0001752724-24-138587.txt : 20240620
0001752724-24-138587.hdr.sgml : 20240620
20240620135604
ACCESSION NUMBER: 0001752724-24-138587
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240620
DATE AS OF CHANGE: 20240620
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RUSSELL INVESTMENT CO
CENTRAL INDEX KEY: 0000351601
ORGANIZATION NAME:
IRS NUMBER: 911151059
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03153
FILM NUMBER: 241055384
BUSINESS ADDRESS:
STREET 1: 1301 SECOND AVENUE
STREET 2: 18TH FLOOR
CITY: SEATTLE
STATE: WA
ZIP: 98101
BUSINESS PHONE: 800-787-7354
MAIL ADDRESS:
STREET 1: 1301 SECOND AVENUE
STREET 2: 18TH FLOOR
CITY: SEATTLE
STATE: WA
ZIP: 98101
FORMER COMPANY:
FORMER CONFORMED NAME: RUSSELL FRANK INVESTMENT CO
DATE OF NAME CHANGE: 19920703
0000351601
S000001589
Strategic Bond Fund
C000004307
Class Y
RFCYX
C000066911
Class A
RFDAX
C000066912
Class C
RFCCX
C000066913
Class S
RFCTX
C000166202
Class R6
RSBRX
C000178355
Class M
RSYTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000351601
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C000004307
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C000066911
C000066913
C000178355
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RUSSELL INVESTMENT CO
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549300J63VJ9OS4TCK93
1301 SECOND AVENUE
18TH FLOOR
SEATTLE
98101
800-787-7354
Strategic Bond Fund
S000001589
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2024-10-31
2024-04-30
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CAD
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GBP
JPY
MXN
NZD
USD
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Bloomberg U.S. Aggregate
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UNITED AIRLINES INC
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United Airlines Inc
90932LAG2
530000.00000000
PA
USD
509798.64000000
0.023336981247
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
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N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AKPS3
17151167.90000000
PA
USD
12996246.37000000
0.594927357638
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Ludgate Funding Plc
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Ludgate Funding PLC
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2203571.04000000
PA
2671377.77000000
0.122287287630
Long
ABS-MBS
CORP
GB
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2
2061-01-01
Floating
5.51000000
N
N
N
N
N
N
BANK OF AMERICA CORP
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Bank of America Corp
06051GKP3
70000.00000000
PA
USD
67658.01000000
0.003097171288
Long
DBT
CORP
US
N
2
2028-04-27
Fixed
4.38000000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
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2655000.00000000
PA
USD
2599529.06000000
0.118998279252
Long
DBT
CORP
US
N
2
2027-08-23
Fixed
5.63000000
N
N
N
N
N
N
MORGAN STANLEY
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Morgan Stanley
61747YEF8
410000.00000000
PA
USD
316276.50000000
0.014478145232
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48000000
N
N
N
N
N
N
J.G. Wentworth XLII LLC
N/A
JG Wentworth XLII LLC
46590UAB8
53557.42000000
PA
USD
46895.59000000
0.002146732883
Long
ABS-O
CORP
US
Y
2
2077-10-15
Fixed
4.70000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAD5
685000.00000000
PA
USD
586638.49000000
0.026854468344
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
12044.37000000
0.000551353445
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
839922.60000000
GBP
1062006.95000000
USD
2024-07-17
12044.37000000
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DX5
420000.00000000
PA
USD
411985.66000000
0.018859410102
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
5.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36270GAC5
250000.00000000
PA
USD
239812.35000000
0.010977856502
Long
ABS-MBS
CORP
US
Y
2
2038-09-10
Variable
5.10000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
100000.00000000
PA
USD
90899.80000000
0.004161107467
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828R36
4506000.00000000
PA
USD
4211173.82000000
0.192774316673
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.63000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCB7
70000.00000000
PA
USD
46241.87000000
0.002116807634
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
30000.00000000
PA
USD
26964.16000000
0.001234334591
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAG8
370000.00000000
PA
USD
366164.57000000
0.016761864456
Long
DBT
CORP
FR
Y
2
2033-07-05
Fixed
5.51000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
470000.00000000
PA
USD
360393.05000000
0.016497662389
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.19000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DC6
1828000.00000000
PA
USD
1778581.72000000
0.081417887357
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2A8
3915000.00000000
PA
USD
3656921.32000000
0.167402377275
Long
DBT
CORP
FR
Y
2
2033-03-01
Fixed
4.38000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAZ5
290000.00000000
PA
USD
181541.97000000
0.008310421443
Long
DBT
CORP
KY
N
2
2051-02-09
Fixed
3.15000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-NOK-Fixed 3.7798%-BNPLDN_B-09/02/29
000000000
20300000.00000000
OU
Notional Amount
-38019.68000000
-0.00174042158
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-02-09
0.00000000
NOK
0.00000000
NOK
20300000.00000000
NOK
-38019.68000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A60
540000.00000000
PA
USD
534295.29000000
0.024458360978
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.13000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1216819.19000000
0.055702162364
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
64078553.83000000
EUR
69821581.40000000
USD
2024-07-17
1216819.19000000
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WEK6
390000.00000000
PA
USD
358013.72000000
0.016388744132
Long
DBT
MUN
US
N
2
2051-10-01
Fixed
4.93000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BF6
2412000.00000000
PA
USD
2312734.57000000
0.105869727879
Long
DBT
US
N
2
2027-04-01
Fixed
4.50000000
N
N
N
N
N
N
Berry Petroleum Co LLC
DQ2XTZKV7SILNNV77403
Berry Petroleum Co LLC
08580BAA4
520000.00000000
PA
USD
515455.65000000
0.023595941405
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CU1
290000.00000000
PA
USD
282969.28000000
0.012953445268
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.60000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDC7
310000.00000000
PA
USD
288491.64000000
0.013206241571
Long
DBT
CORP
US
N
2
2033-04-26
Fixed
4.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
482000.00000000
PA
USD
227688.51000000
0.010422865169
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Eurosail Plc
213800IIPOCPT94J7N57
Eurosail-UK 2007-6nc PLC
000000000
1576697.52000000
PA
1956298.61000000
0.089553208646
Long
ABS-MBS
CORP
GB
Y
2
2045-09-13
Floating
6.05000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2F9
20000.00000000
PA
USD
18999.76000000
0.000869749363
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.20000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CM4
3587000.00000000
PA
USD
3595825.20000000
0.164605588711
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
6.15000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BG3
70000.00000000
PA
USD
60119.13000000
0.002752065029
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.69000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
92735LAA0
410000.00000000
PA
USD
409682.37000000
0.018753972717
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
OHIO EDISON CO
N/A
Ohio Edison Co
677347CH7
220000.00000000
PA
USD
213471.94000000
0.009772075226
Long
DBT
CORP
US
Y
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RN0
5000.00000000
PA
USD
3655.47000000
0.000167335940
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.88000000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
80000.00000000
PA
USD
63034.42000000
0.002885517853
Long
DBT
CORP
US
Y
2
2039-01-15
Fixed
3.70000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-264562.54000000
-0.01211084249
N/A
DFE
NO
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
11123379.06000000
USD
120590777.05000000
NOK
2024-05-14
-264562.54000000
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBT9
300000.00000000
PA
USD
286602.06000000
0.013119742531
Long
DBT
CORP
US
N
2
2028-10-16
Fixed
4.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YS3
3297000.00000000
PA
USD
2834647.25000000
0.129761251846
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
Safeway Inc
549300NKZ6VCN5P3K723
Safeway Inc
786514BA6
356000.00000000
PA
USD
371508.77000000
0.017006505154
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
7.25000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31282YC49
5512.28000000
PA
USD
789.10000000
0.000036122520
Long
ABS-MBS
USGSE
US
N
2
2031-05-15
Fixed
6.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
220000.00000000
PA
USD
206930.35000000
0.009472621773
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEA8
420000.00000000
PA
USD
387798.61000000
0.017752202888
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CL2
79000.00000000
PA
USD
66604.67000000
0.003048952689
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AL1
216000.00000000
PA
USD
167784.87000000
0.007680664594
Long
DBT
US
N
2
2031-06-01
Fixed
3.40000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AP4
100000.00000000
PA
USD
103233.30000000
0.004725696377
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.38000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-25575.47000000
-0.00117076472
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
593136.07000000
USD
2947115.19000000
BRL
2024-05-03
-25575.47000000
N
N
N
BARINGS BDC INC
549300GSF4KFZP6ONG49
Barings BDC Inc
06759LAC7
4538000.00000000
PA
USD
4137553.08000000
0.189404190325
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
3.30000000
N
N
N
N
N
N
SMURFIT KAPPA TREASURY
N/A
Smurfit Kappa Treasury Funding DAC
832724AB4
2280000.00000000
PA
USD
2321204.59000000
0.106257458804
Long
DBT
CORP
IE
N
2
2025-11-20
Fixed
7.50000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114DD7
790000.00000000
PA
USD
758585.06000000
0.034725642500
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.45000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAW2
167000.00000000
PA
USD
153692.77000000
0.007035572498
Long
DBT
US
N
2
2027-02-15
Fixed
4.95000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
03746AAA8
10000.00000000
PA
USD
10750.56000000
0.000492126885
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.75000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BC6
2475000.00000000
PA
USD
2336227.94000000
0.106945180601
Long
DBT
CORP
US
N
2
2027-06-02
Fixed
3.55000000
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664AR1
927000.00000000
PA
USD
703655.55000000
0.032211141981
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.00000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2024-A
55318CAD6
3160000.00000000
PA
USD
3100438.11000000
0.141928322978
Long
ABS-O
CORP
US
Y
2
2049-07-13
Fixed
5.10000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
4020000.00000000
PA
2813563.69000000
0.128796112660
Long
DBT
NUSS
RO
Y
2
2042-04-13
Fixed
2.88000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050650
26643000.00000000
PA
USD
25244446.32000000
1.155611498631
Long
ABS-MBS
USGSE
US
N
2
2054-05-15
Fixed
5.00000000
N
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAB8
2445000.00000000
PA
USD
2020383.65000000
0.092486820585
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
58547DAH2
300000.00000000
PA
USD
293460.00000000
0.013433677494
Long
DBT
CORP
KY
Y
2
2032-04-17
Fixed
7.63000000
N
N
N
N
N
N
DK Trust
N/A
DK Trust 2024-SPBX
23346LAA6
4021000.00000000
PA
USD
4015973.75000000
0.183838670290
Long
ABS-MBS
CORP
US
Y
2
2034-03-15
Floating
6.82000000
N
N
N
N
N
N
Mid-State Trust
N/A
Mid-State Capital Corp 2005-1 Trust
595481AA0
357118.72000000
PA
USD
350229.19000000
0.016032392788
Long
ABS-O
CORP
US
N
2
2040-01-15
Fixed
5.75000000
N
N
N
N
N
N
Embarq Corp
N/A
Embarq Corp
29078EAA3
544000.00000000
PA
USD
222506.88000000
0.010185666415
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
8.00000000
N
N
N
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AK9
272000.00000000
PA
USD
249347.86000000
0.011414362213
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.15000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAA4
562000.00000000
PA
USD
496451.92000000
0.022726010307
Long
DBT
US
N
2
2027-11-01
Fixed
3.95000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
50000.00000000
PA
USD
37050.06000000
0.001696035429
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8RU0
2006042.25000000
PA
USD
1848590.98000000
0.084622691489
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-100669.33000000
-0.00460832588
N/A
DFE
XX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
10270512.22000000
USD
9525335.68000000
EUR
2024-05-14
-100669.33000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
528.61000000
0.000024198106
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
100074.83000000
GBP
125584.40000000
USD
2024-05-14
528.61000000
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
80000.00000000
PA
USD
72990.92000000
0.003341295165
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.55000000
N
N
N
N
N
N
US CELLULAR CORP
549300B164AZXESI6E03
United States Cellular Corp
911684AD0
622000.00000000
PA
USD
606951.77000000
0.027784346530
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.70000000
N
N
N
N
N
N
Nuveen LLC
N/A
Nuveen LLC
67080LAA3
100000.00000000
PA
USD
95032.29000000
0.004350279886
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2021-4
81748WAK2
7217119.46000000
PA
USD
6412623.55000000
0.293549773951
Long
ABS-MBS
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
640000.00000000
PA
USD
431800.90000000
0.019766489580
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
3955000.00000000
PA
USD
3870116.60000000
0.177161787876
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BS9
2746000.00000000
PA
USD
2724458.07000000
0.124717137120
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4M3
231271.46000000
PA
USD
222319.85000000
0.010177104768
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
5.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CQ0
200000.00000000
PA
USD
194294.82000000
0.008894206879
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAW4
70000.00000000
PA
USD
65489.58000000
0.002997907370
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.60000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD GBP
000000000
1.00000000
NC
N/A
-28299.54000000
-0.00129546409
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4519906.20000000
GBP
5250996.69000000
EUR
2024-07-17
-28299.54000000
N
N
N
RWE FINANCE US LLC
529900J7MYLKI84UP772
RWE Finance US LLC
749983AA0
800000.00000000
PA
USD
784801.52000000
0.035925749733
Long
DBT
CORP
US
Y
2
2034-04-16
Fixed
5.88000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CJ7
150000.00000000
PA
USD
108406.53000000
0.004962510605
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
880000.00000000
PA
USD
868862.54000000
0.039773799323
Long
DBT
CORP
US
Y
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900K7TTKPUWNMSZ83
OBX 2023-NQM7 Trust
67117XAA4
456167.97000000
PA
USD
459105.19000000
0.021016394256
Long
ABS-MBS
CORP
US
Y
2
2063-04-25
Variable
6.84000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498AD3
310000.00000000
PA
USD
329056.41000000
0.015063169390
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.88000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AD3
330000.00000000
PA
USD
288212.10000000
0.013193445107
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F060659
48213057.00000000
PA
USD
47764830.82000000
2.186523999222
Long
ABS-MBS
USGSE
US
N
2
2054-05-15
Fixed
6.00000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA
N/A
JetBlue 2019-1 Class AA Pass Through Trust
477143AH4
5304659.57000000
PA
USD
4475265.97000000
0.204863626193
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
380000.00000000
PA
USD
342804.91000000
0.015692532557
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
CWABS Asset-Backed Certificates Trust 2007-4
12668WAD9
7835842.34000000
PA
USD
7028493.56000000
0.321742369511
Long
ABS-O
CORP
US
N
2
2047-04-25
Variable
4.34000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJW0
180000.00000000
PA
USD
132455.25000000
0.006063385507
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.31000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ACSS0
6267799.39000000
PA
USD
5329944.93000000
0.243988145753
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2021-2 Ltd
078777AD1
2959000.00000000
PA
USD
2949338.87000000
0.135011474140
Long
ABS-MBS
CORP
US
Y
2
2031-09-25
Floating
6.88000000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAH0
130000.00000000
PA
USD
119826.23000000
0.005485268619
Long
DBT
US
N
2
2029-04-01
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179X5J1
13156767.39000000
PA
USD
13228403.49000000
0.605554781744
Long
ABS-MBS
USGA
US
N
2
2053-06-20
Fixed
6.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A86
280000.00000000
PA
USD
262986.41000000
0.012038692214
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.13000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAH8
620000.00000000
PA
USD
620345.34000000
0.028397462116
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Bon Secours Mercy Health Inc
09778PAA3
120000.00000000
PA
USD
108656.81000000
0.004973967638
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.46000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAP7
70000.00000000
PA
USD
64638.08000000
0.002958928373
Long
DBT
CORP
US
N
2
2053-03-22
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBLZ9
1927970.81000000
PA
USD
1766602.18000000
0.080869501625
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHS1
10000.00000000
PA
USD
8075.32000000
0.000369662797
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.33000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-143330.63000000
-0.00656122626
N/A
DFE
CO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
3872000.00000000
USD
14797661120.00000000
COP
2024-07-17
-143330.63000000
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AD3
360000.00000000
PA
USD
273629.49000000
0.012525899003
Long
DBT
CORP
US
N
2
2041-10-25
Fixed
3.13000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
450000.00000000
PA
USD
437368.09000000
0.020021338061
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
XEROX CORPORATION
4KF48RN45X1OO8UBLY20
Xerox Corp
984121CL5
628000.00000000
PA
USD
423863.89000000
0.019403158180
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
4.80000000
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB Capital Inc
22411VAY4
3700000.00000000
PA
USD
3675451.98000000
0.168250652714
Long
DBT
NUSS
CA
Y
2
2024-10-21
Fixed
4.13000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
46656PAA2
160000.00000000
PA
USD
157678.19000000
0.007218012514
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.45000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AB7
370000.00000000
PA
USD
362588.10000000
0.016598144887
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
5.88000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-3
46592ABH6
475558.30000000
PA
USD
403159.11000000
0.018455358354
Long
ABS-MBS
CORP
US
Y
2
2050-08-25
Variable
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TA6
1939000.00000000
PA
USD
1231189.26000000
0.056359979054
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
000000000
983000.00000000
PA
811152.74000000
0.037132025856
Long
DBT
NUSS
XX
Y
2
2033-01-22
Fixed
2.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2V3
20000.00000000
PA
USD
19919.82000000
0.000911866822
Long
DBT
CORP
CA
N
2
2026-12-11
Fixed
5.26000000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAV2
3244000.00000000
PA
USD
3158638.45000000
0.144592551825
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
4.65000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AZ1
470000.00000000
PA
USD
480770.24000000
0.022008152228
Long
DBT
CORP
CH
Y
2
2033-08-12
Fixed
6.54000000
N
N
N
N
N
N
BARRICK NA FINANCE LLC
N/A
Barrick North America Finance LLC
06849RAG7
230000.00000000
PA
USD
225202.38000000
0.010309057942
Long
DBT
CORP
US
N
2
2041-05-30
Fixed
5.70000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
231000.00000000
PA
USD
232950.05000000
0.010663721951
Long
DBT
CORP
IT
Y
2
2034-04-02
Fixed
7.30000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BR3
120000.00000000
PA
USD
100936.26000000
0.004620545097
Long
DBT
CORP
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BH0
260000.00000000
PA
USD
223734.61000000
0.010241868040
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.25000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AQ1
1406000.00000000
PA
USD
1329255.57000000
0.060849146851
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WKFA1
400662.93000000
PA
USD
340313.91000000
0.015578502398
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CJ3
270000.00000000
PA
USD
212537.93000000
0.009729319181
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AN5
390000.00000000
PA
USD
256962.76000000
0.011762948428
Long
DBT
CORP
US
Y
2
2040-07-16
Fixed
2.38000000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
000000000
310000.00000000
PA
328874.97000000
0.015054863637
Long
DBT
US
N
2
2034-05-05
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZE3
4803000.00000000
PA
USD
4254970.21000000
0.194779177910
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.63000000
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY
N/A
PG&E Wildfire Recovery Funding LLC
693342AH0
200000.00000000
PA
USD
189289.21000000
0.008665065768
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
5.08000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
79155.29000000
0.003623480671
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4058592774.00000000
KRW
3018568.98000000
USD
2024-07-17
79155.29000000
N
N
N
AEGON LTD
O4QK7KMMK83ITNTHUG69
Aegon Ltd
007924AJ2
1265000.00000000
PA
USD
1214464.26000000
0.055594361062
Long
DBT
CORP
BM
N
2
2048-04-11
Fixed
5.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAY1
200000.00000000
PA
USD
207472.74000000
0.009497450685
Long
DBT
CORP
ES
N
2
2028-11-07
Fixed
6.61000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A4Q76
2096730.58000000
PA
USD
1870296.24000000
0.085616290149
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9SV8
270715.13000000
PA
USD
217438.44000000
0.009953649144
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9NP2
501462.50000000
PA
USD
449613.89000000
0.020581912339
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAZ4
810000.00000000
PA
USD
574014.11000000
0.026276563862
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.63000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
130000.00000000
PA
USD
116716.74000000
0.005342925929
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
159641.02000000
PA
USD
154686.08000000
0.007081043111
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BT8
210000.00000000
PA
USD
197188.84000000
0.009026686028
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.15000000
N
N
N
N
N
N
AMER AIRLINE 17-1 AA PTT
N/A
American Airlines 2017-1 Class AA Pass Through Trust
023761AA7
7651875.00000000
PA
USD
7099925.36000000
0.325012293057
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.65000000
N
N
N
N
N
N
WEA FINANCE LLC/WESTFIEL
N/A
WEA Finance LLC / Westfield UK & Europe Finance PLC
92890HAD4
420000.00000000
PA
USD
304994.21000000
0.013961677417
Long
DBT
US
Y
2
2044-09-17
Fixed
4.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160MJ9
3805000.00000000
PA
USD
3611432.04000000
0.165320020849
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.63000000
N
N
N
N
N
N
Methanex Corp
549300TSJHRXT9QXRD13
Methanex Corp
59151KAJ7
193000.00000000
PA
USD
163021.91000000
0.007462631239
Long
DBT
CORP
CA
N
2
2044-12-01
Fixed
5.65000000
N
N
N
N
N
N
US AIRWAYS 2013-1A PTT
N/A
US Airways 2013-1 Class A Pass Through Trust
90346WAA1
428486.39000000
PA
USD
416315.96000000
0.019057637642
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.95000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAK6
130000.00000000
PA
USD
132913.90000000
0.006084381064
Long
DBT
CORP
US
Y
2
2033-04-22
Fixed
6.20000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AB4
285000.00000000
PA
USD
245182.31000000
0.011223676412
Long
DBT
CORP
US
N
2
2034-11-18
Fixed
4.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
315906.09000000
0.014461189026
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1161949758.00000000
JPY
7768566.91000000
USD
2024-07-17
315906.09000000
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331AY3
1950000.00000000
PA
USD
1832076.36000000
0.083866704032
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.85000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDS7
153000.00000000
PA
USD
92529.78000000
0.004235722834
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.89000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
1114000.00000000
PA
USD
902590.87000000
0.041317776381
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
1270000.00000000
PA
USD
1016345.90000000
0.046525124525
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABJ7
30000.00000000
PA
USD
31257.09000000
0.001430851449
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LONG GILT FUTURE JUN24
000000000
-191.00000000
NC
428345.30000000
0.019608303061
N/A
DIR
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
ICF Long Gilt Futures
G M4 Comdty
2024-06-26
-18636779.60000000
GBP
428345.30000000
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
910000.00000000
PA
USD
871775.36000000
0.039907139078
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A3PA0
2684340.86000000
PA
USD
2151624.61000000
0.098494619709
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4HS8
6351344.10000000
PA
USD
5370033.36000000
0.245823268222
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDV3
50000.00000000
PA
USD
48475.40000000
0.002219051625
Long
DBT
CORP
US
N
2
2047-03-16
Fixed
5.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT JUN24
000000000
-38.00000000
NC
24903.17000000
0.001139988940
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 2 Year Euro SCHATZ Futures
DUM4 Comdty
2024-06-06
-4017515.04000000
EUR
24903.17000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
70000.00000000
PA
USD
66142.97000000
0.003027817513
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
54388.05000000
0.002489714179
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
46494935.79000000
BRL
9008464.19000000
USD
2024-05-03
54388.05000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DL6
1210000.00000000
PA
USD
1218712.59000000
0.055788836272
Long
DBT
CORP
US
Y
2
2034-05-01
Fixed
6.53000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GMA4
70000.00000000
PA
USD
68072.74000000
0.003116156325
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.47000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
170000.00000000
PA
USD
160311.87000000
0.007338574116
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Provincia de Cordoba
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAC8
280005.60000000
PA
USD
254823.93000000
0.011665039506
Long
DBT
NUSS
AR
Y
2
2025-12-10
Variable
6.88000000
N
N
N
N
N
N
UNITED AIR 2016-2 A PTT
N/A
United Airlines 2016-2 Class A Pass Through Trust
90932DAA3
166610.27000000
PA
USD
147384.66000000
0.006746807026
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H060663
40990217.00000000
PA
USD
40901370.29000000
1.872336323710
Long
ABS-MBS
USGA
US
N
2
2054-06-20
Fixed
6.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
80000.00000000
PA
USD
45420.64000000
0.002079214302
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings Inc
03115AAC7
220000.00000000
PA
USD
125469.17000000
0.005743584697
Long
DBT
CORP
US
Y
2
2051-03-11
Fixed
3.83000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BK5
1332000.00000000
PA
USD
1264530.51000000
0.057886236806
Long
DBT
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BK4
1983000.00000000
PA
USD
1246677.60000000
0.057068986635
Long
DBT
CORP
US
N
2
2050-04-24
Fixed
3.13000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAX3
1861000.00000000
PA
USD
1891018.08000000
0.086564870929
Long
DBT
CORP
ES
N
2
2027-11-07
Fixed
6.53000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KGNJ3
442405.66000000
PA
USD
373857.89000000
0.017114040492
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBH4
2623000.00000000
PA
USD
2403030.97000000
0.110003213589
Long
DBT
CORP
FR
Y
2
2028-01-19
Fixed
2.80000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWAPIRS-BRL-Fixed 9.805%-BCSANT_B-04/01/2027
000000000
50876815.00000000
OU
Notional Amount
-221536.81000000
-0.01014125965
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
50876815.00000000
BRL
-221536.81000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWHG1
13843161.92000000
PA
USD
13440211.70000000
0.615250696635
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAQ8
3947000.00000000
PA
USD
3598370.45000000
0.164722102265
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.67000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDG3
130000.00000000
PA
USD
117099.16000000
0.005360431916
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
F&G ANNUITIES & LIFE INC
N/A
F&G Annuities & Life Inc
30190AAC8
2130000.00000000
PA
USD
2189025.15000000
0.100206699012
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
7.40000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AX2
1545000.00000000
PA
USD
1273735.42000000
0.058307608687
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
4.63000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159HB5
2662000.00000000
PA
USD
2602955.16000000
0.119155115354
Long
DBT
CORP
CA
N
2
2025-12-16
Fixed
4.50000000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
317520.00000000
PA
USD
310010.18000000
0.014191292776
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.88000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CL7
10000.00000000
PA
USD
7071.76000000
0.000323722971
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.10000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2267.32000000
0.000103790791
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
532111.80000000
EUR
571965.00000000
USD
2024-07-17
2267.32000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFD1
150000.00000000
PA
USD
113597.28000000
0.005200126844
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
PM GENERAL PURCHASER LLC
N/A
PM General Purchaser LLC
69356MAA4
350000.00000000
PA
USD
354561.35000000
0.016230705472
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
9.50000000
N
N
N
N
N
N
BAYER US FINANCE LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAH6
2451000.00000000
PA
USD
2454854.61000000
0.112375537130
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJSM1
253056.15000000
PA
USD
214740.98000000
0.009830167893
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TPGG8
2461.76000000
PA
USD
133.51000000
0.000006111668
Long
ABS-MBS
USGSE
US
N
2
2030-08-15
Floating
2.06000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
5485.92000000
0.000251128194
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
135680905.41000000
ZAR
7171021.94000000
USD
2024-07-17
5485.92000000
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBM4
230000.00000000
PA
USD
161064.89000000
0.007373045007
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AQ9
420000.00000000
PA
USD
414130.46000000
0.018957592313
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS BDC INC
6D01AGSGBNZIJSN77043
Goldman Sachs BDC Inc
38147UAD9
2011000.00000000
PA
USD
1913586.13000000
0.087597965406
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.88000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
245111.12000000
0.011220417557
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
852639025.00000000
JPY
5661008.52000000
USD
2024-05-14
245111.12000000
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
216000.00000000
PA
USD
215892.93000000
0.009882900548
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.13000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DH0
150000.00000000
PA
USD
142802.91000000
0.006537068895
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.63000000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
310000.00000000
PA
USD
317943.04000000
0.014554434202
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
640000.00000000
PA
USD
527318.62000000
0.024138990928
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.69000000
N
N
N
N
N
N
Shamrock Residential
635400XW7R6RABLJ1N28
Shamrock Residential 2022-2 DAC
000000000
1713573.50000000
PA
1829381.27000000
0.083743331273
Long
ABS-MBS
CORP
IE
Y
2
2071-02-24
Floating
5.07000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
140000.00000000
PA
USD
132048.20000000
0.006044752036
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267843
9175.00000000
NS
USD
205520.00000000
0.009408060378
Long
EP
CORP
US
N
1
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED NOK / SOLD EUR
000000000
1.00000000
NC
N/A
-1890.75000000
-0.00008655259
N/A
DFE
NO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
187426.00000000
EUR
2203926.20000000
NOK
2024-07-17
-1890.75000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810FM5
2534000.00000000
PA
USD
2735037.27000000
0.125201419683
Long
DBT
UST
US
N
2
2030-05-15
Fixed
6.25000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BR9
130000.00000000
PA
USD
118638.00000000
0.005430875180
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
3.90000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
370000.00000000
PA
USD
301133.08000000
0.013784927007
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
CBL & Associates LP
N/A
CBL & Associates LP
000000000
400000.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
3
2023-12-01
None
0.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAX8
90000.00000000
PA
USD
92681.82000000
0.004242682748
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
8.00000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
26439XAH6
200000.00000000
PA
USD
204582.60000000
0.009365149149
Long
DBT
CORP
US
Y
2
2036-11-03
Fixed
6.45000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AK3
234000.00000000
PA
USD
226103.67000000
0.010350316169
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.95000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAJ3
280000.00000000
PA
USD
276442.61000000
0.012654674805
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBZ7
170000.00000000
PA
USD
168949.14000000
0.007733961220
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TB4
2595000.00000000
PA
USD
1439008.59000000
0.065873295542
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.88000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AE1
500000.00000000
PA
USD
433122.67000000
0.019826996061
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.38000000
N
N
N
N
N
N
SILVERBOW RESOURCES INC
5493007QR70AVQSNF619
SilverBow Resources Inc
82836GAA0
690000.00000000
PA
USD
681530.32000000
0.031198318413
Long
DBT
CORP
US
Y
2
2028-12-15
Floating
13.08000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523AH3
390000.00000000
PA
USD
372977.00000000
0.017073716114
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWAPIRS-BRL-Fixed 10.73%-BNPLDN_B-04/01/2027
000000000
35648085.00000000
OU
Notional Amount
-35671.36000000
-0.00163292287
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
35648085.00000000
BRL
-35671.36000000
N
N
N
CORE 2019-CORE MORTGAGE TRUST
N/A
CORE 2019-CORE Mortgage Trust
21871FAL2
5704000.00000000
PA
USD
5261369.60000000
0.240848982435
Long
ABS-MBS
CORP
US
Y
2
2031-12-15
Floating
7.02000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-NOK-Fixed 4.286%-JPMLDN_B-19/10/28
000000000
50010764.00000000
OU
Notional Amount
-3111.02000000
-0.00014241272
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-10-19
0.00000000
NOK
0.00000000
NOK
50010764.00000000
NOK
-3111.02000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
9047.80000000
0.000414179878
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
735236.03000000
USD
3864768.19000000
BRL
2024-05-03
9047.80000000
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
300000.00000000
PA
USD
289310.16000000
0.013243710847
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JCF9
170000.00000000
PA
USD
155412.48000000
0.007114295423
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.15000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CH6
272000.00000000
PA
USD
259712.81000000
0.011888837084
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
210000.00000000
PA
USD
170797.58000000
0.007818577000
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
226373AR9
1950000.00000000
PA
USD
1947343.32000000
0.089143263585
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DL0
2220000.00000000
PA
USD
2237716.75000000
0.102435647595
Long
DBT
CORP
US
N
2
2026-10-30
Fixed
6.34000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
220000.00000000
PA
USD
202770.98000000
0.009282218873
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KW0
530000.00000000
PA
USD
515611.67000000
0.023603083511
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.25000000
N
N
N
N
N
N
HERCULES CAPITAL INC
549300UJ5OC256GR2B73
Hercules Capital Inc
427096AH5
2318000.00000000
PA
USD
2098211.20000000
0.096049521488
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JQQE6
942868.21000000
PA
USD
792168.77000000
0.036262999309
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
3.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
93500.89000000
0.004280177202
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
5313519.36000000
EUR
5782342.33000000
USD
2024-07-17
93500.89000000
N
N
N
AGENCE FRANCAISE DEVELOP
9695008K5N8MKIT4XJ91
Agence Francaise de Developpement EPIC
000000000
4600000.00000000
PA
USD
4618813.86000000
0.211434797935
Long
DBT
NUSS
FR
Y
2
2024-11-19
Floating
6.35000000
N
N
N
N
N
N
Cencosud SA
549300NLTGCFV7482429
Cencosud SA
15132HAH4
4015000.00000000
PA
USD
3810495.57000000
0.174432524300
Long
DBT
CORP
CL
Y
2
2027-07-17
Fixed
4.38000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859AZ5
1841000.00000000
PA
USD
2131582.54000000
0.097577156665
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
8.15000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AL4
2595000.00000000
PA
USD
2460954.86000000
0.112654787424
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.45000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAD8
170000.00000000
PA
USD
157486.97000000
0.007209259062
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.40000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3G7
2166000.00000000
PA
USD
2108041.44000000
0.096499519014
Long
DBT
CORP
US
N
2
2026-01-26
Fixed
4.70000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
120000.00000000
PA
USD
113438.69000000
0.005192867092
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
1.63000000
N
N
N
N
N
N
Sabra Health Care LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
14162VAB2
1453000.00000000
PA
USD
1421546.17000000
0.065073920777
Long
DBT
US
N
2
2026-08-15
Fixed
5.13000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAG6
624000.00000000
PA
USD
550839.66000000
0.025215710296
Long
DBT
CORP
CA
N
2
2037-05-04
Fixed
4.59000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BG9
150000.00000000
PA
USD
150419.41000000
0.006885728354
Long
DBT
CORP
US
N
2
2035-04-25
Fixed
6.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359QYV0
1720.74000000
PA
USD
42.54000000
0.000001947347
Long
ABS-MBS
USGSE
US
N
2
2027-05-18
Floating
3.06000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-CZK-Fixed 3.6775%-CITILDN_B-19/06/2029
000000000
112000000.00000000
OU
Notional Amount
-102110.15000000
-0.00467428209
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
CZK
0.00000000
CZK
112000000.00000000
CZK
-102110.15000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312936NC7
202670.15000000
PA
USD
202059.97000000
0.009249671067
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
5.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-4791.10000000
-0.00021932151
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
28347309.85000000
ZAR
1492277.84000000
USD
2024-07-17
-4791.10000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCK5
90000.00000000
PA
USD
68865.64000000
0.003152452798
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAR2
567000.00000000
PA
USD
590524.25000000
0.027032346238
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.20000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDH1
20000.00000000
PA
USD
15849.39000000
0.000725535315
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
UNITED AIR 2023-1 A PTT
N/A
United Airlines 2023-1 Class A Pass Through Trust
90932LAJ6
790000.00000000
PA
USD
785013.20000000
0.035935439779
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.80000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFW9
490000.00000000
PA
USD
466976.45000000
0.021376715827
Long
DBT
CORP
US
N
2
2053-08-14
Fixed
5.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TV0
460000.00000000
PA
USD
457628.13000000
0.020948779086
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.75000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
150000.00000000
PA
USD
107948.80000000
0.004941557163
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2023-HE2
46657FAA3
4187704.62000000
PA
USD
4213869.82000000
0.192897731089
Long
ABS-O
CORP
US
Y
2
2054-03-25
Floating
7.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJWF1
870232.92000000
PA
USD
738645.18000000
0.033812857394
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-15.92000000
-0.00000072876
N/A
DFE
NO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2020.00000000
USD
22220.37000000
NOK
2024-07-17
-15.92000000
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
4555000.00000000
PA
USD
4173411.16000000
0.191045660652
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.59000000
N
N
N
N
N
N
Saluda Grade Alternative Mortgage Trust
N/A
Saluda Grade Alternative Mortgage Trust 2023-FIG4
79581UAA2
2312731.61000000
PA
USD
2324132.91000000
0.106391508100
Long
ABS-O
CORP
US
Y
2
2053-11-25
Variable
6.72000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAK6
633000.00000000
PA
USD
637196.06000000
0.029168835176
Long
DBT
CORP
US
Y
2
2033-07-15
Fixed
6.88000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAG2
118000.00000000
PA
USD
99331.24000000
0.004547072320
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.13000000
N
N
N
N
N
N
Towd Point Mortgage Funding
635400HPLEYAA7LW8Q98
Towd Point Mortgage Funding 2019-Auburn 13 PLC
000000000
1506000.00000000
PA
1881062.29000000
0.086109126118
Long
ABS-MBS
CORP
GB
Y
2
2045-07-20
Floating
7.03000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAV8
50000.00000000
PA
USD
47410.10000000
0.002170285535
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.20000000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AE8
300000.00000000
PA
USD
298386.02000000
0.013659175224
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.63000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCD7
870000.00000000
PA
USD
909173.98000000
0.041619130490
Long
DBT
CORP
IT
Y
2
2033-11-28
Fixed
7.20000000
N
N
N
N
N
N
THE 2023-MIC Trust
N/A
2023-MIC Trust/THE
87256GAA0
390000.00000000
PA
USD
412509.24000000
0.018883377951
Long
ABS-MBS
CORP
US
Y
2
2038-12-05
Variable
8.73000000
N
N
N
N
N
N
Steelcase Inc
GIE4CCPBJDI8SMV1OX95
Steelcase Inc
858155AE4
843000.00000000
PA
USD
788493.35000000
0.036094750120
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.13000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCE4
110000.00000000
PA
USD
74860.67000000
0.003426886450
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
3.33000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SL3
1826000.00000000
PA
USD
1062646.40000000
0.048644616057
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
AFRICAN EXPORT-IMPORT BA
21380068LJCDYA42GJ76
African Export-Import Bank/The
00831TAB7
470000.00000000
PA
USD
437100.00000000
0.020009065742
Long
DBT
NUSS
XX
Y
2
2026-05-17
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HM42
64042.61000000
PA
USD
63762.02000000
0.002918825097
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
120000.00000000
PA
USD
108038.23000000
0.004945650987
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.13000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AX6
370000.00000000
PA
USD
382207.77000000
0.017496271785
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.20000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAD1
2539000.00000000
PA
USD
2392888.83000000
0.109538938261
Long
DBT
US
N
2
2027-06-01
Fixed
4.50000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BD3
70000.00000000
PA
USD
64619.57000000
0.002958081044
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.05000000
N
N
N
N
N
N
Morgan Stanley Mortgage Capital Holdings LLC
N/A
MSSG Trust 2017-237P
55375KAJ5
5268000.00000000
PA
USD
3970945.17000000
0.181777403263
Long
ABS-MBS
CORP
US
Y
2
2039-09-13
Variable
3.86000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJJ1
2213000.00000000
PA
USD
2180496.56000000
0.099816286937
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAZ4
3846000.00000000
PA
USD
3624293.29000000
0.165908768496
Long
DBT
CORP
DK
Y
2
2026-09-11
Fixed
1.62000000
N
N
N
N
N
N
PERMIAN RESOURC OPTG LLC
5493004CTVUMQLRPOE23
Permian Resources Operating LLC
15138AAA8
310000.00000000
PA
USD
306335.52000000
0.014023078377
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
5.38000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAJ2
80000.00000000
PA
USD
53438.31000000
0.002446238064
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
180000.00000000
PA
USD
146545.80000000
0.006708406649
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BN8
388000.00000000
PA
USD
357533.76000000
0.016366773070
Long
DBT
CORP
DE
N
2
2032-12-01
Fixed
4.88000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAC5
205609.25000000
PA
USD
188866.28000000
0.008645705360
Long
ABS-O
CORP
US
Y
2
2041-01-22
Fixed
1.94000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBM4
250000.00000000
PA
USD
248757.03000000
0.011387315870
Long
DBT
CORP
US
N
2
2077-08-16
Variable
8.57000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
1755.00000000
NC
USD
-4665602.93000000
-0.21357665466
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Note Futures
TYM4 Comdty
2024-06-18
193218415.43000000
USD
-4665602.93000000
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
1945000.00000000
PA
USD
2242691.16000000
0.102663360468
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2021-2 Ltd
078777AA7
7422000.00000000
PA
USD
7421968.09000000
0.339754398197
Long
ABS-MBS
CORP
US
Y
2
2031-09-25
Floating
6.33000000
N
N
N
N
N
N
MURPHY OIL CORPORATION
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AA0
267000.00000000
PA
USD
276376.51000000
0.012651648955
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.05000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
303957.26000000
0.013914209101
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
22077786.28000000
GBP
27892717.53000000
USD
2024-05-13
303957.26000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LONG GILT FUTURE JUN24
000000000
494.00000000
NC
-1277647.67000000
-0.05848669921
N/A
DIR
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICF Long Gilt Futures
G M4 Comdty
2024-06-26
48337806.10000000
GBP
-1277647.67000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-11736.85000000
-0.00053727614
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2691808.60000000
USD
46462000.00000000
MXN
2024-07-17
-11736.85000000
N
N
N
HMH Trust
N/A
HMH Trust 2017-NSS
40390AAJ0
7770000.00000000
PA
USD
1229069.48000000
0.056262942181
Long
ABS-MBS
CORP
US
Y
2
2031-07-05
Fixed
6.29000000
N
N
N
N
N
N
AXIS Equipment Finance Receivables LLC
549300IFG1NMINYRYF89
Amur Equipment Finance Receivables XI LLC
03236XAB3
3618312.06000000
PA
USD
3603863.05000000
0.164973536249
Long
ABS-O
CORP
US
Y
2
2028-06-21
Fixed
5.30000000
N
N
N
N
N
N
Sequoia Mortgage Trust
5493007E0SBYHIR7SU85
Sequoia Mortgage Trust 2015-1
81745QAA0
396698.89000000
PA
USD
349005.21000000
0.015976362826
Long
ABS-MBS
CORP
US
Y
2
2045-01-25
Variable
3.50000000
N
N
N
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711BA7
800000.00000000
PA
USD
631170.46000000
0.028893002125
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
2.30000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
481000.00000000
PA
USD
379933.63000000
0.017392168795
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
Vistra Zero Operating Company LLC
549300ZH5GKBTJZ7NM23
Vistra Zero Operating Company LLC Term Loan B
92841DAB7
660000.00000000
PA
USD
661900.80000000
0.030299740613
Long
LON
CORP
US
N
2
2031-04-30
Variable
8.07000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
80000.00000000
PA
USD
44698.85000000
0.002046173022
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2023-CES1
89181XAM3
6598235.90000000
PA
USD
6604900.12000000
0.302351591681
Long
ABS-MBS
CORP
US
Y
2
2063-07-25
Variable
6.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
226373AT5
50000.00000000
PA
USD
51560.60000000
0.002360282395
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
7.38000000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAM8
370000.00000000
PA
USD
362434.71000000
0.016591123174
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.15000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
420000.00000000
PA
USD
355838.94000000
0.016289189531
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PFC4
380000.00000000
PA
USD
380934.84000000
0.017438001045
Long
ABS-O
CORP
US
Y
2
2028-01-15
Floating
6.18000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AR8
430000.00000000
PA
USD
354043.04000000
0.016206978867
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6QH7
95338.86000000
PA
USD
91859.63000000
0.004205045471
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X47B6
444716.63000000
PA
USD
373591.45000000
0.017101843706
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A3V7
89447.27000000
PA
USD
90605.62000000
0.004147640830
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
Nomura Resecuritization Trust
N/A
Nomura Resecuritization Trust 2015-11R
65541HAQ4
725317.65000000
PA
USD
715382.68000000
0.032747973175
Long
ABS-MBS
CORP
US
Y
2
2036-05-26
Variable
4.30000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
279999.76000000
PA
USD
276142.72000000
0.012640946782
Long
DBT
CORP
XX
Y
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAX2
10000.00000000
PA
USD
8955.58000000
0.000409958336
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KJ2F8
1874611.57000000
PA
USD
1567592.05000000
0.071759442658
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAK1
1772000.00000000
PA
USD
1818272.24000000
0.083234794756
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.63000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AV6
80000.00000000
PA
USD
54881.60000000
0.002512307349
Long
DBT
CORP
US
N
2
2045-07-17
Fixed
5.55000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
054989AD0
578000.00000000
PA
USD
604954.64000000
0.027692924189
Long
DBT
CORP
US
N
2
2053-08-02
Fixed
7.08000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEK5
2518000.00000000
PA
USD
2251775.54000000
0.103079214864
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAZ3
200000.00000000
PA
USD
192556.95000000
0.008814652646
Long
DBT
NUSS
MX
N
2
2036-05-07
Fixed
6.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
370000.00000000
PA
USD
263537.92000000
0.012063938611
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.07000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
210000.00000000
PA
USD
210226.59000000
0.009623513292
Long
DBT
CORP
GB
N
2
2024-06-27
Fixed
7.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-1914.44000000
-0.00008763705
N/A
DFE
CH
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
203166.88000000
USD
184774.39000000
CHF
2024-05-14
-1914.44000000
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAN8
340000.00000000
PA
USD
286660.71000000
0.013122427344
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAT4
1142000.00000000
PA
USD
1028150.25000000
0.047065490609
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.80000000
N
N
N
N
N
N
RMAC Securities PLC
213800C48M2JTBGZT736
RMAC Securities No 1 PLC
000000000
1205206.28000000
PA
1467045.53000000
0.067156738634
Long
ABS-MBS
CORP
GB
Y
2
2044-06-12
Floating
5.50000000
N
N
N
N
N
N
FS Commerical Mortgage Trust 2023-4SZN
N/A
FS Commercial Mortgage Trust 2023-4SZN
30334RAC8
220000.00000000
PA
USD
225255.56000000
0.010311492356
Long
ABS-MBS
CORP
US
Y
2
2039-11-10
Variable
7.80000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAL4
510000.00000000
PA
USD
415692.18000000
0.019029082951
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WUF6
115455.32000000
PA
USD
114949.37000000
0.005262021279
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
5.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBU8
2905000.00000000
PA
USD
2480903.76000000
0.113567985437
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-CZK-Fixed 3.925%-BNPLDN_B-19/06/2029
000000000
36000000.00000000
OU
Notional Amount
-15653.88000000
-0.00071658548
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
CZK
0.00000000
CZK
36000000.00000000
CZK
-15653.88000000
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAU5
120000.00000000
PA
USD
114857.05000000
0.005257795160
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.38000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAW0
420000.00000000
PA
USD
395837.24000000
0.018120186132
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
5.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967EW7
195000.00000000
PA
USD
238007.93000000
0.010895255819
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.13000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CH4
230000.00000000
PA
USD
230193.50000000
0.010537535746
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.70000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AX4
2176000.00000000
PA
USD
1899579.67000000
0.086956793640
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.88000000
N
N
N
N
N
N
DLLAA LLC
N/A
DLLAA 2023-1 LLC
23292HAD3
4870000.00000000
PA
USD
4866525.26000000
0.222774248147
Long
ABS-O
CORP
US
Y
2
2031-10-20
Fixed
5.73000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAB9
3732000.00000000
PA
USD
3547276.08000000
0.162383162415
Long
DBT
CORP
GB
Y
2
2026-07-26
Fixed
3.50000000
N
N
N
N
N
N
OZLM Funding Ltd
N/A
OZLM Funding II Ltd
67108BBY0
350000.00000000
PA
USD
350086.45000000
0.016025858599
Long
ABS-CBDO
CORP
KY
Y
2
2031-07-30
Floating
7.13000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AX4
874000.00000000
PA
USD
720244.10000000
0.032970513721
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BE6
200000.00000000
PA
USD
198006.18000000
0.009064101288
Long
DBT
CORP
US
Y
2
2054-09-15
Fixed
4.38000000
N
N
N
N
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AC8
110000.00000000
PA
USD
88937.86000000
0.004071296014
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286T2
5522000.00000000
PA
USD
4944994.13000000
0.226366306666
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.38000000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAH7
240000.00000000
PA
USD
246661.12000000
0.011291371691
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
6.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-66137.54000000
-0.00302756894
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1482840.18000000
USD
7356370.13000000
BRL
2024-05-03
-66137.54000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE JUN24
000000000
-696.00000000
NC
1688184.57000000
0.077279789628
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 10 Year Euro BUND Futures
RXM4 Comdty
2024-06-06
-92117561.28000000
EUR
1688184.57000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-1724.12000000
-0.00007892480
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
87635.10000000
USD
80463.21000000
EUR
2024-05-15
-1724.12000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DJ1
4075000.00000000
PA
USD
4032816.82000000
0.184609693157
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2024-CES1
749424AA5
3541363.82000000
PA
USD
3522419.29000000
0.161245296606
Long
ABS-MBS
CORP
US
Y
2
2044-02-25
Variable
6.03000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAR2
1011000.00000000
PA
USD
976580.61000000
0.044704794391
Long
DBT
CORP
KY
N
2
2027-06-01
Fixed
4.88000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CB6
2759000.00000000
PA
USD
2709650.62000000
0.124039298547
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CF5
100000.00000000
PA
USD
83330.47000000
0.003814607304
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust
89182FAA7
3503880.56000000
PA
USD
3535956.13000000
0.161864970642
Long
ABS-MBS
CORP
US
Y
2
2063-10-25
Variable
7.29000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
532716AN7
65000.00000000
PA
USD
62248.78000000
0.002849553720
Long
DBT
CORP
US
N
2
2037-07-15
Fixed
7.60000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CP5
2276000.00000000
PA
USD
2030247.89000000
0.092938374524
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
190000.00000000
PA
USD
118744.35000000
0.005435743550
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZS2
3970000.00000000
PA
USD
3478867.57000000
0.159251635593
Long
DBT
UST
US
N
2
2027-05-31
Fixed
0.50000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAU7
846000.00000000
PA
USD
715418.24000000
0.032749601001
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-SEK-Fixed 3.57%-BNPLDN_B-19/10/28
000000000
100000000.00000000
OU
Notional Amount
-214707.27000000
-0.00982862475
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-10-19
0.00000000
SEK
0.00000000
SEK
100000000.00000000
SEK
-214707.27000000
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAV5
210000.00000000
PA
USD
210188.29000000
0.009621760038
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
290000.00000000
PA
USD
261379.20000000
0.011965119186
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-3
46649TAC0
89132.17000000
PA
USD
77578.14000000
0.003551283695
Long
ABS-MBS
CORP
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WKLT3
934752.60000000
PA
USD
794928.72000000
0.036389341155
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31282YCG2
3528.49000000
PA
USD
301.06000000
0.000013781581
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
6.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
26404.59000000
0.001208719234
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
12136455.60000000
MXN
726472.86000000
USD
2024-07-17
26404.59000000
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAD5
130000.00000000
PA
USD
105321.03000000
0.004821266102
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F9WR2
717587.43000000
PA
USD
609305.03000000
0.027892071385
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-77341.85000000
-0.00354046708
N/A
DFE
JP
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
1895307.78000000
USD
283355119.00000000
JPY
2024-07-19
-77341.85000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MAD55
2096730.58000000
PA
USD
1872907.40000000
0.085735820856
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
3.50000000
N
N
N
N
N
N
Mercury General Corp
5493001Q9EXPCEL4W527
Mercury General Corp
589400AB6
2320000.00000000
PA
USD
2210567.32000000
0.101192831924
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.40000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAM0
398000.00000000
PA
USD
363827.22000000
0.016654867911
Long
DBT
CORP
NL
Y
2
2026-07-12
Fixed
1.38000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AN7
343000.00000000
PA
USD
318618.09000000
0.014585335871
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.60000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-CZK-Fixed 3.945%-BNPLDN_B-19/06/2029
000000000
36000000.00000000
OU
Notional Amount
-14266.63000000
-0.00065308153
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-06-19
0.00000000
CZK
0.00000000
CZK
36000000.00000000
CZK
-14266.63000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
6078000.00000000
PA
6340097.78000000
0.290229771892
Long
DBT
NUSS
RO
Y
2
2026-02-26
Fixed
2.75000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDW6
320000.00000000
PA
USD
309814.75000000
0.014182346604
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.40000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AM0
2279000.00000000
PA
USD
2173398.71000000
0.099491369648
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.10000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AX7
240000.00000000
PA
USD
195695.03000000
0.008958304096
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.80000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAS2
600000.00000000
PA
USD
578666.69000000
0.026489544367
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.32000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HH3
230000.00000000
PA
USD
185542.28000000
0.008493543076
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.75000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AQ0
2331000.00000000
PA
USD
2207787.14000000
0.101065564012
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KK3X5
416227.33000000
PA
USD
334050.95000000
0.015291803751
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
1171250000.00000000
PA
6902588.45000000
0.315978828849
Long
DBT
NUSS
JP
N
2
2053-12-20
Fixed
1.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JY4
5847700.00000000
PA
USD
5824608.89000000
0.266632308864
Long
STIV
UST
US
N
2
2024-05-28
None
0.00000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
03880KAA2
6145047.84000000
PA
USD
6099533.31000000
0.279217485698
Long
ABS-CBDO
CORP
KY
Y
2
2034-08-15
Floating
6.51000000
N
N
N
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097AK9
120000.00000000
PA
USD
113067.94000000
0.005175895321
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.38000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
30000.00000000
PA
USD
29110.14000000
0.001332570819
Long
DBT
CORP
US
N
2
2034-07-21
Fixed
5.42000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CB4
120000.00000000
PA
USD
102911.72000000
0.004710975454
Long
DBT
CORP
US
N
2
2052-08-05
Fixed
4.90000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAG8
70000.00000000
PA
USD
45274.97000000
0.002072545987
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
Greenpoint Manufactured Housing
N/A
Greenpoint Manufactured Housing
395383AW2
2025000.00000000
PA
USD
1952203.88000000
0.089365764762
Long
ABS-O
CORP
US
N
2
2031-08-21
Floating
7.43000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl
47214BAB4
328000.00000000
PA
USD
337296.18000000
0.015440360192
Long
DBT
CORP
LU
Y
2
2053-11-15
Fixed
7.25000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DR7
260000.00000000
PA
USD
258765.85000000
0.011845488228
Long
DBT
CORP
US
N
2
2035-04-25
Fixed
5.92000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AQ4
1406000.00000000
PA
USD
1323586.75000000
0.060589646068
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.95000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
218000.00000000
PA
USD
227381.92000000
0.010408830441
Long
DBT
CORP
US
Y
2
2037-03-15
Fixed
7.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJF8
17647620.20000000
PA
USD
16738186.62000000
0.766221634616
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
New Zealand Government Bonds
549300237GPHG2AI7C34
New Zealand Government Bonds
000000000
1000000.00000000
PA
539358.06000000
0.024690118694
Long
DBT
NUSS
NZ
N
2
2026-05-15
Fixed
0.50000000
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VII Ltd
67389JAC2
3798000.00000000
PA
USD
3867332.11000000
0.177034322666
Long
ABS-MBS
CORP
BM
Y
2
2034-04-25
Floating
8.68000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
4252000.00000000
PA
USD
4197734.70000000
0.192159115950
Long
DBT
US
N
2
2026-04-15
Fixed
5.38000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BJ5
727000.00000000
PA
USD
484956.02000000
0.022199764096
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.30000000
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
Sixth Street Specialty Lending Inc
83012AAA7
2004000.00000000
PA
USD
1844222.72000000
0.084422726260
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
2.50000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EBB2
150000.00000000
PA
USD
146862.12000000
0.006722886786
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QBTF5
5982725.49000000
PA
USD
5025958.94000000
0.230072621482
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AP2
371000.00000000
PA
USD
299953.18000000
0.013730914889
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335BCW4
318918.18000000
PA
USD
271130.00000000
0.012411480198
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
70000.00000000
PA
USD
62347.28000000
0.002854062741
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) JUN24
000000000
1013.00000000
NC
USD
-5323372.69000000
-0.24368728923
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT U.S. Long Bond Futures
USM4 Comdty
2024-06-18
120615435.19000000
USD
-5323372.69000000
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAH6
250000.00000000
PA
USD
210976.42000000
0.009657838155
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAT8
10000.00000000
PA
USD
9042.16000000
0.000413921697
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA95
780000.00000000
PA
USD
780411.59000000
0.035724792520
Long
DBT
CORP
US
N
2
2035-04-25
Fixed
5.85000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBZ7
3864000.00000000
PA
USD
3830689.54000000
0.175356940849
Long
DBT
CORP
GB
N
2
2026-08-09
Fixed
5.30000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KK2
180000.00000000
PA
USD
184960.58000000
0.008466914676
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
6.70000000
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAB0
3771370.18000000
PA
USD
3775235.46000000
0.172818427162
Long
ABS-MBS
CORP
BM
Y
2
2034-04-25
Floating
7.38000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YES0
510000.00000000
PA
USD
477652.72000000
0.021865441950
Long
DBT
CORP
US
N
2
2037-04-20
Fixed
5.30000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
76138300.00000000
PA
4334867.70000000
0.198436634167
Long
DBT
CORP
MX
Y
2
2024-09-12
Fixed
7.19000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAJ9
70000.00000000
PA
USD
68297.17000000
0.003126430026
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92344GAM8
230000.00000000
PA
USD
258456.81000000
0.011831341347
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
7.75000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BF0
150000.00000000
PA
USD
127657.52000000
0.005843760490
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.88000000
N
N
N
N
N
N
Crown Cork & Seal Co Inc
7HLDMDH0ZXNUH6PT7Z42
Crown Cork & Seal Co Inc
228255AH8
900000.00000000
PA
USD
928754.10000000
0.042515446912
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
7.38000000
N
N
N
N
N
N
FIRSTENERGY PENN ELECTRI
O1PLQWO3TX952VMBJ146
FirstEnergy Pennsylvania Electric Co
708696CA5
1933000.00000000
PA
USD
1904916.60000000
0.087201101540
Long
DBT
CORP
US
Y
2
2026-03-30
Fixed
5.15000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
3123.00000000
NC
USD
-9650910.48000000
-0.44178838313
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra 10-Year U.S. Treasury Note Futures
UXYM4 Comdty
2024-06-18
353864066.73000000
USD
-9650910.48000000
N
N
N
Grifols Worldwide Operations USA Inc
N/A
Grifols Worldwide Operations USA Inc 2019 USD Term Loan B
39843PAG8
351755.80000000
PA
USD
343711.14000000
0.015734016922
Long
LON
CORP
US
N
2
2027-11-15
Variable
7.46000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
1849.00000000
NC
USD
-3884965.28000000
-0.17784151383
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Note Futures
FVM4 Comdty
2024-06-28
197553270.89000000
USD
-3884965.28000000
N
N
N
Genworth Holdings Inc
PXDECZED7L8SRUP41R09
Genworth Holdings Inc
37247DAB2
730000.00000000
PA
USD
680852.68000000
0.031167298181
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.50000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AH0
1117000.00000000
PA
USD
1005406.37000000
0.046024347186
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHZT6
5003076.63000000
PA
USD
4030583.60000000
0.184507463356
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
2.50000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WEZ2
220000.00000000
PA
USD
205649.14000000
0.009413972002
Long
DBT
CORP
US
Y
2
2033-01-28
Fixed
4.55000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300XSCWZTP19VRZ67
Magnetite Xxix Ltd
55955KAC8
400000.00000000
PA
USD
398476.40000000
0.018240998591
Long
ABS-CBDO
CORP
KY
Y
2
2034-01-15
Floating
6.99000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PES7
30000.00000000
PA
USD
30545.31000000
0.001398268396
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.88000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
120000.00000000
PA
USD
121550.79000000
0.005564213562
Long
DBT
CORP
US
Y
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102AM7
130000.00000000
PA
USD
126503.93000000
0.005790952761
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
46996.07000000
0.002151332542
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
3254612.89000000
AUD
2160000.00000000
USD
2024-07-17
46996.07000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SH2
989000.00000000
PA
USD
702769.49000000
0.032170580936
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
3000000.00000000
PA
USD
2860828.74000000
0.130959758263
Long
DBT
CORP
IT
Y
2
2026-09-22
Fixed
2.57000000
N
N
N
N
N
N
Oaktown Re Ltd
2549008N2FD0KB1Y5E03
Oaktown Re III Ltd
67400KAB6
1388521.88000000
PA
USD
1389825.56000000
0.063621850836
Long
ABS-MBS
CORP
US
Y
2
2029-07-25
Floating
7.39000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED NOK / SOLD EUR
000000000
1.00000000
NC
N/A
-81479.36000000
-0.00372986929
N/A
DFE
NO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
3959123.49000000
EUR
46094415.93000000
NOK
2024-07-17
-81479.36000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393RJ92
103737.20000000
PA
USD
102221.74000000
0.004679390336
Long
ABS-MBS
USGSE
US
N
2
2033-06-15
Fixed
5.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHX3
950000.00000000
PA
USD
963678.12000000
0.044114158905
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.95000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAN9
70000.00000000
PA
USD
60549.66000000
0.002771773341
Long
DBT
CORP
US
Y
2
2031-05-15
Fixed
3.63000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAB9
543000.00000000
PA
USD
530117.91000000
0.024267133636
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
125000.00000000
PA
USD
120862.60000000
0.005532710384
Long
DBT
CORP
IT
Y
2
2032-06-19
Fixed
5.86000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
230000.00000000
PA
USD
155803.26000000
0.007132184104
Long
DBT
CORP
CO
N
2
2051-11-02
Fixed
5.88000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H052660
29139000.00000000
PA
USD
28520112.41000000
1.305561208412
Long
ABS-MBS
USGA
US
N
2
2054-06-20
Fixed
5.50000000
N
N
N
N
N
N
Peru Government International Bonds
254900STKLK2DBJJZ530
Peru Government International Bonds
715638DF6
180000.00000000
PA
USD
149382.00000000
0.006838238981
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AH5
80000.00000000
PA
USD
73388.93000000
0.003359514813
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.34000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
270000.00000000
PA
USD
225408.53000000
0.010318494842
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2024-CES2
74938PAA4
4850750.03000000
PA
USD
4830518.52000000
0.221125972631
Long
ABS-MBS
CORP
US
Y
2
2044-04-25
Variable
6.14000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DZ7
803000.00000000
PA
USD
493279.56000000
0.022580789625
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BV1
100000.00000000
PA
USD
67389.28000000
0.003084869672
Long
DBT
CORP
US
N
2
2041-08-12
Fixed
2.80000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AK1
1385000.00000000
PA
USD
1272300.87000000
0.058241939492
Long
DBT
CORP
FR
Y
2
2033-01-10
Fixed
4.00000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAF5
786000.00000000
PA
USD
694427.86000000
0.031788727303
Long
DBT
CORP
LU
N
2
2033-11-15
Fixed
6.38000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
1300000.00000000
PA
USD
1316250.00000000
0.060253792687
Long
DBT
CORP
FR
Y
2
2025-12-23
Fixed
8.13000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAS3
100000.00000000
PA
USD
70597.80000000
0.003231745645
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.58000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JCS1
240000.00000000
PA
USD
241084.03000000
0.011036070020
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.65000000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAE6
4055000.00000000
PA
USD
3837634.89000000
0.175674877167
Long
DBT
CORP
CA
N
2
2032-02-24
Fixed
4.06000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
180000.00000000
PA
USD
166922.37000000
0.007641182052
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
BDS Ltd
N/A
BDS 2022-FL11 LLC
054980AA5
11123000.00000000
PA
USD
11085679.00000000
0.507467581587
Long
ABS-CBDO
CORP
US
Y
2
2039-03-19
Floating
7.12000000
N
N
N
N
N
N
RESORTS WORLD/RWLV CAP
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
76120HAC1
980000.00000000
PA
USD
831402.40000000
0.038058991718
Long
DBT
CORP
US
Y
2
2031-04-06
Fixed
4.63000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
529900PFHUFMSHU0UV97
JP Morgan Mortgage Trust 2024-HE1
46658AAA3
2080888.80000000
PA
USD
2093169.17000000
0.095818713184
Long
ABS-MBS
CORP
US
Y
2
2054-08-25
Floating
6.83000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAE3
90000.00000000
PA
USD
62587.82000000
0.002865073907
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.27000000
N
N
N
N
N
N
Verscend Holding Corp
N/A
Verscend Holding Corp 2021 Term Loan B
92531HAD9
309951.71000000
PA
USD
310029.20000000
0.014192163452
Long
LON
CORP
US
N
2
2025-08-27
Variable
11.50000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAY8
565000.00000000
PA
USD
429992.40000000
0.019683702128
Long
DBT
US
N
2
2030-02-15
Fixed
4.38000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
210000.00000000
PA
USD
159981.92000000
0.007323470040
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.13000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
27286.74000000
0.001249101291
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4046861.92000000
EUR
4360000.00000000
USD
2024-07-17
27286.74000000
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAR1
450000.00000000
PA
USD
360282.06000000
0.016492581616
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AW7
510000.00000000
PA
USD
495255.84000000
0.022671257519
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
5.98000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFM2
360000.00000000
PA
USD
346392.18000000
0.015856746516
Long
DBT
CORP
US
N
2
2039-02-07
Fixed
5.94000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
250000.00000000
PA
USD
236210.30000000
0.010812965961
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
3.13000000
N
N
N
N
N
N
AFRICA FINANCE CORP
213800LXFHRRXIJRXW97
Africa Finance Corp
000000000
1158000.00000000
PA
USD
1114621.32000000
0.051023864721
Long
DBT
NUSS
XX
Y
2
2026-04-17
Fixed
4.38000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AQ2
340000.00000000
PA
USD
331186.34000000
0.015160670899
Long
DBT
CORP
US
N
2
2033-07-31
Fixed
5.40000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
300000.00000000
PA
USD
272745.40000000
0.012485428139
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-2828.07000000
-0.00012946016
N/A
DFE
ZA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
920000.00000000
USD
17366840.00000000
ZAR
2024-07-17
-2828.07000000
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BF6
2342000.00000000
PA
USD
2247563.44000000
0.102886398150
Long
DBT
CORP
GB
Y
2
2027-02-19
Fixed
4.30000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AV9
310000.00000000
PA
USD
307724.46000000
0.014086659690
Long
DBT
CORP
US
N
2
2026-03-29
Fixed
5.10000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CF0
90000.00000000
PA
USD
69255.09000000
0.003170280596
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.63000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
870000.00000000
PA
USD
680041.79000000
0.031130178183
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
150000.00000000
PA
USD
139682.71000000
0.006394235935
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.63000000
N
N
N
N
N
N
ESAB CORP
549300ZNV0SWBXEIWT04
Esab Corp
29605JAA4
160000.00000000
PA
USD
159399.63000000
0.007296814632
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
6.25000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
3847000.00000000
PA
USD
3312024.06000000
0.151614063503
Long
DBT
CORP
NL
Y
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DK3
100000.00000000
PA
USD
79871.13000000
0.003656249579
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.13000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE JUN24
000000000
-80.00000000
NC
105563.64000000
0.004832372026
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX Euro-BOBL Futures
OEM4 Comdty
2024-06-06
-9413316.40000000
EUR
105563.64000000
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
210000.00000000
PA
USD
192808.83000000
0.008826182922
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
2.88000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
170000.00000000
PA
USD
149388.76000000
0.006838548432
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.63000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAR8
560000.00000000
PA
USD
514826.91000000
0.023567159661
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.95000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BM5
618000.00000000
PA
USD
576972.90000000
0.026412007979
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.88000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
180000.00000000
PA
USD
165456.22000000
0.007574066308
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.05000000
N
N
N
N
N
N
CHORD ENERGY CORP
529900FA4V2YNIKZ0M71
Chord Energy Corp
674215AL2
200000.00000000
PA
USD
199918.82000000
0.009151655942
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
6.38000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
79283.36000000
0.003629343313
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
17226061.75000000
AUD
11242365.26000000
USD
2024-05-14
79283.36000000
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAN5
290000.00000000
PA
USD
297765.59000000
0.013630773887
Long
DBT
CORP
US
N
2
2033-10-13
Fixed
6.50000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAV0
1120000.00000000
PA
USD
1041322.69000000
0.047668483558
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
7.72000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAJ6
3614000.00000000
PA
USD
3611380.07000000
0.165317641825
Long
DBT
CORP
DE
N
2
2026-07-14
Fixed
6.12000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DH5
170000.00000000
PA
USD
192458.49000000
0.008810145456
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
7.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
3837H2WC9
5300.13000000
PA
USD
7.40000000
0.000000338748
Long
ABS-MBS
USGA
US
N
2
2029-08-16
Floating
3.17000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
2019000.00000000
PA
USD
2114266.52000000
0.096784483633
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.88000000
N
N
N
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAF6
11000.00000000
PA
USD
11583.55000000
0.000530258552
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398NEQ3
2288627.33000000
PA
USD
211546.06000000
0.009683914486
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Floating
1.16000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-12
46592WAF3
6032322.85000000
PA
USD
5148830.66000000
0.235697303073
Long
ABS-MBS
CORP
US
Y
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KPJ41
14936839.34000000
PA
USD
13390960.41000000
0.612996127201
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AB3
120000.00000000
PA
USD
121831.37000000
0.005577057634
Long
DBT
CORP
US
N
2
2025-11-27
Fixed
7.05000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BP6
190000.00000000
PA
USD
187198.26000000
0.008569348641
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H062669
14500000.00000000
PA
USD
14644687.96000000
0.670387838414
Long
ABS-MBS
USGA
US
N
2
2054-06-20
Fixed
6.50000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAS3
90000.00000000
PA
USD
71122.84000000
0.003255780327
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20755CAA6
344349.73000000
PA
USD
345709.88000000
0.015825512964
Long
ABS-MBS
USGSE
US
Y
2
2043-10-25
Floating
6.83000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AF6
380000.00000000
PA
USD
331386.28000000
0.015169823524
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.90000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EL8
120000.00000000
PA
USD
114855.73000000
0.005257734734
Long
DBT
CORP
US
N
2
2064-02-22
Fixed
5.65000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd
03881JAA4
7993000.00000000
PA
USD
7983274.12000000
0.365449226053
Long
ABS-CBDO
CORP
US
Y
2
2037-05-15
Floating
7.17000000
N
N
N
N
N
N
ANDORRA INTERNATIONAL BD
549300ZPD490G9UI0A49
Andorra International Bond
000000000
11800000.00000000
PA
10577487.40000000
0.484204165586
Long
DBT
NUSS
AD
Y
2
2031-05-06
Fixed
1.25000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
2082000.00000000
PA
USD
1933260.19000000
0.088498582107
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.67000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AF0
180000.00000000
PA
USD
152046.22000000
0.006960198608
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
4.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JS7
32000000.00000000
PA
USD
31636000.00000000
1.448196760082
Long
STIV
UST
US
N
2
2024-07-18
None
0.00000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AY6
1249000.00000000
PA
USD
1077282.27000000
0.049314600237
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.25000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2019-LIFE
12482HAQ7
3491000.00000000
PA
USD
3462635.63000000
0.158508588339
Long
ABS-MBS
CORP
US
Y
2
2037-12-15
Floating
8.17000000
N
N
N
N
N
N
MEDLINE BORROWER/MEDL CO
N/A
Medline Borrower LP/Medline Co-Issuer Inc
58506DAA6
380000.00000000
PA
USD
377569.32000000
0.017283938106
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAD5
350000.00000000
PA
USD
306810.00000000
0.014044798582
Long
DBT
NUSS
NG
Y
2
2030-02-23
Fixed
7.14000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAT5
150000.00000000
PA
USD
108553.31000000
0.004969229733
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
RMAC Securities PLC
213800C48M2JTBGZT736
RMAC Securities No 1 PLC
000000000
2668829.67000000
PA
3268356.58000000
0.149615103361
Long
ABS-MBS
CORP
GB
Y
2
2044-06-12
Floating
5.52000000
N
N
N
N
N
N
Freddie Mac Reference Remic
S6XOOCT0IEG5ABCC6L87
Freddie Mac Reference REMIC
31396NRF5
401689.30000000
PA
USD
405641.72000000
0.018569004446
Long
ABS-MBS
USGSE
US
N
2
2036-05-15
Fixed
6.00000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAQ7
30000.00000000
PA
USD
20534.28000000
0.000939994871
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDW8
284000.00000000
PA
USD
161556.23000000
0.007395537010
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.99000000
N
N
N
N
N
N
Fluor Corp
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp
343412AF9
1202000.00000000
PA
USD
1121237.96000000
0.051326753728
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.25000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FBF2
360000.00000000
PA
USD
350656.50000000
0.016051953698
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.05000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
1579000.00000000
PA
USD
1352372.73000000
0.061907377860
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
299317.93000000
0.013701835139
N/A
DFE
US
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
15173511.72000000
CHF
16825992.44000000
USD
2024-05-14
299317.93000000
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
892000.00000000
PA
USD
572394.89000000
0.026202441054
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AP8
166000.00000000
PA
USD
142328.85000000
0.006515367917
Long
DBT
US
N
2
2029-10-01
Fixed
4.55000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AF0
350000.00000000
PA
USD
336802.31000000
0.015417752374
Long
DBT
US
N
2
2034-04-01
Fixed
5.75000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
30000.00000000
PA
USD
29436.23000000
0.001347498195
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.87000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DR6
4770000.00000000
PA
USD
4772313.64000000
0.218461535957
Long
DBT
NUSS
XX
N
2
2025-02-04
Floating
5.60000000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2019-1735 Mortgage Trust
23307EAJ0
4612000.00000000
PA
USD
3258300.06000000
0.149154747448
Long
ABS-MBS
CORP
US
Y
2
2037-04-10
Variable
4.33000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
130000.00000000
PA
USD
123941.59000000
0.005673656880
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.38000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
110000.00000000
PA
USD
71129.59000000
0.003256089321
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MBA9
507000.00000000
PA
USD
470759.00000000
0.021549869091
Long
DBT
US
N
2
2026-10-01
Fixed
4.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-CAD-Fixed 3.498%-CBNALDN_B-26/03/34
000000000
10600000.00000000
OU
Notional Amount
204163.29000000
0.009345954453
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-03-26
0.00000000
CAD
0.00000000
CAD
10600000.00000000
CAD
204163.29000000
N
N
N
ILFC E-CAPITAL TRUST I
N/A
ILFC E-Capital Trust I
44965TAA5
650000.00000000
PA
USD
513077.05000000
0.023487056564
Long
SN
CORP
US
Y
2
2065-12-21
Variable
7.14000000
N
N
N
N
N
N
GOODYEAR TIRE & RUBBER
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550AD3
202000.00000000
PA
USD
203807.90000000
0.009329685815
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
7.00000000
N
N
N
N
N
N
MONDELEZ INTL HLDINGS NE
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
60920LAR5
358000.00000000
PA
USD
324313.10000000
0.014846035550
Long
DBT
CORP
NL
Y
2
2026-09-24
Fixed
1.25000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAQ4
600000.00000000
PA
USD
593819.22000000
0.027183179620
Long
DBT
CORP
ES
N
2
2029-03-13
Fixed
5.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379HZP3
1020182.79000000
PA
USD
898455.09000000
0.041128453357
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
100000.00000000
PA
USD
91141.98000000
0.004172193707
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CT3
350000.00000000
PA
USD
351175.19000000
0.016075697698
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
2243000.00000000
PA
USD
2105616.25000000
0.096388501429
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-CAD-Fixed 3.416%-CBNALDN_B-26/03/54
000000000
8000000.00000000
OU
Notional Amount
283862.07000000
0.012994314391
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2054-03-26
0.00000000
CAD
0.00000000
CAD
8000000.00000000
CAD
283862.07000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SX7
1309000.00000000
PA
USD
825794.93000000
0.037802299346
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.38000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BB8
3286000.00000000
PA
USD
3047228.40000000
0.139492549504
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
3.88000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
98310WAN8
948000.00000000
PA
USD
936411.74000000
0.042865989631
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERVZ0
388782.22000000
PA
USD
330142.73000000
0.015112897709
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
LEHMAN BRTH HLDH PROD
N/A
LEHMAN BRTH HLDH PROD
525ESC3F4
455447.56000000
PA
USD
136.63000000
0.000006254492
Long
DBT
CORP
US
N
2
2012-01-18
None
0.00000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
350000.00000000
PA
USD
327555.24000000
0.014994450541
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.88000000
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
Fresnillo PLC
358070AB6
330000.00000000
PA
USD
240922.01000000
0.011028653253
Long
DBT
CORP
GB
Y
2
2050-10-02
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TN8
511000.00000000
PA
USD
417502.97000000
0.019111975233
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.63000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
56000.00000000
PA
USD
52516.87000000
0.002404057434
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
200000.00000000
PA
USD
173832.41000000
0.007957501990
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QADC1
461624.77000000
PA
USD
433715.05000000
0.019854113358
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
Block Financial LLC
N/A
Block Financial LLC
093662AG9
509000.00000000
PA
USD
503496.14000000
0.023048472583
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EX7
260000.00000000
PA
USD
208991.99000000
0.009566997180
Long
DBT
CORP
AU
N
2
2036-11-18
Fixed
3.02000000
N
N
N
N
N
N
Texas Natural Gas Securitization Finance Corp
N/A
TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE
88258MAA3
630526.11000000
PA
USD
623861.32000000
0.028558412642
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
5.10000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FX0
150000.00000000
PA
USD
99427.63000000
0.004551484752
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.15000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AE1
100000.00000000
PA
USD
119537.37000000
0.005472045515
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.63000000
N
N
N
N
N
N
Mexico Government International Bonds
254900EGTWEU67VP6075
Mexico Government International Bonds
91087BAB6
580000.00000000
PA
USD
428277.67000000
0.019605207172
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.35000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
12205.01000000
0.000558707040
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
907083.32000000
NZD
546704.56000000
USD
2024-07-17
12205.01000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
6119000.00000000
PA
USD
4771385.83000000
0.218419063728
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBU4
50000.00000000
PA
USD
35045.65000000
0.001604279832
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.40000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859BE1
50000.00000000
PA
USD
42850.93000000
0.001961581046
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393BFR1
59183.16000000
PA
USD
9752.56000000
0.000446441579
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
6.50000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAF0
2559000.00000000
PA
USD
1945962.17000000
0.089080038874
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDG1
190000.00000000
PA
USD
168299.86000000
0.007704239220
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.38000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
2263000.00000000
PA
USD
2150152.31000000
0.098427222437
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8LP6
83772.10000000
PA
USD
78707.33000000
0.003602974468
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns ARM Trust 2004-5
07384MS78
103772.57000000
PA
USD
92913.76000000
0.004253300233
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Variable
3.68000000
N
N
N
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings Inc
03115AAA1
260000.00000000
PA
USD
195300.40000000
0.008940239174
Long
DBT
CORP
US
Y
2
2031-03-11
Fixed
2.81000000
N
N
N
N
N
N
HERCULES CAPITAL INC
549300UJ5OC256GR2B73
Hercules Capital Inc
427096AJ1
316000.00000000
PA
USD
288381.20000000
0.013201185975
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.38000000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674A26
350000.00000000
PA
USD
295750.64000000
0.013538535802
Long
DBT
CORP
CH
N
2
2048-06-26
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31394GGC1
15786.18000000
PA
USD
2798.56000000
0.000128109290
Long
ABS-MBS
USGSE
US
N
2
2033-07-15
Fixed
7.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJK6
3912000.00000000
PA
USD
3654482.78000000
0.167290748570
Long
DBT
CORP
US
N
2
2026-10-24
Fixed
1.20000000
N
N
N
N
N
N
ILFC E-CAPITAL TRUST II
N/A
ILFC E-Capital Trust II
44965UAA2
750000.00000000
PA
USD
603134.25000000
0.027609592449
Long
SN
CORP
US
Y
2
2065-12-21
Variable
7.39000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
250000.00000000
PA
USD
181421.54000000
0.008304908535
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.22000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
220000.00000000
PA
USD
199737.63000000
0.009143361633
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.71000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd
078774AC0
3523000.00000000
PA
USD
3586499.61000000
0.164178692478
Long
ABS-MBS
CORP
BM
Y
2
2032-01-26
Floating
9.03000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
710000.00000000
PA
USD
677280.05000000
0.031003754396
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2023-NQM5
10569UAC9
288702.62000000
PA
USD
288060.31000000
0.013186496638
Long
ABS-MBS
CORP
US
Y
2
2063-06-25
Variable
7.01000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAC5
410000.00000000
PA
USD
451128.63000000
0.020651252381
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
7.05000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BU8
150000.00000000
PA
USD
136694.09000000
0.006257426294
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.80000000
N
N
N
N
N
N
Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Collateral Fund
B4DCP86PGS7VRJXJTE28
U.S. Cash Collateral Fund
000000000
4674557.50000000
NS
USD
4674557.50000000
0.213986566769
Long
STIV
PF
US
N
N/A
N
N
NGPL PipeCo LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62912XAC8
2298000.00000000
PA
USD
2505947.97000000
0.114714430746
Long
DBT
CORP
US
Y
2
2037-12-15
Fixed
7.77000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23329PAF7
169000.00000000
PA
USD
158401.57000000
0.007251126579
Long
DBT
CORP
NO
Y
2
2026-09-16
Fixed
1.13000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AF1
250000.00000000
PA
USD
244191.84000000
0.011178335804
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
4.65000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CM8
290000.00000000
PA
USD
269685.02000000
0.012345333550
Long
DBT
CORP
US
N
2
2054-02-09
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396L4R8
8509.85000000
PA
USD
8277.92000000
0.000378937189
Long
ABS-MBS
USGSE
US
N
2
2036-12-25
Floating
5.49000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBG6
60000.00000000
PA
USD
49809.23000000
0.002280110175
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
4.33000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
220000.00000000
PA
USD
129672.33000000
0.005935992166
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
2500000.00000000
PA
USD
1990048.75000000
0.091098184098
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
160000.00000000
PA
USD
133674.43000000
0.006119195740
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
1190000.00000000
PA
USD
1186686.52000000
0.054322783332
Long
DBT
CORP
IT
Y
2
2024-06-26
Fixed
5.02000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QGMJ3
980122.25000000
PA
USD
784110.53000000
0.035894118380
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
78442FAZ1
460000.00000000
PA
USD
365335.27000000
0.016723901705
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.63000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBH6
110000.00000000
PA
USD
70618.21000000
0.003232679950
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WEZ0
460000.00000000
PA
USD
438141.81000000
0.020056756533
Long
DBT
CORP
US
N
2
2034-01-10
Fixed
4.90000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31282YC80
7717.28000000
PA
USD
1250.90000000
0.000057262274
Long
ABS-MBS
USGSE
US
N
2
2031-06-15
Fixed
8.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133TJGM9
65389.08000000
PA
USD
1894.67000000
0.000086732044
Long
ABS-MBS
USGSE
US
N
2
2027-06-17
Floating
1.56000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FQ6
270000.00000000
PA
USD
211629.39000000
0.009687729072
Long
DBT
CORP
US
N
2
2036-04-06
Fixed
2.89000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
92000.00000000
PA
USD
89285.00000000
0.004087186993
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393QXU1
2399.30000000
PA
USD
398.60000000
0.000018246656
Long
ABS-MBS
USGSE
US
N
2
2033-05-15
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
590000.00000000
PA
USD
470001.86000000
0.021515209599
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.30000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-3 LLC
69357PAA6
2465223.99000000
PA
USD
2407839.00000000
0.110223310108
Long
ABS-O
CORP
US
Y
2
2026-04-25
Variable
4.87000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
122980000.00000000
PA
6262118.41000000
0.286660121147
Long
DBT
CORP
MX
N
2
2026-11-12
Fixed
7.47000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
180000.00000000
PA
USD
145673.03000000
0.006668453978
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AM4
510000.00000000
PA
USD
506440.38000000
0.023183250647
Long
DBT
CORP
CA
Y
2
2027-03-13
Fixed
5.64000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
240000.00000000
PA
USD
200324.77000000
0.009170239059
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
70000.00000000
PA
USD
64514.05000000
0.002953250669
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.63000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
49062560.00000000
PA
2093492.30000000
0.095833505061
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN24
000000000
-163.00000000
NC
USD
844064.62000000
0.038638628397
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNM4 Comdty
2024-06-18
-20332752.12000000
USD
844064.62000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBH1
430000.00000000
PA
USD
400975.00000000
0.018355376655
Long
DBT
NUSS
SA
Y
2
2054-01-16
Fixed
5.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BX6
139000.00000000
PA
USD
135944.25000000
0.006223100973
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
4.29000000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
49446RAY5
430000.00000000
PA
USD
336756.81000000
0.015415669527
Long
DBT
US
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAM9
449000.00000000
PA
USD
426806.90000000
0.019537879939
Long
DBT
CORP
US
Y
2
2040-04-15
Fixed
6.88000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
1153000.00000000
PA
USD
909501.39000000
0.041634118292
Long
DBT
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BP6
180000.00000000
PA
USD
146142.24000000
0.006689932939
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QWM55
167426.51000000
PA
USD
158440.25000000
0.007252897228
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.50000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654BC8
220000.00000000
PA
USD
209297.86000000
0.009580998948
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
5.30000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AT5
1059000.00000000
PA
USD
744390.90000000
0.034075878417
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl
46590XAS5
742000.00000000
PA
USD
679944.46000000
0.031125722721
Long
DBT
CORP
LU
N
2
2027-01-15
Fixed
2.50000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364JN82
3570.87000000
PA
USD
518.59000000
0.000023739422
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Fixed
8.00000000
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY
N/A
PG&E Wildfire Recovery Funding LLC
693342AJ6
90000.00000000
PA
USD
84069.91000000
0.003848456545
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.21000000
N
N
N
N
N
N
SOLVENTUM CORP
254900I70403OSGY4M28
Solventum Corp
83444MAE1
270000.00000000
PA
USD
261634.15000000
0.011976789997
Long
DBT
CORP
US
Y
2
2031-03-13
Fixed
5.45000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
1458.67000000
0.000066773333
N/A
DFE
US
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
159870000.00000000
JPY
1027161.73000000
USD
2024-07-19
1458.67000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BK4
100000.00000000
PA
USD
91452.20000000
0.004186394605
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
143202.72000000
0.006555370942
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
7591673724.00000000
KRW
5641431.02000000
USD
2024-07-17
143202.72000000
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
100000.00000000
PA
USD
97483.17000000
0.004462473478
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABG5
610000.00000000
PA
USD
604377.51000000
0.027666504989
Long
DBT
CORP
DK
Y
2
2028-03-01
Fixed
5.43000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
60000.00000000
PA
USD
41812.16000000
0.001914029417
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VI Ltd
67401FAJ9
1024000.00000000
PA
USD
1041671.27000000
0.047684440456
Long
ABS-MBS
CORP
BM
Y
2
2033-10-25
Floating
8.33000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAK3
210000.00000000
PA
USD
176661.56000000
0.008087011595
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.25000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
266500.00000000
PA
USD
266950.02000000
0.012220133837
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AG3
1143000.00000000
PA
USD
1169280.30000000
0.053525981226
Long
DBT
CORP
GB
N
2
2026-11-10
Fixed
7.47000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-6160.58000000
-0.00028201201
N/A
DFE
CA
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
495456.57000000
USD
672724.49000000
CAD
2024-07-17
-6160.58000000
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DJ2
64000.00000000
PA
USD
33904.33000000
0.001552033786
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AD2
140000.00000000
PA
USD
143257.08000000
0.006557859372
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402C4G4
164410.85000000
PA
USD
163690.91000000
0.007493255958
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.50000000
N
N
N
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
58547DAD1
620000.00000000
PA
USD
552055.87000000
0.025271384571
Long
DBT
CORP
KY
Y
2
2029-12-04
Fixed
5.38000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DR8
260000.00000000
PA
USD
206152.22000000
0.009437001425
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.13000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-23556.56000000
-0.00107834536
N/A
DFE
BR
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
1001893.01000000
USD
5118471.00000000
BRL
2024-07-19
-23556.56000000
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523AJ9
70000.00000000
PA
USD
62663.64000000
0.002868544709
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCS2
3546000.00000000
PA
USD
3460900.86000000
0.158429176015
Long
DBT
CORP
US
N
2
2028-05-10
Fixed
4.93000000
N
N
N
N
N
N
SPIRIT AIR 2015-1 PTT B
N/A
Spirit Airlines Pass Through Trust 2015-1B
84858EAA4
132148.91000000
PA
USD
130761.35000000
0.005985844083
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.45000000
N
N
N
N
N
N
Argentina Republic Government International Bonds
549300KPBYGYF7HCHO27
Argentina Republic Government International Bonds
040114HX1
128939.00000000
PA
USD
75875.05000000
0.003473321582
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
000000000
2800000.00000000
PA
3006837.55000000
0.137643583196
Long
DBT
NUSS
CL
N
2
2034-07-05
Fixed
4.13000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
750000.00000000
PA
USD
694578.68000000
0.031795631369
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.38000000
N
N
N
N
N
N
FRESENIUS MED CARE III
5299006ZHLMXOOUVTU44
Fresenius Medical Care US Finance III Inc
35805BAB4
4036000.00000000
PA
USD
3131224.29000000
0.143337617646
Long
DBT
CORP
US
Y
2
2031-02-16
Fixed
2.38000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
190000.00000000
PA
USD
184366.08000000
0.008439700332
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
6.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
300000.00000000
PA
USD
299467.92000000
0.013708701210
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
320000.00000000
PA
USD
282459.78000000
0.012930121957
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.20000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BE9
500000.00000000
PA
USD
493717.89000000
0.022600854997
Long
DBT
CORP
GB
Y
2
2034-04-05
Fixed
5.75000000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AT7
161000.00000000
PA
USD
143693.88000000
0.006577854705
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.38000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
110000.00000000
PA
USD
99062.21000000
0.004534756972
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
SOLVENTUM CORP
254900I70403OSGY4M28
Solventum Corp
83444MAJ0
250000.00000000
PA
USD
233410.81000000
0.010684814098
Long
DBT
CORP
US
Y
2
2054-04-30
Fixed
5.90000000
N
N
N
N
N
N
Provincia de Cordoba
5299006CLM2Z97AATT29
Provincia de Cordoba
74408DAD6
500000.00000000
PA
USD
395000.00000000
0.018081859913
Long
DBT
NUSS
AR
Y
2
2027-06-01
Variable
6.99000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
690000.00000000
PA
USD
687080.40000000
0.031452383651
Long
DBT
CORP
US
N
2
2024-06-15
Variable
5.90000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
160000.00000000
PA
USD
129725.37000000
0.005938420171
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EH5
90000.00000000
PA
USD
99235.57000000
0.004542692848
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.65000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAQ2
240000.00000000
PA
USD
189586.24000000
0.008678662869
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.40000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAV5
140000.00000000
PA
USD
137376.88000000
0.006288682277
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
5.70000000
N
N
N
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
02343UAG0
2000000.00000000
PA
USD
1917455.02000000
0.087775071044
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
3.63000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAB3
3931000.00000000
PA
USD
3647636.14000000
0.166977330885
Long
DBT
CORP
KR
Y
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-82.51000000
-0.00000377704
N/A
DFE
JP
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
12406.56000000
USD
1940208.00000000
JPY
2024-05-14
-82.51000000
N
N
N
BAYER CORP/NJ
54930050NR9YMICYZM28
Bayer Corp/NJ
072732AC4
2239000.00000000
PA
USD
2280245.38000000
0.104382474760
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.65000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-1
46654WAH4
10072430.99000000
PA
USD
8479641.22000000
0.388171353567
Long
ABS-MBS
CORP
US
Y
2
2052-07-25
Variable
2.50000000
N
N
N
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos SA de CV
82655AAC7
3741000.00000000
PA
USD
3624690.07000000
0.165926931839
Long
DBT
CORP
MX
Y
2
2026-05-02
Fixed
4.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-NZD-Fixed 5.221%-JPMLDN_B-19/10/25
000000000
18700000.00000000
OU
Notional Amount
-12932.85000000
-0.00059202527
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-10-19
0.00000000
NZD
0.00000000
NZD
18700000.00000000
NZD
-12932.85000000
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBA0
90000.00000000
PA
USD
79482.00000000
0.003638436429
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.85000000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830AZ2
151000.00000000
PA
USD
140416.41000000
0.006427822418
Long
DBT
CORP
KY
N
2
2041-12-15
Fixed
9.35000000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBD1
410000.00000000
PA
USD
429394.14000000
0.019656315664
Long
DBT
CORP
US
N
2
2033-11-30
Fixed
6.40000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
550000.00000000
PA
USD
544700.29000000
0.024934669212
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AG7
340000.00000000
PA
USD
317062.76000000
0.014514137747
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BZ6
160000.00000000
PA
USD
102368.53000000
0.004686109921
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAM1
2852000.00000000
PA
USD
2745186.75000000
0.125666031014
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AM9
1123000.00000000
PA
USD
1057662.31000000
0.048416460064
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.06000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAW2
130000.00000000
PA
USD
105990.95000000
0.004851932936
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.11000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BV5
170000.00000000
PA
USD
124192.07000000
0.005685123068
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.75000000
N
N
N
N
N
N
CANADIAN PACIFIC RR CO
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAT1
2235000.00000000
PA
USD
2160662.38000000
0.098908340445
Long
DBT
CORP
CA
N
2
2026-02-01
Fixed
3.70000000
N
N
N
N
N
N
DPL INC
N/A
DPL Inc
233293AQ2
499000.00000000
PA
USD
449892.90000000
0.020594684541
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LXD9
63670.16000000
PA
USD
56223.49000000
0.002573734860
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X8BA4
318008.71000000
PA
USD
267144.61000000
0.012229041556
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BV3
190000.00000000
PA
USD
189843.25000000
0.008690427979
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.88000000
N
N
N
N
N
N
FRONTIER FLORIDA LLC
N/A
Frontier Florida LLC
362333AH9
516000.00000000
PA
USD
489148.76000000
0.022391694570
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.86000000
N
N
N
N
N
N
Yamana Gold Inc
54930002VY22NXG01418
Yamana Gold Inc
98462YAD2
900000.00000000
PA
USD
862405.23000000
0.039478203943
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.63000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AF7
3276000.00000000
PA
USD
2747631.00000000
0.125777921105
Long
DBT
CORP
US
N
2
2048-01-23
Fixed
4.70000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFC3
100000.00000000
PA
USD
82296.42000000
0.003767271741
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.45000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EE3
130000.00000000
PA
USD
87713.15000000
0.004015232635
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
2.80000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
320000.00000000
PA
USD
339002.88000000
0.015518487560
Long
DBT
CORP
FR
Y
2
2027-11-17
Fixed
9.25000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BU5
110000.00000000
PA
USD
102490.40000000
0.004691688747
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.25000000
N
N
N
N
N
N
SMURFIT KAPPA TREASURY
635400B3DOXSWFOWJT40
Smurfit Kappa Treasury ULC
83272GAA9
350000.00000000
PA
USD
341353.60000000
0.015626096142
Long
DBT
CORP
IE
Y
2
2030-01-15
Fixed
5.20000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PEY7
3987000.00000000
PA
USD
3972862.50000000
0.181865172611
Long
ABS-O
CORP
US
Y
2
2028-10-15
Fixed
5.52000000
N
N
N
N
N
N
Banco de Bogota SA
549300LYHE7LWSKDZT53
Banco de Bogota SA
059514AE9
4444000.00000000
PA
USD
4141292.50000000
0.189575369232
Long
DBT
CORP
CO
Y
2
2027-08-03
Fixed
4.38000000
N
N
N
N
N
N
Apidos CLO Ltd
549300RV409NJP65MP20
Apidos CLO XXVI
03766GAQ5
250000.00000000
PA
USD
250320.75000000
0.011458898063
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-18
Floating
7.09000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TLB9
210000.00000000
PA
USD
210116.14000000
0.009618457238
Long
DBT
CORP
US
N
2
2028-09-11
Fixed
5.25000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AS2
110000.00000000
PA
USD
107851.65000000
0.004937109941
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
5.65000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
80000.00000000
PA
USD
75882.10000000
0.003473644309
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X76N4
5492462.40000000
PA
USD
4204887.23000000
0.192486536319
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2E4
2394000.00000000
PA
USD
2016806.15000000
0.092323053867
Long
DBT
CORP
SA
Y
2
2039-04-16
Fixed
4.25000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD IDR
000000000
1.00000000
NC
-2120.46000000
-0.00009706800
N/A
DFE
US
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
8678743340.00000000
IDR
530388.27000000
USD
2024-07-19
-2120.46000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36241LDP8
2423852.72000000
PA
USD
2318236.63000000
0.106121594913
Long
ABS-MBS
USGA
US
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36270GAA9
5637000.00000000
PA
USD
5407641.18000000
0.247544836153
Long
ABS-MBS
CORP
US
Y
2
2038-09-10
Variable
4.47000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBE5
2719000.00000000
PA
USD
2701337.76000000
0.123658761914
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
5.81000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
31282YCD9
1721.30000000
PA
USD
149.33000000
0.000006835858
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
8.00000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AV3
160000.00000000
PA
USD
127876.54000000
0.005853786538
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
2.88000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EK0
350000.00000000
PA
USD
337790.72000000
0.015462998681
Long
DBT
CORP
US
N
2
2054-02-22
Fixed
5.55000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) JUN24
000000000
-950.00000000
NC
USD
2017150.40000000
0.092338812551
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year U.S. Treasury Note Futures
FVM4 Comdty
2024-06-28
-101522229.00000000
USD
2017150.40000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-66108.98000000
-0.00302626155
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1482840.18000000
USD
7356518.42000000
BRL
2024-05-03
-66108.98000000
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AG6
468000.00000000
PA
USD
457241.69000000
0.020931089076
Long
DBT
CORP
CA
N
2
2035-02-01
Fixed
5.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128285M8
666000.00000000
PA
USD
622033.60000000
0.028474745359
Long
DBT
UST
US
N
2
2028-11-15
Fixed
3.13000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830CD9
690000.00000000
PA
USD
659691.69000000
0.030198614493
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.80000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690EAA6
180000.00000000
PA
USD
183271.50000000
0.008389593896
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
7.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M84A9
315087.62000000
PA
USD
314139.63000000
0.014380326032
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.50000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBP9
1727000.00000000
PA
USD
1682806.88000000
0.077033615863
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AQ2
3595000.00000000
PA
USD
3331885.62000000
0.152523263366
Long
DBT
CORP
GB
N
2
2028-11-07
Fixed
3.57000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
130000.00000000
PA
USD
114270.77000000
0.005230957102
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.26000000
N
N
N
N
N
N
XTO Energy Inc
50TT7TKGF8M78VJRP761
XTO Energy Inc
98385XAM8
1644000.00000000
PA
USD
1802995.58000000
0.082535477222
Long
DBT
CORP
US
N
2
2037-08-01
Fixed
6.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEH5
950000.00000000
PA
USD
950635.38000000
0.043517103215
Long
DBT
CORP
US
N
2
2035-04-22
Fixed
5.77000000
N
N
N
N
N
N
GE CAPITAL EURO FUNDING
YHZHHIVHTKEV7XROHS46
GE Capital European Funding Unlimited Co
000000000
120000.00000000
PA
158510.27000000
0.007256102524
Long
DBT
CORP
IE
N
2
2038-03-01
Fixed
6.03000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABN4
220000.00000000
PA
USD
144409.08000000
0.006610594316
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VI Ltd
67401FAC4
4037103.66000000
PA
USD
4045020.42000000
0.185168335652
Long
ABS-MBS
CORP
BM
Y
2
2033-10-25
Floating
7.38000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACB9
870000.00000000
PA
USD
721505.89000000
0.033028274506
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
2544000.00000000
PA
USD
2008409.42000000
0.091938677929
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
250000.00000000
PA
USD
174791.24000000
0.008001394217
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FBG2
300000.00000000
PA
USD
298937.99000000
0.013684442678
Long
DBT
CORP
US
N
2
2034-04-30
Fixed
5.57000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
N/A
Wells Fargo Commercial Mortgage Trust 2021-SAVE
95003LAA8
2858074.44000000
PA
USD
2847356.66000000
0.130343048735
Long
ABS-MBS
CORP
US
Y
2
2040-02-15
Floating
6.59000000
N
N
N
N
N
N
RMAC Securities PLC
213800C48M2JTBGZT736
RMAC Securities No 1 PLC
000000000
1010214.14000000
PA
1234716.55000000
0.056521447317
Long
ABS-MBS
CORP
GB
Y
2
2044-06-12
Floating
5.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
310.02000000
0.000014191742
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
339100.54000000
NOK
30844.95000000
USD
2024-05-14
310.02000000
N
N
N
State of California
N/A
CALIFORNIA ST
13063A7D0
45000.00000000
PA
USD
50918.82000000
0.002330903722
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
3849000.00000000
PA
USD
3610335.44000000
0.165269821943
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAM2
3992000.00000000
PA
USD
3989523.20000000
0.182627847152
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
5.80000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AQ1
120000.00000000
PA
USD
78861.55000000
0.003610034176
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
3.38000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BN2
440000.00000000
PA
USD
458924.69000000
0.021008131533
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
6.63000000
N
N
N
N
N
N
Global Marine Inc
N/A
Global Marine Inc
379352AL1
522000.00000000
PA
USD
478731.24000000
0.021914813210
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
7.00000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016HZW3
150000.00000000
PA
USD
144871.04000000
0.006631741394
Long
DBT
CORP
CA
N
2
2034-02-01
Fixed
5.15000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
310000.00000000
PA
USD
311042.65000000
0.014238556011
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.13000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT FUTURE JUN24
000000000
-116.00000000
NC
323212.48000000
0.014795652622
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX Euro-OAT Futures
OATM4 Comdty
2024-06-06
-14857380.11000000
EUR
323212.48000000
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold Inc
98462YAF7
70000.00000000
PA
USD
56936.46000000
0.002606372389
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
12039000000.00000000
PA
707282.57000000
0.032377175570
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CC4
120000.00000000
PA
USD
91081.07000000
0.004169405439
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DJ5
100000.00000000
PA
USD
96465.01000000
0.004415865309
Long
DBT
CORP
US
N
2
2034-02-13
Fixed
5.25000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HD8
270000.00000000
PA
USD
220937.01000000
0.010113802695
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.50000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBA2
100000.00000000
PA
USD
66871.81000000
0.003061181520
Long
DBT
CORP
US
N
2
2040-06-24
Fixed
2.35000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust 2023-CES1
74935WAA2
1305104.85000000
PA
USD
1301676.21000000
0.059586650335
Long
ABS-MBS
CORP
US
Y
2
2043-06-25
Variable
6.52000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-5602.17000000
-0.00025644975
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
23248570.65000000
ZAR
1222193.81000000
USD
2024-07-17
-5602.17000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCRW7
576732.38000000
PA
USD
491138.78000000
0.022482791438
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-31833.46000000
-0.00145723585
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
781183.57000000
USD
3891075.36000000
BRL
2024-05-03
-31833.46000000
N
N
N
American Money Management Corporation
549300ICO4ZE2FVC2Y46
AMMC CLO 23 Ltd
00177JBN4
220000.00000000
PA
USD
220078.32000000
0.010074494562
Long
ABS-CBDO
CORP
KY
Y
2
2035-04-17
Floating
2.10000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BL6
720000.00000000
PA
USD
727992.92000000
0.033325230373
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
6.05000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
280000.00000000
PA
USD
179654.50000000
0.008224018992
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PER9
590000.00000000
PA
USD
588200.72000000
0.026925982329
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.35000000
N
N
N
N
N
N
MONONGAHELA POWER CO
N/A
Monongahela Power Co
609935AA9
590000.00000000
PA
USD
587997.26000000
0.026916668569
Long
DBT
CORP
US
Y
2
2034-02-15
Fixed
5.85000000
N
N
N
N
N
N
LEHMAN BRTH HLDH PROD
N/A
LEHMAN BRTH HLDH PROD
525ESC6Y0
733897.08000000
PA
USD
220.17000000
0.000010078691
Long
DBT
CORP
US
N
2
2027-09-27
None
0.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
347050.89000000
0.015886900192
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
36105594254.62000000
COP
9444828.06000000
USD
2024-07-17
347050.89000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
58020000.00000000
PA
2954367.46000000
0.135241667203
Long
DBT
CORP
MX
N
2
2026-11-12
Fixed
7.47000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKK4
900000.00000000
PA
USD
743001.78000000
0.034012288864
Long
DBT
CORP
US
N
2
2033-02-04
Fixed
2.97000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)JUN24
000000000
-726.00000000
NC
USD
1225960.67000000
0.056120630619
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Note Futures
TYM4 Comdty
2024-06-18
-79225585.67000000
USD
1225960.67000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-NZD-Fixed 5.221%-JPMLDN_B-19/10/25
000000000
18700000.00000000
OU
Notional Amount
-12932.85000000
-0.00059202527
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-10-19
0.00000000
NZD
0.00000000
NZD
18700000.00000000
NZD
-12932.85000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
155745.17000000
0.007129524927
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
59510741.02000000
SEK
5558355.71000000
USD
2024-05-14
155745.17000000
N
N
N
XPO CNW Inc
N/A
XPO CNW Inc
12612WAB0
716000.00000000
PA
USD
728326.66000000
0.033340507943
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.70000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
130000.00000000
PA
USD
129509.04000000
0.005928517262
Long
DBT
CORP
KY
Y
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AH3
360000.00000000
PA
USD
291876.55000000
0.013361192124
Long
DBT
CORP
MX
Y
2
2031-02-09
Fixed
3.35000000
N
N
N
N
N
N
EL PASO NATURAL GAS
N/A
El Paso Natural Gas Co LLC
283695BE3
740000.00000000
PA
USD
769480.93000000
0.035224421221
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
7.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDU2
109000.00000000
PA
USD
63608.29000000
0.002911787820
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.94000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAY8
250000.00000000
PA
USD
166153.77000000
0.007605997957
Long
DBT
CORP
KY
N
2
2041-02-09
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KHNK8
519706.06000000
PA
USD
439178.44000000
0.020104210200
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PFD2
140000.00000000
PA
USD
140228.14000000
0.006419204008
Long
ABS-O
CORP
US
Y
2
2028-01-15
Floating
6.63000000
N
N
N
N
N
N
AXIS Equipment Finance Receivables LLC
5493000K1GV1VHEHGY40
Amur Equipment Finance Receivables XII LLC
03236YAB1
5080950.82000000
PA
USD
5096232.80000000
0.233289538171
Long
ABS-O
CORP
US
Y
2
2029-12-20
Fixed
6.09000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GAV2
425000.00000000
PA
USD
438071.73000000
0.020053548491
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
6.88000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AZ3
1588000.00000000
PA
USD
1442899.82000000
0.066051423835
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
1.65000000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST
83405YAA0
96453.76000000
PA
USD
81129.03000000
0.003713832292
Long
ABS-O
CORP
US
Y
2
2043-08-17
Fixed
1.03000000
N
N
N
N
N
N
HGI CRE CLO Ltd
N/A
HGI CRE CLO 2021-FL2 Ltd
40390JAA0
5357552.60000000
PA
USD
5319059.12000000
0.243489827546
Long
ABS-CBDO
CORP
KY
Y
2
2036-09-17
Floating
6.43000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAJ9
19000.00000000
PA
USD
15983.39000000
0.000731669415
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AW4
739000.00000000
PA
USD
698202.00000000
0.031961495583
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
3.40000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DW0
3215000.00000000
PA
USD
2467094.26000000
0.112935829882
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
3.63000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742AH4
5270000.00000000
PA
USD
4148943.83000000
0.189925623099
Long
DBT
CORP
US
N
2
2048-01-30
Fixed
4.40000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAL4
870000.00000000
PA
USD
849101.30000000
0.038869191795
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWAPIRS-BRL-Fixed 10.705%-BCSANT_B-04/01/2027
000000000
48351915.00000000
OU
Notional Amount
-41228.81000000
-0.00188732548
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
48351915.00000000
BRL
-41228.81000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TZ1
260000.00000000
PA
USD
246837.50000000
0.011299445813
Long
DBT
UST
US
N
2
2044-02-15
Fixed
4.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CE3
150000.00000000
PA
USD
149357.60000000
0.006837122025
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85000000
N
N
N
N
N
N
Morgan Stanley Mortgage Capital Holdings LLC
N/A
MSSG Trust 2017-237P
55375KAA4
58207999.99000000
PA
USD
586934.55000000
0.026868021042
Long
ABS-MBS
CORP
US
Y
2
2039-09-13
Variable
0.47000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-HUF-Fixed 6.46%-CITILDN_B-19/06/2034
000000000
628171118.00000000
OU
Notional Amount
-67195.02000000
-0.00307597705
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
HUF
0.00000000
HUF
628171118.00000000
HUF
-67195.02000000
N
N
N
FIGRE Trust
N/A
FIGRE Trust 2024-HE1
31684HAA8
6200623.49000000
PA
USD
6159307.50000000
0.281953760458
Long
ABS-MBS
CORP
US
Y
2
2054-03-25
Variable
6.17000000
N
N
N
N
N
N
GLOBAL AUTO HO/AAG FH UK
N/A
Global Auto Holdings Ltd/AAG FH UK Ltd
00033GAB1
620000.00000000
PA
USD
585322.35000000
0.026794219587
Long
DBT
CORP
GB
Y
2
2032-01-15
Fixed
8.75000000
N
N
N
N
N
N
AMER AIRLINE 17-1B PTT
N/A
American Airlines 2017-1 Class B Pass Through Trust
02378WAA7
292407.50000000
PA
USD
288263.33000000
0.013195790256
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.95000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental Inc 2023 1st Lien Term Loan
000000000
42044.98000000
PA
USD
42184.99000000
0.001931096404
Long
LON
CORP
CA
N
2
2027-05-31
Variable
7.83000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KLGL5
609771.73000000
PA
USD
468633.65000000
0.021452577240
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-58054.76000000
-0.00265756465
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
31731491.96000000
CNY
4400306.13000000
USD
2024-07-17
-58054.76000000
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KP1
460000.00000000
PA
USD
486140.22000000
0.022253973054
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.95000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue 2020-1 Class A Pass Through Trust
477164AA5
4263570.49000000
PA
USD
3886445.74000000
0.177909284641
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAJ6
2130000.00000000
PA
USD
2133365.40000000
0.097658770399
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.63000000
N
N
N
N
N
N
Saluda Grade Alternative Mortgage Trust
N/A
Saluda Grade Alternative Mortgage Trust 2023-FIG3
79582AAA5
1517104.03000000
PA
USD
1534001.69000000
0.070221781433
Long
ABS-O
CORP
US
Y
2
2053-08-25
Variable
7.07000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBN1
140000.00000000
PA
USD
140318.40000000
0.006423335828
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.70000000
N
N
N
N
N
N
Carlyle Global Market Strategies
N/A
CARLYLE US CLO 2018-4 LTD
14315RAE1
250000.00000000
PA
USD
251177.00000000
0.011498094500
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
7.39000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
350000.00000000
PA
USD
277707.43000000
0.012712574294
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQHT2
571058.35000000
PA
USD
503449.55000000
0.023046339839
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QYY1
107902.13000000
PA
USD
107429.54000000
0.004917787070
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.50000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBJ2
70000.00000000
PA
USD
67372.50000000
0.003084101536
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.95000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-48.57000000
-0.00000222338
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
550000.00000000
EUR
588800.85000000
USD
2024-07-17
-48.57000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFP0
280000.00000000
PA
USD
257229.37000000
0.011775152997
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
5.38000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
150000.00000000
PA
USD
122503.11000000
0.005607807782
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TH1
2505000.00000000
PA
USD
2012121.69000000
0.092108613995
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LFRV2
1680000.00000000
PA
USD
1430586.88000000
0.065487776097
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
2.60000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAS9
20000.00000000
PA
USD
19347.87000000
0.000885684746
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.80000000
N
N
N
N
N
N
JBS USA HOLD/FOOD/LUX CO
N/A
JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl
46590XAX4
532000.00000000
PA
USD
503617.04000000
0.023054007006
Long
DBT
CORP
LU
N
2
2052-12-01
Fixed
6.50000000
N
N
N
N
N
N
Northwest Pipeline LLC
549300FFKMN9OW536A14
Northwest Pipeline LLC
66775VAB1
200000.00000000
PA
USD
192018.67000000
0.008790011877
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.00000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECW9
1080000.00000000
PA
USD
1116406.49000000
0.051105584200
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.10000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
220000.00000000
PA
USD
205210.60000000
0.009393897017
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.20000000
N
N
N
N
N
N
NORTHWEST PIPELINE LLC
549300FFKMN9OW536A14
Northwest Pipeline LLC
667748AF4
620000.00000000
PA
USD
624949.45000000
0.028608223817
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
7.13000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
70000.00000000
PA
USD
64849.33000000
0.002968598735
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
DRESDNER FNDG TRUST I
549300ZEO4BKB37E3J03
Dresdner Funding Trust I
26156FAA1
1355000.00000000
PA
USD
1458671.86000000
0.066773418310
Long
DBT
CORP
US
Y
2
2031-06-30
Fixed
8.15000000
N
N
N
N
N
N
AFRICA FINANCE CORP
213800LXFHRRXIJRXW97
Africa Finance Corp
000000000
2500000.00000000
PA
USD
2404960.00000000
0.110091518527
Long
DBT
NUSS
XX
Y
2
2025-06-16
Fixed
3.13000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAW5
180000.00000000
PA
USD
176706.06000000
0.008089048665
Long
DBT
US
Y
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
683715AF3
2092000.00000000
PA
USD
2136090.99000000
0.097783539352
Long
DBT
CORP
CA
Y
2
2027-12-01
Fixed
6.90000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
210000.00000000
PA
USD
206373.92000000
0.009447150155
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
Saluda Grade Alternative Mortgage Trust
N/A
Saluda Grade Alternative Mortgage Trust 2024-FIG5
79582MAA9
7154000.00000000
PA
USD
7147482.71000000
0.327189319236
Long
ABS-MBS
CORP
US
Y
3
2054-04-25
Variable
6.26000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd
03880RAA7
1573000.00000000
PA
USD
1565292.30000000
0.071654167323
Long
ABS-CBDO
CORP
KY
Y
2
2036-11-15
Floating
6.79000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
127.10000000
0.000005818238
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
168598.61000000
SEK
15433.12000000
USD
2024-05-14
127.10000000
N
N
N
BLUE OWL CAPITAL CORP
2549000BD79OOCPF2L94
Blue Owl Capital Corp
69121KAF1
2620000.00000000
PA
USD
2381332.93000000
0.109009945438
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.63000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
2585000.00000000
PA
USD
2032813.70000000
0.093055829251
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
3192000.00000000
PA
3480731.89000000
0.159336978309
Long
DBT
NUSS
RO
Y
2
2026-09-27
Fixed
5.00000000
N
N
N
N
N
N
US AIRWAYS 2012-2A PTT
N/A
US Airways 2012-2 Class A Pass Through Trust
90345WAD6
247244.44000000
PA
USD
243953.20000000
0.011167411614
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.63000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBE2
419000.00000000
PA
USD
419550.07000000
0.019205685044
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DDX4
214739.66000000
PA
USD
213798.99000000
0.009787046549
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
5.50000000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AN0
3037000.00000000
PA
USD
2417775.62000000
0.110678177376
Long
DBT
CORP
CA
N
2
2030-12-17
Fixed
3.20000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAN2
2922000.00000000
PA
USD
2937471.61000000
0.134468228234
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.05000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
120000.00000000
PA
USD
92625.21000000
0.004240091320
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-38939.67000000
-0.00178253584
N/A
DFE
GB
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
7458596.16000000
USD
5937517.09000000
GBP
2024-05-14
-38939.67000000
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29280HAA0
2115000.00000000
PA
USD
2204627.12000000
0.100920908217
Long
DBT
CORP
US
Y
2
2027-10-14
Fixed
7.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAB7
1831000.00000000
PA
USD
1722284.38000000
0.078840771875
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AQ6
1428000.00000000
PA
USD
1278268.20000000
0.058515105125
Long
DBT
US
N
2
2027-11-15
Fixed
3.95000000
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AL7
450000.00000000
PA
USD
284390.06000000
0.013018484115
Long
DBT
CORP
CL
Y
2
2051-09-10
Fixed
3.50000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAJ4
180000.00000000
PA
USD
164859.51000000
0.007546750798
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.48000000
N
N
N
N
N
N
TOLEDO HOSPITAL/THE
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AA5
158000.00000000
PA
USD
107558.50000000
0.004923690454
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.98000000
N
N
N
N
N
N
Banc of America Mortgage Securities
N/A
Banc of America Mortgage 2005-D Trust
05949A4R8
129498.77000000
PA
USD
111708.62000000
0.005113669918
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Variable
4.96000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAR9
210000.00000000
PA
USD
190227.77000000
0.008708030098
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
7.20000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAV5
210000.00000000
PA
USD
148750.70000000
0.006809340049
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.88000000
N
N
N
N
N
N
SYSTEM ENERGY RESOURCES
N/A
System Energy Resources Inc
871911AU7
1877000.00000000
PA
USD
1887919.11000000
0.086423009811
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.00000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
380000.00000000
PA
USD
378019.94000000
0.017304566075
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBP2
470000.00000000
PA
USD
460694.33000000
0.021089140096
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6C74
490505.20000000
PA
USD
412049.86000000
0.018862348977
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KR7
280000.00000000
PA
USD
273392.94000000
0.012515070487
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
5.80000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GU1
160000.00000000
PA
USD
132856.89000000
0.006081771325
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-2 Ltd
43730VAD0
1227000.00000000
PA
USD
1234284.33000000
0.056501661642
Long
ABS-MBS
CORP
BM
Y
2
2034-01-25
Floating
8.58000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283W8
219000.00000000
PA
USD
203464.69000000
0.009313974739
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
15623.96000000
0.000715215838
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2850000.00000000
EUR
3066934.59000000
USD
2024-07-17
15623.96000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5JV6
248232.59000000
PA
USD
209681.88000000
0.009598578178
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DU0
3900000.00000000
PA
USD
3869491.51000000
0.177133173218
Long
DBT
NUSS
KR
N
2
2026-01-11
Fixed
4.88000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
270000.00000000
PA
USD
218119.85000000
0.009984841954
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.67000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AGCY3
341564.43000000
PA
USD
263433.66000000
0.012059165915
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FAJF8
1607.35000000
PA
USD
274.31000000
0.000012557050
Long
ABS-MBS
USGSE
US
N
2
2032-04-25
Fixed
7.00000000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERICAN MUNI PWR-OHIO INC OH REVENUE
02765UEK6
230000.00000000
PA
USD
291823.33000000
0.013358755880
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
8.08000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAB2
520000.00000000
PA
USD
438153.18000000
0.020057277016
Long
DBT
US
N
2
2029-04-01
Fixed
4.65000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
-557.00000000
NC
USD
864824.84000000
0.039588966093
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Note Futures
TUM4 Comdty
2024-06-28
-113744356.09000000
USD
864824.84000000
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACV7
340000.00000000
PA
USD
332474.31000000
0.015219630122
Long
DBT
CORP
US
Y
2
2031-01-08
Fixed
5.40000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
620000.00000000
PA
USD
732617.07000000
0.033536909443
Long
DBT
CORP
CH
Y
2
2033-11-15
Fixed
9.02000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
40000.00000000
PA
USD
38049.25000000
0.001741775210
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
1127000.00000000
PA
USD
1114571.44000000
0.051021581372
Long
DBT
CORP
KY
N
2
2025-08-08
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHBB7
689799.82000000
PA
USD
668750.55000000
0.030613300664
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
5.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
60000.00000000
PA
USD
53117.14000000
0.002431535910
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
03880XAA4
16116000.00000000
PA
USD
16015347.52000000
0.733132329942
Long
ABS-CBDO
CORP
KY
Y
2
2037-01-15
Floating
6.78000000
N
N
N
N
N
N
Parkmore Point Plc
2138002RAUTGL2YPFV15
Parkmore Point RMBS 2022-1 PLC
000000000
2683904.82000000
PA
3366682.61000000
0.154116160324
Long
ABS-MBS
CORP
GB
Y
2
2045-07-25
Floating
6.73000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
1141000.00000000
PA
USD
1075015.93000000
0.049210854307
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.15000000
N
N
N
N
N
N
RELIANCE INC
549300E287ZOFT3C5Z56
Reliance Inc
759509AF9
2348000.00000000
PA
USD
2217788.26000000
0.101523383887
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.30000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBR4
180000.00000000
PA
USD
117207.47000000
0.005365390008
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.10000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDH2
640000.00000000
PA
USD
630887.40000000
0.028880044527
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.88000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
330000.00000000
PA
USD
335927.54000000
0.015377708150
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.88000000
N
N
N
N
N
N
RADIAN GROUP INC
54930005OUP720S5U385
Radian Group Inc
750236AW1
3721000.00000000
PA
USD
3581866.90000000
0.163966621558
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.88000000
N
N
N
N
N
N
PROSPECT CAPITAL CORP
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAU6
4204000.00000000
PA
USD
3973097.15000000
0.181875914152
Long
DBT
CORP
US
N
2
2026-01-22
Fixed
3.71000000
N
N
N
N
N
N
Bristol Park CLO, Ltd.
549300XRS6MFERKEPO61
Bristol Park CLO LTD
11014PAL9
260000.00000000
PA
USD
260325.00000000
0.011916861220
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-15
Floating
7.04000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AV1
682000.00000000
PA
USD
521723.73000000
0.023882874429
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
5.10000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCK9
120000.00000000
PA
USD
130282.39000000
0.005963918798
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBP5
117000.00000000
PA
USD
102073.36000000
0.004672597965
Long
DBT
UST
US
N
2
2028-02-29
Fixed
1.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137APUG3
14967.55000000
PA
USD
14872.63000000
0.000680822309
Long
ABS-MBS
USGSE
US
N
2
2041-07-15
Fixed
4.50000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AK7
760000.00000000
PA
USD
728353.60000000
0.033341741171
Long
DBT
NUSS
JO
Y
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CW8
90000.00000000
PA
USD
84768.82000000
0.003880450451
Long
DBT
CORP
US
N
2
2054-02-15
Fixed
5.60000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAQ2
200000.00000000
PA
USD
213518.00000000
0.009774183709
Long
DBT
CORP
ES
N
2
2033-05-21
Fixed
9.63000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
170000.00000000
PA
USD
163219.48000000
0.007471675373
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
7.13000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WBC4
885000.00000000
PA
USD
805018.17000000
0.036851204501
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.09000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAH9
2545000.00000000
PA
USD
2395865.70000000
0.109675210024
Long
DBT
CORP
CA
Y
2
2027-07-26
Fixed
3.55000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKQ1
390000.00000000
PA
USD
359501.65000000
0.016456856896
Long
DBT
CORP
US
N
2
2033-04-27
Fixed
4.57000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CT1
410000.00000000
PA
USD
388621.25000000
0.017789860764
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
5.25000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CH9
120000.00000000
PA
USD
108487.38000000
0.004966211664
Long
DBT
CORP
US
N
2
2063-02-27
Fixed
4.95000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
6742000.00000000
PA
5831356.45000000
0.266941190977
Long
DBT
NUSS
RO
Y
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CGM7
410000.00000000
PA
USD
374941.80000000
0.017163658489
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CE2
260000.00000000
PA
USD
164460.56000000
0.007528488119
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAB7
390000.00000000
PA
USD
304604.51000000
0.013943838174
Long
DBT
CORP
KY
Y
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
4136000.00000000
PA
USD
3690567.32000000
0.168942585525
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
135000.00000000
PA
USD
128983.69000000
0.005904468389
Long
DBT
CORP
US
Y
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAU5
3397000.00000000
PA
USD
3026663.68000000
0.138551161184
Long
DBT
CORP
BM
Y
2
2028-01-26
Fixed
2.85000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
2841000.00000000
PA
USD
2501455.22000000
0.114508766756
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CP2
200000.00000000
PA
USD
165526.96000000
0.007577304563
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMQB4
279895.38000000
PA
USD
224850.94000000
0.010292970122
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government Bond
000000000
43000000.00000000
PA
3796699.10000000
0.173800965217
Long
DBT
NUSS
NO
Y
2
2034-04-13
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
20755CAB4
440000.00000000
PA
USD
451698.76000000
0.020677351143
Long
ABS-MBS
USGSE
US
Y
2
2043-10-25
Floating
7.83000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393DKH3
7182.03000000
PA
USD
1065.30000000
0.000048766089
Long
ABS-MBS
USGSE
US
N
2
2033-07-25
Fixed
6.00000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
Progress Energy Inc
743263AE5
1691000.00000000
PA
USD
1882506.39000000
0.086175232483
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
7.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-3.06000000
-0.00000014007
N/A
DFE
GB
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
923.27000000
USD
736.12000000
GBP
2024-07-19
-3.06000000
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XBC1
20000.00000000
PA
USD
18766.02000000
0.000859049480
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.30000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AH0
680000.00000000
PA
USD
654160.87000000
0.029945430917
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
2.90000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AE3
1547000.00000000
PA
USD
1350783.63000000
0.061834633851
Long
DBT
US
N
2
2052-05-15
Fixed
5.63000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BP5
2561000.00000000
PA
USD
2366968.60000000
0.108352391507
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
170000.00000000
PA
USD
137274.15000000
0.006283979620
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.63000000
N
N
N
N
N
N
COLUMBIA PIPELINE HOLDCO
N/A
Columbia Pipelines Holding Co LLC
19828AAB3
1687000.00000000
PA
USD
1702271.24000000
0.077924633156
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
6.04000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JKF6
1618000.00000000
PA
USD
1545239.25000000
0.070736201650
Long
DBT
CORP
FR
Y
2
2026-08-19
Fixed
4.25000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
293791AF6
410000.00000000
PA
USD
446610.54000000
0.020444428405
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
6.88000000
N
N
N
N
N
N
Kubota Credit Owner Trust
N/A
Kubota Credit Owner Trust 2024-1
50117BAD2
4560000.00000000
PA
USD
4516975.94000000
0.206772977673
Long
ABS-O
CORP
US
Y
2
2030-01-15
Fixed
5.20000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CJ2
80000.00000000
PA
USD
61803.81000000
0.002829184391
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENN88
1177836.26000000
PA
USD
1152153.61000000
0.052741975127
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.50000000
N
N
N
N
N
N
Truist Insurance Holdings LLC
N/A
Truist Insurance Holdings LLC TERM LOAN B
000000000
600000.00000000
PA
USD
601128.00000000
0.027517752623
Long
LON
CORP
US
N
2
2031-03-24
None
0.00000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830CC1
390000.00000000
PA
USD
379287.03000000
0.017362569477
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.50000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BZ2
2073000.00000000
PA
USD
1920302.82000000
0.087905434388
Long
DBT
CORP
GB
Y
2
2027-01-14
Fixed
1.46000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZZ4
120000.00000000
PA
USD
122736.88000000
0.005618509039
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.38000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AU5
300000.00000000
PA
USD
275187.33000000
0.012597212028
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
2.27000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
130000.00000000
PA
USD
125338.01000000
0.005737580604
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.19000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
130000.00000000
PA
USD
151481.97000000
0.006934369015
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc 2024 Term Loan
62937NBC0
400000.00000000
PA
USD
401564.00000000
0.018382339226
Long
LON
CORP
US
N
2
2031-04-16
Variable
7.33000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CBC7
320000.00000000
PA
USD
326938.62000000
0.014966223613
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.90000000
N
N
N
N
N
N
Rolls-Royce PLC
X57JK1U580XATGR67572
Rolls-Royce PLC
77578JAB4
1582000.00000000
PA
USD
1518720.89000000
0.069522274382
Long
DBT
CORP
GB
Y
2
2025-10-14
Fixed
3.63000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDW5
400000.00000000
PA
USD
403552.32000000
0.018473358273
Long
DBT
CORP
GB
N
2
2033-12-01
Fixed
6.45000000
N
N
N
N
N
N
INRETAIL CONSUMER
254900BI1YXHZ31NSP51
InRetail Consumer
45790TAB1
1547000.00000000
PA
USD
1379202.02000000
0.063135538527
Long
DBT
CORP
PE
Y
2
2028-03-22
Fixed
3.25000000
N
N
N
N
N
N
Belo Corp
N/A
Belo Corp
080555AF2
561000.00000000
PA
USD
566810.84000000
0.025946820775
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.25000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAV4
781000.00000000
PA
USD
751237.93000000
0.034389313954
Long
DBT
US
N
2
2026-02-15
Fixed
5.25000000
N
N
N
N
N
N
Taurus CMBS
635400SG2ZVJCYHITE32
Taurus 2021-1 UK DAC
000000000
1211104.73000000
PA
1498959.42000000
0.068617656326
Long
ABS-MBS
CORP
IE
Y
2
2031-05-17
Floating
6.52000000
N
N
N
N
N
N
DAIMLER TRUCK FINAN NA
5493003HSDTSCZRXBA58
Daimler Truck Finance North America LLC
233853AW0
390000.00000000
PA
USD
379938.05000000
0.017392371129
Long
DBT
CORP
US
Y
2
2034-01-18
Fixed
5.38000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AD5
40000.00000000
PA
USD
32277.16000000
0.001477547051
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.38000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAJ5
4074000.00000000
PA
USD
3880414.44000000
0.177633190662
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.55000000
N
N
N
N
N
N
Renew Financial
N/A
Renew 2024-1
75973VAA4
859229.50000000
PA
USD
821981.64000000
0.037627738901
Long
ABS-O
CORP
US
Y
2
2059-11-20
Fixed
6.21000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCG5
251000.00000000
PA
USD
213238.38000000
0.009761383583
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
143661835.00000000
PA
5694950.92000000
0.260696974053
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AB6
950000.00000000
PA
USD
960878.45000000
0.043985998802
Long
DBT
CORP
GB
Y
2
2037-07-30
Fixed
7.01000000
N
N
N
N
N
N
Garda World Security Corporation
549300ZF1NDXLMCHNO20
Garda World Security Corporation 2022 Term Loan B
000000000
274826.15000000
PA
USD
275686.36000000
0.012620056054
Long
LON
CORP
CA
N
2
2029-02-01
Variable
9.58000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAB6
237000.00000000
PA
USD
194126.38000000
0.008886496224
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
560000.00000000
PA
USD
505147.19000000
0.023124052469
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
INFRAESTRUCTURA ENERGETI
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAPI de CV
456829AA8
2354000.00000000
PA
USD
2183169.98000000
0.099938667712
Long
DBT
CORP
MX
Y
2
2028-01-14
Fixed
3.75000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320870
5711.00000000
NS
USD
142946.33000000
0.006543634213
Long
EP
CORP
US
N
1
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAS3
300000.00000000
PA
USD
289539.59000000
0.013254213432
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.10000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
20000.00000000
PA
USD
16226.25000000
0.000742786783
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.55000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAM2
180000.00000000
PA
USD
131919.39000000
0.006038855518
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
4.10000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
18206.12000000
0.000833419016
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1791965.06000000
EUR
1931496.42000000
USD
2024-05-15
18206.12000000
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DH9
500000.00000000
PA
USD
485853.41000000
0.022240843793
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
5.13000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
50000.00000000
PA
USD
43868.59000000
0.002008166326
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBD4
91000.00000000
PA
USD
89952.87000000
0.004117759985
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31335ACW6
434605.27000000
PA
USD
433297.77000000
0.019835011590
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.50000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BF8
150000.00000000
PA
USD
125769.08000000
0.005757313635
Long
DBT
CORP
NL
N
2
2045-05-11
Fixed
4.38000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
2203000.00000000
PA
USD
2134830.15000000
0.097725822055
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109BS9
158000.00000000
PA
USD
150185.38000000
0.006875015195
Long
DBT
CORP
CA
Y
2
2082-03-15
Fixed
5.25000000
N
N
N
N
N
N
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-64465.69000000
-0.00295103690
N/A
DFE
NZ
N
2
Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
5592017.82000000
USD
9380707.24000000
NZD
2024-05-14
-64465.69000000
N
N
N
AXIS Equipment Finance Receivables LLC
549300K5Y88MV8B4M421
Amur Equipment Finance Receivables X LLC
03236VAB7
2020465.06000000
PA
USD
1975071.88000000
0.090412590009
Long
ABS-O
CORP
US
Y
2
2027-10-20
Fixed
1.64000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
70000.00000000
PA
USD
44895.31000000
0.002055166344
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
AIR CANADA 2013-1A PTT
N/A
Air Canada 2013-1 Class A Pass Through Trust
009089AA1
73227.93000000
PA
USD
71381.03000000
0.003267599455
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
4.13000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AL4
200000.00000000
PA
USD
191108.62000000
0.008748352645
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.65000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
840000.00000000
PA
USD
772000.77000000
0.035339771586
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
2865000.00000000
PA
USD
2625808.60000000
0.120201274090
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAT7
660000.00000000
PA
USD
679730.70000000
0.031115937459
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
6.40000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBD4
420000.00000000
PA
USD
336215.22000000
0.015390877237
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAH4
350000.00000000
PA
USD
340194.65000000
0.015573043049
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
6.25000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
90000.00000000
PA
USD
78406.78000000
0.003589216233
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
20000.00000000
PA
USD
17554.68000000
0.000803598138
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAB9
4524000.00000000
PA
USD
4037758.40000000
0.184835903175
Long
DBT
CORP
NL
Y
2
2027-01-15
Fixed
1.38000000
N
N
N
N
N
N
Chile Government International Bonds
549300FLZTJM5YJF8D34
Chile Government International Bonds
168863DT2
200000.00000000
PA
USD
157090.89000000
0.007191127763
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAC9
593000.00000000
PA
USD
587170.81000000
0.026878836283
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
5.75000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2021-10 LLC
69360HAA9
1293441.13000000
PA
USD
1253743.22000000
0.057392428536
Long
ABS-O
CORP
US
Y
2
2026-10-25
Variable
2.49000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98388MAB3
3943000.00000000
PA
USD
3544369.64000000
0.162250114716
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.75000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WAQ3
150000.00000000
PA
USD
153137.50000000
0.007010153981
Long
DBT
CORP
GB
N
2
2037-02-27
Fixed
6.15000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
580000.00000000
PA
USD
573548.37000000
0.026255243747
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.38000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAC9
70000.00000000
PA
USD
63246.03000000
0.002895204695
Long
DBT
CORP
US
Y
2
2026-09-16
Fixed
1.85000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
JPN 10Y BOND(OSE) JUN24
000000000
-137.00000000
NC
699829.64000000
0.032036003832
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
OSE Japanese 10 Year Bond Futures
JBM4 Comdty
2024-06-13
-19906873631.00000000
JPY
699829.64000000
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAC0
348000.00000000
PA
USD
264027.59000000
0.012086354166
Long
DBT
US
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND JUN24
000000000
-41.00000000
NC
67921.38000000
0.003109227540
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 30 Year Euro BUXL Futures
UBM4 Comdty
2024-06-06
-5349364.44000000
EUR
67921.38000000
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BU5
170000.00000000
PA
USD
167581.29000000
0.007671345341
Long
DBT
CORP
LR
Y
2
2032-03-15
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFF7
340000.00000000
PA
USD
337920.64000000
0.015468946011
Long
DBT
CORP
US
N
2
2029-07-20
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QADD9
659438.75000000
PA
USD
619568.88000000
0.028361918215
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396QYQ6
2253338.49000000
PA
USD
117529.18000000
0.005380116882
Long
ABS-MBS
USGSE
US
N
2
2037-01-25
Floating
1.31000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
3640000.00000000
PA
3970731.81000000
0.181767636312
Long
DBT
NUSS
RO
Y
2
2028-09-18
Fixed
5.50000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AC1
760000.00000000
PA
USD
774535.79000000
0.035455816843
Long
DBT
CORP
US
N
2
2026-11-27
Fixed
7.00000000
N
N
N
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AG7
289000.00000000
PA
USD
254525.62000000
0.011651383810
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
5.88000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AW2
610000.00000000
PA
USD
560515.07000000
0.025658620190
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT JUN24
000000000
167.00000000
NC
-379998.71000000
-0.01739514795
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
MSE 10 Year Canadian Bond Futures
CNM4 Comdty
2024-06-19
20060455.22000000
CAD
-379998.71000000
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
150000.00000000
PA
USD
110284.24000000
0.005048466274
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
450000.00000000
PA
USD
385105.67000000
0.017628928549
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AG7
748000.00000000
PA
USD
779088.38000000
0.035664220120
Long
DBT
CORP
LR
N
2
2027-10-15
Fixed
7.50000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc 2024 Term Loan B1
12768EAH9
370000.00000000
PA
USD
370185.00000000
0.016945907119
Long
LON
CORP
US
N
2
2031-02-06
Variable
8.07000000
N
N
N
N
N
N
WIPRO IT SERVICE
549300S6XZZ65F0EJS98
Wipro IT Services LLC
97654MAA4
2039000.00000000
PA
USD
1869669.55000000
0.085587602248
Long
DBT
CORP
US
Y
2
2026-06-23
Fixed
1.50000000
N
N
N
N
N
N
J.G. Wentworth XXXIX LLC
N/A
J.G. Wentworth XXXIX LLC
46620VAB0
127536.88000000
PA
USD
112141.81000000
0.005133499997
Long
ABS-O
CORP
US
Y
2
2074-09-17
Fixed
5.09000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AW9
300000.00000000
PA
USD
228878.91000000
0.010477357943
Long
DBT
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BG3
2525000.00000000
PA
USD
2405410.27000000
0.110112130474
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4QB5
880866.10000000
PA
USD
781639.73000000
0.035781012913
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.50000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BP8
170000.00000000
PA
USD
152411.95000000
0.006976940579
Long
DBT
CORP
US
N
2
2032-08-16
Fixed
3.65000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBE4
2532000.00000000
PA
USD
2137457.78000000
0.097846106707
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
3.90000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp
422806AA7
220000.00000000
PA
USD
217659.90000000
0.009963786887
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.25000000
N
N
N
N
N
N
Asplundh Tree Expert LLC
N/A
Asplundh Tree Expert LLC 2021 Term Loan B
04538FAD1
418914.73000000
PA
USD
419203.78000000
0.019189832975
Long
LON
CORP
US
N
2
2027-09-07
Variable
7.17000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAZ8
320000.00000000
PA
USD
241148.92000000
0.011039040480
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFU3
60000.00000000
PA
USD
36534.81000000
0.001672448902
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.88000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
180000.00000000
PA
USD
168406.27000000
0.007709110336
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.65000000
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VII Ltd
67389JAA6
1440559.73000000
PA
USD
1440936.29000000
0.065961539596
Long
ABS-MBS
CORP
BM
Y
2
2034-04-25
Floating
6.93000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SR0
2886000.00000000
PA
USD
1699245.23000000
0.077786111919
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
Paragon Mortgages PLC
NC14LGCCXH6KWEV2DR91
Paragon Mortgages No 12 PLC
000000000
935773.57000000
PA
1151801.01000000
0.052725834206
Long
ABS-MBS
CORP
GB
Y
2
2038-11-15
Floating
5.58000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PFC1
440000.00000000
PA
USD
417950.15000000
0.019132445729
Long
DBT
CORP
US
N
2
2054-04-15
Fixed
5.38000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-37976.38000000
-0.00173843945
N/A
DFE
AU
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2226383.18000000
USD
3370754.25000000
AUD
2024-07-17
-37976.38000000
N
N
N
Irwin Home Equity
N/A
Irwin Home Equity Loan Trust 2006-1
464126CZ2
171216.58000000
PA
USD
170284.51000000
0.007795090266
Long
ABS-MBS
CORP
US
Y
2
2035-09-25
Variable
6.27000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AT2
120000.00000000
PA
USD
111412.66000000
0.005100121799
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDU5
340000.00000000
PA
USD
328301.69000000
0.015028620678
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
5.25000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAX5
200000.00000000
PA
USD
201103.20000000
0.009205873140
Long
DBT
CORP
SE
Y
2
2026-09-12
Fixed
6.14000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AC7
1140000.00000000
PA
USD
1140161.62000000
0.052193019473
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
6.05000000
N
N
N
N
N
N
AON NORTH AMERICA INC
N/A
Aon North America Inc
03740MAD2
650000.00000000
PA
USD
635738.56000000
0.029102115401
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.45000000
N
N
N
N
N
N
FRONTIER NORTH INC
N/A
Frontier North Inc
362337AK3
221000.00000000
PA
USD
207843.85000000
0.009514438935
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.73000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017CW7
2434000.00000000
PA
USD
2102508.87000000
0.096246255328
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AB7
490000.00000000
PA
USD
472184.94000000
0.021615144148
Long
DBT
CORP
JP
Y
2
2025-09-17
Fixed
3.52000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAZ1
200000.00000000
PA
USD
203353.09000000
0.009308866041
Long
DBT
CORP
NL
Y
2
2025-10-14
Fixed
6.80000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAR9
2116000.00000000
PA
USD
1959921.26000000
0.089719042190
Long
DBT
CORP
AU
Y
2
2027-01-12
Fixed
1.34000000
N
N
N
N
N
N
PUMA INTERNATIONAL FINAN
222100YFBPO7IDRUBR17
Puma International Financing SA
74588YAB6
270000.00000000
PA
USD
272781.00000000
0.012487057795
Long
DBT
CORP
LU
Y
2
2029-04-25
Fixed
7.75000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BU6
172000.00000000
PA
USD
170438.53000000
0.007802140818
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
10.50000000
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAM9
508000.00000000
PA
USD
432934.36000000
0.019818375821
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
4.50000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
3588000.00000000
PA
USD
3524212.43000000
0.161327380925
Long
DBT
CORP
NL
Y
2
2025-07-28
Fixed
4.75000000
N
N
N
N
N
N
NMI HOLDINGS
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209AA5
180000.00000000
PA
USD
181333.29000000
0.008300868727
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
7.38000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
1896000.00000000
PA
USD
1819479.41000000
0.083290055209
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
3.88000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
200000.00000000
PA
USD
190281.77000000
0.008710502048
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.18000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
110000.00000000
PA
USD
85191.45000000
0.003899797125
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAZ2
2069000.00000000
PA
USD
1890707.55000000
0.086550655840
Long
DBT
CORP
JP
N
2
2027-01-22
Fixed
2.33000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABB6
825000.00000000
PA
USD
748836.79000000
0.034279397303
Long
DBT
CORP
DK
Y
2
2027-09-10
Fixed
1.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393BN35
11575.70000000
PA
USD
1869.99000000
0.000085602271
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAV5
200000.00000000
PA
USD
197511.58000000
0.009041460052
Long
DBT
CORP
GB
N
2
2029-09-27
Fixed
8.00000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AU8
250000.00000000
PA
USD
248700.30000000
0.011384718949
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.70000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAD8
209000.00000000
PA
USD
191018.76000000
0.008744239137
Long
DBT
US
N
2
2028-02-15
Fixed
5.95000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBF5
3687000.00000000
PA
USD
3282202.06000000
0.150248905968
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
1109000.00000000
PA
USD
1006924.82000000
0.046093857060
Long
DBT
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
120000.00000000
PA
USD
79111.80000000
0.003621489835
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWAPIRS-BRL-Fixed 10.03%-HSBCLDN_B-04/01/2027
000000000
20681632.00000000
OU
Notional Amount
-71396.88000000
-0.00326832501
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
20681632.00000000
BRL
-71396.88000000
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBF9
120000.00000000
PA
USD
113199.82000000
0.005181932373
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828K74
6679000.00000000
PA
USD
6416536.14000000
0.293728880038
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAA2
420000.00000000
PA
USD
425675.91000000
0.019486106767
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.10000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DU1
210000.00000000
PA
USD
200586.16000000
0.009182204672
Long
DBT
CORP
US
N
2
2063-03-02
Fixed
5.75000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2024-FL14 LLC
55416AAA7
6314000.00000000
PA
USD
6312067.92000000
0.288946652900
Long
ABS-CBDO
CORP
US
Y
2
2039-03-19
Floating
7.06000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797JY4
73860000.00000000
PA
USD
73568068.35000000
3.367715205145
Long
STIV
UST
US
N
2
2024-05-28
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJXS4
526337.40000000
PA
USD
482747.91000000
0.022098683752
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AZ8
160000.00000000
PA
USD
142707.69000000
0.006532710023
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CL0
200000.00000000
PA
USD
191464.46000000
0.008764641884
Long
DBT
CORP
US
N
2
2034-02-09
Fixed
4.70000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
7803000.00000000
PA
7093766.58000000
0.324730363444
Long
DBT
CORP
MX
Y
2
2029-02-26
Fixed
4.75000000
N
N
N
N
N
N
Wynn Macau Ltd
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAC0
980000.00000000
PA
USD
972034.95000000
0.044496708347
Long
DBT
CORP
KY
Y
2
2024-10-01
Fixed
4.88000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859BB7
80000.00000000
PA
USD
66380.01000000
0.003038668460
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
4.63000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1251000.00000000
PA
1112979.35000000
0.050948700490
Long
DBT
NUSS
RO
Y
2
2049-04-03
Fixed
4.63000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
610000.00000000
PA
USD
598239.65000000
0.027385533028
Long
DBT
CORP
BM
Y
2
2024-12-15
Fixed
3.63000000
N
N
N
N
N
N
SOLRR Aircraft 2021-1 Limited
N/A
Lunar 2021-1 Structured Aircraft Portfolio Notes
83438LAA9
346957.57000000
PA
USD
307067.86000000
0.014056602603
Long
ABS-O
CORP
IE
Y
2
2046-10-15
Fixed
2.64000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AV5
3759000.00000000
PA
USD
3478950.74000000
0.159255442854
Long
DBT
CORP
NL
N
2
2027-04-01
Fixed
1.73000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
968.68000000
0.000044343129
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
51446.23000000
EUR
55898.08000000
USD
2024-05-15
968.68000000
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AU3
210000.00000000
PA
USD
205253.15000000
0.009395844823
Long
DBT
CORP
GB
N
2
2025-08-18
Fixed
4.25000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Trust
40051CAS6
375480.61000000
PA
USD
434350.04000000
0.019883181207
Long
ABS-MBS
CORP
US
Y
2
2034-08-25
Variable
5.85000000
N
N
N
N
N
N
AMERICAN TOWER TRUST I
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAM4
4095000.00000000
PA
USD
4076689.62000000
0.186618052204
Long
DBT
US
Y
2
2028-03-15
Fixed
5.49000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
1917.19000000
0.000087762939
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
274391.00000000
USD
4790107.29000000
MXN
2024-07-17
1917.19000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q95N9
280526.38000000
PA
USD
269959.68000000
0.012357906623
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128286L9
5240000.00000000
PA
USD
4975339.08000000
0.227755403210
Long
DBT
UST
US
N
2
2026-03-31
Fixed
2.25000000
N
N
N
N
N
N
Renew Financial
N/A
Renew 2023-1
75973HAA5
525875.19000000
PA
USD
497133.53000000
0.022757212273
Long
ABS-O
CORP
US
Y
2
2058-11-20
Fixed
5.90000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-3216.35000000
-0.00014723440
N/A
DFE
AU
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
261638.35000000
USD
398778.16000000
AUD
2024-05-14
-3216.35000000
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBJ3
405000.00000000
PA
USD
383152.09000000
0.017539499790
Long
DBT
CORP
US
N
2
2026-09-06
Fixed
3.22000000
N
N
N
N
N
N
Arbor Realty Collateralized Loan Obligation Ltd
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd
03881EAA5
3032470.17000000
PA
USD
3023228.41000000
0.138393905308
Long
ABS-CBDO
CORP
KY
Y
2
2036-05-15
Floating
6.54000000
N
N
N
N
N
N
BANCO INBURSA
9598007PWYZP4GP23S45
Banco Inbursa SA Institucion De Banca Multiple Grupo Financiero Inbursa
05969LAB7
3619000.00000000
PA
USD
3460348.83000000
0.158403905814
Long
DBT
CORP
MX
Y
2
2027-04-11
Fixed
4.38000000
N
N
N
N
N
N
BLUE RACER MID LLC/FINAN
N/A
Blue Racer Midstream LLC / Blue Racer Finance Corp
095796AH1
420000.00000000
PA
USD
421842.91000000
0.019310644061
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
7.63000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AB7
420000.00000000
PA
USD
388468.12000000
0.017782850953
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BX7
190000.00000000
PA
USD
112680.66000000
0.005158166858
Long
DBT
CORP
US
N
2
2061-08-12
Fixed
3.20000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-NOK-Fixed 4.286%-JPMLDN_B-19/10/28
000000000
52389236.00000000
OU
Notional Amount
-3258.98000000
-0.00014918587
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-10-19
0.00000000
NOK
0.00000000
NOK
52389236.00000000
NOK
-3258.98000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
15073.59000000
0.000690021627
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1004763.97000000
USD
5295608.50000000
BRL
2024-05-03
15073.59000000
N
N
N
MORGAN STANLEY DIRECT
549300QEX22T2J8IB029
Morgan Stanley Direct Lending Fund
61774AAD5
1039000.00000000
PA
USD
999841.39000000
0.045769599873
Long
DBT
CORP
US
N
2
2027-02-11
Fixed
4.50000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AG2
2811000.00000000
PA
USD
2657650.06000000
0.121658876164
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.40000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
380000.00000000
PA
USD
376161.43000000
0.017219489322
Long
DBT
CORP
GB
N
2
2025-09-27
Fixed
7.50000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
100000.00000000
PA
USD
84541.75000000
0.003870055899
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
81721MAM1
638000.00000000
PA
USD
502235.69000000
0.022990773139
Long
DBT
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBC2
260000.00000000
PA
USD
289043.84000000
0.013231519553
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-MH1
89178YAA2
2001501.83000000
PA
USD
1905011.43000000
0.087205442560
Long
ABS-O
CORP
US
Y
2
2060-02-25
Variable
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9HZ9
237723.32000000
PA
USD
223351.40000000
0.010224325889
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AH7
130000.00000000
PA
USD
124152.52000000
0.005683312593
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HN86
469.69000000
PA
USD
10.68000000
0.000000488896
Long
ABS-MBS
USGSE
US
N
2
2026-11-25
Fixed
9.00000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AY2
469000.00000000
PA
USD
380502.63000000
0.017418215829
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
7.00000000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AR2
316000.00000000
PA
USD
294229.54000000
0.013468904619
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.13000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
06423AAJ2
320000.00000000
PA
USD
370916.22000000
0.016979380075
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
8.75000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AW2
2912000.00000000
PA
USD
2703275.41000000
0.123747461448
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
4.50000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
Mattel Inc
577081BE1
4116000.00000000
PA
USD
3919117.77000000
0.179404907601
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
3.38000000
N
N
N
N
N
N
CRANE NXT CO
549300EXNPSXEWUD3N21
Crane NXT Co
224399AT2
375000.00000000
PA
USD
257156.25000000
0.011771805793
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300WWWM7IDWOVIL36
Neuberger Berman Loan Advisers CLO 30 Ltd
64132MAS7
340000.00000000
PA
USD
337365.00000000
0.015443510556
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
6.99000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAM5
40000.00000000
PA
USD
46279.29000000
0.002118520604
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
7.55000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAJ4
2771000.00000000
PA
USD
2747736.35000000
0.125782743698
Long
DBT
US
Y
2
2027-02-01
Fixed
5.75000000
N
N
N
N
N
N
PRKCM Trust
N/A
PRKCM 2024-AFC1 Trust
69380WAB0
389585.17000000
PA
USD
388039.69000000
0.017763238773
Long
ABS-MBS
CORP
US
Y
2
2059-03-25
Variable
6.64000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAB8
200000.00000000
PA
USD
201945.11000000
0.009244413137
Long
DBT
CORP
AT
Y
2
2047-03-16
Fixed
7.00000000
N
N
N
N
N
N
CIFC Funding Ltd
2549005S1LQJ8MBPXW05
CIFC Funding 2017-II Ltd
12550YAQ7
290000.00000000
PA
USD
290478.79000000
0.013297207060
Long
ABS-CBDO
CORP
KY
Y
2
2030-04-20
Floating
7.09000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BP6
2610000.00000000
PA
USD
2434187.22000000
0.111429448901
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9AZ8
432435.31000000
PA
USD
348565.18000000
0.015956219634
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.50000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAN3
50000.00000000
PA
USD
45016.10000000
0.002060695731
Long
DBT
CORP
US
N
2
2062-06-01
Fixed
5.25000000
N
N
N
N
N
N
COCA-COLA ICECEK AS
789000WT80VVLUWJDK41
Coca-Cola Icecek AS
1912ERAA8
2579000.00000000
PA
USD
2371080.22000000
0.108540608563
Long
DBT
CORP
TR
Y
2
2029-01-20
Fixed
4.50000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AN7
3500000.00000000
PA
USD
3499899.48000000
0.160214410404
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCW4
4317000.00000000
PA
USD
4018323.13000000
0.183946217531
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.95000000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909AD0
620000.00000000
PA
USD
610032.50000000
0.027925372678
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.65000000
N
N
N
N
N
N
Alba Plc
2138008XOOHJFP498784
Alba 2007-1 PLC
000000000
2326106.00000000
PA
2835868.89000000
0.129817174690
Long
ABS-MBS
CORP
GB
Y
2
2039-03-17
Floating
5.52000000
N
N
N
N
N
N
BRAVO Residential Funding Trust
N/A
BRAVO Residential Funding Trust 2023-NQM5
10569UAA3
144351.31000000
PA
USD
144478.51000000
0.006613772603
Long
ABS-MBS
CORP
US
Y
2
2063-06-25
Variable
6.51000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128282R0
4999000.00000000
PA
USD
4606500.42000000
0.210871127309
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
310000.00000000
PA
USD
291308.40000000
0.013335184001
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.00000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WKPD4
283917.45000000
PA
USD
241230.43000000
0.011042771752
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
COLUMBIA PIPELINE HOLDCO
N/A
Columbia Pipelines Holding Co LLC
19828AAA5
80000.00000000
PA
USD
80272.54000000
0.003674624868
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
6.06000000
N
N
N
N
N
N
BELLEMEADE RE LT
254900SCWI9IDKK5LV64
Bellemeade Re 2019-3 Ltd
07877GAC3
1064976.81000000
PA
USD
1065891.20000000
0.048793152814
Long
ABS-MBS
CORP
BM
Y
2
2029-07-25
Floating
7.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KH5K8
8434722.56000000
PA
USD
7083960.45000000
0.324281469599
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
300000.00000000
PA
USD
277959.18000000
0.012724098619
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052656
40160797.00000000
PA
USD
38978099.68000000
1.784295033213
Long
ABS-MBS
USGSE
US
N
2
2054-05-15
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810TG3
1506000.00000000
PA
USD
1059788.68000000
0.048513798607
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.88000000
N
N
N
N
N
N
J.P. Morgan Wealth Management
N/A
JPMorgan Wealth Management 2020-ATR1
46652HAC0
1396764.33000000
PA
USD
1165334.03000000
0.053345333375
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Variable
3.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400JD6
250000.00000000
PA
USD
239954.84000000
0.010984379246
Long
DBT
CORP
US
N
2
2054-04-15
Fixed
5.75000000
N
N
N
N
N
N
BRITISH AIR 19-1 A PTT
635400GSHSFIWYIDXC76
British Airways 2019-1 Class A Pass Through Trust
11043XAB9
111676.02000000
PA
USD
102560.97000000
0.004694919220
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393BM36
13356.38000000
PA
USD
2159.35000000
0.000098848263
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
6.50000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
180000.00000000
PA
USD
147719.95000000
0.006762155550
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.40000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAX7
370000.00000000
PA
USD
367313.65000000
0.016814465730
Long
DBT
CORP
US
N
2
2027-04-18
Fixed
5.20000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
170000.00000000
PA
USD
133850.06000000
0.006127235530
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDU0
360000.00000000
PA
USD
351064.25000000
0.016070619213
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.05000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
175000.00000000
PA
USD
156920.43000000
0.007183324640
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-32376.40000000
-0.00148208994
N/A
DFE
CO
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
968000.00000000
USD
3713131840.00000000
COP
2024-07-17
-32376.40000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
170000.00000000
PA
USD
135184.81000000
0.006188336194
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.24000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co/The
668138AC4
280000.00000000
PA
USD
182973.84000000
0.008375967956
Long
DBT
CORP
US
Y
2
2059-09-30
Fixed
3.63000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAY6
110000.00000000
PA
USD
107050.33000000
0.004900428027
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
5.55000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AH5
3463000.00000000
PA
USD
3481149.41000000
0.159356091064
Long
DBT
CORP
CA
Y
2
2026-06-26
Fixed
6.27000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1188000.00000000
PA
850082.87000000
0.038914124988
Long
DBT
NUSS
RO
Y
2
2050-01-28
Fixed
3.38000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
333333.34000000
PA
USD
329466.44000000
0.015081939276
Long
DBT
CORP
XX
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
130000.00000000
PA
USD
125382.90000000
0.005739635527
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.19000000
N
N
N
N
N
N
Devon Energy Corporation
54930042348RKR3ZPN35
Devon Energy Corp
25179SAD2
20000.00000000
PA
USD
22340.68000000
0.001022686192
Long
DBT
CORP
US
N
2
2031-09-30
Fixed
7.88000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867229AC0
2174000.00000000
PA
USD
2368520.24000000
0.108423420715
Long
DBT
CORP
CA
N
2
2032-02-01
Fixed
7.15000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABA8
1310000.00000000
PA
USD
1285024.94000000
0.058824407470
Long
DBT
CORP
DK
Y
2
2025-09-10
Fixed
0.98000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
10000.00000000
PA
USD
6521.99000000
0.000298556226
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
H.B. FULLER CO
JSMX3Z5FOYM8V0Q52357
HB Fuller Co
359694AB2
668000.00000000
PA
USD
635958.98000000
0.029112205537
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
Greystone Commercial Real Estate Notes
N/A
Greystone CRE Notes 2024-HC3
39808MAJ2
260000.00000000
PA
USD
259347.50000000
0.011872114339
Long
ABS-CBDO
CORP
KY
Y
2
2041-03-15
Floating
10.65000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
106000.00000000
PA
USD
101569.77000000
0.004649545196
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.33000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BR4
10000.00000000
PA
USD
9444.79000000
0.000432352834
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
MEXICO GENERADORA DE ENE
635400GBINBYW1VUAD14
Mexico Generadora de Energia S de rl
592838AA4
1800277.77000000
PA
USD
1745395.22000000
0.079898713575
Long
DBT
CORP
MX
Y
2
2032-12-06
Fixed
5.50000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AB5
220000.00000000
PA
USD
134999.26000000
0.006179842298
Long
DBT
CORP
PE
Y
2
2047-06-19
Fixed
5.63000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AM2
50000.00000000
PA
USD
45418.53000000
0.002079117713
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
4.95000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAC3
170000.00000000
PA
USD
156722.24000000
0.007174252124
Long
DBT
CORP
GB
Y
2
2032-04-27
Fixed
4.25000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAS7
2289000.00000000
PA
USD
2161720.22000000
0.098956765040
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
3.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
659000.00000000
PA
590759.54000000
0.027043117075
Long
DBT
NUSS
RO
Y
2
2035-10-29
Fixed
3.88000000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAA2
12545400.54000000
PA
USD
12466991.79000000
0.570699744539
Long
ABS-MBS
CORP
US
Y
2
2038-04-15
Floating
6.24000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAQ3
470000.00000000
PA
USD
474240.19000000
0.021709227040
Long
DBT
CORP
GB
N
2
2029-02-02
Fixed
5.93000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RDH9
112872.82000000
PA
USD
113697.69000000
0.005204723298
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AK3
259000.00000000
PA
USD
250154.04000000
0.011451266602
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.05000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
Toledo Hospital/The
889184AE7
579000.00000000
PA
USD
464247.99000000
0.021251815494
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
6.02000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAT6
240000.00000000
PA
USD
231410.15000000
0.010593230164
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust 2007-FXD1
68402VAF9
1525022.99000000
PA
USD
1438799.72000000
0.065863734129
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
5.86000000
N
N
N
N
N
N
NUVEEN LLC
N/A
Nuveen LLC
67080LAD7
300000.00000000
PA
USD
295871.83000000
0.013544083499
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
5.85000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDG4
140000.00000000
PA
USD
143487.65000000
0.006568414143
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.38000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771T40
170000.00000000
PA
USD
177084.22000000
0.008106359642
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
8.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDX4
110000.00000000
PA
USD
106057.08000000
0.004854960160
Long
DBT
CORP
US
N
2
2064-03-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XCSA4
730651.96000000
PA
USD
668610.94000000
0.030606909756
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHQ5
70000.00000000
PA
USD
65064.09000000
0.002978429774
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT JUN24
000000000
1204.00000000
NC
USD
-9289803.65000000
-0.42525804614
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNM4 Comdty
2024-06-18
153243053.65000000
USD
-9289803.65000000
N
N
N
Radnor Re LTD
254900YVLP8CB4GC2O97
Radnor RE 2022-1 Ltd
75049XAA0
1837143.43000000
PA
USD
1856818.13000000
0.084999304587
Long
ABS-MBS
CORP
US
Y
2
2032-09-25
Floating
9.08000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AQ9
2049000.00000000
PA
USD
2238970.93000000
0.102493060018
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.30000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
1087000.00000000
PA
USD
1000717.28000000
0.045809695367
Long
DBT
CORP
IT
Y
2
2027-06-03
Fixed
1.98000000
N
N
N
N
N
N
TransAlta Corp
GJZNVO2UY6DNFNIYH321
TransAlta Corp
89346DAE7
368000.00000000
PA
USD
356474.61000000
0.016318288508
Long
DBT
CORP
CA
N
2
2040-03-15
Fixed
6.50000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITD
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
714295AA0
211000.00000000
PA
USD
166255.44000000
0.007610652091
Long
DBT
CORP
IE
N
2
2044-12-15
Fixed
4.90000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2018-8
46650MAC1
139146.60000000
PA
USD
123562.39000000
0.005656298295
Long
ABS-MBS
CORP
US
Y
2
2049-01-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6EW3
105539.98000000
PA
USD
107964.99000000
0.004942298290
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
6.00000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals Inc
443628AJ1
620000.00000000
PA
USD
599629.84000000
0.027449171562
Long
DBT
CORP
CA
Y
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
3041000.00000000
PA
2474584.62000000
0.113278715047
Long
DBT
NUSS
MX
N
2
2115-03-15
Fixed
4.00000000
N
N
N
N
N
N
JP MORGAN MORTGAGE TRUST
N/A
J.P. Morgan Mortgage Trust 2021-14
46653QAF2
2600801.90000000
PA
USD
2207376.52000000
0.101046767118
Long
ABS-MBS
CORP
US
Y
2
2052-05-25
Variable
2.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BC7
80000.00000000
PA
USD
73032.90000000
0.003343216878
Long
DBT
CORP
US
N
2
2055-10-23
Fixed
6.83000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAB2
320000.00000000
PA
USD
321018.25000000
0.014695207661
Long
DBT
CORP
US
Y
2
2033-11-15
Fixed
6.04000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NG2
3937000.00000000
PA
USD
3674441.51000000
0.168204396570
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
3.07000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
100000.00000000
PA
USD
66816.41000000
0.003058645482
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAA3
394000.00000000
PA
USD
385184.68000000
0.017632545378
Long
DBT
CORP
GB
Y
2
2025-09-15
Fixed
4.75000000
N
N
N
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
984851AD7
3094000.00000000
PA
USD
2963710.45000000
0.135669359954
Long
DBT
CORP
NO
Y
2
2026-06-06
Fixed
3.80000000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687VAB2
210000.00000000
PA
USD
208583.69000000
0.009548306488
Long
DBT
CORP
US
N
2
2033-08-14
Fixed
5.70000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
120000.00000000
PA
USD
105988.58000000
0.004851824445
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.88000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAQ8
330000.00000000
PA
USD
283559.79000000
0.012980476961
Long
DBT
CORP
KY
N
2
2029-03-08
Fixed
2.85000000
N
N
N
N
N
N
AMERICO LIFE INC
549300B5C1FRFHBYW144
Americo Life Inc
03060NAD2
430000.00000000
PA
USD
331240.13000000
0.015163133236
Long
DBT
CORP
US
Y
2
2031-04-15
Fixed
3.45000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-18260.41000000
-0.00083590424
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2180000.00000000
USD
37476140.20000000
MXN
2024-07-17
-18260.41000000
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
118230AM3
136000.00000000
PA
USD
114849.28000000
0.005257439473
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.85000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
Prpm 2024-1 LLC
693972AA9
7470518.41000000
PA
USD
7454636.83000000
0.341249870552
Long
ABS-MBS
CORP
US
Y
2
2029-02-25
Variable
6.96000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AY3
3189000.00000000
PA
USD
3020860.64000000
0.138285516231
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55000000
N
N
N
N
N
N
BLACKROCK TCP CAP CORP
549300JU1XG1HF56J989
BlackRock TCP Capital Corp
09259EAB4
4451000.00000000
PA
USD
4167208.60000000
0.190761726928
Long
DBT
CORP
US
N
2
2026-02-09
Fixed
2.85000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
120000.00000000
PA
USD
86857.10000000
0.003976045353
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBU0
320000.00000000
PA
USD
323981.68000000
0.014830864183
Long
DBT
CORP
IT
Y
2
2025-11-21
Fixed
7.00000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAE0
961000.00000000
PA
USD
948185.45000000
0.043404953111
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
6.50000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
577000.00000000
PA
USD
556558.74000000
0.025477511823
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAH3
100000.00000000
PA
USD
82607.75000000
0.003781523451
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.13000000
N
N
N
N
N
N
JANE STREET GRP/JSG FIN
N/A
Jane Street Group / JSG Finance Inc
47077WAC2
380000.00000000
PA
USD
382380.19000000
0.017504164631
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
7.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416VBR4
815660.96000000
PA
USD
776348.68000000
0.035538805255
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
120000.00000000
PA
USD
113865.18000000
0.005212390465
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SF6
239000.00000000
PA
USD
174283.28000000
0.007978141403
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392GB8
180000.00000000
PA
USD
183574.42000000
0.008403460623
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.85000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2M4
310000.00000000
PA
USD
275335.48000000
0.012603993870
Long
DBT
CORP
US
N
2
2051-04-04
Fixed
5.01000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RZ3
2040000.00000000
PA
USD
1426406.25000000
0.065296399981
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFH2
90000.00000000
PA
USD
74607.41000000
0.003415293002
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.45000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BZ6
150000.00000000
PA
USD
119816.32000000
0.005484814971
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.70000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DE5
1305000.00000000
PA
USD
1246079.93000000
0.057041627178
Long
DBT
CORP
US
N
2
2028-02-20
Fixed
3.90000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-5245.29000000
-0.00024011290
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
31447092.11000000
ZAR
1655528.35000000
USD
2024-07-17
-5245.29000000
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2006-13T1
12668BZD8
1495900.88000000
PA
USD
713082.79000000
0.032642691432
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
SOLVENTUM CORP
254900I70403OSGY4M28
Solventum Corp
83444MAG6
460000.00000000
PA
USD
443652.80000000
0.020309032354
Long
DBT
CORP
US
Y
2
2034-03-23
Fixed
5.60000000
N
N
N
N
N
N
HIGHLAND HOLDINGS BOND
N/A
Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc
43103QAA6
1223968.00000000
PA
USD
1223026.28000000
0.055986303457
Long
DBT
CORP
XX
Y
2
2025-10-15
Fixed
7.63000000
N
N
Y
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DU0
320000.00000000
PA
USD
319434.06000000
0.014622688416
Long
DBT
CORP
US
N
2
2030-04-25
Fixed
5.53000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAQ4
370000.00000000
PA
USD
378135.20000000
0.017309842316
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.88000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFR1
310000.00000000
PA
USD
309875.08000000
0.014185108322
Long
DBT
CORP
US
N
2
2035-04-19
Fixed
5.83000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
314275AC2
50000.00000000
PA
USD
45103.24000000
0.002064684727
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.38000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
180000.00000000
PA
USD
186687.89000000
0.008545985505
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AV0
230000.00000000
PA
USD
189749.21000000
0.008686123123
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.90000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT JUN24
000000000
-226.00000000
NC
USD
780685.04000000
0.035737310202
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year U.S. Treasury Note Futures
UXYM4 Comdty
2024-06-18
-25690122.54000000
USD
780685.04000000
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AZ1
1205000.00000000
PA
USD
1145321.70000000
0.052429231735
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
3876000.00000000
PA
USD
3647745.27000000
0.166982326514
Long
DBT
CORP
US
Y
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
TIME WARNER CABLE ENTRMN
N/A
Time Warner Cable Enterprises LLC
88731EAJ9
340000.00000000
PA
USD
368349.28000000
0.016861873621
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.38000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAS8
290000.00000000
PA
USD
287542.35000000
0.013162786055
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.88000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XBB3
210000.00000000
PA
USD
201421.80000000
0.009220457648
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.95000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
91000.00000000
PA
USD
87319.30000000
0.003997203418
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280EE5
800000.00000000
PA
USD
783359.14000000
0.035859722105
Long
DBT
CORP
GB
N
2
2035-03-04
Fixed
5.72000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWAPIRS-BRL-Fixed 10.1975%-GSLDN_B-04/01/2027
000000000
24441553.00000000
OU
Notional Amount
-67484.63000000
-0.00308923449
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-01-04
0.00000000
BRL
0.00000000
BRL
24441553.00000000
BRL
-67484.63000000
N
N
N
FLOWERS FOODS INC
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AC5
2717000.00000000
PA
USD
2207422.44000000
0.101048869191
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.40000000
N
N
N
N
N
N
GENTING NY LLC/GENNY CAP
N/A
Genting New York LLC / GENNY Capital Inc
37255JAA0
1060000.00000000
PA
USD
1013566.60000000
0.046397896897
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
3.30000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
1148045.14000000
PA
USD
505139.86000000
0.023123716925
Long
DBT
NUSS
AR
Y
2
2037-09-01
Variable
6.38000000
N
N
N
N
N
N
GOLUB CAPITAL BDC
2549005WE0QLGK9APF78
Golub Capital BDC Inc
38173MAB8
3162000.00000000
PA
USD
2894470.64000000
0.132499778827
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
2.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AT3
500000.00000000
PA
USD
477935.00000000
0.021878363842
Long
DBT
NUSS
CI
Y
2
2033-01-30
Fixed
7.63000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
50000.00000000
PA
USD
48596.88000000
0.002224612598
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.95000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CS6
320000.00000000
PA
USD
255055.86000000
0.011675656533
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEYD5
1296248.36000000
PA
USD
1187300.46000000
0.054350887577
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAQ1
780000.00000000
PA
USD
697511.10000000
0.031929868350
Long
DBT
CORP
US
Y
2
2026-09-28
Fixed
1.51000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAR3
90000.00000000
PA
USD
83278.15000000
0.003812212258
Long
DBT
CORP
US
N
2
2063-03-22
Fixed
5.20000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CQ6
40000.00000000
PA
USD
25788.92000000
0.001180535794
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
SODEXO INC
549300WSZGQGJQXRFU84
Sodexo Inc
833794AA8
3844000.00000000
PA
USD
3550280.81000000
0.162520709521
Long
DBT
CORP
US
Y
2
2026-04-16
Fixed
1.63000000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
Methanex Corp
59151KAL2
961000.00000000
PA
USD
910969.48000000
0.041701322843
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AQ4
4746000.00000000
PA
USD
3849424.83000000
0.176214583606
Long
DBT
CORP
US
Y
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
140000.00000000
PA
USD
122069.62000000
0.005587963971
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.98000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4PR1
1280029.59000000
PA
USD
1075452.46000000
0.049230837280
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAF4
200000.00000000
PA
USD
194072.97000000
0.008884051282
Long
DBT
CORP
US
Y
2
2054-03-15
Fixed
6.75000000
N
N
N
N
N
N
Morgan Stanley Mortgage Capital Holdings LLC
N/A
MSSG Trust 2017-237P
55375KAC0
35996000.00000000
PA
USD
98913.41000000
0.004527945375
Long
ABS-MBS
CORP
US
Y
2
2039-09-13
Variable
0.17000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
80000.00000000
PA
USD
78029.36000000
0.003571939130
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
3877000.00000000
PA
USD
3753255.35000000
0.171812246732
Long
DBT
CORP
XX
Y
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDY9
120000.00000000
PA
USD
124269.11000000
0.005688649718
Long
DBT
CORP
US
N
2
2034-10-23
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393BKD6
15264.84000000
PA
USD
2152.36000000
0.000098528283
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
6.00000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46514BRL3
1880000.00000000
PA
USD
1778950.00000000
0.081434746059
Long
DBT
NUSS
IL
N
2
2034-03-12
Fixed
5.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust 2022-4
46655GAE5
4669210.06000000
PA
USD
4020247.76000000
0.184034321050
Long
ABS-MBS
CORP
US
Y
2
2052-10-25
Variable
3.00000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CX5
2126000.00000000
PA
USD
2140420.76000000
0.097981742630
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
90000.00000000
PA
USD
67807.26000000
0.003104003484
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
110000.00000000
PA
USD
94611.09000000
0.004330998672
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.88000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BJ6
80000.00000000
PA
USD
65978.63000000
0.003020294544
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EJ3
80000.00000000
PA
USD
77609.86000000
0.003552735737
Long
DBT
CORP
US
N
2
2044-02-22
Fixed
5.50000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AW5
70000.00000000
PA
USD
41314.39000000
0.001891243069
Long
DBT
CORP
US
N
2
2050-09-04
Fixed
2.63000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAW8
3122000.00000000
PA
USD
3031567.68000000
0.138775650908
Long
DBT
CORP
NL
Y
2
2027-06-15
Fixed
4.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GSZF2
1061292.34000000
PA
USD
970526.87000000
0.044427673179
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
134790.00000000
0.006170263032
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
75084571.44000000
MXN
4465900.13000000
USD
2024-07-17
134790.00000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-USD-Fixed 4.884%-MSDWLDN_B-19/04/26
000000000
24000000.00000000
OU
Notional Amount
USD
-42893.88000000
-0.00196354716
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-04-19
0.00000000
USD
0.00000000
USD
24000000.00000000
USD
-42893.88000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1784000.00000000
PA
1875095.22000000
0.085835972387
Long
DBT
NUSS
RO
Y
2
2036-02-22
Fixed
5.63000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD JPY
000000000
1.00000000
NC
N/A
355.32000000
0.000016265434
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
683496450.00000000
JPY
4095000.00000000
EUR
2024-07-17
355.32000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YET8
2589000.00000000
PA
USD
2555335.41000000
0.116975232699
Long
DBT
CORP
US
N
2
2026-07-17
Fixed
4.68000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
75513ECS8
240000.00000000
PA
USD
223761.05000000
0.010243078380
Long
DBT
CORP
US
N
2
2053-02-27
Fixed
5.38000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AL8
130000.00000000
PA
USD
110127.19000000
0.005041277018
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
5.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
18930000.00000000
PA
978924.36000000
0.044812083908
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BC8
120000.00000000
PA
USD
82994.30000000
0.003799218496
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5XU2
6994831.13000000
PA
USD
5876163.81000000
0.268992331247
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
1340000.00000000
PA
USD
1351273.42000000
0.061857054900
Long
DBT
CORP
FR
Y
2
2029-08-16
Fixed
7.75000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAJ0
160000.00000000
PA
USD
137060.35000000
0.006274192527
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
9128283F5
2495000.00000000
PA
USD
2287505.67000000
0.104714828042
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
ENI USA INC
N/A
Eni USA Inc
51808BAE2
3139000.00000000
PA
USD
3283661.98000000
0.150315736522
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.30000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-JPY-Fixed 0.28645%-CBNALDN_B-18/03/26
000000000
9800000000.00000000
OU
Notional Amount
64905.08000000
0.002971150795
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-03-18
0.00000000
JPY
0.00000000
JPY
9800000000.00000000
JPY
64905.08000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EUKQ1
922556.38000000
PA
USD
876574.09000000
0.040126809871
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DMZM0
9050710.90000000
PA
USD
7311271.52000000
0.334687056750
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QRRT2
12389705.64000000
PA
USD
11758306.17000000
0.538258341745
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA38
130000.00000000
PA
USD
134533.62000000
0.006158526760
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
7.50000000
N
N
N
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia Oyj
654902AE5
4011000.00000000
PA
USD
3839060.06000000
0.175740116976
Long
DBT
CORP
FI
N
2
2027-06-12
Fixed
4.38000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AJ6
894000.00000000
PA
USD
743459.34000000
0.034033234525
Long
DBT
CORP
US
N
2
2047-07-15
Fixed
5.10000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CS3
350000.00000000
PA
USD
339730.16000000
0.015551780155
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
CENCORA INC
AI8GXW8LG5WK7E9UD086
Cencora Inc
03073EAU9
440000.00000000
PA
USD
425114.28000000
0.019460397109
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.13000000
N
N
N
N
N
N
ST MARYS CEMENT INC
5493009981WBHS86CJ89
St Marys Cement Inc Canada
78478EAC2
740000.00000000
PA
USD
723350.00000000
0.033112692072
Long
DBT
CORP
CA
Y
2
2034-04-02
Fixed
5.75000000
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-CIP
12434FAJ6
9861000.00000000
PA
USD
9688432.50000000
0.443506023415
Long
ABS-MBS
CORP
US
Y
2
2038-12-15
Floating
7.11000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M56
6475000.00000000
PA
USD
6199053.69000000
0.283773216254
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBJ3
170000.00000000
PA
USD
125945.58000000
0.005765393251
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAL4
40000.00000000
PA
USD
41180.39000000
0.001885108970
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.75000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BM2
310000.00000000
PA
USD
306035.19000000
0.014009330213
Long
DBT
CORP
GB
N
2
2029-11-01
Fixed
3.75000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
1289.12000000
0.000059011866
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
167589.56000000
NZD
100040.74000000
USD
2024-05-14
1289.12000000
N
N
N
AON NORTH AMERICA INC
N/A
Aon North America Inc
03740MAF7
260000.00000000
PA
USD
251349.79000000
0.011506004283
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
5.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
340000.00000000
PA
USD
284428.80000000
0.013020257511
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AG5
1586000.00000000
PA
USD
1673828.98000000
0.076622635787
Long
DBT
US
N
2
2028-07-20
Fixed
9.25000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBY7
220000.00000000
PA
USD
210052.37000000
0.009615538047
Long
DBT
CORP
FR
Y
2
2055-01-19
Fixed
7.13000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GT4
250000.00000000
PA
USD
174150.35000000
0.007972056285
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAR5
200000.00000000
PA
USD
176143.72000000
0.008063306505
Long
DBT
US
N
2
2032-06-15
Fixed
3.85000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470BB2
250000.00000000
PA
USD
205665.57000000
0.009414724116
Long
DBT
CORP
IN
Y
2
2032-01-12
Fixed
2.88000000
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
2414000.00000000
PA
USD
2449283.17000000
0.112120494099
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-6
46653PAM9
13593492.18000000
PA
USD
12150926.32000000
0.556231259597
Long
ABS-MBS
CORP
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M96Y3
1019385.43000000
PA
USD
936357.53000000
0.042863508067
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.00000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABF7
240000.00000000
PA
USD
240309.78000000
0.011000627285
Long
DBT
CORP
DK
Y
2
2026-01-09
Fixed
6.47000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDN3
504000.00000000
PA
USD
332514.34000000
0.015221462570
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
3.00000000
N
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
Marks & Spencer PLC
57069PAA0
58000.00000000
PA
USD
58859.85000000
0.002694419144
Long
DBT
CORP
GB
Y
2
2037-12-01
Fixed
7.13000000
N
N
N
N
N
N
BRIGHTSPHERE INVESTMENT
5493004FTLQNQTBOP608
Brightsphere Investment Group Inc
10948WAA1
160000.00000000
PA
USD
154014.40000000
0.007050295710
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
4.80000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598V1
250000.00000000
PA
USD
251327.25000000
0.011504972473
Long
DBT
CORP
CA
N
2
2084-01-27
Fixed
8.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAL7
220000.00000000
PA
USD
203463.11000000
0.009313902411
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBU5
350000.00000000
PA
USD
307528.38000000
0.014077683763
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SP4
557000.00000000
PA
USD
271776.84000000
0.012441090503
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.38000000
N
N
N
N
N
N
FIRSTENERGY PENN ELECTRI
N/A
FirstEnergy Pennsylvania Electric Co
591894CE8
240000.00000000
PA
USD
237091.32000000
0.010853296291
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
5.20000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AM1
526000.00000000
PA
USD
388240.12000000
0.017772413829
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AV1
440000.00000000
PA
USD
427744.48000000
0.019580799408
Long
DBT
CORP
CO
N
2
2036-01-19
Fixed
8.38000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
340000.00000000
PA
USD
326291.64000000
0.014936606900
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWET6
12700043.93000000
PA
USD
12042601.39000000
0.551272484383
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HKLB2
876962.37000000
PA
USD
845946.98000000
0.038724796928
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
5.00000000
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
MISC Capital Two Labuan Ltd
60475DAB7
3603000.00000000
PA
USD
3414066.64000000
0.156285252457
Long
DBT
CORP
MY
Y
2
2027-04-06
Fixed
3.75000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
140000.00000000
PA
USD
138789.55000000
0.006353349874
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FL7
20000.00000000
PA
USD
13700.34000000
0.000627158553
Long
DBT
CORP
US
N
2
2070-02-05
Fixed
3.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-NZD-Fixed 5.3247%-GSLDN_B-19/10/25
000000000
37000000.00000000
OU
Notional Amount
6065.45000000
0.000277657258
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-10-19
0.00000000
NZD
0.00000000
NZD
37000000.00000000
NZD
6065.45000000
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAH0
2720000.00000000
PA
USD
2515332.70000000
0.115144034222
Long
DBT
CORP
FR
Y
2
2027-01-26
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XAFM9
3235343.49000000
PA
USD
2445335.83000000
0.111939797266
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
3866000.00000000
PA
3317388.60000000
0.151859635303
Long
DBT
NUSS
RO
Y
2
2031-07-16
Fixed
2.12000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AW5
40000.00000000
PA
USD
39409.84000000
0.001804058749
Long
DBT
CORP
CA
N
2
2041-07-15
Fixed
6.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370BR0
1236000.00000000
PA
USD
1306189.88000000
0.059793271977
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
7.40000000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAG3
953000.00000000
PA
USD
833514.86000000
0.038155693505
Long
DBT
CORP
CA
N
2
2082-03-07
Fixed
5.60000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2004-AR7
86359LFP9
146654.03000000
PA
USD
135810.72000000
0.006216988389
Long
ABS-MBS
CORP
US
N
2
2035-04-19
Floating
5.83000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
90000.00000000
PA
USD
87697.71000000
0.004014525840
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.11000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAS1
370000.00000000
PA
USD
359649.59000000
0.016463629125
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
6.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-SEK-Fixed 2.6292%-MSDWLDN_B-08/02/34
000000000
48800000.00000000
OU
Notional Amount
92302.57000000
0.004225321874
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-02-08
0.00000000
SEK
0.00000000
SEK
48800000.00000000
SEK
92302.57000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-52876.39000000
-0.00242051513
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
8928473.37000000
USD
46494935.79000000
BRL
2024-08-02
-52876.39000000
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AJ4
50000.00000000
PA
USD
47014.54000000
0.002152178040
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.13000000
N
N
N
N
N
N
Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund
845SLB3N6EI7ZN7PZ398
U.S. Cash Management Fund
000000000
404788599.97000000
NS
USD
404586205.69000000
18.52068631477
Long
STIV
PF
US
N
N/A
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BS7
70000.00000000
PA
USD
55426.01000000
0.002537228730
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
4.15000000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAE4
1120000.00000000
PA
USD
1042996.70000000
0.047745114480
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
022249AU0
2267000.00000000
PA
USD
2340516.54000000
0.107141499246
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.75000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
140000.00000000
PA
USD
91287.32000000
0.004178846916
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFT3
1478000.00000000
PA
USD
1426385.46000000
0.065295448280
Long
DBT
UST
US
N
2
2029-10-31
Fixed
4.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1183000.00000000
PA
1083132.60000000
0.049582409977
Long
DBT
NUSS
RO
Y
2
2034-02-07
Fixed
3.75000000
N
N
N
N
N
N
Park-Ohio Industries Inc
5493006LQUO5SLMNYM18
Park-Ohio Industries Inc
700677AR8
370000.00000000
PA
USD
351529.56000000
0.016091919644
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
6.63000000
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BD1
300000.00000000
PA
USD
325641.65000000
0.014906852398
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
7.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828X88
5205000.00000000
PA
USD
4841463.28000000
0.221626989384
Long
DBT
UST
US
N
2
2027-05-15
Fixed
2.38000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196CL4
260000.00000000
PA
USD
252208.14000000
0.011545296852
Long
DBT
CORP
US
Y
2
2034-03-08
Fixed
4.99000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FH5
450000.00000000
PA
USD
449010.44000000
0.020554288293
Long
STIV
UST
US
N
2
2024-05-16
None
0.00000000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
2287298.93000000
PA
USD
1923183.81000000
0.088037317065
Long
DBT
CORP
PA
Y
2
2030-05-31
Fixed
4.38000000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
4065000.00000000
PA
USD
3648540.10000000
0.167018711336
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
57200000.00000000
PA
2133460.85000000
0.097663139800
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
Radnor Re LTD
N/A
Radnor RE 2021-2 Ltd
75049GAA7
463314.15000000
PA
USD
463582.92000000
0.021221370678
Long
ABS-MBS
CORP
BM
Y
2
2031-11-25
Floating
7.18000000
N
N
N
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAG1
346953.32000000
PA
USD
325861.24000000
0.014916904539
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
4.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAV3
3822000.00000000
PA
USD
3010272.90000000
0.137800842734
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.88000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
390000.00000000
PA
USD
323700.00000000
0.014817969757
Long
DBT
CORP
MA
Y
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD JPY
000000000
1.00000000
NC
N/A
3507.12000000
0.000160544943
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
683005050.00000000
JPY
4095000.00000000
EUR
2024-07-17
3507.12000000
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AX7
380000.00000000
PA
USD
223540.17000000
0.010232967187
Long
DBT
US
N
2
2051-05-18
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HN5B4
349024.05000000
PA
USD
327814.64000000
0.015006325058
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DE2
250000.00000000
PA
USD
277522.34000000
0.012704101455
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.88000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DU0
300000.00000000
PA
USD
303391.60000000
0.013888314962
Long
DBT
CORP
GB
N
2
2029-03-09
Fixed
6.16000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAF2
200000.00000000
PA
USD
196816.00000000
0.009009618584
Long
DBT
CORP
MA
Y
2
2034-05-02
Fixed
6.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
3460000.00000000
PA
2419187.41000000
0.110742804690
Long
DBT
NUSS
RO
Y
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBY3
590000.00000000
PA
USD
570149.82000000
0.026099668797
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKW35
231796.22000000
PA
USD
234845.27000000
0.010750479173
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RB6
2292000.00000000
PA
USD
1715329.22000000
0.078522386486
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KGP28
423357.51000000
PA
USD
355560.49000000
0.016276442964
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Alterra Mountain Company
549300C5O4FSVNUEI843
Alterra Mountain Company 2024 Term Loan B4
46124CAN7
326227.28000000
PA
USD
327313.62000000
0.014983389935
Long
LON
CORP
US
N
2
2028-08-17
Variable
8.58000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AF9
580000.00000000
PA
USD
539921.95000000
0.024715931808
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
Suzano Austria GmbH
05674XAA9
2058000.00000000
PA
USD
2050031.22000000
0.093843993263
Long
DBT
CORP
AT
Y
2
2026-07-14
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XVZJ5
445642.76000000
PA
USD
417225.32000000
0.019099265287
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZQ6
4361000.00000000
PA
USD
3432413.62000000
0.157125119602
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines 2019-1 Class AA Pass Through Trust
90931CAA6
1461861.77000000
PA
USD
1353549.95000000
0.061961267296
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
543000.00000000
PA
442730.28000000
0.020266802284
Long
DBT
NUSS
RO
Y
2
2038-02-08
Fixed
3.38000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBA0
1138000.00000000
PA
USD
1044970.50000000
0.047835468848
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.15000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
153787.48000000
0.007039908024
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
42716630.00000000
NOK
4006439.88000000
USD
2024-07-17
153787.48000000
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD EUR
000000000
1.00000000
NC
N/A
-237691.15000000
-0.01088075462
N/A
DFE
JP
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
8092443.71000000
EUR
1313760653.00000000
JPY
2024-07-17
-237691.15000000
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FAEP1
4755.47000000
PA
USD
724.26000000
0.000033154349
Long
ABS-MBS
USGSE
US
N
2
2031-12-25
Fixed
8.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598S8
1116000.00000000
PA
USD
1148966.64000000
0.052596085645
Long
DBT
CORP
CA
N
2
2082-10-27
Fixed
8.63000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAA7
100000.00000000
PA
USD
95415.34000000
0.004367814712
Long
DBT
CORP
GB
Y
2
2027-04-27
Fixed
3.85000000
N
N
N
N
N
N
CAMB Commercial Mortgage Trust
N/A
CAMB Commercial Mortgage Trust 2021-CX2
12477BAA2
13042000.00000000
PA
USD
10414446.52000000
0.476740665960
Long
ABS-MBS
CORP
US
Y
2
2046-11-10
Fixed
2.70000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
1922000.00000000
PA
USD
1867384.18000000
0.085482985184
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2024-1
14318WAH0
120000.00000000
PA
USD
118552.48000000
0.005426960343
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
6.00000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AT2
170000.00000000
PA
USD
136379.64000000
0.006243031760
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.35000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAC7
470000.00000000
PA
USD
466541.75000000
0.021356816626
Long
DBT
CORP
FR
Y
2
2028-07-12
Fixed
5.30000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
247720000.00000000
PA
13598986.76000000
0.622518920414
Long
DBT
NUSS
MX
N
2
2029-03-01
Fixed
8.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SA7
2060000.00000000
PA
USD
1509513.29000000
0.069100779361
Long
DBT
UST
US
N
2
2048-02-15
Fixed
3.00000000
N
N
N
N
N
N
BLACKROCK FUNDING INC
N/A
BlackRock Funding Inc
09290DAB7
360000.00000000
PA
USD
349572.51000000
0.016002332039
Long
DBT
CORP
US
N
2
2034-03-14
Fixed
5.00000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
303000.00000000
PA
USD
286631.36000000
0.013121083793
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
LAMAR FUNDING LTD
549300TSXHL7X0727895
Lamar Funding Ltd
513063AA5
510000.00000000
PA
USD
495942.36000000
0.022702684250
Long
DBT
CORP
KY
Y
2
2025-05-07
Fixed
3.96000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AC9
200000.00000000
PA
USD
196966.16000000
0.009016492437
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.02000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BM0
3698000.00000000
PA
USD
3343984.28000000
0.153077102037
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.13000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
3103000.00000000
PA
USD
2013648.90000000
0.092178524874
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
4419000.00000000
PA
USD
4188505.23000000
0.191736619789
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAD2
3948000.00000000
PA
USD
4120251.24000000
0.188612166408
Long
DBT
CORP
NO
Y
2
2028-01-15
Fixed
7.50000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
4360000.00000000
PA
USD
4036234.25000000
0.184766132373
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
170000.00000000
PA
USD
121474.29000000
0.005560711632
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.84000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677AAB0
2141000.00000000
PA
USD
2056538.13000000
0.094141859174
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.85000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAR4
115000.00000000
PA
USD
111385.37000000
0.005098872548
Long
DBT
CORP
FR
Y
2
2026-05-12
Fixed
4.38000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AH4
360000.00000000
PA
USD
293298.84000000
0.013426300095
Long
DBT
CORP
JP
Y
2
2051-01-21
Fixed
2.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBL9
170000.00000000
PA
USD
143477.73000000
0.006567960036
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) JUN24
000000000
4227.00000000
NC
USD
-7010993.31000000
-0.32094126300
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Note Futures
TUM4 Comdty
2024-06-28
863638962.06000000
USD
-7010993.31000000
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
2169000.00000000
PA
USD
2138232.47000000
0.097881569583
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.13000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAH6
2401000.00000000
PA
USD
2323133.58000000
0.106345761910
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.50000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAG0
140000.00000000
PA
USD
127677.70000000
0.005844684267
Long
DBT
CORP
US
N
2
2042-11-08
Fixed
5.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWAPIRS-HUF-Fixed 6.46%-BNPLDN_B-19/06/2034
000000000
917728882.00000000
OU
Notional Amount
-98168.81000000
-0.00449385992
N/A
DIR
GB
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-06-19
0.00000000
HUF
0.00000000
HUF
917728882.00000000
HUF
-98168.81000000
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
23341CAC7
3306000.00000000
PA
USD
3305775.52000000
0.151328024959
Long
DBT
CORP
NO
Y
2
2026-10-09
Fixed
5.90000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZT8
70000.00000000
PA
USD
63073.82000000
0.002887321461
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
160000.00000000
PA
USD
159231.61000000
0.007289123204
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAA4
80000.00000000
PA
USD
64896.59000000
0.002970762150
Long
DBT
CORP
US
N
2
2048-02-22
Fixed
4.26000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
300000.00000000
PA
USD
259542.62000000
0.011881046320
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
840000.00000000
PA
USD
667916.28000000
0.030575110402
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HFPP8
2834030.01000000
PA
USD
2248034.90000000
0.102907980109
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
2.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C43
360000.00000000
PA
USD
364871.16000000
0.016702656206
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AT5
4541000.00000000
PA
USD
4184767.63000000
0.191565524195
Long
DBT
CORP
CH
Y
2
2027-02-02
Fixed
1.31000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BP9
429000.00000000
PA
USD
403303.76000000
0.018461979977
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
6.25000000
N
N
N
N
N
N
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
29287TAB5
200000.00000000
PA
USD
197720.00000000
0.009051000866
Long
DBT
CORP
CL
Y
2
2034-04-17
Fixed
6.38000000
N
N
N
N
N
N
MBIA Inc
54F1KGFE2KNP3VAL3P42
MBIA Inc
55262CAJ9
299000.00000000
PA
USD
264241.25000000
0.012096134850
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.70000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-2861.23000000
-0.00013097812
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
135680905.40000000
ZAR
7162674.79000000
USD
2024-07-17
-2861.23000000
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
American Airlines 2016-1 Class AA Pass Through Trust
02376UAA3
1722356.17000000
PA
USD
1610903.70000000
0.073742114020
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.58000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
08205QAA6
200000.00000000
PA
USD
188704.00000000
0.008638276691
Long
DBT
NUSS
BJ
Y
2
2038-02-13
Fixed
7.96000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2024-BIO
05612AAJ5
15622000.00000000
PA
USD
15563417.50000000
0.712444392442
Long
ABS-MBS
CORP
US
Y
2
2041-02-15
Floating
7.96000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAK5
1435000.00000000
PA
USD
1371726.55000000
0.062793334980
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.63000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
3585000.00000000
PA
3813020.65000000
0.174548114535
Long
DBT
NUSS
GR
Y
2
2054-06-15
Fixed
4.13000000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc
41283LBA2
3806000.00000000
PA
USD
3524503.94000000
0.161340725338
Long
DBT
CORP
US
Y
2
2027-02-14
Fixed
3.05000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AT0
270000.00000000
PA
USD
244731.09000000
0.011203020977
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.10000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AQ4
150000.00000000
PA
USD
147860.79000000
0.006768602763
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
6.13000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAK0
278871.22000000
PA
USD
280379.13000000
0.012834876332
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Floating
8.44000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194AM7
683000.00000000
PA
USD
533306.10000000
0.024413078965
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.55000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2V5
310000.00000000
PA
USD
305251.78000000
0.013973468163
Long
DBT
CORP
FR
Y
2
2029-01-13
Fixed
5.13000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAX0
788000.00000000
PA
USD
672333.18000000
0.030777302218
Long
DBT
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JP3
2670000.00000000
PA
USD
2552580.32000000
0.116849113328
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
3.15000000
N
N
N
N
N
N
PRP Advisors, LLC
N/A
PRPM 2020-6 LLC
693587AA5
1138661.24000000
PA
USD
1126260.19000000
0.051556655650
Long
ABS-MBS
CORP
US
Y
2
2025-11-25
Variable
5.36000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAT7
2260000.00000000
PA
USD
2211410.00000000
0.101231407169
Long
DBT
NUSS
RO
Y
2
2029-01-30
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810ST6
1621000.00000000
PA
USD
982351.32000000
0.044968959378
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.38000000
N
N
N
N
N
N
KKR GROUP FIN CO II
N/A
KKR Group Finance Co II LLC
48249DAA9
30000.00000000
PA
USD
27944.30000000
0.001279202324
Long
DBT
CORP
US
Y
2
2043-02-01
Fixed
5.50000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740BS7
215000.00000000
PA
USD
198456.14000000
0.009084699044
Long
DBT
CORP
US
Y
2
2026-03-09
Fixed
2.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-425.27000000
-0.00001946752
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
8585328.34000000
MXN
494803.00000000
USD
2024-07-17
-425.27000000
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBJ7
290000.00000000
PA
USD
222262.38000000
0.010174473972
Long
DBT
CORP
NL
N
2
2051-06-10
Fixed
5.50000000
N
N
N
N
N
N
Harbor Park CLO Ltd
N/A
Harbor Park CLO 18-1 Ltd
41154XAS4
200000.00000000
PA
USD
200106.60000000
0.009160251921
Long
ABS-CBDO
CORP
KY
Y
2
2031-01-20
Floating
1.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
689.51000000
0.000031563603
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
167089.63000000
EUR
179084.83000000
USD
2024-05-14
689.51000000
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017CX5
320000.00000000
PA
USD
269315.80000000
0.012328431818
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.63000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortgage Loan Trust
N/A
MF1 2022-FL9 LLC
55285AAA5
2220000.00000000
PA
USD
2223012.54000000
0.101762535024
Long
ABS-CBDO
CORP
US
Y
2
2037-06-19
Floating
7.47000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBZ9
3878000.00000000
PA
USD
3906790.50000000
0.178840603882
Long
DBT
CORP
IT
Y
2
2033-06-20
Fixed
6.63000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
420000.00000000
PA
USD
398245.05000000
0.018230408115
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc
30036FAC5
190000.00000000
PA
USD
192488.85000000
0.008811535242
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.90000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RAM4
50000.00000000
PA
USD
51183.83000000
0.002343035047
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
6.70000000
N
N
N
N
N
N
NUVEEN LLC
N/A
Nuveen LLC
67080LAC9
210000.00000000
PA
USD
208394.30000000
0.009539636808
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.55000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M3E2
1195000.00000000
PA
USD
1159995.96000000
0.053100973289
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.15000000
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAX4
1707000.00000000
PA
USD
1902596.58000000
0.087094898308
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132ADUS5
214934.04000000
PA
USD
182005.76000000
0.008331652293
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31392MTP7
7130.64000000
PA
USD
566.15000000
0.000025916569
Long
ABS-MBS
USGSE
US
N
2
2032-03-15
Floating
2.56000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-125172.83000000
-0.00573001918
N/A
DFE
MX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
4056621.55000000
USD
68156000.00000000
MXN
2024-07-17
-125172.83000000
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
100000.00000000
PA
USD
84815.36000000
0.003882580906
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.25000000
N
N
N
N
N
N
CRSO TR 2023 BRND
N/A
CRSO TR 2023 BRND
228925AA1
290000.00000000
PA
USD
297473.79000000
0.013617416199
Long
ABS-MBS
CORP
US
N
2
2040-07-12
Variable
7.12000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795HT0
270000.00000000
PA
USD
283896.05000000
0.012995869889
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828P46
5860000.00000000
PA
USD
5514580.48000000
0.252440181576
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.63000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
-253239.15000000
-0.01159249325
N/A
DFE
KR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
8657281.48000000
USD
11603873806.00000000
KRW
2024-07-17
-253239.15000000
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEK4
100000.00000000
PA
USD
86995.48000000
0.003982379955
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.75000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAF2
540000.00000000
PA
USD
543015.90000000
0.024857563125
Long
DBT
CORP
US
Y
2
2029-05-03
Fixed
8.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396V4Q8
74330.67000000
PA
USD
72350.21000000
0.003311965473
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Floating
5.49000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
27415.99000000
0.001255017950
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1600000.00000000
EUR
1740432.48000000
USD
2024-07-17
27415.99000000
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D67
580000.00000000
PA
USD
603505.68000000
0.027626595349
Long
DBT
CORP
US
N
2
2033-11-07
Fixed
7.12000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393APX9
12713.24000000
PA
USD
1962.70000000
0.000089846244
Long
ABS-MBS
USGSE
US
N
2
2033-04-25
Fixed
7.00000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2021-2 Ltd
078777AC3
3851000.00000000
PA
USD
3859061.68000000
0.176655728345
Long
ABS-MBS
CORP
US
Y
2
2031-09-25
Floating
6.73000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
411000.00000000
PA
USD
336345.71000000
0.015396850660
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.63000000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
Transocean Inc
893830AF6
1078000.00000000
PA
USD
973115.93000000
0.044546192218
Long
DBT
CORP
KY
N
2
2031-04-15
Fixed
7.50000000
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AF4
230000.00000000
PA
USD
204360.73000000
0.009354992637
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
1.70000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CH1
560000.00000000
PA
USD
535470.17000000
0.024512143296
Long
DBT
NUSS
BR
N
2
2034-03-15
Fixed
6.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7VH6
1654426.76000000
PA
USD
1574845.03000000
0.072091461312
Long
ABS-MBS
USGSE
US
N
2
2039-04-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KKT82
631585.84000000
PA
USD
508876.32000000
0.023294760333
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664AH3
199000.00000000
PA
USD
197343.52000000
0.009033766793
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.95000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55616XAJ6
449000.00000000
PA
USD
355099.93000000
0.016255359973
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.30000000
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
Full House Resorts Inc
359678AC3
80000.00000000
PA
USD
76354.55000000
0.003495271587
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
8.25000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AB4
965000.00000000
PA
USD
942467.25000000
0.043143191867
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.00000000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AQ8
456000.00000000
PA
USD
385138.69000000
0.017630440101
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
Ballyrock Ltd
N/A
Ballyrock CLO 2018-1 Ltd
05875HAC7
250000.00000000
PA
USD
250018.75000000
0.011445073451
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-20
Floating
7.19000000
N
N
N
N
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
-61212.87000000
-0.00280213301
N/A
DFE
MX
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
1468101.84000000
USD
24397650.41000000
MXN
2024-07-19
-61212.87000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAG6
640000.00000000
PA
USD
646454.50000000
0.029592657492
Long
DBT
CORP
FR
Y
2
2034-12-05
Fixed
5.89000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-20389.79000000
-0.00093338057
N/A
DFE
BR
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
3060000.00000000
USD
15783480.00000000
BRL
2024-05-03
-20389.79000000
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CH6
370000.00000000
PA
USD
375171.95000000
0.017174194034
Long
DBT
CORP
US
N
2
2034-08-24
Fixed
6.14000000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AW0
2151000.00000000
PA
USD
1983803.29000000
0.090812286547
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.90000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAS6
309000.00000000
PA
USD
299412.12000000
0.013706146861
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
3.60000000
N
N
N
N
N
N
NBK TIER 1 FINANCING 2
549300HMWSJFNREWT164
NBK Tier 1 Financing 2 Ltd
62878WAA6
4292000.00000000
PA
USD
4120234.16000000
0.188611384539
Long
DBT
CORP
AE
Y
2
2025-08-27
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CJZ5
1000000.00000000
PA
USD
946875.00000000
0.043344964824
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
130000.00000000
PA
USD
115791.87000000
0.005300588284
Long
DBT
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y1U65
972103.19000000
PA
USD
911420.07000000
0.041721949438
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
726503AE5
620000.00000000
PA
USD
612992.33000000
0.028060864403
Long
DBT
CORP
US
N
2
2024-05-31
Variable
9.68000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBR5
3561000.00000000
PA
USD
3520147.99000000
0.161141323622
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAB5
80000.00000000
PA
USD
75232.08000000
0.003443888434
Long
DBT
CORP
GB
Y
2
2029-04-27
Fixed
4.05000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BG9
230000.00000000
PA
USD
207738.42000000
0.009509612681
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CV4
20000.00000000
PA
USD
19722.48000000
0.000902833216
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
1644437.27000000
PA
USD
1401575.43000000
0.064159722997
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
913366KV1
380000.00000000
PA
USD
354646.74000000
0.016234614358
Long
DBT
MUN
US
N
2
2032-05-15
Fixed
4.13000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGW8
90000.00000000
PA
USD
85471.81000000
0.003912631126
Long
DBT
CORP
US
N
2
2054-02-23
Fixed
5.50000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAF2
280000.00000000
PA
USD
280582.44000000
0.012844183226
Long
DBT
CORP
US
Y
2
2030-04-23
Fixed
6.75000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
52998.01000000
0.002426082512
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
24279717.35000000
MXN
1453527.14000000
USD
2024-07-17
52998.01000000
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AC5
340000.00000000
PA
USD
282739.19000000
0.012942912470
Long
DBT
CORP
US
N
2
2031-10-25
Fixed
2.50000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAC9
1733000.00000000
PA
USD
1705210.60000000
0.078059187829
Long
DBT
CORP
US
Y
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884UAC3
1449000.00000000
PA
USD
1389830.16000000
0.063622061410
Long
DBT
US
N
2
2026-12-15
Fixed
4.75000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBQ4
230000.00000000
PA
USD
224376.34000000
0.010271244424
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.50000000
N
N
N
N
N
N
Delhaize America LLC
9VB3APGHFWSQ4ECW4316
Delhaize America LLC
246688AF2
809000.00000000
PA
USD
930341.07000000
0.042588093417
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
9.00000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAJ0
1971000.00000000
PA
USD
1862473.90000000
0.085258207981
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.45000000
N
N
N
N
N
N
Dryden Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund
26244KAQ9
490000.00000000
PA
USD
488775.00000000
0.022374585011
Long
ABS-CBDO
CORP
KY
Y
2
2031-04-15
Floating
6.89000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAD2
870000.00000000
PA
USD
858277.79000000
0.039289262698
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
SURA ASSET MANAGEMENT
549300013ETMS1C0EA22
SURA Asset Management SA
78486LAA0
2185000.00000000
PA
USD
2083735.30000000
0.095386860232
Long
DBT
CORP
CO
Y
2
2027-04-11
Fixed
4.38000000
N
N
N
N
N
N
Barclays Mortgage Loan Trust
N/A
Barclays Mortgage Trust 2022-RPL1
06745CAA8
1694984.83000000
PA
USD
1603791.60000000
0.073416544410
Long
ABS-MBS
CORP
US
Y
2
2028-02-25
Variable
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X6FL0
5741708.88000000
PA
USD
4841200.04000000
0.221614939083
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAT8
950000.00000000
PA
USD
938103.07000000
0.042943413408
Long
DBT
CORP
BM
Y
2
2025-08-11
Fixed
5.25000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAF0
200000.00000000
PA
USD
140286.71000000
0.006421885159
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6P77
480872.92000000
PA
USD
486875.95000000
0.022287652464
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
LEHMAN BRTH HLDH PROD
N/A
LEHMAN BRTH HLDH PROD
525ESCKW8
681267.20000000
PA
USD
204.38000000
0.000009355874
Long
DBT
CORP
US
N
2
2018-05-02
None
0.00000000
Y
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
2282184.39000000
0.104471236550
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
987825946.54000000
MXN
59263037.86000000
USD
2024-07-17
2282184.39000000
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAM2
100000.00000000
PA
USD
101882.50000000
0.004663860994
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
610000.00000000
PA
USD
596236.20000000
0.027293821377
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.10000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAB2
290000.00000000
PA
USD
191489.64000000
0.008765794545
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YHU65
1237213.40000000
PA
USD
1096993.84000000
0.050216934028
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
AMER AIRLINE 21-1A EETC
N/A
American Airlines 2021-1 Class A Pass Through Trust
02379KAA2
2582139.09000000
PA
USD
2155700.63000000
0.098681207108
Long
DBT
CORP
US
N
2
2034-07-11
Fixed
2.88000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDV8
130000.00000000
PA
USD
125720.27000000
0.005755079266
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.35000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AH8
692000.00000000
PA
USD
510119.81000000
0.023351683401
Long
DBT
CORP
US
N
2
2050-04-03
Fixed
4.13000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co/The
668138AE0
310000.00000000
PA
USD
209562.95000000
0.009593133936
Long
DBT
CORP
US
Y
2
2051-03-30
Fixed
3.45000000
N
N
N
N
N
N
Conseco Financial Corp
N/A
CNO Financial Group, Inc.
393505MR0
241045.18000000
PA
USD
240404.80000000
0.011004977003
Long
ABS-O
CORP
US
N
2
2027-06-15
Variable
7.75000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAL8
20000.00000000
PA
USD
16860.19000000
0.000771806566
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.70000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
10000.00000000
PA
USD
6764.18000000
0.000309642924
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.68000000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
106926036.00000000
PA
4237557.56000000
0.193982081459
Long
DBT
NUSS
ZA
N
2
2040-01-31
Fixed
9.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NR0
401567.11000000
PA
USD
377289.38000000
0.017271123331
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
TELECOM ITALIA CAPITAL
549300777DJZOR5C4L39
Telecom Italia Capital SA
87927VAM0
1221000.00000000
PA
USD
1028113.33000000
0.047063800527
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
6.00000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2023-1
432917AC6
103153.07000000
PA
USD
103963.75000000
0.004759134085
Long
ABS-O
CORP
US
Y
2
2038-01-25
Fixed
6.94000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HS9
1273000.00000000
PA
USD
1194008.81000000
0.054657974780
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.30000000
N
N
N
N
N
N
WEA FINANCE LLC/WESTFIEL
N/A
WEA Finance LLC / Westfield UK & Europe Finance PLC
92890HAC6
1195000.00000000
PA
USD
1182187.68000000
0.054116840560
Long
DBT
US
Y
2
2024-09-17
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SS8
586000.00000000
PA
USD
306230.78000000
0.014018283709
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.63000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
4312000.00000000
PA
3003206.34000000
0.137477357802
Long
DBT
NUSS
RO
Y
2
2040-12-02
Fixed
2.63000000
N
N
N
N
N
N
RESORTS WORLD/RWLV CAP
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
76120HAA5
600000.00000000
PA
USD
532515.48000000
0.024376886864
Long
DBT
CORP
US
Y
2
2029-04-16
Fixed
4.63000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
30000.00000000
PA
USD
25638.07000000
0.001173630354
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140L57D2
520280.12000000
PA
USD
393235.45000000
0.018001084354
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109DE8
600000.00000000
PA
USD
583862.23000000
0.026727379878
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
642000.00000000
PA
USD
660170.53000000
0.030220534285
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.13000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
435000000.00000000
PA
22419675.15000000
1.026302342721
Long
DBT
NUSS
MX
N
2
2027-03-04
Fixed
5.50000000
N
N
N
N
N
N
2024-05-28
RUSSELL INVESTMENT CO
Kari Seabrands
Kari Seabrands
Treasurer, Principal Accounting Officer and Principal Financial Officer