0001752724-23-294240.txt : 20231227
0001752724-23-294240.hdr.sgml : 20231227
20231227155955
ACCESSION NUMBER: 0001752724-23-294240
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231227
DATE AS OF CHANGE: 20231227
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: HARTFORD MUTUAL FUNDS INC/CT
CENTRAL INDEX KEY: 0001006415
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07589
FILM NUMBER: 231517932
BUSINESS ADDRESS:
STREET 1: 690 LEE ROAD
CITY: WAYNE
STATE: PA
ZIP: 19087
BUSINESS PHONE: 610-386-4068
MAIL ADDRESS:
STREET 1: 690 LEE ROAD
CITY: WAYNE
STATE: PA
ZIP: 19087
FORMER COMPANY:
FORMER CONFORMED NAME: Hartford Multi-Asset Income & Growth Fund
DATE OF NAME CHANGE: 20190501
FORMER COMPANY:
FORMER CONFORMED NAME: HARTFORD MUTUAL FUNDS INC/CT
DATE OF NAME CHANGE: 19970613
FORMER COMPANY:
FORMER CONFORMED NAME: ITT HARTFORD MUTUAL FUNDS INC
DATE OF NAME CHANGE: 19960226
0001006415
S000045314
Hartford AARP Balanced Retirement Fund
C000141065
Class A
HAFAX
C000141066
Class C
HAICX
C000141067
Class I
HAFIX
C000141068
Class R3
HAFRX
C000141069
Class R4
HAFSX
C000141070
Class R5
HAFTX
C000141071
Class Y
HAFYX
C000185767
Class F
HAFDX
C000211749
Class R6
HAFVX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001006415
XXXXXXXX
S000045314
C000185767
C000141071
C000141067
C000211749
C000141069
C000141070
C000141066
C000141065
C000141068
HARTFORD MUTUAL FUNDS INC/CT
811-07589
0001006415
549300FJ4Q3QXIS6ZN84
690 LEE ROAD
WAYNE
19087
610-386-4068
Hartford AARP Balanced Retirement Fund
S000045314
549300A4TNIEWV2WXY02
2023-10-31
2023-10-31
N
65410726.74
282646.46
65128080.28
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
743185.57000000
USD
N
HFHN Blended Benchmark
70% LBUSTRUU / 30% MXWD
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-LTV2
46653LCG9
188572.11000000
PA
USD
144757.02000000
0.222265141821
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Variable
4.02000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CC9
6000.00000000
PA
USD
4303.53000000
0.006607794950
Long
DBT
CORP
US
N
2
2043-06-30
Fixed
4.50000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
155000.00000000
PA
USD
119232.42000000
0.183073751732
Long
DBT
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAH6
100000.00000000
PA
USD
82506.00000000
0.126682683790
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
4.70000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
65000.00000000
PA
USD
45137.90000000
0.069306357267
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
Bunker Hill Loan Depositary Trust
N/A
Bunker Hill Loan Depositary Trust 2019-2
12061RAA9
9508.11000000
PA
USD
8736.81000000
0.013414812723
Long
ABS-MBS
CORP
US
N
2
2049-07-25
Variable
2.88000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
870.00000000
NS
USD
36870.60000000
0.056612447106
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDC7
260000.00000000
PA
USD
228981.09000000
0.351585812165
Long
DBT
CORP
US
N
2
2033-04-26
Fixed
4.59000000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBH5
2706729.65000000
PA
USD
112103.00000000
0.172126983503
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Variable
0.94000000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
780259305
87.00000000
NS
USD
5667.18000000
0.008701592271
Long
EC
CORP
GB
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMZE8
288610.45000000
PA
USD
242787.26000000
0.372784302801
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.50000000
N
N
N
N
N
N
Hartford World Bond Fund
1GHK00KQL17L6GJ0T728
Hartford World Bond Fund
41664T222
674378.56000000
NS
USD
6514496.90000000
10.00259315489
Long
EC
RF
US
N
1
N
N
N
Bank
N/A
BANK 2022-BNK43
06541QBE4
145000.00000000
PA
USD
125828.54000000
0.193201671934
Long
ABS-MBS
CORP
US
N
2
2055-08-15
Variable
4.83000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
402.00000000
NS
USD
13306.20000000
0.020430818692
Long
EC
US
N
1
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579102
80.00000000
NS
USD
8195.20000000
0.012583205223
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BE4
70000.00000000
PA
USD
58521.34000000
0.089855773037
Long
DBT
CORP
US
N
2
2033-06-06
Fixed
4.63000000
N
N
N
N
N
N
Kone Oyj
2138001CNF45JP5XZK38
Kone Oyj
000000000
8470.00000000
NS
366779.47000000
0.563166407520
Long
EC
CORP
FI
N
2
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
Moog Inc
615394AM5
130000.00000000
PA
USD
115729.43000000
0.177695134729
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
1488.00000000
NS
USD
210180.00000000
0.322717941472
Long
EC
CORP
US
N
1
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
000000000
1216.00000000
NS
USD
361261.44000000
0.554693825530
Long
EC
CORP
IE
N
1
N
N
N
REVVITY INC
549300IKL1SDPFI7N655
Revvity Inc
714046AG4
45000.00000000
PA
USD
38389.30000000
0.058944313781
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.30000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9CT6
275000.00000000
PA
USD
212022.00000000
0.325546214610
Long
ABS-MBS
USGSE
US
N
2
2030-12-25
Fixed
1.66000000
N
N
N
N
N
N
Octagon Investment Partners 48 LTD
N/A
Octagon Investment Partners 48 Ltd
67577UAN5
275000.00000000
PA
USD
267098.70000000
0.410112963335
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
7.73000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
120000.00000000
PA
USD
112700.60000000
0.173044560066
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAH5
40000.00000000
PA
USD
38087.08000000
0.058480274309
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
5.90000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
424.00000000
NS
USD
32028.96000000
0.049178418682
Long
EC
CORP
US
N
1
N
N
N
Orix JREIT Inc
N/A
Orix JREIT Inc
000000000
9.00000000
NS
10343.36000000
0.015881567452
Long
EC
JP
N
2
N
N
N
BROOKFLD FIN LLC/FIN INC
549300E643C5WZF8BL44
Brookfield Finance LLC / Brookfield Finance Inc
11271RAB5
100000.00000000
PA
USD
58020.02000000
0.089086028254
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
REVVITY INC
549300IKL1SDPFI7N655
Revvity Inc
714046AH2
50000.00000000
PA
USD
38587.65000000
0.059248867514
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CX3
125000.00000000
PA
USD
92713.19000000
0.142355170920
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
Shaftesbury Capital PLC
549300TTXXZ1SHUI0D54
Shaftesbury Capital PLC
000000000
12173.00000000
NS
15431.64000000
0.023694295814
Long
EC
GB
N
2
N
N
N
Corp Inmobiliaria Vesta SAB de CV
4469000001BIRIFZJ959
Corp Inmobiliaria Vesta SAB de CV
000000000
3300.00000000
NS
10348.99000000
0.015890211956
Long
EC
CORP
MX
N
1
N
N
N
Octagon Investment Partners 37 Ltd
N/A
Octagon Investment Partners 37 Ltd
67591VAG0
250000.00000000
PA
USD
239326.25000000
0.367470143402
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
7.39000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DEU2
40093.84000000
PA
USD
35223.66000000
0.054083676117
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAB1
125000.00000000
PA
USD
108122.01000000
0.166014428085
Long
DBT
US
N
2
2029-12-01
Fixed
4.63000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
5000.00000000
PA
USD
3889.82000000
0.005972569716
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
Welltower Inc
254900F33BIAR82QTA19
Welltower Inc
95040Q104
626.00000000
NS
USD
52339.86000000
0.080364506024
Long
EC
US
N
1
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
162174.00000000
PA
USD
162174.00000000
0.249007800172
Long
RA
CORP
US
N
2
Repurchase
N
5.28000000
2023-11-01
182400.00000000
USD
165430.12000000
USD
UST
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9V96
5460.17000000
PA
USD
4710.64000000
0.007232886306
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
1.50000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BF1
135000.00000000
PA
USD
117723.38000000
0.180756717369
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.25000000
N
N
N
N
N
Tanger Factory Outlet Centers Inc
UKEW8YSXE4Y581KYOL30
Tanger Factory Outlet Centers Inc
875465106
769.00000000
NS
USD
17340.95000000
0.026625919151
Long
EC
US
N
1
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES MSCI EMERGING MARKETS
000000000
366.00000000
NC
USD
20496.00000000
0.031470296547
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares MSCI Emerging Markets ETF
iShares MSCI Emerging Markets ETF
100.00000000
36.00000000
USD
2023-12-15
XXXX
1847.22000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABT1
50000.00000000
PA
USD
39863.15000000
0.061207316150
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.88000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
2152.00000000
NS
USD
319227.68000000
0.490153676613
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
1801.00000000
NS
USD
472168.17000000
0.724984012994
Long
EC
CORP
US
N
1
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AX9
125000.00000000
PA
USD
123633.75000000
0.189831712325
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.63000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBJ1
10000.00000000
PA
USD
8377.51000000
0.012863130563
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
38239.00000000
NS
514175.47000000
0.789483534274
Long
EC
CORP
GB
N
2
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAW4
45000.00000000
PA
USD
43957.56000000
0.067494020721
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.35000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
972.00000000
NS
USD
520564.32000000
0.799293204654
Long
EC
CORP
US
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
51773.00000000
NS
316126.59000000
0.485392151343
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUXZ7
8994.83000000
PA
USD
7683.62000000
0.011797706867
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
1.50000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2023-REV2
34535CAA4
110000.00000000
PA
USD
107380.22000000
0.164875457004
Long
ABS-O
CORP
US
N
2
2036-02-15
Fixed
5.28000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DN4
10000.00000000
PA
USD
6612.56000000
0.010153162770
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Land Securities Group PLC
213800V8IAVKS37D6B88
Land Securities Group PLC
000000000
2512.00000000
NS
17412.43000000
0.026735672117
Long
EC
GB
N
2
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
40000.00000000
PA
USD
28294.79000000
0.043444839581
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.14000000
N
N
N
N
N
N
CLECO CORPORATE HOLDINGS
5493002H80P81B3HXL31
Cleco Corporate Holdings LLC
18551PAC3
10000.00000000
PA
USD
9358.37000000
0.014369178332
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.74000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
1019.00000000
NS
USD
154123.75000000
0.236647156399
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AYMB6
11819.64000000
PA
USD
11147.08000000
0.017115628085
Long
ABS-MBS
USGSE
US
N
2
2053-04-25
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFD1
5000.00000000
PA
USD
3422.64000000
0.005255244719
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
524.00000000
NS
USD
30549.20000000
0.046906341886
Long
EC
CORP
US
N
1
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2018-C8
46591ABC8
2125394.57000000
PA
USD
40440.52000000
0.062093830842
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
0.61000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE
167593U26
25000.00000000
PA
USD
18136.20000000
0.027846974641
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
3.01000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAR2
140000.00000000
PA
USD
115276.73000000
0.177000042845
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ6
36260RBA6
217895.45000000
PA
USD
149931.31000000
0.230209933035
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.77000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
9.00000000
NC
USD
20799.00000000
0.031935533660
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
3900.00000000
USD
2023-12-15
XXXX
-28757.87000000
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
2565.00000000
NS
USD
142767.90000000
0.219210975336
Long
EC
CORP
CW
N
1
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BC0
51000.00000000
PA
USD
51537.54000000
0.079132595001
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
8.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BW8
115000.00000000
PA
USD
111539.91000000
0.171262394838
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
N/A
Entegris Escrow Corp
29365BAB9
100000.00000000
PA
USD
91486.05000000
0.140470975970
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGPU7
601188.62000000
PA
USD
444079.14000000
0.681855104727
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
Aligned Data Centers Issuers LLC
N/A
Aligned Data Centers Issuer LLC
01627AAC2
60000.00000000
PA
USD
58138.54000000
0.089268008131
Long
ABS-O
CORP
US
N
2
2047-10-15
Fixed
6.35000000
N
N
N
N
N
N
ARC Resources Ltd
5493000OCGNQZEVTDT08
ARC Resources Ltd
00208D408
1096.00000000
NS
17632.42000000
0.027073452686
Long
EC
CORP
CA
N
1
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
1806.00000000
NS
134904.72000000
0.207137565578
Long
EC
CORP
AU
N
2
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBB0
295018.12000000
PA
USD
270214.77000000
0.414897489436
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.46000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AJ1
135000.00000000
PA
USD
113371.48000000
0.174074653379
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAJ2
210000.00000000
PA
USD
159807.17000000
0.245373684151
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Variable
3.44000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56U1
93981.57000000
PA
USD
77781.29000000
0.119428193899
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
1.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2022-SFR6 Trust
74334DAE3
190000.00000000
PA
USD
177090.01000000
0.271910379115
Long
ABS-O
CORP
US
N
2
2039-07-20
Fixed
5.20000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
ISHARES MSCI EAFE ETF
000000000
307.00000000
NC
USD
25788.00000000
0.039595823935
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
iShares MSCI EAFE ETF
iShares MSCI EAFE ETF
100.00000000
65.00000000
USD
2023-12-15
XXXX
-3037.44000000
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AW3
110000.00000000
PA
USD
99990.56000000
0.153529106907
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AS2
5000.00000000
PA
USD
4649.76000000
0.007139408961
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PAW2
350000.00000000
PA
USD
334386.36000000
0.513428859813
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.76000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2016-3
64829HAD9
27783.65000000
PA
USD
24502.18000000
0.037621529599
Long
ABS-MBS
CORP
US
N
2
2056-09-25
Variable
3.25000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2018-H3
61767YBA7
825221.09000000
PA
USD
23306.80000000
0.035786100096
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
0.80000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
125000.00000000
PA
USD
118741.29000000
0.182319653042
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148HAA1
60000.00000000
PA
USD
57221.18000000
0.087859460549
Long
ABS-O
CORP
US
N
2
2053-05-20
Fixed
5.69000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
120000.00000000
PA
USD
99140.23000000
0.152223479601
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.13000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B10 Mortgage Trust
08162VAF5
3003951.43000000
PA
USD
137170.34000000
0.210616280121
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Variable
1.19000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAE2
100000.00000000
PA
USD
88441.00000000
0.135795496535
Long
ABS-O
CORP
US
N
2
2046-03-26
Fixed
1.88000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
711.00000000
NS
USD
89763.75000000
0.137826494522
Long
EC
CORP
US
N
1
N
N
N
KELLANOVA
LONOZNOJYIBXOHXWDB86
Kellanova
487836BQ0
75000.00000000
PA
USD
57930.00000000
0.088947808304
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
3555.00000000
NS
USD
365347.35000000
0.560967478895
Long
EC
CORP
US
N
1
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
16882.00000000
NS
544053.26000000
0.835358969066
Long
EC
CORP
GB
N
2
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWG95
548137.07000000
PA
USD
36694.21000000
0.056341611547
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.33000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
100000.00000000
PA
USD
112138.64000000
0.172181706443
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2023-3
379929AE2
30000.00000000
PA
USD
29703.29000000
0.045607501207
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
5.44000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
3169.00000000
NS
USD
109013.60000000
0.167383407481
Long
EC
CORP
US
N
1
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
1539.00000000
NS
33357.61000000
0.051218475742
Long
EC
CORP
JP
N
2
N
N
N
Bank
N/A
BANK 2020-BNK28
06540YAN9
1699708.74000000
PA
USD
150105.19000000
0.230476914649
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
1.76000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers Issuer LLC
92212KAB2
130000.00000000
PA
USD
117742.12000000
0.180785491440
Long
ABS-O
CORP
US
N
2
2045-09-15
Fixed
1.65000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
135000.00000000
PA
USD
125876.45000000
0.193275234674
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DQ0
60000.00000000
PA
USD
57682.32000000
0.088567511512
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
2156.00000000
NS
USD
462720.72000000
0.710478058021
Long
EC
CORP
CH
N
1
N
N
N
TAG Immobilien AG
529900TAE68USJNXLR59
TAG Immobilien AG
000000000
1544.00000000
NS
16882.09000000
0.025921368981
Long
EC
CORP
DE
N
2
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FREK3
117609.18000000
PA
USD
6264.01000000
0.009617986547
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Variable
1.12000000
N
N
N
N
N
N
Tricon Residential Inc
984500EFFDE9C3A9G721
Tricon Residential Inc
89612W102
824.00000000
NS
USD
5463.12000000
0.008388271198
Long
EC
CORP
CA
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
1440.00000000
NS
USD
164836.80000000
0.253096359191
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529YAJ5
100000.00000000
PA
USD
83293.81000000
0.127892315636
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.75000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
120000.00000000
PA
USD
112500.00000000
0.172736551601
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.88000000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
2611.00000000
NS
29039.59000000
0.044588432324
Long
EC
CORP
ES
N
2
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
105000.00000000
PA
USD
81576.45000000
0.125255419243
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPYZ5
275956.73000000
PA
USD
246972.31000000
0.379210179293
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Northern Star Resources Ltd
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
000000000
51366.00000000
NS
376142.02000000
0.577542003975
Long
EC
CORP
AU
N
2
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AX4
85000.00000000
PA
USD
64516.62000000
0.099061141864
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20754EAA3
70084.79000000
PA
USD
70083.96000000
0.107609436204
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
7.02000000
N
N
N
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
000000000
8981.00000000
NS
122911.49000000
0.188722728309
Long
EC
CORP
BR
N
1
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
88031M109
266.00000000
NS
USD
8331.12000000
0.012791901686
Long
EC
CORP
LU
N
1
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2022-2
31572YAA6
86881.51000000
PA
USD
78177.19000000
0.120036073017
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.30000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
20000.00000000
PA
USD
12405.45000000
0.019047774702
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
Sibanye Stillwater Ltd
378900F238434B74D281
Sibanye Stillwater Ltd
000000000
224419.00000000
NS
286257.99000000
0.439530827208
Long
EC
CORP
ZA
N
2
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAS3
80000.00000000
PA
USD
80265.52000000
0.123242570109
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.41000000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AZ2
150000.00000000
PA
USD
122992.69000000
0.188847405713
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
59.00000000
NS
USD
11125.04000000
0.017081787075
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
120000.00000000
PA
USD
109576.01000000
0.168246952050
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
Nomura Real Estate Holdings Inc
N/A
Nomura Real Estate Holdings Inc
000000000
835.00000000
NS
19502.32000000
0.029944564489
Long
EC
CORP
JP
N
2
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVEE8
1776559.62000000
PA
USD
117351.53000000
0.180185765487
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.38000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
708.00000000
NS
USD
27569.52000000
0.042331233903
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBD4
85000.00000000
PA
USD
74130.32000000
0.113822363074
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
5.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEH0
290000.00000000
PA
USD
279396.88000000
0.428996031817
Long
DBT
UST
US
N
2
2025-04-15
Fixed
2.63000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
3349.00000000
NS
USD
236305.44000000
0.362831882936
Long
EC
CORP
IE
N
1
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
000000000
6845.00000000
NS
457977.89000000
0.703195746030
Long
EC
CORP
GB
N
2
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AP2
5000.00000000
PA
USD
3843.51000000
0.005901463675
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.25000000
N
N
N
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097103
4135.00000000
NS
USD
113712.50000000
0.174598267768
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
1929.00000000
NS
USD
314967.12000000
0.483611859348
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2TT7
4362.23000000
PA
USD
4240.54000000
0.006511077835
Long
ABS-MBS
USGSE
US
N
2
2039-10-15
Fixed
1.70000000
N
N
N
N
N
N
WillScot Mobile Mini Holdings Corp
549300HJ4VIXF476Q166
WillScot Mobile Mini Holdings Corp
971378104
113.00000000
NS
USD
4453.33000000
0.006837803265
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
2160.00000000
NS
USD
306741.60000000
0.470982099704
Long
EC
CORP
US
N
1
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AJ2
150000.00000000
PA
USD
127599.80000000
0.195921328329
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.60000000
N
N
N
N
N
N
Japan Hotel REIT Investment Corp
353800L8KG849FP1JI68
Japan Hotel REIT Investment Corp
000000000
15.00000000
NS
6819.50000000
0.010470905899
Long
EC
JP
N
2
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BJ7
5000.00000000
PA
USD
3436.45000000
0.005276449091
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Crown Cork & Seal Co Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Co Inc
228255AH8
110000.00000000
PA
USD
110825.00000000
0.170164696277
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.38000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-5
03464KAA6
6436.40000000
PA
USD
6147.16000000
0.009438570849
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
2.59000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAS0
115000.00000000
PA
USD
93873.48000000
0.144136721973
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.10000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
1351.00000000
NS
USD
154108.57000000
0.236623848480
Long
EC
CORP
US
N
1
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AK5
140000.00000000
PA
USD
131233.59000000
0.201500780363
Long
DBT
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
731.00000000
NS
USD
73648.25000000
0.113082175435
Long
EC
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKVB1
373715.44000000
PA
USD
288770.69000000
0.443388917281
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
Uber Technologies Inc
90353TAK6
100000.00000000
PA
USD
88196.43000000
0.135419974949
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.50000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
05368VAA4
10000.00000000
PA
USD
9608.78000000
0.014753666864
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
7.13000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
110000.00000000
PA
USD
91544.30000000
0.140560415118
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.88000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DIST OF COLUMBIA REVENUE
25483VXM1
80000.00000000
PA
USD
56785.81000000
0.087190977771
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
3.43000000
N
N
N
N
N
N
Phillips Edison & Co Inc
549300JPN4YHYPXTJQ85
Phillips Edison & Co Inc
71844V201
458.00000000
NS
USD
16171.98000000
0.024831040513
Long
EC
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
2392.00000000
NS
USD
562359.20000000
0.863466568617
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-16379.33000000
-0.02514941317
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2511000.00000000
GBP
3036181.43000000
USD
2023-11-30
-16379.33000000
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
416.00000000
NS
USD
27996.80000000
0.042987295003
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
2625.00000000
NS
84121.15000000
0.129162643268
Long
EC
CORP
CA
N
1
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAC1
70000.00000000
PA
USD
58131.97000000
0.089257920316
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
1062.00000000
NS
273687.56000000
0.420229736272
Long
EC
CORP
CH
N
2
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
1262.00000000
NS
USD
198134.00000000
0.304222079244
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
872.00000000
NS
USD
28549.28000000
0.043835592692
Long
EC
US
N
1
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2023-1
24702HAE3
75000.00000000
PA
USD
74416.40000000
0.114261620609
Long
ABS-O
CORP
US
N
2
2028-09-22
Fixed
5.65000000
N
N
N
N
N
N
VB-S1 Issuer LLC
N/A
VB-S1 Issuer LLC - VBTEL
91823AAU5
60000.00000000
PA
USD
52873.86000000
0.081184428855
Long
ABS-O
CORP
US
N
2
2052-02-15
Fixed
3.16000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
2409.00000000
NS
USD
172412.13000000
0.264727793693
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
160.00000000
NS
USD
11094.40000000
0.017034741316
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
352.00000000
NS
USD
22197.12000000
0.034082257460
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
2901.00000000
NS
USD
435237.03000000
0.668278610591
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
8822.00000000
NS
589816.80000000
0.905625956521
Long
EC
CORP
FR
N
2
N
N
N
Empire State Realty Trust Inc
549300VOKY1DUEQSB456
Empire State Realty Trust Inc
292104106
2033.00000000
NS
USD
16446.97000000
0.025253270063
Long
EC
US
N
1
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
02343UAJ4
50000.00000000
PA
USD
46657.23000000
0.071639191266
Long
DBT
CORP
US
N
2
2033-05-26
Fixed
5.63000000
N
N
N
N
N
N
Goodman Group
N/A
Goodman Group
000000000
1422.00000000
NS
18815.76000000
0.028890395539
Long
EC
AU
N
2
N
N
N
VIPER ENERGY PARTNERS LP
5299009LINL232255G03
Viper Energy Partners LP
92763MAA3
85000.00000000
PA
USD
80558.75000000
0.123692806011
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.38000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDB2
115000.00000000
PA
USD
94749.73000000
0.145482147781
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAX7
25000.00000000
PA
USD
19947.12000000
0.030627526428
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
4.75000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
5878.00000000
NS
136961.99000000
0.210296372027
Long
EC
CORP
NL
N
2
N
N
N
Bank
N/A
BANK 2019-BNK18
065402BD0
2895142.80000000
PA
USD
108803.52000000
0.167060843083
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Variable
0.89000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
654902AC9
160000.00000000
PA
USD
138935.06000000
0.213325894764
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.63000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust 2015-NXS1
94989HBM1
15000.00000000
PA
USD
12515.27000000
0.019216396285
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.14000000
N
N
N
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
000000000
353.00000000
NS
11417.91000000
0.017531470221
Long
EC
CORP
JP
N
2
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCD3
125000.00000000
PA
USD
103315.99000000
0.158635091892
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AU1
25000.00000000
PA
USD
20037.60000000
0.030766452678
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAA7
40000.00000000
PA
USD
34957.53000000
0.053675050530
Long
ABS-O
CORP
US
N
2
2051-11-20
Fixed
2.31000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAQ2
10000.00000000
PA
USD
7894.90000000
0.012122113788
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
ENN Energy Holdings Ltd
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
000000000
1638.00000000
NS
12408.08000000
0.019051812899
Long
EC
CORP
KY
N
2
N
N
N
Bank
549300664283JRAXM588
BANK 2018-BNK13
06539LBC3
822461.36000000
PA
USD
14446.12000000
0.022181092913
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Variable
0.43000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
1945.00000000
NS
USD
657623.95000000
1.009739496654
Long
EC
CORP
US
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
3175.00000000
NS
20153.57000000
0.030944517193
Long
EC
CORP
IT
N
2
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
2844.00000000
NS
44193.65000000
0.067856521810
Long
EC
CORP
LU
N
2
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GL5
45000.00000000
PA
USD
42238.31000000
0.064854222354
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.10000000
N
N
N
N
N
N
SREIT Trust
N/A
STWD Trust 2021-FLWR
78485GAL8
80000.00000000
PA
USD
76991.90000000
0.118216136064
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
6.82000000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
1588.00000000
NS
USD
132772.68000000
0.203863954578
Long
EC
CORP
US
N
1
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAD4
100000.00000000
PA
USD
90477.59000000
0.138922550167
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
2.85000000
N
N
N
N
N
N
Hartford Multifactor Developed Markets ex-US ETF
5493007Y640K05LXPU24
Hartford Multifactor Developed Markets ex-US ETF
518416102
36987.00000000
NS
USD
916907.73000000
1.407853150373
Long
EC
RF
US
N
1
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187102
1925.00000000
NS
USD
180141.50000000
0.276595746758
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Financial Square Funds - Government Fund
549300BRJMXN4GUWZ402
Goldman Sachs Financial Square Funds - Government Fund
38141W273
19910.33000000
NS
USD
19910.33000000
0.030571037737
Long
STIV
RF
US
N
1
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
1503.00000000
NS
USD
267819.57000000
0.411219813095
Long
EC
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8M7
95000.00000000
PA
USD
91726.58000000
0.140840294394
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAC7
20000.00000000
PA
USD
19018.34000000
0.029201444166
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
5.95000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2E1
200000.00000000
PA
USD
152722.78000000
0.234496056606
Long
DBT
CORP
AU
N
2
2032-01-08
Fixed
2.50000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings Inc
74101XAE0
49000.00000000
PA
USD
44893.42000000
0.068930973870
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRODEKU3J3Q16
Freddie Mac STACR REMIC Trust 2022-HQA1
35564KTB5
141625.00000000
PA
USD
145605.07000000
0.223567268333
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
8.82000000
N
N
N
N
N
N
EAGLE MATERIALS
529900KRXRGXL61SG039
Eagle Materials Inc
26969PAB4
120000.00000000
PA
USD
91672.15000000
0.140756720612
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2020-4 Trust
95002VAS8
52616.64000000
PA
USD
41005.07000000
0.062960661244
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
NEW ENGLAND POWER CO
549300DTVRGN9GYD5U85
New England Power Co
644188BG8
75000.00000000
PA
USD
41064.55000000
0.063051988978
Long
DBT
CORP
US
N
2
2050-10-06
Fixed
2.81000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBD1
6000.00000000
PA
USD
4436.73000000
0.006812315027
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AMMM8
10664.58000000
PA
USD
9461.88000000
0.014528111314
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Fixed
2.00000000
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio
825252885
19910.33000000
NS
USD
19910.33000000
0.030571037737
Long
STIV
RF
US
N
1
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
160000.00000000
PA
USD
140064.97000000
0.215060799270
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
000000000
2362.00000000
NS
10721.93000000
0.016462837464
Long
EC
CORP
SG
N
2
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AE9
65000.00000000
PA
USD
51468.48000000
0.079026557790
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.50000000
N
N
N
N
N
N
Cologix Data Centers Issuer LLC
N/A
Cologix Data Centers US Issuer LLC
19521UAA1
190000.00000000
PA
USD
166317.28000000
0.255369541501
Long
ABS-O
CORP
US
N
2
2051-12-26
Fixed
3.30000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
1863.00000000
NS
USD
503419.86000000
0.772968983325
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
145000.00000000
PA
USD
134021.36000000
0.205781222820
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
DLLAD LLC
N/A
DLLAD 2023-1 LLC
233258AC6
85000.00000000
PA
USD
82993.97000000
0.127431930502
Long
ABS-O
CORP
US
N
2
2028-01-20
Fixed
4.79000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064149107
4076.00000000
NS
USD
164955.72000000
0.253278953242
Long
EC
CORP
CA
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
12643.00000000
NS
USD
473733.21000000
0.727387031773
Long
EC
CORP
US
N
1
N
N
N
POSCO Holdings Inc
988400E5HRVX81AYLM04
POSCO Holdings Inc
000000000
480.00000000
NS
146940.08000000
0.225617090766
Long
EC
CORP
KR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPFR3
250122.82000000
PA
USD
216603.04000000
0.332580108409
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAA6
23651.93000000
PA
USD
21282.96000000
0.032678623273
Long
ABS-MBS
CORP
US
N
2
2056-11-25
Variable
3.75000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CJ6
125000.00000000
PA
USD
103132.74000000
0.158353723242
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82000000
N
N
N
N
N
N
Ryman Hospitality Properties Inc
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
144.00000000
NS
USD
12326.40000000
0.018926398485
Long
EC
US
N
1
N
N
N
Wharf Holdings Ltd/The
254900JCV4TBBPX9IW91
Wharf Holdings Ltd/The
000000000
2112.00000000
NS
5359.09000000
0.008228539789
Long
EC
CORP
HK
N
2
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
8862.00000000
NS
262584.82000000
0.403182189419
Long
EC
CORP
FR
N
2
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
90000.00000000
PA
USD
84343.58000000
0.129504170301
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AJ0
20000.00000000
PA
USD
16778.28000000
0.025761975368
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
Enact Holdings Inc
37255LAA5
40000.00000000
PA
USD
39288.69000000
0.060325269578
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
10000.00000000
PA
USD
8398.67000000
0.012895620389
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AK8
15000.00000000
PA
USD
12833.99000000
0.019705770452
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.10000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2023-9
465988AP8
150000.00000000
PA
USD
141991.37000000
0.218018663208
Long
ABS-MBS
CORP
US
N
2
2054-04-25
Variable
6.47000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AS4
5000.00000000
PA
USD
4111.20000000
0.006312484541
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.10000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
5075.00000000
NS
USD
320892.25000000
0.492709517339
Long
EC
CORP
GB
N
1
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBL5
125000.00000000
PA
USD
123537.50000000
0.189683926608
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
American Assets Trust Inc
N/A
American Assets Trust Inc
024013104
566.00000000
NS
USD
10046.50000000
0.015425757917
Long
EC
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
15000.00000000
PA
USD
14093.87000000
0.021640235577
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.13000000
N
N
N
N
N
N
Stockland
N/A
Stockland
000000000
5136.00000000
NS
11591.65000000
0.017798236874
Long
EC
AU
N
2
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851109
470.00000000
NS
USD
32914.10000000
0.050537494516
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
5000.00000000
PA
USD
4059.32000000
0.006232826121
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
100000.00000000
PA
USD
75911.11000000
0.116556652174
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
Tokyu Fudosan Holdings Corp
N/A
Tokyu Fudosan Holdings Corp
000000000
2820.00000000
NS
16430.23000000
0.025227566864
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPQ35
277730.69000000
PA
USD
248564.41000000
0.381654746971
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNJ7
2117197.23000000
PA
USD
121375.95000000
0.186365004892
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.12000000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
1267.00000000
NS
USD
26340.93000000
0.040444812570
Long
EC
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAW4
268097.83000000
PA
USD
7793.39000000
0.011966251678
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.32000000
N
N
N
N
N
N
Power Grid Corp of India Ltd
3358009SHWZ3DZEQ4Z56
Power Grid Corp of India Ltd
000000000
9885.00000000
NS
24008.05000000
0.036862824601
Long
EC
CORP
IN
N
2
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
10000.00000000
PA
USD
9459.14000000
0.014523904219
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
SEMPRA GLOBAL
549300L0B3MD11PUAA07
Sempra Global
81685VAA1
80000.00000000
PA
USD
60289.79000000
0.092571114856
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
1323.00000000
NS
USD
505597.68000000
0.776312886586
Long
EC
CORP
IE
N
1
N
N
N
ABC SUPPLY CO INC
549300H5GQ4C1BEKG397
American Builders & Contractors Supply Co Inc
024747AF4
125000.00000000
PA
USD
112188.48000000
0.172258232574
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
1583.00000000
NS
USD
300215.95000000
0.460962381678
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
5000.00000000
PA
USD
4407.04000000
0.006766727932
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
Hartford Multifactor Emerging Markets ETF
549300D4LYUYS3VC7I75
Hartford Multifactor Emerging Markets ETF
518416201
45464.00000000
NS
USD
928470.35000000
1.425606813540
Long
EC
RF
US
N
1
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
8578.00000000
NS
216263.02000000
0.332058029455
Long
EC
CORP
GB
N
2
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
125000.00000000
PA
USD
110385.55000000
0.169489948921
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
4422.00000000
NS
USD
249798.78000000
0.383550043124
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAX6
5000.00000000
PA
USD
4527.43000000
0.006951579073
Long
DBT
CORP
XX
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
GGAM FINANCE LTD
254900X2QXEN0FVXRF65
GGAM Finance Ltd
36170JAA4
100000.00000000
PA
USD
98654.80000000
0.151478132897
Long
DBT
CORP
KY
N
2
2028-06-15
Fixed
8.00000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
1098.00000000
NS
USD
262103.58000000
0.402443276192
Long
EC
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-LTV2
46653LCD6
120686.15000000
PA
USD
92644.49000000
0.142249686466
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Variable
4.02000000
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FirstCash Inc
33767DAB1
35000.00000000
PA
USD
30698.62000000
0.047135766735
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.63000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAL9
140000.00000000
PA
USD
118723.52000000
0.182292368344
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BN3
45000.00000000
PA
USD
41888.47000000
0.064317065419
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
4.40000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5508.18000000
-0.00845745794
N/A
DFE
US
N
2
Deutsche Bank AG
7LTWFZYICNSX8D621K86
1867000.00000000
EUR
1972494.84000000
USD
2023-11-30
-5508.18000000
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-C38
95001MAF7
390000.00000000
PA
USD
352245.11000000
0.540849827732
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.45000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
2722.00000000
NS
USD
288123.70000000
0.442395505535
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLK3
8398.68000000
PA
USD
7277.47000000
0.011174089530
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
228.00000000
NS
6702.31000000
0.010290968152
Long
EC
CORP
ES
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
3326.00000000
NS
358671.60000000
0.550717291923
Long
EC
CORP
CH
N
2
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2015-P1
17324DAT1
359977.54000000
PA
USD
346060.16000000
0.531353232756
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.46000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2015-1 Ltd
14311DBQ8
250000.00000000
PA
USD
246420.00000000
0.378362142628
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.23000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BD4
10000.00000000
PA
USD
9990.64000000
0.015339988461
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AFLL6
5689.65000000
PA
USD
5415.49000000
0.008315138380
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Fixed
1.70000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAD4
30000.00000000
PA
USD
27276.31000000
0.041881028709
Long
ABS-O
CORP
US
N
2
2045-08-25
Fixed
1.89000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H4R36
375000.00000000
PA
USD
292707.08000000
0.449432992254
Long
ABS-MBS
USGSE
US
N
2
2031-10-25
Variable
2.15000000
N
N
N
N
N
N
Comforia Residential REIT Inc
353800BJ2SV3UPG9JU05
Comforia Residential REIT Inc
000000000
9.00000000
NS
19100.34000000
0.029327349920
Long
EC
JP
N
2
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
1370.00000000
NS
USD
145918.70000000
0.224048827130
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FRK75
23095.88000000
PA
USD
19721.70000000
0.030281408441
Long
ABS-MBS
USGSE
US
N
2
2042-12-15
Fixed
2.50000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
25000.00000000
PA
USD
23870.73000000
0.036651978528
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
Sagax AB
549300LJX28T6OM8DT95
Sagax AB
000000000
384.00000000
NS
6951.52000000
0.010673614161
Long
EC
CORP
SE
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAR8
350000.00000000
PA
USD
321793.64000000
0.494093544008
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.44000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGQ7
180000.00000000
PA
USD
137352.24000000
0.210895575932
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
4.90000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDC5
65000.00000000
PA
USD
46723.91000000
0.071741574139
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.13000000
N
N
N
N
N
N
Plymouth Industrial REIT Inc
N/A
Plymouth Industrial REIT Inc
729640102
670.00000000
NS
USD
13359.80000000
0.020513118062
Long
EC
US
N
1
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAJ9
142500.00000000
PA
USD
135469.19000000
0.208004273145
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.12000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGGK9
588974.81000000
PA
USD
436916.47000000
0.670857283251
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
5000.00000000
PA
USD
4991.03000000
0.007663407210
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.13000000
N
N
N
N
N
N
NewRiver REIT PLC
2138004GX1VAUMH66L31
NewRiver REIT PLC
000000000
10648.00000000
NS
10094.84000000
0.015499980893
Long
EC
GB
N
1
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
120000.00000000
PA
USD
100486.57000000
0.154290698525
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XH3L9
175950.00000000
PA
USD
141544.09000000
0.217331893388
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
11422.00000000
NS
243460.78000000
0.373818449666
Long
EC
CORP
SE
N
2
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
4542.00000000
NS
USD
400013.94000000
0.614195809672
Long
EC
CORP
US
N
1
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CV3
5000.00000000
PA
USD
3819.53000000
0.005864643919
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.80000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
2812.00000000
NS
44724.53000000
0.068671654081
Long
EC
CORP
FR
N
2
N
N
N
Emaar Properties PJSC
254900YWYEXYXK1BMP81
Emaar Properties PJSC
000000000
8025.00000000
NS
14619.81000000
0.022447782795
Long
EC
CORP
AE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XEC77
148718.48000000
PA
USD
125819.34000000
0.193187545923
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.50000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
2703.00000000
NS
145173.56000000
0.222904712338
Long
EC
CORP
CA
N
1
N
N
N
AGL CLO Ltd.
2549006GHWX66A91GS48
AGL CLO 25 Ltd
00120NAC8
250000.00000000
PA
USD
251225.50000000
0.385740680394
Long
ABS-CBDO
CORP
JE
N
2
2036-07-21
Floating
7.85000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-CLS
05609XAC5
100000.00000000
PA
USD
96621.00000000
0.148355363131
Long
ABS-MBS
CORP
US
N
2
2027-10-13
Fixed
6.30000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC23
000000000
9.00000000
NC
USD
-10972.38000000
-0.01684738741
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVZ3 Comdty
2023-12-29
951261.45000000
USD
-10972.38000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
75000.00000000
PA
USD
63332.82000000
0.097243492711
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.63000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AG76
30000.00000000
PA
USD
24621.00000000
0.037803970106
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
5.18000000
N
N
N
N
N
N
SG Commercial Mortgage Securities Trust
N/A
SG Commercial Mortgage Securities Trust 2020-COVE
78397FAA1
60000.00000000
PA
USD
54912.88000000
0.084315213597
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Fixed
2.63000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B4 Mortgage Trust
08161HAG5
854787.84000000
PA
USD
12931.14000000
0.019854938061
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
0.46000000
N
N
N
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
10964.00000000
NS
131430.49000000
0.201803107714
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AD2H1
12079.13000000
PA
USD
10971.32000000
0.016845759851
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
225000.00000000
PA
USD
172256.84000000
0.264489355834
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAS9
90000.00000000
PA
USD
84234.21000000
0.129336239664
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.80000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KG1
100000.00000000
PA
USD
91393.60000000
0.140329024910
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
5.90000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAB8
120000.00000000
PA
USD
107445.48000000
0.164975659558
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner Inc
366651AE7
15000.00000000
PA
USD
12424.48000000
0.019076994050
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AP4
35000.00000000
PA
USD
34217.51000000
0.052538797171
Long
DBT
CORP
US
N
2
2027-12-13
Fixed
5.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC23
000000000
43.00000000
NC
USD
-167990.75000000
-0.25793904760
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYZ3 Comdty
2023-12-19
4733381.38000000
USD
-167990.75000000
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PKR5
15000.00000000
PA
USD
10252.48000000
0.015742027027
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
3.19000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAA8
75000.00000000
PA
USD
72706.02000000
0.111635441559
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
7.00000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAN6
5000.00000000
PA
USD
3123.32000000
0.004795658011
Long
DBT
CORP
CA
N
2
2050-01-25
Fixed
3.80000000
N
N
N
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
115.00000000
NS
USD
24600.80000000
0.037772954299
Long
EC
US
N
1
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman Inc
96949VAL7
60000.00000000
PA
USD
59016.70000000
0.090616366621
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
7.38000000
N
N
N
N
N
N
HSBC U.S. Government Money Market Fund
213800MK2OTSN7TSAV83
HSBC U.S. Government Money Market Fund
40428X107
66367.75000000
NS
USD
66367.75000000
0.101903433533
Long
STIV
RF
US
N
1
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAV5
35000.00000000
PA
USD
21728.27000000
0.033362368285
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.88000000
N
N
N
N
N
N
Race Point CLO Ltd
5493008ABAJEYBWITR69
Race Point VIII CLO Ltd
74982LBC3
250000.00000000
PA
USD
242009.75000000
0.371590485946
Long
ABS-CBDO
CORP
KY
N
2
2030-02-20
Floating
7.69000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AN6
30000.00000000
PA
USD
23395.81000000
0.035922769256
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.05000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
38122NB35
100000.00000000
PA
USD
83108.61000000
0.127607952887
Long
DBT
MUN
US
N
2
2029-06-01
Fixed
2.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
110000.00000000
PA
USD
92817.39000000
0.142515163353
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
69047QAB8
30000.00000000
PA
USD
29141.23000000
0.044744494041
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.65000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BK5
38000.00000000
PA
USD
32262.55000000
0.049537081181
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
5.15000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Trust 2018-GS10
36250SAF6
380046.48000000
PA
USD
362447.17000000
0.556514438076
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
4.11000000
N
N
N
N
N
N
ARI Fleet Lease Trust
N/A
ARI Fleet Lease Trust 2023-A
00218GAB8
110000.00000000
PA
USD
108971.36000000
0.167318550664
Long
ABS-O
CORP
US
N
2
2032-02-17
Fixed
5.41000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RD2
260000.00000000
PA
USD
212194.53000000
0.325811123385
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HT3
125000.00000000
PA
USD
122294.50000000
0.187775379643
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.95000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
366.00000000
NS
USD
21619.62000000
0.033195543162
Long
EC
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163AAF0
99370.33000000
PA
USD
6611.45000000
0.010151458436
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.79000000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
35000.00000000
PA
USD
31106.60000000
0.047762193920
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.63000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
3480.00000000
NS
USD
329034.00000000
0.505210653508
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CD2
100000.00000000
PA
USD
83947.66000000
0.128896260474
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC23
000000000
20.00000000
NC
USD
-14775.38000000
-0.02268665057
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUZ3 Comdty
2023-12-29
4063212.90000000
USD
-14775.38000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGU8
20000.00000000
PA
USD
14804.28000000
0.022731024676
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AQ8
20000.00000000
PA
USD
16370.78000000
0.025136285193
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
CLEARWAY ENERGY OP LLC
549300Z3NFMM54NWBB87
Clearway Energy Operating LLC
18539UAC9
120000.00000000
PA
USD
107111.69000000
0.164463146371
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Aligned Data Centers Issuers LLC
N/A
Aligned Data Centers Issuer LLC
01627AAD0
65000.00000000
PA
USD
61312.68000000
0.094141697001
Long
ABS-O
CORP
US
N
2
2048-08-17
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMJG1
420682.82000000
PA
USD
339964.26000000
0.521993368357
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA DDCA
000000000
6636.76000000
NS
USD
6636.76000000
0.010190320321
Long
STIV
RF
US
N
1
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
250000.00000000
PA
USD
238270.53000000
0.365849152893
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2021-PJ1
36261MAV1
92832.20000000
PA
USD
65475.92000000
0.100534085633
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC23
000000000
2.00000000
NC
USD
-14612.22000000
-0.02243612883
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra 10-Year U.S. Treasury Note Futures
UXYZ3 Comdty
2023-12-19
232268.47000000
USD
-14612.22000000
N
N
N
Mirvac Group
N/A
Mirvac Group
000000000
10624.00000000
NS
12326.53000000
0.018926598092
Long
EC
AU
N
2
N
N
N
Octagon Investment Partners 31 LTD
5493003JSU68UU09PZ63
Octagon Investment Partners 31 Ltd
67575XAS0
250000.00000000
PA
USD
246422.75000000
0.378366365077
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
7.73000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ5
36260DAY6
93305.97000000
PA
USD
68219.75000000
0.104747061032
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
3.27000000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
145000.00000000
PA
USD
129769.96000000
0.199253470150
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AJ8
127500.00000000
PA
USD
125571.63000000
0.192807203068
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.45000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
10000.00000000
PA
USD
7895.95000000
0.012123725996
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
1110.00000000
NS
21736.85000000
0.033375542326
Long
EC
CORP
JP
N
2
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
30000.00000000
PA
USD
24899.35000000
0.038231358721
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
13497.00000000
NS
101299.45000000
0.155538823752
Long
EC
CORP
BR
N
1
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JBM3
2608454.50000000
PA
USD
141305.46000000
0.216965492292
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
1.21000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAU6
120000.00000000
PA
USD
86989.50000000
0.133566811160
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
293.00000000
NS
USD
48561.82000000
0.074563567344
Long
EC
US
N
1
N
N
N
Getty Realty Corp
2549000P1W5SFJWCNP90
Getty Realty Corp
374297109
363.00000000
NS
USD
9663.06000000
0.014837010331
Long
EC
US
N
1
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AM7
85000.00000000
PA
USD
65093.19000000
0.099946428207
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
CLARIOS GLOBAL LP/US FIN
N/A
Clarios Global LP / Clarios US Finance Co
69867DAA6
112000.00000000
PA
USD
109374.20000000
0.167937085708
Long
DBT
CORP
XX
N
2
2026-05-15
Fixed
6.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDJ8
10000.00000000
PA
USD
7287.46000000
0.011189428536
Long
DBT
CORP
US
N
2
2048-03-09
Fixed
4.50000000
N
N
N
N
N
N
Louisiana-Pacific Corp
549300C7E2UAO5BVRR75
Louisiana-Pacific Corp
546347105
3471.00000000
NS
USD
177992.88000000
0.273296678229
Long
EC
CORP
US
N
1
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AB1
125000.00000000
PA
USD
118684.29000000
0.182232133190
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-CLS
05609XAE1
100000.00000000
PA
USD
86991.51000000
0.133569897386
Long
ABS-MBS
CORP
US
N
2
2027-10-13
Fixed
6.79000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortgage Trust
N/A
DBJPM 20-C9 Mortgage Trust
233063AW6
1840877.64000000
PA
USD
107109.62000000
0.164459968019
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Variable
1.71000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017CW7
25000.00000000
PA
USD
19969.16000000
0.030661367438
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BH6
5000.00000000
PA
USD
4502.91000000
0.006913930182
Long
DBT
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
Carlyle Global Market Strategies CLO 2014-1 Ltd
14310MBC0
250000.00000000
PA
USD
239452.00000000
0.367663224480
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
7.46000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
15000.00000000
PA
USD
12036.45000000
0.018481198813
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
LKQ CORP
DS830JTTZQN6GK0I2E41
LKQ Corp
501889AD1
30000.00000000
PA
USD
29079.71000000
0.044650034017
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.75000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DJ3
100000.00000000
PA
USD
73311.79000000
0.112565562634
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.38000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
354.00000000
NS
USD
31467.06000000
0.048315657186
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-TIME
12652XAE3
200000.00000000
PA
USD
146605.18000000
0.225102873245
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Variable
3.65000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-1
35563PNP0
15646.37000000
PA
USD
13781.47000000
0.021160565367
Long
ABS-MBS
USGSE
US
N
2
2059-08-25
Fixed
2.50000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBF9
91000.00000000
PA
USD
81053.40000000
0.124452309436
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AG4
153000.00000000
PA
USD
151360.80000000
0.232404823463
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.90000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
135000.00000000
PA
USD
118262.93000000
0.181585161871
Long
DBT
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXZ35
275000.00000000
PA
USD
218386.47000000
0.335318451059
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
2.11000000
N
N
N
N
N
N
VGP NV
315700NENYPIXFR94T49
VGP NV
000000000
73.00000000
NS
5942.69000000
0.009124620247
Long
EC
CORP
BE
N
2
N
N
N
Chicago Transit Authority Sales Tax Receipts Fund
N/A
CHICAGO IL TRANSIT AUTH SALES TAX RECPTS REVENUE
16772PCT1
235000.00000000
PA
USD
196036.30000000
0.301001195117
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
3.40000000
N
N
N
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
10058.00000000
NS
305147.54000000
0.468534522571
Long
EC
CORP
JE
N
2
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
RTX Corp
75513E101
3806.00000000
NS
USD
309770.34000000
0.475632536178
Long
EC
CORP
US
N
1
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
000000000
170.00000000
NS
16692.44000000
0.025630173541
Long
EC
FR
N
2
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING
71781LBH1
40000.00000000
PA
USD
40948.05000000
0.062873110682
Long
DBT
MUN
US
N
2
2028-10-15
Fixed
6.55000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
125000.00000000
PA
USD
110142.90000000
0.169117375372
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.38000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369AG1
125000.00000000
PA
USD
110296.53000000
0.169353264407
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD3 Mortgage Trust
12515GAJ6
2676112.62000000
PA
USD
61793.85000000
0.094880502748
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
0.96000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B5H81
21779.26000000
PA
USD
18952.38000000
0.029100166807
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Fixed
2.50000000
N
N
N
N
N
N
SREIT Trust
N/A
STWD Trust 2021-FLWR
78485GAJ3
220000.00000000
PA
USD
212830.53000000
0.326787660691
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
6.47000000
N
N
N
N
N
N
Corp Inmobiliaria Vesta SAB de CV
4469000001BIRIFZJ959
Corp Inmobiliaria Vesta SAB de CV
92540K109
74.00000000
NS
USD
2326.56000000
0.003572284013
Long
EC
CORP
MX
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
60000.00000000
PA
USD
53120.86000000
0.081563681551
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B5TS4
8552.40000000
PA
USD
7500.14000000
0.011515985067
Long
ABS-MBS
USGSE
US
N
2
2053-03-25
Fixed
2.50000000
N
N
N
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
230.00000000
NS
USD
6573.40000000
0.010093035095
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RE0
1360000.00000000
PA
USD
1086034.38000000
1.667536299751
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.63000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
10000.00000000
PA
USD
10428.58000000
0.016012417309
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-4
92538NAA5
92020.78000000
PA
USD
85289.44000000
0.130956477810
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.47000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
150000.00000000
PA
USD
128234.39000000
0.196895700669
Long
DBT
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
3000.00000000
PA
USD
2202.64000000
0.003382012782
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Anglo American Platinum Ltd
529900RORCZ0E5S5FX81
Anglo American Platinum Ltd
000000000
8722.00000000
NS
291415.80000000
0.447450314437
Long
EC
CORP
ZA
N
2
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
100000.00000000
PA
USD
87178.02000000
0.133856271557
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.75000000
N
N
N
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
1525.00000000
NS
USD
42547.50000000
0.065328963815
Long
EC
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBP4
5000.00000000
PA
USD
3870.81000000
0.005943381078
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.20000000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
1935.00000000
NS
341970.27000000
0.525073468356
Long
EC
CORP
FR
N
2
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
35000.00000000
PA
USD
31157.35000000
0.047840117298
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AQ0
15000.00000000
PA
USD
14256.37000000
0.021889743930
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.38000000
N
N
N
N
N
N
SERVICE CORP INTL
549300RKVM2ME20JHZ15
Service Corp International/US
817565CD4
125000.00000000
PA
USD
115558.13000000
0.177432114539
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.63000000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
377.00000000
NS
14426.05000000
0.022150276713
Long
EC
CORP
DE
N
2
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BTAE1
4082302.44000000
PA
USD
8509.97000000
0.013066514418
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Variable
0.06000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
2326.00000000
NS
257196.10000000
0.394908154661
Long
EC
CORP
FR
N
2
N
N
N
Canfor Corp
549300DRE7WBHY02BD70
Canfor Corp
137576104
12437.00000000
NS
127172.64000000
0.195265451481
Long
EC
CORP
CA
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
50000.00000000
PA
USD
43572.93000000
0.066903445967
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
138.00000000
NS
2166.90000000
0.003327136299
Long
EC
CORP
LU
N
2
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-3
04285AAA3
18820.74000000
PA
USD
16939.29000000
0.026009195921
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
2.96000000
N
N
N
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
19512.00000000
NS
111271.20000000
0.170849807827
Long
EC
CORP
NO
N
2
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
70000.00000000
PA
USD
59010.08000000
0.090606202034
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.75000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution Inc
95081QAP9
120000.00000000
PA
USD
119241.86000000
0.183088246248
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
806.00000000
NS
19572.73000000
0.030052674538
Long
EC
FR
N
2
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFH2
65000.00000000
PA
USD
49979.88000000
0.076740907739
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.45000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B6XE8
330450.76000000
PA
USD
20483.32000000
0.031450827219
Long
ABS-MBS
USGSE
US
N
2
2034-06-25
Variable
1.16000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAJ3
7788.67000000
PA
USD
7456.45000000
0.011448901868
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.14000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
477.00000000
NS
USD
114003.00000000
0.175044311931
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2020-BNK28
06540YAV1
65000.00000000
PA
USD
44212.23000000
0.067885050211
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
2.34000000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
2553.00000000
NS
USD
203678.34000000
0.312735058555
Long
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
2362.00000000
NS
356752.69000000
0.547770928401
Long
EC
CORP
DE
N
2
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
50000.00000000
PA
USD
44574.00000000
0.068440524898
Long
DBT
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
10719.00000000
NS
405349.42000000
0.622388097817
Long
EC
CORP
GB
N
2
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
100000.00000000
PA
USD
84030.00000000
0.129022688276
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
89151E109
134.00000000
NS
USD
8924.40000000
0.013702845165
Long
EC
CORP
FR
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RH3
140000.00000000
PA
USD
102550.00000000
0.157458963259
Long
DBT
UST
US
N
2
2044-08-15
Fixed
3.13000000
N
N
N
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAJ8
125000.00000000
PA
USD
112239.04000000
0.172335864219
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
797.00000000
NS
5091.11000000
0.007817073646
Long
EC
CORP
HK
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XG7C7
344506.51000000
PA
USD
298310.68000000
0.458036961503
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFR0
15000.00000000
PA
USD
10994.84000000
0.016881873306
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
10000.00000000
PA
USD
7414.75000000
0.011384874186
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
Citizens Auto Receivables Trust
N/A
Citizens Auto Receivables Trust 2023-2
17295FAD6
55000.00000000
PA
USD
54665.09000000
0.083934747907
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
5.83000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
5000.00000000
PA
USD
3430.83000000
0.005267819940
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133L74G9
195856.91000000
PA
USD
166797.34000000
0.256106642914
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
26215.00000000
NS
138856.24000000
0.213204871697
Long
EC
CORP
JE
N
2
N
N
N
GO DADDY OPCO/FINCO
N/A
Go Daddy Operating Co LLC / GD Finance Co Inc
38016LAA3
125000.00000000
PA
USD
117985.00000000
0.181158418139
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.25000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
712.00000000
NS
USD
335658.16000000
0.515381627336
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RBK7
35000.00000000
PA
USD
25234.55000000
0.038746036873
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.35000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
792.00000000
NS
USD
126973.44000000
0.194959592627
Long
EC
CORP
US
N
1
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674X106
157.00000000
NS
USD
4622.08000000
0.007096908092
Long
EC
CORP
US
N
1
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
115000.00000000
PA
USD
103201.79000000
0.158459745099
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.32000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
724500RKKW4NOJ9YQF60
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAV0
100000.00000000
PA
USD
90314.64000000
0.138672350868
Long
DBT
CORP
XX
N
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AWNN3
9725.63000000
PA
USD
9341.58000000
0.014343398361
Long
ABS-MBS
USGSE
US
N
2
2053-04-25
Fixed
3.50000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAL4
120000.00000000
PA
USD
108027.10000000
0.165868699853
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.75000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
3805.00000000
NS
402601.51000000
0.618168857840
Long
EC
CORP
CA
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
023551AJ3
5000.00000000
PA
USD
5406.13000000
0.008300766699
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.30000000
N
N
N
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
108.00000000
NS
USD
17631.00000000
0.027071272367
Long
EC
US
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
055622104
363.00000000
NS
USD
13278.54000000
0.020388348532
Long
EC
CORP
GB
N
1
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
11899.00000000
NS
355955.31000000
0.546546602432
Long
EC
CORP
JP
N
2
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BC7
30000.00000000
PA
USD
28854.98000000
0.044304975482
Long
DBT
CORP
US
N
2
2029-08-21
Fixed
6.21000000
N
N
N
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
69343P105
1533.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
82875.00000000
PA
USD
69237.26000000
0.106309382531
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
2.66000000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
1225.00000000
NS
USD
267319.50000000
0.410451987607
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
125000.00000000
PA
USD
111882.58000000
0.171788542697
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAM8
140000.00000000
PA
USD
116076.47000000
0.178227992443
Long
DBT
CORP
CA
N
2
2030-01-25
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XACB6
111537.56000000
PA
USD
98591.97000000
0.151381661452
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.50000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
4994.00000000
NS
110503.47000000
0.169671007536
Long
EC
CORP
LU
N
2
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
93.00000000
NS
USD
11565.48000000
0.017758054513
Long
EC
US
N
1
N
N
N
Toyota Auto Receivables Owner Trust
N/A
Toyota Auto Receivables 2023-A Owner Trust
891940AC2
150000.00000000
PA
USD
147010.43000000
0.225725108690
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
4.63000000
N
N
N
N
N
N
Veris Residential Inc
254900KTVBRYJCQU2J23
Veris Residential Inc
554489104
1144.00000000
NS
USD
15318.16000000
0.023520054535
Long
EC
US
N
1
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AJ0
10000.00000000
PA
USD
9523.17000000
0.014622218187
Long
DBT
CORP
CA
N
2
2037-02-15
Fixed
6.50000000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2018-C1 Mortgage Trust
23307DBB8
1481919.18000000
PA
USD
11548.30000000
0.017731675723
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
0.20000000
N
N
N
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739DAD2
55000.00000000
PA
USD
47312.65000000
0.072645546738
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.88000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
19910.33000000
NS
USD
19910.33000000
0.030571037737
Long
STIV
RF
US
N
1
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
3454.00000000
NS
323361.95000000
0.496501583663
Long
EC
CORP
CH
N
2
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAE2
120000.00000000
PA
USD
108624.48000000
0.166785938619
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.67000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
1820.00000000
NS
21699.81000000
0.033318669776
Long
EC
CORP
GB
N
2
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
50398.00000000
NS
437646.30000000
0.671977890517
Long
EC
CORP
HK
N
2
N
N
N
VIDEOTRON LTD
549300LW4GNJRBECSD81
Videotron Ltd
92660FAN4
40000.00000000
PA
USD
33512.77000000
0.051456713994
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
3.63000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
172.00000000
NS
USD
4934.68000000
0.007576885390
Long
EC
US
N
1
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
3382.00000000
NS
16904.33000000
0.025955517078
Long
EC
CORP
KY
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BCKH2
400000.00000000
PA
USD
238646.36000000
0.366426215810
Long
ABS-MBS
USGSE
US
N
2
2040-11-25
Fixed
2.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
20000.00000000
PA
USD
18340.95000000
0.028161355165
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
25000.00000000
PA
USD
21323.77000000
0.032741284417
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X887
476.00000000
NS
USD
13942.04000000
0.021407110327
Long
EC
US
N
1
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
115000.00000000
PA
USD
111018.94000000
0.170462478738
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.13000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio Inc
82967NBC1
120000.00000000
PA
USD
106376.89000000
0.163334907988
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
5.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ6
36260RBD0
210270.97000000
PA
USD
137470.85000000
0.211077693997
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.77000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAV9
39000.00000000
PA
USD
35685.08000000
0.054792157002
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.25000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortgage Trust
N/A
DBJPM 2016-C3 Mortgage Trust
23312VAG1
1457801.00000000
PA
USD
44263.36000000
0.067963557055
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACRN3
3967.71000000
PA
USD
3806.61000000
0.005844806086
Long
ABS-MBS
USGSE
US
N
2
2040-01-25
Fixed
1.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHV5
1047669.32000000
PA
USD
74399.92000000
0.114236316624
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Variable
1.42000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
82.00000000
NS
USD
59830.48000000
0.091865873741
Long
EC
US
N
1
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BXR20
684093.22000000
PA
USD
11426.55000000
0.017544736388
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Variable
0.60000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167735
883.00000000
NS
USD
76008.64000000
0.116706403249
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
3820.00000000
NS
USD
286958.40000000
0.440606261947
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AADG4
353744.53000000
PA
USD
273791.48000000
0.420389298783
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBQ52
172727.80000000
PA
USD
134597.32000000
0.206665572547
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
INTACT FINANCIAL CORP
5493009LXGE7Y4U9OY43
Intact Financial Corp
45823TAL0
45000.00000000
PA
USD
41779.93000000
0.064150409194
Long
DBT
CORP
CA
N
2
2032-09-22
Fixed
5.46000000
N
N
N
N
N
N
Vantage Data Centers LLC
N/A
Vantage Data Centers Issuer LLC
92212KAA4
23958.33000000
PA
USD
23333.26000000
0.035826727733
Long
ABS-O
CORP
US
N
2
2044-07-15
Fixed
3.19000000
N
N
N
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
2075.00000000
NS
USD
219908.50000000
0.337655430736
Long
EC
CORP
BM
N
1
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135U109
7337.00000000
NS
USD
139989.96000000
0.214945626215
Long
EC
CORP
CA
N
1
N
N
N
CareTrust REIT Inc
5493001NVXE2B9GPLU96
CareTrust REIT Inc
14174T107
894.00000000
NS
USD
19238.88000000
0.029540069225
Long
EC
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
4279.00000000
NS
143445.76000000
0.220251785993
Long
EC
CORP
NO
N
2
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2018-RPL1
64829VAA4
25990.07000000
PA
USD
24063.15000000
0.036947427125
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.50000000
N
N
N
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
185.00000000
NS
9093.97000000
0.013963209050
Long
EC
CORP
GB
N
2
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAL6
210000.00000000
PA
USD
191722.23000000
0.294377216671
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
3.02000000
N
N
N
N
N
N
Boardwalk Real Estate Investment Trust
549300RMNRTTJRCOYW23
Boardwalk Real Estate Investment Trust
096631106
405.00000000
NS
18913.14000000
0.029039916298
Long
EC
CA
N
1
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAC4
125000.00000000
PA
USD
110819.91000000
0.170156880908
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.00000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXI Ltd
55819DAG1
250000.00000000
PA
USD
246014.50000000
0.377739523324
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
7.37000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
704.00000000
NS
USD
45900.80000000
0.070477741402
Long
EC
CORP
US
N
1
N
N
N
Summit Issuer, LLC
N/A
Summit Issuer LLC
86613XAG0
25000.00000000
PA
USD
23538.43000000
0.036141753140
Long
ABS-O
CORP
US
N
2
2053-02-20
Fixed
5.60000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEN0
7000.00000000
PA
USD
5013.18000000
0.007697417117
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
3.70000000
N
N
N
N
N
N
Impala Platinum Holdings Ltd
254900BZFIFB4PD2Z778
Impala Platinum Holdings Ltd
000000000
52423.00000000
NS
218372.74000000
0.335297369523
Long
EC
CORP
ZA
N
2
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
15000.00000000
PA
USD
10865.13000000
0.016682711901
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC23
000000000
4.00000000
NC
USD
-61251.11000000
-0.09404716020
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNZ3 Comdty
2023-12-19
511501.11000000
USD
-61251.11000000
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
5000.00000000
PA
USD
4259.34000000
0.006539944032
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBC9
25000.00000000
PA
USD
23446.29000000
0.036000278066
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379LUL8
1183.10000000
PA
USD
1174.75000000
0.001803753457
Long
ABS-MBS
USGA
US
N
2
2040-04-16
Fixed
1.50000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2023-1 LTD
14318RAE8
250000.00000000
PA
USD
250605.75000000
0.384789093924
Long
ABS-CBDO
CORP
KY
N
2
2035-07-20
Floating
7.95000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAL8
10000.00000000
PA
USD
7913.29000000
0.012150350457
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.70000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAA1
8645.77000000
PA
USD
8402.13000000
0.012900932998
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
2.75000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BH4
100000.00000000
PA
USD
82324.85000000
0.126404539556
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.75000000
N
N
N
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
280.00000000
NS
11353.48000000
0.017432542078
Long
EC
CORP
GB
N
2
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ5
36260DAV2
92946.96000000
PA
USD
69070.94000000
0.106054008813
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
3.27000000
N
N
N
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp
067901108
32016.00000000
NS
511378.69000000
0.785189257539
Long
EC
CORP
CA
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
2580.00000000
NS
USD
306504.00000000
0.470617280107
Long
EC
CORP
US
N
1
N
N
N
Bain Capital Credit CLO, Limited
N/A
Bain Capital Credit CLO 2020-3 Ltd
05684CAS4
250000.00000000
PA
USD
244527.75000000
0.375456713830
Long
ABS-CBDO
CORP
KY
N
2
2034-10-23
Floating
7.82000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
4536.00000000
NS
407529.94000000
0.625736146755
Long
EC
CORP
NL
N
2
N
N
N
2023-11-15
HARTFORD MUTUAL FUNDS INC/CT
John Stanziani
John Stanziani
Assistant Treasurer