0001752724-23-036135.txt : 20230223
0001752724-23-036135.hdr.sgml : 20230223
20230223114827
ACCESSION NUMBER: 0001752724-23-036135
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221230
FILED AS OF DATE: 20230223
DATE AS OF CHANGE: 20230223
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRUDENTIAL SERIES FUND
CENTRAL INDEX KEY: 0000711175
IRS NUMBER: 860446842
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03623
FILM NUMBER: 23657821
BUSINESS ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
BUSINESS PHONE: (973) 367-8982
MAIL ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000711175
S000002226
PSF PGIM 50/50 BALANCED PORTFOLIO
C000005724
Class I
C000226565
Class III
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000711175
XXXXXXXX
S000002226
C000005724
C000226565
Prudential Series Fund
811-03623
0000711175
5493007AGJZME68YC130
655 Broad Street
Newark
07102-4077
1-888-778-2888
PSF PGIM 50/50 Balanced Portfolio
S000002226
896KMYUYTUBKV7S4AA52
2022-12-31
2022-12-30
N
2505808759.91
167092890.07
2338715869.84
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
111972368.09000000
0.00000000
1256020.77000000
USD
N
N/A
N/A
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225AMB3
272.96000000
PA
USD
280.57000000
0.000011996754
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
49.00000000
NS
1191.83000000
0.000050960871
Long
EC
CORP
SE
N
2
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-A1
161630AE8
75589.81000000
PA
USD
72134.40000000
0.003084359281
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
3.49181200
N
N
N
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
2036.00000000
NS
205851.96000000
0.008801922570
Long
EC
CORP
BE
N
2
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-3
80285WAF4
796844.24000000
PA
USD
789695.75000000
0.033766211628
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.12000000
N
N
N
N
N
N
FINNVERA PLC
743700T69OBBJO7TCA15
Finnvera Oyj
31808LAA0
400000.00000000
PA
USD
379731.92000000
0.016236770139
Long
DBT
NUSS
FI
N
2
2025-06-04
Fixed
2.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292LEG6
48054.67000000
PA
USD
46200.41000000
0.001975460576
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REH3
2400000.00000000
PA
USD
2089573.92000000
0.089347062075
Long
ABS-O
CORP
US
N
2
2027-08-20
Fixed
1.38000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAM2
25000.00000000
PA
USD
24492.11000000
0.001047246068
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
23612.00000000
NS
USD
5060051.60000000
0.216360254157
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
38000.00000000
NS
USD
1899240.00000000
0.081208667734
Long
EC
CORP
US
N
1
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
000000000
13000.00000000
NS
225564.82000000
0.009644815041
Long
EC
CORP
JP
N
2
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
21800.00000000
NS
USD
653782.00000000
0.027954742533
Long
EC
CORP
US
N
1
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko Oyj
000000000
2192.00000000
NS
48434.88000000
0.002071003178
Long
EC
CORP
FI
N
2
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
9440.00000000
NS
USD
923515.20000000
0.039488131581
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXK3
3178093.08000000
PA
USD
2595468.02000000
0.110978338731
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
9400.00000000
NS
USD
1187784.00000000
0.050787871041
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJMN7
56050.71000000
PA
USD
55613.02000000
0.002377929731
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
32380.00000000
NS
USD
17167228.40000000
0.734045063848
Long
EC
CORP
US
N
1
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
29266MAE9
140000.00000000
PA
USD
145994.73000000
0.006242516753
Long
DBT
CORP
NL
N
2
2033-09-15
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RTA7
211920.24000000
PA
USD
204242.11000000
0.008733087786
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B9GC5
810304.21000000
PA
USD
91243.50000000
0.003901435876
Long
ABS-MBS
USGSE
US
N
2
2050-04-25
Floating
1.66129000
N
N
N
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
000000000
400.00000000
NS
243413.42000000
0.010407994538
Long
EC
CORP
JP
N
2
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
20600.00000000
NS
USD
610584.00000000
0.026107660527
Long
EC
CORP
US
N
1
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
10970.00000000
NS
32889.53000000
0.001406307214
Long
EC
CORP
GB
N
2
N
N
N
OZLM Ltd
5493009CITK5BZZY6417
OZLM XI Ltd
67109UAS1
741890.16000000
PA
USD
730767.00000000
0.031246506231
Long
ABS-CBDO
CORP
KY
N
2
2030-10-30
Floating
5.66471000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
11788.00000000
NS
328361.09000000
0.014040230120
Long
EC
CORP
FR
N
2
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
11000.00000000
NS
USD
351560.00000000
0.015032180887
Long
EC
CORP
US
N
1
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
2184.00000000
NS
46976.24000000
0.002008633909
Long
EC
CORP
SE
N
2
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477855
30000.00000000
NS
USD
705300.00000000
0.030157575321
Long
EP
CORP
US
N
1
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
4900.00000000
NS
USD
341726.00000000
0.014611693725
Long
EC
CORP
US
N
1
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
1916.00000000
NS
47729.74000000
0.002040852444
Long
EC
CORP
GB
N
2
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
9700.00000000
NS
USD
255886.00000000
0.010941303443
Long
EC
CORP
US
N
1
N
N
Regatta VII Funding Ltd
549300DA6HSLI0UPTQ25
Regatta VII Funding Ltd
75888ABE5
3750000.00000000
PA
USD
3668495.25000000
0.156859381565
Long
ABS-CBDO
CORP
KY
N
2
2034-06-20
Floating
5.89586000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QAR7
515000.00000000
PA
USD
535800.82000000
0.022910043366
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
5.80000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
11303.00000000
NS
USD
356609.65000000
0.015248096384
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
7380.00000000
NS
79054.23000000
0.003380240884
Long
EC
CORP
FI
N
2
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
78009PEH0
1570000.00000000
PA
USD
1476951.60000000
0.063152246027
Long
DBT
CORP
GB
N
2
2030-01-27
Fixed
5.07600000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
18773.00000000
NS
266942.08000000
0.011414044922
Long
EC
CORP
IT
N
2
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
4500.00000000
NS
27599.28000000
0.001180104020
Long
EC
CORP
HK
N
2
N
N
N
Charles River Laboratories Int
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864107
1760.00000000
NS
USD
383504.00000000
0.016398058650
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGXM6
975028.02000000
PA
USD
861243.79000000
0.036825499031
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
CONTL AIRLINES 2012-2 A
N/A
Continental Airlines 2012-2 Class A Pass Through Trust
210795QB9
223566.93000000
PA
USD
213313.41000000
0.009120963035
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
931.00000000
NS
40751.62000000
0.001742478448
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390GBM8
8771.19000000
PA
USD
9232.30000000
0.000394759368
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
7.00000000
N
N
N
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343E102
3100.00000000
NS
USD
636864.00000000
0.027231354103
Long
EC
CORP
US
N
1
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
2340.00000000
NS
42287.51000000
0.001808150812
Long
EC
CORP
SE
N
2
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAN0
480000.00000000
PA
USD
418273.20000000
0.017884737748
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGJS9
113649.04000000
PA
USD
99851.82000000
0.004269514791
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS3
36251PAC8
3900821.37000000
PA
USD
3541801.86000000
0.151442161302
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
2.59200000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
207000.00000000
PA
USD
203222.25000000
0.008689480095
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGKP3
481983.94000000
PA
USD
425971.61000000
0.018213910269
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUG5
1576362.78000000
PA
USD
1289113.51000000
0.055120569652
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WR26
455344.07000000
PA
USD
394600.30000000
0.016872519876
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
2.50000000
N
N
N
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAA2
3641110.25000000
PA
USD
3619504.27000000
0.154764600380
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
5.47768000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
46301.00000000
NS
USD
1992332.03000000
0.085189143995
Long
EC
CORP
US
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
800000.00000000
PA
USD
707396.24000000
0.030247207415
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
34898.00000000
NS
USD
1030537.94000000
0.044064264209
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403J7D2
18251.11000000
PA
USD
18730.98000000
0.000800908748
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204DJE0
2361.75000000
PA
USD
2427.57000000
0.000103799269
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297B4V1
87998.92000000
PA
USD
90726.03000000
0.003879309631
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.50000000
N
N
N
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
1759.00000000
NS
USD
115460.76000000
0.004936929769
Long
EC
RF
US
N
1
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
7700.00000000
NS
USD
839762.00000000
0.035906969753
Long
EC
CORP
US
N
1
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
17964.00000000
NS
255274.98000000
0.010915177140
Long
EC
CORP
NL
N
2
N
N
N
Mazda Motor Corp
52990044YZJLICDQKK92
Mazda Motor Corp
000000000
8900.00000000
NS
66714.87000000
0.002852628267
Long
EC
CORP
JP
N
2
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 2 Year Euro SCHATZ
000000000
-14.00000000
NC
19396.16000000
0.000829350852
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
Bundesschatzanweisungen
2023-03-08
-1566682.71000000
USD
19396.16000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401JRG5
2732.62000000
PA
USD
2777.07000000
0.000118743368
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
6.00000000
N
N
N
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
000000000
3139.00000000
NS
28263.31000000
0.001208496951
Long
EC
CORP
IL
N
2
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AR2
6000000.00000000
PA
USD
5300510.40000000
0.226641913554
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
4.55000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063A5E0
350000.00000000
PA
USD
424636.72000000
0.018156832365
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
22200.00000000
NS
USD
729492.00000000
0.031191989134
Long
EC
CORP
US
N
1
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
1046.00000000
NS
37397.10000000
0.001599044179
Long
EC
CORP
NL
N
2
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
45448.00000000
NS
USD
725350.08000000
0.031014886816
Long
EC
CORP
US
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
26100.00000000
NS
USD
762642.00000000
0.032609433656
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
65.00000000
NS
10196.93000000
0.000436005507
Long
EC
CORP
DE
N
2
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
1420.00000000
NS
USD
396023.80000000
0.016933386612
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
598.00000000
NS
435160.58000000
0.018606816912
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383R3S4
741439.76000000
PA
USD
10943.43000000
0.000467924733
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Floating
0.01000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMMQ5
1867835.24000000
PA
USD
1585583.00000000
0.067797162556
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
1000000.00000000
PA
USD
906255.91000000
0.038750150101
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
3600.00000000
NS
181138.61000000
0.007745216609
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298SZC1
88339.41000000
PA
USD
90190.53000000
0.003856412451
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.00000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
9328.00000000
NS
USD
1388845.92000000
0.059384978650
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200NYQ8
42468.78000000
PA
USD
44794.36000000
0.001915339976
Long
ABS-MBS
USGA
US
N
2
2034-07-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6C24
4838654.90000000
PA
USD
4722359.09000000
0.201921026444
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204J4X1
101.39000000
PA
USD
104.22000000
0.000004456291
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
8150.00000000
NS
USD
1934239.50000000
0.082705194117
Long
EC
CORP
US
N
1
N
N
N
Shimano Inc
529900L32YT3P9DECR10
Shimano Inc
000000000
200.00000000
NS
31603.78000000
0.001351330463
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383YAV4
1635340.94000000
PA
USD
20965.89000000
0.000896470164
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Floating
0.01000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RBX6
474283.75000000
PA
USD
443281.24000000
0.018954044213
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205G6R7
525.23000000
PA
USD
539.87000000
0.000023084035
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Sumitomo Metal Mining Co Ltd
353800CF81IXL9974H84
Sumitomo Metal Mining Co Ltd
000000000
600.00000000
NS
21083.31000000
0.000901490868
Long
EC
CORP
JP
N
2
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CAY3
2300000.00000000
PA
USD
1939357.24000000
0.082924021041
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Fixed
2.06700000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
342.00000000
NC
USD
-530222.71000000
-0.02267153170
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-03-22
38935755.67000000
USD
-530222.71000000
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
000000000
19993.00000000
NS
345543.72000000
0.014774933734
Long
EC
CORP
GB
N
2
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
8800.00000000
NS
USD
2541264.00000000
0.108660655737
Long
EC
CORP
US
N
1
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
7015.00000000
NS
21713.22000000
0.000928424879
Long
EC
CORP
NL
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDT7
1503149.84000000
PA
USD
1367134.11000000
0.058456614060
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YTMZ4
434136.48000000
PA
USD
411872.26000000
0.017611043107
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T4N2
1332828.03000000
PA
USD
1241281.68000000
0.053075351991
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
3.50000000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
7400.00000000
NS
USD
1775704.00000000
0.075926452755
Long
EC
CORP
US
N
1
N
N
N
Computershare Ltd
N/A
Computershare Ltd
000000000
12943.00000000
NS
228004.40000000
0.009749127841
Long
EC
CORP
AU
N
2
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
4930.00000000
NS
USD
1849341.60000000
0.079075086625
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
18900.00000000
NS
USD
783783.00000000
0.033513391263
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA4
35565RBD4
155000.00000000
PA
USD
158293.36000000
0.006768387816
Long
ABS-MBS
CORP
US
N
2
2050-09-25
Floating
9.63871000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
16080.00000000
NS
USD
5411402.40000000
0.231383489964
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WQB7
1422904.65000000
PA
USD
1271466.76000000
0.054366020960
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132KEZJ7
197598.69000000
PA
USD
185507.41000000
0.007932019976
Long
ABS-MBS
USGSE
US
N
2
2030-03-01
Fixed
2.50000000
N
N
N
N
N
N
Haleon PLC
549300PSB3WWEODCUP19
Haleon PLC
000000000
12233.00000000
NS
48401.29000000
0.002069566920
Long
EC
CORP
GB
N
2
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
12300.00000000
NS
USD
539601.00000000
0.023072533391
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203UZ62
2214.42000000
PA
USD
2276.14000000
0.000097324349
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
6975.00000000
NS
USD
406851.75000000
0.017396373593
Long
EC
CORP
US
N
1
N
N
N
ABIOMED Inc
N/A
ABIOMED Inc
000000000
1460.00000000
NS
USD
0.15000000
0.000000006413
Long
EC
CORP
US
N
3
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
TRS TREASURY BOND
000000000
1.00000000
NC
USD
116051.67000000
0.004962196199
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
US TREASURY N/B
United States Treasury Note/Bond
Y
2023-01-19
0.00000000
USD
0.00000000
USD
21720428.84000000
USD
116051.67000000
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
Everest Re Group Ltd
000000000
1340.00000000
NS
USD
443901.80000000
0.018980578433
Long
EC
CORP
BM
N
1
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
5977.00000000
NS
USD
268845.46000000
0.011495430610
Long
EC
CORP
GB
N
1
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
140.00000000
NS
19335.04000000
0.000826737452
Long
EC
CORP
AU
N
2
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
SWOP CDS CDX.NA.IG.39.V1
000000000
-9270000.00000000
OU
Other
USD
-5085.01000000
-0.00021742743
N/A
DCR
CORP
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Put
Written
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CDS CDX.NA.IG.39.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.39.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-9270000.00000000
USD
115.00000000
USD
2023-02-15
XXXX
8664.37000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407KL64
43567.01000000
PA
USD
44491.92000000
0.001902408093
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
5.00000000
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
11300.00000000
NS
USD
311993.00000000
0.013340355022
Long
EC
CORP
US
N
1
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAF3
689836.16000000
PA
USD
682890.34000000
0.029199371706
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
2214.00000000
NS
5157.34000000
0.000220520160
Long
EC
CORP
LU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DGY9
24293.56000000
PA
USD
24809.24000000
0.001060806073
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.00000000
N
N
N
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
5650.00000000
NS
USD
277754.00000000
0.011876346484
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410FYT6
36444.47000000
PA
USD
38047.26000000
0.001626844051
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
5300.00000000
NS
USD
489137.00000000
0.020914768070
Long
EC
CORP
CH
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
62882.00000000
NS
USD
5463188.16000000
0.233597771770
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GUGL2
145816.39000000
PA
USD
136648.62000000
0.005842891039
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
17600.00000000
NS
USD
1078352.00000000
0.046108722051
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
1295000.00000000
PA
USD
1185242.21000000
0.050679187894
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
3.77200000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade RE 2021-3 Ltd
078777AA7
1500000.00000000
PA
USD
1421378.25000000
0.060776012525
Long
ABS-MBS
CORP
US
N
2
2031-09-25
Floating
4.92768000
N
N
N
N
N
N
Skandinaviska Enskilda Banken
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
000000000
3484.00000000
NS
40110.85000000
0.001715080079
Long
EC
CORP
SE
N
2
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
14133.00000000
NS
USD
2232166.02000000
0.095444087449
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
5600.00000000
NS
USD
927976.00000000
0.039678868731
Long
EC
CORP
US
N
1
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236101
8500.00000000
NS
USD
484245.00000000
0.020705593451
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
8250.00000000
NS
USD
1884217.50000000
0.080566328056
Long
EC
CORP
US
N
1
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy Inc
29786A106
4400.00000000
NS
USD
527032.00000000
0.022535101711
Long
EC
CORP
US
N
1
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
80000.00000000
PA
USD
66238.43000000
0.002832256404
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
Venture Corp Ltd
254900B1NLZC3J1MAE72
Venture Corp Ltd
000000000
2000.00000000
NS
25492.37000000
0.001090015693
Long
EC
CORP
SG
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205BEG3
227.33000000
PA
USD
233.67000000
0.000009991380
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
JEFFERSON MILL CLO LTD
549300RV1TCF15DHXS87
Jefferson Mill CLO Ltd
47421MAW3
4236701.86000000
PA
USD
4128394.81000000
0.176524000338
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
5.41757000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
18437.00000000
NS
USD
4842293.68000000
0.207049250507
Long
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
1826.00000000
NS
USD
258305.96000000
0.011044777321
Long
EC
CORP
US
N
1
N
N
COMMONBOND STUDENT LOAN TRUST
549300O1CSZVJJTIR319
Commonbond Student Loan Trust 2018-C-GS
20267XAA1
102331.78000000
PA
USD
98046.73000000
0.004192331837
Long
ABS-O
CORP
US
N
2
2046-02-25
Fixed
3.87000000
N
N
N
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
12143.00000000
NS
USD
1201792.71000000
0.051386862572
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACB9
965000.00000000
PA
USD
786404.24000000
0.033625471573
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
13360.00000000
NS
USD
1512886.40000000
0.064688764441
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communit
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
4000.00000000
NS
USD
627960.00000000
0.026850632353
Long
EC
CORP
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796YL7
1230000.00000000
PA
USD
1219565.42000000
0.052146797126
Long
DBT
UST
US
N
2
2023-03-16
None
0.00000000
N
N
N
N
N
N
Mizrahi Tefahot Bank Ltd
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
000000000
340.00000000
NS
10973.59000000
0.000469214330
Long
EC
CORP
IL
N
2
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar Inc
336433107
3400.00000000
NS
USD
509286.00000000
0.021776309237
Long
EC
CORP
US
N
1
N
N
N
USS Co Ltd
5299000RRQD6UZXG4W72
USS Co Ltd
000000000
500.00000000
NS
7933.54000000
0.000339226329
Long
EC
CORP
JP
N
2
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
3000.00000000
NS
USD
724770.00000000
0.030990083461
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
4900.00000000
NS
USD
850199.00000000
0.036353240295
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409G6N1
88134.48000000
PA
USD
90268.97000000
0.003859766428
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
5.50000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
14040.00000000
NS
USD
7850185.20000000
0.335662202546
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201LGQ1
18925.43000000
PA
USD
19521.87000000
0.000834726024
Long
ABS-MBS
USGA
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
HPS Loan Management 6-2015, Lt
549300OYG05TXUTUVD98
HPS Loan Management 6-2015 Ltd
40436KAC9
248303.03000000
PA
USD
245498.55000000
0.010497151585
Long
ABS-CBDO
CORP
KY
N
2
2031-02-05
Floating
5.53157000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAD5
670000.00000000
PA
USD
568817.97000000
0.024321807421
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
4.15000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIII Ltd
55819JAN3
6000000.00000000
PA
USD
5884286.40000000
0.251603304013
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
5.15361000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EN1
2290000.00000000
PA
USD
1846544.61000000
0.078955491507
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.05000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
2190.00000000
NS
USD
1848425.70000000
0.079035924108
Long
EC
CORP
US
N
1
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp
989207105
1770.00000000
NS
USD
453845.70000000
0.019405764755
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAF1
1700000.00000000
PA
USD
1589399.87000000
0.067960366220
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
10813.00000000
NS
USD
1013826.88000000
0.043349724225
Long
EC
CORP
US
N
1
N
N
N
Home Re Ltd
254900GFKVQN72ENGJ20
Home RE 2019-1 Ltd
43731AAA1
115865.65000000
PA
USD
114092.26000000
0.004878414751
Long
ABS-MBS
CORP
BM
N
2
2029-05-25
Floating
6.03871000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AJ5
1000000.00000000
PA
USD
976847.10000000
0.041768524026
Long
DBT
NUSS
JP
N
2
2023-10-25
Fixed
2.12500000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
325000.00000000
PA
USD
279211.18000000
0.011938653326
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
Benefit Street Partners CLO Lt
549300PVYNJC7QL0GC48
Benefit Street Partners CLO II Ltd
08179XAW5
534531.45000000
PA
USD
529728.85000000
0.022650414991
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
4.94914000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403QQH6
18804.96000000
PA
USD
19266.42000000
0.000823803363
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8H7
1165000.00000000
PA
USD
1122747.41000000
0.048007003521
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.75000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAJ0
1845000.00000000
PA
USD
1628240.16000000
0.069621119050
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C5
90276TAF1
5000000.00000000
PA
USD
4606020.00000000
0.196946540595
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.21200000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
SWOP CDS CDX.NA.IG.39.V1
000000000
-12950000.00000000
OU
Other
USD
-17746.75000000
-0.00075882454
N/A
DCR
CORP
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Put
Written
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CDS CDX.NA.IG.39.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.39.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-12950000.00000000
USD
110.00000000
USD
2023-03-15
XXXX
-6091.75000000
N
N
N
Lumen Technologies Inc
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
550241103
33779.00000000
NS
USD
176326.38000000
0.007539452837
Long
EC
CORP
US
N
1
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
4419.00000000
NS
510436.19000000
0.021825489645
Long
EC
CORP
CH
N
2
N
N
N
TEACHERS INSURANCE AND ANNUITY
549300SWQCCOXV4X1761
TIAA CLO I Ltd
87271LAJ1
1750000.00000000
PA
USD
1719984.88000000
0.073543986346
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
5.44257000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
1475000.00000000
PA
USD
1415477.27000000
0.060523695428
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
20000.00000000
NS
USD
946400.00000000
0.040466651473
Long
EC
CORP
US
N
1
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GE7
690000.00000000
PA
USD
496681.43000000
0.021237356636
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.60000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
2349.00000000
NS
21962.26000000
0.000939073458
Long
EC
CORP
DE
N
2
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
1566.00000000
NS
21685.93000000
0.000927257999
Long
EC
CORP
NL
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AUUC1
2268769.94000000
PA
USD
2011803.61000000
0.086021719694
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
3.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2018-RPL9 Trust
12654PAE8
516042.45000000
PA
USD
482089.95000000
0.020613446730
Long
ABS-MBS
CORP
US
N
2
2057-09-25
Variable
3.85000000
N
N
N
N
N
N
ICL Group Ltd
529900FQVQD88SHIGM04
ICL Group Ltd
000000000
1494.00000000
NS
10794.84000000
0.000461571246
Long
EC
CORP
IL
N
2
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
2208.00000000
NS
19882.38000000
0.000850140893
Long
EC
CORP
GB
N
2
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
Schlumberger Ltd
806857108
48824.00000000
NS
USD
2610131.04000000
0.111605307581
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
45619.00000000
NS
USD
3878527.38000000
0.165840041965
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VXY3
6227.40000000
PA
USD
6551.50000000
0.000280132361
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063A7D0
1250000.00000000
PA
USD
1516790.96000000
0.064855717599
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
Mitsubishi Chemical Group Corp
353800YNKX4RQUGAR072
Mitsubishi Chemical Group Corp
000000000
2800.00000000
NS
14495.66000000
0.000619812786
Long
EC
CORP
JP
N
2
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
8956.00000000
NS
206710.08000000
0.008838614500
Long
EC
CORP
FR
N
2
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
928856301
13266.00000000
NS
239631.69000000
0.010246293407
Long
EC
CORP
SE
N
2
N
N
N
OHIO ST UNIV
JFC10ZULKO4X2E3HBY86
Ohio State University/The
677632MV0
415000.00000000
PA
USD
419611.92000000
0.017941979417
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
4.91000000
N
N
N
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
2146.00000000
NS
151044.15000000
0.006458422416
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402VTU4
50634.84000000
PA
USD
49576.47000000
0.002119815863
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
4.50000000
N
N
N
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
000000000
22800.00000000
NS
261195.63000000
0.011168335297
Long
EC
CORP
JP
N
2
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
Brown-Forman Corp
115637209
6375.00000000
NS
USD
418710.00000000
0.017903414664
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403VM89
179696.95000000
PA
USD
184791.43000000
0.007901405740
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-B Trust
83404RAB4
545834.46000000
PA
USD
528665.78000000
0.022604959705
Long
ABS-O
CORP
US
N
2
2047-08-25
Fixed
3.34000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205FVG5
405.22000000
PA
USD
416.51000000
0.000017809345
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Long Bond
000000000
-412.00000000
NC
USD
295718.26000000
0.012644471430
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-03-22
-51937343.26000000
USD
295718.26000000
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
10819.00000000
NS
USD
1671968.26000000
0.071490867341
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
7828.00000000
NS
USD
207442.00000000
0.008869910307
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
53250.00000000
NS
USD
4352655.00000000
0.186113031349
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
8000.00000000
NS
USD
1984880.00000000
0.084870506314
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
19455.00000000
NS
USD
1995888.45000000
0.085341211206
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNW24
1500000.10000000
PA
USD
1316275.00000000
0.056281954425
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W2V9
971123.66000000
PA
USD
865544.76000000
0.037009402089
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
3.00000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
29115.00000000
NS
USD
1785331.80000000
0.076338123113
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AC2
980000.00000000
PA
USD
808992.65000000
0.034591318271
Long
DBT
CORP
CH
N
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
11000.00000000
NS
USD
1262800.00000000
0.053995443238
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390REE9
29065.26000000
PA
USD
29840.85000000
0.001275950207
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.00000000
N
N
N
N
N
N
Kajima Corp
N/A
Kajima Corp
000000000
1000.00000000
NS
11637.31000000
0.000497594006
Long
EC
CORP
JP
N
2
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AW9
701000.00000000
PA
USD
687995.90000000
0.029417677832
Long
DBT
CORP
US
N
2
2037-10-09
Fixed
6.30000000
N
N
N
N
N
N
REGL TRANSPRTN DIST CO SALES T
N/A
Regional Transportation District Sales Tax Revenue
759136QP2
565000.00000000
PA
USD
608422.18000000
0.026015224330
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
5.84400000
N
N
N
N
N
N
IFF
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
8800.00000000
NS
USD
922592.00000000
0.039448656927
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SSN8
239839.10000000
PA
USD
211452.03000000
0.009041373205
Long
ABS-MBS
USGA
US
N
2
2046-12-20
Fixed
2.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAF0
795000.00000000
PA
USD
767890.00000000
0.032833830304
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
14501.00000000
NS
USD
1135573.31000000
0.048555419862
Long
EC
CORP
US
N
1
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081ER4
380000.00000000
PA
USD
401884.63000000
0.017183986955
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042616
32000000.00000000
PA
USD
30792201.28000000
1.316628568570
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
4.50000000
N
N
N
N
N
N
Mountain View CLO Ltd
549300URXZ1TS31FK720
Mountain View CLO IX Ltd
62432BAN3
2500000.00000000
PA
USD
2450087.25000000
0.104762073990
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
5.19914000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
46585.00000000
NS
USD
2031571.85000000
0.086866980132
Long
EC
CORP
US
N
1
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
928856202
442.00000000
NS
8391.94000000
0.000358826829
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DCX8
14556.68000000
PA
USD
12875.81000000
0.000550550418
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.00000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
87833.00000000
NS
USD
9745071.35000000
0.416684706153
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
246936.00000000
NS
USD
4546091.76000000
0.194384098497
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9A85
28236.87000000
PA
USD
29345.81000000
0.001254783036
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
6.00000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AD2
45000.00000000
PA
USD
36971.63000000
0.001580851717
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024ND0
1305000.00000000
PA
USD
1502477.92000000
0.064243713371
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
6.26300000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
31500.00000000
NS
USD
5204430.00000000
0.222533659052
Long
EC
CORP
US
N
1
N
N
N
OZLM Ltd
N/A
OZLM VI Ltd
67108LAW3
2955608.48000000
PA
USD
2888368.39000000
0.123502321391
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
5.15914000
N
N
N
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
800.00000000
NS
12890.48000000
0.000551177685
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402YBF0
1948.96000000
PA
USD
1987.46000000
0.000084980823
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-3
03066JAE3
900000.00000000
PA
USD
810362.61000000
0.034649895716
Long
ABS-O
CORP
US
N
2
2027-08-18
Fixed
1.41000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205B6H0
2027.27000000
PA
USD
2083.77000000
0.000089098895
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030617
11000000.00000000
PA
USD
9791999.36000000
0.418691277819
Long
ABS-MBS
USGA
US
N
2
2053-01-15
Fixed
3.00000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
29450.00000000
NS
USD
10240648.50000000
0.437874845425
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
22600.00000000
NS
USD
5998492.00000000
0.256486565014
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203DK25
1890.01000000
PA
USD
1942.69000000
0.000083066524
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
SWOP CDS CDX.NA.IG.39.V1
000000000
-10800000.00000000
OU
Other
USD
-869.00000000
-0.00003715714
N/A
DCR
CORP
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Put
Written
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CDS CDX.NA.IG.39.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.39.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-10800000.00000000
USD
130.00000000
USD
2023-01-18
XXXX
24511.00000000
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EC0
530000.00000000
PA
USD
566205.88000000
0.024210118351
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6C1
2441031.68000000
PA
USD
2072203.02000000
0.088604308318
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2015-C27
46644ABE1
3978110.21000000
PA
USD
3742187.19000000
0.160010338932
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
2.92020000
N
N
N
N
N
N
NOVA CHEMICALS CORP
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp
66977WAQ2
875000.00000000
PA
USD
845468.75000000
0.036150981865
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.87500000
N
N
N
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
2035.00000000
NS
73177.93000000
0.003128979066
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8GX6
10693.72000000
PA
USD
11176.25000000
0.000477879769
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
8300.00000000
NS
USD
316064.00000000
0.013514424906
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
5600.00000000
NS
USD
472080.00000000
0.020185436208
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHRP9
365591.19000000
PA
USD
332520.60000000
0.014218084560
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
2.00000000
N
N
N
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
000000000
5300.00000000
NS
194957.04000000
0.008336072051
Long
EC
CORP
JP
N
2
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075105
1200.00000000
NS
USD
481452.00000000
0.020586168940
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
1676.00000000
NS
226795.29000000
0.009697428102
Long
EC
CORP
GB
N
2
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
495000.00000000
PA
USD
460651.16000000
0.019696756067
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
1700000.00000000
PA
USD
1666521.53000000
0.071257973296
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844AW8
120000.00000000
PA
USD
120983.87000000
0.005173089709
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
5.59000000
N
N
N
N
N
N
SUMCO Corp
353800SUSRUOM0V6KU92
SUMCO Corp
000000000
13500.00000000
NS
178856.05000000
0.007647617750
Long
EC
CORP
JP
N
2
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
4300.00000000
NS
USD
184642.00000000
0.007895016337
Long
EC
CORP
US
N
1
N
N
N
OHIO ST WTR DEV AUTH WTR POLL
N/A
Ohio Water Development Authority Water Pollution Control Loan Fund
67766WQG0
275000.00000000
PA
USD
275581.72000000
0.011783463034
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
4.87900000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
1560.00000000
NS
USD
623859.60000000
0.026675305369
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
6200.00000000
NS
USD
945004.00000000
0.040406960596
Long
EC
CORP
US
N
1
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543BY8
15000.00000000
PA
USD
19799.19000000
0.000846583813
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
9.40000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AP8
400000.00000000
PA
USD
391175.64000000
0.016726086526
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55000000
N
N
N
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
110.00000000
NS
USD
507383.80000000
0.021694974004
Long
EC
CORP
US
N
1
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CR0
465000.00000000
PA
USD
368245.39000000
0.015745623260
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
434.00000000
NS
10259.24000000
0.000438669790
Long
EC
CORP
CH
N
2
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
12500.00000000
NS
USD
422875.00000000
0.018081503848
Long
EC
CORP
US
N
1
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAQ1
2700000.00000000
PA
USD
2497762.71000000
0.106800605503
Long
ABS-MBS
CORP
US
Y
2
2049-05-10
Fixed
2.94400000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJMS6
486280.22000000
PA
USD
482482.94000000
0.020630250396
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
836.00000000
NS
19909.30000000
0.000851291952
Long
EC
CORP
GB
N
2
N
N
N
Spirax-Sarco Engineering PLC
213800WFVZQMHOZP2W17
Spirax-Sarco Engineering PLC
000000000
160.00000000
NS
20436.89000000
0.000873850913
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FTK2
27510.71000000
PA
USD
26583.39000000
0.001136666079
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
990000.00000000
PA
USD
799240.32000000
0.034174323196
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd
000000000
1818.00000000
NS
105809.64000000
0.004524262282
Long
EC
CORP
CH
N
2
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
Cantor Fitzgerald LP
138616AK3
3485000.00000000
PA
USD
3235562.87000000
0.138347839159
Long
DBT
CORP
US
Y
2
2027-04-14
Fixed
4.50000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 5 Year Euro BOBL
000000000
-23.00000000
NC
91539.96000000
0.003914112063
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESOBLIGATION
Bundesobligation
2023-03-08
-2872418.48000000
USD
91539.96000000
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
1280.00000000
NS
USD
386982.40000000
0.016546789842
Long
EC
CORP
US
N
1
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
8100.00000000
NS
USD
679752.00000000
0.029065180972
Long
EC
CORP
US
N
1
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWV49
911363.36000000
PA
USD
106154.33000000
0.004539000712
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
11717.00000000
NS
37368.20000000
0.001597808458
Long
EC
CORP
GB
N
2
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
24747.00000000
NS
USD
1454628.66000000
0.062197750430
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
11560.00000000
NS
USD
3871906.40000000
0.165556938742
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
3620.00000000
NS
USD
1127159.40000000
0.048195653629
Long
EC
CORP
US
N
1
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
000000000
1080.00000000
NS
18064.03000000
0.000772390961
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204DLH0
1295.37000000
PA
USD
1331.47000000
0.000056931669
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
9677.00000000
NS
USD
961119.64000000
0.041096041310
Long
EC
CORP
US
N
1
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
875000.00000000
PA
USD
759369.76000000
0.032469517558
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
143000.00000000
NS
USD
3779490.00000000
0.161605351412
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FP4
1145000.00000000
PA
USD
1067214.45000000
0.045632497036
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2018-REV1
34532RAA4
1800000.00000000
PA
USD
1719374.22000000
0.073517875436
Long
ABS-O
CORP
US
N
2
2031-07-15
Fixed
3.19000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AY0
275000.00000000
PA
USD
246099.99000000
0.010522868261
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189TAJ3
735000.00000000
PA
USD
774839.14000000
0.033130965158
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WP93
686219.01000000
PA
USD
576665.91000000
0.024657373622
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.00000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
54930025J96YEH8FQE77
CSAIL 2015-C4 Commercial Mortgage Trust
12635RAW8
2482476.88000000
PA
USD
2357787.03000000
0.100815454344
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.54380000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
471000.00000000
PA
USD
299970.48000000
0.012826290011
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204SMP8
806.74000000
PA
USD
835.88000000
0.000035740981
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
InterContinental Hotels Group
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
411.00000000
NS
23582.69000000
0.001008360626
Long
EC
CORP
GB
N
2
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
12000.00000000
NS
USD
736200.00000000
0.031478813202
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS TREASURY BOND
000000000
1.00000000
NC
USD
39220.01000000
0.001676989090
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
US TREASURY N/B
United States Treasury Note/Bond
Y
2023-01-18
0.00000000
USD
0.00000000
USD
11833014.99000000
USD
39220.01000000
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
13261.00000000
NS
USD
1232742.56000000
0.052710231965
Long
EC
CORP
US
N
1
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
1746.00000000
NS
48769.13000000
0.002085295209
Long
EC
CORP
DE
N
2
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
4497.00000000
NS
197494.66000000
0.008444576895
Long
EC
CORP
NO
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283HMD4
2743.10000000
PA
USD
2739.23000000
0.000117125386
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
7.00000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
SWOP CDS CDX.NA.IG.39.V1
000000000
-12950000.00000000
OU
Other
USD
-12082.81000000
-0.00051664292
N/A
DCR
CORP
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Call
Written
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CDS CDX.NA.IG.39.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.39.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-12950000.00000000
USD
72.50000000
USD
2023-03-15
XXXX
15112.19000000
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
11812.00000000
NS
54875.03000000
0.002346374380
Long
EC
CORP
FI
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPF5
425539.64000000
PA
USD
406213.30000000
0.017369074424
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
Isuzu Motors Ltd
000000000
1200.00000000
NS
13911.46000000
0.000594833266
Long
EC
CORP
JP
N
2
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing Inc
527298BP7
250000.00000000
PA
USD
211796.90000000
0.009056119331
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
1805000.00000000
PA
USD
1387766.09000000
0.059338806731
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGY37
186009.79000000
PA
USD
157487.46000000
0.006733928735
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
000000000
240.00000000
NS
6357.39000000
0.000271832507
Long
EC
CORP
AT
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
540000.00000000
PA
USD
496278.89000000
0.021220144627
Long
DBT
CORP
US
Y
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RS9
1485000.00000000
PA
USD
1112589.84000000
0.047572680989
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132KETW5
299032.54000000
PA
USD
287897.45000000
0.012310065267
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
3.00000000
N
N
N
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
817.00000000
NS
64482.20000000
0.002757162630
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4WK5
178406.20000000
PA
USD
182400.90000000
0.007799190245
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H6
61769JAZ4
5000000.00000000
PA
USD
4427356.50000000
0.189307155995
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.15800000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
200000.00000000
PA
USD
165259.79000000
0.007066261965
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BW3
1010000.00000000
PA
USD
849333.95000000
0.036316252048
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
4200.00000000
NS
USD
342048.00000000
0.014625461964
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCUT8
676771.31000000
PA
USD
648250.07000000
0.027718205463
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
22600.00000000
NS
USD
1104914.00000000
0.047244473527
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCK0
820000.00000000
PA
USD
821749.42000000
0.035136778716
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.90000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
12210.00000000
NS
75671.94000000
0.003235619212
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBF6
157285.40000000
PA
USD
141442.79000000
0.006047882593
Long
ABS-MBS
USGA
US
N
2
2049-12-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201YW85
149409.28000000
PA
USD
151708.13000000
0.006486813210
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp
742651DW9
255000.00000000
PA
USD
245544.68000000
0.010499124034
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBH0
780000.00000000
PA
USD
619124.40000000
0.026472835284
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25000000
N
N
N
N
N
Octagon Investment Partners 31
5493003JSU68UU09PZ63
Octagon Investment Partners 31 Ltd
67575XAN1
2500000.00000000
PA
USD
2465433.25000000
0.105418246046
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
5.29257000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CZ9
2045000.00000000
PA
USD
2045703.34000000
0.087471221552
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022614
7000000.00000000
PA
USD
6064506.42000000
0.259309243085
Long
ABS-MBS
USGA
US
N
2
2053-01-15
Fixed
2.50000000
N
N
N
N
N
N
Battalion CLO LTD
549300RRK5G3IT4Y7N27
Battalion CLO X Ltd
07132JBC7
500000.00000000
PA
USD
487055.00000000
0.020825744857
Long
ABS-CBDO
CORP
KY
N
2
2035-01-25
Floating
5.49457000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
5733.00000000
NS
USD
163103.85000000
0.006974077189
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NEW1
268.08000000
PA
USD
279.87000000
0.000011966823
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
6.00000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
115000.00000000
PA
USD
100362.05000000
0.004291331465
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RDG1
431.71000000
PA
USD
446.50000000
0.000019091673
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
6.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
130000.00000000
PA
USD
118137.50000000
0.005051383176
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
13737.00000000
NS
USD
2156022.15000000
0.092188289214
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE48
6939463.59000000
PA
USD
6307373.74000000
0.269693887202
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
5500000.00000000
PA
USD
4992491.13000000
0.213471469295
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
520000.00000000
PA
USD
348484.45000000
0.014900674959
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
1332.00000000
NS
22119.35000000
0.000945790392
Long
EC
CORP
IT
N
2
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
3700.00000000
NS
USD
464239.00000000
0.019850166751
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204PT93
88.53000000
PA
USD
91.00000000
0.000003891024
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJF8
494144.59000000
PA
USD
487310.93000000
0.020836688042
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040610
-1000000.00000000
PA
USD
-937659.94000000
-0.04009293955
Short
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
4.00000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
15310.00000000
NS
USD
4514612.80000000
0.193038105150
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
4850.00000000
NS
USD
1828595.50000000
0.078188014353
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
54300.00000000
NS
USD
5495703.00000000
0.234988057800
Long
EC
CORP
US
N
1
N
N
N
Goodman Group
N/A
Goodman Group
000000000
14090.00000000
NS
165703.39000000
0.007085229639
Long
EC
CORP
AU
N
2
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
43600.00000000
NS
USD
5101636.00000000
0.218138341035
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQ2V3
353757.81000000
PA
USD
330783.70000000
0.014143817308
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410F2R5
44434.05000000
PA
USD
46077.36000000
0.001970199141
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5B0
4999504.45000000
PA
USD
4331334.98000000
0.185201419114
Long
ABS-MBS
USGA
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
22383.00000000
NS
161545.54000000
0.006907446179
Long
EC
CORP
NO
N
2
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
5190.00000000
NS
USD
3677789.70000000
0.157256798375
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407YGD5
55449.77000000
PA
USD
56626.93000000
0.002421283009
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.00000000
N
N
N
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
10002.00000000
NS
USD
498599.70000000
0.021319378998
Long
EC
CORP
US
N
1
N
N
Boliden AB
21380059QU7IM1ONDJ56
Boliden AB
000000000
592.00000000
NS
22236.82000000
0.000950813234
Long
EC
CORP
SE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RS83
273630.84000000
PA
USD
248932.02000000
0.010643961637
Long
ABS-MBS
USGA
US
N
2
2045-11-20
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
3050000.00000000
PA
USD
2964540.40000000
0.126759322850
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAW9
2420000.00000000
PA
USD
1974840.71000000
0.084441241258
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.70000000
N
N
N
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
642.00000000
NS
63149.79000000
0.002700190767
Long
EC
CORP
FR
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAH4
230000.00000000
PA
USD
196400.15000000
0.008397777281
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
7465.00000000
NS
USD
1055849.60000000
0.045146553012
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400RJP7
7399.96000000
PA
USD
7512.62000000
0.000321228418
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
6.00000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
10300.00000000
NS
USD
398919.00000000
0.017057181043
Long
EC
CORP
US
N
1
N
N
N
TFS_18-3-A1
N/A
TFS_18-3-A1
000000000
889849.16000000
PA
903007.00000000
0.038611231558
Long
ABS-MBS
CORP
LU
N
3
2023-03-16
Floating
0.01000000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
1950.00000000
NS
USD
643929.00000000
0.027533442959
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
5300.00000000
NS
USD
935026.00000000
0.039980316209
Long
EC
CORP
US
N
1
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
ICE US MINI MSCI EAFE INDEX
000000000
5.00000000
NC
USD
-8476.00000000
-0.00036242110
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Long
MSCI
MSCI EAFE INDEX
2023-03-17
495826.00000000
USD
-8476.00000000
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
40400.00000000
NS
USD
3215840.00000000
0.137504518675
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M5K2
135160.52000000
PA
USD
119155.78000000
0.005094923309
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
2.50000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAN6
1135000.00000000
PA
USD
1201870.68000000
0.051390196453
Long
DBT
CORP
US
N
2
2040-02-09
Fixed
6.50000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
4465.00000000
NS
USD
1299315.00000000
0.055556770138
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
265000.00000000
PA
USD
248881.94000000
0.010641820291
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
BNPP IP Euro CLO
635400VGNU8T62DHAX91
BNPP AM Euro CLO 2018 DAC
000000000
1750000.00000000
PA
1813402.43000000
0.077538381356
Long
ABS-CBDO
CORP
IE
N
2
2031-04-15
Floating
1.97800000
N
N
N
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
5550.00000000
NS
USD
356032.50000000
0.015223418312
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CYL2
276122.10000000
PA
USD
255495.81000000
0.010924619501
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
3.50000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
26561.00000000
NS
USD
2735517.39000000
0.116966640765
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
1000000.00000000
PA
USD
840567.13000000
0.035941395910
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
77.00000000
NS
4003.77000000
0.000171195229
Long
EC
CORP
CH
N
2
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
10314.00000000
NS
USD
1543490.10000000
0.065997332976
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
43119.00000000
NS
USD
5088042.00000000
0.217557081884
Long
EC
CORP
US
N
1
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
575000.00000000
PA
USD
538810.94000000
0.023038751605
Long
DBT
CORP
IL
Y
2
2028-08-14
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3H3
957803.50000000
PA
USD
813306.23000000
0.034775760514
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
25358.00000000
NS
USD
1154296.16000000
0.049355980984
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
1940.00000000
NS
USD
635815.60000000
0.027186526084
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140MAWZ3
485510.60000000
PA
USD
427131.77000000
0.018263516979
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
13814.00000000
NS
USD
180687.12000000
0.007725911570
Long
EC
CORP
US
N
1
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
29800.00000000
NS
USD
2347942.00000000
0.100394495555
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
9600.00000000
NS
USD
1361472.00000000
0.058214510687
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TAH2
1251276.62000000
PA
USD
1248646.19000000
0.053390247447
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
6.52768000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
Bath & Body Works Inc
070830104
8106.00000000
NS
USD
341586.84000000
0.014605743451
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
12260.00000000
NS
USD
3253191.00000000
0.139101591687
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2017-JP6
48128KAS0
2717418.87000000
PA
USD
2619276.30000000
0.111996345249
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.10850000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
194470.00000000
NS
USD
9964642.80000000
0.426073253639
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYUA5
1237073.97000000
PA
USD
1053534.27000000
0.045047552957
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
2.00000000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
Viatris Inc
92556V106
41986.00000000
NS
USD
467304.18000000
0.019981229273
Long
EC
CORP
US
N
1
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
26183.00000000
NS
260311.62000000
0.011130536349
Long
EC
CORP
DE
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PET5
630000.00000000
PA
USD
693723.50000000
0.029662581459
Long
DBT
CORP
US
N
2
2063-02-15
Fixed
6.05000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
4875.00000000
NS
USD
787410.00000000
0.033668476370
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
5400.00000000
NS
USD
562302.00000000
0.024043194269
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAP2
335000.00000000
PA
USD
346614.66000000
0.014820725530
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
5.95000000
N
N
N
N
N
N
Sixth Street CLO XVI, Ltd.
549300YD05LZSDNMVF16
Sixth Street CLO XVI Ltd
83012DAA1
2500000.00000000
PA
USD
2479663.00000000
0.106026688918
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
5.56257000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134A4AA2
550000.00000000
PA
USD
647143.31000000
0.027670882057
Long
DBT
USGSE
US
Y
2
2031-03-15
Fixed
6.75000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
1150000.00000000
PA
USD
1116760.06000000
0.047750993372
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BX6
565000.00000000
PA
USD
599175.28000000
0.025619840688
Long
DBT
CORP
US
N
2
2054-11-15
Fixed
5.70000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAL7
225000.00000000
PA
USD
210212.00000000
0.008988351373
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AT0
640000.00000000
PA
USD
519476.86000000
0.022212055200
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390GHF7
9298.26000000
PA
USD
9336.32000000
0.000399207108
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5R70
5420119.27000000
PA
USD
5022388.26000000
0.214749825952
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
3.50000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
7265.00000000
NS
USD
937112.35000000
0.040069525421
Long
EC
CORP
US
N
1
N
N
N
J M Smucker Co/The
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696405
3900.00000000
NS
USD
617994.00000000
0.026424501067
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVB5
3463037.69000000
PA
USD
2675551.40000000
0.114402584533
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
1.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
73670.00000000
NS
USD
5300556.50000000
0.226643884721
Long
EC
CORP
US
N
1
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AS5
2105000.00000000
PA
USD
1984100.44000000
0.084837173492
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.85000000
N
N
N
N
N
Dentsu Group Inc
5299007PBBE83ZLJZG91
Dentsu Group Inc
000000000
5900.00000000
NS
185087.03000000
0.007914045155
Long
EC
CORP
JP
N
2
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
17660.00000000
NS
USD
1676817.00000000
0.071698192226
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CJ7
1555000.00000000
PA
USD
1176286.56000000
0.050296257667
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
6.00000000
NS
13223.15000000
0.000565402158
Long
EC
CORP
DK
N
2
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2017-B
55316AAE0
1964314.19000000
PA
USD
1908992.42000000
0.081625666658
Long
ABS-O
CORP
US
N
2
2040-06-15
Fixed
2.72000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416TL49
557779.45000000
PA
USD
550825.15000000
0.023552461293
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.50000000
N
N
N
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
24500.00000000
NS
USD
1875475.00000000
0.080192511804
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
1515000.00000000
PA
USD
1246841.18000000
0.053313067913
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMRH9
3996825.43000000
PA
USD
3407152.83000000
0.145684769746
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBR3
500000.00000000
PA
USD
484236.62000000
0.020705235135
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
UNIV OF VIRGINIA VA UNIV REVEN
N/A
University of Virginia
915217WX7
355000.00000000
PA
USD
261951.88000000
0.011200671418
Long
DBT
MUN
US
N
2
2117-09-01
Fixed
4.17900000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
390000.00000000
PA
USD
424923.09000000
0.018169077119
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
8180.00000000
NS
USD
1416776.00000000
0.060579227184
Long
EC
CORP
US
N
1
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DM1
510000.00000000
PA
USD
595168.51000000
0.025448517183
Long
DBT
USGA
US
N
2
2030-05-01
Fixed
7.12500000
N
N
N
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
7700.00000000
NS
USD
462462.00000000
0.019774184883
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMDF9
1711346.10000000
PA
USD
1506626.63000000
0.064421106019
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
823000.00000000
PA
USD
495822.16000000
0.021200615534
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
Nippon Yusen KK
353800YPW4XM0ZN5I149
Nippon Yusen KK
000000000
1200.00000000
NS
28296.78000000
0.001209928079
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWAD5
1251468.72000000
PA
USD
966862.96000000
0.041341617101
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK37
06540LBA4
3900000.00000000
PA
USD
3151192.59000000
0.134740291911
Long
ABS-MBS
CORP
US
N
2
2064-11-15
Fixed
2.37000000
N
N
N
N
N
N
TIS Inc
35380064HYEZXBQHDF07
TIS Inc
000000000
500.00000000
NS
13140.89000000
0.000561884843
Long
EC
CORP
JP
N
2
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
3190000.00000000
PA
USD
2654995.79000000
0.113523657330
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XW63
183738.38000000
PA
USD
182144.64000000
0.007788232950
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C9
90291JAV9
1800000.00000000
PA
USD
1677599.46000000
0.071731649048
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Fixed
3.85400000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
7677.00000000
NS
90960.16000000
0.003889320681
Long
EC
CORP
SE
N
2
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
21800.00000000
NS
USD
5817112.00000000
0.248731026928
Long
EC
CORP
IE
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DA5
2840000.00000000
PA
USD
1971290.06000000
0.084289420763
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.80000000
N
N
N
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
Ageas SA/NV
000000000
364.00000000
NS
16151.37000000
0.000690608474
Long
EC
CORP
BE
N
2
N
N
N
Kyowa Kirin Co Ltd
529900TBXKVTQGYA3582
Kyowa Kirin Co Ltd
000000000
600.00000000
NS
13742.39000000
0.000587604085
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M8BH5
222319.13000000
PA
USD
207869.22000000
0.008888177596
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
Constellation Energy Corp
549300F8Y20RYGNGV346
Constellation Energy Corp
21037T109
11304.00000000
NS
USD
974517.84000000
0.041668928345
Long
EC
CORP
US
N
1
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
970.00000000
NS
USD
1345865.30000000
0.057547191488
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PES7
965000.00000000
PA
USD
1047740.41000000
0.044799816151
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAL9
270000.00000000
PA
USD
205628.93000000
0.008792386140
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
23000.00000000
NS
USD
661480.00000000
0.028283897523
Long
EC
CORP
US
N
1
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAE8
1200000.00000000
PA
USD
1175926.18000000
0.050280848356
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371MU96
16960.87000000
PA
USD
17706.68000000
0.000757111209
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG44
678724.21000000
PA
USD
607362.04000000
0.025969894326
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405QS82
2207.07000000
PA
USD
2240.32000000
0.000095792739
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAF6
1100000.00000000
PA
USD
1105807.37000000
0.047282672694
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
8.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VDN7
928893.89000000
PA
USD
835069.26000000
0.035706315194
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAE5
900000.00000000
PA
USD
818249.22000000
0.034987115388
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
1.01000000
N
N
N
N
N
N
West Pharmaceutical Services I
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
2500.00000000
NS
USD
588375.00000000
0.025158036834
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658300
33400.00000000
NS
USD
269204.00000000
0.011510761246
Long
EC
CORP
US
N
1
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
3500.00000000
NS
79831.53000000
0.003413477072
Long
EC
CORP
JP
N
2
N
N
N
CDW Corp/DE
9845001B052ABF0B6755
CDW Corp/DE
12514G108
4650.00000000
NS
USD
830397.00000000
0.035506536330
Long
EC
CORP
US
N
1
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
2929.00000000
NS
159735.79000000
0.006830063970
Long
EP
CORP
DE
N
2
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
15220.00000000
NS
USD
6947930.00000000
0.297083116833
Long
EC
CORP
US
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
2850.00000000
NS
21296.25000000
0.000910595864
Long
EC
CORP
NO
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040412
500000.00000000
PA
USD
487322.97000000
0.020837202854
Long
ABS-MBS
USGSE
US
N
2
2038-01-15
Fixed
4.00000000
N
N
N
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
900.00000000
NS
17621.82000000
0.000753482722
Long
EC
CORP
JP
N
2
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
32084.00000000
NS
USD
3616829.32000000
0.154650223511
Long
EC
CORP
US
N
1
N
N
N
ALABAMA ECON SETTLEMENT AUTH B
N/A
Alabama Economic Settlement Authority
01026CAD3
180000.00000000
PA
USD
166736.32000000
0.007129396184
Long
DBT
MUN
US
N
2
2032-09-15
Fixed
4.26300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C58
95002UAD3
5000000.00000000
PA
USD
3974876.00000000
0.169959765154
Long
ABS-MBS
CORP
US
N
2
2053-07-15
Fixed
1.81000000
N
N
N
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
2100.00000000
NS
USD
211386.00000000
0.009038549860
Long
EC
CORP
US
N
1
N
N
BANK OF AMERICA NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06050TJZ6
805000.00000000
PA
USD
825331.77000000
0.035289954656
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
PGIM Core Ultra Short Bond Fund
1VRLPVAWKZCB406TIT84
PGIM Core Ultra Short Bond Fund
000000000
265162593.60000000
NS
USD
265162593.60000000
11.33795674025
Long
STIV
RF
US
N
1
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CG6
5000.00000000
PA
USD
4134.03000000
0.000176764952
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.37500000
N
N
N
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
4200.00000000
NS
USD
589386.00000000
0.025201265686
Long
EC
CORP
US
N
1
N
N
Wellfleet CLO Ltd
254900QO5AI38SSR4719
Wellfleet CLO 2018-2 Ltd
94949JAA3
3750000.00000000
PA
USD
3647459.63000000
0.155959929850
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
5.44257000
N
N
N
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
8500.00000000
NS
USD
685185.00000000
0.029297487943
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery Inc
934423104
76976.00000000
NS
USD
729732.48000000
0.031202271700
Long
EC
CORP
US
N
1
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2019-C LLC
83401CAB0
868286.69000000
PA
USD
806279.73000000
0.034475317861
Long
ABS-O
CORP
US
N
2
2048-11-16
Fixed
2.37000000
N
N
N
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
3540.00000000
NS
107890.41000000
0.004613232902
Long
EC
CORP
CH
N
2
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
2700.00000000
NS
USD
488700.00000000
0.020896082602
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204YZ30
989.89000000
PA
USD
1017.48000000
0.000043505926
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
4790000.00000000
PA
USD
4692929.88000000
0.200662677348
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
9100.00000000
NS
USD
1111838.00000000
0.047540533432
Long
EC
CORP
US
N
1
N
N
N
OCP CLO Ltd
254900XV0U0WEM36A370
OCP CLO 2015-9 Ltd
67091YAU8
2500000.00000000
PA
USD
2449159.25000000
0.104722394096
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
5.11361000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
5100.00000000
NS
USD
254388.00000000
0.010877251199
Long
EC
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
1600000.00000000
PA
USD
1426502.46000000
0.060995116097
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XBHT0
2225203.34000000
PA
USD
1962050.37000000
0.083894345409
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KG5
1610000.00000000
PA
USD
1549118.45000000
0.066237992822
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.70000000
N
N
N
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
270.00000000
NS
57898.44000000
0.002475650879
Long
EC
CORP
IT
N
2
N
N
N
Meridian Energy Ltd
254900IFKXIGNCY3A092
Meridian Energy Ltd
000000000
2880.00000000
NS
9579.42000000
0.000409601701
Long
EC
CORP
NZ
N
2
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
24022.00000000
NS
USD
1537408.00000000
0.065737271458
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413UNC9
196.97000000
PA
USD
199.94000000
0.000008549135
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B208
4800.00000000
NS
USD
88512.00000000
0.003784641013
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
455000.00000000
PA
USD
424776.29000000
0.018162800170
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
22000.00000000
NS
USD
2223540.00000000
0.095075251708
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
8744.00000000
NS
USD
307439.04000000
0.013145634489
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
2940.00000000
NS
USD
1199402.40000000
0.051284656484
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJYT9
125617.02000000
PA
USD
119990.02000000
0.005130594166
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
12300.00000000
NS
311332.73000000
0.013312122862
Long
EC
CORP
SG
N
2
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
4835.00000000
NS
194553.33000000
0.008318810014
Long
EC
CORP
FR
Y
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVT4
306849.12000000
PA
USD
296484.83000000
0.012677248819
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
4.00000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
7800.00000000
NS
USD
1935258.00000000
0.082748743657
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
60450.00000000
NS
USD
6636805.50000000
0.283779897574
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
1870000.00000000
PA
USD
1803845.03000000
0.077129721197
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Laurel Road Prime Student Loan
549300XLHGW4YH0MCQ51
Laurel Road Prime Student Loan Trust 2018-B
51888RAB6
160562.10000000
PA
USD
157566.01000000
0.006737287416
Long
ABS-O
CORP
US
N
2
2043-05-26
Fixed
3.54000000
N
N
N
N
N
N
Xylem Inc/NY
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419M100
6200.00000000
NS
USD
685534.00000000
0.029312410662
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GKGW0
131815.60000000
PA
USD
126727.93000000
0.005418697142
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
37778.00000000
NS
USD
3165418.62000000
0.135348575721
Long
EC
CORP
US
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDP2
225000.00000000
PA
USD
214293.27000000
0.009162860386
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.12500000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2021-1R
69356UAA6
1767036.91000000
PA
USD
1687628.75000000
0.072160486520
Long
ABS-MBS
CORP
US
Y
2
2024-02-27
Floating
7.28686000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403ECU9
2693.79000000
PA
USD
2637.49000000
0.000112775135
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.50000000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
11806.00000000
NS
365713.81000000
0.015637376678
Long
EC
CORP
AU
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213F7K3
5374.00000000
PA
USD
5524.19000000
0.000236206119
Long
ABS-MBS
USGA
US
N
2
2031-12-15
Fixed
6.50000000
N
N
N
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
24516.00000000
NS
204189.04000000
0.008730818592
Long
EC
CORP
IL
N
2
N
N
N
CITIGROUP CAPITAL XIII
N/A
Citigroup Capital XIII
173080201
20000.00000000
NS
USD
568000.00000000
0.024286832245
Long
EP
CORP
US
N
1
N
N
Lixil Corp
353800KB8G4F9WUJJ886
Lixil Corp
000000000
1000.00000000
NS
15076.11000000
0.000644631962
Long
EC
CORP
JP
N
2
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
4860.00000000
NS
USD
1345831.20000000
0.057545733423
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ER3T5
345033.40000000
PA
USD
335735.97000000
0.014355568982
Long
ABS-MBS
USGSE
US
N
2
2031-07-01
Fixed
3.50000000
N
N
N
N
N
N
Ono Pharmaceutical Co Ltd
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co Ltd
000000000
3000.00000000
NS
70120.76000000
0.002998259040
Long
EC
CORP
JP
N
2
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
564.00000000
NS
53124.44000000
0.002271521764
Long
EC
CORP
NL
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CG65
346961.76000000
PA
USD
310125.32000000
0.013260495813
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203C7G1
998.59000000
PA
USD
1029.05000000
0.000044000642
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213FQW6
4336.46000000
PA
USD
4478.93000000
0.000191512361
Long
ABS-MBS
USGA
US
N
2
2033-04-15
Fixed
6.00000000
N
N
N
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
5600.00000000
NS
USD
489160.00000000
0.020915751515
Long
EC
CORP
US
N
1
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
1064.00000000
NS
19795.40000000
0.000846421758
Long
EC
CORP
SE
N
2
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAC7
130000.00000000
PA
USD
130529.42000000
0.005581243180
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ3C2
92401.72000000
PA
USD
90788.64000000
0.003881986741
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPE8
271010.01000000
PA
USD
251154.87000000
0.010739007386
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTQ5
6558992.50000000
PA
USD
5377065.92000000
0.229915313328
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV7B5
2834764.33000000
PA
USD
2318459.43000000
0.099133864865
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI
000000000
86.00000000
NC
USD
-464197.38000000
-0.01984838714
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2023-03-17
17066497.38000000
USD
-464197.38000000
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PerkinElmer Inc
714046109
4300.00000000
NS
USD
602946.00000000
0.025781071047
Long
EC
CORP
US
N
1
N
N
N
Seiko Epson Corp
549300NIOFQDR749W206
Seiko Epson Corp
000000000
12500.00000000
NS
181862.92000000
0.007776187024
Long
EC
CORP
JP
N
2
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
15500.00000000
NS
USD
1018350.00000000
0.043543126086
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140KEK80
2453626.96000000
PA
USD
2087867.37000000
0.089274092544
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
3016.00000000
NS
32179.66000000
0.001375954232
Long
EC
CORP
SE
N
2
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2004-2
542514FX7
111339.63000000
PA
USD
105649.15000000
0.004517399969
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
5.18371000
N
N
N
N
N
N
PENNSYLVANIA ST TURNPIKE COMMI
549300J8LLBYEYEXZJ24
Pennsylvania Turnpike Commission
709223A27
505000.00000000
PA
USD
507792.12000000
0.021712433158
Long
DBT
MUN
US
N
2
2045-12-01
Fixed
5.51100000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
2817000.00000000
PA
USD
1916600.77000000
0.081950988348
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
227.00000000
NC
USD
45948.73000000
0.001964699115
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-03-31
46506785.86000000
USD
45948.73000000
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
1340.00000000
NS
USD
2700475.20000000
0.115468289022
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CN0
225000.00000000
PA
USD
200513.81000000
0.008573671243
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SQY6
256656.61000000
PA
USD
258367.83000000
0.011047422790
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NDR6
164888.34000000
PA
USD
155533.18000000
0.006650366639
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.50000000
N
N
N
N
N
N
ORGANON & CO/ORG
N/A
Organon & Co / Organon Foreign Debt Co-Issuer BV
68622TAA9
700000.00000000
PA
USD
619793.21000000
0.026501432602
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVC0
579308.48000000
PA
USD
558548.95000000
0.023882719453
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
4.00000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
7900.00000000
NS
USD
497147.00000000
0.021257263715
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLP1
698719.05000000
PA
USD
606873.81000000
0.025949018340
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
2250000.00000000
PA
USD
1967790.83000000
0.084139798911
Long
DBT
CORP
CH
N
2
2027-01-30
Fixed
1.36400000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
1020000.00000000
PA
USD
982487.92000000
0.042009717070
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.62500000
N
N
N
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
5400.00000000
NS
USD
1091880.00000000
0.046687159140
Long
EC
CORP
US
N
1
N
N
N
Japan Real Estate Investment C
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
10.00000000
NS
43922.95000000
0.001878079785
Long
EC
CORP
JP
N
2
N
N
N
Telstra Group Ltd
894500WRW54CVN62K416
Telstra Group Ltd
000000000
9102.00000000
NS
24615.83000000
0.001052536151
Long
EC
CORP
AU
N
2
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
938.00000000
NS
156811.27000000
0.006705015860
Long
EC
CORP
FR
N
2
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
1650.00000000
NS
93727.91000000
0.004007665540
Long
EC
CORP
GB
N
2
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAX7
1490000.00000000
PA
USD
1148927.68000000
0.049126432792
Long
DBT
CORP
JP
N
2
2031-07-14
Fixed
2.60800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383PNA5
3832257.08000000
PA
USD
59337.14000000
0.002537167544
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Floating
0.01000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
1270000.00000000
PA
USD
1129304.60000000
0.048287379179
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBJ1
5602980.86000000
PA
USD
4759092.04000000
0.203491672561
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
5600.00000000
NS
USD
464128.00000000
0.019845420556
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
17200.00000000
NS
USD
5610296.00000000
0.239887883447
Long
EC
CORP
GB
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJQ2
475061.83000000
PA
USD
398178.46000000
0.017025516657
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REZ3
2900000.00000000
PA
USD
2760694.15000000
0.118043161446
Long
ABS-O
CORP
US
N
2
2028-08-21
Fixed
3.83000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
1585000.00000000
PA
USD
1268063.45000000
0.054220500504
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-5
89169EAA7
455140.75000000
PA
USD
450417.03000000
0.019259159943
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
3.77342200
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
700000.00000000
PA
USD
619194.89000000
0.026475849331
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KAQ0
33816.86000000
PA
USD
34284.06000000
0.001465935235
Long
ABS-MBS
USGA
US
N
2
2033-09-15
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UML3
573820.24000000
PA
USD
549046.02000000
0.023476388349
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
4.00000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
20700.00000000
NS
USD
3058425.00000000
0.130773688221
Long
EC
CORP
US
N
1
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
1276.00000000
NS
26293.01000000
0.001124249864
Long
EC
CORP
AU
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
490000.00000000
PA
USD
460787.27000000
0.019702575928
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
5300.00000000
NS
USD
1692237.00000000
0.072357528412
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
61501.00000000
NS
USD
9939176.61000000
0.424984357363
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
11600.00000000
NS
USD
2836084.00000000
0.121266718910
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
280000.00000000
PA
USD
249627.33000000
0.010673692055
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
Gen Digital Inc
YF6ZV0M6AU4FY94MK914
Gen Digital Inc
668771108
20878.00000000
NS
USD
447415.54000000
0.019130820711
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
2780.00000000
NS
USD
1293172.60000000
0.055294130282
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
21400.00000000
NS
USD
453252.00000000
0.019380379029
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
2000.00000000
NS
USD
250120.00000000
0.010694757889
Long
EC
CORP
US
N
1
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAA5
800000.00000000
PA
USD
744942.56000000
0.031852632019
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132FCA21
24084.03000000
PA
USD
24649.70000000
0.001053984381
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS TREASURY BOND
000000000
1.00000000
NC
USD
331453.98000000
0.014172477481
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
US TREASURY N/B
United States Treasury Note/Bond
Y
2023-01-23
0.00000000
USD
0.00000000
USD
20676244.01000000
USD
331453.98000000
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
1125000.00000000
PA
USD
792355.93000000
0.033879956954
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
400.00000000
NS
30488.65000000
0.001303649168
Long
EC
CORP
JP
N
2
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
3200.00000000
NS
USD
409312.00000000
0.017501570211
Long
EC
CORP
US
N
1
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971MZG0
1050000.00000000
PA
USD
1085385.11000000
0.046409447338
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
5.76700000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
985000.00000000
PA
USD
897510.11000000
0.038376192746
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W7GZ1
117149.40000000
PA
USD
106596.15000000
0.004557892276
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAD0
300000.00000000
PA
USD
337002.03000000
0.014409703818
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.95000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
9100.00000000
NS
USD
1199471.00000000
0.051287589718
Long
EC
CORP
US
N
1
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
000000000
2571.00000000
NS
163965.21000000
0.007010907657
Long
EC
CORP
DE
N
2
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
18000.00000000
NS
USD
4312080.00000000
0.184378104908
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MGK3
1140000.00000000
PA
USD
1329773.47000000
0.056859128855
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYU5
138982.32000000
PA
USD
137702.72000000
0.005887962782
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
4.50000000
N
N
N
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
600.00000000
NS
21041.55000000
0.000899705272
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383RWA1
3330906.61000000
PA
USD
49207.15000000
0.002104024291
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Floating
0.01000000
N
N
N
N
N
N
CK Infrastructure Holdings Ltd
5299005U11RQ1C27MR12
CK Infrastructure Holdings Ltd
000000000
1500.00000000
NS
7827.06000000
0.000334673403
Long
EC
CORP
HK
N
2
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
3020.00000000
NS
USD
1363892.40000000
0.058318003379
Long
EC
CORP
US
N
1
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
5700.00000000
NS
178824.70000000
0.007646277271
Long
EC
CORP
JP
N
2
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC
651229AW6
2010000.00000000
PA
USD
1901910.02000000
0.081322833804
Long
DBT
CORP
US
N
2
2026-04-01
Variable
4.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202D6F3
56812.30000000
PA
USD
59977.49000000
0.002564547954
Long
ABS-MBS
USGA
US
N
2
2034-06-20
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383CFR6
2104521.46000000
PA
USD
33306.58000000
0.001424139649
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Floating
0.01000000
N
N
N
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
2510.00000000
NS
USD
573108.30000000
0.024505255528
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416TNK1
403341.88000000
PA
USD
398454.04000000
0.017037300047
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.50000000
N
N
N
N
N
N
BioMerieux
549300AK8Y0LBIQ4T071
BioMerieux
000000000
90.00000000
NS
9455.72000000
0.000404312474
Long
EC
CORP
FR
N
2
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284106
2080.00000000
NS
USD
702977.60000000
0.030058272963
Long
EC
CORP
US
N
1
N
N
N
WOLVERINE WORLD WIDE
549300OVC7PK14LQ8D87
Wolverine World Wide Inc
978097AG8
550000.00000000
PA
USD
416463.07000000
0.017807339291
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.00000000
N
N
N
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
7700.00000000
NS
51489.03000000
0.002201594074
Long
EC
CORP
SG
N
2
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
43400.00000000
NS
USD
3725890.00000000
0.159313495412
Long
EC
CORP
US
N
1
N
N
N
Origin Energy Ltd
ZSN2LWNPYW6ISMRUC664
Origin Energy Ltd
000000000
3750.00000000
NS
19627.21000000
0.000839230205
Long
EC
CORP
AU
N
2
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
Nice Ltd
000000000
66.00000000
NS
12696.95000000
0.000542902631
Long
EC
CORP
IL
N
2
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
7176.00000000
NS
649409.74000000
0.027767791221
Long
EC
CORP
CH
N
2
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
3740.00000000
NS
USD
914729.20000000
0.039112455334
Long
EC
CORP
GB
N
1
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
11300.00000000
NS
USD
856879.00000000
0.036638867125
Long
EC
CORP
US
N
1
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
1390.00000000
NS
72599.02000000
0.003104225739
Long
EC
CORP
FI
N
2
N
N
N
MARKEL CORPORATION
549300SCNO12JLWIK605
Markel Corp
570535AP9
165000.00000000
PA
USD
141628.54000000
0.006055824986
Long
DBT
CORP
US
N
2
2043-03-30
Fixed
5.00000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
20200.00000000
NS
USD
2620142.00000000
0.112033361289
Long
EC
CORP
US
N
1
N
N
N
Trimaran Advisors CAVU 2019-1
549300IGMQ24BLOIU872
Trimaran Cavu 2019-1 Ltd
89624CAA0
7500000.00000000
PA
USD
7345707.00000000
0.314091467660
Long
ABS-CBDO
CORP
KY
N
2
2032-07-20
Floating
5.70257000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
17947.00000000
NS
USD
2943846.41000000
0.125874478724
Long
EC
CORP
US
N
1
N
N
N
Stockland
N/A
Stockland
000000000
5072.00000000
NS
12491.62000000
0.000534123027
Long
EC
CORP
AU
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
1466.00000000
NS
52095.87000000
0.002227541646
Long
EC
CORP
CH
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VY89
3411.82000000
PA
USD
3548.99000000
0.000151749515
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
7504.00000000
NS
269695.83000000
0.011531791162
Long
EC
CORP
NO
N
2
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AP1
200000.00000000
PA
USD
195528.34000000
0.008360499987
Long
DBT
NUSS
JP
N
2
2024-03-12
Fixed
3.00000000
N
N
N
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life Inc
37959E102
3125.00000000
NS
USD
376718.75000000
0.016107931487
Long
EC
CORP
US
N
1
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
000000000
1224.00000000
NS
17257.80000000
0.000737917770
Long
EC
CORP
FI
N
2
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
5047.00000000
NS
USD
379130.64000000
0.016211060304
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGJU4
1910451.59000000
PA
USD
1736016.09000000
0.074229456959
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
560000.00000000
PA
USD
523389.07000000
0.022379335461
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
2770000.00000000
PA
USD
2122292.89000000
0.090746076398
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
Alfa Laval AB
000000000
630.00000000
NS
18224.22000000
0.000779240447
Long
EC
CORP
SE
N
2
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC21
17322MAV8
631542.20000000
PA
USD
615939.95000000
0.026336672955
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
3.57500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5KA7
24262.90000000
PA
USD
25186.04000000
0.001076917479
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.50000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
3580.00000000
NS
USD
1546882.20000000
0.066142374110
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-11.00000000
NC
104399.79000000
0.004463979200
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2023-03-08
-1635641.15000000
USD
104399.79000000
N
N
N
TransDigm Group Inc
N/A
TransDigm Group Inc
893641100
1820.00000000
NS
USD
1145963.00000000
0.048999667500
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
7700.00000000
NS
USD
565950.00000000
0.024199177304
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
23450.00000000
NS
USD
1697076.50000000
0.072564458209
Long
EC
CORP
US
N
1
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-4
14317JAG2
600000.00000000
PA
USD
527799.48000000
0.022567918010
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.38000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AX2
2250000.00000000
PA
USD
1951295.29000000
0.083434474241
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
4370.00000000
NS
USD
2238270.30000000
0.095705097351
Long
EC
CORP
US
N
1
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
6800.00000000
NS
145264.28000000
0.006211283802
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383C3X6
3468784.69000000
PA
USD
54971.91000000
0.002350516824
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Floating
0.01000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VYK2
21169.67000000
PA
USD
21774.79000000
0.000931057520
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2018-C
63940VAB8
171336.81000000
PA
USD
168051.97000000
0.007185651415
Long
ABS-O
CORP
US
N
2
2042-06-16
Fixed
3.52000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
270000.00000000
PA
USD
225501.97000000
0.009642127669
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
1050.00000000
NS
8761.68000000
0.000374636359
Long
EC
CORP
SE
N
2
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
395000.00000000
PA
USD
389470.00000000
0.016653155905
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414ELR3
726.92000000
PA
USD
739.86000000
0.000031635309
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
6.00000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
5689.00000000
NS
USD
1466112.19000000
0.062688769033
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
6125.00000000
NS
USD
127461.25000000
0.005450052810
Long
EC
CORP
US
N
1
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
10500.00000000
NS
USD
3479070.00000000
0.148759840597
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CS47
2292388.53000000
PA
USD
2125716.09000000
0.090892447321
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAH8
400000.00000000
PA
USD
399686.48000000
0.017089997342
Long
DBT
CORP
ES
N
2
2023-04-12
Floating
5.03914000
N
N
N
N
N
N
IMCD NV
724500NSJPNFJPDAUP02
IMCD NV
000000000
120.00000000
NS
17164.99000000
0.000733949353
Long
EC
CORP
NL
N
2
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
514000.00000000
PA
USD
424949.50000000
0.018170206371
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VY48
3095.46000000
PA
USD
3181.73000000
0.000136046025
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
5022.00000000
NS
USD
2740053.42000000
0.117160594638
Long
EC
CORP
US
N
1
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2019-A LLC
78471HAB4
474686.45000000
PA
USD
458781.65000000
0.019616818610
Long
ABS-O
CORP
US
N
2
2048-06-15
Fixed
3.69000000
N
N
N
N
N
N
Northwoods Capital Ltd
N/A
Northwoods Capital 22 Ltd
66858HAN6
4000000.00000000
PA
USD
3932239.60000000
0.168136696325
Long
ABS-CBDO
CORP
KY
N
2
2031-09-01
Floating
5.85441000
N
N
N
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
2038.00000000
NS
5492.14000000
0.000234835709
Long
EC
CORP
GB
N
2
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
6570.00000000
NS
USD
1367939.70000000
0.058491059886
Long
EC
CORP
US
N
1
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re Ltd
07876AAA1
1399883.07000000
PA
USD
1386225.39000000
0.059272928698
Long
ABS-MBS
CORP
BM
N
2
2031-06-25
Floating
5.12768000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402UR87
55353.35000000
PA
USD
54584.78000000
0.002333963723
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.50000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAF5
650000.00000000
PA
USD
723794.58000000
0.030948375958
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2019-A
60700FAJ2
1600000.00000000
PA
USD
1545098.88000000
0.066066122008
Long
ABS-O
CORP
US
N
2
2041-11-12
Fixed
3.08000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
TRS TREASURY BOND
000000000
1.00000000
NC
USD
600927.82000000
0.025694776682
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
US TREASURY N/B
United States Treasury Note/Bond
Y
2023-02-10
0.00000000
USD
0.00000000
USD
32361268.19000000
USD
600927.82000000
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
000000000
1125000.00000000
PA
813929.34000000
0.034802403767
Long
DBT
CORP
LU
N
2
2039-09-18
Fixed
1.35000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VYT3
17953.74000000
PA
USD
18466.67000000
0.000789607247
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
17500.00000000
NS
USD
1337875.00000000
0.057205538186
Long
EC
CORP
US
N
1
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
1318.00000000
NS
148786.96000000
0.006361908341
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406BS35
86552.73000000
PA
USD
87892.12000000
0.003758135869
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
740.00000000
NS
USD
311162.60000000
0.013304848357
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
480000.00000000
PA
USD
441295.68000000
0.018869144631
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
1220000.00000000
PA
USD
1150182.60000000
0.049180091298
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGK7
1421420.85000000
PA
USD
1287976.13000000
0.055071936980
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203N6L7
86.83000000
PA
USD
89.25000000
0.000003816196
Long
ABS-MBS
USGA
US
N
2
2023-10-15
Fixed
6.50000000
N
N
N
N
N
N
KKR Static CLO Ltd, KKR Static
N/A
KKR Static CLO 2 LTD
482926AA0
2000000.00000000
PA
USD
1999361.80000000
0.085489726468
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
6.73836000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2018-A
60700DAE8
500000.00000000
PA
USD
485411.85000000
0.020755486216
Long
ABS-O
CORP
US
N
2
2042-03-10
Fixed
3.61000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
7700.00000000
NS
USD
2373602.00000000
0.101491678857
Long
EC
CORP
US
N
1
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle Inc
22822V101
15100.00000000
NS
USD
2048164.00000000
0.087576435701
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
3105000.00000000
PA
USD
2500495.31000000
0.106917447401
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RF87
39708.84000000
PA
USD
40550.89000000
0.001733895533
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Japan Post Insurance Co Ltd
54930042SK2Z708BA841
Japan Post Insurance Co Ltd
000000000
12200.00000000
NS
214562.96000000
0.009174391928
Long
EC
CORP
JP
N
2
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAW2
1340000.00000000
PA
USD
1032509.87000000
0.044148580993
Long
DBT
CORP
US
Y
2
2044-04-01
Fixed
5.25000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
11600.00000000
NS
USD
388948.00000000
0.016630835964
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184HLS1
242326.21000000
PA
USD
216496.13000000
0.009257051392
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
12300.00000000
NS
USD
1172313.00000000
0.050126354172
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NDR3
13615.90000000
PA
USD
14214.94000000
0.000607809618
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
6.00000000
N
N
N
N
N
N
TH MSR ISSUER TRUST
N/A
TH MSR issuer Trust
87271AAA4
2240000.00000000
PA
USD
2095828.67000000
0.089614505850
Long
ABS-O
CORP
US
N
2
2024-06-25
Floating
7.18871000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406EEC4
34050.98000000
PA
USD
34563.92000000
0.001477901631
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.00000000
N
N
N
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
700.00000000
NS
22419.14000000
0.000958608965
Long
EC
CORP
JP
N
2
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
4450.00000000
NS
USD
615568.50000000
0.026320790307
Long
EC
CORP
US
N
1
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AD9
300000.00000000
PA
USD
269966.17000000
0.011543350497
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2019-B
55316EAE2
1600000.00000000
PA
USD
1460516.00000000
0.062449484301
Long
ABS-O
CORP
US
N
2
2041-11-12
Fixed
2.29000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KY6
670000.00000000
PA
USD
621065.65000000
0.026555840237
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B3WR4
2526026.08000000
PA
USD
2230909.77000000
0.095390372074
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNE81
481692.74000000
PA
USD
410662.64000000
0.017559321561
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190104
1940.00000000
NS
USD
198306.80000000
0.008479302789
Long
EC
CORP
US
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
2400.00000000
NS
100911.79000000
0.004314837526
Long
EC
CORP
JP
N
2
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
2440.00000000
NS
USD
514596.00000000
0.022003356912
Long
EC
CORP
US
N
1
N
N
N
Bechtle AG
529900HA2QT774RUXW59
Bechtle AG
000000000
176.00000000
NS
6221.28000000
0.000266012647
Long
EC
CORP
DE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFK7
5991696.60000000
PA
USD
6033910.38000000
0.258001002080
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DTR4
109757.68000000
PA
USD
102727.74000000
0.004392484838
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DMJ8
270984.80000000
PA
USD
239237.29000000
0.010229429452
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
4102.00000000
NS
262045.29000000
0.011204665490
Long
EC
CORP
FR
N
2
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
12400.00000000
NS
USD
2085184.00000000
0.089159355648
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAL0
2240000.00000000
PA
USD
1753620.00000000
0.074982173876
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96400000
N
N
N
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
Sodexo SA
000000000
184.00000000
NS
17604.84000000
0.000752756682
Long
EC
CORP
FR
N
2
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
2222000.00000000
PA
USD
1948506.91000000
0.083315247274
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.75000000
N
N
N
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
330.00000000
NS
157765.52000000
0.006745818166
Long
EC
CORP
CH
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FWN22
1949114.29000000
PA
USD
66169.90000000
0.002829326163
Long
ABS-MBS
USGSE
US
N
2
2050-10-25
Floating
0.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJR4
1298969.10000000
PA
USD
1149471.84000000
0.049149700261
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust 2015-GC34
36250VAC6
4545153.98000000
PA
USD
4289211.36000000
0.183400275993
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.24400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407CAE7
53055.27000000
PA
USD
54183.06000000
0.002316786775
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
3607.00000000
NS
USD
326938.48000000
0.013979401440
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7L3
397738.88000000
PA
USD
390759.45000000
0.016708290863
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ74
164305.34000000
PA
USD
163984.01000000
0.007011711517
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WBX5
781575.50000000
PA
USD
658665.83000000
0.028163567814
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.00000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
7500.00000000
NS
USD
531000.00000000
0.022704767468
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
5540.00000000
NS
USD
1283895.00000000
0.054897433953
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
1600.00000000
NS
USD
565776.00000000
0.024191737324
Long
EC
CORP
US
N
1
N
N
N
Huntington Ingalls Industries
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
1400.00000000
NS
USD
322952.00000000
0.013808945505
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
1900.00000000
NS
USD
434131.00000000
0.018562793608
Long
EC
CORP
US
N
1
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
411.00000000
NS
70770.17000000
0.003026026842
Long
EC
CORP
DE
N
2
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
2600000.00000000
PA
USD
2506714.52000000
0.107183371538
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
NTT
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
1600.00000000
NS
45629.62000000
0.001951054447
Long
EC
CORP
JP
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
2895000.00000000
PA
USD
2394412.38000000
0.102381499645
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57200000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GS_21-PJ-A
000000000
1.00000000
NC
USD
1732.74000000
0.000074089376
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2023-01-17
0.00000000
USD
-35.42000000
USD
5099553.00000000
USD
1768.16000000
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAP3
1500000.00000000
PA
USD
1093081.50000000
0.046738533487
Long
DBT
CORP
NL
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AL9
2090000.00000000
PA
USD
1919790.82000000
0.082087390125
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
12800.00000000
NS
289067.19000000
0.012360081604
Long
EC
CORP
JP
N
2
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68622V106
8753.00000000
NS
USD
244471.29000000
0.010453227480
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133APXS3
2649203.27000000
PA
USD
2249063.79000000
0.096166610874
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2021-REV2
345285AB6
400000.00000000
PA
USD
343750.76000000
0.014698269440
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
1.91000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCH4
487522.88000000
PA
USD
397399.98000000
0.016992230014
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
29287TAA7
400000.00000000
PA
USD
324825.00000000
0.013889032190
Long
DBT
CORP
CL
N
2
2030-01-28
Fixed
3.40000000
N
N
N
N
N
N
Komatsu Ltd
5493004LQ0B4T7QPQV17
Komatsu Ltd
000000000
10100.00000000
NS
218302.67000000
0.009334296346
Long
EC
CORP
JP
N
2
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
11550.00000000
NS
USD
2074611.00000000
0.088707269949
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138M1MS4
402780.16000000
PA
USD
377020.71000000
0.016120842846
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
2027.00000000
NS
636959.53000000
0.027235438824
Long
EC
CORP
CH
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
51097.00000000
NS
274807.03000000
0.011750338446
Long
EC
CORP
IT
N
2
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
United Airlines Holdings Inc
910047109
11200.00000000
NS
USD
422240.00000000
0.018054352195
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8R30
155817.61000000
PA
USD
149810.19000000
0.006405660128
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEE7
705000.00000000
PA
USD
641715.24000000
0.027438785885
Long
DBT
UST
US
N
2
2029-03-31
Fixed
2.37500000
N
N
N
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C108
54400.00000000
NS
USD
884544.00000000
0.037821781235
Long
EC
CORP
US
N
1
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
3555.00000000
NS
246911.96000000
0.010557586887
Long
EC
CORP
AU
N
2
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2019-2
03066KAG5
1177479.89000000
PA
USD
1165792.46000000
0.049847545613
Long
ABS-O
CORP
US
N
2
2025-04-18
Fixed
2.74000000
N
N
N
N
N
N
Countrywide Asset-Backed Certi
N/A
CWABS Inc Asset-Backed Certificates Series 2004-1
126671Z25
143498.31000000
PA
USD
139614.86000000
0.005969723034
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Floating
5.13871000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140EWYT6
632054.83000000
PA
USD
592988.73000000
0.025355313043
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
241241.00000000
NS
USD
7989901.92000000
0.341636280962
Long
EC
CORP
US
N
1
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG
000000000
240.00000000
NS
27521.08000000
0.001176760304
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYC0
2822426.41000000
PA
USD
2397611.04000000
0.102518269573
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFZ42
169184.51000000
PA
USD
166689.96000000
0.007127413900
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
TAYLOR MORR COMM/HLDGS
N/A
Taylor Morrison Communities Inc / Taylor Morrison Holdings II Inc
877249AD4
600000.00000000
PA
USD
595500.00000000
0.025462691200
Long
DBT
CORP
N/A
N
2
2024-03-01
Fixed
5.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BNJK3
1902934.89000000
PA
USD
129700.62000000
0.005545804929
Long
ABS-MBS
USGSE
US
N
2
2052-08-25
Floating
2.02232000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
3800.00000000
NS
USD
425144.00000000
0.018178522901
Long
EC
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
33103.00000000
NS
USD
713700.68000000
0.030516775859
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
10100.00000000
NS
USD
1012727.00000000
0.043302694998
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2018-A
63940PAB1
176002.59000000
PA
USD
174699.36000000
0.007469883890
Long
ABS-O
CORP
US
N
2
2042-02-18
Fixed
3.19000000
N
N
N
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
5700.00000000
NS
USD
519441.00000000
0.022210521880
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
2345000.00000000
PA
USD
2025853.07000000
0.086622453634
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
AMER AIRLN 15-1 A PTT
N/A
American Airlines 2015-1 Class A Pass Through Trust
023770AA8
1648980.32000000
PA
USD
1374777.48000000
0.058783433153
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJS7
377680.93000000
PA
USD
341463.53000000
0.014600470899
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
Expeditors International of Wa
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
5600.00000000
NS
USD
581952.00000000
0.024883398941
Long
EC
CORP
US
N
1
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470M109
9017.00000000
NS
USD
126598.68000000
0.005413170604
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
549300CFP9NBBMZH1008
Wells Fargo Commercial Mortgage Trust 2016-NXS6
95000KBA2
4500000.00000000
PA
USD
4136583.60000000
0.176874140777
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
2.64200000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
132064.00000000
NS
USD
5452922.56000000
0.233158830036
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
4000.00000000
NS
USD
1030280.00000000
0.044053235080
Long
EC
CORP
US
N
1
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
20700.00000000
NS
USD
2898000.00000000
0.123914154659
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GGGT6
106010.07000000
PA
USD
103136.61000000
0.004409967509
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd
000000000
2031.00000000
NS
63341.41000000
0.002708384152
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402URR5
44819.95000000
PA
USD
45740.24000000
0.001955784393
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
5.50000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
3095.00000000
NS
308531.30000000
0.013192337896
Long
EC
CORP
FR
N
2
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
8000.00000000
NS
USD
1971360.00000000
0.084292411293
Long
EC
CORP
US
N
1
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097103
28300.00000000
NS
USD
695331.00000000
0.029731315760
Long
EC
CORP
US
N
1
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DH3
260000.00000000
PA
USD
283626.00000000
0.012127424440
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
6.90000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
665000.00000000
PA
USD
511384.57000000
0.021866040958
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29100000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
5000.00000000
NS
USD
677050.00000000
0.028949647485
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
68800.00000000
NS
USD
5751680.00000000
0.245933252267
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QLK5
23196.43000000
PA
USD
22845.95000000
0.000976858723
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
4.50000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
17900.00000000
NS
USD
912363.00000000
0.039011280154
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV5X9
296165.34000000
PA
USD
260876.21000000
0.011154677375
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Grou
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
2700.00000000
NS
108627.58000000
0.004644753191
Long
EC
CORP
JP
N
2
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
9843.00000000
NS
195842.10000000
0.008373915896
Long
EC
CORP
DE
N
2
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
16219.00000000
NS
USD
1887729.41000000
0.080716492086
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B3 Mortgage Trust
08161BAX1
3600000.00000000
PA
USD
3366533.88000000
0.143947964069
Long
ABS-MBS
CORP
US
N
2
2051-04-10
Fixed
3.76100000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
600000.00000000
PA
USD
580790.80000000
0.024833747762
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200NBQ3
33696.03000000
PA
USD
35540.24000000
0.001519647617
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BH9
1000000.00000000
PA
USD
695000.00000000
0.029717162694
Long
DBT
CORP
US
Y
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7VJ5
226406.48000000
PA
USD
209799.76000000
0.008970724605
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VZK1
102093.94000000
PA
USD
105761.37000000
0.004522198329
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887102
16700.00000000
NS
USD
646290.00000000
0.027634395795
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CWS9
462761.67000000
PA
USD
428145.81000000
0.018306875816
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
3.50000000
N
N
N
N
N
N
GM Financial Revolving Receiva
N/A
GM Financial Revolving Receivables Trust 2021-1
36263HAB4
200000.00000000
PA
USD
170308.32000000
0.007282129573
Long
ABS-O
CORP
US
N
2
2034-06-12
Fixed
1.49000000
N
N
N
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
3800.00000000
NS
USD
280554.00000000
0.011996070305
Long
EC
CORP
US
N
1
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
8000.00000000
NS
USD
1117760.00000000
0.047793749314
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
15220000.00000000
PA
USD
10887056.25000000
0.465514276034
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383ABJ2
467834.90000000
PA
USD
153.54000000
0.000006565141
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Floating
0.01000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MVS6
540384.10000000
PA
USD
509133.95000000
0.021769807806
Long
ABS-MBS
USGA
US
N
2
2042-12-20
Fixed
3.50000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
475000.00000000
PA
USD
382830.33000000
0.016369253526
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-25.00000000
NC
USD
18973.59000000
0.000811282389
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-03-22
-2976004.84000000
USD
18973.59000000
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
531.00000000
NS
13905.40000000
0.000594574149
Long
EC
CORP
SE
N
2
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
13142.00000000
NS
USD
2061716.96000000
0.088155940043
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST
N/A
State of California
13063BFR8
205000.00000000
PA
USD
258063.82000000
0.011034423776
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
Federal Realty Investment Trus
N/A
Federal Realty Investment Trust
313745101
2400.00000000
NS
USD
242496.00000000
0.010368767028
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BY6K1
1215471.71000000
PA
USD
1054079.43000000
0.045070863185
Long
ABS-MBS
USGSE
US
N
2
2047-03-15
Fixed
3.50000000
N
N
N
N
N
N
MTU Aero Engines AG
529900807L67JY81RD65
MTU Aero Engines AG
000000000
830.00000000
NS
178562.30000000
0.007635057439
Long
EC
CORP
DE
N
2
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AE1
350000.00000000
PA
USD
419562.50000000
0.017939866292
Long
DBT
CORP
GB
N
2
2030-12-15
Variable
9.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208LL39
7853.66000000
PA
USD
7961.84000000
0.000340436395
Long
ABS-MBS
USGA
US
Y
2
2033-12-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED72
996729.07000000
PA
USD
905818.76000000
0.038731458219
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
325.00000000
NS
18416.15000000
0.000787447087
Long
EC
CORP
DE
N
2
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
149480.00000000
NS
USD
5227315.60000000
0.223512213151
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
9845007488EC87F5AF14
Kraft Heinz Co/The
500754106
28267.00000000
NS
USD
1150749.57000000
0.049204334089
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-538359.35000000
-0.02301944229
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-15430000.00000000
EUR
15993843.06000000
USD
2023-01-12
-538359.35000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128KKKL2
16750.83000000
PA
USD
17281.55000000
0.000738933284
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.00000000
N
N
N
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
11293.00000000
NS
USD
1326701.64000000
0.056727781989
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403YRV7
17134.57000000
PA
USD
17392.68000000
0.000743685037
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
27200.00000000
NS
USD
9950848.00000000
0.425483408580
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFUT2
1069006.98000000
PA
USD
1060931.15000000
0.045363832506
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
5750.00000000
NS
USD
561775.00000000
0.024020660536
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300KDXV3I7WKXA522
Commonbond Student Loan Trust 2017-B-GS
20268KAA8
528554.69000000
PA
USD
486329.46000000
0.020794721850
Long
ABS-O
CORP
US
N
2
2042-09-25
Fixed
2.68000000
N
N
N
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
53250.00000000
NS
USD
634207.50000000
0.027117766128
Long
EC
CORP
GB
N
1
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
11680.00000000
NS
USD
4010678.40000000
0.171490622342
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405FW32
119252.59000000
PA
USD
122157.54000000
0.005223274087
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
6.00000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
31300.00000000
NS
USD
1231655.00000000
0.052663729522
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36207YCH1
2784.95000000
PA
USD
2862.57000000
0.000122399220
Long
ABS-MBS
USGA
US
N
2
2031-08-15
Fixed
6.50000000
N
N
N
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
198.00000000
NS
12724.42000000
0.000544077207
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5VT4
1800.74000000
PA
USD
1880.57000000
0.000080410366
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
6.00000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CQ0
1035000.00000000
PA
USD
800802.16000000
0.034241105143
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
49200.00000000
NS
USD
6976068.00000000
0.298286255716
Long
EC
CORP
US
N
1
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
8700.00000000
NS
USD
439872.00000000
0.018808270199
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403RLM8
27012.87000000
PA
USD
27846.93000000
0.001190693164
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
3660.00000000
NS
USD
1241106.00000000
0.053067840176
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAE4
800000.00000000
PA
USD
778228.96000000
0.033275908802
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
20500.00000000
NS
USD
1560870.00000000
0.066740471560
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
770000.00000000
PA
USD
731885.00000000
0.031294310242
Long
DBT
CORP
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F060618
3000000.00000000
PA
USD
3044268.18000000
0.130168363727
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
6.00000000
N
N
N
N
N
N
Indutrade AB
549300FISLQ6CEFP1867
Indutrade AB
000000000
580.00000000
NS
11762.11000000
0.000502930268
Long
EC
CORP
SE
N
2
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
9174.00000000
NS
463175.45000000
0.019804690940
Long
EC
CORP
GB
N
2
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
13080.00000000
NS
USD
515482.80000000
0.022041275156
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
1510000.00000000
PA
1469693.06000000
0.062841881690
Long
DBT
NUSS
ID
N
2
2026-09-18
Fixed
1.45000000
N
N
N
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
33100.00000000
NS
USD
1072440.00000000
0.045855933755
Long
EC
CORP
US
N
1
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
45790.00000000
NS
USD
3558798.80000000
0.152168925088
Long
EC
CORP
IE
N
1
N
N
N
Oriental Land Co Ltd/Japan
353800PIFKBZ6KTU5994
Oriental Land Co Ltd/Japan
000000000
1100.00000000
NS
160076.59000000
0.006844636069
Long
EC
CORP
JP
N
2
N
N
N
Westinghouse Air Brake Technol
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
6451.00000000
NS
USD
643874.31000000
0.027531104496
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XGLJ6
951285.10000000
PA
USD
838912.37000000
0.035870640842
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Xinyi Glass Holdings Ltd
52990082YXVVZFK1QJ17
Xinyi Glass Holdings Ltd
000000000
4000.00000000
NS
7390.30000000
0.000315998197
Long
EC
CORP
HK
N
2
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
000000000
9946.00000000
NS
202411.28000000
0.008654804228
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE74
1506246.96000000
PA
USD
1485416.66000000
0.063514199358
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
17200.00000000
NS
USD
2846256.00000000
0.121701658448
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406EUC6
698.29000000
PA
USD
688.59000000
0.000029443080
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
4.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDL5
2000000.00000000
PA
USD
1932356.60000000
0.082624684123
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C38
95001MAE0
3185440.40000000
PA
USD
2914419.31000000
0.124616219848
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.19000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M7WA0
50180.04000000
PA
USD
49801.36000000
0.002129431823
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QG3D7
1335539.21000000
PA
USD
1132420.08000000
0.048420592454
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Disco Corp
N/A
Disco Corp
000000000
100.00000000
NS
28502.11000000
0.001218707683
Long
EC
CORP
JP
N
2
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
17930.00000000
NS
USD
302658.40000000
0.012941221458
Long
EC
CORP
US
N
1
N
N
Hirose Electric Co Ltd
N/A
Hirose Electric Co Ltd
000000000
500.00000000
NS
62710.70000000
0.002681415934
Long
EC
CORP
JP
N
2
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
19250.00000000
NS
USD
3666932.50000000
0.156792560707
Long
EC
CORP
US
N
1
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
34650.00000000
NS
USD
4594243.50000000
0.196442995031
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4X7
2972801.55000000
PA
USD
2424168.88000000
0.103653843173
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
D'ieteren Group
549300DV5KJ23OKVTW34
D'ieteren Group
000000000
54.00000000
NS
10363.30000000
0.000443119240
Long
EC
CORP
BE
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPU7
1126304.02000000
PA
USD
1097384.47000000
0.046922522062
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
4.92768000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED80
966142.22000000
PA
USD
906280.04000000
0.038751181863
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
350000.00000000
PA
USD
274810.70000000
0.011750495369
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
000000000
400.00000000
NS
19091.09000000
0.000816306514
Long
EC
CORP
JP
N
2
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
4600.00000000
NS
USD
263304.00000000
0.011258486051
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
8900.00000000
NS
USD
805450.00000000
0.034439839844
Long
EC
CORP
US
N
1
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
16970.00000000
NS
242774.33000000
0.010380668003
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EES5
1470838.26000000
PA
USD
1380315.03000000
0.059020210526
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410XZS8
52709.99000000
PA
USD
54008.96000000
0.002309342519
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.50000000
N
N
N
N
N
N
Capitaland Investment Ltd/Sing
254900AT4UQDU7SNXX49
Capitaland Investment Ltd/Singapore
000000000
5800.00000000
NS
16029.42000000
0.000685394074
Long
EC
CORP
SG
N
2
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
4900.00000000
NS
USD
515431.00000000
0.022039060265
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KR1
440000.00000000
PA
USD
363994.64000000
0.015563867534
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
16100.00000000
NS
USD
2359455.00000000
0.100886774251
Long
EC
CORP
US
N
1
N
N
N
Seagate Technology Holdings PL
635400RUXIFEZSRU8X70
Seagate Technology Holdings PLC
000000000
7100.00000000
NS
USD
373531.00000000
0.015971628055
Long
EC
CORP
US
N
1
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAN9
3300000.00000000
PA
USD
2892539.43000000
0.123680668836
Long
ABS-O
CORP
US
N
2
2028-06-26
Fixed
2.33000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KN2N2
999900.67000000
PA
USD
846723.22000000
0.036204621130
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Alliant Energy Corp
5493009ML300G373MZ12
Alliant Energy Corp
018802108
8700.00000000
NS
USD
480327.00000000
0.020538065619
Long
EC
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
19799.00000000
NS
367988.69000000
0.015734647151
Long
EC
CORP
CH
N
2
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
756.00000000
NS
37224.41000000
0.001591660213
Long
EC
CORP
DE
N
2
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
10200.00000000
NS
USD
1306416.00000000
0.055860398300
Long
EC
CORP
US
N
1
N
N
N
ResMed Inc
529900T3QE5253CCXF22
ResMed Inc
761152107
5000.00000000
NS
USD
1040650.00000000
0.044496640802
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
15960.00000000
NS
USD
2378678.40000000
0.101708738144
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GJ3U1
96705.60000000
PA
USD
95170.96000000
0.004069368204
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383P5X5
2229086.70000000
PA
USD
40056.91000000
0.001712773685
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Floating
0.01000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CP5
970000.00000000
PA
USD
804546.72000000
0.034401216940
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
21260.00000000
NS
USD
4402308.20000000
0.188236128072
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204YZ55
1238.04000000
PA
USD
1272.55000000
0.000054412338
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
SWOP CDS CDX.NA.IG.39.V1
000000000
10800000.00000000
OU
Other
USD
2586.11000000
0.000110578203
N/A
DCR
CORP
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Put
Purchased
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CDS CDX.NA.IG.39.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.39.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
10800000.00000000
USD
102.50000000
USD
2023-01-18
XXXX
-50333.89000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8FY2
165680.86000000
PA
USD
157583.92000000
0.006738053221
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
4.00000000
N
N
N
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies Inc
902252105
1510.00000000
NS
USD
486839.10000000
0.020816513295
Long
EC
CORP
US
N
1
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261F104
6005.00000000
NS
USD
871085.30000000
0.037246307310
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ATWB2
1526505.48000000
PA
USD
1428920.58000000
0.061098511299
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
94973VAY3
330000.00000000
PA
USD
300179.11000000
0.012835210718
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
Hitachi Construction Machinery
5493009B7C53PDH8W826
Hitachi Construction Machinery Co Ltd
000000000
8800.00000000
NS
196120.73000000
0.008385829699
Long
EC
CORP
JP
N
2
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
800.00000000
NS
11150.64000000
0.000476784723
Long
EC
CORP
JP
N
2
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAA1
288228.73000000
PA
USD
278624.49000000
0.011913567338
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296RTC2
21558.01000000
PA
USD
21904.30000000
0.000936595175
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS TREASURY BOND
000000000
1.00000000
NC
USD
448783.24000000
0.019189301521
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
US TREASURY N/B
United States Treasury Note/Bond
Y
2023-01-26
0.00000000
USD
0.00000000
USD
17785091.12000000
USD
448783.24000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KEL9
2005000.00000000
PA
USD
1965850.57000000
0.084056836290
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
6.02768000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
20800.00000000
NS
USD
1744080.00000000
0.074574257715
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KMSU0
481701.14000000
PA
USD
395341.49000000
0.016904212054
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
665000.00000000
PA
USD
592787.60000000
0.025346713025
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UUJ9
1643130.06000000
PA
USD
1517018.74000000
0.064865457132
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
TRS TREASURY BOND
000000000
1.00000000
NC
USD
348062.66000000
0.014882639849
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
US TREASURY N/B
United States Treasury Note/Bond
Y
2023-01-27
0.00000000
USD
0.00000000
USD
29543549.64000000
USD
348062.66000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS GS_21-PJ-A
000000000
-9100000.00000000
OU
Other
USD
-148.58000000
-0.00000635305
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GS_21-PJ-A
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
Default Event
2021-08-14
0.00000000
USD
0.00000000
USD
N/A
N/A
-9100000.00000000
USD
2.50000000
USD
2024-06-17
XXXX
-148.58000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDZ3
5344461.16000000
PA
USD
4692812.77000000
0.200657669899
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.00000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
25204.00000000
NS
USD
1587599.96000000
0.067883404755
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPW39
4301570.44000000
PA
USD
149481.29000000
0.006391596855
Long
ABS-MBS
USGSE
US
N
2
2026-03-25
Variable
1.34569700
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
1595000.00000000
PA
USD
1484868.28000000
0.063490751448
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
13400.00000000
NS
USD
1360502.00000000
0.058173034935
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
21300.00000000
NS
USD
1351059.00000000
0.057769266349
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3Y6
1011549.29000000
PA
USD
858845.15000000
0.036722936765
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
14700.00000000
NS
USD
895083.00000000
0.038272413145
Long
EC
CORP
US
N
1
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
2265.00000000
NS
293679.81000000
0.012557310350
Long
EC
CORP
CH
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWFG3
989665.88000000
PA
USD
975979.52000000
0.041731427600
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CVN9
576.32000000
PA
USD
594.11000000
0.000025403256
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.50000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAA7
1500000.00000000
PA
USD
1385826.45000000
0.059255870619
Long
ABS-O
CORP
US
N
2
2025-12-26
Fixed
1.21000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
4690.00000000
NS
USD
1971207.00000000
0.084285869242
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QWD9
88734.95000000
PA
USD
81124.80000000
0.003468775367
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312936EZ6
267938.25000000
PA
USD
257605.08000000
0.011014808738
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
48007.00000000
NS
USD
8672944.62000000
0.370842167355
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LPCS9
121370.26000000
PA
USD
106566.71000000
0.004556633466
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
3.00000000
N
N
N
N
N
N
Jamestown CLO Ltd
254900TDIR3OOT3N8P57
Jamestown CLO XII Ltd
47047JAA2
7500000.00000000
PA
USD
7404936.75000000
0.316624043369
Long
ABS-CBDO
CORP
KY
N
2
2032-04-20
Floating
5.71257000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SNU7
329295.16000000
PA
USD
297860.21000000
0.012736058015
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3.00000000
N
N
N
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
14100.00000000
NS
USD
1089648.00000000
0.046591722151
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2020-4
89179JAA4
586180.98000000
PA
USD
517801.09000000
0.022140401776
Long
ABS-O
CORP
US
N
2
2060-10-25
Fixed
1.75000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8J4
530000.00000000
PA
USD
421164.89000000
0.018008382096
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PBD1
531781.11000000
PA
USD
510179.68000000
0.021814521660
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.40800000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd
078774AA4
2270000.00000000
PA
USD
2239528.88000000
0.095758912353
Long
ABS-MBS
CORP
BM
N
2
2032-01-26
Floating
5.67768000
N
N
N
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
4300.00000000
NS
USD
536640.00000000
0.022945925450
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128PVK66
117511.98000000
PA
USD
114808.93000000
0.004909058491
Long
ABS-MBS
USGSE
US
N
2
2026-06-01
Fixed
4.00000000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2019-2
52604AAA6
1829765.67000000
PA
USD
1775730.49000000
0.075927585428
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
2.78000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
SWOP CDS CDX.NA.IG.39.V1
000000000
-9270000.00000000
OU
Other
USD
-16384.30000000
-0.00070056821
N/A
DCR
CORP
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Call
Written
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CDS CDX.NA.IG.39.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.39.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-9270000.00000000
USD
80.00000000
USD
2023-02-15
XXXX
3854.08000000
N
N
N
BOC AVIATION USA CORP
254900QKLTY6MF4Y3P65
BOC Aviation USA Corp
66980P2A6
445000.00000000
PA
USD
422512.82000000
0.018066017571
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
1.62500000
N
N
N
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
74800.00000000
NS
233030.15000000
0.009964021410
Long
EC
CORP
SG
N
2
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-C
63940YAB2
559738.41000000
PA
USD
528469.24000000
0.022596555948
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
3.13000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
68398.00000000
NS
USD
1236635.84000000
0.052876702807
Long
EC
CORP
US
N
1
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
2500.00000000
NS
USD
438900.00000000
0.018766708930
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381WPW2
2400000.00000000
PA
USD
1905115.44000000
0.081459892779
Long
ABS-MBS
USGA
US
N
2
2049-06-20
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296XTQ8
11628.29000000
PA
USD
11888.11000000
0.000508317840
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.00000000
N
N
N
N
N
N
Check Point Software Technolog
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
1600.00000000
NS
USD
201856.00000000
0.008631061284
Long
EC
CORP
IL
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
5600.00000000
NS
USD
350000.00000000
0.014965477615
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
8740.00000000
NS
USD
724458.60000000
0.030976768462
Long
EC
CORP
US
N
1
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
874.00000000
NS
21248.83000000
0.000908568256
Long
EC
CORP
GB
N
2
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
1520.00000000
NS
USD
471671.20000000
0.020167956530
Long
EC
CORP
US
N
1
N
N
N
AMSTED INDUSTRIES
N2VLGYMEEBIU3PFSUY86
Amsted Industries Inc
032177AH0
800000.00000000
PA
USD
764148.57000000
0.032673852341
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.62500000
N
N
N
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
558.00000000
NS
20732.79000000
0.000886503156
Long
EC
CORP
IT
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
1050000.00000000
PA
USD
903671.30000000
0.038639636035
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
1425000.00000000
PA
USD
1085803.79000000
0.046427349469
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
22792.00000000
NS
USD
1016067.36000000
0.043445523806
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403ASR7
172943.87000000
PA
USD
176759.69000000
0.007557980525
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-2
80285RAF5
141275.67000000
PA
USD
140822.67000000
0.006021367187
Long
ABS-O
CORP
US
N
2
2025-09-15
Fixed
1.46000000
N
N
N
N
N
N
Venture XXI CLO
5493001C8B2BF8JNTO68
Venture XXI CLO Ltd
92330MAL3
52942.41000000
PA
USD
52904.95000000
0.002262136699
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
4.95914000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2U7
1335000.00000000
PA
USD
1049422.41000000
0.044871735961
Long
DBT
CORP
FR
N
2
2033-01-20
Fixed
3.13200000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade RE 2021-3 Ltd
078777AB5
943589.42000000
PA
USD
931433.82000000
0.039826719953
Long
ABS-MBS
CORP
US
N
2
2031-09-25
Floating
4.92768000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
13600.00000000
NS
USD
372912.00000000
0.015945160539
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CU67
111584.18000000
PA
USD
113948.75000000
0.004872278478
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
4900.00000000
NS
USD
331142.00000000
0.014159137681
Long
EC
CORP
US
N
1
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751Y106
2100.00000000
NS
USD
308763.00000000
0.013202245043
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUF7
3294394.17000000
PA
USD
2545265.44000000
0.108831751339
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
1.50000000
N
N
N
N
N
N
Cordatus CLO PLC
635400UH3DTSYN3K2540
CVC Cordatus Loan Fund XIV DAC
000000000
1750000.00000000
PA
1825162.56000000
0.078041226962
Long
ABS-CBDO
CORP
IE
N
2
2032-05-22
Floating
2.67100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHKD3
448209.62000000
PA
USD
415939.80000000
0.017784965047
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
77930.00000000
NS
USD
9378096.20000000
0.400993396459
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
1640.00000000
NS
USD
542298.80000000
0.023187887292
Long
EC
CORP
US
N
1
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
18238.00000000
NS
254915.35000000
0.010899799898
Long
EC
CORP
AU
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-A1
46630GAM7
24114.38000000
PA
USD
23458.80000000
0.001003063275
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.93927000
N
N
N
N
N
N
Fuji Electric Co Ltd
5299000HVNGZZTYYM906
Fuji Electric Co Ltd
000000000
300.00000000
NS
11321.78000000
0.000484102414
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
745000.00000000
PA
USD
733492.50000000
0.031363044543
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAE4
2150000.00000000
PA
USD
2054995.59000000
0.087868544293
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
5.66896200
N
N
N
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
6182.00000000
NS
60314.52000000
0.002578958854
Long
EC
CORP
IT
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJL32
27267.01000000
PA
USD
27671.25000000
0.001183181349
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.00000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS1
52474JAA4
240064.59000000
PA
USD
219388.88000000
0.009380741065
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.89200000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-BNK2
61690YBT8
1999999.99000000
PA
USD
1815254.59000000
0.077617576953
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
2.79100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403JT71
39592.25000000
PA
USD
40318.47000000
0.001723957600
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
7000.00000000
NS
USD
397250.00000000
0.016985817094
Long
EC
CORP
US
N
1
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AP3
200000.00000000
PA
USD
142323.51000000
0.006085540866
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.62500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
1095000.00000000
PA
USD
995920.33000000
0.042584066873
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
12375000.00000000
PA
USD
9455273.44000000
0.404293380052
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy Inc
29355A107
4700.00000000
NS
USD
1245312.00000000
0.053247682459
Long
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
23038.00000000
NS
280629.69000000
0.011999306697
Long
EC
CORP
NL
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE18 Mortgage Trust
12632QAW3
1743562.73000000
PA
USD
1688222.75000000
0.072185885073
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
3.55000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WAY4
7300000.00000000
PA
USD
6932553.04000000
0.296425620974
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.74900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36294U4G4
20031.53000000
PA
USD
20816.76000000
0.000890093588
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
550000.00000000
PA
USD
532635.53000000
0.022774700290
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.87500000
N
N
N
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
2040.00000000
NS
USD
469485.60000000
0.020074503536
Long
EC
CORP
US
N
1
N
N
N
MonotaRO Co Ltd
N/A
MonotaRO Co Ltd
000000000
600.00000000
NS
8451.53000000
0.000361374808
Long
EC
CORP
JP
N
2
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
4860.00000000
NS
198736.10000000
0.008497659017
Long
EC
CORP
NL
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNDE9
764880.70000000
PA
USD
671711.68000000
0.028721388889
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
1857.00000000
NS
194307.78000000
0.008308310663
Long
EC
CORP
NL
N
2
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
12000.00000000
NS
USD
1392840.00000000
0.059555759550
Long
EC
CORP
US
N
1
N
N
N
EL PASO ELECTRIC CO
OZ8GM8L4AHPKSWZMW205
El Paso Electric Co
283677AW2
845000.00000000
PA
USD
821388.85000000
0.035121361281
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJ4S6
192139.00000000
PA
USD
188211.19000000
0.008047629574
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
350000.00000000
PA
USD
335131.43000000
0.014329719754
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-3
80287EAE5
1400000.00000000
PA
USD
1346581.88000000
0.057577831380
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
0.95000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
SWOP CDS CDX.NA.IG.39.V1
000000000
9270000.00000000
OU
Other
USD
18321.60000000
0.000783404270
N/A
DCR
CORP
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Put
Purchased
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CDS CDX.NA.IG.39.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.39.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
9270000.00000000
USD
90.00000000
USD
2023-02-15
XXXX
-16318.42000000
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
700.00000000
NS
23289.11000000
0.000995807583
Long
EC
CORP
GB
N
2
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
11900.00000000
NS
USD
997696.00000000
0.042659991872
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W7GM0
1254185.52000000
PA
USD
1173552.68000000
0.050179361038
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646139W35
1000000.00000000
PA
USD
1236722.11000000
0.052880391583
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41400000
N
N
N
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
248.00000000
NS
19153.15000000
0.000818960107
Long
EC
CORP
NL
N
2
N
N
N
APA Corp
549300VCIWLRHYVSHC79
APA Corp
03743Q108
11614.00000000
NS
USD
542141.52000000
0.023181162234
Long
EC
CORP
US
N
1
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
151500.00000000
NS
88360.59000000
0.003778166947
Long
EC
CORP
HK
Y
2
N
N
N
PENTAIR FINANCE SARL
549300H2U8U8TZPV3T89
Pentair Finance Sarl
709629AR0
2415000.00000000
PA
USD
2234933.25000000
0.095562410073
Long
DBT
CORP
LU
N
2
2029-07-01
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS TRSBENCH7 INDEX
000000000
1.00000000
NC
USD
-329974.72000000
-0.01410922653
N/A
DE
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Y
2023-03-20
0.00000000
USD
0.00000000
USD
-4896925.07000000
USD
-329974.72000000
N
N
N
Laboratory Corp of America Hol
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
3100.00000000
NS
USD
729988.00000000
0.031213197353
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31409V7F4
43851.88000000
PA
USD
44594.69000000
0.001906802385
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q73S4
593985.98000000
PA
USD
568567.85000000
0.024311112663
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MFCN6
376072.16000000
PA
USD
342492.96000000
0.014644487789
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.00000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
19080.00000000
NS
USD
2288073.60000000
0.097834612126
Long
EC
CORP
US
N
1
N
N
N
1011778 BC / NEW RED FIN
N/A
1011778 BC ULC / New Red Finance Inc
68245XAH2
500000.00000000
PA
USD
450625.00000000
0.019268052430
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
16060.00000000
NS
USD
3402471.60000000
0.145484607338
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
7000.00000000
NS
USD
787500.00000000
0.033672324635
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204DBZ1
392.42000000
PA
USD
403.36000000
0.000017247071
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WTZ1
2790950.20000000
PA
USD
2493786.54000000
0.106630590409
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
8500.00000000
NS
USD
1237260.00000000
0.052903390957
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJY1
30630.75000000
PA
USD
31953.57000000
0.001366286961
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
6.00000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
29002.00000000
NS
USD
1196332.50000000
0.051153392142
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
39600.00000000
NS
USD
3928320.00000000
0.167969100080
Long
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
18956.00000000
NS
USD
795014.64000000
0.033993639426
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAK6
585000.00000000
PA
USD
573703.36000000
0.024530699406
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
6300.00000000
NS
USD
283563.00000000
0.012124730654
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
1030000.00000000
PA
USD
946719.09000000
0.040480295285
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.59100000
N
N
N
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
000000000
3660.00000000
NS
253697.91000000
0.010847743980
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XHBE6
1435731.74000000
PA
USD
1224029.22000000
0.052337662551
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
2.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS CREDIT SUISSE GROUP AG
000000000
1.00000000
NC
USD
171503.38000000
0.007333228555
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CREDIT SUISSE GROUP AG
Credit Suisse Group AG
Y
Default Event
2026-06-20
126933.76000000
USD
0.00000000
USD
-2000000.00000000
USD
44569.62000000
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
405000.00000000
PA
USD
389748.20000000
0.016665051322
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
Invesco Ltd
ECPGFXU8A2SHKVVGJI15
Invesco Ltd
000000000
16200.00000000
NS
USD
291438.00000000
0.012461453901
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
63000.00000000
NS
USD
2879730.00000000
0.123132956727
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
4600.00000000
NS
USD
677028.00000000
0.028948706798
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
4900.00000000
NS
USD
1187221.00000000
0.050763798001
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
500453.00000000
NS
273104.20000000
0.011677527976
Long
EC
CORP
GB
N
2
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd
000000000
4100.00000000
NS
USD
208570.46000000
0.008918161572
Long
EC
CORP
HK
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KFC7
18387.05000000
PA
USD
18909.41000000
0.000808538148
Long
ABS-MBS
USGA
US
N
2
2035-06-15
Fixed
6.50000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAD6
1350000.00000000
PA
USD
1039500.00000000
0.044447468519
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297AQT4
37552.70000000
PA
USD
38132.19000000
0.001630475531
Long
ABS-MBS
USGSE
US
N
2
2034-06-01
Fixed
5.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust 2015-GC28
36251FAV8
2762909.51000000
PA
USD
2646959.59000000
0.113180041412
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.13600000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2019-1
68267EAA2
4100000.00000000
PA
USD
3935058.64000000
0.168257234268
Long
ABS-O
CORP
US
N
2
2027-09-14
Fixed
3.63000000
N
N
N
N
N
N
MidOcean Credit CLO
549300XSCUX0ONI5KZ96
MidOcean Credit CLO III
59802UAU3
3458585.69000000
PA
USD
3391725.69000000
0.145025128265
Long
ABS-CBDO
CORP
KY
N
2
2031-04-21
Floating
5.39757000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG58
1584046.30000000
PA
USD
1524716.97000000
0.065194621957
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.00000000
N
N
N
N
N
N
Paychex Inc
529900K900DW6SUBM174
Paychex Inc
704326107
11000.00000000
NS
USD
1271160.00000000
0.054352904360
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XCLC0
1467884.38000000
PA
USD
1246422.92000000
0.053295183740
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CX1
220000.00000000
PA
USD
206497.50000000
0.008829524897
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
3395000.00000000
PA
USD
3315601.85000000
0.141770186483
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
86360.00000000
NS
USD
12620650.40000000
0.539640174454
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDQ4
2700000.00000000
PA
USD
2512913.49000000
0.107448430243
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
2.36000000
N
N
N
N
N
N
Bandai Namco Holdings Inc
N/A
Bandai Namco Holdings Inc
000000000
700.00000000
NS
43875.60000000
0.001876055170
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405HHD3
40727.50000000
PA
USD
41758.97000000
0.001785551230
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
6.50000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
55699.00000000
NS
USD
3607624.23000000
0.154256627601
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
11100.00000000
NS
USD
854256.00000000
0.036526711560
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
3650000.00000000
PA
USD
2634348.45000000
0.112640807888
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400DWE8
40528.87000000
PA
USD
42255.15000000
0.001806767147
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
6.50000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
000000000
3571.00000000
NS
72504.17000000
0.003100170094
Long
EC
CORP
AU
N
2
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
181.00000000
NS
11836.49000000
0.000506110646
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390VPW8
44207.43000000
PA
USD
45324.93000000
0.001938026358
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
NTT Data Corp
353800SZGJGSLJRRWB43
NTT Data Corp
000000000
1300.00000000
NS
18944.56000000
0.000810041110
Long
EC
CORP
JP
N
2
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
7200.00000000
NS
USD
918000.00000000
0.039252309861
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust 2018-A-GS
20269DAA3
379508.60000000
PA
USD
351540.56000000
0.015031349662
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
3.21000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225ASB7
583.59000000
PA
USD
599.86000000
0.000025649118
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
100000.00000000
PA
83682.43000000
0.003578135808
Long
DBT
CORP
MX
N
2
2029-02-26
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KL2T3
2550255.75000000
PA
USD
2163035.68000000
0.092488177289
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.50000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2020-REV1
34531NAA4
2500000.00000000
PA
USD
2345087.00000000
0.100272420016
Long
ABS-O
CORP
US
N
2
2031-08-15
Fixed
2.04000000
N
N
N
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
4600.00000000
NS
USD
805506.00000000
0.034442234321
Long
EC
CORP
US
N
1
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EY5
145000.00000000
PA
USD
141958.31000000
0.006069925459
Long
DBT
CORP
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030611
3000000.00000000
PA
USD
2632107.78000000
0.112545000183
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
3.00000000
N
N
N
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
31300.00000000
NS
USD
4409857.00000000
0.188558903493
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERH60
250637.37000000
PA
USD
238518.61000000
0.010198699768
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
4.00000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
4000.00000000
NS
USD
867440.00000000
0.037090439723
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
11700.00000000
NS
USD
690300.00000000
0.029516197709
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2N6
462807.53000000
PA
USD
417235.21000000
0.017840354845
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ALML2
2582370.27000000
PA
USD
2245929.00000000
0.096032571932
Long
ABS-MBS
USGSE
US
N
2
2044-11-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132WKQR2
401441.75000000
PA
USD
372866.46000000
0.015943213316
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CAW6
4936085.77000000
PA
USD
4869356.80000000
0.208206429126
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
5.34257000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CUJ1
844960.05000000
PA
USD
816788.95000000
0.034924676423
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJEX2
647826.63000000
PA
USD
601001.95000000
0.025697946370
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EX6
200000.00000000
PA
USD
157002.80000000
0.006713205397
Long
DBT
USGA
US
N
2
2031-09-15
Fixed
1.50000000
N
N
N
N
N
N
Canyon Capital CLO Ltd
N/A
Canyon Capital CLO 2017-1 Ltd
13876GAJ7
2735134.16000000
PA
USD
2708037.46000000
0.115791639973
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.07914000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
1695000.00000000
PA
USD
1655344.70000000
0.070780068726
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31391AVP1
1274.86000000
PA
USD
1306.14000000
0.000055848596
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X3AX6
2726248.60000000
PA
USD
2599494.67000000
0.111150512275
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
35450.00000000
NS
USD
11197237.00000000
0.478777141952
Long
EC
CORP
US
N
1
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
7900.00000000
NS
126452.57000000
0.005406923159
Long
EC
CORP
JP
N
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
45283.00000000
NS
USD
4219922.77000000
0.180437599300
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBY8
2701388.75000000
PA
USD
2203833.27000000
0.094232621346
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp
655663102
1900.00000000
NS
USD
451668.00000000
0.019312649553
Long
EC
CORP
US
N
1
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187109
5518.00000000
NS
USD
169512.96000000
0.007248121167
Long
EC
CORP
US
N
1
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
1800.00000000
NS
30616.32000000
0.001309108147
Long
EC
CORP
SE
N
2
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
WiseTech Global Ltd
000000000
320.00000000
NS
11005.58000000
0.000470582174
Long
EC
CORP
AU
N
2
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
279.00000000
NS
53830.37000000
0.002301706277
Long
EC
CORP
DE
N
2
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
1100000.00000000
PA
USD
935397.54000000
0.039996202705
Long
DBT
CORP
CH
Y
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KJG5
4286799.76000000
PA
USD
4092534.00000000
0.174990645626
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
4.77768000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
14300.00000000
NS
USD
3415698.00000000
0.146050148461
Long
EC
CORP
US
N
1
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
456.00000000
NS
14098.87000000
0.000602846638
Long
EC
CORP
GB
N
2
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
11650.00000000
NS
USD
560015.50000000
0.023945426942
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296SU61
28065.99000000
PA
USD
28621.63000000
0.001223818180
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.50000000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
12911.00000000
NS
150716.59000000
0.006444416439
Long
EC
CORP
ES
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRE6
966855.33000000
PA
USD
949195.31000000
0.040586174756
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BC6
245000.00000000
PA
USD
183814.73000000
0.007859643506
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
7800.00000000
NS
USD
364026.00000000
0.015565208441
Long
EC
CORP
US
N
1
N
N
Toro European CLO
213800UUXX2DYH3TCG21
Toro European CLO 2 DAC
000000000
3000000.00000000
PA
3075950.49000000
0.131523052016
Long
ABS-CBDO
CORP
IE
N
2
2034-07-25
Floating
2.53300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
1485000.00000000
PA
USD
1418451.45000000
0.060650866926
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
3450.00000000
NS
USD
637180.50000000
0.027244887171
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
21500.00000000
NS
USD
4283660.00000000
0.183162908125
Long
EC
CORP
US
N
1
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
2300.00000000
NS
USD
265006.00000000
0.011331261031
Long
EC
CORP
US
N
1
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
50236.00000000
NS
USD
708327.60000000
0.030287030978
Long
EC
CORP
US
N
1
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
5420.00000000
NS
USD
1518629.80000000
0.064934343653
Long
EC
CORP
US
N
1
N
N
N
TOKYO METROPOLITAN GOVT
353800FABE4GGB1BMO18
Tokyo Metropolitan Government
889124AL7
600000.00000000
PA
USD
594943.68000000
0.025438903787
Long
DBT
NUSS
JP
N
2
2023-06-01
Fixed
3.25000000
N
N
N
N
N
N
Assurant Commercial Mortgage T
549300SPKO3Z7ZWM8X71
Assurant Commercial Mortgage Trust 2016-1
04624UAG6
3100000.00000000
PA
USD
2954047.35000000
0.126310655693
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.17200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31414GYU7
25974.20000000
PA
USD
27074.78000000
0.001157677182
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.00000000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
8800.00000000
NS
USD
658328.00000000
0.028149122708
Long
EC
CORP
US
N
1
N
N
N
Oji Holdings Corp
529900LVC9GIIYUGE243
Oji Holdings Corp
000000000
12400.00000000
NS
50083.44000000
0.002141493143
Long
EC
CORP
JP
N
2
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
6901.00000000
NS
71276.31000000
0.003047668633
Long
EC
CORP
GB
N
2
N
N
N
Israel Discount Bank Ltd
549300XWZ7BG5G23OF51
Israel Discount Bank Ltd
465074201
2713.00000000
NS
14243.05000000
0.000609011559
Long
EC
CORP
IL
N
2
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
438396.05000000
PA
USD
333181.00000000
0.014246322278
Long
DBT
CORP
CL
N
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FPG5
209156.97000000
PA
USD
208747.97000000
0.008925751635
Long
ABS-MBS
USGA
US
N
2
2041-01-20
Fixed
4.50000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
660.00000000
NS
USD
1627678.80000000
0.069597116134
Long
EC
CORP
US
N
1
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
176.00000000
NS
8858.73000000
0.000378786072
Long
EC
CORP
DE
N
2
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
1040000.00000000
PA
USD
1061004.12000000
0.045366952594
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
530000.00000000
PA
USD
431166.77000000
0.018436047557
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Kongsberg Gruppen ASA
5967007LIEEXZXJ9HK73
Kongsberg Gruppen ASA
000000000
195.00000000
NS
8299.94000000
0.000354893046
Long
EC
CORP
NO
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWCU5
2894875.92000000
PA
USD
2450584.55000000
0.104783337796
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
136285.00000000
NS
USD
1584994.55000000
0.067772001312
Long
EC
CORP
US
N
1
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
000000000
1812.00000000
NS
7334.45000000
0.000313610135
Long
EC
CORP
AU
N
2
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
9540.00000000
NS
USD
4090370.40000000
0.174898133319
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390JKD2
26170.16000000
PA
USD
26831.55000000
0.001147277031
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAB1
405000.00000000
PA
USD
367132.76000000
0.015698048862
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
9400.00000000
NS
USD
875422.00000000
0.037431738129
Long
EC
CORP
IE
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS TREASURY BOND
000000000
1.00000000
NC
USD
14571.24000000
0.000623044474
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
US TREASURY N/B
United States Treasury Note/Bond
Y
2023-02-23
0.00000000
USD
0.00000000
USD
22293506.54000000
USD
14571.24000000
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
26239.00000000
NS
USD
1659354.36000000
0.070951515803
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategi
5493007AYUHLOG0AMH17
Carlyle Global Market Strategies CLO 2015-5 Ltd
14312JAY8
6750000.00000000
PA
USD
6625060.88000000
0.283277715152
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
5.32257000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
11100.00000000
NS
USD
337107.00000000
0.014414192179
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GSA2
36264KAU4
4150000.00000000
PA
USD
3255602.38000000
0.139204698697
Long
ABS-MBS
CORP
US
N
2
2053-12-12
Fixed
1.72100000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
50955.00000000
NS
USD
5142378.60000000
0.219880433801
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
25200.00000000
NS
USD
4380768.00000000
0.187315101269
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
20600.00000000
NS
USD
693602.00000000
0.029657386300
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
10200.00000000
NS
USD
634950.00000000
0.027149514320
Long
EC
CORP
US
N
1
N
N
N
Elevation CLO Ltd
549300TLJB7OIA4JRG73
Elevation CLO 2017-6 Ltd
28622PAA1
414681.20000000
PA
USD
410073.01000000
0.017534109862
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
5.35914000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133ARB20
4509481.20000000
PA
USD
3828604.28000000
0.163705404721
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAR0
850000.00000000
PA
USD
767605.25000000
0.032821654819
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
1500.00000000
NS
13148.83000000
0.000562224345
Long
EC
CORP
HK
N
2
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAC9
745000.00000000
PA
USD
689497.50000000
0.029481884007
Long
DBT
NUSS
IN
N
2
2028-02-01
Fixed
3.87500000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
13200.00000000
NS
USD
839784.00000000
0.035907910440
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
1245000.00000000
PA
USD
1105469.15000000
0.047268210912
Long
DBT
CORP
US
Y
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAT8
1575000.00000000
PA
USD
1088785.92000000
0.046554860897
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.60000000
N
N
N
N
N
N
DAIMLER TRUCKS FINAN NA
5493003HSDTSCZRXBA58
Daimler Trucks Finance North America LLC
233853AD2
3770000.00000000
PA
USD
3505942.04000000
0.149908848920
Long
DBT
CORP
US
N
2
2024-12-13
Fixed
1.62500000
N
N
N
N
N
N
STATE BANK INDIA/LONDON
5493001JZ37UBBZF6L49
State Bank of India/London
85628UAJ5
1255000.00000000
PA
USD
1236802.50000000
0.052883828940
Long
DBT
CORP
IN
N
2
2024-01-24
Fixed
4.37500000
N
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
14900.00000000
NS
USD
929313.00000000
0.039736036856
Long
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
N/A
Expedia Group Inc
30212P303
5250.00000000
NS
USD
459900.00000000
0.019664637587
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
225000.00000000
PA
USD
239636.56000000
0.010246501641
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
340000.00000000
PA
USD
256445.00000000
0.010965205449
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDM3
521691.35000000
PA
USD
484183.67000000
0.020702971072
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834JB5
830000.00000000
PA
USD
394055.47000000
0.016849223759
Long
DBT
UST
US
N
2
2040-08-15
None
0.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
1675000.00000000
PA
USD
1394757.01000000
0.059637728036
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAB5
620000.00000000
PA
USD
547259.86000000
0.023400014814
Long
DBT
CORP
NL
N
2
2043-07-15
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
101645.00000000
NS
USD
13630594.50000000
0.582823876802
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
SWOP CDS CDX.NA.IG.39.V1
000000000
-10800000.00000000
OU
Other
USD
-41871.57000000
-0.00179036583
N/A
DCR
CORP
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Call
Written
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CDS CDX.NA.IG.39.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.39.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-10800000.00000000
USD
90.00000000
USD
2023-01-18
XXXX
-19191.57000000
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
4500.00000000
NS
USD
300825.00000000
0.012862828010
Long
EC
CORP
US
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
237.00000000
NS
24468.05000000
0.001046217298
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BCD5
257967.50000000
PA
USD
241171.09000000
0.010312115854
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
3.50000000
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VII Ltd
67389JAA6
2700000.00000000
PA
USD
2642922.27000000
0.113007411634
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
5.52768000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
16748.00000000
NS
472139.81000000
0.020187993594
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203C3P5
11.19000000
PA
USD
11.19000000
0.000000478467
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
9400.00000000
NS
USD
1510016.00000000
0.064566030421
Long
EC
CORP
US
N
1
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
551000.00000000
PA
USD
534573.31000000
0.022857556871
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
9780.00000000
NS
USD
3806571.60000000
0.162763320208
Long
EC
CORP
US
N
1
N
N
N
Oaktown Re Ltd
254900KOPN6EP9T3LD85
Oaktown Re II Ltd
67400CAA6
103276.56000000
PA
USD
103191.77000000
0.004412326068
Long
ABS-MBS
CORP
US
N
2
2028-07-25
Floating
5.93871000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UGB2
436847.44000000
PA
USD
406259.76000000
0.017371060984
Long
ABS-MBS
USGA
US
N
2
2048-11-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BDQ27
2387339.76000000
PA
USD
318328.12000000
0.013611235298
Long
ABS-MBS
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
13580.00000000
NS
USD
7478370.20000000
0.319763948089
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
1300000.00000000
PA
USD
1202955.52000000
0.051436582592
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
1365000.00000000
PA
USD
1242950.83000000
0.053146722354
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
784.00000000
NS
12612.36000000
0.000539285689
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DLT7
2671443.53000000
PA
USD
2363706.59000000
0.101068565894
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
80000.00000000
PA
USD
70041.98000000
0.002994890525
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
3165.00000000
NS
USD
898163.70000000
0.038404139279
Long
EC
CORP
US
N
1
N
N
N
Olympus Corp
5299000Y52IFDI1I2A21
Olympus Corp
000000000
7100.00000000
NS
125226.89000000
0.005354514912
Long
EC
CORP
JP
N
2
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
5100.00000000
NS
USD
726750.00000000
0.031074745306
Long
EC
CORP
US
N
1
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128LXEM8
3087.61000000
PA
USD
3156.69000000
0.000134975352
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
38700.00000000
NS
USD
4254678.00000000
0.181923681062
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS CREDIT SUISSE GROUP AG
000000000
1.00000000
NC
USD
171503.38000000
0.007333228555
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CREDIT SUISSE GROUP AG
Credit Suisse Group AG
Y
Default Event
2026-06-20
115682.87000000
USD
0.00000000
USD
-2000000.00000000
USD
55820.51000000
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690EAA6
525000.00000000
PA
USD
533118.65000000
0.022795357780
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFC62
63658.84000000
PA
USD
62702.34000000
0.002681058473
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AWEN9
1001198.69000000
PA
USD
961513.70000000
0.041112890727
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620C0YW2
31478.01000000
PA
USD
30161.12000000
0.001289644474
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
4.00000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
12200.00000000
NS
USD
1656150.00000000
0.070814502152
Long
EC
CORP
US
N
1
N
N
N
ICG US CLO Ltd
254900IL8TH4VLG5DO47
ICG US CLO 2015-1 Ltd
44931AAJ8
4733498.92000000
PA
USD
4669597.63000000
0.199665025162
Long
ABS-CBDO
CORP
KY
N
2
2028-10-19
Floating
5.36657000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B2XS3
999999.10000000
PA
USD
877985.76000000
0.037541360680
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VDQ0
225721.77000000
PA
USD
215688.55000000
0.009222520477
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
4.00000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
11200.00000000
NS
USD
572768.00000000
0.024490704808
Long
EC
CORP
US
N
1
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2021-1
68269MAB0
2000000.00000000
PA
USD
1910948.20000000
0.081709292892
Long
ABS-O
CORP
US
N
2
2036-06-16
Floating
4.56664000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
570000.00000000
PA
USD
523081.88000000
0.022366200475
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
3184.00000000
NS
USD
2085615.52000000
0.089177806799
Long
EC
CORP
US
N
1
N
N
N
Greenwood Park CLO, Ltd
N/A
Greenwood Park CLO Ltd
39729RAB4
1000000.00000000
PA
USD
986886.80000000
0.042197806613
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
5.08914000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BMHP4
371394.54000000
PA
USD
347631.05000000
0.014864184849
Long
ABS-MBS
USGSE
US
N
2
2044-03-15
Fixed
3.00000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
8222.00000000
NS
USD
374347.66000000
0.016006547217
Long
EC
CORP
US
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
41816.00000000
NS
241275.86000000
0.010316595663
Long
EC
CORP
GB
N
2
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
1275.00000000
NS
51851.13000000
0.002217076929
Long
EC
CORP
DE
N
2
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
1430000.00000000
PA
USD
1181753.76000000
0.050530026979
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
316.00000000
NC
USD
-369613.59000000
-0.01580412545
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-03-31
34475395.63000000
USD
-369613.59000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298WJN6
5323.28000000
PA
USD
5336.10000000
0.000228163671
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJQY7
710362.27000000
PA
USD
612441.91000000
0.026187101986
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413DKC0
6671.57000000
PA
USD
6959.68000000
0.000297585529
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
460000.00000000
PA
USD
405524.78000000
0.017339634336
Long
DBT
CORP
DE
N
2
2026-11-24
Fixed
2.12900000
N
N
N
N
N
N
Clariant AG
529900VSEKBY7TMPP349
Clariant AG
000000000
496.00000000
NS
7877.20000000
0.000336817315
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CDL5
416662.44000000
PA
USD
374102.78000000
0.015996076514
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
49367.00000000
NS
USD
2284211.09000000
0.097669456963
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CA6
210000.00000000
PA
USD
189174.10000000
0.008088802168
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.30000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
8280.00000000
NS
USD
4247391.60000000
0.181612125473
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BP8
250000.00000000
PA
USD
204213.18000000
0.008731850783
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LAK5
300000.00000000
PA
247500.77000000
0.010582763523
Long
DBT
CORP
LU
N
2
2039-03-07
Fixed
2.25000000
N
N
N
N
N
N
QATAR ENERGY TRADING LLC
254900QTESJKJ3P87J26
QatarEnergy Trading LLC
74730DAC7
545000.00000000
PA
USD
449727.19000000
0.019229663414
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
2100000.00000000
PA
USD
1658202.90000000
0.070902281092
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAA8
1140000.00000000
PA
USD
1104680.43000000
0.047234486422
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.00000000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
8000.00000000
NS
USD
1344720.00000000
0.057498220170
Long
EC
CORP
IE
N
1
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2019-B LLC
83404WAB3
561824.95000000
PA
USD
528296.70000000
0.022589178395
Long
ABS-O
CORP
US
N
2
2048-08-17
Fixed
3.09000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
5000.00000000
NS
USD
446800.00000000
0.019104501139
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJZG8
237569.42000000
PA
USD
221173.48000000
0.009457047897
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
52650.00000000
NS
USD
4383639.00000000
0.187437860944
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
47953.00000000
NS
USD
3196067.45000000
0.136659073948
Long
EC
CORP
US
N
1
N
N
N
Jacobs Solutions Inc
N/A
Jacobs Solutions Inc
46982L108
4500.00000000
NS
USD
540315.00000000
0.023103062965
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
30200.00000000
NS
USD
1076932.00000000
0.046048004970
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C61
95003QAG4
9000000.00000000
PA
USD
7281733.50000000
0.311356056283
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.40600000
N
N
N
N
N
N
New World Development Co Ltd
2549008GWMWXTIRL4S48
New World Development Co Ltd
000000000
4000.00000000
NS
11220.71000000
0.000479780812
Long
EC
CORP
HK
N
2
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
21466.00000000
NS
241311.53000000
0.010318120859
Long
EC
CORP
DE
N
2
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BF4
1375000.00000000
PA
USD
1137920.40000000
0.048655777928
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
2.62500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406RMN2
196567.34000000
PA
USD
198521.87000000
0.008488498862
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CGD0
660363.55000000
PA
USD
590254.12000000
0.025238385201
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Nomura Real Estate Master Fund
353800TNNZOQ1CPZE086
Nomura Real Estate Master Fund Inc
000000000
9.00000000
NS
11150.03000000
0.000476758641
Long
EC
CORP
JP
N
2
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
465000.00000000
PA
USD
390541.88000000
0.016698987894
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2017-C8 Commercial Mortgage Trust
12595BAC5
3677609.31000000
PA
USD
3302226.17000000
0.141198262370
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.12658000
N
N
N
N
N
N
SITC International Holdings Co
529900JUV4MOM9CE3V12
SITC International Holdings Co Ltd
000000000
47000.00000000
NS
104172.68000000
0.004454268316
Long
EC
CORP
HK
N
2
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
9000.00000000
NS
USD
1422270.00000000
0.060814142424
Long
EC
CORP
NL
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS CREDIT SUISSE GROUP AG
000000000
1.00000000
NC
USD
171503.38000000
0.007333228555
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CREDIT SUISSE GROUP AG
Credit Suisse Group AG
Y
Default Event
2026-06-20
112839.44000000
USD
0.00000000
USD
-2000000.00000000
USD
58663.94000000
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-UBS8
61691ABK8
4781865.15000000
PA
USD
4494936.50000000
0.192196775930
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.54000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
25700.00000000
NS
USD
6772721.00000000
0.289591441497
Long
EC
CORP
US
N
1
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
1392.00000000
NS
25347.08000000
0.001083803309
Long
EC
CORP
SE
N
2
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
6175.00000000
NS
121957.03000000
0.005214700578
Long
EC
CORP
NO
N
2
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AW2
1820000.00000000
PA
USD
1685460.81000000
0.072067788641
Long
DBT
CORP
US
N
2
2029-04-18
Fixed
3.75000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
590000.00000000
PA
USD
549510.92000000
0.023496266779
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
7800.00000000
NS
USD
385554.00000000
0.016485713590
Long
EC
CORP
US
N
1
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200KC54
17848.83000000
PA
USD
18312.10000000
0.000782998064
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAF5
480000.00000000
PA
USD
510993.77000000
0.021849330933
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.62500000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
86359BGH8
64454.33000000
PA
USD
60320.74000000
0.002579224812
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
3.77959500
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDAS3
691697.94000000
PA
USD
591272.89000000
0.025281946286
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
Pennsylvania Higher Education
N/A
Pennsylvania Higher Education Assistance Agency
71723MAB4
1322416.11000000
PA
USD
1287055.76000000
0.055032583333
Long
ABS-O
CORP
US
N
2
2070-05-25
Floating
4.91871000
N
N
N
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
000000000
2300.00000000
NS
72496.85000000
0.003099857102
Long
EC
CORP
JP
N
2
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
1700.00000000
NS
USD
797419.00000000
0.034096446271
Long
EC
CORP
US
N
1
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
140528.00000000
NS
213550.17000000
0.009131086540
Long
EC
CORP
GB
N
2
N
N
N
SolarEdge Technologies Inc
5493000K6Y58XXPDF853
SolarEdge Technologies Inc
83417M104
2000.00000000
NS
USD
566540.00000000
0.024224404824
Long
EC
CORP
IL
N
1
N
N
Bezeq The Israeli Telecommunic
213800XCGZCFSWY9U863
Bezeq The Israeli Telecommunication Corp Ltd
000000000
48174.00000000
NS
82642.99000000
0.003533690905
Long
EC
CORP
IL
N
2
N
N
N
Daito Trust Cons
353800QQ4DRI3KXS3038
Daito Trust Construction Co Ltd
000000000
200.00000000
NS
20476.58000000
0.000875547998
Long
EC
CORP
JP
N
2
N
N
N
Nomura Real Estate Holdings In
N/A
Nomura Real Estate Holdings Inc
000000000
2000.00000000
NS
42765.59000000
0.001828592799
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJSK7
320063.89000000
PA
USD
291558.74000000
0.012466616563
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRY8
270000.00000000
PA
USD
252545.91000000
0.010798486180
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.78200000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
8700.00000000
NS
USD
350175.00000000
0.014972960354
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKH40
580835.21000000
PA
USD
528554.57000000
0.022600204531
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAE9
1300000.00000000
PA
USD
1131462.02000000
0.048379627238
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
7300.00000000
NS
USD
595461.00000000
0.025461023618
Long
EC
CORP
US
N
1
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CN5
3695000.00000000
PA
USD
2939740.12000000
0.125698899892
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.60000000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
4000.00000000
NS
60822.54000000
0.002600681031
Long
EC
CORP
JP
N
2
N
N
N
Hargreaves Lansdown PLC
2138008ZCE93ZDSESG90
Hargreaves Lansdown PLC
000000000
780.00000000
NS
8032.41000000
0.000343453863
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QHC45
1619680.45000000
PA
USD
1373434.21000000
0.058725996933
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Warehouses De Pauw CVA
549300HWDYC5JXC85138
Warehouses De Pauw CVA
000000000
323.00000000
NS
9252.91000000
0.000395640621
Long
EC
CORP
BE
N
2
N
N
N
QATAR ENERGY TRADING LLC
254900QTESJKJ3P87J26
QatarEnergy Trading LLC
74730DAB9
1544000.00000000
PA
USD
1364799.50000000
0.058356789621
Long
DBT
CORP
QA
N
2
2026-09-12
Fixed
1.37500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCL4
458000.00000000
PA
USD
278034.63000000
0.011888345804
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404XEV2
501.40000000
PA
USD
515.62000000
0.000022047141
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAH4
3570000.00000000
PA
USD
3187678.49000000
0.136300374539
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
26700.00000000
NS
USD
852798.00000000
0.036464369656
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXL1
1624884.08000000
PA
USD
1377251.83000000
0.058889232666
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383TYC1
1630207.79000000
PA
USD
25945.57000000
0.001109393848
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Floating
0.12429000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
482.00000000
NS
262811.52000000
0.011237428342
Long
EC
CORP
NL
N
2
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BU1
200000.00000000
PA
USD
197489.20000000
0.008444343434
Long
DBT
NUSS
JP
N
2
2023-10-31
Fixed
3.37500000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
9350.00000000
NS
USD
718734.50000000
0.030732014490
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAE5
935000.00000000
PA
USD
897439.18000000
0.038373159885
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
Sagax AB
549300LJX28T6OM8DT95
Sagax AB
000000000
420.00000000
NS
9542.52000000
0.000408023912
Long
EC
CORP
SE
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
4000.00000000
PA
USD
2707.86000000
0.000115784052
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
10900.00000000
NS
USD
971626.00000000
0.041545277582
Long
EC
CORP
US
N
1
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
1095000.00000000
PA
USD
739142.29000000
0.031604621131
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBU3
2945590.17000000
PA
USD
2680272.79000000
0.114604464123
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
F5 Inc
54930015FPK9KT966303
F5 Inc
315616102
2200.00000000
NS
USD
315722.00000000
0.013499801496
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QGE5
241837.06000000
PA
USD
244196.17000000
0.010441463760
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417BXH5
776964.59000000
PA
USD
727321.62000000
0.031099186924
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAA8
2420000.00000000
PA
USD
2310343.75000000
0.098786850501
Long
DBT
NUSS
AE
N
2
2027-10-11
Fixed
3.12500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CK9
1500000.00000000
PA
USD
1057322.27000000
0.045209522184
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.90000000
N
N
N
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
8252.00000000
NS
250794.18000000
0.010723584819
Long
EC
CORP
DE
N
2
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
22600.00000000
NS
USD
1390126.00000000
0.059439712960
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292SAQ3
339801.38000000
PA
USD
309542.10000000
0.013235558196
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
150000.00000000
PA
USD
113092.18000000
0.004835652823
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405VX85
1901.80000000
PA
USD
1931.06000000
0.000082569243
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
734.00000000
NS
64984.74000000
0.002778650490
Long
EC
CORP
DE
N
2
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
2275000.00000000
PA
USD
2248784.52000000
0.096154669705
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
1400000.00000000
PA
USD
1132020.58000000
0.048403510430
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
264.00000000
NS
13800.92000000
0.000590106740
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXW0
224838.41000000
PA
USD
221219.35000000
0.009459009230
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
32300.00000000
NS
USD
562666.00000000
0.024058758366
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H7
61771MAT7
9400000.00000000
PA
USD
8936949.42000000
0.382130618569
Long
ABS-MBS
CORP
US
N
2
2052-07-15
Fixed
2.49200000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
142900.00000000
NS
USD
6807756.00000000
0.291089485806
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
50000.00000000
PA
USD
38256.46000000
0.001635789130
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
17247.00000000
NS
USD
1183661.61000000
0.050611603797
Long
EC
CORP
US
N
1
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBA6
500000.00000000
PA
USD
498197.76000000
0.021302192644
Long
DBT
CORP
US
Y
2
2024-12-01
Fixed
5.50000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
3972.00000000
NS
204439.25000000
0.008741517199
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9ED0
138552.71000000
PA
USD
126216.87000000
0.005396844979
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBU9
850000.00000000
PA
USD
809789.41000000
0.034625386539
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.70000000
N
N
N
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
3000.00000000
NS
12386.61000000
0.000529632956
Long
EC
CORP
SG
N
2
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
19950.00000000
NS
USD
1636099.50000000
0.069957172698
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
8900.00000000
NS
USD
634036.00000000
0.027110433044
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
20400.00000000
NS
USD
1959624.00000000
0.083790597450
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2T0
800000.00000000
PA
USD
704010.08000000
0.030102420267
Long
DBT
CORP
FR
N
2
2028-01-20
Fixed
2.59100000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2019-REV1
34532PAA8
3300000.00000000
PA
USD
3235465.86000000
0.138343691156
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.52000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292NKS8
27376.92000000
PA
USD
27750.01000000
0.001186549009
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
5.50000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
665000.00000000
PA
USD
664916.88000000
0.028430853383
Long
DBT
NUSS
QA
Y
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
5280.00000000
NS
USD
769137.60000000
0.032887175818
Long
EC
CORP
US
N
1
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAA3
600000.00000000
PA
USD
585000.00000000
0.025013726872
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp
172062101
5637.00000000
NS
USD
577172.43000000
0.024679031661
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C6A7
152189.19000000
PA
USD
148733.51000000
0.006359622898
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.50000000
N
N
N
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
1785.00000000
NS
28411.88000000
0.001214849583
Long
EC
CORP
ES
N
2
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
18200.00000000
NS
USD
1040858.00000000
0.044505534572
Long
EC
CORP
US
N
1
N
N
N
Cordatus CLO PLC
635400UH3DTSYN3K2540
CVC Cordatus Loan Fund XIV DAC
000000000
3800000.00000000
PA
3742484.79000000
0.160023063864
Long
ABS-CBDO
CORP
IE
N
2
2032-05-22
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4Y5
525880.23000000
PA
USD
445981.93000000
0.019069521687
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.50000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
17100.00000000
NS
USD
673227.00000000
0.028786181711
Long
EC
CORP
US
N
1
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2020-A
68269LAA4
360071.62000000
PA
USD
357445.76000000
0.015283847200
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
3.84000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAQ0
3795513.64000000
PA
USD
3497926.77000000
0.149566127938
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Fixed
3.17800000
N
N
N
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658107
2800.00000000
NS
USD
488208.00000000
0.020875045416
Long
EC
CORP
US
N
1
N
N
N
CHICAGO IL O'HARE INTERNATIONA
N/A
Chicago O'Hare International Airport
167593AN2
970000.00000000
PA
USD
1080758.07000000
0.046211602013
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.39500000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
62380.00000000
NS
USD
19269182.00000000
0.823921462563
Long
EC
CORP
US
N
1
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AE4
600000.00000000
PA
USD
524047.10000000
0.022407471842
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.37500000
N
N
N
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
8500.00000000
NS
75125.25000000
0.003212243563
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200WE31
17508.92000000
PA
USD
18025.96000000
0.000770763145
Long
ABS-MBS
USGA
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
Teleflex Inc
UUL85LWXB4NGSWWXIQ25
Teleflex Inc
879369106
1600.00000000
NS
USD
399408.00000000
0.017078089953
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B9MY7
952777.74000000
PA
USD
901528.37000000
0.038548007546
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
25000.00000000
NS
USD
934000.00000000
0.039936445980
Long
EC
CORP
US
N
1
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P7
17325HBN3
3721105.05000000
PA
USD
3464282.94000000
0.148127567981
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Fixed
3.44200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36202UFH1
98198.37000000
PA
USD
99747.74000000
0.004265064486
Long
ABS-MBS
USGA
US
N
2
2034-03-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389GSV3
9253.23000000
PA
USD
9349.53000000
0.000399771948
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFXQ5
103273.75000000
PA
USD
101653.22000000
0.004346539967
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
39900.00000000
NS
USD
2841678.00000000
0.121505910001
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
307500.00000000
NS
USD
25830000.00000000
1.104452248052
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383PRN3
832579.22000000
PA
USD
14093.48000000
0.000602616169
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Floating
0.01000000
N
N
N
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
3300.00000000
NS
100078.76000000
0.004279218407
Long
EC
CORP
JP
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA TREASURY BOND
000000000
86.00000000
NC
USD
-212002.61000000
-0.00906491518
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-03-22
11762877.61000000
USD
-212002.61000000
N
N
N
TCW CLO 2021-2, Ltd.
N/A
TCW CLO 2021-2 Ltd
87190MAC2
4750000.00000000
PA
USD
4623936.90000000
0.197712640497
Long
ABS-CBDO
CORP
KY
N
2
2034-07-25
Floating
5.53843000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834EP9
360000.00000000
PA
USD
178818.75000000
0.007646022858
Long
DBT
UST
US
N
2
2039-08-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV4H5
1142146.40000000
PA
USD
1009445.96000000
0.043162402625
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132D6N30
935892.73000000
PA
USD
834768.87000000
0.035693470966
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.00000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-RPL1 Trust
55283QAA2
1818764.63000000
PA
USD
1592361.90000000
0.068087018202
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Variable
1.13130000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
134801.00000000
NS
USD
8574691.61000000
0.366641015293
Long
EC
CORP
US
N
1
N
N
N
Scentre Group
N/A
Scentre Group
000000000
11818.00000000
NS
23004.45000000
0.000983635947
Long
EC
CORP
AU
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36205BKY7
2027.49000000
PA
USD
2084.00000000
0.000089108729
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383PB42
1010050.39000000
PA
USD
18292.01000000
0.000782139046
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Floating
0.02429000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBJ7
120000.00000000
PA
USD
111277.08000000
0.004758041856
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
6.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MC4Y8
42856.38000000
PA
USD
41870.58000000
0.001790323507
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
4.00000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AL4
1000000.00000000
PA
USD
879875.00000000
0.037622141763
Long
DBT
CORP
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
800.00000000
NS
97689.77000000
0.004177068760
Long
EC
CORP
JP
N
2
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
1770000.00000000
PA
USD
1654647.91000000
0.070750275026
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAN3
450000.00000000
PA
USD
346050.48000000
0.014796602035
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-2 Ltd
43730VAA6
375233.07000000
PA
USD
374023.77000000
0.015992698164
Long
ABS-MBS
CORP
BM
N
2
2034-01-25
Floating
5.17768000
N
N
N
N
N
N
Kuehne + Nagel International A
529900Q0YED3805QXQ66
Kuehne + Nagel International AG
000000000
118.00000000
NS
27432.96000000
0.001172992425
Long
EC
CORP
CH
N
2
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
37700.00000000
NS
USD
2692157.00000000
0.115112615205
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MFJ7
3195000.00000000
PA
USD
3775528.31000000
0.161435955461
Long
DBT
USGSE
US
N
2
2030-01-15
Fixed
7.12500000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3133XGAY0
850000.00000000
PA
USD
934469.48000000
0.039956520244
Long
DBT
USGSE
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
8700.00000000
NS
USD
1055745.00000000
0.045142080473
Long
EC
CORP
US
N
1
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
725000.00000000
PA
USD
714889.09000000
0.030567590497
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDY3
487912.29000000
PA
USD
457786.80000000
0.019574280309
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
GLP J-Reit
353800E27V9KA51K2I90
GLP J-Reit
000000000
9.00000000
NS
10365.10000000
0.000443196205
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UB11
61767FAZ4
6151882.00000000
PA
USD
5530357.98000000
0.236469853021
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.53100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
1805000.00000000
PA
USD
1496457.81000000
0.063986302453
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
144876.00000000
NS
USD
5708114.40000000
0.244070452234
Long
EC
CORP
US
N
1
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AD6
200000.00000000
PA
USD
176962.05000000
0.007566633137
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAM6
450000.00000000
PA
USD
440104.23000000
0.018818200007
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.12500000
N
N
N
N
N
N
Partners Group Holding AG
549300I3IVVWZWDHI788
Partners Group Holding AG
000000000
49.00000000
NS
43388.71000000
0.001855236480
Long
EC
CORP
CH
N
2
N
N
N
Japan Post Holdings Co Ltd
5299003D9N4JBS256X18
Japan Post Holdings Co Ltd
000000000
29400.00000000
NS
247370.34000000
0.010577186531
Long
EC
CORP
JP
N
2
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
272.00000000
NS
16619.86000000
0.000710640408
Long
EC
CORP
NL
N
2
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
42000.00000000
NS
USD
1381800.00000000
0.059083705627
Long
EC
CORP
US
N
1
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
11134.00000000
NS
179561.84000000
0.007677796277
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNPL0
990627.94000000
PA
USD
908027.86000000
0.038825916038
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.50000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust 2016-C2
46590LAS1
2500000.00000000
PA
USD
2326109.50000000
0.099460970440
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Fixed
2.88130000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DW65
1573584.79000000
PA
USD
1340106.99000000
0.057300974747
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7M51
294551.19000000
PA
USD
282245.30000000
0.012068387769
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.00000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2020-ATrust
83406TAB8
1173484.42000000
PA
USD
1061906.24000000
0.045405525899
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
2.54000000
N
N
N
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
3500.00000000
NS
USD
288645.00000000
0.012342029389
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FP75
326588.25000000
PA
USD
325949.50000000
0.013937114131
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.50000000
N
N
N
N
N
N
GAP INC/THE
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760AQ1
425000.00000000
PA
USD
299830.27000000
0.012820294840
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
3.87500000
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
20200.00000000
NS
USD
2616304.00000000
0.111869254138
Long
EC
CORP
US
N
1
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C14
90278KAZ4
2708074.75000000
PA
USD
2551155.63000000
0.109083607072
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
4.18030000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
183460.00000000
NS
USD
16278405.80000000
0.696040336063
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.39.V1
000000000
1.00000000
NC
USD
-186992.66000000
-0.00799552705
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.39.V1
Y
Default Event
2027-12-20
0.00000000
USD
-97932.49000000
USD
-22520000.00000000
USD
-89060.17000000
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AY3
785000.00000000
PA
USD
518220.92000000
0.022158353080
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAR6
400000.00000000
PA
USD
385075.00000000
0.016465232265
Long
DBT
CORP
KZ
N
2
2025-04-24
Fixed
4.75000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2021-C12
05552XBF4
4500000.00000000
PA
USD
3694562.10000000
0.157973961165
Long
ABS-MBS
CORP
US
N
2
2054-11-15
Fixed
2.42100000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2020-REV2
34532JAA2
900000.00000000
PA
USD
805869.27000000
0.034457767204
Long
ABS-O
CORP
US
N
2
2033-04-15
Fixed
1.06000000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
513.00000000
NS
183704.15000000
0.007854915270
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
170329.68000000
PA
USD
167989.49000000
0.007182979863
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
5.57768000
N
N
N
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
4000.00000000
NS
129859.18000000
0.005552584718
Long
EC
CORP
JP
N
2
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
10200.00000000
NS
USD
423198.00000000
0.018095314845
Long
EC
CORP
US
N
1
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2020-2
682696AA7
1900000.00000000
PA
USD
1659783.76000000
0.070969876307
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
1.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BK0
1920000.00000000
PA
USD
1423876.55000000
0.060882836105
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
3.30000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
4200.00000000
NS
USD
816312.00000000
0.034904282753
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
21982.00000000
NS
USD
595052.74000000
0.025443567030
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
1200000.00000000
PA
1271935.45000000
0.054386061445
Long
DBT
NUSS
ID
N
2
2025-07-30
Fixed
3.37500000
N
N
N
N
N
N
Sino Land Co Ltd
529900G5P51053HJVZ92
Sino Land Co Ltd
000000000
8000.00000000
NS
9978.29000000
0.000426656787
Long
EC
CORP
HK
N
2
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
12500.00000000
NS
189250.98000000
0.008092089442
Long
EC
CORP
JP
N
2
N
N
N
HKT Trust & HKT Ltd
N/A
HKT Trust & HKT Ltd
000000000
9000.00000000
NS
11017.12000000
0.000471075607
Long
EC
CORP
HK
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E3CU5
391352.06000000
PA
USD
366343.27000000
0.015664291448
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410QPE5
10853.11000000
PA
USD
11263.83000000
0.000481624559
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
Endeavour Group Ltd/Australia
254900JAN9FOLMWAD533
Endeavour Group Ltd/Australia
000000000
2976.00000000
NS
12951.32000000
0.000553779113
Long
EC
CORP
AU
N
2
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AS2
885000.00000000
PA
USD
666265.95000000
0.028488537602
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.60000000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAZ2
400000.00000000
PA
USD
323149.74000000
0.013817400572
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.00000000
N
N
N
N
N
TFS_18-3
N/A
TFS_18-3
000000000
1.00000000
PA
1145.38000000
0.000048974739
Long
ABS-MBS
CORP
N/A
N
3
2040-04-16
Fixed
0.00000100
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
34713.00000000
NS
USD
1500642.99000000
0.064165254503
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFF8
6467335.09000000
PA
USD
5942516.93000000
0.254093154565
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
3.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
910000.00000000
PA
USD
872079.29000000
0.037288808839
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWB69
485312.68000000
PA
USD
412059.30000000
0.017619040658
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
3268.00000000
NS
24378.51000000
0.001042388702
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCY34
492183.70000000
PA
USD
434882.07000000
0.018594908240
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
55000.00000000
PA
USD
46887.98000000
0.002004860043
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
EMBRAER OVERSEAS LTD
N/A
Embraer Overseas Ltd
29081YAD8
765000.00000000
PA
USD
763852.50000000
0.032661192830
Long
DBT
CORP
KY
N
2
2023-09-16
Fixed
5.69600000
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
2200.00000000
NS
USD
309958.00000000
0.013253341459
Long
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
19300.00000000
NS
USD
1355825.00000000
0.057973053395
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
49200.00000000
NS
USD
1655088.00000000
0.070769092618
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390YJD1
34830.45000000
PA
USD
35761.64000000
0.001529114351
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
CDP FINANCIAL INC
549300OXMGVYFCBFV096
CDP Financial Inc
125094AQ5
445000.00000000
PA
USD
433748.18000000
0.018546424796
Long
DBT
NUSS
CA
N
2
2024-07-24
Fixed
3.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
12770000.00000000
PA
USD
9601443.75000000
0.410543404345
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
4200.00000000
NS
USD
657048.00000000
0.028094391818
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
26018.00000000
NS
USD
806558.00000000
0.034487216271
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H052629
3500000.00000000
PA
USD
3516289.35000000
0.150351284452
Long
ABS-MBS
USGA
US
N
2
2053-02-15
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBB8
920874.64000000
PA
USD
752201.41000000
0.032163009611
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
2820540.64000000
PA
USD
2302516.17000000
0.098452154863
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
25000.00000000
PA
USD
21252.33000000
0.000908717911
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
Pilbara Minerals Ltd
5299000VV1CZVF5K9C16
Pilbara Minerals Ltd
000000000
5454.00000000
NS
13810.89000000
0.000590533043
Long
EC
CORP
AU
N
2
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
13675.00000000
NS
USD
248885.00000000
0.010641951132
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
1160.00000000
NS
USD
401824.00000000
0.017181394507
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd
549300Y56VCWZJQV2Z14
CIFC Funding 2014-V Ltd
12550AAT3
7000000.00000000
PA
USD
6913738.30000000
0.295621130773
Long
ABS-CBDO
CORP
KY
N
2
2031-10-17
Floating
5.27914000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CAZ0
3500000.00000000
PA
USD
2924078.85000000
0.125029247362
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Fixed
1.71700000
N
N
N
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
8533.00000000
NS
163765.97000000
0.007002388452
Long
EC
CORP
GB
N
2
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
4812.00000000
NS
464004.74000000
0.019840150143
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QPCC9
499999.63000000
PA
USD
423464.43000000
0.018106706995
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371L6H7
853.24000000
PA
USD
882.41000000
0.000037730534
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H7BF9
312274.13000000
PA
USD
5382.92000000
0.000230165625
Long
ABS-MBS
USGSE
US
N
2
2052-05-25
Floating
0.01000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
312942MF9
322922.04000000
PA
USD
310463.43000000
0.013274952892
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.00000000
N
N
N
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
3000.00000000
NS
16396.41000000
0.000701086019
Long
EC
CORP
HK
N
2
N
N
N
Telefonica Deutschland Holding
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
20863.00000000
NS
51239.84000000
0.002190939081
Long
EC
CORP
DE
N
2
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2019-3
03066NAF1
2300000.00000000
PA
USD
2258750.42000000
0.096580796715
Long
ABS-O
CORP
US
N
2
2025-07-18
Fixed
2.32000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-4
64828FCQ3
167392.79000000
PA
USD
160484.05000000
0.006862058451
Long
ABS-MBS
CORP
US
N
2
2048-01-25
Floating
5.13871000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F050619
2000000.00000000
PA
USD
1970442.82000000
0.084253194045
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
5.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CD0
185000.00000000
PA
USD
173274.45000000
0.007408956865
Long
DBT
CORP
US
N
2
2043-12-05
Fixed
5.30000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAQ6
650000.00000000
PA
USD
477284.74000000
0.020407983122
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417C4P7
810152.45000000
PA
USD
758085.71000000
0.032414613496
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834KV9
7520000.00000000
PA
USD
3347575.00000000
0.143137310657
Long
DBT
UST
US
N
2
2041-11-15
None
0.00000000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
10125.00000000
NS
268930.63000000
0.011499072352
Long
EC
CORP
ES
N
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
91158.00000000
NS
USD
16103060.70000000
0.688542841294
Long
EC
CORP
US
N
1
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
17094.00000000
NS
194824.29000000
0.008330395860
Long
EC
CORP
AU
N
2
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
000000000
1400.00000000
NS
35709.48000000
0.001526884067
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
1700000.00000000
PA
USD
1663982.85000000
0.071149423128
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404KVK5
21037.17000000
PA
USD
21354.07000000
0.000913068161
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
6.00000000
N
N
N
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
24747.00000000
NS
USD
1247001.33000000
0.053319915688
Long
EC
CORP
US
N
1
N
N
N
iShares Core S&P 500 ETF
5493007M4YMN8XL48C14
iShares Core S&P 500 ETF
464287200
35000.00000000
NS
USD
13447350.00000000
0.574988615479
Long
EC
RF
US
N
1
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
75.00000000
NS
6329.35000000
0.000270633559
Long
EP
CORP
DE
N
2
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
21700.00000000
NS
USD
1619037.00000000
0.069227605665
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
9910.00000000
NS
USD
2520113.00000000
0.107756270545
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
5000.00000000
NS
USD
1157850.00000000
0.049507937878
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BG8
735000.00000000
PA
USD
696420.43000000
0.029777898161
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
600.00000000
NS
7134.98000000
0.000305081095
Long
EC
CORP
JP
N
2
N
N
N
Jeronimo Martins SGPS SA
259400A8SZP10GB5IB19
Jeronimo Martins SGPS SA
000000000
496.00000000
NS
10731.21000000
0.000458850522
Long
EC
CORP
PT
N
2
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
2000.00000000
NS
USD
685160.00000000
0.029296418980
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
93020.00000000
NS
USD
11458203.60000000
0.489935684268
Long
EC
CORP
US
N
1
N
N
N
BXP Trust
N/A
BXP Trust 2021-601L
05607TAA0
5500000.00000000
PA
USD
4111636.10000000
0.175807422912
Long
ABS-MBS
CORP
US
N
2
2044-01-15
Fixed
2.61800000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
12700.00000000
NS
USD
985139.00000000
0.042123073294
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QL66
111181.32000000
PA
USD
106943.93000000
0.004572762830
Long
ABS-MBS
USGA
US
N
2
2044-08-20
Fixed
4.00000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
8235.00000000
NS
USD
1543980.15000000
0.066018286783
Long
EC
CORP
US
N
1
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896100
10000.00000000
NS
USD
633300.00000000
0.027078962783
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
19026.00000000
NS
USD
1766564.10000000
0.075535644273
Long
EC
CORP
US
N
1
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
4700.00000000
NS
USD
286747.00000000
0.012260873742
Long
EC
CORP
US
N
1
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BC0
122000.00000000
PA
USD
134120.01000000
0.005734771449
Long
DBT
CORP
US
N
2
2039-12-16
Fixed
6.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3129304R8
36847.48000000
PA
USD
36540.99000000
0.001562438194
Long
ABS-MBS
USGSE
US
N
2
2039-02-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133AJBG7
675026.54000000
PA
USD
579636.19000000
0.024784378362
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
6200.00000000
NS
USD
1060634.00000000
0.045351126816
Long
EC
CORP
US
N
1
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
27400.00000000
NS
USD
1293280.00000000
0.055298722545
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210GC93
18029.50000000
PA
USD
18689.15000000
0.000799120159
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
20926.00000000
NS
71645.88000000
0.003063470895
Long
EC
CORP
NZ
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
5165000.00000000
PA
USD
4196077.30000000
0.179418002593
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
000000000
448.00000000
NS
8787.08000000
0.000375722425
Long
EC
CORP
NO
N
2
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
000000000
600.00000000
NS
29935.88000000
0.001280013548
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RB24
279521.81000000
PA
USD
284280.69000000
0.012155418008
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
5.00000000
N
N
N
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
300.00000000
NS
17278.41000000
0.000738799023
Long
EC
CORP
JP
N
2
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
142699.00000000
NS
USD
15739699.70000000
0.673006067260
Long
EC
CORP
US
N
1
N
N
N
PGIM Institutional Money Market Fund - D
N/A
PGIM Institutional Money Market Fund - D
000000000
46738144.74900000
NS
USD
46719449.49000000
1.997653930197
Long
STIV
RF
US
N
1
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
9600.00000000
NS
USD
2114880.00000000
0.090429112286
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
9851.00000000
NS
389687.37000000
0.016662450322
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203PBJ1
1218.24000000
PA
USD
1217.39000000
0.000052053779
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
8.00000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
2204.00000000
NS
35356.57000000
0.001511794162
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5R93
186322.09000000
PA
USD
193430.51000000
0.008270799907
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.50000000
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
Laurel Road Prime Student Loan Trust 2017-C
518889AC4
84599.84000000
PA
USD
82943.08000000
0.003546522306
Long
ABS-O
CORP
US
N
2
2042-11-25
Fixed
2.81000000
N
N
N
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
4200.00000000
NS
116121.74000000
0.004965192287
Long
EC
CORP
GB
N
2
N
N
N
Yokogawa Electric Corp
529900MV0U7C9WWF4L22
Yokogawa Electric Corp
000000000
500.00000000
NS
7935.49000000
0.000339309708
Long
EC
CORP
JP
N
2
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
18700.00000000
NS
USD
468809.00000000
0.020045573130
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
12473.00000000
NS
USD
431939.99000000
0.018469109290
Long
EC
CORP
US
N
1
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
19618.00000000
NS
193825.60000000
0.008287693366
Long
EC
CORP
GB
N
2
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAM6
625000.00000000
PA
USD
429980.25000000
0.018385313733
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
8700.00000000
NS
USD
317898.00000000
0.013592844008
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
6300.00000000
NS
USD
506016.00000000
0.021636488917
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
000000000
3133.00000000
NS
USD
329779.58000000
0.014100882636
Long
EC
CORP
IE
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EK4C6
242306.03000000
PA
USD
226805.36000000
0.009697858680
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-2
35563PKG3
783777.72000000
PA
USD
738930.82000000
0.031595578989
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-LC17 Mortgage Trust
12592MBJ8
3023871.27000000
PA
USD
2919713.42000000
0.124842588090
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.64800000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AE9
400000.00000000
PA
USD
322000.00000000
0.013768239406
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.50000000
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCX5
950000.00000000
PA
USD
926082.12000000
0.039597889249
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Terna - Rete Elettrica Naziona
8156009E94ED54DE7C31
Terna - Rete Elettrica Nazionale
000000000
3112.00000000
NS
22982.74000000
0.000982707660
Long
EC
CORP
IT
N
2
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
4800.00000000
NS
USD
537936.00000000
0.023001340476
Long
EC
CORP
US
N
1
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAP1
945000.00000000
PA
USD
665712.51000000
0.028464873334
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.90000000
N
N
N
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
4400.00000000
NS
USD
402864.00000000
0.017225863354
Long
EC
CORP
US
N
1
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
2086.00000000
NS
224371.46000000
0.009593788749
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EPW3
58507.20000000
PA
USD
59612.68000000
0.002548949223
Long
ABS-MBS
USGA
US
N
2
2037-10-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225ATR1
2228.84000000
PA
USD
2290.96000000
0.000097958030
Long
ABS-MBS
USGA
US
N
2
2024-05-15
Fixed
6.50000000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2021-1
682687AB4
1800000.00000000
PA
USD
1566550.80000000
0.066983374090
Long
ABS-O
CORP
US
N
2
2028-07-14
Fixed
1.26000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
30648.00000000
NS
USD
823511.76000000
0.035212133744
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
14100.00000000
NS
USD
736725.00000000
0.031501261418
Long
EC
CORP
US
N
1
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
7400.00000000
NS
USD
307840.00000000
0.013162778940
Long
EC
CORP
US
N
1
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
000000000
2544.00000000
NS
28837.83000000
0.001233062569
Long
EC
CORP
AU
N
2
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
3740.00000000
NS
USD
2698372.60000000
0.115378384984
Long
EC
CORP
US
N
1
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAG1
3000000.00000000
PA
USD
2845671.90000000
0.121676683204
Long
DBT
CORP
N/A
N
2
2028-02-01
Fixed
5.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296RYX0
30253.98000000
PA
USD
30413.57000000
0.001300438860
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
518140.00000000
NS
USD
67321930.20000000
2.878585255617
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022618
-1000000.00000000
PA
USD
-846514.31000000
-0.03619568845
Short
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
2.50000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/T
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
13631.00000000
NS
USD
454048.61000000
0.019414440884
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401WBQ1
21090.39000000
PA
USD
20754.48000000
0.000887430588
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296YBG7
136844.76000000
PA
USD
139904.04000000
0.005982087939
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.00000000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868BZ8
385000.00000000
PA
USD
384807.50000000
0.016453794364
Long
DBT
NUSS
N/A
N
2
2023-01-06
Fixed
2.75000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
SWOP CDS CDX.NA.IG.39.V1
000000000
12950000.00000000
OU
Other
USD
60187.25000000
0.002573516978
N/A
DCR
CORP
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Put
Purchased
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CDS CDX.NA.IG.39.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.39.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
12950000.00000000
USD
80.00000000
USD
2023-03-15
XXXX
19524.25000000
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408GK3
690000.00000000
PA
USD
736374.83000000
0.031486288672
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212101
1400.00000000
NS
USD
147938.00000000
0.006325608078
Long
EC
CORP
US
N
1
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
7600.00000000
NS
USD
1420212.00000000
0.060726145416
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DT0
515000.00000000
PA
USD
580186.94000000
0.024807927610
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
7.62500000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-1
80286EAE6
1100000.00000000
PA
USD
1050877.85000000
0.044933968403
Long
ABS-O
CORP
US
N
2
2028-04-17
Fixed
2.56000000
N
N
N
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
Fortum Oyj
000000000
988.00000000
NS
16454.23000000
0.000703558316
Long
EC
CORP
FI
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLU9
198266.59000000
PA
USD
194308.57000000
0.008308344442
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
4.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
258320.00000000
NS
USD
61950302.40000000
2.648902468183
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
3200000.00000000
PA
USD
2785746.56000000
0.119114365106
Long
DBT
CORP
FR
N
2
2026-12-14
Fixed
1.48800000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F052615
2000000.00000000
PA
USD
2004933.20000000
0.085727951216
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
5.50000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
8200.00000000
NS
USD
1031068.00000000
0.044086928784
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
9100.00000000
NS
USD
755573.00000000
0.032307173767
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
8700.00000000
NS
USD
276834.00000000
0.011837008658
Long
EC
CORP
US
N
1
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
1320.00000000
NS
10880.85000000
0.000465248906
Long
EC
CORP
DE
N
2
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
23721.00000000
NS
USD
778286.01000000
0.033278348175
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
6500.00000000
NS
USD
334880.00000000
0.014318968982
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAF7
740000.00000000
PA
USD
685700.00000000
0.029319508574
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410TVW2
40140.59000000
PA
USD
42532.83000000
0.001818640329
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.50000000
N
N
N
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
6400.00000000
NS
USD
780096.00000000
0.033355740646
Long
EC
CORP
US
N
1
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
7200.00000000
NS
USD
1357488.00000000
0.058044160793
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3G5
987208.52000000
PA
USD
805626.95000000
0.034447405962
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
440000.00000000
PA
USD
400307.82000000
0.017116564913
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81400000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
14586.00000000
NS
USD
3217671.60000000
0.137582835157
Long
EC
CORP
CH
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
855000.00000000
PA
USD
763758.67000000
0.032657180799
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
ANZ Group Holdings Ltd
N/A
ANZ Group Holdings Ltd
000000000
10164.00000000
NS
163730.97000000
0.007000891904
Long
EC
CORP
AU
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CTT9
33089.10000000
PA
USD
34161.31000000
0.001460686628
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P8DM0
84116.34000000
PA
USD
78121.06000000
0.003340339927
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
3.00000000
N
N
N
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
6875.00000000
NS
USD
551443.75000000
0.023578911705
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6AP3
20296.67000000
PA
USD
21071.06000000
0.000900967076
Long
ABS-MBS
USGSE
US
N
2
2038-05-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287QGN5
114905.73000000
PA
USD
116925.98000000
0.004999580389
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
6.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2021-2
14314QAF1
800000.00000000
PA
USD
723104.24000000
0.030918858050
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.34000000
N
N
N
N
N
N
Fidelity National Information
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
20500.00000000
NS
USD
1390925.00000000
0.059473877008
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406EVU5
114142.08000000
PA
USD
117830.27000000
0.005038246480
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.00000000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900TEETF3L54VTH19
Wellfleet CLO 2017-3 Ltd
94950HAA3
2000000.00000000
PA
USD
1961564.60000000
0.083873574609
Long
ABS-CBDO
CORP
KY
N
2
2031-01-17
Floating
5.22914000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
6300.00000000
NS
USD
861714.00000000
0.036845604509
Long
EC
CORP
US
N
1
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
430000.00000000
PA
USD
428489.59000000
0.018321575336
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
10209.00000000
NS
235746.57000000
0.010080171475
Long
EC
CORP
GB
N
2
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484101
4100.00000000
NS
USD
311764.00000000
0.013330563324
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RER1
2600000.00000000
PA
USD
2249749.58000000
0.096195934230
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
1.66000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DB92
402379.56000000
PA
USD
370532.19000000
0.015843403415
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
13868.00000000
NS
USD
624753.40000000
0.026713522923
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
1610000.00000000
PA
USD
1463363.81000000
0.062571252406
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFG8
398766.65000000
PA
USD
346698.56000000
0.014824312968
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAF9
105000.00000000
PA
USD
87791.43000000
0.003753830515
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.62500000
N
N
N
N
N
N
Henry Schein Inc
VGO3WGL8H45T73F4RR92
Henry Schein Inc
806407102
4800.00000000
NS
USD
383376.00000000
0.016392585561
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRW4
1159631.79000000
PA
USD
950372.19000000
0.040636496389
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
2625000.00000000
PA
USD
2499373.59000000
0.106869484328
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
1135.00000000
NS
29943.75000000
0.001280350058
Long
EC
CORP
LU
N
2
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
49288.00000000
NS
USD
1872944.00000000
0.080084290022
Long
EC
CORP
US
N
1
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298PVR8
10722.44000000
PA
USD
10780.45000000
0.000460955951
Long
ABS-MBS
USGSE
US
N
2
2031-06-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405USY6
6943.87000000
PA
USD
7048.50000000
0.000301383339
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
1600.00000000
NS
USD
890000.00000000
0.038055071651
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
2500.00000000
NS
USD
459200.00000000
0.019634706632
Long
EC
CORP
US
N
1
N
N
N
Laurel Road Prime Student Loan
N/A
Laurel Road Prime Student Loan Trust 2019-A
51889RAB5
191360.87000000
PA
USD
185922.36000000
0.007949762619
Long
ABS-O
CORP
US
N
2
2048-10-25
Fixed
2.73000000
N
N
N
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
5550.00000000
NS
USD
1546341.00000000
0.066119233205
Long
EC
CORP
US
N
1
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
3700.00000000
NS
USD
832389.00000000
0.035591711277
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
9300.00000000
NS
USD
496713.00000000
0.021238706522
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
560000.00000000
PA
USD
385373.46000000
0.016477993969
Long
DBT
CORP
CH
Y
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAR7
1360000.00000000
PA
USD
1259800.10000000
0.053867171991
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.00500000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
206900.00000000
NS
USD
18254787.00000000
0.780547446374
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
2400.00000000
NS
39895.41000000
0.001705868186
Long
EC
CORP
JP
N
2
N
N
N
Nibe Industrier AB
549300ZQH0FIF1P0MX67
Nibe Industrier AB
000000000
3162.00000000
NS
29513.42000000
0.001261949789
Long
EC
CORP
SE
N
2
N
N
N
Norwegian Cruise Line Holdings
N/A
Norwegian Cruise Line Holdings Ltd
000000000
13800.00000000
NS
USD
168912.00000000
0.007222425014
Long
EC
CORP
US
N
1
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
1050.00000000
NS
51366.89000000
0.002196371549
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133A2BB5
1425445.17000000
PA
USD
1260530.24000000
0.053898391688
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
3.00000000
N
N
N
N
N
N
UNIVERSITY OF MIAMI
5493008ZSVWUNRYQE312
University of Miami
914453AA3
815000.00000000
PA
USD
669162.20000000
0.028612376929
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.06300000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
320000.00000000
PA
USD
310687.33000000
0.013284526521
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
61622.00000000
NS
USD
11060532.78000000
0.472931873539
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
7050.00000000
NS
USD
2737303.50000000
0.117043012163
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY71
3469286.28000000
PA
USD
2954553.03000000
0.126332277815
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BB8
3495000.00000000
PA
USD
2932639.93000000
0.125395306365
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
8000.00000000
NS
USD
254720.00000000
0.010891447023
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
30896.00000000
NS
206034.51000000
0.008809728135
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403MC98
7834.61000000
PA
USD
7952.67000000
0.000340044299
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
6.00000000
N
N
N
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
890.00000000
NS
86689.96000000
0.003706733302
Long
EC
CORP
SE
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWD26
2992506.62000000
PA
USD
2719555.78000000
0.116284146144
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36212XCS2
10294.73000000
PA
USD
10581.66000000
0.000452455988
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
6.50000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C2
90276CAC5
2318323.53000000
PA
USD
2208715.98000000
0.094441398738
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.26400000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CAD/USD FORWARD
000000000
1.00000000
NC
USD
-6021.67000000
-0.00025747762
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-429023.00000000
CAD
310864.83000000
USD
2023-01-19
-6021.67000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403FJ62
18643.64000000
PA
USD
18384.70000000
0.000786102332
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
346000.00000000
PA
USD
315898.00000000
0.013507326994
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
MONONGAHELA POWER CO
N/A
Monongahela Power Co
610202BN2
1560000.00000000
PA
USD
1533653.11000000
0.065576717966
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404XLJ1
93253.30000000
PA
USD
96354.83000000
0.004119988718
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBA6
2000000.00000000
PA
USD
1713218.80000000
0.073254678864
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
2.01030000
N
N
N
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
1511.00000000
NS
28477.14000000
0.001217640003
Long
EC
CORP
ES
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201XAK4
183145.44000000
PA
USD
191488.05000000
0.008187743217
Long
ABS-MBS
USGA
US
N
2
2034-12-15
Fixed
5.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
500000.00000000
PA
USD
315360.92000000
0.013484362254
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2018-C2
05491UBC1
3850000.00000000
PA
USD
3621572.19000000
0.154853021553
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
4.04700000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDN7
425000.00000000
PA
USD
368216.62000000
0.015744393098
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
3800.00000000
NS
USD
1065178.00000000
0.045545421474
Long
EC
CORP
US
N
1
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAS1
875000.00000000
PA
USD
682015.44000000
0.029161962288
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
4.20000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
16538.00000000
NS
USD
1721275.04000000
0.073599151662
Long
EC
CORP
US
N
1
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BC0
590000.00000000
PA
USD
467374.88000000
0.019984252299
Long
DBT
CORP
US
N
2
2043-11-29
Fixed
5.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203FGU3
6689.28000000
PA
USD
6875.72000000
0.000293995525
Long
ABS-MBS
USGA
US
N
2
2024-01-15
Fixed
6.50000000
N
N
N
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
12200.00000000
NS
245954.85000000
0.010516662291
Long
EC
CORP
JP
N
2
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
9500.00000000
NS
129604.18000000
0.005541681299
Long
EC
CORP
JP
N
2
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AQ9
1235000.00000000
PA
USD
959452.43000000
0.041024753899
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
7200.00000000
NS
USD
637128.00000000
0.027242642349
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2021-RENT
36260XAA4
1063976.15000000
PA
USD
989830.63000000
0.042323680390
Long
ABS-MBS
CORP
US
N
2
2035-11-21
Floating
5.05390000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
346000.00000000
PA
USD
266073.79000000
0.011376918138
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
232.00000000
NS
29642.37000000
0.001267463499
Long
EC
CORP
FR
N
2
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
19110.00000000
NS
USD
1339802.10000000
0.057287938106
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R4D8
561876.71000000
PA
USD
510322.91000000
0.021820645961
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
3.00000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
3600.00000000
NS
USD
432144.00000000
0.018477832453
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-B
63941GAB0
592435.31000000
PA
USD
537807.86000000
0.022995861401
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
2.12000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203C2A9
376.81000000
PA
USD
387.31000000
0.000016560797
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.50000000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
7676.00000000
NS
157871.84000000
0.006750364250
Long
EC
CORP
GB
N
2
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
7800.00000000
NS
USD
1920750.00000000
0.082128403230
Long
EC
CORP
US
N
1
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2021-A
98163HAE9
400000.00000000
PA
USD
364135.40000000
0.015569886222
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.09000000
N
N
N
N
N
N
Home Partners of America Trust
N/A
Home Partners of America 2021-3 Trust
43730XAA2
920640.26000000
PA
USD
774952.90000000
0.033135829366
Long
ABS-O
CORP
US
N
2
2041-01-17
Fixed
2.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB90
498878.07000000
PA
USD
422804.12000000
0.018078473125
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAP9
1100000.00000000
PA
USD
935542.32000000
0.040002393281
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJS35
862716.43000000
PA
USD
785873.53000000
0.033602779206
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
440000.00000000
PA
USD
398200.00000000
0.017026437676
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
102000.00000000
PA
USD
99446.19000000
0.004252170658
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73400000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBZ5
1000000.00000000
PA
USD
996770.14000000
0.042620403481
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.00000000
N
N
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
5600.00000000
NS
USD
340984.00000000
0.014579966912
Long
EC
CORP
US
N
1
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
86.00000000
NS
133115.32000000
0.005691812405
Long
EC
CORP
FR
N
2
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
5455.00000000
NS
342427.83000000
0.014641702928
Long
EC
CORP
FR
N
2
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
12450.00000000
NS
USD
799912.50000000
0.034203064609
Long
EC
CORP
US
N
1
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834MZ8
3600000.00000000
PA
USD
1468406.27000000
0.062786860470
Long
DBT
UST
US
N
2
2043-11-15
None
0.00000000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
390000.00000000
PA
USD
375570.00000000
0.016058812651
Long
DBT
CORP
IL
N
2
2024-03-30
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
1716173.14000000
PA
USD
1600521.35000000
0.068435904106
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WY93
5511400.90000000
PA
USD
4776399.32000000
0.204231706022
Long
ABS-MBS
USGA
US
Y
2
2052-03-20
Fixed
2.50000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
82625.00000000
NS
USD
12522645.00000000
0.535449609826
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290XPE4
113240.63000000
PA
USD
114938.35000000
0.004914592297
Long
ABS-MBS
USGA
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPTH7
336706.12000000
PA
USD
290328.74000000
0.012414023599
Long
ABS-MBS
USGSE
US
N
2
2043-10-01
Fixed
2.50000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust 2016-C4
12531YAM0
2090239.43000000
PA
USD
1944490.38000000
0.083143506446
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Fixed
3.01400000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
20100.00000000
NS
USD
1445994.00000000
0.061828545256
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
770.00000000
NS
USD
1112996.50000000
0.047590069163
Long
EC
CORP
US
N
1
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AN5
535000.00000000
PA
USD
362983.45000000
0.015520630559
Long
DBT
CORP
US
N
2
2040-07-16
Fixed
2.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H050615
500000.00000000
PA
USD
495364.61000000
0.021181051379
Long
ABS-MBS
USGA
US
N
2
2053-01-15
Fixed
5.00000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
6700.00000000
NS
USD
787451.00000000
0.033670229468
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAE4
530000.00000000
PA
USD
559404.33000000
0.023919294225
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.05000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225A6X3
2083.14000000
PA
USD
2084.88000000
0.000089146357
Long
ABS-MBS
USGA
US
N
2
2024-10-15
Fixed
6.50000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
8020.00000000
NS
USD
3901649.80000000
0.166828722134
Long
EC
CORP
US
N
1
N
N
N
OREGON ST DEPT OF TRANSPRTN HI
N/A
State of Oregon Department of Transportation
68607DNL5
425000.00000000
PA
USD
455218.77000000
0.019464475179
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
5.83400000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
9300.00000000
NS
USD
1261080.00000000
0.053921898605
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
2150.00000000
NS
USD
455628.00000000
0.019481973243
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-18CB
12667FQS7
9641.02000000
PA
USD
9322.68000000
0.000398623882
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
5.25000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
16100.00000000
NS
USD
1055355.00000000
0.045125404655
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBH2
480210.07000000
PA
USD
388088.25000000
0.016594074338
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36210AUC9
2477.11000000
PA
USD
2548.96000000
0.000108989725
Long
ABS-MBS
USGA
US
N
2
2028-11-15
Fixed
6.50000000
N
N
N
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
10304.00000000
NS
28249.75000000
0.001207917146
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC84
3882030.85000000
PA
USD
3408332.60000000
0.145735214950
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
24782.00000000
NS
USD
397751.10000000
0.017007243382
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
000000000
13000.00000000
NS
USD
816140.00000000
0.034896928289
Long
EC
CORP
BM
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
67.00000000
NS
149986.53000000
0.006413200163
Long
EC
CORP
DK
N
2
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
136650.00000000
NS
260019.31000000
0.011118037610
Long
EC
CORP
GB
N
2
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
8900.00000000
NS
USD
791388.00000000
0.033838569712
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CFD1
620604.61000000
PA
USD
554160.01000000
0.023695054929
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBD6
705000.00000000
PA
USD
662194.94000000
0.028314467291
Long
DBT
CORP
GB
N
2
2029-05-16
Fixed
4.97200000
N
N
N
N
N
N
Edenred
9695006LOD5B2D7Y0N70
Edenred
000000000
530.00000000
NS
28845.46000000
0.001233388816
Long
EC
CORP
FR
N
2
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024WS7
415000.00000000
PA
USD
362366.28000000
0.015494241291
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
2.57400000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGF0
615000.00000000
PA
USD
574133.50000000
0.024549091550
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36200GKX3
64000.53000000
PA
USD
65739.39000000
0.002810918198
Long
ABS-MBS
USGA
US
N
2
2033-12-15
Fixed
6.00000000
N
N
N
N
N
N
American Airlines Group Inc
N/A
American Airlines Group Inc
02376R102
22500.00000000
NS
USD
286200.00000000
0.012237484839
Long
EC
CORP
US
N
1
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M6T99
50283.85000000
PA
USD
52202.40000000
0.002232096710
Long
ABS-MBS
USGSE
US
N
2
2038-07-01
Fixed
5.50000000
N
N
N
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
6750.00000000
NS
USD
721237.50000000
0.030839039034
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CVH5
152946.45000000
PA
USD
143124.83000000
0.006119804113
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
13300.00000000
NS
USD
1687238.00000000
0.072143778633
Long
EC
CORP
US
N
1
N
N
N
Broadridge Financial Solutions
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133T103
4200.00000000
NS
USD
563346.00000000
0.024087834151
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXM1
462982.55000000
PA
USD
428781.34000000
0.018334050131
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QQSB2
1810097.28000000
PA
USD
1535930.30000000
0.065674087212
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
6800.00000000
NS
USD
579360.00000000
0.024772568890
Long
EC
CORP
US
N
1
N
N
N
Dexus
N/A
Dexus
000000000
2321.00000000
NS
12185.40000000
0.000521029516
Long
EC
CORP
AU
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383T2H5
4445135.13000000
PA
USD
47686.08000000
0.002038985608
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Floating
0.01000000
N
N
N
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
6400.00000000
NS
USD
1311296.00000000
0.056069059816
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
2400.00000000
NS
USD
853008.00000000
0.036473348943
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410VBM1
35234.93000000
PA
USD
36099.56000000
0.001543563306
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
6.50000000
N
N
N
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
10300.00000000
NS
USD
469165.00000000
0.020060795159
Long
EC
CORP
US
N
1
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
3500.00000000
NS
USD
357840.00000000
0.015300704314
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307EZF4
135343.19000000
PA
USD
129916.30000000
0.005555027084
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38383RFV4
1299719.53000000
PA
USD
25112.53000000
0.001073774301
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Floating
0.02429000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-4
80285VAE9
1900000.00000000
PA
USD
1805979.07000000
0.077220969562
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.26000000
N
N
N
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj
000000000
240.00000000
NS
13157.54000000
0.000562596772
Long
EC
CORP
FI
N
2
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAE1
595000.00000000
PA
USD
569108.07000000
0.024334211664
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203VEE6
251.94000000
PA
USD
258.96000000
0.000011072743
Long
ABS-MBS
USGA
US
N
2
2024-03-15
Fixed
6.50000000
N
N
N
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
000000000
910.00000000
NS
15506.67000000
0.000663042065
Long
EC
CORP
NO
N
2
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
7400.00000000
NS
USD
2221036.00000000
0.094968184405
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
1365000.00000000
PA
USD
1277438.70000000
0.054621372201
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
Oversea-Chinese Banking Corp L
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
11400.00000000
NS
103694.84000000
0.004433836591
Long
EC
CORP
SG
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QP70
94823.54000000
PA
USD
97483.14000000
0.004168233570
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
2800.00000000
NS
USD
941192.00000000
0.040243965166
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
3525000.00000000
PA
USD
3448104.98000000
0.147435822558
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.87500000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KYTV1
744112.61000000
PA
USD
633719.81000000
0.027096913232
Long
ABS-MBS
USGSE
US
N
2
2040-06-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406BFQ8
46336.52000000
PA
USD
47137.12000000
0.002015512897
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
66835.00000000
NS
USD
3022947.05000000
0.129256704030
Long
EC
CORP
US
N
1
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
15600.00000000
NS
167628.58000000
0.007167547890
Long
EC
CORP
JP
N
2
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
7200.00000000
NS
USD
522504.00000000
0.022341491189
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
56600.00000000
NS
USD
11759216.00000000
0.502806525223
Long
EC
CORP
US
N
1
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2005-A Trust
05949AH86
40711.23000000
PA
USD
38695.89000000
0.001654578501
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
2.54253100
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417A4E6
455870.39000000
PA
USD
440809.49000000
0.018848355872
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
275000.00000000
PA
USD
231413.28000000
0.009894886462
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
Balboa Bay Loan Funding Ltd
549300G0EX8VHFWPJW18
Balboa Bay Loan Funding 2021-1 Ltd
05765XAA9
2500000.00000000
PA
USD
2434299.50000000
0.104087013364
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
5.44257000
N
N
N
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd
000000000
2698.00000000
NS
61609.98000000
0.002634350790
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390LP26
33691.57000000
PA
USD
34591.92000000
0.001479098869
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
72800.00000000
NS
USD
2255344.00000000
0.096435143280
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6L0
48710.42000000
PA
USD
49654.38000000
0.002123147178
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36213CTS9
30725.95000000
PA
USD
31931.89000000
0.001365359957
Long
ABS-MBS
USGA
US
N
2
2035-07-15
Fixed
5.50000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918K108
1900.00000000
NS
USD
141873.00000000
0.006066277730
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
3549.00000000
NS
482009.43000000
0.020610003815
Long
EC
CORP
DK
N
2
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
000000000
968.00000000
NS
29757.99000000
0.001272407237
Long
EC
CORP
DE
N
2
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAN0
25000.00000000
PA
USD
24099.67000000
0.001030465919
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
Schindler Holding AG
5299007DRLI319H7Q933
Schindler Holding AG
000000000
71.00000000
NS
12804.97000000
0.000547521405
Long
EC
CORP
CH
N
2
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAJ0
370000.00000000
PA
USD
327866.25000000
0.014019071501
Long
DBT
CORP
AE
N
2
2028-04-29
Fixed
2.00000000
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AX4
300000.00000000
PA
USD
240824.71000000
0.010297305162
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
9594.00000000
NS
275839.83000000
0.011794499432
Long
EC
CORP
NL
N
2
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
3717.00000000
NS
9749.02000000
0.000416853544
Long
EC
CORP
GB
N
2
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
30000.00000000
NS
USD
2921400.00000000
0.124914703734
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
15572.00000000
NS
USD
511695.92000000
0.021879353819
Long
EC
CORP
US
N
1
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAA9
1060000.00000000
PA
USD
888942.50000000
0.038009854530
Long
DBT
CORP
LU
N
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620AQG56
179941.22000000
PA
USD
178786.08000000
0.007644625937
Long
ABS-MBS
USGA
US
N
2
2040-04-15
Fixed
4.50000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
5800.00000000
NS
64051.67000000
0.002738753810
Long
EC
CORP
HK
N
2
N
N
N
Vicinity Ltd
N/A
Vicinity Ltd
000000000
8550.00000000
NS
11545.05000000
0.000493649106
Long
EC
CORP
AU
N
2
N
N
N
2023-02-22
Prudential Series Fund
Christian J. Kelly
Christian J. Kelly
Treasurer and Principal Financial and Accounting Officer