0001752724-24-147162.txt : 20240627
0001752724-24-147162.hdr.sgml : 20240627
20240627090908
ACCESSION NUMBER: 0001752724-24-147162
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240627
DATE AS OF CHANGE: 20240627
PERIOD START: 20241031
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: 241075760
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
2024-10-31
2024-04-30
N
61315411.01
351933.38
60963477.63
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
906116.72000000
USD
UST
HFHN Blended Benchmark
70% LBUSTRUU / 30% MXWD
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-LTV2
46653LCG9
186516.58000000
PA
USD
158159.44000000
0.259433100191
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
4708.94000000
0.007724198459
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
126288.34000000
0.207154094401
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
87086.40000000
0.142850118440
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
49863.63000000
0.081792627222
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAK2
100000.00000000
PA
USD
99705.13000000
0.163548954023
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.63000000
N
N
N
N
N
N
Bunker Hill Loan Depositary Trust
N/A
Bunker Hill Loan Depositary Trust 2019-2
12061RAA9
8055.09000000
PA
USD
7513.25000000
0.012324182103
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
1104.00000000
NS
USD
44259.36000000
0.072599795353
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDC7
260000.00000000
PA
USD
242113.96000000
0.397145913278
Long
DBT
CORP
US
N
2
2033-04-26
Fixed
4.59000000
N
N
N
N
N
N
Independence Realty Trust Inc
549300Z3L8NU44NQEB29
Independence Realty Trust Inc
45378A106
930.00000000
NS
USD
14666.10000000
0.024057190583
Long
EC
US
N
1
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBH5
2697277.62000000
PA
USD
107589.82000000
0.176482418954
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Variable
1.07000000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
780259305
68.00000000
NS
USD
4872.88000000
0.007993113564
Long
EC
CORP
GB
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMZE8
283841.39000000
PA
USD
247256.50000000
0.405581357252
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
597296.72000000
NS
USD
5901291.55000000
9.680044150066
Long
EC
RF
US
N
1
N
N
N
Bank
N/A
BANK 2022-BNK43
06541QBE4
145000.00000000
PA
USD
129142.95000000
0.211836586462
Long
ABS-MBS
CORP
US
N
2
2055-08-15
Variable
4.83000000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579102
127.00000000
NS
USD
18896.33000000
0.030996148406
Long
EC
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BE4
70000.00000000
PA
USD
64024.79000000
0.105021551409
Long
DBT
CORP
US
N
2
2033-06-06
Fixed
4.63000000
N
N
N
N
N
N
Kone Oyj
2138001CNF45JP5XZK38
Kone Oyj
000000000
8042.00000000
NS
392023.27000000
0.643046107670
Long
EC
CORP
FI
N
2
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
Moog Inc
615394AM5
130000.00000000
PA
USD
121308.42000000
0.198985400301
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Accenture PLC
5493000EWHDSR3MZWH98
Accenture PLC
000000000
1266.00000000
NS
USD
380952.06000000
0.624885709952
Long
EC
CORP
IE
N
1
N
N
N
REVVITY INC
549300IKL1SDPFI7N655
Revvity Inc
714046AG4
45000.00000000
PA
USD
40177.72000000
0.065904573626
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.30000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C Technologies Inc
78466CAC0
120000.00000000
PA
USD
116642.17000000
0.191331227375
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
38779.24000000
0.063610610003
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
336.00000000
NS
USD
28906.08000000
0.047415405294
Long
EC
CORP
US
N
1
N
N
N
BROOKFLD FIN LLC/FIN INC
549300E643C5WZF8BL44
Brookfield Finance LLC / Brookfield Finance Inc
11271RAB5
100000.00000000
PA
USD
66216.95000000
0.108617409265
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
41065.63000000
0.067361035814
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
101689.44000000
0.166803870043
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
24215.00000000
NS
40533.48000000
0.066488136136
Long
EC
GB
N
2
N
N
N
Corp Inmobiliaria Vesta SAB de CV
4469000001BIRIFZJ959
Corp Inmobiliaria Vesta SAB de CV
000000000
5600.00000000
NS
19832.87000000
0.032532379665
Long
EC
CORP
MX
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DEU2
38131.24000000
PA
USD
34454.33000000
0.056516346080
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
115972.34000000
0.190232487562
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
4373.04000000
0.007173212831
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
Welltower Inc
254900F33BIAR82QTA19
Welltower Inc
95040Q104
969.00000000
NS
USD
92326.32000000
0.151445297396
Long
EC
US
N
1
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
000000000
5242.00000000
NS
166715.74000000
0.273468224716
Long
EC
CORP
JP
N
2
N
N
N
Chase Auto Owner Trust
N/A
Chase Auto Owner Trust 2024-1
16144BAD0
95000.00000000
PA
USD
93676.17000000
0.153659491947
Long
ABS-O
CORP
US
N
2
2029-10-25
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A9V96
5246.26000000
PA
USD
4528.38000000
0.007428021130
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
124203.17000000
0.203733735063
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.25000000
N
N
N
N
N
Tanger Inc
UKEW8YSXE4Y581KYOL30
Tanger Inc
875465106
936.00000000
NS
USD
26535.60000000
0.043527044439
Long
EC
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABT1
50000.00000000
PA
USD
42493.55000000
0.069703290645
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.88000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
1691.00000000
NS
USD
244501.69000000
0.401062569763
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
1708.00000000
NS
USD
466352.32000000
0.764970008486
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBJ1
10000.00000000
PA
USD
8869.72000000
0.014549235615
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
28009.00000000
NS
465851.78000000
0.764148959525
Long
EC
CORP
GB
N
2
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
46.00000000
NS
USD
7244.54000000
0.011883410004
Long
EC
CORP
US
N
1
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAW4
45000.00000000
PA
USD
45711.51000000
0.074981795292
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
924.00000000
NS
USD
446938.80000000
0.733125499684
Long
EC
CORP
US
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
39848.00000000
NS
256845.75000000
0.421310856901
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUXZ7
8304.10000000
PA
USD
7092.59000000
0.011634162412
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
1.50000000
N
N
N
N
N
N
Essential Properties Realty Trust Inc
2549009LXQLVYCGLZO50
Essential Properties Realty Trust Inc
29670E107
1629.00000000
NS
USD
42907.86000000
0.070382894264
Long
EC
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DN4
10000.00000000
PA
USD
7230.20000000
0.011859887724
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
3708.00000000
NS
29968.26000000
0.049157727159
Long
EC
GB
N
2
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
40000.00000000
PA
USD
31087.81000000
0.050994154547
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
9560.31000000
0.015682028604
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
643.00000000
NS
USD
116845.96000000
0.191665509486
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AYMB6
10590.12000000
PA
USD
10136.31000000
0.016626856593
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
3790.13000000
0.006217050187
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAC4
60000.00000000
PA
USD
59144.64000000
0.097016512671
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
6.00000000
NC
USD
40410.00000000
0.066285588635
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
4725.00000000
USD
2024-09-20
XXXX
10942.10000000
N
N
N
NextEra Energy Inc
254900RHL9MEUS5NKX63
NextEra Energy Inc
65339F101
466.00000000
NS
USD
31208.02000000
0.051191338180
Long
EC
CORP
US
N
1
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2018-C8
46591ABC8
2096317.33000000
PA
USD
36037.79000000
0.059113737275
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
0.74000000
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
18836.90000000
0.030898663810
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
121462.50000000
0.199238141789
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
214770.26000000
PA
USD
164358.31000000
0.269601270120
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
2.77000000
N
N
N
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
2033.00000000
NS
USD
96526.84000000
0.158335521122
Long
EC
CORP
CW
N
1
N
N
N
Brookdale Senior Living Inc
LH7MQB13NWY7CJ9VC445
Brookdale Senior Living Inc
112463104
2662.00000000
NS
USD
18074.98000000
0.029648866342
Long
EC
CORP
US
N
1
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA Inc
172441BC0
51000.00000000
PA
USD
51000.00000000
0.083656644900
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
115568.00000000
0.189569237997
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.88000000
N
N
N
N
N
N
ENTEGRIS INC
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29365BAB9
100000.00000000
PA
USD
97393.01000000
0.159756322615
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
Aligned Data Centers Issuers LLC
N/A
Aligned Data Centers Issuer LLC
01627AAC2
60000.00000000
PA
USD
60014.75000000
0.098443777049
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
861.00000000
NS
15592.00000000
0.025575968770
Long
EC
CORP
CA
N
1
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
1476.00000000
NS
122839.11000000
0.201496231474
Long
EC
CORP
AU
N
2
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2016-CD1 Mortgage Trust
12514MBB0
279908.69000000
PA
USD
259645.34000000
0.425903098205
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.46000000
N
N
N
N
N
N
GM Financial Revolving Receivables Trust
N/A
GM Financial Revolving Receivables Trust 2024-1
36269KAB1
30000.00000000
PA
USD
29383.80000000
0.048199022008
Long
ABS-O
CORP
US
N
2
2036-12-11
Fixed
5.23000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AJ1
135000.00000000
PA
USD
118905.68000000
0.195044122518
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
170955.18000000
0.280422289944
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Variable
3.56000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D56U1
88917.25000000
PA
USD
75360.71000000
0.123616159920
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
184125.92000000
0.302026602087
Long
ABS-O
CORP
US
N
2
2039-07-20
Fixed
5.20000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AW3
110000.00000000
PA
USD
104273.36000000
0.171042342159
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
4765.51000000
0.007816991722
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
340066.79000000
0.557820523402
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
25798.90000000
PA
USD
23183.19000000
0.038027997911
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
819696.15000000
PA
USD
21088.40000000
0.034591858633
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
0.96000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
125000.00000000
PA
USD
123022.17000000
0.201796509619
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148HAA1
60000.00000000
PA
USD
57942.38000000
0.095044413889
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
108012.71000000
0.177176096573
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
2650237.26000000
PA
USD
130020.90000000
0.213276710999
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Variable
1.39000000
N
N
N
N
N
N
Stack Infrastructure Issuer LLC
N/A
Stack Infrastructure Issuer LLC
85236KAE2
100000.00000000
PA
USD
91872.60000000
0.150701048515
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
356.00000000
NS
USD
47038.28000000
0.077158131111
Long
EC
CORP
US
N
1
N
N
N
KELLANOVA
LONOZNOJYIBXOHXWDB86
Kellanova
487836BQ0
75000.00000000
PA
USD
61385.68000000
0.100692549681
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
3745.00000000
NS
USD
345513.70000000
0.566755233513
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
43.00000000
NC
USD
-126886.77000000
-0.20813571491
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYM4 Comdty
2024-06-18
4746699.27000000
USD
-126886.77000000
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
13366.00000000
NS
475142.54000000
0.779388838156
Long
EC
CORP
GB
N
2
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWG95
546766.00000000
PA
USD
34693.40000000
0.056908498905
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.42000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
100000.00000000
PA
USD
115246.28000000
0.189041512197
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
29928.57000000
0.049092622605
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
3493.00000000
NS
USD
133991.48000000
0.219789758079
Long
EC
CORP
US
N
1
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
8446.00000000
NS
85955.47000000
0.140995024138
Long
EC
CORP
JP
N
2
N
N
N
Bank
N/A
BANK 2020-BNK28
06540YAN9
1694021.74000000
PA
USD
144373.85000000
0.236820233380
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
1.88000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
Vantage Data Centers Issuer LLC
92212KAB2
130000.00000000
PA
USD
121495.78000000
0.199292731850
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
131269.06000000
0.215324100761
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
59465.32000000
0.097542532532
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
1298.00000000
NS
USD
322734.72000000
0.529390271924
Long
EC
CORP
CH
N
1
N
N
N
TAG Immobilien AG
529900TAE68USJNXLR59
TAG Immobilien AG
000000000
2166.00000000
NS
30795.46000000
0.050514605132
Long
EC
CORP
DE
N
2
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FREK3
117238.68000000
PA
USD
5840.48000000
0.009580293360
Long
ABS-MBS
USGSE
US
N
2
2030-01-25
Variable
1.24000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
1365.00000000
NS
USD
209199.90000000
0.343156112696
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529YAJ5
100000.00000000
PA
USD
93998.52000000
0.154188251153
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
118162.86000000
0.193825655283
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.88000000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
2102.00000000
NS
25773.83000000
0.042277493020
Long
EC
CORP
ES
N
2
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
105000.00000000
PA
USD
89405.73000000
0.146654576601
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
270428.03000000
PA
USD
249642.21000000
0.409494700277
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
19388.00000000
NS
183773.72000000
0.301448879139
Long
EC
CORP
AU
N
2
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AX4
85000.00000000
PA
USD
70317.09000000
0.115342977030
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
61982.73000000
PA
USD
62326.19000000
0.102235293036
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
7.03000000
N
N
N
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
000000000
6460.00000000
NS
78737.70000000
0.129155525670
Long
EC
CORP
BR
N
1
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
88031M109
93.00000000
NS
USD
3068.07000000
0.005032636127
Long
EC
CORP
LU
N
1
N
N
N
Ellington Financial Mortgage Trust
N/A
Ellington Financial Mortgage Trust 2022-2
31572YAA6
83212.48000000
PA
USD
78812.45000000
0.129278140066
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.30000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAS3
80000.00000000
PA
USD
82962.23000000
0.136085133632
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
128458.76000000
0.210714291562
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
108.00000000
NS
USD
25502.04000000
0.041831668716
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
120000.00000000
PA
USD
115002.00000000
0.188640813271
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVEE8
1770574.31000000
PA
USD
113115.97000000
0.185547108527
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.48000000
N
N
N
N
N
N
CTP NV
3157000YTVO4TN65UM14
CTP NV
000000000
1749.00000000
NS
29669.50000000
0.048667663252
Long
EC
CORP
NL
N
2
N
N
N
CubeSmart
N/A
CubeSmart
229663109
521.00000000
NS
USD
21069.24000000
0.034560429980
Long
EC
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
645.00000000
NS
USD
24239.10000000
0.039760034929
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBD4
85000.00000000
PA
USD
79565.58000000
0.130513519066
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
5.65000000
N
N
N
N
N
N
Aligned Data Centers Issuers LLC
N/A
Aligned Data Centers Issuer LLC
01627AAE8
30000.00000000
PA
USD
30106.73000000
0.049384863151
Long
ABS-O
CORP
US
N
2
2048-11-16
Fixed
6.50000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
3181.00000000
NS
USD
255243.44000000
0.418682545554
Long
EC
CORP
IE
N
1
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
000000000
6494.00000000
NS
363060.07000000
0.595537006933
Long
EC
CORP
GB
N
2
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AP2
5000.00000000
PA
USD
4059.19000000
0.006658396400
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
2418.00000000
NS
USD
66156.48000000
0.108518218730
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
1832.00000000
NS
USD
322267.12000000
0.528623255313
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2TT7
2160.93000000
PA
USD
2131.81000000
0.003496864160
Long
ABS-MBS
USGSE
US
N
2
2039-10-15
Fixed
1.70000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
2708.00000000
NS
USD
477745.36000000
0.783658312440
Long
EC
CORP
US
N
1
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AJ2
150000.00000000
PA
USD
132668.24000000
0.217619212613
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.60000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BJ7
5000.00000000
PA
USD
3694.10000000
0.006059529645
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
113539.80000000
0.186242328052
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
5301.34000000
PA
USD
5114.87000000
0.008390056143
Long
ABS-MBS
CORP
US
N
2
2049-10-25
Variable
2.59000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
8.00000000
NC
USD
-31253.56000000
-0.05126603864
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYM4 Comdty
2024-06-18
913003.56000000
USD
-31253.56000000
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAS0
115000.00000000
PA
USD
101781.14000000
0.166954287971
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.10000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
1246.00000000
NS
USD
178439.66000000
0.292699279858
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
138319.20000000
0.226888631320
Long
DBT
US
N
2
2028-06-01
Fixed
5.75000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
938.00000000
NS
USD
95722.90000000
0.157016797140
Long
EC
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
9.00000000
NC
USD
-17878.62000000
-0.02932677185
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVM4 Comdty
2024-06-28
960558.31000000
USD
-17878.62000000
N
N
N
Daito Trust Construction Co Ltd
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
000000000
239.00000000
NS
25619.44000000
0.042024243032
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QKVB1
360767.99000000
PA
USD
289089.08000000
0.474200441376
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
93184.84000000
0.152853550392
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
10119.52000000
0.016599315513
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
97663.73000000
0.160200391770
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
61211.14000000
0.100406247116
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
651.00000000
NS
USD
21287.70000000
0.034918775679
Long
EC
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
2272.00000000
NS
USD
610281.92000000
1.001061526876
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
329.00000000
NS
USD
24181.50000000
0.039665552130
Long
EC
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
1106.00000000
NS
39326.41000000
0.064508147384
Long
EC
CORP
CA
N
1
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869AAC1
70000.00000000
PA
USD
61917.63000000
0.101565121294
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
1009.00000000
NS
241770.73000000
0.396582904058
Long
EC
CORP
CH
N
2
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
2502.00000000
NS
USD
398418.48000000
0.653536339278
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
1259.00000000
NS
USD
45072.20000000
0.073933118240
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
74894.98000000
0.122852210719
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
54003.36000000
0.088583135509
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
1844.00000000
NS
USD
108169.04000000
0.177432528794
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
222.00000000
NS
USD
19289.58000000
0.031641206751
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
279.00000000
NS
USD
19825.74000000
0.032520684138
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
2755.00000000
NS
USD
449616.00000000
0.737516981443
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
4529.00000000
NS
328799.77000000
0.539338933378
Long
EC
CORP
FR
N
2
N
N
N
Acadia Realty Trust
N/A
Acadia Realty Trust
004239109
1450.00000000
NS
USD
25056.00000000
0.041100017541
Long
EC
US
N
1
N
N
N
Empire State Realty Trust Inc
549300VOKY1DUEQSB456
Empire State Realty Trust Inc
292104106
4140.00000000
NS
USD
37674.00000000
0.061797655686
Long
EC
US
N
1
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
02343UAJ4
50000.00000000
PA
USD
49610.70000000
0.081377739473
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
1972.00000000
NS
39833.66000000
0.065340202935
Long
EC
AU
N
2
N
N
N
VIPER ENERGY INC
5299009LINL232255G03
Viper Energy Inc
92763MAA3
85000.00000000
PA
USD
82930.27000000
0.136032708802
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
102390.78000000
0.167954296540
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
21914.72000000
0.035947293120
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
4.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK18
065402BD0
2885656.77000000
PA
USD
101763.84000000
0.166925910325
Long
ABS-MBS
CORP
US
N
2
2062-05-15
Variable
1.03000000
N
N
N
N
N
N
China Longyuan Power Group Corp Ltd
5299008UYLF3O6V9T464
China Longyuan Power Group Corp Ltd
000000000
5000.00000000
NS
3502.66000000
0.005745505565
Long
EC
CORP
CN
N
2
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
654902AC9
160000.00000000
PA
USD
151763.11000000
0.248941031417
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.63000000
N
N
N
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
000000000
482.00000000
NS
13299.21000000
0.021815044871
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
104055.13000000
0.170684373735
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AE0
100000.00000000
PA
USD
102039.30000000
0.167377754627
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
7.88000000
N
N
N
N
N
N
Fixed Income Clearing Corp.
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
190018.00000000
PA
USD
190018.00000000
0.311691536288
Long
RA
CORP
US
N
2
Repurchase
N
5.31000000
2024-05-01
224500.00000000
USD
193818.36000000
USD
UST
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AU1
25000.00000000
PA
USD
21685.88000000
0.035571920833
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-15067.89000000
-0.02471625731
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2251000.00000000
GBP
2798126.48000000
USD
2024-05-31
-15067.89000000
N
N
N
Hotwire Funding LLC
254900ZCO90MCT7Y9348
Hotwire Funding LLC
44148JAA7
40000.00000000
PA
USD
35936.65000000
0.058947834666
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
8769.86000000
0.014385432624
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
Bank
549300664283JRAXM588
BANK 2018-BNK13
06539LBC3
810083.37000000
PA
USD
13194.07000000
0.021642580956
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Variable
0.59000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
1847.00000000
NS
USD
719092.51000000
1.179546407054
Long
EC
CORP
US
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
2495.00000000
NS
16398.24000000
0.026898465503
Long
EC
CORP
IT
N
2
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
1380.00000000
NS
23239.79000000
0.038120840384
Long
EC
CORP
LU
N
1
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GL5
45000.00000000
PA
USD
43878.08000000
0.071974371715
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
79050.00000000
0.129667799595
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
6.81000000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
1606.00000000
NS
USD
183180.36000000
0.300475575084
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
92777.33000000
0.152185100992
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
2.85000000
N
N
N
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187102
1241.00000000
NS
USD
142206.19000000
0.233264563519
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
33963.86000000
NS
USD
33963.86000000
0.055711815205
Long
STIV
RF
US
N
1
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
1368.00000000
NS
USD
234694.08000000
0.384974888447
Long
EC
US
N
1
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAC7
20000.00000000
PA
USD
20139.34000000
0.033035090488
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
162403.00000000
0.266393923564
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
48987.37000000
0.080355274837
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
148235.66000000
0.243154862161
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
8.83000000
N
N
N
N
N
N
EAGLE MATERIALS
529900KRXRGXL61SG039
Eagle Materials Inc
26969PAB4
120000.00000000
PA
USD
98394.25000000
0.161398682990
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
50627.01000000
PA
USD
41390.94000000
0.067894650385
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
43587.40000000
0.071497561645
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
4900.99000000
0.008039223139
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
9339.35000000
PA
USD
8584.01000000
0.014080577968
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
33963.86000000
NS
USD
33963.86000000
0.055711815205
Long
STIV
RF
US
N
1
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
160000.00000000
PA
USD
145239.41000000
0.238240034273
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261A2M8
30000.00000000
PA
USD
29999.40000000
0.049208806922
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
5.18000000
N
N
N
N
N
N
Keppel Ltd
254900SQ7IPDOY6IDW33
Keppel Ltd
000000000
7332.00000000
NS
36674.00000000
0.060157329315
Long
EC
CORP
SG
N
2
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AE9
65000.00000000
PA
USD
56958.71000000
0.093430874048
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
172264.30000000
0.282569674003
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
1606.00000000
NS
USD
540419.00000000
0.886463536873
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
145000.00000000
PA
USD
137732.78000000
0.225926711130
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
83506.20000000
0.136977421968
Long
ABS-O
CORP
US
N
2
2028-01-20
Fixed
4.79000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
4156.00000000
NS
USD
168899.84000000
0.277050861542
Long
EC
CORP
US
N
1
N
N
N
POSCO Holdings Inc
988400E5HRVX81AYLM04
POSCO Holdings Inc
000000000
278.00000000
NS
80253.27000000
0.131641555107
Long
EC
CORP
KR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPFR3
237516.92000000
PA
USD
212975.81000000
0.349349837442
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
605.00000000
NS
USD
97568.35000000
0.160043937440
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2016-4
64829LAA6
21447.81000000
PA
USD
19507.13000000
0.031998059753
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
107661.29000000
0.176599653079
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
247.00000000
NS
USD
26053.56000000
0.042736341516
Long
EC
US
N
1
N
N
N
Wharf Holdings Ltd/The
254900JCV4TBBPX9IW91
Wharf Holdings Ltd/The
000000000
6423.00000000
NS
20665.08000000
0.033897475674
Long
EC
CORP
HK
N
2
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
4896.00000000
NS
169164.52000000
0.277485023125
Long
EC
CORP
FR
N
2
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
90000.00000000
PA
USD
87300.45000000
0.143201230300
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
17503.82000000
0.028711977532
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
39960.00000000
0.065547441769
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
8818.89000000
0.014465857826
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
13552.28000000
0.022230162265
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
148898.94000000
PA
USD
148508.35000000
0.243602162759
Long
ABS-MBS
CORP
US
N
2
2054-04-25
Variable
6.44000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AS4
5000.00000000
PA
USD
4353.91000000
0.007141833388
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.10000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353108
3537.00000000
NS
USD
268387.56000000
0.440243192209
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
125763.63000000
0.206293398751
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
15000.00000000
PA
USD
14456.28000000
0.023713017304
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.13000000
N
N
N
N
N
N
Stockland
N/A
Stockland
000000000
14764.00000000
NS
41828.13000000
0.068611784671
Long
EC
AU
N
2
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851109
372.00000000
NS
USD
26646.36000000
0.043708726988
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
5000.00000000
PA
USD
4545.33000000
0.007455824662
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
Lamar Advertising Co
529900Y8WW4MKVPTB543
Lamar Advertising Co
512816109
171.00000000
NS
USD
19810.35000000
0.032495439515
Long
EC
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
100000.00000000
PA
USD
81659.89000000
0.133948870987
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
3920.00000000
NS
28718.91000000
0.047108385407
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPQ35
267069.34000000
PA
USD
246427.79000000
0.404222002385
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Auto Trust
N/A
Bank of America Auto Trust 2023-2
06054YAC1
120000.00000000
PA
USD
120441.24000000
0.197562942079
Long
ABS-O
CORP
US
N
2
2028-06-15
Fixed
5.74000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVNJ7
2114696.42000000
PA
USD
114401.69000000
0.187656108948
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.21000000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
950.00000000
NS
USD
20995.00000000
0.034438652150
Long
EC
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAW4
254128.20000000
PA
USD
6229.17000000
0.010217871817
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Variable
1.46000000
N
N
N
N
N
N
Power Grid Corp of India Ltd
3358009SHWZ3DZEQ4Z56
Power Grid Corp of India Ltd
000000000
6550.00000000
NS
23624.39000000
0.038751709906
Long
EC
CORP
IN
N
2
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
10000.00000000
PA
USD
9994.05000000
0.016393503764
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
64432.18000000
0.105689803969
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
1256.00000000
NS
USD
553845.76000000
0.908487805373
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
115739.35000000
0.189850307921
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
Bank5
N/A
BANK5 2023-5YR1
06644EAB4
175000.00000000
PA
USD
173902.26000000
0.285256462985
Long
ABS-MBS
CORP
US
N
2
2056-04-15
Fixed
5.78000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
1503.00000000
NS
USD
299743.29000000
0.491676822997
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
5000.00000000
PA
USD
4640.45000000
0.007611852506
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
8147.00000000
NS
226598.29000000
0.371695150619
Long
EC
CORP
GB
N
2
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048AW9
125000.00000000
PA
USD
116682.96000000
0.191398136287
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.13000000
N
N
N
N
N
N
SHO-BOND Holdings Co Ltd
N/A
SHO-BOND Holdings Co Ltd
000000000
394.00000000
NS
15215.05000000
0.024957647745
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
4193.00000000
NS
USD
259001.61000000
0.424847170910
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
4672.25000000
0.007664014885
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
102942.00000000
0.168858477242
Long
DBT
CORP
KY
N
2
2028-06-15
Fixed
8.00000000
N
N
N
N
N
N
WAND NEWCO 3 INC
549300Y3VZEWMSQW8494
Wand NewCo 3 Inc
933940AA6
5000.00000000
PA
USD
5093.58000000
0.008355133594
Long
DBT
CORP
US
N
2
2032-01-30
Fixed
7.63000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
896.00000000
NS
USD
232467.20000000
0.381322078459
Long
EC
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-LTV2
46653LCD6
119370.61000000
PA
USD
101585.76000000
0.166633801005
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
32336.47000000
0.053042364473
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
125019.11000000
0.205072142961
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
American Healthcare REIT Inc
N/A
American Healthcare REIT Inc
398182303
2019.00000000
NS
USD
27720.87000000
0.045471274076
Long
EC
US
N
1
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BN3
45000.00000000
PA
USD
43253.21000000
0.070949380976
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
4.40000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2017-C38
95001MAF7
390000.00000000
PA
USD
362461.67000000
0.594555435632
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
2764.00000000
NS
USD
326898.28000000
0.536219869187
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLK3
8194.17000000
PA
USD
7194.23000000
0.011800885185
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
3801.00000000
NS
381621.00000000
0.625982989874
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
352368.01000000
0.577998538959
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
249917.00000000
0.409945445561
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.14000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BD4
10000.00000000
PA
USD
10037.07000000
0.016464070604
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
4036.79000000
PA
USD
3910.01000000
0.006413692512
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
28187.06000000
0.046235977827
Long
ABS-O
CORP
US
N
2
2045-08-25
Fixed
1.89000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
422.00000000
NS
185582.77000000
0.304416311560
Long
EC
CORP
JP
N
2
N
N
N
Comforia Residential REIT Inc
353800BJ2SV3UPG9JU05
Comforia Residential REIT Inc
000000000
8.00000000
NS
17317.93000000
0.028407057263
Long
EC
JP
N
2
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
855.00000000
NS
USD
111252.60000000
0.182490573577
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FRK75
21917.10000000
PA
USD
19171.69000000
0.031447828675
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
24440.92000000
0.040091085597
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
Sagax AB
549300LJX28T6OM8DT95
Sagax AB
000000000
637.00000000
NS
15951.79000000
0.026166141795
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
328999.02000000
0.539665768407
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
153804.95000000
0.252290315413
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
51216.70000000
0.084012103625
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
931.00000000
NS
USD
19439.28000000
0.031886763609
Long
EC
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGGK9
569046.28000000
PA
USD
435016.91000000
0.713569709130
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
5016.08000000
0.008228008301
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
14900.00000000
NS
13914.79000000
0.022824796978
Long
EC
GB
N
2
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
1207.00000000
NS
5171.74000000
0.008483341503
Long
EC
HK
N
2
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AQ7
120000.00000000
PA
USD
108274.18000000
0.177604992709
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
169595.95000000
PA
USD
140779.54000000
0.230924391903
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
10849.00000000
NS
286645.81000000
0.470192681165
Long
EC
CORP
SE
N
2
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
4307.00000000
NS
USD
405245.63000000
0.664735093459
Long
EC
CORP
US
N
1
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CV3
5000.00000000
PA
USD
4171.46000000
0.006842555841
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.80000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
2227.00000000
NS
38662.07000000
0.063418412963
Long
EC
CORP
FR
N
2
N
N
Emaar Properties PJSC
254900YWYEXYXK1BMP81
Emaar Properties PJSC
000000000
7185.00000000
NS
16060.57000000
0.026344576497
Long
EC
CORP
AE
N
1
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
goeasy Ltd
380355AH0
85000.00000000
PA
USD
89849.17000000
0.147381962927
Long
DBT
CORP
CA
N
2
2028-12-01
Fixed
9.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XEC77
142397.06000000
PA
USD
124545.54000000
0.204295333602
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
2380.00000000
NS
125496.10000000
0.205854562237
Long
EC
CORP
CA
N
1
N
N
N
AGL CLO Ltd.
2549006GHWX66A91GS48
AGL CLO 25 Ltd
00120NAC8
250000.00000000
PA
USD
251759.75000000
0.412968156980
Long
ABS-CBDO
CORP
JE
N
2
2036-07-21
Floating
7.92000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2022-CLS
05609XAC5
100000.00000000
PA
USD
97111.30000000
0.159294226273
Long
ABS-MBS
CORP
US
N
2
2027-10-13
Fixed
6.30000000
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
55235.19000000
0.090603738742
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
851134.89000000
PA
USD
11685.83000000
0.019168575111
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
0.61000000
N
N
N
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
6528.00000000
NS
95278.88000000
0.156288459425
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AD2H1
10340.30000000
PA
USD
9590.27000000
0.015731172782
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TH1
225000.00000000
PA
USD
180571.29000000
0.296195848760
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
87038.27000000
0.142771169532
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
98747.99000000
0.161978932040
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
111772.42000000
0.183343248031
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
13054.11000000
0.021413000877
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
34977.16000000
0.057373957916
Long
DBT
CORP
US
N
2
2027-12-13
Fixed
5.75000000
N
N
N
N
N
N
New York City Industrial Development Agency
549300XR20ZR5DHL9534
NEW YORK CITY NY INDL DEV AGY REVENUE
64971PKR5
15000.00000000
PA
USD
10873.61000000
0.017836269226
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
3.19000000
N
N
N
N
N
N
Citizens Auto Receivables Trust
N/A
Citizens Auto Receivables Trust 2024-2
17331XAE1
65000.00000000
PA
USD
64548.63000000
0.105880819975
Long
ABS-O
CORP
US
N
2
2031-04-15
Fixed
5.26000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
71424VAA8
75000.00000000
PA
USD
76509.98000000
0.125501337808
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
3630.23000000
0.005954762000
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
224.00000000
NS
USD
55160.00000000
0.090480402602
Long
EC
US
N
1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
4332.09000000
0.007106041466
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
535000.00000000
CHF
588354.97000000
USD
2024-05-31
4332.09000000
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman Inc
96949VAL7
60000.00000000
PA
USD
61333.44000000
0.100606859031
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
113212.85000000
NS
USD
113212.85000000
0.185706023345
Long
STIV
RF
US
N
1
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAV5
35000.00000000
PA
USD
24769.62000000
0.040630260875
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.88000000
N
N
N
N
N
N
Bunge Global SA
254900IVXSV9K0B7PO26
Bunge Global SA
000000000
1345.00000000
NS
USD
136867.20000000
0.224506877430
Long
EC
CORP
CH
N
1
N
N
N
Race Point CLO Ltd
5493008ABAJEYBWITR69
Race Point VIII CLO Ltd
74982LBC3
250000.00000000
PA
USD
249800.00000000
0.409753527375
Long
ABS-CBDO
CORP
KY
N
2
2030-02-20
Floating
7.63000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AN6
30000.00000000
PA
USD
25901.77000000
0.042487356376
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.05000000
N
N
N
N
N
N
Bank5
N/A
BANK5 2023-5YR4
06211FAV0
150000.00000000
PA
USD
153822.63000000
0.252319316384
Long
ABS-MBS
CORP
US
N
2
2056-12-15
Fixed
6.50000000
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
86779.94000000
0.142347424021
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
97324.36000000
0.159643714209
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
29964.34000000
0.049151297079
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
34858.16000000
0.057178759078
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
338638.84000000
PA
USD
327854.99000000
0.537789185829
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
79479.74000000
PA
USD
79216.51000000
0.129940930339
Long
ABS-O
CORP
US
N
2
2032-02-17
Fixed
5.41000000
N
N
N
N
N
N
PSP Swiss Property AG
50670042Y437P8X44F56
PSP Swiss Property AG
000000000
153.00000000
NS
18914.07000000
0.031025247796
Long
EC
CORP
CH
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RD2
260000.00000000
PA
USD
221629.69000000
0.363545025015
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
GM Financial Securitized Term Auto Receivables Tr
N/A
GM Financial Consumer Automobile Receivables Trust 2024-2
379931AE8
60000.00000000
PA
USD
59328.00000000
0.097317282914
Long
ABS-O
CORP
US
N
2
2029-09-17
Fixed
5.04000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HT3
125000.00000000
PA
USD
127141.57000000
0.208553670070
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.95000000
N
N
N
N
N
N
Valaris Ltd
N/A
Valaris Ltd
000000000
246.00000000
NS
USD
16004.76000000
0.026253029883
Long
EC
CORP
BM
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
511.00000000
NS
USD
39612.72000000
0.064977789227
Long
EC
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DL1
15000.00000000
PA
USD
14581.18000000
0.023917894068
Long
DBT
CORP
US
N
2
2032-01-29
Fixed
5.63000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B18 Mortgage Trust
08163AAF0
96142.31000000
PA
USD
5830.82000000
0.009564447808
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Variable
1.91000000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
35000.00000000
PA
USD
32373.48000000
0.053103072952
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.63000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
3300.00000000
NS
USD
349701.00000000
0.573623772125
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CD2
100000.00000000
PA
USD
91576.35000000
0.150215101828
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGU8
20000.00000000
PA
USD
16689.50000000
0.027376226962
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
17214.84000000
0.028237956017
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
113145.14000000
0.185594956847
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
63806.61000000
0.104663665001
Long
ABS-O
CORP
US
N
2
2048-08-17
Fixed
6.00000000
N
N
N
N
N
N
Macerich Co/The
529900PSWCB5KI0JYU46
Macerich Co/The
554382101
637.00000000
NS
USD
8765.12000000
0.014377657477
Long
EC
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMJG1
403299.55000000
PA
USD
336790.04000000
0.552445583967
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
11321.27000000
NS
USD
11321.27000000
0.018570577729
Long
STIV
RF
US
N
1
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
250000.00000000
PA
USD
254264.90000000
0.417077420588
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
91488.47000000
PA
USD
70070.70000000
0.114938817016
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ5
36260DAY6
92062.50000000
PA
USD
72826.47000000
0.119459179218
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
3.26000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
10000.00000000
PA
USD
8773.81000000
0.014391911913
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
1357.00000000
NS
31184.34000000
0.051152495251
Long
EC
CORP
JP
N
2
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
30000.00000000
PA
USD
26053.15000000
0.042735668982
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
10697.00000000
NS
91177.68000000
0.149561152914
Long
EC
CORP
BR
N
1
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JBM3
2597755.34000000
PA
USD
133146.91000000
0.218404387636
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Variable
1.32000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAU6
120000.00000000
PA
USD
94976.80000000
0.155792949635
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
434.00000000
NS
USD
82273.38000000
0.134955194812
Long
EC
US
N
1
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AM7
85000.00000000
PA
USD
73512.87000000
0.120585099239
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
111868.44000000
0.183500752169
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
8036.08000000
0.013181793940
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
1975.00000000
NS
USD
144550.25000000
0.237109586951
Long
EC
CORP
US
N
1
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AB1
125000.00000000
PA
USD
121889.14000000
0.199937970631
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
90193.85000000
0.147947350620
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
1816268.39000000
PA
USD
95218.05000000
0.156188678372
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Variable
1.82000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017CW7
25000.00000000
PA
USD
21617.08000000
0.035459066379
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
4657.05000000
0.007639081924
Long
DBT
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
15000.00000000
PA
USD
12783.10000000
0.020968456028
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
29965.87000000
0.049153806778
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
80703.72000000
0.132380440121
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
281.00000000
NS
USD
27611.06000000
0.045291149838
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2017-TIME
12652XAE3
200000.00000000
PA
USD
122999.88000000
0.201759946744
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Variable
3.77000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2020-1
35563PNP0
14748.78000000
PA
USD
13084.34000000
0.021462587943
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
85804.01000000
0.140746580306
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
135000.00000000
PA
USD
123440.10000000
0.202482051219
Long
DBT
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar Inc
336433107
70.00000000
NS
USD
12341.00000000
0.020243267739
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXZ35
155000.00000000
PA
USD
128771.71000000
0.211227631700
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
2.11000000
N
N
N
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
204732.12000000
0.335827495344
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
3.40000000
N
N
N
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
11457.00000000
NS
462106.02000000
0.758004690619
Long
EC
CORP
JE
N
2
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING
71781LBH1
40000.00000000
PA
USD
42082.74000000
0.069029428169
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
115490.75000000
0.189442522785
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
115516.35000000
0.189484515140
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
2660304.99000000
PA
USD
51374.48000000
0.084270914319
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
1.10000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta Issuer LLC
12530MAC9
166398.62000000
PA
USD
152969.37000000
0.250919691505
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B5H81
20122.88000000
PA
USD
17904.75000000
0.029369633584
Long
ABS-MBS
USGSE
US
N
2
2049-09-25
Fixed
2.50000000
N
N
N
N
N
N
Kojamo Oyj
7437007YPUOQZ8OV1R42
Kojamo Oyj
000000000
1907.00000000
NS
21066.28000000
0.034555574614
Long
EC
CORP
FI
N
2
N
N
N
SREIT Trust
N/A
STWD Trust 2021-FLWR
78485GAJ3
220000.00000000
PA
USD
217662.50000000
0.357037538640
Long
ABS-MBS
CORP
US
N
2
2036-07-15
Floating
6.46000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS
549300P5V78NNQTG4428
LCM Investments Holdings II LLC
50190EAC8
45000.00000000
PA
USD
46751.04000000
0.076686963764
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
8.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
60000.00000000
PA
USD
55559.58000000
0.091135844213
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
7855.93000000
PA
USD
7021.28000000
0.011517190739
Long
ABS-MBS
USGSE
US
N
2
2053-03-25
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RE0
1360000.00000000
PA
USD
1136503.12000000
1.864236038005
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
10937.02000000
0.017940282321
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
3327.97000000
0.005458956951
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1000000.00000000
CAD
730094.34000000
USD
2024-05-31
3327.97000000
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
Sunoco LP
86765KAC3
100000.00000000
PA
USD
101940.00000000
0.167214870219
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
7.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2022-4
92538NAA5
86985.41000000
PA
USD
83208.91000000
0.136489769341
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
135795.91000000
0.222749612192
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
2439.87000000
0.004002183101
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
3624.00000000
NS
126241.88000000
0.207077884838
Long
EC
CORP
ZA
N
2
N
N
N
IMOLA MERGER CORP
N/A
Imola Merger Corp
45258LAA5
100000.00000000
PA
USD
92029.04000000
0.150957661173
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
1046.00000000
NS
USD
29863.30000000
0.048985558503
Long
EC
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBP4
5000.00000000
PA
USD
4362.43000000
0.007155808968
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.20000000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
1837.00000000
NS
386102.52000000
0.633334145311
Long
EC
CORP
FR
N
2
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AL5
35000.00000000
PA
USD
32777.28000000
0.053765436740
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
14860.47000000
0.024376020820
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
119192.14000000
0.195514010410
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.63000000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
295.00000000
NS
10276.48000000
0.016856781140
Long
EC
CORP
DE
N
2
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BTAE1
4020540.01000000
PA
USD
7058.86000000
0.011578834204
Long
ABS-MBS
USGSE
US
N
2
2026-10-25
Variable
0.18000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
2205.00000000
NS
258373.32000000
0.423816570255
Long
EC
CORP
FR
N
2
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
477.00000000
NS
USD
67032.81000000
0.109955685938
Long
EC
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN24
000000000
5.00000000
NC
USD
-40889.60000000
-0.06707228916
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNM4 Comdty
2024-06-18
638702.10000000
USD
-40889.60000000
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
50000.00000000
PA
USD
45354.63000000
0.074396395617
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
10.00000000
NS
166.07000000
0.000272409000
Long
EC
CORP
LU
N
2
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2019-3
04285AAA3
17173.81000000
PA
USD
15761.46000000
0.025853938477
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
15629.00000000
NS
96046.18000000
0.157547081849
Long
EC
CORP
NO
N
2
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAG8
70000.00000000
PA
USD
62401.28000000
0.102358465143
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
121889.28000000
0.199938200277
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
1655.00000000
NS
44440.73000000
0.072897301347
Long
EC
FR
N
2
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFH2
65000.00000000
PA
USD
53843.52000000
0.088320945741
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
322352.09000000
PA
USD
19873.97000000
0.032599797079
Long
ABS-MBS
USGSE
US
N
2
2034-06-25
Variable
1.27000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAJ3
6525.52000000
PA
USD
6334.03000000
0.010389876441
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
4.14000000
N
N
N
N
N
N
Hammerson PLC
213800G1C9KKVVDN1A60
Hammerson PLC
000000000
48475.00000000
NS
16499.80000000
0.027065057049
Long
EC
GB
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
378.00000000
NS
USD
101802.96000000
0.166990079893
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2020-BNK28
06540YAV1
65000.00000000
PA
USD
50779.98000000
0.083295740292
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
1636.00000000
NS
USD
129194.92000000
0.211921834223
Long
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
3106.00000000
NS
493548.56000000
0.809580718139
Long
EC
CORP
DE
N
2
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
50000.00000000
PA
USD
47423.13000000
0.077789410715
Long
DBT
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
12620.00000000
NS
436143.05000000
0.715416946269
Long
EC
CORP
GB
N
2
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
100000.00000000
PA
USD
87339.85000000
0.143265859159
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
89151E109
105.00000000
NS
USD
7609.35000000
0.012481817468
Long
EC
CORP
FR
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RH3
140000.00000000
PA
USD
107767.19000000
0.176773363642
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
116379.84000000
0.190900920558
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1615.29000000
0.002649602783
N/A
DFE
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1378000.00000000
EUR
1474032.48000000
USD
2024-05-31
1615.29000000
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
1827.00000000
NS
15472.33000000
0.025379670913
Long
EC
CORP
HK
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XG7C7
321410.51000000
PA
USD
287671.57000000
0.471875262343
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Options Clearing Corp.
549300CII6SLYGKNHA04
S+P 500 INDEX
000000000
7.00000000
NC
USD
3899.00000000
0.006395632518
N/A
DE
US
N
1
Options Clearing Corp.
549300CII6SLYGKNHA04
Put
Purchased
S&P 500 Index
SPX INDEX
100.00000000
4200.00000000
USD
2024-06-21
XXXX
-30620.22000000
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFR0
15000.00000000
PA
USD
11831.92000000
0.019408210390
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Citizens Auto Receivables Trust
N/A
Citizens Auto Receivables Trust 2023-2
17295FAD6
55000.00000000
PA
USD
55311.83000000
0.090729453355
Long
ABS-O
CORP
US
N
2
2028-02-15
Fixed
5.83000000
N
N
N
N
N
N
Toyota Lease Owner Trust
254900MVSB4M6HOIRE71
Toyota Lease Owner Trust 2024-A
89238GAE1
45000.00000000
PA
USD
44650.40000000
0.073241228577
Long
ABS-O
CORP
US
N
2
2028-06-20
Fixed
5.26000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
5000.00000000
PA
USD
3800.47000000
0.006234011161
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
183464.18000000
PA
USD
159385.45000000
0.261444156725
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
25539.00000000
NS
148600.22000000
0.243752859543
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
120686.09000000
0.197964575991
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
853.00000000
NS
USD
413730.59000000
0.678653197101
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RBK7
35000.00000000
PA
USD
28302.75000000
0.046425747185
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
444.00000000
NS
USD
89301.72000000
0.146483966255
Long
EC
CORP
US
N
1
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AS2
30000.00000000
PA
USD
30740.56000000
0.050424551215
Long
DBT
US
N
2
2029-04-12
Fixed
8.88000000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674X106
1505.00000000
NS
USD
51185.05000000
0.083960187295
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
724500RKKW4NOJ9YQF60
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAV0
100000.00000000
PA
USD
94354.04000000
0.154771419984
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
8591.40000000
PA
USD
8344.75000000
0.013688113481
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
123453.13000000
0.202503424672
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
4211.00000000
NS
511107.39000000
0.838382930025
Long
EC
CORP
CA
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
1055.00000000
NS
USD
179698.15000000
0.294763614193
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
023551AJ3
5000.00000000
PA
USD
5497.62000000
0.009017891061
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
164.00000000
NS
USD
25479.04000000
0.041793941209
Long
EC
US
N
1
N
N
N
MACQUARIE AIRFINANCE HLD
549300MCGUSL5B852H65
Macquarie Airfinance Holdings Ltd
55609NAC2
90000.00000000
PA
USD
89739.20000000
0.147201576236
Long
DBT
CORP
GB
N
2
2029-03-26
Fixed
6.40000000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
055622104
283.00000000
NS
USD
10971.91000000
0.017997513308
Long
EC
CORP
GB
N
1
N
N
N
FREEDOM MORTGAGE HOLD
N/A
Freedom Mortgage Holdings LLC
35641AAA6
60000.00000000
PA
USD
60435.12000000
0.099133321046
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.25000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
2022.00000000
NS
USD
498665.64000000
0.817974399404
Long
EC
CORP
US
N
1
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
8339.00000000
NS
231397.05000000
0.379566683194
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
2926.05000000
0.004799676976
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
2110000.00000000
SEK
194653.60000000
USD
2024-05-31
2926.05000000
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BC7
30000.00000000
PA
USD
30114.78000000
0.049398067778
Long
DBT
CORP
US
N
2
2029-08-21
Fixed
6.21000000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB International Ltd
44332PAH4
60000.00000000
PA
USD
60879.51000000
0.099862265682
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
7.25000000
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
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
1313.00000000
NS
USD
317601.57000000
0.520970230615
Long
EC
CORP
US
N
1
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
125000.00000000
PA
USD
116978.93000000
0.191883623683
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
122426.90000000
0.200820072540
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
105452.39000000
PA
USD
93907.77000000
0.154039391535
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
3574.00000000
NS
89288.69000000
0.146462592803
Long
EC
CORP
LU
N
2
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
192.00000000
NS
USD
26645.76000000
0.043707742792
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
148318.77000000
0.243291189686
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
1052.00000000
NS
USD
15159.32000000
0.024866232356
Long
EC
US
N
1
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AJ0
10000.00000000
PA
USD
10241.24000000
0.016798976039
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
1475895.71000000
PA
USD
10356.80000000
0.016988532155
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
0.32000000
N
N
N
N
N
N
BOISE CASCADE COMPANY
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739DAD2
55000.00000000
PA
USD
50424.95000000
0.082713375221
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.88000000
N
N
N
N
N
N
Invincible Investment Corp
353800JY6M2692VAV685
Invincible Investment Corp
000000000
57.00000000
NS
25538.31000000
0.041891163353
Long
EC
JP
N
2
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
33963.86000000
NS
USD
33963.86000000
0.055711815205
Long
STIV
RF
US
N
1
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
3281.00000000
NS
318445.58000000
0.522354682475
Long
EC
CORP
CH
N
2
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAE2
120000.00000000
PA
USD
112079.52000000
0.183846992260
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
1430.00000000
NS
18757.53000000
0.030768471106
Long
EC
CORP
GB
N
2
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
47792.00000000
NS
350045.47000000
0.574188815350
Long
EC
CORP
HK
N
2
N
N
N
VIDEOTRON LTD
549300LW4GNJRBECSD81
Videotron Ltd
92660FAN4
40000.00000000
PA
USD
35673.60000000
0.058516346814
Long
DBT
CORP
CA
N
2
2029-06-15
Fixed
3.63000000
N
N
N
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
319.00000000
NS
USD
42835.32000000
0.070263904989
Long
EC
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BCKH2
400000.00000000
PA
USD
252722.04000000
0.414546626643
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
18952.25000000
0.031087875457
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
22781.16000000
0.037368537500
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
796.00000000
NS
USD
39664.68000000
0.065063020585
Long
EC
US
N
1
N
N
N
Pandox AB
549300K4HA8EBLSL3B97
Pandox AB
000000000
1200.00000000
NS
18557.31000000
0.030440044960
Long
EC
CORP
SE
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
9.00000000
NC
USD
-17925.50000000
-0.02940367035
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUM4 Comdty
2024-06-28
1841831.75000000
USD
-17925.50000000
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
115000.00000000
PA
USD
113325.21000000
0.185890330416
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.13000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ6
36260RBD0
207255.14000000
PA
USD
156981.59000000
0.257501041775
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
36552.20000000
0.059957537563
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
1446786.84000000
PA
USD
34742.56000000
0.056989137350
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
1.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACRN3
2934.90000000
PA
USD
2841.55000000
0.004661069398
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
1044985.72000000
PA
USD
69844.65000000
0.114568021240
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Variable
1.53000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
147.00000000
NS
USD
104533.17000000
0.171468515353
Long
EC
US
N
1
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2024-XL5
05612GAA1
294812.64000000
PA
USD
294075.31000000
0.482379485935
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Floating
6.71000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BXR20
676469.96000000
PA
USD
9592.75000000
0.015735240791
Long
ABS-MBS
USGSE
US
N
2
2027-03-25
Variable
0.73000000
N
N
N
N
N
N
Chesapeake Energy Corp
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167735
778.00000000
NS
USD
69926.64000000
0.114702511599
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
2735.00000000
NS
USD
251401.20000000
0.412380017960
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AADG4
344081.99000000
PA
USD
274542.61000000
0.450339483036
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
165865.59000000
PA
USD
134260.03000000
0.220230267726
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
43872.73000000
0.071965595969
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
21999.66000000
PA
USD
21851.53000000
0.035843640896
Long
ABS-O
CORP
US
N
2
2044-07-15
Fixed
3.19000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust
12511QAB5
120000.00000000
PA
USD
120836.03000000
0.198210526527
Long
ABS-O
CORP
US
N
2
2032-04-14
Fixed
6.28000000
N
N
N
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135U109
3276.00000000
NS
USD
67354.56000000
0.110483460948
Long
EC
CORP
CA
N
1
N
N
N
CareTrust REIT Inc
5493001NVXE2B9GPLU96
CareTrust REIT Inc
14174T107
1214.00000000
NS
USD
30010.08000000
0.049226325607
Long
EC
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
1842.00000000
NS
49012.61000000
0.080396676674
Long
EC
CORP
NO
N
2
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2018-RPL1
64829VAA4
24570.60000000
PA
USD
23005.93000000
0.037737233659
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
312.00000000
NS
18322.39000000
0.030054699489
Long
EC
CORP
GB
N
2
N
N
N
Firstkey Homes Trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAL6
210000.00000000
PA
USD
197964.69000000
0.324726701454
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
306.00000000
NS
15752.89000000
0.025839880880
Long
EC
CA
N
1
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370CAC4
125000.00000000
PA
USD
115787.33000000
0.189929010780
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
249995.00000000
0.410073391018
Long
ABS-CBDO
CORP
KY
N
2
2031-01-23
Floating
7.29000000
N
N
N
N
N
N
Summit Issuer, LLC
N/A
Summit Issuer LLC
86613XAG0
25000.00000000
PA
USD
24221.88000000
0.039731788509
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
5380.50000000
0.008825776037
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
3.70000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
15000.00000000
PA
USD
11801.21000000
0.019357835967
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
5000.00000000
PA
USD
4420.31000000
0.007250751059
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
23966.46000000
0.039312816347
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.88000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2023-1 LTD
14318RAE8
250000.00000000
PA
USD
252798.00000000
0.414671225835
Long
ABS-CBDO
CORP
KY
N
2
2035-07-20
Floating
7.92000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAL8
10000.00000000
PA
USD
8431.91000000
0.013831084327
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
6139.10000000
PA
USD
6032.04000000
0.009894514280
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
88045.26000000
0.144422961784
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ5
36260DAV2
91708.27000000
PA
USD
73513.07000000
0.120585427304
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
3.26000000
N
N
N
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp
067901108
11469.00000000
NS
190615.42000000
0.312671500069
Long
EC
CORP
CA
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
1696.00000000
NS
USD
213051.52000000
0.349474026552
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
249906.00000000
0.409927401971
Long
ABS-CBDO
CORP
KY
N
2
2034-10-23
Floating
7.74000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
5230.00000000
NS
508981.81000000
0.834896285098
Long
EC
CORP
NL
N
2
N
N
N
2024-05-29
HARTFORD MUTUAL FUNDS INC/CT
John Stanziani
John Stanziani
Assistant Treasurer