
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
3.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M56
3530000.00000000
PA
USD
3448092.99000000
0.595560419886
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
KAUPTHING BANK HF
5493003NQ84XTWNKWP07
Kaupthing ehf
48632FAA9
100000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
IS
Y
3
2011-10-04
None
0.00000000
Y
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
525000.00000000
PA
USD
443517.10000000
0.076605019374
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CVN9
98256.36000000
PA
USD
104504.04000000
0.018050113533
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BFEZ2
840844.42000000
PA
USD
148150.40000000
0.025588786232
Long
ABS-MBS
USGSE
US
N
2
2051-03-25
Fixed
3.00000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAG3
1193000.00000000
PA
USD
1200575.74000000
0.207365460819
Long
DBT
CORP
IT
Y
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
NTT FINANCE CORP
3538007PR116187GD960
NTT Finance Corp
62954WAC9
705000.00000000
PA
USD
636518.77000000
0.109940592387
Long
DBT
CORP
JP
Y
2
2026-04-03
Fixed
1.16000000
N
N
N
N
N
N
POTOMAC ELECTRIC POWER
549300BXF2DWUNN57U06
Potomac Electric Power Co
737679DG2
350000.00000000
PA
USD
352158.23000000
0.060825361709
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.60000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14916RAD6
205000.00000000
PA
USD
190874.40000000
0.032968147361
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.35000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AF0
380000.00000000
PA
USD
389378.52000000
0.067254112791
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.90000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470BB2
375000.00000000
PA
USD
320812.50000000
0.055411274509
Long
DBT
CORP
IN
Y
2
2032-01-12
Fixed
2.88000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-6
46653PAM9
3552224.18000000
PA
USD
3350027.67000000
0.578622412899
Long
ABS-MBS
CORP
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFGJ2
117131.40000000
PA
USD
118915.49000000
0.020539283412
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M96Y3
317389.67000000
PA
USD
322190.58000000
0.055649298805
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-17964.07000000
-0.00310278438
N/A
DFE
AU
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1464421.28000000
USD
2045852.58000000
AUD
2022-06-09
-17964.07000000
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BZ6
512000.00000000
PA
USD
519546.97000000
0.089737026379
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-8752.07000000
-0.00151167224
N/A
DFE
SE
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
149620.34000000
USD
1381919.90000000
SEK
2022-06-09
-8752.07000000
N
N
N
BRITISH AIR 20-1 A PTT
N/A
British Airways 2020-1 Class A Pass Through Trust
11044MAA4
242925.03000000
PA
USD
235156.55000000
0.040616634778
Long
DBT
CORP
US
Y
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359XFT1
16789.20000000
PA
USD
17915.52000000
0.003094398742
Long
ABS-MBS
USGSE
US
N
2
2029-12-18
Fixed
7.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
475000.00000000
PA
USD
479604.73000000
0.082838135516
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404EGE0
19356.00000000
PA
USD
20470.95000000
0.003535776909
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382MF61
2116474.44000000
PA
USD
290326.32000000
0.050145650231
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JY8
185000.00000000
PA
USD
184111.84000000
0.031800106625
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06050TJZ6
310000.00000000
PA
USD
349668.29000000
0.060395295085
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
270000.00000000
PA
USD
240940.68000000
0.041615679439
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HKLB2
1470594.57000000
PA
USD
1539020.59000000
0.265822224473
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
5.00000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CR9
342000.00000000
PA
USD
341264.68000000
0.058943809434
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.38000000
N
N
N
N
N
N
Last Mile Logistics Pan Euro Finance DAC
635400NOPX1IKIAX7N90
Last Mile Logistics Pan Euro Finance DAC
000000000
1215548.31000000
PA
1263791.33000000
0.218284163833
Long
ABS-MBS
CORP
IE
Y
2
2033-08-17
Floating
0.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
980000.00000000
PA
USD
979425.92000000
0.169168092001
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
5919.42000000
0.001022412177
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
376601.61000000
EUR
403865.68000000
USD
2022-06-09
5919.42000000
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAH0
429000.00000000
PA
USD
380447.84000000
0.065711590723
Long
DBT
CORP
FR
Y
2
2027-01-26
Fixed
1.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05579T5G7
377000.00000000
PA
USD
380725.35000000
0.065759522717
Long
DBT
CORP
FR
N
2
2024-10-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WE6
12605000.00000000
PA
USD
12642421.09000000
2.183620231409
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J55V7
90838.45000000
PA
USD
91876.91000000
0.015869134404
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CNT7
68346.76000000
PA
USD
70243.67000000
0.012132604811
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
4.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAV4
605000.00000000
PA
USD
576757.43000000
0.099618513241
Long
DBT
CORP
FR
Y
2
2025-01-22
Fixed
2.63000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAE3
340000.00000000
PA
USD
342694.28000000
0.059190732350
Long
DBT
CORP
US
Y
2
2023-12-15
Fixed
3.88000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re Ltd
07876AAA1
2121495.61000000
PA
USD
2100993.69000000
0.362887163375
Long
ABS-MBS
CORP
BM
Y
2
2031-06-25
Floating
1.49000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
267000.00000000
PA
USD
280750.50000000
0.048491698497
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393GV35
341630.44000000
PA
USD
363281.85000000
0.062746652062
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
5.50000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAC1
435000.00000000
PA
USD
381276.85000000
0.065854778724
Long
DBT
CORP
US
Y
2
2026-12-15
Fixed
2.63000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AM1
635000.00000000
PA
USD
567608.47000000
0.098038289484
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.38000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAP4
565000.00000000
PA
USD
547133.30000000
0.094501783689
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.65000000
N
N
N
N
N
N
Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund
845SLB3N6EI7ZN7PZ398
U.S. Cash Management Fund
000000000
41078906.66000000
NS
USD
41066582.99000000
7.093089275656
Long
STIV
PF
US
N
N/A
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EY5
325000.00000000
PA
USD
252064.47000000
0.043536999154
Long
DBT
CORP
AU
N
2
2041-11-18
Fixed
3.13000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-34993.95000000
-0.00604421389
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2336264.08000000
USD
2234519.78000000
CHF
2022-06-09
-34993.95000000
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AK1
291000.00000000
PA
USD
313703.26000000
0.054183354621
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.10000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAH6
579000.00000000
PA
USD
825706.27000000
0.142617375543
Long
DBT
CORP
US
N
2
2039-02-06
Fixed
10.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828X88
3010000.00000000
PA
USD
2929458.99000000
0.505981083220
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38382LCN9
2399796.95000000
PA
USD
269433.84000000
0.046537065951
Long
ABS-MBS
USGA
US
N
2
2050-11-20
Fixed
2.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCU8
225000.00000000
PA
USD
197948.74000000
0.034190039262
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
2.96000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAL0
349000.00000000
PA
USD
346145.18000000
0.059786777601
Long
DBT
CORP
KY
Y
2
2024-04-11
Fixed
3.28000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-14457.06000000
-0.00249704771
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
47028540.41000000
NOK
4999970.81000000
USD
2022-06-09
-14457.06000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419DL74
78018.13000000
PA
USD
81174.24000000
0.014020551243
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Radnor Re LTD
N/A
Radnor RE 2021-2 Ltd
75049GAA7
859000.00000000
PA
USD
853017.24000000
0.147334572210
Long
ABS-MBS
CORP
US
Y
2
2031-11-25
Floating
2.14000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
2217000.00000000
PA
USD
1878561.09000000
0.324468230638
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.88000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
800000.00000000
PA
USD
681090.94000000
0.117639172546
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAT6
310000.00000000
PA
USD
271310.10000000
0.046861136733
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.25000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAC7
785000.00000000
PA
USD
703359.39000000
0.121485416679
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.19000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HZH1
15481.06000000
PA
USD
16481.32000000
0.002846681307
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
1430000.00000000
PA
USD
1305768.75000000
0.225534574409
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.88000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBF6
358000.00000000
PA
USD
361920.39000000
0.062511498401
Long
DBT
CORP
JP
N
2
2023-10-16
Fixed
3.94000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAR6
346000.00000000
PA
USD
338270.94000000
0.058426725626
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
3.70000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AP1
333000.00000000
PA
USD
337610.19000000
0.058312599775
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AZ6
307000.00000000
PA
USD
314100.35000000
0.054251940674
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
3603000.00000000
PA
USD
3014979.16000000
0.520752270802
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10Y BOND(OSE) JUN22
000000000
-12.00000000
NC
43052.98000000
0.007436183107
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
TSE Japanese 10 Year Bond Futures
JBM2 COMDTY
2022-06-13
-1801027200.00000000
JPY
43052.98000000
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2021-CX2
12477BAA2
2617000.00000000
PA
USD
2326020.74000000
0.401754213879
Long
ABS-MBS
CORP
US
Y
2
2046-11-10
Fixed
2.70000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAK9
291000.00000000
PA
USD
288378.70000000
0.049809254030
Long
DBT
CORP
NL
Y
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CR9
740000.00000000
PA
USD
596679.81000000
0.103059540218
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAA1
379000.00000000
PA
USD
338829.19000000
0.058523147505
Long
DBT
CORP
US
Y
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BD2G2
1214998.33000000
PA
USD
155376.66000000
0.026836918011
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SA7
2141000.00000000
PA
USD
2103616.13000000
0.363340115622
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
MUTUAL OF OMAHA INS CO
P2LER0UPV1DKOU8RO042
Mutual of Omaha Insurance Co
628312AD2
295000.00000000
PA
USD
289341.35000000
0.049975524557
Long
DBT
CORP
US
Y
2
2054-07-15
Fixed
4.30000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAR9
140000.00000000
PA
USD
122364.20000000
0.021134950403
Long
DBT
CORP
CL
Y
2
2042-07-17
Fixed
4.25000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
163000.00000000
PA
USD
162599.25000000
0.028084415902
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BDQ43
1911632.74000000
PA
USD
269375.62000000
0.046527010095
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBE0
4975000.00000000
PA
USD
4768615.21000000
0.823643238445
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
7181000.00000000
PA
USD
6620545.35000000
1.143511726615
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
170000.00000000
PA
USD
139606.07000000
0.024112995185
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHGN6
148927.01000000
PA
USD
158415.64000000
0.027361815748
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.50000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CC5
270000.00000000
PA
USD
363888.13000000
0.062851369763
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
8.70000000
N
N
N
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
04686JAA9
240000.00000000
PA
USD
230887.48000000
0.039879273828
Long
DBT
CORP
BM
N
2
2028-01-12
Fixed
4.13000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
370000.00000000
PA
USD
311046.60000000
0.053724491838
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51000000
N
N
N
N
N
N
PACIFIC LIFE INSURANCE C
8WC3XYHE06SQFW7CQK10
Pacific Life Insurance Co
69448FAA9
255000.00000000
PA
USD
222592.12000000
0.038446485299
Long
DBT
CORP
US
Y
2
2067-10-24
Fixed
4.30000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971U2D8
382000.00000000
PA
USD
343800.00000000
0.059381714168
Long
DBT
CORP
PE
Y
2
2031-09-30
Fixed
3.25000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBB7
625000.00000000
PA
USD
459749.49000000
0.079408705072
Long
DBT
CORP
FR
Y
2
2041-03-01
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJ6C7
111779.67000000
PA
USD
112154.54000000
0.019371520758
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287NCG1
5559.44000000
PA
USD
5919.68000000
0.001022457084
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.50000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAG6
361000.00000000
PA
USD
344404.13000000
0.059486060517
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
3930000.00000000
PA
USD
2941052.36000000
0.507983509583
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.38000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAA0
282000.00000000
PA
USD
285922.60000000
0.049385032307
Long
DBT
CORP
NL
N
2
2023-08-15
Fixed
4.50000000
N
N
N
N
N
N
Credit-Based Asset Servicing and Securitization
N/A
Credit-Based Asset Servicing and Securitization LLC
17307GLN6
35518.44000000
PA
USD
33976.07000000
0.005868403947
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
3.87000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JU2
360000.00000000
PA
USD
284209.65000000
0.049089168703
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
4.20000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAL1
283000.00000000
PA
USD
284437.07000000
0.049128449067
Long
DBT
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Paragon Mortgages PLC
NC14LGCCXH6KWEV2DR91
Paragon Mortgages No 12 PLC
000000000
655811.03000000
PA
799834.47000000
0.138148754739
Long
ABS-MBS
CORP
GB
Y
2
2038-11-15
Floating
0.34000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
550000.00000000
PA
USD
520541.32000000
0.089908772184
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC Bank PLC
597433AC5
385000.00000000
PA
USD
418633.81000000
0.072307135679
Long
DBT
CORP
GB
N
2
2025-05-01
Fixed
7.65000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAG3
355000.00000000
PA
USD
419824.56000000
0.072512804021
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
6.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746NL1
100000.00000000
PA
USD
108622.17000000
0.018761403872
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398WSD7
80551.83000000
PA
USD
83322.26000000
0.014391560870
Long
ABS-MBS
USGSE
US
N
2
2040-02-15
Fixed
5.00000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261LAC2
520000.00000000
PA
USD
497530.29000000
0.085934268384
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.63000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664DB4
540000.00000000
PA
USD
480391.36000000
0.082974003572
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAE7
3463168.00000000
PA
USD
3190924.90000000
0.551141914902
Long
ABS-O
CORP
US
Y
2
2047-01-18
Fixed
2.72000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AC2
585000.00000000
PA
USD
520084.98000000
0.089829952371
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.64000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
997647.99000000
0.172315438576
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
16526125.75000000
CHF
18017447.93000000
USD
2022-06-09
997647.99000000
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
224000.00000000
PA
USD
229509.90000000
0.039641335894
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
Venture CDO Ltd
54930010DKR017G3JK24
Venture XXVIII CLO Ltd
92331AAW4
1538000.00000000
PA
USD
1527247.84000000
0.263788815295
Long
ABS-CBDO
CORP
KY
Y
2
2030-07-20
Floating
2.05000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AY1
398000.00000000
PA
USD
320101.08000000
0.055288396851
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
1.88000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
79000.00000000
PA
USD
79052.03000000
0.013653999563
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DF1
565000.00000000
PA
USD
495268.91000000
0.085543679028
Long
DBT
US
N
2
2029-09-13
Fixed
2.45000000
N
N
N
N
N
N
Dewolf Park clo, ltd
N/A
Dewolf Park CLO Ltd
25211AAE9
1500000.00000000
PA
USD
1488121.50000000
0.257030848052
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
1.96000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y1U65
197409.36000000
PA
USD
202190.29000000
0.034922646911
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2F7
1263000.00000000
PA
USD
1222629.52000000
0.211174626788
Long
DBT
CORP
CH
N
2
2023-08-09
Fixed
0.52000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBF8
235000.00000000
PA
USD
229973.87000000
0.039721473573
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.23000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AS9
353000.00000000
PA
USD
350885.55000000
0.060605542279
Long
DBT
CORP
GB
Y
2
2024-09-11
Fixed
3.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
2140000.00000000
PA
USD
1890890.63000000
0.326597809522
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F7HN8
1585551.22000000
PA
USD
269727.47000000
0.046587782218
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Fixed
4.00000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
1025000.00000000
PA
USD
995171.09000000
0.171887624242
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AC5
235000.00000000
PA
USD
204146.76000000
0.035260571700
Long
DBT
CORP
US
N
2
2031-10-25
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QY7
2180000.00000000
PA
USD
2029528.90000000
0.350543644664
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
351000.00000000
PA
USD
344297.36000000
0.059467619023
Long
DBT
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BJB3
177186.11000000
PA
USD
179152.22000000
0.030943472718
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BA1
359000.00000000
PA
USD
362555.38000000
0.062621174942
Long
DBT
CORP
JP
N
2
2023-07-26
Fixed
3.76000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FVYJ5
1339111.00000000
PA
USD
165077.57000000
0.028512475501
Long
ABS-MBS
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAC5
281000.00000000
PA
USD
269198.00000000
0.046496331269
Long
DBT
CORP
CL
Y
2
2025-01-10
Fixed
2.70000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AL9
298000.00000000
PA
USD
288839.66000000
0.049888871816
Long
DBT
CORP
GB
N
2
2023-10-01
Fixed
0.53000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAY9
285000.00000000
PA
USD
286877.66000000
0.049549991877
Long
DBT
CORP
FI
Y
2
2023-08-30
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YHU65
332700.31000000
PA
USD
328054.65000000
0.056662150837
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky Ltd
111013AL2
342000.00000000
PA
USD
343601.96000000
0.059347508366
Long
DBT
CORP
GB
Y
2
2024-09-16
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RDF3
34018.89000000
PA
USD
36796.40000000
0.006355536088
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-321665.97000000
-0.05555868728
N/A
DFE
JP
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2969011.78000000
USD
343080000.00000000
JPY
2022-06-15
-321665.97000000
N
N
N
Prodigy Finance Designated Activity Co
635400HTAZNW3LYYMQ40
Prodigy Finance CM2021-1 DAC
742855AA7
563696.37000000
PA
USD
558614.76000000
0.096484880768
Long
ABS-O
CORP
IE
Y
2
2051-07-25
Floating
1.71000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAC6
190000.00000000
PA
USD
157813.83000000
0.027257870112
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25000000
N
N
N
N
N
N
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-326842.01000000
-0.05645270161
N/A
DFE
JP
N
2
HSBC Bank USA N.A.
1IE8VN30JCEQV1H4R804
2974187.82000000
USD
343080000.00000000
JPY
2022-06-15
-326842.01000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
2510000.00000000
PA
USD
1845046.08000000
0.318679461749
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.63000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
190000.00000000
PA
USD
174519.33000000
0.030143272166
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565ECB9
520000.00000000
PA
USD
501125.36000000
0.086555214921
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
3.70000000
N
N
N
N
N
N
BARRICK NA FINANCE LLC
N/A
Barrick North America Finance LLC
06849RAK8
370000.00000000
PA
USD
407701.38000000
0.070418867984
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
5.75000000
N
N
N
N
N
N
KKR GROUP FIN CO X LLC
N/A
KKR Group Finance Co X LLC
48255BAA4
480000.00000000
PA
USD
361043.86000000
0.062360102666
Long
DBT
CORP
US
Y
2
2051-12-15
Fixed
3.25000000
N
N
N
N
N
N
2022-05-26
RUSSELL INVESTMENT CO
Mark Swanson
Mark Swanson
Treasurer, Chief Accounting Officer and Chief Financial Officer