0001752724-21-186295.txt : 20210826
0001752724-21-186295.hdr.sgml : 20210826
20210826095703
ACCESSION NUMBER: 0001752724-21-186295
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210826
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TRANSAMERICA SERIES TRUST
CENTRAL INDEX KEY: 0000778207
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04419
FILM NUMBER: 211209391
BUSINESS ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
BUSINESS PHONE: 720-482-8836
MAIL ADDRESS:
STREET 1: 1801 CALIFORNIA STREET
STREET 2: SUITE 5200
CITY: DENVER
STATE: CO
ZIP: 80202
FORMER COMPANY:
FORMER CONFORMED NAME: AEGON/TRANSAMERICA SERIES TRUST
DATE OF NAME CHANGE: 20050511
FORMER COMPANY:
FORMER CONFORMED NAME: AEGON/TRANSAMERICA SERIES FUND INC
DATE OF NAME CHANGE: 20010501
FORMER COMPANY:
FORMER CONFORMED NAME: WRL SERIES FUND INC
DATE OF NAME CHANGE: 19920703
0000778207
S000007899
Transamerica JPMorgan Tactical Allocation VP
C000021443
Initial
C000021444
Service
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000778207
XXXXXXXX
S000007899
C000021444
C000021443
TRANSAMERICA SERIES TRUST
811-04419
0000778207
5493000QR1WGXIM5V222
1801 CALIFORNIA STREET
SUITE 5200
DENVER
80202
720-493-4256
Transamerica JPMorgan Tactical Allocation VP
S000007899
549300LYI93XXXJI5949
2021-12-31
2021-06-30
N
1654751828.97
176709190.56
1478042638.41
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
84493453.02000000
0.00000000
0.00000000
3329467.44000000
USD
ACMBS
ACMO
AMBS
UST
AU Optronics Corp
391200L7PIS4QXYJUQ72
AU Optronics Corp
000000000
133000.00000000
NS
108118.44000000
0.007314974358
Long
EC
CORP
TW
N
2
N
N
N
Zhejiang Chint Electrics Co Ltd
N/A
Zhejiang Chint Electrics Co Ltd
000000000
8700.00000000
NS
44944.40000000
0.003040805375
Long
EC
CORP
CN
N
2
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAW0
330000.00000000
PA
USD
344597.01000000
0.023314416042
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.60000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
2447.00000000
NS
USD
536749.45000000
0.036314882673
Long
EC
CORP
US
N
1
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
1206.00000000
NS
USD
142657.74000000
0.009651801395
Long
EC
CORP
US
N
1
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CK5
260000.00000000
PA
USD
318384.75000000
0.021540971939
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.30000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAW5
450000.00000000
PA
USD
476834.79000000
0.032261233716
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
Southwest Gas Corp
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
844895AX0
100000.00000000
PA
USD
108222.15000000
0.007321991070
Long
DBT
CORP
US
N
2
2046-09-29
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VKQ0
126571.39000000
PA
USD
22694.30000000
0.001535429317
Long
ABS-MBS
USGSE
US
N
2
2035-08-25
Floating
6.51000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AF9
180000.00000000
PA
USD
182941.20000000
0.012377261335
Long
DBT
CORP
CA
N
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-3
12669FQA4
18321.44000000
PA
USD
19038.78000000
0.001288107629
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
5.50000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
803000.00000000
PA
USD
815092.64000000
0.055146760913
Long
DBT
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
Vodacom Group Ltd
37890012A8DC24B8D663
Vodacom Group Ltd
000000000
6464.00000000
NS
58289.17000000
0.003943673104
Long
EC
CORP
ZA
N
2
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAG4
25000.00000000
PA
USD
29701.62000000
0.002009523895
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.95000000
N
N
N
N
N
N
Hong Kong Exchanges & Clearing Ltd
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd
000000000
9200.00000000
NS
548376.54000000
0.037101537245
Long
EC
CORP
HK
N
2
N
N
N
Asset Backed Securities Corp Home Equity Ln Trst
N/A
Asset Backed Securities Corp Home Equity Loan Trust Series 2003-HE6
04541GGB2
290056.25000000
PA
USD
290373.60000000
0.019645820252
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Floating
1.07000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBU8
611000.00000000
PA
USD
648247.82000000
0.043858533113
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.80000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAD5
252000.00000000
PA
USD
297886.68000000
0.020154133058
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA Inc
09031WAA1
380000.00000000
PA
USD
408360.38000000
0.027628457352
Long
DBT
CORP
US
N
2
2051-05-17
Fixed
4.00000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AC5
460000.00000000
PA
USD
460142.90000000
0.031131909732
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.38000000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAB2
691000.00000000
PA
USD
733059.86000000
0.049596665275
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
80000.00000000
PA
USD
109055.35000000
0.007378362921
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBJ8
310000.00000000
PA
USD
301698.61000000
0.020412036984
Long
DBT
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2004-10
45254NLM7
399838.26000000
PA
USD
397332.35000000
0.026882333410
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
0.79000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
20000.00000000
PA
USD
26932.84000000
0.001822196417
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DW7
149000.00000000
PA
USD
146421.59000000
0.009906452371
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAD5
650000.00000000
PA
USD
716502.96000000
0.048476474316
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.50000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR2 Trust
02666BAE6
400000.00000000
PA
USD
450739.72000000
0.030495718343
Long
ABS-O
CORP
US
N
2
2052-10-17
Fixed
6.07000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-1
26208NAG9
435000.00000000
PA
USD
451449.53000000
0.030543741991
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
4.09000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
669000.00000000
PA
USD
747538.76000000
0.050576264890
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
170000.00000000
PA
USD
195738.00000000
0.013243055031
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.80000000
N
N
N
N
N
N
Ping An Insurance Group Co of China Ltd
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
39000.00000000
NS
381998.38000000
0.025844882283
Long
EC
CORP
CN
N
2
N
N
N
UNITED AIR 2018-1 A PTT
N/A
United Airlines 2018-1 Class A Pass Through Trust
90931VAA4
393140.34000000
PA
USD
400708.53000000
0.027110755778
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.70000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DC6
215000.00000000
PA
USD
238044.76000000
0.016105405474
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BK6
1110000.00000000
PA
USD
1204042.15000000
0.081461936124
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.27000000
N
N
N
N
N
N
DUQUESNE LIGHT H
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AJ4
275000.00000000
PA
USD
277449.32000000
0.018771401635
Long
DBT
CORP
US
N
2
2032-01-07
Fixed
2.78000000
N
N
N
N
N
N
BOSTON UNIVERSITY
549300M1CR2B2GU2ZU17
Trustees of Boston University
10115CAB0
380000.00000000
PA
USD
401839.44000000
0.027187269809
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.17000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859AS3
280000.00000000
PA
USD
304615.08000000
0.020609356731
Long
DBT
CORP
US
N
2
2032-05-08
Fixed
3.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXLX8
1484945.45000000
PA
USD
1758098.28000000
0.118947737657
Long
ABS-MBS
USGSE
US
N
2
2059-01-01
Fixed
5.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
420000.00000000
PA
USD
421166.42000000
0.028494876200
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
200000.00000000
PA
USD
212582.00000000
0.014382670328
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CJ6
360000.00000000
PA
USD
406105.51000000
0.027475899506
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAF6
420000.00000000
PA
USD
457122.83000000
0.030927580715
Long
DBT
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBM2
270000.00000000
PA
USD
320197.20000000
0.021663596954
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.20000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
240000.00000000
PA
USD
275129.67000000
0.018614460966
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.02000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
6585000.00000000
PA
USD
5380407.99000000
0.364022515330
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
64110W102
758.00000000
NS
USD
87359.50000000
0.005910485782
Long
EC
CORP
KY
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ABAC5
27537.74000000
PA
USD
29830.05000000
0.002018213089
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
5.50000000
N
N
N
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp
655663102
1927.00000000
NS
USD
422995.77000000
0.028618644618
Long
EC
CORP
US
N
1
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2019-3
14686XAF6
1850000.00000000
PA
USD
1912455.63000000
0.129391100114
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.04000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2F9
1838000.00000000
PA
USD
1984486.67000000
0.134264507560
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.20000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137B4WC6
26427144.30000000
PA
USD
135468.18000000
0.009165376997
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Variable
0.41000000
N
N
N
N
N
N
LB-UBS Commercial Mortgage Trust
N/A
LB-UBS Commercial Mortgage Trust 2006-C6
50179MAH4
455924.96000000
PA
USD
243874.72000000
0.016499843351
Long
ABS-MBS
CORP
US
N
2
2039-09-15
Variable
5.45000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCK3
170000.00000000
PA
USD
183363.17000000
0.012405810579
Long
DBT
CORP
US
N
2
2027-09-19
Fixed
3.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
280000.00000000
PA
USD
296218.95000000
0.020041299371
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
Square Enix Holdings Co Ltd
529900KCRNRDF8DIA489
Square Enix Holdings Co Ltd
000000000
1000.00000000
NS
49597.19000000
0.003355599406
Long
EC
CORP
JP
N
2
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCF0
155000.00000000
PA
USD
176866.54000000
0.011966267779
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
3.70000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
2163.00000000
NS
1696087.38000000
0.114752263292
Long
EC
CORP
FR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T91
2175000.00000000
PA
USD
2241014.64000000
0.151620432439
Long
DBT
UST
US
N
2
2023-10-31
Fixed
1.63000000
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2004-NC7
61744CFQ4
99986.99000000
PA
USD
98912.45000000
0.006692124261
Long
ABS-O
CORP
US
N
2
2034-07-25
Floating
1.02000000
N
N
N
N
N
N
BOC Hong Kong Holdings Ltd
N/A
BOC Hong Kong Holdings Ltd
000000000
59000.00000000
NS
200230.54000000
0.013547007021
Long
EC
CORP
HK
N
2
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-1
262108AE3
377000.00000000
PA
USD
378621.29000000
0.025616398347
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.02000000
N
N
N
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
Cisco Systems Inc/Delaware
17275R102
7355.00000000
NS
USD
389815.00000000
0.026373731709
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAD3
270000.00000000
PA
USD
296994.89000000
0.020093797180
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
5.25000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AR0
221000.00000000
PA
USD
253992.35000000
0.017184372317
Long
DBT
CORP
GB
N
2
2028-03-22
Fixed
4.38000000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
414000.00000000
PA
USD
460951.95000000
0.031186647666
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
3.70000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAS4
238000.00000000
PA
USD
235164.54000000
0.015910538294
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A
59020UAR6
40507.29000000
PA
USD
40220.85000000
0.002721223931
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
0.55000000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR1 Trust
33767WAG8
1500000.00000000
PA
USD
1499972.25000000
0.101483692758
Long
ABS-O
CORP
US
N
2
2028-08-17
Fixed
2.19000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
2798000.00000000
PA
USD
3095544.08000000
0.209435370777
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.71000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
2866.00000000
NS
USD
700077.82000000
0.047365197850
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
2202.00000000
NS
USD
1079354.34000000
0.073025927124
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
69000.00000000
PA
USD
74308.66000000
0.005027504489
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
265000.00000000
PA
USD
270624.70000000
0.018309668000
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
MUFG Bank Ltd
C3GTMMZIHMY46P4OIX74
MUFG Bank Ltd
064255AR3
200000.00000000
PA
USD
215783.84000000
0.014599297367
Long
DBT
CORP
JP
N
2
2023-09-09
Fixed
4.10000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAD1
100000.00000000
PA
USD
137138.82000000
0.009278407566
Long
DBT
CORP
CA
N
2
2037-10-15
Fixed
6.20000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BJ1
434000.00000000
PA
USD
502619.74000000
0.034005767285
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
4.00000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
300.00000000
NS
USD
262491.00000000
0.017759365878
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAY6
350000.00000000
PA
USD
380162.39000000
0.025720664622
Long
DBT
US
N
2
2049-10-15
Fixed
3.70000000
N
N
N
N
N
N
Zebra Technologies Corp
PO0I32GKZ3HZMMDPZZ08
Zebra Technologies Corp
989207105
569.00000000
NS
USD
301279.81000000
0.020383702213
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AJX7
268136.19000000
PA
USD
289416.50000000
0.019581065693
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
Kone OYJ
2138001CNF45JP5XZK38
Kone OYJ
000000000
2276.00000000
NS
185675.19000000
0.012562235024
Long
EC
CORP
FI
N
2
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAN5
990000.00000000
PA
USD
993261.52000000
0.067201141170
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
1.09000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BK0
100000.00000000
PA
USD
131443.00000000
0.008893045206
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.38000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XU2
900000.00000000
PA
USD
972000.00000000
0.065762649516
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.39000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BA7
736000.00000000
PA
USD
822623.06000000
0.055656246891
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833PB0
1241000.00000000
PA
USD
1173612.99000000
0.079403189021
Long
DBT
UST
US
N
2
2026-11-15
None
0.00000000
N
N
N
N
N
N
Alrosa PJSC
894500DKUWVBYZLLE651
Alrosa PJSC
000000000
60740.00000000
NS
USD
111620.38000000
0.007551905276
Long
EC
CORP
RU
N
2
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
4084.00000000
NS
USD
849349.48000000
0.057464477541
Long
EC
CORP
US
N
1
N
N
N
Huatai Securities Co Ltd
3003009ABT0UCWO79Q77
Huatai Securities Co Ltd
000000000
24600.00000000
NS
36119.16000000
0.002443715699
Long
EC
CORP
CN
Y
2
N
N
N
Nokia OYJ
549300A0JPRWG1KI7U06
Nokia OYJ
000000000
12352.00000000
NS
66135.76000000
0.004474550211
Long
EC
CORP
FI
N
2
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
503.00000000
NS
USD
108844.17000000
0.007364075106
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2012-ALOHA
36192HAA2
700000.00000000
PA
USD
707675.08000000
0.047879206026
Long
ABS-MBS
CORP
US
N
2
2034-04-10
Fixed
3.55000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
355000.00000000
PA
USD
356361.46000000
0.024110363986
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
1.63000000
N
N
N
N
N
N
SK Innovation Co Ltd
988400PXP70BWVSJVF07
SK Innovation Co Ltd
000000000
471.00000000
NS
123589.66000000
0.008361711414
Long
EC
CORP
KR
N
2
N
N
N
Saudi Basic Industries Corp
213800ZCTFZZZJSK8645
Saudi Basic Industries Corp
000000000
3925.00000000
NS
127463.61000000
0.008623811430
Long
EC
CORP
SA
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
175000.00000000
PA
USD
179074.88000000
0.012115677541
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL GLBL
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2D0
270000.00000000
PA
USD
270504.04000000
0.018301504501
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
1.70000000
N
N
N
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
12100.00000000
NS
348530.54000000
0.023580547065
Long
EC
CORP
JP
N
2
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAB8
147000.00000000
PA
USD
178216.50000000
0.012057602085
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HNWU2
991060.06000000
PA
USD
1080268.33000000
0.073087764989
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.50000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BV1
505000.00000000
PA
USD
509348.05000000
0.034460984870
Long
DBT
CORP
GB
N
2
2023-10-14
Fixed
1.32000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 SEP21 XCME 20210917
000000000
-140.00000000
NC
USD
-13584.20000000
-0.00091906685
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini Russell 2000 Index
RTYU1 Index
2021-09-17
-16141015.80000000
USD
-13584.20000000
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
4744.00000000
NS
USD
1398483.76000000
0.094617281237
Long
EC
CORP
IE
N
1
N
N
N
Contemporary Amperex Technology Co Ltd
300300KINDY1K0E9I032
Contemporary Amperex Technology Co Ltd
000000000
2200.00000000
NS
182089.16000000
0.012319614824
Long
EC
CORP
CN
N
2
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
2697.00000000
NS
1201796.41000000
0.081309995988
Long
EC
CORP
FR
N
2
N
N
N
MITSUBISHI HC CAPITAL
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital Inc
60682LAA0
200000.00000000
PA
USD
204530.28000000
0.013837914731
Long
DBT
CORP
JP
N
2
2022-09-19
Fixed
2.65000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
210000.00000000
PA
USD
225647.50000000
0.015266643474
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.38000000
N
N
N
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
1643.00000000
NS
USD
219340.50000000
0.014839930479
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAE0
350000.00000000
PA
USD
381253.85000000
0.025794509582
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.88000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395WWM5
44496.69000000
PA
USD
56141.74000000
0.003798384332
Long
ABS-MBS
USGSE
US
N
2
2035-06-15
Floating
24.11000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AM96
458645.04000000
PA
USD
495046.36000000
0.033493374760
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAP4
949000.00000000
PA
USD
1068703.22000000
0.072305303800
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES SEP21 XSFE 20210916
000000000
17.00000000
NC
-17233.67000000
-0.00116597921
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
S&P ASX Share Price Index 200
XPU1 Index
2021-09-16
3092754.75000000
AUD
-17233.67000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
1190000.00000000
PA
USD
1267245.18000000
0.085738066485
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAN3
345000.00000000
PA
USD
392575.09000000
0.026560471247
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2A0
939000.00000000
PA
USD
1035018.37000000
0.070026286326
Long
DBT
CORP
US
N
2
2028-05-22
Fixed
3.58000000
N
N
N
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
Kia Corp
493738AD0
440000.00000000
PA
USD
471095.61000000
0.031872937746
Long
DBT
CORP
KR
N
2
2026-04-21
Fixed
3.25000000
N
N
N
N
N
N
SMC Corp
353800O40V08DOZ70X62
SMC Corp
000000000
100.00000000
NS
59093.57000000
0.003998096432
Long
EC
CORP
JP
N
2
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
4645.00000000
NS
USD
274844.65000000
0.018595177355
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
210000.00000000
PA
USD
250166.01000000
0.016925493453
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AK9
480000.00000000
PA
USD
517574.40000000
0.035017555417
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
4.10000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-15
12669GQ79
152188.52000000
PA
USD
121557.17000000
0.008224199142
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Fixed
5.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CS2
690000.00000000
PA
USD
735531.79000000
0.049763908759
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.51000000
N
N
N
N
N
N
Alnylam Pharmaceuticals Inc
529900S3ZI14OWRJII50
Alnylam Pharmaceuticals Inc
02043Q107
832.00000000
NS
USD
141040.64000000
0.009542393185
Long
EC
CORP
US
N
1
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCB9
245000.00000000
PA
USD
261439.50000000
0.017688224494
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.30000000
N
N
N
N
N
N
FORD FOUNDATION/THE
54930013YZ3DULPNNT44
Ford Foundation/The
34531XAC8
95000.00000000
PA
USD
95427.46000000
0.006456340129
Long
DBT
CORP
US
N
2
2070-06-01
Fixed
2.82000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGBP8
229615.50000000
PA
USD
270965.01000000
0.018332692370
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CJ7
293000.00000000
PA
USD
304278.04000000
0.020586553600
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
Headlands Residential
N/A
Headlands Residential 2019-RPL1 LLC
42210BAA1
1500000.00000000
PA
USD
1505761.35000000
0.101875366168
Long
ABS-MBS
CORP
US
N
2
2024-06-25
Variable
3.97000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
1188000.00000000
PA
USD
1289286.71000000
0.087229331312
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
ServisFirst Bancshares Inc
N/A
ServisFirst Bancshares Inc
81768T108
5226.00000000
NS
USD
355263.48000000
0.024036077902
Long
EC
CORP
US
N
1
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CM2
107000.00000000
PA
USD
115752.27000000
0.007831456751
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.95000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAF7
134000.00000000
PA
USD
142448.91000000
0.009637672574
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
2.63000000
N
N
N
N
N
N
Qingdao Haier Biomedical Co Ltd
65560007PZ5ME4672K78
Qingdao Haier Biomedical Co Ltd
000000000
106.00000000
NS
1724.16000000
0.000116651573
Long
EC
CORP
CN
N
2
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AF5
117000.00000000
PA
USD
124445.50000000
0.008419615020
Long
DBT
CORP
US
N
2
2023-05-30
Fixed
4.13000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAQ6
335000.00000000
PA
USD
364270.95000000
0.024645496722
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
230000.00000000
PA
USD
279343.96000000
0.018899587382
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
429000.00000000
PA
USD
469995.24000000
0.031798489961
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.88000000
N
N
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAA6
500000.00000000
PA
USD
501252.32000000
0.033913251686
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
2.00000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BP0
290000.00000000
PA
USD
282886.90000000
0.019139292240
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
686330AK7
300000.00000000
PA
USD
323496.77000000
0.021886836116
Long
DBT
CORP
JP
N
2
2024-12-04
Fixed
3.25000000
N
N
N
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
26129.00000000
NS
123160.47000000
0.008332673686
Long
EC
CORP
MX
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAG3
475000.00000000
PA
USD
481126.44000000
0.032551594081
Long
DBT
CORP
XX
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QW95
187254.22000000
PA
USD
40809.70000000
0.002761063783
Long
ABS-MBS
USGSE
US
N
2
2041-01-25
Floating
6.44000000
N
N
N
N
N
N
Renew Financial
N/A
Renew 2017-1
75973LAA6
134649.42000000
PA
USD
141546.32000000
0.009576606000
Long
ABS-O
CORP
KY
N
2
2052-09-20
Fixed
3.67000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NMFC2YLCA2NF13
COMM 2013-300P Mortgage Trust
12625XAA5
500000.00000000
PA
USD
529614.80000000
0.035832173324
Long
ABS-MBS
CORP
US
N
2
2030-08-10
Fixed
4.35000000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
5138.00000000
NS
391740.30000000
0.026503991821
Long
EC
CORP
BE
N
2
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAK7
80000.00000000
PA
USD
99713.63000000
0.006746329734
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.38000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AVYL7
283504.00000000
PA
USD
302958.58000000
0.020497282833
Long
ABS-MBS
USGSE
US
N
2
2026-12-25
Variable
2.56000000
N
N
N
N
N
N
Savola Group/The
N/A
Savola Group/The
000000000
3138.00000000
NS
36102.14000000
0.002442564176
Long
EC
CORP
SA
N
2
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
000000000
17105.00000000
NS
435514.83000000
0.029465647247
Long
EC
CORP
SE
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
1390000.00000000
PA
USD
1386998.49000000
0.093840221787
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54000000
N
N
N
N
N
N
NORTHERN NATURAL GAS CO
5493007M02M6CT9EXE41
Northern Natural Gas Co
665501AM4
150000.00000000
PA
USD
153803.26000000
0.010405874364
Long
DBT
CORP
US
N
2
2051-10-16
Fixed
3.40000000
N
N
N
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
000000000
20123.00000000
NS
484140.84000000
0.032755539483
Long
EC
CORP
SE
N
2
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BQ96
195878.25000000
PA
USD
196440.83000000
0.013290606434
Long
ABS-MBS
USGA
US
N
2
2063-03-20
Floating
0.52000000
N
N
N
N
N
N
Grupo Aeroportuario del Pacifico SAB de CV
4469000001BZ368XFI90
Grupo Aeroportuario del Pacifico SAB de CV
000000000
3327.00000000
NS
35619.96000000
0.002409941301
Long
EC
CORP
MX
N
1
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BT5
261000.00000000
PA
USD
325258.40000000
0.022006022799
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Chailease Holding Co Ltd
529900L76E6T0JCM3J27
Chailease Holding Co Ltd
000000000
19042.00000000
NS
138394.08000000
0.009363334751
Long
EC
CORP
KY
N
2
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HXM85
153243.00000000
PA
USD
155562.81000000
0.010524920320
Long
ABS-MBS
USGSE
US
N
2
2042-07-15
Floating
0.62000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
130000.00000000
PA
USD
138338.01000000
0.009359541220
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AM1
441000.00000000
PA
USD
512344.84000000
0.034663738831
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AR1
200000.00000000
PA
USD
233647.97000000
0.015807931647
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.00000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
8634.00000000
NS
USD
847945.14000000
0.057369464044
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Reference REMIC
S6XOOCT0IEG5ABCC6L87
Freddie Mac Reference REMIC
31396JT21
61655.73000000
PA
USD
72975.42000000
0.004937301408
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
1232.00000000
NS
USD
201444.32000000
0.013629127791
Long
EC
CORP
US
N
1
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
1419.00000000
NS
USD
650838.54000000
0.044033813577
Long
EC
CORP
US
N
1
N
N
N
Berkeley Group Holdings PLC
2138009OQSSLVVHQAL78
Berkeley Group Holdings PLC
000000000
4352.00000000
NS
276624.58000000
0.018715602162
Long
EC
CORP
GB
N
2
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AK2
200000.00000000
PA
USD
225486.09000000
0.015255722950
Long
DBT
CORP
AU
N
2
2026-05-19
Fixed
4.40000000
N
N
N
N
N
N
Sunny Optical Technology Group Co Ltd
3003004QIVP0DFVVWM94
Sunny Optical Technology Group Co Ltd
000000000
7100.00000000
NS
224404.00000000
0.015182511936
Long
EC
CORP
KY
N
2
N
N
N
Gazprom PJSC
213800FD9J2IHTA7YX78
Gazprom PJSC
368287207
33180.00000000
NS
USD
253495.20000000
0.017150736616
Long
EC
CORP
RU
N
1
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GJ6
150000.00000000
PA
USD
165022.16000000
0.011164912006
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.65000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962GT95
422000.00000000
PA
USD
500229.38000000
0.033844042587
Long
DBT
CORP
US
N
2
2026-01-05
Fixed
5.55000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AT6
200000.00000000
PA
USD
222960.00000000
0.015084815160
Long
DBT
CORP
GB
N
2
2025-03-30
Fixed
6.38000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
2425.00000000
NS
USD
488952.75000000
0.033081099103
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CW8
219000.00000000
PA
USD
217141.15000000
0.014691128953
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
2.50000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2019-4
33845FAG1
1675000.00000000
PA
USD
1754242.07000000
0.118686837876
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
3.12000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
11382.00000000
NS
USD
710692.08000000
0.048083327336
Long
EC
CORP
US
N
1
N
N
N
Kweichow Moutai Co Ltd
N/A
Kweichow Moutai Co Ltd
000000000
500.00000000
NS
159151.58000000
0.010767725900
Long
EC
CORP
CN
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UNP1
664840.31000000
PA
USD
666497.23000000
0.045093234300
Long
ABS-MBS
USGA
US
N
2
2064-07-20
Floating
0.61000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAD9
1076000.00000000
PA
USD
1170687.43000000
0.079205254271
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
1975.00000000
NS
USD
434361.75000000
0.029387633259
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L3BR5
1000000.00000000
PA
USD
1027856.08000000
0.069541706936
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
2.50000000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CA4
30000.00000000
PA
USD
39853.64000000
0.002696379587
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
5.45000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-1 Trust
21872FAD9
875000.00000000
PA
USD
964716.11000000
0.065269843029
Long
ABS-O
CORP
US
N
2
2052-03-15
Fixed
3.88000000
N
N
N
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
6743.00000000
NS
USD
740920.84000000
0.050128515967
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
7460.00000000
NS
USD
1228960.40000000
0.083147831331
Long
EC
CORP
US
N
1
N
N
N
Richter Gedeon Nyrt
549300J6ZJW5IH4WEE46
Richter Gedeon Nyrt
000000000
1126.00000000
NS
29976.58000000
0.002028126876
Long
EC
CORP
HU
N
2
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAJ3
512000.00000000
PA
USD
544387.64000000
0.036831660051
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
Suzano SA
391200AW174YQSDMGG41
Suzano SA
000000000
11123.00000000
NS
133754.20000000
0.009049414172
Long
EC
CORP
BR
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UFT2
481709.76000000
PA
USD
486914.78000000
0.032943216071
Long
ABS-MBS
USGA
US
N
2
2064-04-20
Floating
0.71000000
N
N
N
N
N
N
FHLMC Structured Pass Through Securities
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Pass-Through Certificates
31393NTG4
394037.46000000
PA
USD
394273.76000000
0.026675398243
Long
ABS-MBS
USGSE
US
N
2
2043-03-25
Floating
0.49000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AN9
210000.00000000
PA
USD
203906.71000000
0.013795725826
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.80000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AP0
140000.00000000
PA
USD
165073.06000000
0.011168355750
Long
DBT
CORP
US
N
2
2036-12-05
Fixed
4.50000000
N
N
N
N
N
N
AID-ISRAEL
213800T8ZHTFZIBYPE21
Israel Government AID Bond
465139MX8
1000000.00000000
PA
USD
952912.85000000
0.064471269315
Long
DBT
NUSS
IL
N
2
2025-08-15
None
0.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBA1
1413000.00000000
PA
USD
1504994.30000000
0.101823469830
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AWG9
656118.54000000
PA
USD
708200.31000000
0.047914741536
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AQV2
2565.28000000
PA
USD
2640.28000000
0.000178633547
Long
ABS-MBS
USGSE
US
N
2
2024-03-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K5WD0
174964.78000000
PA
USD
208855.50000000
0.014130546343
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.50000000
N
N
N
N
N
N
AMER AIRLINE 17-1 AA PTT
N/A
American Airlines 2017-1 Class AA Pass Through Trust
023761AA7
472535.00000000
PA
USD
487060.40000000
0.032953068290
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.65000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAC7
235000.00000000
PA
USD
231413.01000000
0.015656720854
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410US29
77.94000000
PA
USD
77.85000000
0.000005267101
Long
ABS-MBS
USGSE
US
N
2
2021-08-01
Fixed
6.00000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AF7
279000.00000000
PA
USD
260017.69000000
0.017592029028
Long
DBT
CORP
US
N
2
2041-02-10
Fixed
2.50000000
N
N
N
N
N
N
Precision Castparts Corp
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp
740189AM7
106000.00000000
PA
USD
115052.17000000
0.007784090053
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396VD39
9858.59000000
PA
USD
9531.32000000
0.000644860963
Long
ABS-MBS
USGSE
US
N
2
2037-05-25
None
0.00000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAR0
415000.00000000
PA
USD
424369.88000000
0.028711612843
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
1.85000000
N
N
N
N
N
N
IND & COMM BK CHINA/NY
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd/New York NY
45580KAG3
250000.00000000
PA
USD
251272.50000000
0.017000355298
Long
DBT
CORP
CN
N
2
2021-10-20
Fixed
2.45000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
455000.00000000
PA
USD
464668.75000000
0.031438115378
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.88000000
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AU0
460000.00000000
PA
USD
482456.56000000
0.032641586072
Long
DBT
CORP
US
N
2
2051-05-01
Fixed
3.25000000
N
N
N
N
N
N
Cia Cervecerias Unidas SA
529900BJW9B0O6LI2R39
Cia Cervecerias Unidas SA
204429104
1135.00000000
NS
USD
22858.90000000
0.001546565667
Long
EC
CORP
CL
N
1
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AJ5
124000.00000000
PA
USD
135427.86000000
0.009162649065
Long
DBT
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR2 Trust
02666BAD8
700000.00000000
PA
USD
764283.52000000
0.051709165902
Long
ABS-O
CORP
US
N
2
2052-10-17
Fixed
5.04000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AAYT4
248080.80000000
PA
USD
287997.27000000
0.019485044782
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Fixed
5.00000000
N
Y
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABQ9
773000.00000000
PA
USD
778113.70000000
0.052644875038
Long
DBT
CORP
US
N
2
2022-11-10
Fixed
1.15000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
4831.00000000
NS
USD
1934525.64000000
0.130884291814
Long
EC
CORP
US
N
1
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
25111.00000000
NS
145154.94000000
0.009820754572
Long
EC
CORP
IT
N
2
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
1573.00000000
NS
USD
195539.63000000
0.013229633903
Long
EC
CORP
US
N
1
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AF2
199000.00000000
PA
USD
235691.06000000
0.015946161083
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.70000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MT6K9
3030.56000000
PA
USD
3572.49000000
0.000241704123
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.50000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAM7
180000.00000000
PA
USD
186388.01000000
0.012610462320
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.25000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBJ7
200000.00000000
PA
USD
217237.74000000
0.014697663947
Long
DBT
CORP
FR
N
2
2025-04-14
Fixed
4.25000000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
210674.00000000
NS
917989.82000000
0.062108480238
Long
EC
CORP
GB
N
2
N
N
N
Lazard Ltd
254900RIBCDJSUFG1A11
Lazard Ltd
000000000
8381.00000000
NS
USD
379240.25000000
0.025658275353
Long
EC
CORP
BM
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
150000.00000000
PA
USD
176895.75000000
0.011968244041
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2H7
200000.00000000
PA
USD
201900.00000000
0.013659957754
Long
DBT
CORP
SA
N
2
2025-11-24
Fixed
1.63000000
N
N
N
N
N
N
Academic Loan Funding Trust
N/A
Academic Loan Funding Trust 2013-1
00389VAA0
133147.31000000
PA
USD
131485.76000000
0.008895938221
Long
ABS-O
CORP
US
N
2
2044-12-26
Floating
0.89000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ACX95
18457.81000000
PA
USD
21357.28000000
0.001444970493
Long
ABS-MBS
USGSE
US
N
2
2038-10-15
Variable
5.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828L57
500000.00000000
PA
USD
510058.60000000
0.034509058584
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.75000000
N
N
N
N
N
N
RBC Bearings Inc
N/A
RBC Bearings Inc
75524B104
2006.00000000
NS
USD
400036.52000000
0.027065289566
Long
EC
CORP
US
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
3600.00000000
NS
2473285.05000000
0.167335162445
Long
EC
CORP
NL
N
2
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
8759.00000000
NS
USD
868104.49000000
0.058733386131
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAP5
140000.00000000
PA
USD
170842.86000000
0.011558723379
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
90000.00000000
PA
USD
120460.76000000
0.008150019280
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278058DB5
130000.00000000
PA
USD
164900.82000000
0.011156702500
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
5.80000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300OFE1DNC7KO4K57
FREMF 2015-K44 Mortgage Trust
30292NAK9
1000000.00000000
PA
USD
1059619.00000000
0.071690692302
Long
ABS-MBS
USGSE
US
N
2
2048-01-25
Variable
3.81000000
N
N
N
N
N
N
Mando Corp
988400P5GM9DGVVOJQ79
Mando Corp
000000000
732.00000000
NS
43225.15000000
0.002924485997
Long
EC
CORP
KR
N
2
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAH1
250000.00000000
PA
USD
268039.79000000
0.018134780623
Long
DBT
CORP
US
N
2
2023-09-27
Fixed
4.20000000
N
N
N
N
N
N
Pinduoduo Inc
5493000573DS7005T657
Pinduoduo Inc
722304102
1858.00000000
NS
USD
236003.16000000
0.015967276847
Long
EC
CORP
KY
N
1
N
N
N
OGE ENERGY CORP
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837AC7
190000.00000000
PA
USD
189832.16000000
0.012843483338
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.70000000
N
N
N
N
N
Kia Corp
988400V8MJK9N7OI5X76
Kia Corp
000000000
1265.00000000
NS
100647.34000000
0.006809501795
Long
EC
CORP
KR
N
2
N
N
N
Bilibili Inc
5493008V60M52L3PIS45
Bilibili Inc
090040106
1138.00000000
NS
USD
138653.92000000
0.009380914758
Long
EC
CORP
KY
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659T2C4
360000.00000000
PA
USD
340772.64000000
0.023055670462
Long
DBT
CORP
FR
N
2
2041-01-26
Fixed
2.82000000
N
N
N
N
N
N
Saudi Telecom Co
21380028ATJ79OTA9W17
Saudi Telecom Co
000000000
2665.00000000
NS
93508.77000000
0.006326527230
Long
EC
CORP
SA
N
2
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
564000.00000000
PA
USD
600314.72000000
0.040615521122
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
715000.00000000
PA
USD
796894.48000000
0.053915527149
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CF3
685000.00000000
PA
USD
685275.33000000
0.046363705091
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05000000
N
N
N
N
N
N
UNITED AIR 2016-2 A PTT
N/A
United Airlines 2016-2 Class A Pass Through Trust
90932DAA3
277094.28000000
PA
USD
279853.72000000
0.018934076238
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAQ1
430000.00000000
PA
USD
538268.33000000
0.036417645608
Long
DBT
CORP
US
N
2
2069-05-15
Fixed
4.45000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
689000.00000000
PA
USD
722260.93000000
0.048866041562
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.70000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CX4
472000.00000000
PA
USD
500311.32000000
0.033849586405
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.30000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAD9
405000.00000000
PA
USD
434125.03000000
0.029371617483
Long
DBT
CORP
FR
N
2
2024-10-04
Fixed
3.25000000
N
N
N
N
N
N
FREED ABS Trust
N/A
FREED ABS Trust 2019-2
30312JAA6
41451.26000000
PA
USD
41512.40000000
0.002808606390
Long
ABS-O
CORP
US
N
2
2026-11-18
Fixed
2.62000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP21 XCBT 20210921
000000000
51.00000000
NC
USD
194828.10000000
0.013181493885
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USU1 Comdty
2021-09-21
8003421.90000000
USD
194828.10000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
1605000.00000000
PA
USD
1773525.00000000
0.119991463974
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DN4
569000.00000000
PA
USD
625618.58000000
0.042327505563
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05367AAJ2
150000.00000000
PA
USD
151521.87000000
0.010251522253
Long
DBT
CORP
US
N
2
2022-01-20
Fixed
2.88000000
N
N
N
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
11179.00000000
NS
432989.49000000
0.029294790200
Long
EC
CORP
GB
N
2
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAW5
236000.00000000
PA
USD
265438.76000000
0.017958802615
Long
DBT
CORP
GB
N
2
2028-05-09
Fixed
4.84000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
510000.00000000
PA
USD
528557.02000000
0.035760607053
Long
DBT
CORP
IT
N
2
2042-06-01
Fixed
4.95000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAE6
861000.00000000
PA
USD
994101.99000000
0.067258004888
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CD0
129000.00000000
PA
USD
153943.59000000
0.010415368677
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
695.00000000
NS
81533.72000000
0.005516330712
Long
EC
CORP
AU
N
2
N
N
N
SPIRIT AIR 2017-1 PTT AA
N/A
Spirit Airlines Pass Through Trust 2017-1AA
84858WAA4
147678.80000000
PA
USD
150004.95000000
0.010148891926
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.38000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787GAJ1
320000.00000000
PA
USD
350713.79000000
0.023728259313
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAX8
262000.00000000
PA
USD
282965.76000000
0.019144627674
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBG0
30000.00000000
PA
USD
34653.90000000
0.002344580535
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAQ8
710000.00000000
PA
USD
709236.27000000
0.047984831531
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.67000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAQ6
1117000.00000000
PA
USD
1189269.90000000
0.080462489314
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.75000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAW9
518000.00000000
PA
USD
628128.62000000
0.042497327457
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
Amphenol Corp
549300D3L3G0R4U4VT04
Amphenol Corp
032095101
1932.00000000
NS
USD
132168.12000000
0.008942104683
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
26832.00000000
NS
USD
1215221.28000000
0.082218283046
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDG3
99000.00000000
PA
USD
109338.97000000
0.007397551813
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400RRY9
67698.34000000
PA
USD
77002.42000000
0.005209756335
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXHG0
2027800.02000000
PA
USD
2416361.99000000
0.163483916309
Long
ABS-MBS
USGSE
US
N
2
2058-01-01
Fixed
5.50000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
510000.00000000
PA
USD
505954.16000000
0.034231364295
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
KOHL'S CORPORATION
549300JF6LPRTRJ0FH50
Kohl's Corp
500255AX2
496000.00000000
PA
USD
513333.98000000
0.034730661123
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
3.38000000
N
N
N
N
N
BinDawood Holding Co
2549004387AQPMPEMA22
BinDawood Holding Co
000000000
1295.00000000
NS
38256.81000000
0.002588342785
Long
EC
CORP
SA
N
2
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
3495.00000000
NS
143008.46000000
0.009675530074
Long
EC
CORP
GB
N
2
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
32900.00000000
NS
177715.38000000
0.012023697786
Long
EC
CORP
JP
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWL4
3124000.00000000
PA
USD
3451012.04000000
0.233485283192
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650BY5
184551.58000000
PA
USD
223312.06000000
0.015108634500
Long
DBT
CORP
US
N
2
2034-01-10
Fixed
5.93000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAP0
470000.00000000
PA
USD
484833.60000000
0.032802409578
Long
DBT
CORP
GB
N
2
2032-03-15
Fixed
2.90000000
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525AW1
250000.00000000
PA
USD
234072.50000000
0.015836654093
Long
DBT
CORP
AU
N
2
2041-01-14
Fixed
2.65000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAE2
570000.00000000
PA
USD
618967.61000000
0.041877520574
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAL8
335000.00000000
PA
USD
337735.65000000
0.022850196687
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
12216.00000000
NS
USD
895188.48000000
0.060565808910
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - SLST
N/A
Seasoned Loans Structured Transaction Series 2018-1
35564CAA5
3888689.32000000
PA
USD
4073061.41000000
0.275571306547
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LF6B9
3000000.00000000
PA
USD
3312639.30000000
0.224123392242
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
2.94000000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
2530.00000000
NS
USD
305168.60000000
0.020646806260
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBM4
175000.00000000
PA
USD
167005.73000000
0.011299114495
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 1/2
N/A
Scentre Group Trust 1 / Scentre Group Trust 2
806213AD6
448000.00000000
PA
USD
480706.90000000
0.032523209243
Long
DBT
AU
N
2
2025-10-28
Fixed
3.25000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
979.00000000
NS
USD
47951.42000000
0.003244251468
Long
EC
US
N
1
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BK2
680000.00000000
PA
USD
691178.71000000
0.046763110348
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
CMC Materials Inc
31F6V1MN00ZW3XWB4J69
CMC Materials Inc
12571T100
2328.00000000
NS
USD
350922.72000000
0.023742394899
Long
EC
CORP
US
N
1
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AL5
126000.00000000
PA
USD
163063.12000000
0.011032369145
Long
DBT
CORP
US
N
2
2048-09-26
Fixed
5.00000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BC7
184000.00000000
PA
USD
196292.49000000
0.013280570187
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.13000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
464.00000000
NS
USD
41931.68000000
0.002836973637
Long
EC
CORP
US
N
1
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
123839.00000000
NS
381927.81000000
0.025840107725
Long
EC
CORP
GB
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
338000.00000000
PA
USD
371034.97000000
0.025103130339
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
930000.00000000
PA
USD
957892.41000000
0.064808171639
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.69000000
N
N
N
N
N
N
Thai Oil PCL
549300HG5527UPZLTT69
Thai Oil PCL
000000000
42500.00000000
NS
72269.89000000
0.004889567331
Long
EC
CORP
TH
N
2
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AH9
218000.00000000
PA
USD
196428.21000000
0.013289752602
Long
DBT
CORP
US
N
2
2050-08-12
Fixed
2.34000000
N
N
N
N
N
N
Ohio State University/The
JFC10ZULKO4X2E3HBY86
OHIO ST UNIV
677632G96
114000.00000000
PA
USD
145162.49000000
0.009821265383
Long
DBT
MUN
US
N
2
2056-12-01
Fixed
4.05000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
110000.00000000
PA
USD
122380.76000000
0.008279920810
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418APN2
153182.20000000
PA
USD
165340.57000000
0.011186454686
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BJ0
260000.00000000
PA
USD
299154.62000000
0.020239918134
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
3.85000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-H
5899296M5
45743.40000000
PA
USD
45307.96000000
0.003065402771
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Floating
0.73000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
161000.00000000
PA
USD
172471.25000000
0.011668895437
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAZ4
250000.00000000
PA
USD
280373.04000000
0.018969211896
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CF4
489000.00000000
PA
USD
588429.51000000
0.039811402912
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mortgage Loan Trust 2004-1
68389FET7
331748.60000000
PA
USD
332215.14000000
0.022476695283
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
1.74000000
N
N
N
N
N
N
Turkcell Iletisim Hizmetleri AS
7890003EX1LTLS2FFL84
Turkcell Iletisim Hizmetleri AS
000000000
30192.00000000
NS
55829.24000000
0.003777241505
Long
EC
CORP
TR
N
2
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
955000.00000000
PA
USD
976965.00000000
0.066098566753
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394FX75
32863.06000000
PA
USD
34687.78000000
0.002346872755
Long
ABS-MBS
USGSE
US
N
2
2025-10-25
Fixed
5.00000000
N
N
N
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
000000000
8100.00000000
NS
425068.63000000
0.028758888204
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BYQ9
316.78000000
PA
USD
319.03000000
0.000021584627
Long
ABS-MBS
USGA
US
N
2
2062-07-20
Floating
0.66000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHG7
400000.00000000
PA
USD
451260.25000000
0.030530935865
Long
DBT
CORP
US
N
2
2029-03-05
Fixed
3.97000000
N
N
N
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
19213.00000000
NS
384520.98000000
0.026015553950
Long
EC
CORP
GB
N
2
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
853.00000000
NS
USD
184299.18000000
0.012469138251
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
188000.00000000
PA
USD
218832.00000000
0.014805526871
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAJ4
200000.00000000
PA
USD
214350.24000000
0.014502304225
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
Jonjee Hi-Tech Industrial And Commercial Holding Co Ltd
3003004VPK0KK2I9LF35
Jonjee Hi-Tech Industrial And Commercial Holding Co Ltd
000000000
11300.00000000
NS
73485.98000000
0.004971844390
Long
EC
CORP
CN
N
2
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
11367.00000000
NS
USD
1280378.88000000
0.086626653841
Long
EC
CORP
US
N
1
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AU0
220000.00000000
PA
USD
299146.55000000
0.020239372141
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.25000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAA3
900000.00000000
PA
USD
903247.20000000
0.061111038107
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
1388.00000000
NS
USD
258251.28000000
0.017472518944
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DM6
150000.00000000
PA
USD
159190.96000000
0.010770390235
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.50000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060BD7
200000.00000000
PA
USD
205453.97000000
0.013900408869
Long
DBT
CORP
JP
N
2
2060-07-09
Fixed
3.38000000
N
N
N
N
N
N
Moscow Exchange MICEX-RTS PJSC
253400M5M1222KPNWE87
Moscow Exchange MICEX-RTS PJSC
000000000
24097.00000000
NS
USD
56247.75000000
0.003805556655
Long
EC
CORP
RU
N
2
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIV LLC
92873AAA6
1097875.20000000
PA
USD
1098939.48000000
0.074350999858
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
2.24000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBB2
570000.00000000
PA
USD
581300.10000000
0.039329048086
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.65000000
N
N
N
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
11500.00000000
NS
537346.42000000
0.036355271900
Long
EC
CORP
JP
N
2
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCV4
995000.00000000
PA
USD
1188491.25000000
0.080409808155
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CF9
73000.00000000
PA
USD
78425.58000000
0.005306043138
Long
DBT
CORP
US
N
2
2062-03-17
Fixed
3.04000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
710000.00000000
PA
USD
714732.41000000
0.048356684132
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BS2
179000.00000000
PA
USD
207174.28000000
0.014016799963
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
Seagate Technology Holdings PLC
635400RUXIFEZSRU8X70
Seagate Technology Holdings PLC
000000000
5837.00000000
NS
USD
513247.41000000
0.034724804052
Long
EC
CORP
IE
N
1
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABP1
935000.00000000
PA
USD
956290.61000000
0.064699798581
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.38000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F4XA5
4531000.00000000
PA
USD
569892.87000000
0.038557268592
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Variable
2.20000000
N
N
N
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd
000000000
5316.00000000
NS
235616.03000000
0.015941084775
Long
EC
CORP
AU
N
2
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CH9
110000.00000000
PA
USD
118262.74000000
0.008001307738
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.10000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHF9
115000.00000000
PA
USD
120820.41000000
0.008174352137
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
Cushman & Wakefield PLC
N/A
Cushman & Wakefield PLC
000000000
16099.00000000
NS
USD
281249.53000000
0.019028512621
Long
EC
CORP
GB
N
1
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
529.00000000
NS
USD
152182.72000000
0.010296233413
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RK6
840000.00000000
PA
USD
909464.06000000
0.061531652495
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Soundview Home Equity Loan Trust
N/A
Soundview Home Loan Trust 2005-OPT1
83611MDH8
413367.25000000
PA
USD
412220.98000000
0.027889654147
Long
ABS-O
CORP
US
N
2
2035-06-25
Floating
0.77000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBA8
585000.00000000
PA
USD
681098.25000000
0.046081096194
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31395DEB1
7611.74000000
PA
USD
7302.79000000
0.000494085205
Long
ABS-MBS
USGSE
US
N
2
2034-12-25
None
0.00000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
4733.00000000
NS
354489.96000000
0.023983743823
Long
EC
CORP
AU
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGT0
161000.00000000
PA
USD
171522.31000000
0.011604692959
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.09000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
515000.00000000
PA
USD
521052.47000000
0.035252871362
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.63000000
N
N
N
N
N
N
Ladder Capital Commercial Mortgage Securities LLC
N/A
Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust
50184BAC2
192000.00000000
PA
USD
215018.21000000
0.014547497102
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Fixed
3.99000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAV5
730000.00000000
PA
USD
857876.60000000
0.058041397298
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.67000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
3476.00000000
NS
USD
198479.60000000
0.013428543591
Long
EC
US
N
1
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBB5
450000.00000000
PA
USD
457370.65000000
0.030944347484
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
PICC Property & Casualty Co Ltd
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
100000.00000000
NS
87580.34000000
0.005925427164
Long
EC
CORP
CN
N
2
N
N
N
AngloGold Ashanti Ltd
378900EF3BA9A5F42A59
AngloGold Ashanti Ltd
035128206
2414.00000000
NS
USD
44852.12000000
0.003034561983
Long
EC
CORP
ZA
N
1
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CC1
1170000.00000000
PA
USD
1201461.30000000
0.081287323435
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FG7
30000.00000000
PA
USD
36521.62000000
0.002470944954
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.05000000
N
N
N
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
9970.00000000
NS
946887.63000000
0.064063620723
Long
EC
CORP
AU
N
2
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
1326000.00000000
PA
USD
1351665.76000000
0.091449713619
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.99000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDH1
521000.00000000
PA
USD
588054.85000000
0.039786054523
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
355000.00000000
PA
USD
362604.10000000
0.024532722573
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FKZZ2
149000.00000000
PA
USD
172132.83000000
0.011645998939
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Fixed
3.69000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
00185AAF1
200000.00000000
PA
USD
214771.09000000
0.014530777693
Long
DBT
CORP
IE
N
2
2024-06-14
Fixed
3.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
255000.00000000
PA
USD
284647.53000000
0.019258411266
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.38000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
6364.00000000
NS
896780.17000000
0.060673497955
Long
EC
CORP
DE
N
2
N
N
N
Minor International PCL
254900T4WB2UF9XPX041
Minor International PCL
000000000
58600.00000000
NS
54851.79000000
0.003711110124
Long
EC
CORP
TH
N
2
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
357000.00000000
PA
USD
383158.18000000
0.025923350926
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
160000.00000000
PA
USD
174810.24000000
0.011827144593
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Jiangsu Hengrui Medicine Co Ltd
N/A
Jiangsu Hengrui Medicine Co Ltd
000000000
9312.00000000
NS
97955.82000000
0.006627401500
Long
EC
CORP
CN
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LL2
3790000.00000000
PA
USD
3777397.45000000
0.255567556160
Long
DBT
UST
US
N
2
2023-02-15
None
0.00000000
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYC2
500000.00000000
PA
USD
523616.95000000
0.035426376505
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AJ1
382000.00000000
PA
USD
419002.17000000
0.028348449436
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
NCSoft Corp
N/A
NCSoft Corp
000000000
168.00000000
NS
122328.29000000
0.008276370844
Long
EC
CORP
KR
N
2
N
N
N
UNITED AIR 2018-1 AA PTT
N/A
United Airlines 2018-1 Class AA Pass Through Trust
909318AA5
211147.28000000
PA
USD
221006.61000000
0.014952654561
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AU3
350000.00000000
PA
USD
387573.21000000
0.026222058818
Long
DBT
CORP
US
N
2
2042-08-21
Fixed
3.88000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BQ7
250000.00000000
PA
USD
246431.29000000
0.016672813327
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.90000000
N
N
N
N
N
N
Kingsoft Corp Ltd
529900UVT35D3Q7YQY41
Kingsoft Corp Ltd
000000000
16000.00000000
NS
95926.23000000
0.006490085435
Long
EC
CORP
KY
N
2
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
000000000
800.00000000
NS
72082.45000000
0.004876885695
Long
EC
CORP
JP
N
2
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
155000.00000000
PA
USD
164383.70000000
0.011121715688
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31394MHQ6
118647.32000000
PA
USD
122377.03000000
0.008279668449
Long
ABS-MBS
USGSE
US
N
2
2023-11-15
Fixed
5.50000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAJ7
595000.00000000
PA
USD
595283.36000000
0.040275114163
Long
DBT
CORP
US
N
2
2023-03-11
Fixed
0.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NH57
16915.03000000
PA
USD
18968.91000000
0.001283380432
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
6.00000000
N
N
N
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
80585Y308
17817.00000000
NS
USD
297365.73000000
0.020118887119
Long
EC
CORP
RU
N
1
N
N
N
Sumitomo Metal Mining Co Ltd
353800CF81IXL9974H84
Sumitomo Metal Mining Co Ltd
000000000
9200.00000000
NS
358161.93000000
0.024232178469
Long
EC
CORP
JP
N
2
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AQ9
156000.00000000
PA
USD
170462.33000000
0.011532977843
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
FannieMae Whole Loan
5493003LPQ4JJCYQN327
Fannie Mae REMIC Trust 2005-W2
31394DJT8
41806.36000000
PA
USD
41852.35000000
0.002831606403
Long
ABS-MBS
USGSE
US
N
2
2035-05-25
Floating
0.59000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
3048.00000000
NS
USD
1537624.56000000
0.104031136859
Long
EC
CORP
US
N
1
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust 2004-13
576433UM6
9381.48000000
PA
USD
9472.94000000
0.000640911145
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Variable
2.88000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170BB9
222000.00000000
PA
USD
276696.59000000
0.018720474146
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
4.70000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
1041.00000000
NS
USD
411892.47000000
0.027867428130
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN NATURAL GAS
N/A
Southern Natural Gas Co LLC
843452AZ6
140000.00000000
PA
USD
200005.18000000
0.013531759829
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
8.00000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AV1
140000.00000000
PA
USD
132527.17000000
0.008966396946
Long
DBT
US
N
2
2033-02-01
Fixed
1.88000000
N
N
N
N
N
N
Holcim Ltd
529900EHPFPYHV6IQO98
Holcim Ltd
000000000
7184.00000000
NS
430923.53000000
0.029155013448
Long
EC
CORP
CH
N
2
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBG9
175000.00000000
PA
USD
188146.00000000
0.012729402732
Long
DBT
CORP
US
N
2
2025-02-05
Fixed
3.20000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE25 Mortgage Trust
12593PAW2
437000.00000000
PA
USD
480436.10000000
0.032504887715
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.76000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-22
12669F6X6
256912.63000000
PA
USD
259706.73000000
0.017570990393
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
2.80000000
N
N
N
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
11708.00000000
NS
284041.32000000
0.019217396888
Long
EC
CORP
ES
N
2
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392J6N4
29538.27000000
PA
USD
30467.15000000
0.002061317394
Long
ABS-MBS
USGSE
US
N
2
2023-04-25
Fixed
5.50000000
N
N
N
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
4279.00000000
NS
594873.63000000
0.040247393041
Long
EC
CORP
JE
N
2
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBW9
190000.00000000
PA
USD
189183.00000000
0.012799563089
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
4.13000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Home Equity Loan Trust Series 2004-HE4
004421JJ3
192301.26000000
PA
USD
190519.24000000
0.012889969142
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
1.07000000
N
N
N
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
7300.00000000
NS
219141.28000000
0.014826451842
Long
EC
CORP
JP
N
2
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAH2
365000.00000000
PA
USD
349936.13000000
0.023675645134
Long
DBT
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376R5T9
2263781.67000000
PA
USD
170689.36000000
0.011548338022
Long
ABS-MBS
USGA
US
N
2
2067-06-20
Variable
1.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389DS73
141888.96000000
PA
USD
161780.98000000
0.010945623339
Long
ABS-MBS
USGSE
US
N
2
2031-09-01
Fixed
5.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBH7
135000.00000000
PA
USD
148637.67000000
0.010056385799
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
Planet Fitness Inc
549300LLE5HUPF6H8G33
Planet Fitness Inc
72703H101
4035.00000000
NS
USD
303633.75000000
0.020542962842
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
3849.00000000
NS
USD
192911.88000000
0.013051848098
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAF4
315000.00000000
PA
USD
371227.50000000
0.025116156351
Long
DBT
CORP
BM
N
2
2028-08-01
Fixed
4.75000000
N
N
N
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
1441.00000000
NS
USD
193036.36000000
0.013060270047
Long
EC
CORP
US
N
1
N
N
N
F&G GLOBAL FUNDI
6354009CCUKJIZ7KFX73
F&G Global Funding
30321L2A9
270000.00000000
PA
USD
271151.11000000
0.018345283346
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BQ7
200000.00000000
PA
USD
211802.00000000
0.014329897832
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd
000000000
10500.00000000
NS
103859.97000000
0.007026858853
Long
EC
CORP
HK
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SL3
3012000.00000000
PA
USD
2960819.52000000
0.200320304912
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Meritage Mortgage Loan Trust
N/A
Meritage Mortgage Loan Trust 2003-1
59001FAD3
113371.15000000
PA
USD
116687.14000000
0.007894707295
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Floating
2.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31395BR39
88046.78000000
PA
USD
100983.33000000
0.006832233886
Long
ABS-MBS
USGSE
US
N
2
2036-04-25
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L3MT9
863437.45000000
PA
USD
887486.73000000
0.060044731250
Long
ABS-MBS
USGSE
US
N
2
2023-04-01
Fixed
2.64000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
872882AH8
705000.00000000
PA
USD
699194.98000000
0.047305467503
Long
DBT
CORP
VG
N
2
2026-04-23
Fixed
1.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
270000.00000000
PA
USD
319189.84000000
0.021595441951
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAN4
290000.00000000
PA
USD
366647.27000000
0.024806271515
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CC0
15000.00000000
PA
USD
17376.07000000
0.001175613581
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
3.60000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
280000.00000000
PA
USD
350034.95000000
0.023682331003
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.13000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2021-B
68377GAA4
700000.00000000
PA
USD
701836.31000000
0.047484172090
Long
ABS-O
CORP
US
N
2
2031-05-08
Fixed
1.47000000
N
N
N
N
N
N
Golden Bear
N/A
Golden Bear 2016-R LLC
380797AA8
72907.35000000
PA
USD
72563.08000000
0.004909403701
Long
ABS-O
CORP
US
N
2
2047-09-20
Fixed
5.65000000
N
N
N
N
N
N
Hyundai Mobis Co Ltd
988400HJA9E0ZVDHRS65
Hyundai Mobis Co Ltd
000000000
299.00000000
NS
77527.86000000
0.005245306054
Long
EC
CORP
KR
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EG1
75000.00000000
PA
USD
73090.22000000
0.004945068437
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.80000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BF6
111000.00000000
PA
USD
124382.29000000
0.008415338419
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.88000000
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
6383.00000000
NS
USD
376022.53000000
0.025440573920
Long
EC
CORP
US
N
1
N
N
N
GDS Holdings Ltd
391200MGV8DDCHTN2R77
GDS Holdings Ltd
36165L108
733.00000000
NS
USD
57533.17000000
0.003892524376
Long
EC
CORP
KY
N
1
N
N
N
FREMF Mortgage Trust
549300OFE1DNC7KO4K57
FREMF 2015-K44 Mortgage Trust
30292NAG8
2300000.00000000
PA
USD
2482266.72000000
0.167942835713
Long
ABS-MBS
USGSE
US
N
2
2048-01-25
Variable
3.81000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCA6
205000.00000000
PA
USD
207091.68000000
0.014011211491
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
14801.00000000
NS
927883.71000000
0.062777871617
Long
EC
CORP
FR
N
2
N
N
N
Grupo Aeroportuario del Sureste SAB de CV
5299001W7JIDXCUOUC82
Grupo Aeroportuario del Sureste SAB de CV
000000000
4300.00000000
NS
79168.41000000
0.005356300822
Long
EC
CORP
MX
N
1
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Selection Trust 2021-1
69547JAA1
2026290.46000000
PA
USD
2030465.43000000
0.137375294679
Long
ABS-O
CORP
US
N
2
2027-11-15
Fixed
1.18000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
244000.00000000
PA
USD
243771.49000000
0.016492859114
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CX6
221000.00000000
PA
USD
213120.84000000
0.014419126651
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.60000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AM9
135000.00000000
PA
USD
143731.76000000
0.009724466416
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.13000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAY8
380000.00000000
PA
USD
394288.00000000
0.026676361679
Long
DBT
CORP
FR
N
2
2035-07-08
Fixed
3.65000000
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAE0
300000.00000000
PA
USD
297783.34000000
0.020147141378
Long
DBT
CORP
JE
N
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
1300000.00000000
PA
USD
1325825.02000000
0.089701405463
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56000000
N
N
N
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
8653.00000000
NS
436062.57000000
0.029502705718
Long
EC
CORP
IE
N
2
N
N
N
Huayu Automotive Systems Co Ltd
3003001J2BNVV78BOT83
Huayu Automotive Systems Co Ltd
000000000
9600.00000000
NS
39030.25000000
0.002640671451
Long
EC
CORP
CN
N
2
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
3921.00000000
NS
USD
327168.24000000
0.022135236934
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
035242AM8
246000.00000000
PA
USD
300640.79000000
0.020340468007
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
19881.00000000
NS
62950.68000000
0.004259057104
Long
EC
CORP
GB
N
2
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
8400.00000000
NS
817732.57000000
0.055325370780
Long
EC
CORP
JP
N
2
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
9460.00000000
NS
USD
1461475.40000000
0.098879109575
Long
EC
CORP
US
N
1
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HXKY0
340403.65000000
PA
USD
368167.67000000
0.024909137289
Long
ABS-MBS
USGSE
US
N
2
2042-07-15
Fixed
3.50000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2001-T12
31392A5L8
480259.86000000
PA
USD
548563.57000000
0.037114191143
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379HTQ8
255774.91000000
PA
USD
284389.55000000
0.019240957101
Long
ABS-MBS
USGA
US
N
2
2041-10-20
Variable
4.60000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
000000000
2222.00000000
NS
285710.86000000
0.019330353034
Long
EC
CORP
NL
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
460000.00000000
PA
USD
537510.00000000
0.036366339240
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-AR10 Trust
92922FEB0
14228.36000000
PA
USD
14370.53000000
0.000972267621
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
2.55000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FT5
40000.00000000
PA
USD
41196.98000000
0.002787266005
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
3.90000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EE6
245000.00000000
PA
USD
237911.70000000
0.016096403027
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.38000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AM1
250000.00000000
PA
USD
364524.75000000
0.024662668080
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
332000.00000000
PA
USD
366604.36000000
0.024803368351
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
Crown Castle Towers LLC
N/A
Crown Castle Towers LLC
22822RBB5
104000.00000000
PA
USD
104210.53000000
0.007050576708
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.22000000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAJ2
320000.00000000
PA
USD
338079.71000000
0.022873474770
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.63000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L4N58
925000.00000000
PA
USD
970946.57000000
0.065691377553
Long
ABS-MBS
USGSE
US
N
2
2023-07-01
Fixed
3.67000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AQC65
119916.85000000
PA
USD
120078.92000000
0.008124185113
Long
ABS-MBS
USGSE
US
N
2
2022-11-25
Floating
1.03000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
260000.00000000
PA
USD
267212.86000000
0.018078832981
Long
DBT
CORP
CH
N
2
2032-05-14
Fixed
3.09000000
N
N
N
N
N
N
New Oriental Education & Technology Group Inc
529900NHZVBZQZ8EKN29
New Oriental Education & Technology Group Inc
647581107
12771.00000000
NS
USD
104594.49000000
0.007076554307
Long
EC
CORP
KY
N
1
N
N
N
Pretium Mortgage Credit Partners LLC
N/A
Pretium Mortgage Credit Partners I 2021-NPL1 LLC
741389AA8
1409220.47000000
PA
USD
1408918.33000000
0.095323253428
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
2.24000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
30466716.45000000
NS
USD
30466716.45000000
2.061288061538
Long
STIV
RF
US
N
1
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EB5
323000.00000000
PA
USD
389364.14000000
0.026343227852
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392BQR0
29228.76000000
PA
USD
34493.06000000
0.002333698575
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Fixed
6.50000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
1487.00000000
NS
USD
126365.26000000
0.008549500313
Long
EC
CORP
US
N
1
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBA7
418000.00000000
PA
USD
421233.17000000
0.028499392308
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
1.20000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS INC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141CV8
100000.00000000
PA
USD
131956.74000000
0.008927803337
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SC3
514000.00000000
PA
USD
627140.24000000
0.042430456585
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.13000000
N
N
N
N
N
Yonyou Network Technology Co Ltd
30030017NBX3U80ANB35
Yonyou Network Technology Co Ltd
000000000
6800.00000000
NS
35002.67000000
0.002368177283
Long
EC
CORP
CN
N
2
N
N
N
Nvent Finance Sarl
549300KO1OQ4MVFB6X02
Nvent Finance Sarl
67078AAD5
187000.00000000
PA
USD
205550.14000000
0.013906915447
Long
DBT
CORP
LU
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
Novolipetsk Steel PJSC
213800913TPW32I84456
Novolipetsk Steel PJSC
000000000
14277.00000000
NS
USD
44858.58000000
0.003034999047
Long
EC
CORP
RU
N
2
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
18033.00000000
NS
USD
478776.15000000
0.032392580400
Long
EC
CORP
US
N
1
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AZ7
290000.00000000
PA
USD
302003.10000000
0.020432637878
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
6300.00000000
NS
68106.58000000
0.004607890072
Long
EC
CORP
JP
N
2
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BQ2
200000.00000000
PA
USD
200823.37000000
0.013587116148
Long
DBT
CORP
GB
N
2
2022-09-10
Fixed
2.74000000
N
N
N
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
470.00000000
NS
USD
273878.40000000
0.018529803733
Long
EC
CORP
US
N
1
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
12800.00000000
NS
296452.59000000
0.020057106763
Long
EC
CORP
JP
N
2
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAF4
256000.00000000
PA
USD
247007.11000000
0.016711771608
Long
DBT
CORP
GB
N
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
999000.00000000
PA
USD
1158271.63000000
0.078365237909
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
DELTA AIR LINES 2015-1AA
N/A
Delta Air Lines 2015-1 Class AA Pass Through Trust
24736XAA6
228311.32000000
PA
USD
245286.06000000
0.016595330447
Long
DBT
CORP
US
N
2
2027-07-30
Fixed
3.63000000
N
N
N
N
N
N
MASTR Asset Backed Securities Trust
N/A
Mastr Asset Backed Securities Trust 2005-NC1
57643LGG5
76595.38000000
PA
USD
75374.28000000
0.005099601191
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Floating
0.84000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2004-11
81744FFJ1
25704.26000000
PA
USD
26338.63000000
0.001781993923
Long
ABS-MBS
CORP
US
N
2
2034-12-20
Floating
0.69000000
N
N
N
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
519.00000000
NS
90587.52000000
0.006128884082
Long
EC
CORP
DE
N
2
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
1280.00000000
NS
USD
285990.40000000
0.019349265885
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
12745.00000000
NS
USD
901708.75000000
0.061006951123
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDK2
300000.00000000
PA
USD
315269.28000000
0.021330188440
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
3.30000000
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AU4
160000.00000000
PA
USD
175439.06000000
0.011869688697
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.45000000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
16121.00000000
NS
1350603.69000000
0.091377857099
Long
EC
CORP
DK
N
2
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
180000.00000000
PA
USD
224876.97000000
0.015214511689
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
1260.00000000
NS
USD
364266.00000000
0.024645161819
Long
EC
CORP
IE
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BYW2
19260.20000000
PA
USD
19928.08000000
0.001348275041
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
2368.00000000
NS
USD
376369.92000000
0.025464077301
Long
EC
CORP
CH
N
1
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp Mortgage Loan Trust 2006-BC6
86362VAD4
136167.06000000
PA
USD
135494.90000000
0.009167184794
Long
ABS-O
CORP
US
N
2
2037-01-25
Floating
0.26000000
N
N
N
N
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAC3
200000.00000000
PA
USD
249220.56000000
0.016861527098
Long
DBT
CORP
NL
N
2
2044-03-15
Fixed
4.88000000
N
N
N
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
188.00000000
NS
USD
51624.80000000
0.003492781511
Long
EC
CORP
KY
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AG8
105000.00000000
PA
USD
120097.92000000
0.008125470597
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.10000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2007-2
12544CAR2
420213.51000000
PA
USD
303318.26000000
0.020521617720
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
6.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
1593000.00000000
PA
USD
1630522.73000000
0.110316352696
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.07000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBF2
570000.00000000
PA
USD
648202.73000000
0.043855482457
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
Tenaga Nasional Bhd
549300FV8X6UID6I1413
Tenaga Nasional Bhd
000000000
21500.00000000
NS
50700.95000000
0.003430276548
Long
EC
CORP
MY
N
2
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
26161.00000000
NS
1874699.37000000
0.126836623063
Long
EC
CORP
KR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828W48
2205000.00000000
PA
USD
2306981.25000000
0.156083538461
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.13000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAC4
290000.00000000
PA
USD
313368.20000000
0.021201566981
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
745000.00000000
PA
USD
785286.67000000
0.053130177005
Long
DBT
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397UEP0
47557.37000000
PA
USD
55154.63000000
0.003731599384
Long
ABS-MBS
USGSE
US
N
2
2038-07-25
Fixed
5.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2004-5
81744FBT3
91022.00000000
PA
USD
90327.57000000
0.006111296633
Long
ABS-MBS
CORP
US
N
2
2034-06-20
Floating
0.61000000
N
N
N
N
N
N
BIM Birlesik Magazalar AS
7890001GCDJQD8DJKE29
BIM Birlesik Magazalar AS
000000000
8250.00000000
NS
58889.65000000
0.003984299807
Long
EC
CORP
TR
N
2
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-HYB6
12669GBC4
207794.86000000
PA
USD
214324.63000000
0.014500571528
Long
ABS-MBS
CORP
US
N
2
2034-11-20
Variable
2.76000000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBF8
195000.00000000
PA
USD
198009.20000000
0.013396717716
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378GKK3
109813.28000000
PA
USD
121944.25000000
0.008250387832
Long
ABS-MBS
USGA
US
N
2
2042-11-16
Variable
3.98000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BQ70
194400.63000000
PA
USD
195073.96000000
0.013198128046
Long
ABS-MBS
USGA
US
N
2
2063-03-20
Floating
0.58000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-1
91681NAA2
989727.92000000
PA
USD
991624.04000000
0.067090354109
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
0.87000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE
913366KD1
600000.00000000
PA
USD
647991.24000000
0.043841173668
Long
DBT
MUN
US
N
2
2120-05-15
Fixed
3.71000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AU9
180000.00000000
PA
USD
159670.22000000
0.010802815551
Long
DBT
CORP
US
N
2
2060-08-18
Fixed
2.55000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBB3
120000.00000000
PA
USD
135390.26000000
0.009160105160
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918AR5
75000.00000000
PA
USD
86735.96000000
0.005868298907
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.50000000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
82366.00000000
NS
1004001.29000000
0.067927762292
Long
EC
CORP
ES
N
2
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
1106.00000000
NS
USD
208215.56000000
0.014087249893
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
239000.00000000
PA
USD
279297.79000000
0.018896463656
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.38000000
N
N
N
N
N
N
Black Knight Inc
549300TUSNXS3BFFML48
Black Knight Inc
09215C105
5936.00000000
NS
USD
462889.28000000
0.031317721692
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1
02666AAA6
221526.32000000
PA
USD
235034.06000000
0.015901710403
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
3.47000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CB4
170000.00000000
PA
USD
186549.03000000
0.012621356458
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
Novatek Microelectronics Corp
N/A
Novatek Microelectronics Corp
000000000
7000.00000000
NS
125365.63000000
0.008481868299
Long
EC
CORP
TW
N
2
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
24700.00000000
NS
547562.28000000
0.037046446818
Long
EC
CORP
SG
N
2
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
5556.00000000
NS
USD
366029.28000000
0.024764460137
Long
EC
CORP
US
N
1
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAQ3
300000.00000000
PA
USD
324604.58000000
0.021961787269
Long
DBT
US
N
2
2030-01-15
Fixed
3.20000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAR5
259000.00000000
PA
USD
222080.35000000
0.015025300639
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
250000.00000000
PA
USD
256034.06000000
0.017322508386
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAX9
521000.00000000
PA
USD
507283.00000000
0.034321269685
Long
DBT
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAB9
612000.00000000
PA
USD
655437.62000000
0.044344973748
Long
DBT
CORP
GB
N
2
2026-07-26
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BUB6
22.00000000
PA
USD
22.12000000
0.000001496573
Long
ABS-MBS
USGA
US
N
2
2062-05-20
Floating
0.56000000
N
Y
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137BA4
350000.00000000
PA
USD
362386.74000000
0.024518016637
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAA5
355000.00000000
PA
USD
355991.09000000
0.024085305846
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
Renaissance Home Equity Loan Trust
N/A
Renaissance Home Equity Loan Trust 2003-2
759950AW8
632660.92000000
PA
USD
623835.30000000
0.042206854104
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
0.97000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BE6
90000.00000000
PA
USD
95079.75000000
0.006432815098
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
4.38000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617ALMQ0
879021.26000000
PA
USD
939704.23000000
0.063577613093
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
4.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BD5
420000.00000000
PA
USD
450113.61000000
0.030453357589
Long
DBT
CORP
JP
N
2
2024-03-07
Fixed
3.41000000
N
N
N
N
N
N
Barrick Gold Corp
0O4KBQCJZX82UKGCBV73
Barrick Gold Corp
725906AN1
80000.00000000
PA
USD
110649.62000000
0.007486226521
Long
DBT
CORP
CA
N
2
2035-10-15
Fixed
6.45000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
200000.00000000
PA
USD
240684.85000000
0.016284026167
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
MMC Norilsk Nickel PJSC
253400JPTEEW143W3E47
MMC Norilsk Nickel PJSC
55315J102
3940.00000000
NS
USD
133644.80000000
0.009042012491
Long
EC
CORP
RU
N
1
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
2011.00000000
NS
USD
174434.14000000
0.011801698778
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
1112.00000000
NS
USD
618750.16000000
0.041862808549
Long
EC
CORP
US
N
1
N
N
N
Ping An Bank Co Ltd
549300W9MKNIVWXFM679
Ping An Bank Co Ltd
000000000
33700.00000000
NS
117975.69000000
0.007981886782
Long
EC
CORP
CN
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
740000.00000000
PA
USD
762351.02000000
0.051578418659
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.22000000
N
N
N
N
N
N
Fort Cre llc
N/A
FORT CRE 2018-1 LLC
34719RAE1
2075000.00000000
PA
USD
2044368.85000000
0.138315959017
Long
ABS-CBDO
CORP
US
N
2
2035-11-16
Floating
2.93000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAHY3
1555793.09000000
PA
USD
1698205.22000000
0.114895550092
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
4.50000000
N
N
N
N
N
N
First Horizon Corp
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517105
27215.00000000
NS
USD
470275.20000000
0.031817431228
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAB3
220000.00000000
PA
USD
270588.89000000
0.018307245201
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
8.50000000
N
N
N
N
N
N
Westgate Resorts
5493001B6N5F6HQT6Z27
Westgate Resorts 2017-1 LLC
96033DAA8
66142.01000000
PA
USD
66091.21000000
0.004471536089
Long
ABS-O
CORP
US
N
2
2030-12-20
Fixed
3.05000000
N
N
N
N
N
N
UNIV SOUTHERN CALIFORNIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AD8
240000.00000000
PA
USD
238246.55000000
0.016119057989
Long
DBT
CORP
US
N
2
2120-10-01
Fixed
3.23000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAV0
420000.00000000
PA
USD
460641.76000000
0.031165661127
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95000000
N
N
N
N
N
N
Securitized Asset Backed Receivables LLC Trust
N/A
Securitized Asset Backed Receivables LLC Trust 2004-NC1
81375WAL0
128490.56000000
PA
USD
129548.58000000
0.008764874343
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Floating
1.82000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
20153.00000000
NS
USD
1149124.06000000
0.077746340338
Long
EC
CORP
US
N
1
N
N
N
Monongahela Power Co
N/A
Monongahela Power Co
610202BR3
460000.00000000
PA
USD
507261.98000000
0.034319847534
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.55000000
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EH9
141000.00000000
PA
USD
155737.22000000
0.010536720386
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
6750000.00000000
PA
USD
6448359.38000000
0.436276952533
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.88000000
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AX2
515000.00000000
PA
USD
512545.66000000
0.034677325719
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.98000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CP5
200000.00000000
PA
USD
201444.88000000
0.013629165679
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
435000.00000000
PA
USD
453800.00000000
0.030702767850
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
Celanese Corp
549300FHJQTDPPN41627
Celanese Corp
150870103
1165.00000000
NS
USD
176614.00000000
0.011949181668
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP21 XCBT 20210921
000000000
69.00000000
NC
USD
438015.01000000
0.029634802042
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNU1 Comdty
2021-09-21
12857422.49000000
USD
438015.01000000
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
4100.00000000
NS
USD
696057.00000000
0.047093161043
Long
EC
CORP
US
N
1
N
N
N
Mercury Financial Credit Card Master Trust
N/A
Mercury Financial Credit Card Master Trust
58940BAA4
635000.00000000
PA
USD
636874.65000000
0.043089058018
Long
ABS-O
CORP
US
N
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
Republic of Panama
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
200000.00000000
PA
USD
227010.00000000
0.015358826200
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JD3
130000.00000000
PA
USD
167153.50000000
0.011309112176
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.70000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AH8
410000.00000000
PA
USD
471500.00000000
0.031900297579
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.38000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
170000.00000000
PA
USD
170116.14000000
0.011509555650
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
PUBLIC SERVICE OKLAHOMA
F3TJNSIZRGXRH8GEIK79
Public Service Co of Oklahoma
744533BJ8
80000.00000000
PA
USD
114199.22000000
0.007726381975
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.63000000
N
N
N
N
N
N
Almarai Co JSC
549300B4EDUXYD2G6098
Almarai Co JSC
000000000
3730.00000000
NS
63051.78000000
0.004265897232
Long
EC
CORP
SA
N
2
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
3863.00000000
NS
USD
371272.93000000
0.025119230010
Long
EC
CORP
US
N
1
N
N
N
Dexus
N/A
Dexus
000000000
33628.00000000
NS
269090.18000000
0.018205846909
Long
EC
AU
N
2
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BK4
500000.00000000
PA
USD
555663.10000000
0.037594524377
Long
DBT
CORP
GB
N
2
2028-03-13
Fixed
4.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A6GB4
58047.18000000
PA
USD
57883.54000000
0.003916229376
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Floating
0.49000000
N
N
N
N
N
N
Velocity Commercial Capital Loan Trust
N/A
Velocity Commercial Capital Loan Trust 2018-2
92259BAA8
16654.49000000
PA
USD
17295.80000000
0.001170182750
Long
ABS-MBS
CORP
US
N
2
2048-10-26
Variable
4.05000000
N
N
N
N
N
N
L3Harris Tech Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AR6
200000.00000000
PA
USD
219068.69000000
0.014821540617
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.83000000
N
N
N
N
N
N
National Vision Holdings Inc
549300JHURCBLI5ROA42
National Vision Holdings Inc
63845R107
2570.00000000
NS
USD
131404.10000000
0.008890413347
Long
EC
CORP
US
N
1
N
N
N
CK HUTCHISON INTL 19 LTD
254900FPY8WXG61CMU70
CK Hutchison International 19 Ltd
12564CAB2
325000.00000000
PA
USD
360178.00000000
0.024368579812
Long
DBT
CORP
KY
N
2
2029-04-11
Fixed
3.63000000
N
N
N
N
N
SK Holdings Co Ltd
988400GMME8AOAFMDK34
SK Holdings Co Ltd
000000000
225.00000000
NS
56442.30000000
0.003818719334
Long
EC
CORP
KR
N
2
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DD4
285000.00000000
PA
USD
288922.92000000
0.019547671527
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
MID-ATLANTIC INTERSTATE
N/A
Mid-Atlantic Interstate Transmission LLC
59524QAA3
50000.00000000
PA
USD
56313.31000000
0.003809992251
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
Casey's General Stores Inc
549300CAFWSI86V66Q65
Casey's General Stores Inc
147528103
1632.00000000
NS
USD
317652.48000000
0.021491428714
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
781.00000000
NS
USD
28998.53000000
0.001961954902
Long
EC
CORP
US
N
1
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CE5
15000.00000000
PA
USD
19545.39000000
0.001322383366
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.80000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
340000.00000000
PA
USD
335182.33000000
0.022677446596
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Inner Mongolia Yili Industrial Group Co Ltd
3003002Q2A863JPQFH06
Inner Mongolia Yili Industrial Group Co Ltd
000000000
12800.00000000
NS
72959.48000000
0.004936222954
Long
EC
CORP
CN
N
2
N
N
N
CubeSmart
N/A
CubeSmart
229663109
8790.00000000
NS
USD
407152.80000000
0.027546756055
Long
EC
US
N
1
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
5908.00000000
NS
729963.91000000
0.049387202441
Long
EC
CORP
NL
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
58100.00000000
NS
343778.00000000
0.023259004244
Long
EP
CORP
BR
N
1
N
N
N
Hankook Tire & Technology Co Ltd
9884001BIEVM09M7AH02
Hankook Tire & Technology Co Ltd
000000000
1246.00000000
NS
57202.15000000
0.003870128541
Long
EC
CORP
KR
N
2
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
677.00000000
NS
USD
116037.80000000
0.007850774868
Long
EC
US
N
1
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AV8
470000.00000000
PA
USD
478476.90000000
0.032372334029
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.50000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBD4
89000.00000000
PA
USD
122716.39000000
0.008302628544
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
5.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397AJ95
13957.32000000
PA
USD
13004.49000000
0.000879845388
Long
ABS-MBS
USGSE
US
N
2
2036-08-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415RBR4
41484.26000000
PA
USD
49230.92000000
0.003330818659
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.00000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
1545000.00000000
PA
USD
1854408.85000000
0.125463826401
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.42000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2005-HYB3
12669GE49
271387.90000000
PA
USD
281279.45000000
0.019030536920
Long
ABS-MBS
CORP
US
N
2
2035-06-20
Variable
2.61000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
8894.00000000
NS
262175.09000000
0.017737992341
Long
EC
CORP
FR
N
2
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AL0
400000.00000000
PA
USD
453242.29000000
0.030665034838
Long
DBT
US
N
2
2028-10-15
Fixed
4.30000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AD0
120000.00000000
PA
USD
180215.83000000
0.012192870849
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2004-HE8
61744CHA7
606428.44000000
PA
USD
592719.52000000
0.040101652320
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
1.05000000
N
N
N
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
15100.00000000
NS
864585.26000000
0.058495285422
Long
EC
CORP
JP
N
2
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAK8
256000.00000000
PA
USD
264885.10000000
0.017921343614
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
BOC Aviation Ltd
254900H06V5RMEB3KE72
BOC Aviation Ltd
000000000
3400.00000000
NS
28682.56000000
0.001940577305
Long
EC
CORP
SG
Y
2
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAJ6
751000.00000000
PA
USD
869057.20000000
0.058797843676
Long
DBT
CORP
BM
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAC4
315000.00000000
PA
USD
331085.53000000
0.022400269207
Long
DBT
CORP
KY
N
2
2023-03-15
Fixed
4.50000000
N
N
N
N
N
N
Horizon Therapeutics Plc
529900P0GSQ79OOZEV53
Horizon Therapeutics Plc
000000000
2156.00000000
NS
USD
201887.84000000
0.013659135044
Long
EC
CORP
IE
N
1
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
000000000
11017.00000000
NS
USD
335908.33000000
0.022726565612
Long
EC
CORP
BM
N
1
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
350.00000000
NS
USD
133700.00000000
0.009045747160
Long
EC
CORP
US
N
1
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAS6
150000.00000000
PA
USD
142645.30000000
0.009650959741
Long
DBT
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
287.00000000
NS
USD
73489.22000000
0.004972063598
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
8398.00000000
NS
USD
1042443.74000000
0.070528664932
Long
EC
CORP
IE
N
1
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CU4
477000.00000000
PA
USD
493197.12000000
0.033368260643
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.55000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AG1
52000.00000000
PA
USD
64483.47000000
0.004362761149
Long
DBT
CORP
US
N
2
2043-10-15
Fixed
5.15000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
7080.00000000
NS
USD
392940.00000000
0.026585159980
Long
EC
CORP
US
N
1
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
Vail Resorts Inc
91879Q109
1033.00000000
NS
USD
326965.16000000
0.022121497141
Long
EC
CORP
US
N
1
N
N
N
Vanguard International Semiconductor Corp
2549001S5Q158BIJJO13
Vanguard International Semiconductor Corp
000000000
13000.00000000
NS
55056.08000000
0.003724931782
Long
EC
CORP
TW
N
2
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GK5
280000.00000000
PA
USD
291912.62000000
0.019749945800
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
8.63000000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
Northwell Healthcare Inc
667274AC8
395000.00000000
PA
USD
466076.13000000
0.031533334552
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXRT1
2111251.87000000
PA
USD
2240655.35000000
0.151596123939
Long
ABS-MBS
USGSE
US
N
2
2060-07-01
Fixed
3.00000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBH0
320000.00000000
PA
USD
324159.00000000
0.021931640642
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
2.35000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP21 XCBT 20210930
000000000
88.00000000
NC
USD
-31983.89000000
-0.00216393554
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUU1 Comdty
2021-09-30
19420171.35000000
USD
-31983.89000000
N
N
N
Asset Backed Securities Corp Home Equity Ln Trst
N/A
Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE3
04541GJU7
623616.29000000
PA
USD
628902.69000000
0.042549698747
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
1.77000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BWC2
1619.79000000
PA
USD
1635.73000000
0.000110668661
Long
ABS-MBS
USGA
US
N
2
2061-05-20
Floating
0.76000000
N
Y
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2P8
630000.00000000
PA
USD
647312.40000000
0.043795245358
Long
DBT
CORP
FR
N
2
2032-04-19
Fixed
2.87000000
N
N
N
N
N
N
Agios Pharmaceuticals Inc
529900ONJHY8EOGYT555
Agios Pharmaceuticals Inc
00847X104
1761.00000000
NS
USD
97048.71000000
0.006566029117
Long
EC
CORP
US
N
1
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333HAJ4
1300000.00000000
PA
USD
1299946.70000000
0.087950554755
Long
ABS-O
CORP
US
N
2
2038-07-17
Fixed
2.43000000
N
N
N
N
N
N
Hyundai Glovis Co Ltd
988400U6RDXNJ5ZRN304
Hyundai Glovis Co Ltd
000000000
315.00000000
NS
58460.24000000
0.003955247195
Long
EC
CORP
KR
N
2
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BJ5
916000.00000000
PA
USD
919156.17000000
0.062187392035
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.30000000
N
N
N
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
000000000
8132.00000000
NS
719598.23000000
0.048685891144
Long
EC
CORP
GB
N
2
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
11531.00000000
NS
USD
1083106.83000000
0.073279809516
Long
EC
CORP
US
N
1
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FW8
150000.00000000
PA
USD
159222.17000000
0.010772501811
Long
DBT
CORP
US
N
2
2059-11-15
Fixed
3.70000000
N
N
N
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp
127097103
1586.00000000
NS
USD
27691.56000000
0.001873529171
Long
EC
CORP
US
N
1
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAU4
600000.00000000
PA
USD
596226.56000000
0.040338928289
Long
DBT
CORP
NL
N
2
2027-06-16
Fixed
1.54000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BN3
913000.00000000
PA
USD
950655.03000000
0.064318511881
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L74J2
974511.60000000
PA
USD
1047422.28000000
0.070865498246
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
3.11000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAQ2
419000.00000000
PA
USD
376440.09000000
0.025468824796
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.50000000
N
N
N
N
N
N
T&D Holdings Inc
3538008ARJ1MACEWA242
T&D Holdings Inc
000000000
18200.00000000
NS
235250.91000000
0.015916381834
Long
EC
CORP
JP
N
2
N
N
N
WillScot Mobile Mini Holdings Corp
549300HJ4VIXF476Q166
WillScot Mobile Mini Holdings Corp
971378104
16872.00000000
NS
USD
470222.64000000
0.031813875173
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
6589.00000000
NS
USD
1267064.70000000
0.085725855741
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396ANL4
230361.35000000
PA
USD
264066.62000000
0.017865967674
Long
ABS-MBS
USGSE
US
N
2
2035-09-15
Fixed
5.85000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAS6
280000.00000000
PA
USD
297500.00000000
0.020127971431
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
6.13000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAL7
350000.00000000
PA
USD
367837.77000000
0.024886817229
Long
DBT
CORP
NL
N
2
2026-10-15
Fixed
2.35000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAH8
638000.00000000
PA
USD
676494.83000000
0.045769642391
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395WUY1
197087.37000000
PA
USD
255110.88000000
0.017260048754
Long
ABS-MBS
USGSE
US
N
2
2035-08-15
Fixed
5.75000000
N
Y
N
N
N
N
WF-RBS Commercial Mortgage Trust
N/A
WFRBS Commercial Mortgage Trust 2012-C6
92936QAG3
86437.38000000
PA
USD
86652.13000000
0.005862627217
Long
ABS-MBS
CORP
US
N
2
2045-04-15
Fixed
3.44000000
N
N
N
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
1604.00000000
NS
163643.19000000
0.011071614968
Long
EC
CORP
FR
N
2
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACA1
1196000.00000000
PA
USD
1213043.00000000
0.082070907054
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
1400.00000000
NS
605895.85000000
0.040993123896
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467X1
334000.00000000
PA
USD
385213.71000000
0.026062422016
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBQ3
17795000.00000000
PA
USD
17532940.86000000
1.186227000789
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
5685.00000000
NS
USD
1657063.80000000
0.112112043112
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
502000.00000000
PA
USD
516618.92000000
0.034952910462
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAV8
418000.00000000
PA
USD
497127.40000000
0.033634171781
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.88000000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAC6
118000.00000000
PA
USD
131785.51000000
0.008916218421
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
2934.00000000
NS
USD
213976.62000000
0.014477026199
Long
EC
CORP
US
N
1
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings Inc
533900106
4007.00000000
NS
USD
527761.97000000
0.035706816318
Long
EC
CORP
US
N
1
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAF7
368000.00000000
PA
USD
432409.44000000
0.029255545730
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.60000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAK5
80000.00000000
PA
USD
99502.33000000
0.006732033800
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
6.10000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 10
81743VAA1
27055.28000000
PA
USD
27345.42000000
0.001850110361
Long
ABS-MBS
CORP
US
N
2
2027-10-20
Floating
0.89000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAM5
393000.00000000
PA
USD
387600.46000000
0.026223902472
Long
DBT
CORP
US
N
2
2027-01-28
Fixed
1.12000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AKXV0
728075.20000000
PA
USD
775078.35000000
0.052439512220
Long
ABS-MBS
USGSE
US
N
2
2024-07-25
Variable
3.10000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAG8
65000.00000000
PA
USD
72914.50000000
0.004933179740
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBA0
339000.00000000
PA
USD
373298.24000000
0.025256256504
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
1289.00000000
NS
USD
3147467.31000000
0.212948343180
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A5MR2
32122.44000000
PA
USD
1743.53000000
0.000117962090
Long
ABS-MBS
USGSE
US
N
2
2039-10-15
Fixed
5.00000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp
742651DM1
400000.00000000
PA
USD
409282.45000000
0.027690841885
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.80000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBA0
230000.00000000
PA
USD
254692.34000000
0.017231731573
Long
DBT
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LJ7
1230000.00000000
PA
USD
1228507.55000000
0.083117192838
Long
DBT
UST
US
N
2
2022-08-15
None
0.00000000
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
200000.00000000
PA
USD
210022.00000000
0.014209468288
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BEL2
1073.20000000
PA
USD
1132.22000000
0.000076602661
Long
ABS-MBS
USGA
US
N
2
2060-07-20
Variable
5.21000000
N
Y
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081FA6
414000.00000000
PA
USD
414320.37000000
0.028031692674
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
2355.00000000
NS
USD
749078.40000000
0.050680432386
Long
EC
CORP
US
N
1
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2005-4
45254NPE1
23431.36000000
PA
USD
23403.82000000
0.001583433345
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.69000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
000000000
265755.00000000
NS
199976.17000000
0.013529797098
Long
EC
CORP
MX
N
1
N
N
N
Public Bank Bhd
549300L2RSQCVMOHGM20
Public Bank Bhd
000000000
101100.00000000
NS
100089.37000000
0.006771751193
Long
EC
CORP
MY
N
2
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
3622.00000000
NS
USD
310840.04000000
0.021030519142
Long
EC
CORP
US
N
1
N
N
N
CHEC Loan Trust
N/A
CHEC Loan Trust 2004-1
162765AE1
173128.79000000
PA
USD
171342.97000000
0.011592559344
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
1.07000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BQ6
60000.00000000
PA
USD
71061.69000000
0.004807824087
Long
DBT
CORP
US
N
2
2042-04-01
Fixed
4.30000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
93000.00000000
PA
USD
101354.77000000
0.006857364420
Long
DBT
US
N
2
2026-10-15
Fixed
3.38000000
N
N
N
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017104
2727.00000000
NS
USD
408340.98000000
0.027627144805
Long
EC
CORP
US
N
1
N
N
N
Wachovia Bank Commercial Mortgage Trust
N/A
Wachovia Bank Commercial Mortgage Trust Series 2006-C24
92976BGA4
36132.35000000
PA
USD
0.36000000
0.000000024356
Long
ABS-MBS
CORP
US
N
2
2045-03-15
None
0.00000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BC3
530000.00000000
PA
USD
536424.34000000
0.036292886690
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
4958.00000000
NS
USD
592629.74000000
0.040095578070
Long
EC
US
N
1
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C2
90269CAH3
493046.15000000
PA
USD
4508.96000000
0.000305062917
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Variable
1.44000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CN0
180000.00000000
PA
USD
182727.93000000
0.012362832116
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
797884.00000000
NS
515323.56000000
0.034865270230
Long
EC
CORP
GB
N
2
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAB1
345000.00000000
PA
USD
344344.08000000
0.023297303545
Long
DBT
CORP
BM
N
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAR9
137000.00000000
PA
USD
147536.14000000
0.009981859532
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.00000000
N
N
N
N
N
N
Kubota Corp
549300CSY4INHEHQQT13
Kubota Corp
000000000
15400.00000000
NS
311479.36000000
0.021073773645
Long
EC
CORP
JP
N
2
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2004-3
542514GN8
523842.30000000
PA
USD
520292.85000000
0.035201477716
Long
ABS-O
CORP
US
N
2
2034-07-25
Floating
0.99000000
N
N
N
N
N
N
FREMF Mortgage Trust
549300J7N4IBRYXP6K82
FREMF 2014-K41 Mortgage Trust
30287EAG5
1000000.00000000
PA
USD
1076804.40000000
0.072853405714
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Variable
3.96000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
750000.00000000
PA
USD
772450.23000000
0.052261701383
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
6725.00000000
NS
USD
1572439.50000000
0.106386612884
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QK7
80000.00000000
PA
USD
105234.38000000
0.007119847375
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.88000000
N
N
N
N
N
N
USASF Receivables LLC
549300437ZXANCCWB466
US Auto Funding 2018-1 LLC
90291LAA0
127361.48000000
PA
USD
128614.76000000
0.008701694840
Long
ABS-O
CORP
US
N
2
2023-07-15
Fixed
5.50000000
N
N
N
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
Crown Holdings Inc
228368106
4665.00000000
NS
USD
476809.65000000
0.032259532817
Long
EC
CORP
US
N
1
N
N
N
BVRT FINANCING TRU
N/A
BVRT FINANCING TRU 11/32 0
51236PAA1
536340.73000000
PA
USD
536340.73000000
0.036287229885
Long
ABS-O
CORP
US
N
3
2032-11-10
Fixed
0.01000000
N
N
N
N
N
N
Telkom Indonesia Persero Tbk PT
529900M5SQZAOKV1PC81
Telkom Indonesia Persero Tbk PT
000000000
625000.00000000
NS
135775.86000000
0.009186193718
Long
EC
CORP
ID
N
2
N
N
N
OPAP SA
213800M4NRGFJCI34834
OPAP SA
000000000
4626.00000000
NS
69717.91000000
0.004716907901
Long
EC
CORP
GR
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
5462.00000000
NS
2057584.54000000
0.139210093574
Long
EC
CORP
CH
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 SEP21 XEUR 20210917
000000000
132.00000000
NC
-86884.18000000
-0.00587832703
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
VGU1 Index
2021-09-17
5426533.60000000
EUR
-86884.18000000
N
N
N
ASE Technology Holding Co Ltd
300300GO8QHPMV87NZ73
ASE Technology Holding Co Ltd
000000000
39000.00000000
NS
156769.85000000
0.010606585082
Long
EC
CORP
TW
N
2
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BP2
125000.00000000
PA
USD
134061.94000000
0.009070234952
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.85000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
264399DK9
100000.00000000
PA
USD
127789.54000000
0.008645862891
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.00000000
N
N
N
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd
000000000
4365.00000000
NS
124819.79000000
0.008444938377
Long
EC
CORP
AU
N
2
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AF2
100000.00000000
PA
USD
114609.36000000
0.007754130836
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
4001000.00000000
PA
USD
4687421.56000000
0.317137099985
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.88000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
4932.00000000
NS
USD
575811.00000000
0.038957671790
Long
EC
CORP
US
N
1
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AU3
350000.00000000
PA
USD
354981.70000000
0.024017013499
Long
DBT
CORP
IT
N
2
2026-09-22
Fixed
2.57000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AL7
220000.00000000
PA
USD
233821.66000000
0.015819682999
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.88000000
N
N
N
N
N
N
CVS PASS-THROUGH TR 2013
N/A
CVS Pass-Through Trust Series 2013
12665UAA2
192441.33000000
PA
USD
218279.85000000
0.014768170032
Long
DBT
CORP
US
N
2
2036-01-10
Fixed
4.70000000
N
N
N
N
N
N
OTP Bank Nyrt
529900W3MOO00A18X956
OTP Bank Nyrt
000000000
1988.00000000
NS
107023.67000000
0.007240905452
Long
EC
CORP
HU
N
2
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
11708.00000000
NS
USD
500634.08000000
0.033871423394
Long
EC
CORP
US
N
1
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AY8
18000.00000000
PA
USD
22405.53000000
0.001515891992
Long
DBT
CORP
NL
N
2
2043-08-12
Fixed
4.55000000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
3658.00000000
NS
USD
588279.56000000
0.039801257738
Long
EC
CORP
US
N
1
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAC7
220000.00000000
PA
USD
294610.34000000
0.019932465569
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.65000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BK7
112000.00000000
PA
USD
121992.79000000
0.008253671905
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.20000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
520000.00000000
PA
USD
516786.60000000
0.034964255196
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WJA3
170000.00000000
PA
USD
223027.18000000
0.015089360361
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.46000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
904678AF6
920000.00000000
PA
USD
1015854.80000000
0.068729735773
Long
DBT
CORP
IT
N
2
2032-06-19
Fixed
5.86000000
N
N
N
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
2100.00000000
NS
87084.93000000
0.005891909186
Long
EC
CORP
JP
N
2
N
N
Cencosud SA
549300NLTGCFV7482429
Cencosud SA
000000000
13950.00000000
NS
27754.12000000
0.001877761796
Long
EC
CORP
CL
N
1
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
000000000
2400.00000000
NS
446968.81000000
0.030240589708
Long
EC
CORP
JP
N
2
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AJ2
14000.00000000
PA
USD
16450.09000000
0.001112964509
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
4.49000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAE2
640000.00000000
PA
USD
667077.18000000
0.045132472004
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
1652.00000000
NS
USD
630733.60000000
0.042673572710
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
5484.00000000
NS
USD
544835.40000000
0.036861954171
Long
EC
CORP
US
N
1
N
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
000000000
356.00000000
NS
75711.05000000
0.005122386055
Long
EC
CORP
KR
N
2
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
4400.00000000
NS
83053.24000000
0.005619136947
Long
EC
CORP
JP
N
2
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAT7
170000.00000000
PA
USD
163438.19000000
0.011057745274
Long
DBT
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
350000.00000000
PA
USD
380658.17000000
0.025754207632
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.38000000
N
N
N
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
21800.00000000
NS
567983.26000000
0.038428070019
Long
EC
CORP
JP
N
2
N
N
N
EMERA US FINANCE LP
N/A
Emera US Finance LP
29103DAQ9
380000.00000000
PA
USD
381123.05000000
0.025785660040
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.64000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
3016.00000000
NS
USD
620451.52000000
0.041977917542
Long
EC
CORP
NL
N
1
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
3882.00000000
NS
USD
392470.20000000
0.026553374699
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BS6F5
700000.00000000
PA
USD
747361.23000000
0.050564253735
Long
ABS-MBS
USGSE
US
N
2
2025-09-25
Fixed
2.74000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVIII LLC
91835NAA7
845689.11000000
PA
USD
846002.52000000
0.057238032111
Long
ABS-MBS
CORP
US
N
2
2051-04-25
Variable
2.12000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381TYT1
73668.93000000
PA
USD
74530.49000000
0.005042512852
Long
ABS-MBS
USGSE
US
N
2
2022-03-01
Fixed
2.75000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust 2013-2
48248XAA6
362923.47000000
PA
USD
14331.85000000
0.000969650646
Long
ABS-O
USGA
US
N
2
2039-03-25
Variable
1.76000000
N
N
N
N
N
N
Option One Mortgage Loan Trust
N/A
Option One Mort Accep Corp Asset Backed Cert Ser 2003-6
68389FEE0
385935.38000000
PA
USD
375418.29000000
0.025399692826
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Floating
0.75000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
175000.00000000
PA
USD
182617.75000000
0.012355377663
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DC8
377000.00000000
PA
USD
426951.79000000
0.028886297249
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.88000000
N
N
N
N
N
N
firstkey homes 2020-sfr1 trust
N/A
FirstKey Homes 2020-SFR2 Trust
33767JAJ1
1300000.00000000
PA
USD
1322026.94000000
0.089444438586
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
2.67000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AH1
220000.00000000
PA
USD
241159.20000000
0.016316119287
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
4.63000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
145000.00000000
PA
USD
155498.00000000
0.010520535467
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
41501.00000000
NS
673399.74000000
0.045560237742
Long
EC
CORP
GB
N
2
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
000000000
2375.00000000
NS
220843.00000000
0.014941585192
Long
EC
CORP
DE
N
2
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
280000.00000000
PA
USD
340200.00000000
0.023016927330
Long
DBT
CORP
FR
N
2
2025-12-23
Fixed
8.13000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDP3
876000.00000000
PA
USD
792095.62000000
0.053590850454
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
1682.00000000
NS
USD
582426.14000000
0.039405232627
Long
EC
CORP
US
N
1
N
N
N
Atacadao SA
549300SMI26ISJIRM371
Atacadao SA
000000000
12239.00000000
NS
51674.57000000
0.003496148802
Long
EC
CORP
BR
N
1
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAE6
400000.00000000
PA
USD
441594.64000000
0.029876989237
Long
DBT
CORP
CA
N
2
2032-02-24
Fixed
4.06000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
435000.00000000
PA
USD
459091.29000000
0.031060760905
Long
DBT
CORP
FR
N
2
2031-01-13
Fixed
3.05000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
390000.00000000
PA
USD
393425.48000000
0.026618006123
Long
DBT
CORP
US
N
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
502.00000000
NS
USD
53658.78000000
0.003630394591
Long
EC
CORP
US
N
1
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
Kia Corp
49374JAA1
220000.00000000
PA
USD
222118.29000000
0.015027867547
Long
DBT
CORP
KR
N
2
2026-10-16
Fixed
1.75000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
10497.00000000
NS
USD
1416360.21000000
0.095826749052
Long
EC
CORP
US
N
1
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust 2017-2
32059BAG3
457073.58000000
PA
USD
458630.92000000
0.031029613630
Long
ABS-O
CORP
US
N
2
2023-08-15
Fixed
3.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAL9
190000.00000000
PA
USD
179750.06000000
0.012161358226
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CT7
330000.00000000
PA
USD
331242.11000000
0.022410862947
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.15000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
200000.00000000
PA
USD
197675.88000000
0.013374166269
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.63000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
17084.00000000
NS
772919.39000000
0.052293443363
Long
EC
CORP
FR
N
2
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAN0
285000.00000000
PA
USD
313503.69000000
0.021210733834
Long
DBT
CORP
JP
N
2
2027-01-11
Fixed
3.45000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AR7
762000.00000000
PA
USD
868610.93000000
0.058767650365
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
Airports of Thailand PCL
5299006VS4CU6LW0TY22
Airports of Thailand PCL
000000000
39900.00000000
NS
77185.65000000
0.005222153136
Long
EC
CORP
TH
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
1650000.00000000
PA
USD
1779598.46000000
0.120402376342
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.37000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
130000.00000000
PA
USD
138595.92000000
0.009376990649
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.13000000
N
N
N
N
N
N
Global Unichip Corp
N/A
Global Unichip Corp
000000000
3000.00000000
NS
44468.37000000
0.003008598591
Long
EC
CORP
TW
N
2
N
N
N
MediaTek Inc
254900UEGBK1I4DM4E14
MediaTek Inc
000000000
3000.00000000
NS
103580.08000000
0.007007922322
Long
EC
CORP
TW
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DD4
200000.00000000
PA
USD
200925.47000000
0.013594023932
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
1.17000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP21 XCBT 20210921
000000000
-918.00000000
NC
USD
-303217.19000000
-0.02051477962
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYU1 Comdty
2021-09-21
-121331782.81000000
USD
-303217.19000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAL5
379000.00000000
PA
USD
426703.57000000
0.028869503416
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
835000.00000000
PA
USD
943694.61000000
0.063847590419
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAE3
140000.00000000
PA
USD
141250.89000000
0.009556618079
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.55000000
N
N
N
N
N
N
Shanghai Liangxin Electrical Co Ltd
300300X2WC3DY43W0V29
Shanghai Liangxin Electrical Co Ltd
000000000
9750.00000000
NS
34011.72000000
0.002301132532
Long
EC
CORP
CN
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AJXA7
90882.70000000
PA
USD
100978.07000000
0.006831878010
Long
ABS-MBS
USGSE
US
N
2
2041-12-15
Fixed
4.00000000
N
N
N
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
2514.00000000
NS
USD
1043687.10000000
0.070612786997
Long
EC
CORP
US
N
1
N
N
N
Itau Unibanco Holding SA
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA
000000000
33113.00000000
NS
198393.06000000
0.013422688550
Long
EP
CORP
BR
N
1
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward Inc
980745103
3129.00000000
NS
USD
384491.52000000
0.026013560773
Long
EC
CORP
US
N
1
N
N
N
Goodman Group
N/A
Goodman Group
000000000
33638.00000000
NS
534051.83000000
0.036132369670
Long
EC
AU
N
2
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBN9
160000.00000000
PA
USD
148641.79000000
0.010056664546
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
6179.00000000
NS
USD
508408.12000000
0.034397391982
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
530000.00000000
PA
USD
549951.86000000
0.037208118744
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39000000
N
N
N
N
N
N
FannieMae Whole Loan
549300RF7M92JUSGM340
Fannie Mae Trust 2005-W3
31394FSB2
43812.71000000
PA
USD
43654.94000000
0.002953564319
Long
ABS-MBS
USGSE
US
N
2
2045-03-25
Floating
0.31000000
N
N
N
N
N
N
VCAT Asset Securitization, LLC
N/A
VCAT 2021-NPL2 LLC
91822YAA8
764688.90000000
PA
USD
764918.61000000
0.051752134216
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.12000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BB9
210000.00000000
PA
USD
248015.75000000
0.016780013211
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.30000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDB2
120000.00000000
PA
USD
150291.13000000
0.010168254020
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
Pactiv Evergreen Inc
894500GNKGJRUSH1F791
Pactiv Evergreen Inc
69526K105
12222.00000000
NS
USD
184185.54000000
0.012461449704
Long
EC
CORP
US
N
1
N
N
N
New Century Home Equity Loan Trust
N/A
New Century Home Equity Loan Trust 2004-2
64352VGE5
112232.66000000
PA
USD
112108.18000000
0.007584908384
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
2.12000000
N
N
N
N
N
N
BJ's Wholesale Club Holdings Inc
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings Inc
05550J101
9816.00000000
NS
USD
467045.28000000
0.031598904379
Long
EC
CORP
US
N
1
N
N
N
RFC PRINCIPAL STRIP
N/A
Resolution Funding Corp Principal Strip
76116FAC1
400000.00000000
PA
USD
346385.92000000
0.023435448409
Long
DBT
USGA
US
N
2
2030-04-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HM3T9
603902.00000000
PA
USD
663495.06000000
0.044890116344
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
5.00000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AW6
660000.00000000
PA
USD
795364.84000000
0.053812036224
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AMKZ1
1258801.29000000
PA
USD
1314711.45000000
0.088949494137
Long
ABS-MBS
USGSE
US
N
2
2024-09-25
Fixed
2.53000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378U8D2
491270.99000000
PA
USD
494962.30000000
0.033487687508
Long
ABS-MBS
USGA
US
N
2
2064-07-20
Floating
0.61000000
N
N
N
N
N
N
Siam Commercial Bank PCL/The
54930068OELHUBHH1U03
Siam Commercial Bank PCL/The
000000000
27300.00000000
NS
83475.82000000
0.005647727462
Long
EC
CORP
TH
N
2
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK & NEW JERSEY NY
73358WCX0
40000.00000000
PA
USD
56361.66000000
0.003813263469
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
31339S5R2
834583.61000000
PA
USD
878063.88000000
0.059407209046
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
125000.00000000
PA
USD
135594.16000000
0.009173900432
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2021-A
88161FAD8
650000.00000000
PA
USD
651279.92000000
0.044063676045
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
0.66000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
6225.00000000
NS
USD
1207463.25000000
0.081693397647
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCE3
760000.00000000
PA
USD
791744.71000000
0.053567108919
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.88000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JM0
285000.00000000
PA
USD
305115.80000000
0.020643233968
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3132HT3R5
277268.68000000
PA
USD
280355.95000000
0.018968055637
Long
ABS-MBS
USGSE
US
N
2
2044-03-15
Floating
0.62000000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
940.00000000
NS
USD
238572.00000000
0.016141076975
Long
EC
CORP
US
N
1
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
000000000
3600.00000000
NS
77593.05000000
0.005249716617
Long
EC
CORP
JP
N
2
N
N
N
FORD MOTOR CREDI
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B69
660000.00000000
PA
USD
672790.80000000
0.045519038660
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.63000000
N
N
N
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
23935.00000000
NS
635367.18000000
0.042987067049
Long
EC
CORP
GB
N
2
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAM4
480000.00000000
PA
USD
480591.96000000
0.032515432742
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.88000000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
2586.00000000
NS
128142.76000000
0.008669760713
Long
EC
CORP
NL
N
2
N
N
N
nCino Inc
549300WVRR2WR3L6MZ46
nCino Inc
63947U107
2822.00000000
NS
USD
169094.24000000
0.011440416913
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BX2
248000.00000000
PA
USD
260412.66000000
0.017618751532
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAP8
320000.00000000
PA
USD
320019.98000000
0.021651606772
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.40000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UCP3
531782.54000000
PA
USD
535733.90000000
0.036246173559
Long
ABS-MBS
USGA
US
N
2
2064-01-20
Floating
0.76000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398QCA3
16889.19000000
PA
USD
15407.48000000
0.001042424595
Long
ABS-MBS
USGSE
US
N
2
2036-12-15
None
0.00000000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAD4
169000.00000000
PA
USD
199163.77000000
0.013474832513
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAZ4
7000000.00000000
PA
USD
6876679.67000000
0.465255838451
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.38000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BBTB8
624523.37000000
PA
USD
613804.43000000
0.041528195063
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Fixed
0.75000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBA4
304000.00000000
PA
USD
304352.18000000
0.020591569694
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
5225.00000000
NS
USD
485141.25000000
0.032823224269
Long
EC
CORP
US
N
1
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAC7
200000.00000000
PA
USD
219881.24000000
0.014876515351
Long
DBT
CORP
FR
N
2
2024-07-11
Fixed
4.63000000
N
N
N
N
N
N
Thornburg Mortgage Securities Trust
N/A
Thornburg Mortgage Securities Trust 2004-4
885220GF4
53672.05000000
PA
USD
53627.67000000
0.003628289780
Long
ABS-MBS
CORP
US
N
2
2044-12-25
Variable
1.94000000
N
N
N
N
N
N
WuXi AppTec Co Ltd
254900OEPQLZSPLN9175
WuXi AppTec Co Ltd
000000000
6840.00000000
NS
159717.17000000
0.010805992049
Long
EC
CORP
CN
Y
2
N
N
BGF retail Co Ltd
N/A
BGF retail Co Ltd
000000000
205.00000000
NS
32675.49000000
0.002210727157
Long
EC
CORP
KR
N
2
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
1015.00000000
NS
USD
242321.10000000
0.016394730009
Long
EC
CORP
US
N
1
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
000000000
2956.00000000
NS
USD
252087.68000000
0.017055507970
Long
EC
CORP
LR
N
1
N
N
N
Precision Castparts Corp
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp
740189AN5
160000.00000000
PA
USD
190056.95000000
0.012858691966
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
4.20000000
N
N
N
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
1805.00000000
NS
USD
397190.25000000
0.026872719343
Long
EC
CORP
US
N
1
N
N
N
Kao Corp
353800HM38HFCB8RGL63
Kao Corp
000000000
7600.00000000
NS
467581.80000000
0.031635203738
Long
EC
CORP
JP
N
2
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
190000.00000000
PA
USD
179944.31000000
0.012174500608
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LS7
1500000.00000000
PA
USD
1476616.62000000
0.099903519805
Long
DBT
UST
US
N
2
2024-08-15
None
0.00000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
645000.00000000
PA
USD
662722.27000000
0.044837831655
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
FirstRand Ltd
529900XYOP8CUZU7R671
FirstRand Ltd
000000000
41907.00000000
NS
157268.64000000
0.010640331740
Long
EC
CORP
ZA
N
2
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAW3
340000.00000000
PA
USD
407368.62000000
0.027561357799
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.90000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAF4
460000.00000000
PA
USD
464388.22000000
0.031419135546
Long
DBT
CORP
DE
N
2
2026-03-19
Fixed
1.69000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
2257000.00000000
PA
USD
2774129.75000000
0.187689426401
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
1181000.00000000
PA
USD
1222689.30000000
0.082723547225
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
Morgan Stanley Dean Witter Capital I Trust
N/A
Morgan Stanley Dean Witter Capital I Inc Trust 2002-AM3
61746WWR7
494378.73000000
PA
USD
494847.65000000
0.033479930628
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Floating
1.07000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2007-3
81744MAA0
138457.13000000
PA
USD
136148.45000000
0.009211402057
Long
ABS-MBS
CORP
US
N
2
2036-07-20
Floating
0.49000000
N
N
N
N
N
N
Tyler Technologies Inc
25490040SMU4Z8LBCW70
Tyler Technologies Inc
902252105
956.00000000
NS
USD
432465.72000000
0.029259353469
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
2537.00000000
NS
USD
673345.17000000
0.045556545697
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2004-A1
466247BL6
6575.23000000
PA
USD
6519.19000000
0.000441069143
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
1.70000000
N
N
N
N
N
N
CASTLELAKE FRN
N/A
CASTLELAKE FRN
000000000
2230000.00000000
PA
USD
2230000.00000000
0.150875214425
Long
LON
CORP
AE
N
2
2023-03-15
Fixed
3.34000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CM7
140000.00000000
PA
USD
132730.19000000
0.008980132680
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BS5N9
840000.00000000
PA
USD
891881.42000000
0.060342062997
Long
ABS-MBS
USGSE
US
N
2
2026-07-25
Fixed
2.72000000
N
N
N
N
N
N
ENN Energy Holdings Ltd
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
000000000
1700.00000000
NS
32360.93000000
0.002189444956
Long
EC
CORP
KY
N
2
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
86359BGJ4
187691.13000000
PA
USD
190411.30000000
0.012882666240
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
2.54000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EM8
120000.00000000
PA
USD
119558.89000000
0.008089001419
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
SGS SA
2138007JNS19JHNA2336
SGS SA
000000000
150.00000000
NS
462685.76000000
0.031303952130
Long
EC
CORP
CH
N
2
N
N
N
New Century Home Equity Loan Trust
N/A
New Century Home Equity Loan Trust 2004-2
64352VGC9
301215.17000000
PA
USD
299208.29000000
0.020243549287
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
1.10000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
37194.00000000
NS
USD
10075854.60000000
0.681702566499
Long
EC
CORP
US
N
1
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222401
3011.00000000
NS
USD
278939.04000000
0.018872191691
Long
EC
CORP
CA
N
1
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CQ2
86000.00000000
PA
USD
106197.35000000
0.007184999081
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.20000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
135000.00000000
PA
USD
134983.09000000
0.009132557241
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.67000000
N
N
N
N
N
N
Wal-Mart de Mexico SAB de CV
N/A
Wal-Mart de Mexico SAB de CV
000000000
46143.00000000
NS
150715.90000000
0.010196992703
Long
EC
CORP
MX
N
1
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2021-1 LLC
12327BAA4
621174.43000000
PA
USD
626188.55000000
0.042366068050
Long
ABS-O
CORP
US
N
2
2036-04-15
Fixed
2.16000000
N
N
N
N
N
N
Insulet Corp
549300TZTYD2PYN92D43
Insulet Corp
45784P101
418.00000000
NS
USD
114745.18000000
0.007763320016
Long
EC
CORP
US
N
1
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
32529.00000000
NS
302090.16000000
0.020438528101
Long
EC
CORP
IT
N
2
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
340000.00000000
PA
USD
345416.20000000
0.023369840018
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AE5
232000.00000000
PA
USD
266390.91000000
0.018023222272
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.65000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAZ8
325000.00000000
PA
USD
348382.82000000
0.023570552766
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.13000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust 2012-2
48247KAA5
374616.26000000
PA
USD
7697.24000000
0.000520772527
Long
ABS-O
USGA
US
N
2
2038-08-25
Variable
0.76000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAT5
125000.00000000
PA
USD
139695.11000000
0.009451358598
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
972000.00000000
PA
USD
1086764.04000000
0.073527245544
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.88000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BM5
451000.00000000
PA
USD
457197.30000000
0.030932619135
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
2.13000000
N
N
N
N
N
N
Gerdau SA
254900YDV6SEQQPZVG24
Gerdau SA
000000000
16534.00000000
NS
98430.12000000
0.006659491238
Long
EP
CORP
BR
N
1
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
15803.00000000
NS
556718.14000000
0.037665905267
Long
EC
CORP
ES
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PZ5
62175.50000000
PA
USD
80117.34000000
0.005420502624
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes Series 2020-PLS1
433674AA6
1004051.57000000
PA
USD
1013534.64000000
0.068572760599
Long
ABS-O
CORP
US
N
2
2025-12-25
Fixed
3.84000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
1445.00000000
NS
USD
351409.55000000
0.023775332379
Long
EC
CORP
US
N
1
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAT7
86000.00000000
PA
USD
94116.75000000
0.006367661362
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.95000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAQ7
500000.00000000
PA
USD
537650.27000000
0.036375829494
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.25000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
960000.00000000
PA
USD
1057630.30000000
0.071556142733
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AHQ4
100339.96000000
PA
USD
107017.50000000
0.007240488008
Long
ABS-MBS
USGSE
US
N
2
2032-08-01
Fixed
3.50000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AM5
32000.00000000
PA
USD
34685.69000000
0.002346731352
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co
546676AV9
30000.00000000
PA
USD
37403.19000000
0.002530589377
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.65000000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
603.00000000
NS
526960.40000000
0.035652584459
Long
EC
CORP
FR
N
2
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AW8
767000.00000000
PA
USD
727458.33000000
0.049217682297
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.38000000
N
N
N
N
N
Syneos Health Inc
549300F1ZGKDS8P6GU13
Syneos Health Inc
87166B102
5172.00000000
NS
USD
462842.28000000
0.031314541811
Long
EC
CORP
US
N
1
N
N
N
KIWOOM Securities Co Ltd
988400O27CNGJA2QWJ18
KIWOOM Securities Co Ltd
000000000
389.00000000
NS
45250.63000000
0.003061523992
Long
EC
CORP
KR
N
2
N
N
N
Bear Stearns Asset Backed Securities Trust
N/A
Bear Stearns Asset Backed Securities Trust 2003-2
07384YJU1
429935.56000000
PA
USD
434931.80000000
0.029426201159
Long
ABS-MBS
CORP
US
N
2
2043-03-25
Floating
1.89000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
2330.00000000
NS
USD
231835.00000000
0.015685271451
Long
EC
CORP
US
N
1
N
N
N
Laobaixing Pharmacy Chain JSC
N/A
Laobaixing Pharmacy Chain JSC
000000000
7017.00000000
NS
57209.38000000
0.003870617701
Long
EC
CORP
CN
N
2
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
375000.00000000
PA
USD
473259.07000000
0.032019311060
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Bank Rakyat Indonesia Persero Tbk PT
254900HB6S4B12GBNP64
Bank Rakyat Indonesia Persero Tbk PT
000000000
553000.00000000
NS
150263.45000000
0.010166381273
Long
EC
CORP
ID
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395V4P1
410811.64000000
PA
USD
473939.05000000
0.032065316499
Long
ABS-MBS
USGSE
US
N
2
2035-06-15
Fixed
5.75000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140BG4
110000.00000000
PA
USD
125313.25000000
0.008478324423
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAX5
171000.00000000
PA
USD
179822.80000000
0.012166279600
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
600000.00000000
PA
USD
648560.79000000
0.043879707739
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAX5
210000.00000000
PA
USD
186085.81000000
0.012590016361
Long
DBT
US
N
2
2050-09-01
Fixed
2.65000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
4929.00000000
NS
USD
585072.30000000
0.039584263998
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
7050.00000000
NS
USD
1003920.00000000
0.067922262451
Long
EC
CORP
US
N
1
N
N
N
MVW Owner Trust
N/A
MVW 2019-2 LLC
55400DAB7
1071234.28000000
PA
USD
1083144.69000000
0.073282371012
Long
ABS-O
CORP
US
N
2
2038-10-20
Fixed
2.44000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKD3
1146000.00000000
PA
USD
1124053.24000000
0.076050122695
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2006-IQ12
61750WAA1
23804.22000000
PA
USD
0.19000000
0.000000012854
Long
ABS-MBS
CORP
US
N
2
2043-12-15
Variable
0.29000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBD1
205000.00000000
PA
USD
239038.26000000
0.016172622750
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.38000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBD6
200000.00000000
PA
USD
205457.39000000
0.013900640256
Long
DBT
CORP
MX
N
2
2022-07-16
Fixed
3.13000000
N
N
N
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AL7
330000.00000000
PA
USD
347624.26000000
0.023519230837
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
Citicorp Mortgage Securities, Inc.
549300ISEJNGWSXAKR30
Citicorp Mortgage Securities Inc
172973WZ8
31589.17000000
PA
USD
32509.08000000
0.002199468347
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
5.25000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAA4
225000.00000000
PA
USD
252133.57000000
0.017058612752
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAX6
107000.00000000
PA
USD
116014.32000000
0.007849186280
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.05000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CZ6
335000.00000000
PA
USD
343051.02000000
0.023209818924
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.95000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CM4
23000.00000000
PA
USD
30011.11000000
0.002030463074
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.05000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BBBD1
714000.00000000
PA
USD
763889.96000000
0.051682538794
Long
ABS-MBS
USGSE
US
N
2
2024-03-25
Fixed
3.39000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
894000.00000000
PA
USD
957830.62000000
0.064803991110
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
980000.00000000
PA
USD
1033355.02000000
0.069913748977
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WJ5
10121000.00000000
PA
USD
10721539.05000000
0.725387669569
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
Cree Inc
549300OGU88P3AW3TO93
Cree Inc
225447101
1678.00000000
NS
USD
164326.54000000
0.011117848411
Long
EC
CORP
US
N
1
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
220000.00000000
PA
USD
235747.16000000
0.015949956643
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCQ5
811000.00000000
PA
USD
967387.49000000
0.065450580711
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
Gold Fields Ltd
5299003KXIBJQYCBBD72
Gold Fields Ltd
38059T106
2018.00000000
NS
USD
17960.20000000
0.001215134092
Long
EC
CORP
ZA
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
540000.00000000
PA
USD
565147.80000000
0.038236231169
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.41000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAF5
200000.00000000
PA
USD
219159.93000000
0.014827713646
Long
DBT
CORP
NL
N
2
2028-04-06
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
490000.00000000
PA
USD
456867.58000000
0.030910311254
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBV1
688000.00000000
PA
USD
718843.47000000
0.048634826311
Long
DBT
CORP
JP
N
2
2025-01-15
Fixed
2.35000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBU4
190000.00000000
PA
USD
203183.32000000
0.013746783395
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.40000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AL4
710000.00000000
PA
USD
778526.58000000
0.052672809279
Long
DBT
CORP
GB
N
2
2024-01-26
Fixed
5.20000000
N
N
N
N
N
N
JPMorgan High Yield Fund
15QB5UY3VV3GNSMNPX63
JPMorgan High Yield Fund
4812C0126
104622.94200000
NS
USD
766886.16000000
0.051885252838
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31395BTU7
12415.13000000
PA
USD
11530.94000000
0.000780149347
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
None
0.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BK9
285000.00000000
PA
USD
324828.60000000
0.021976943801
Long
DBT
CORP
JP
N
2
2039-07-18
Fixed
3.75000000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
6876.00000000
NS
USD
1266146.64000000
0.085663742513
Long
EC
CORP
IE
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXA7
665000.00000000
PA
USD
810808.86000000
0.054856933009
Long
DBT
CORP
US
N
2
2039-04-23
Fixed
4.41000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A3FE6
113566.06000000
PA
USD
114561.26000000
0.007750876532
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
0.59000000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2B7
700000.00000000
PA
USD
717857.00000000
0.048568084664
Long
DBT
CORP
AU
N
2
2031-05-05
Fixed
2.63000000
N
N
N
N
N
N
Petronas Chemicals Group Bhd
N/A
Petronas Chemicals Group Bhd
000000000
39500.00000000
NS
76687.94000000
0.005188479547
Long
EC
CORP
MY
N
2
N
N
N
Guangzhou Automobile Group Co Ltd
5299005KY9BJO3ZE6A37
Guangzhou Automobile Group Co Ltd
000000000
120000.00000000
NS
107723.81000000
0.007288274857
Long
EC
CORP
CN
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAB7
918000.00000000
PA
USD
984641.30000000
0.066617922542
Long
DBT
CORP
FR
N
2
2024-01-10
Fixed
3.80000000
N
N
N
N
N
N
GSMPS Mortgage Loan Trust
N/A
GSMPS Mortgage Loan Trust 2005-RP3
362341LL1
43033.12000000
PA
USD
36807.26000000
0.002490270513
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Floating
0.44000000
N
N
N
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
000000000
623.00000000
NS
192517.87000000
0.013025190545
Long
EC
CORP
KR
N
2
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
1020000.00000000
PA
USD
1174564.01000000
0.079467532226
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.13000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-B
12656QAC8
425000.00000000
PA
USD
424621.92000000
0.028728665125
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
1.23000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAG4
260000.00000000
PA
USD
258934.00000000
0.017518709763
Long
DBT
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAP7
170000.00000000
PA
USD
196339.81000000
0.013283771719
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.38000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2017-1
03065FAG7
284000.00000000
PA
USD
286178.65000000
0.019362002324
Long
ABS-O
CORP
US
N
2
2023-01-18
Fixed
3.13000000
N
N
N
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
97.00000000
NS
236994.10000000
0.016034320921
Long
EC
CORP
NL
Y
2
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525AS0
390000.00000000
PA
USD
422514.30000000
0.028586069780
Long
DBT
CORP
AU
N
2
2034-08-02
Fixed
3.93000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
2431.00000000
NS
USD
568586.59000000
0.038468889545
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
575000.00000000
PA
USD
585926.10000000
0.039642029585
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
560000.00000000
PA
USD
594198.42000000
0.040201710326
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.22000000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen 2017-2 Trust
38218QAA8
515157.92000000
PA
USD
537751.10000000
0.036382651354
Long
ABS-O
CORP
KY
N
2
2053-10-15
Fixed
3.26000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBD7
290000.00000000
PA
USD
310353.95000000
0.020997631728
Long
DBT
US
N
2
2026-11-18
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1Y82
44298.58000000
PA
USD
53399.48000000
0.003612851118
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
7.00000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
2981.00000000
NS
USD
2385098.10000000
0.161368693839
Long
EC
CORP
US
N
1
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAH7
460000.00000000
PA
USD
444760.94000000
0.030091211744
Long
DBT
US
N
2
2031-03-15
Fixed
2.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBP4
473000.00000000
PA
USD
508109.79000000
0.034377207855
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAA2
525000.00000000
PA
USD
570250.74000000
0.038581481019
Long
DBT
CORP
IE
N
2
2023-10-12
Fixed
4.75000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2004-4
542514HT4
392792.06000000
PA
USD
389959.83000000
0.026383530479
Long
ABS-O
CORP
US
N
2
2034-10-25
Floating
0.99000000
N
N
N
N
N
N
Dentsu Group Inc
5299007PBBE83ZLJZG91
Dentsu Group Inc
000000000
8400.00000000
NS
300553.58000000
0.020334567636
Long
EC
CORP
JP
N
2
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
4206.00000000
NS
USD
483605.88000000
0.032719345669
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
6456.00000000
NS
USD
676201.44000000
0.045749792490
Long
EC
CORP
US
N
1
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CT3
226000.00000000
PA
USD
270470.03000000
0.018299203485
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.13000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
2491.00000000
NS
USD
170957.33000000
0.011566468081
Long
EC
CORP
IE
N
1
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAA3
74193.78000000
PA
USD
75954.68000000
0.005138869341
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
000000000
5400.00000000
NS
208767.27000000
0.014124576962
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7N68
370966.78000000
PA
USD
389133.72000000
0.026327638316
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
3.00000000
N
N
N
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's Co/The
95058W100
12846.00000000
NS
USD
300853.32000000
0.020354847159
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
746000.00000000
PA
USD
701920.75000000
0.047489885051
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833PA2
47000.00000000
PA
USD
44650.13000000
0.003020895936
Long
DBT
UST
US
N
2
2026-08-15
None
0.00000000
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
450000.00000000
PA
USD
559094.47000000
0.037826680737
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
2724.00000000
NS
USD
56250.60000000
0.003805749478
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DL1
220000.00000000
PA
USD
229188.82000000
0.015506238727
Long
DBT
CORP
US
N
2
2051-03-05
Fixed
3.00000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FY7
288000.00000000
PA
USD
321381.22000000
0.021743704251
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B1XJ8
740000.00000000
PA
USD
821873.67000000
0.055605545377
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Variable
3.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398LYU6
20747.58000000
PA
USD
18778.18000000
0.001270476203
Long
ABS-MBS
USGSE
US
N
2
2040-01-15
None
0.00000000
N
N
N
N
N
N
Nippon Express Co Ltd
529900NTHOQWZAW95H82
Nippon Express Co Ltd
000000000
3900.00000000
NS
296989.06000000
0.020093402739
Long
EC
CORP
JP
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE19 Mortgage Trust
12592GBD4
750000.00000000
PA
USD
811923.53000000
0.054932348289
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
3.80000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
700000.00000000
PA
USD
799679.55000000
0.054103956761
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
130000.00000000
PA
USD
139844.15000000
0.009461442205
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CK3
200000.00000000
PA
USD
223801.65000000
0.015141758714
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V4V9
8664935.36000000
PA
USD
8993383.11000000
0.608465742211
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
Infosys Ltd
335800TYLGG93MM7PR89
Infosys Ltd
456788108
21333.00000000
NS
USD
452046.27000000
0.030584115657
Long
EC
CORP
IN
N
1
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
71644EAE2
66000.00000000
PA
USD
83705.65000000
0.005663277081
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.88000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
10060.00000000
NS
255094.10000000
0.017258913469
Long
EC
CORP
FR
N
2
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
570000.00000000
PA
USD
661410.90000000
0.044749108233
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAD0
375000.00000000
PA
USD
355157.38000000
0.024028899489
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.75000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
000000000
1913.00000000
NS
USD
215518.58000000
0.014581350659
Long
EC
CORP
BM
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132HBGR0
200284.25000000
PA
USD
210347.62000000
0.014231498776
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-3 LLC
69357PAA6
746944.50000000
PA
USD
750592.13000000
0.050782846887
Long
ABS-MBS
CORP
US
N
2
2026-04-25
Variable
1.87000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BG4
132000.00000000
PA
USD
140499.02000000
0.009505748775
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.25000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
290000.00000000
PA
USD
332595.20000000
0.022502409021
Long
DBT
CORP
FI
N
2
2026-03-26
Fixed
6.63000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
142000.00000000
PA
USD
160412.24000000
0.010853018433
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
719000.00000000
PA
USD
770315.67000000
0.052117283357
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
Quanta Computer Inc
529900DE8BIV3XOXIK04
Quanta Computer Inc
000000000
24000.00000000
NS
75370.12000000
0.005099319738
Long
EC
CORP
TW
N
2
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCN9
221000.00000000
PA
USD
305866.06000000
0.020693994344
Long
DBT
CORP
US
N
2
2058-10-15
Fixed
4.95000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAB3
450000.00000000
PA
USD
508350.29000000
0.034393479375
Long
DBT
CORP
GB
N
2
2029-03-08
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2JP6
549433.48000000
PA
USD
552744.31000000
0.037397047665
Long
ABS-MBS
USGSE
US
N
2
2043-06-15
Floating
0.42000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AU7
150000.00000000
PA
USD
157273.50000000
0.010640660554
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.38000000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AE7
540000.00000000
PA
USD
543597.90000000
0.036778228575
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
1.35000000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GN9
150000.00000000
PA
USD
158721.36000000
0.010738618486
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.88000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BX6
1309000.00000000
PA
USD
1457305.11000000
0.098596960069
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
4.29000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
615000.00000000
PA
USD
684542.46000000
0.046314121271
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AC5
1253000.00000000
PA
USD
1378050.00000000
0.093234793380
Long
DBT
CORP
JP
N
2
2027-09-17
Fixed
4.35000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
035242AB2
160000.00000000
PA
USD
178601.36000000
0.012083640576
Long
DBT
CORP
US
N
2
2043-01-17
Fixed
4.00000000
N
N
N
N
N
N
Amada Co Ltd
529900QF5O6TQGCPDX85
Amada Co Ltd
000000000
18700.00000000
NS
189028.31000000
0.012789097221
Long
EC
CORP
JP
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
1680.00000000
NS
USD
4210617.60000000
0.284877952136
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCX2
969000.00000000
PA
USD
1020611.62000000
0.069051568167
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
187000.00000000
PA
USD
246576.39000000
0.016682630364
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
76000.00000000
PA
USD
80940.00000000
0.005476161370
Long
DBT
CORP
GB
N
2
2025-06-22
Fixed
4.38000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust 2016-3
42770XAA5
102720.57000000
PA
USD
106214.26000000
0.007186143162
Long
ABS-O
CORP
US
N
2
2042-09-20
Fixed
3.08000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
320000.00000000
PA
USD
311466.91000000
0.021072931315
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.90000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBS9
2790000.00000000
PA
USD
2803078.13000000
0.189647988302
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396JLG8
9270.98000000
PA
USD
8618.27000000
0.000583086696
Long
ABS-MBS
USGSE
US
N
2
2036-03-15
None
0.00000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
3112.00000000
NS
USD
737761.84000000
0.049914787356
Long
EC
CORP
US
N
1
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCF0
50000.00000000
PA
USD
49527.07000000
0.003350855294
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LWG54
223979.30000000
PA
USD
238280.73000000
0.016121370507
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
569000.00000000
PA
USD
621392.91000000
0.042041609210
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.63000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-1 LLC
693577AA6
1057033.66000000
PA
USD
1058920.68000000
0.071643446033
Long
ABS-MBS
CORP
US
N
2
2026-01-25
Variable
2.12000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGE4
123000.00000000
PA
USD
151474.89000000
0.010248343725
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375KXH0
271010.60000000
PA
USD
307887.39000000
0.020830751562
Long
ABS-MBS
USGA
US
N
2
2037-07-20
Fixed
5.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BZ2
144000.00000000
PA
USD
163962.09000000
0.011093190801
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
4.50000000
N
N
N
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
1509.00000000
NS
182580.44000000
0.012352853378
Long
EC
CORP
CH
N
2
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AG5
100000.00000000
PA
USD
98787.19000000
0.006683649539
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
MASTR Asset Backed Securities Trust
N/A
Mastr Asset Backed Securities Trust 2004-OPT2
57643LEW2
74595.57000000
PA
USD
73163.19000000
0.004950005371
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
0.99000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BK4
150000.00000000
PA
USD
187942.36000000
0.012715625051
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
Absa Group Ltd
2138006IPPRD4N6XLT30
Absa Group Ltd
000000000
11043.00000000
NS
104954.90000000
0.007100938584
Long
EC
CORP
ZA
N
2
N
N
N
Bear Stearns Asset Backed Securities Trust
N/A
Bear Stearns Asset Backed Securities I Trust 2004-HE6
073879CV8
187353.72000000
PA
USD
187481.63000000
0.012684453420
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
1.97000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BX6
403000.00000000
PA
USD
407367.69000000
0.027561294878
Long
DBT
CORP
DE
N
2
2021-10-14
Fixed
4.25000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBK5
50000.00000000
PA
USD
55199.10000000
0.003734608093
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
3.54000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AN3
259000.00000000
PA
USD
307478.74000000
0.020803103510
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.60000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
457000.00000000
PA
USD
568650.19000000
0.038473192533
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AE4
180000.00000000
PA
USD
214874.73000000
0.014537789669
Long
DBT
CORP
US
N
2
2042-11-02
Fixed
4.15000000
N
N
N
N
N
N
Nanya Technology Corp
254900STKVKJBRRO0835
Nanya Technology Corp
000000000
19000.00000000
NS
54349.04000000
0.003677095544
Long
EC
CORP
TW
N
2
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BD2
550000.00000000
PA
USD
587461.56000000
0.039745914274
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.88000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
3761.00000000
NS
USD
498257.28000000
0.033710616125
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398NR22
85605.12000000
PA
USD
74651.72000000
0.005050714915
Long
ABS-MBS
USGSE
US
N
2
2040-10-25
None
0.00000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAP0
71000.00000000
PA
USD
82977.18000000
0.005613990952
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0AZ1
485793.62000000
PA
USD
522408.00000000
0.035344582519
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
City of Los Angeles Department of Airports
N/A
LOS ANGELES CA DEPT OF ARPTS
544435C32
25000.00000000
PA
USD
33571.17000000
0.002271326220
Long
DBT
MUN
US
N
2
2039-05-15
Fixed
6.58000000
N
N
N
N
N
N
DAIWA SECURITIES GROUP
353800WRC7Y23PWFJG38
Daiwa Securities Group Inc
234064AB9
171000.00000000
PA
USD
174783.04000000
0.011825304321
Long
DBT
CORP
JP
N
2
2022-04-19
Fixed
3.13000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AN6U6
1157531.81000000
PA
USD
1269911.25000000
0.085918444908
Long
ABS-MBS
USGSE
US
N
2
2027-04-25
Variable
3.09000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KLP7
8843.19000000
PA
USD
9039.57000000
0.000611590610
Long
ABS-MBS
USGSE
US
N
2
2023-02-01
Fixed
6.00000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
1089.00000000
NS
USD
616602.69000000
0.041717517071
Long
EC
CORP
US
N
1
N
N
N
Wuxi Biologics Cayman Inc
5493001TD2TH6VDTJU11
Wuxi Biologics Cayman Inc
000000000
21500.00000000
NS
394040.67000000
0.026659628062
Long
EC
CORP
KY
Y
2
N
N
N
NYU HOSPITALS CENTER
N/A
NYU Langone Hospitals
62954RAA4
225000.00000000
PA
USD
238540.19000000
0.016138924805
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
3.38000000
N
N
N
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31395QDG2
129456.93000000
PA
USD
130619.38000000
0.008837321509
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Floating
0.59000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A2E49
859416.16000000
PA
USD
938726.61000000
0.063511470211
Long
ABS-MBS
USGSE
US
N
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
Bank Central Asia Tbk PT
254900BR956G2OHVOM21
Bank Central Asia Tbk PT
000000000
87300.00000000
NS
181373.28000000
0.012271180498
Long
EC
CORP
ID
N
2
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAA9
460000.00000000
PA
USD
488529.99000000
0.033052496410
Long
DBT
CORP
KY
N
2
2023-01-15
Fixed
5.50000000
N
N
N
N
N
N
Credit-Based Asset Servicing and Securitization
N/A
Credit-Based Asset Servicing and Securitization LLC
12489WHY3
609734.84000000
PA
USD
599211.55000000
0.040540883897
Long
ABS-O
CORP
US
N
2
2033-07-25
Floating
0.87000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
340000.00000000
PA
USD
337763.32000000
0.022852068757
Long
DBT
CORP
CH
N
2
2027-01-30
Fixed
1.36000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044BV2
125000.00000000
PA
USD
176593.11000000
0.011947768312
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
8.00000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAB9
645000.00000000
PA
USD
639376.66000000
0.043258336626
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AN6
320000.00000000
PA
USD
314895.74000000
0.021304915826
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
5162.00000000
NS
USD
399590.42000000
0.027035107757
Long
EC
CORP
US
N
1
N
N
N
JOHN SEVIER COMB CYCLE
N/A
John Sevier Combined Cycle Generation LLC
478045AA5
67232.44000000
PA
USD
81343.96000000
0.005503492110
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.63000000
N
N
N
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
000000000
21400.00000000
NS
79123.24000000
0.005353244753
Long
EC
CORP
TH
N
2
N
N
N
P4 SFR HOLDCO LLC
N/A
P4 SFR HOLDCO LLC 2019 STL A 7.2511 OCT 2026
000000000
1000000.00000000
PA
USD
1000000.00000000
0.067657046827
Long
ABS-O
CORP
US
N
3
2026-10-11
Fixed
7.25000000
N
N
N
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
2252.00000000
NS
838210.09000000
0.056710819310
Long
EC
CORP
DE
N
2
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404121AJ4
400000.00000000
PA
USD
474000.00000000
0.032069440196
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.63000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AE9
210000.00000000
PA
USD
203205.48000000
0.013748282675
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
Headlands Residential
N/A
Headlands Residential LLC
42210AAA3
1120000.00000000
PA
USD
1129055.20000000
0.076388540537
Long
ABS-MBS
CORP
US
N
2
2024-11-25
Variable
3.88000000
N
N
N
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327109
713.00000000
NS
USD
337398.73000000
0.022827401675
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJHW1
37001.03000000
PA
USD
37199.15000000
0.002516784633
Long
ABS-MBS
USGSE
US
N
2
2022-05-01
Variable
3.42000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AU9
120000.00000000
PA
USD
120035.57000000
0.008121252180
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.63000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAJ1
250000.00000000
PA
USD
245519.71000000
0.016611138516
Long
DBT
CORP
FR
N
2
2032-01-20
Fixed
2.28000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
3495.00000000
NS
USD
614316.15000000
0.041562816527
Long
EC
CORP
US
N
1
N
N
N
EXELON GENERATION CO LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAS2
535000.00000000
PA
USD
577053.77000000
0.039041753938
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2005-4
45254NPA9
342874.42000000
PA
USD
341206.85000000
0.023085047828
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.63000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCS6
269000.00000000
PA
USD
273492.14000000
0.018503670522
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAD4
145000.00000000
PA
USD
155003.55000000
0.010487082440
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
2.88000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBK2
97000.00000000
PA
USD
121494.15000000
0.008219935395
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K1J80
1404646.55000000
PA
USD
1570022.19000000
0.106223064829
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.50000000
N
N
N
N
N
N
Veros Auto Receivables Trust
N/A
Veros Auto Receivables Trust 2021-1
92512BAA1
761662.52000000
PA
USD
761627.41000000
0.051529461343
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.92000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAK8
70000.00000000
PA
USD
72250.39000000
0.004888248019
Long
DBT
CORP
NO
N
2
2030-05-22
Fixed
2.38000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GN7
80000.00000000
PA
USD
87109.90000000
0.005893598583
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
1735.00000000
NS
USD
250950.40000000
0.016978562964
Long
EC
CORP
CH
N
1
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAJ2
2340000.00000000
PA
USD
2729571.04000000
0.184674715672
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.40000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BU9
185000.00000000
PA
USD
177376.05000000
0.012000739720
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AT5
930000.00000000
PA
USD
995565.00000000
0.067356987824
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.85000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
2749.00000000
NS
USD
248976.93000000
0.016845043811
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
2060.00000000
NS
USD
497984.40000000
0.033692153870
Long
EC
CORP
US
N
1
N
N
N
Endeavour Group Ltd/Australia
254900JAN9FOLMWAD533
Endeavour Group Ltd/Australia
000000000
4365.00000000
NS
20590.52000000
0.001393093775
Long
EC
CORP
AU
N
2
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P MID 400 EMINI SEP21 XCME 20210917
000000000
-70.00000000
NC
USD
231832.90000000
0.015685129371
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P MidCap 400 Index
FAU1 Index
2021-09-17
-19078632.90000000
USD
231832.90000000
N
N
N
Dino Polska SA
259400H4L81SMPRTW956
Dino Polska SA
000000000
1034.00000000
NS
75902.60000000
0.005135345762
Long
EC
CORP
PL
Y
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NNB7
10513.88000000
PA
USD
11971.88000000
0.000809982045
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397SYG3
351210.16000000
PA
USD
365915.61000000
0.024756769560
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Fixed
3.00000000
N
N
N
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
7500.00000000
NS
111761.52000000
0.007561454392
Long
EC
CORP
HK
N
2
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
1170.00000000
NS
USD
164595.60000000
0.011136052216
Long
EC
CORP
US
N
1
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FAQR4
12498.42000000
PA
USD
11870.74000000
0.000803139212
Long
ABS-MBS
USGSE
US
N
2
2032-08-25
None
0.00000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
314000.00000000
PA
USD
304111.61000000
0.020575293438
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAG5
265000.00000000
PA
USD
281795.70000000
0.019065464870
Long
DBT
NUSS
MX
N
2
2050-01-31
Fixed
4.50000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AY5
200000.00000000
PA
USD
200670.23000000
0.013576755148
Long
DBT
CORP
IT
N
2
2032-06-03
Fixed
3.13000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
200000.00000000
PA
USD
214743.41000000
0.014528904946
Long
DBT
CORP
NL
N
2
2024-07-15
Fixed
3.63000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAX2
395000.00000000
PA
USD
458460.19000000
0.031018062543
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.30000000
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
310000.00000000
PA
USD
335428.62000000
0.022694109850
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
437084CE4
386418.13000000
PA
USD
384955.96000000
0.026044983412
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Floating
0.95000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAA8
792667.38000000
PA
USD
829785.54000000
0.056140839136
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
2.71000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332BA9
170000.00000000
PA
USD
161916.61000000
0.010954799664
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L5FJ4
947685.87000000
PA
USD
1004032.85000000
0.067929897548
Long
ABS-MBS
USGSE
US
N
2
2023-11-01
Fixed
3.76000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
16490.00000000
NS
USD
892273.90000000
0.060368617035
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A6YW6
1009395.23000000
PA
USD
1062980.19000000
0.071918100491
Long
ABS-MBS
USGSE
US
N
2
2026-02-15
Fixed
3.50000000
N
N
N
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
474.00000000
NS
USD
112902.06000000
0.007638619960
Long
EC
CORP
US
N
1
N
N
N
Lyft Inc
549300H7I5VN334XVZ52
Lyft Inc
55087P104
2795.00000000
NS
USD
169041.60000000
0.011436855447
Long
EC
CORP
US
N
1
N
N
N
KB Financial Group Inc
529900TKE4MXG3Q6GW86
KB Financial Group Inc
000000000
3680.00000000
NS
182341.61000000
0.012336694846
Long
EC
CORP
KR
N
2
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HD2
410000.00000000
PA
USD
406597.55000000
0.027509189480
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
UNITED AIR 2019-1 A PTT
N/A
United Airlines 2019-1 Class A Pass Through Trust
90931EAA2
337328.02000000
PA
USD
362205.25000000
0.024505737560
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.55000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JR9
765000.00000000
PA
USD
766567.42000000
0.051863687831
Long
DBT
CORP
US
N
2
2021-11-15
Floating
1.53000000
N
N
N
N
N
N
Residential Asset Securities Corporation
N/A
RASC Series 2005-EMX1 Trust
76110WQ58
191343.35000000
PA
USD
190514.60000000
0.012889655213
Long
ABS-MBS
CORP
US
N
2
2035-03-25
Floating
0.74000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBD1
127000.00000000
PA
USD
124179.37000000
0.008401609451
Long
DBT
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital/The
649322AH7
340000.00000000
PA
USD
320148.43000000
0.021660297320
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
2.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HJHS3
453628.67000000
PA
USD
483959.25000000
0.032743253639
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31381VFW0
1000000.00000000
PA
USD
1013297.44000000
0.068556712348
Long
ABS-MBS
USGSE
US
N
2
2022-07-01
Fixed
2.67000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BM82
394795.62000000
PA
USD
396183.76000000
0.026804623202
Long
ABS-MBS
USGA
US
N
2
2063-02-20
Floating
0.56000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BZ6
260000.00000000
PA
USD
260318.56000000
0.017612385003
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
536.00000000
NS
USD
193774.72000000
0.013110225305
Long
EC
CORP
US
N
1
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co/The
668138AA8
150000.00000000
PA
USD
171554.84000000
0.011606893843
Long
DBT
CORP
US
N
2
2047-09-30
Fixed
3.85000000
N
N
N
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AM9
923000.00000000
PA
USD
990301.00000000
0.067000841130
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.06000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CL1
395000.00000000
PA
USD
385852.25000000
0.026105623746
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
1.96000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556CX1
60000.00000000
PA
USD
77646.59000000
0.005253338975
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.15000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BW0
230000.00000000
PA
USD
230001.97000000
0.015561254054
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
0.55000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109BN0
235000.00000000
PA
USD
277299.61000000
0.018761272699
Long
DBT
CORP
CA
N
2
2049-05-01
Fixed
4.35000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L5G61
929068.53000000
PA
USD
990427.97000000
0.067009431545
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
3.45000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
317.00000000
NS
USD
95318.73000000
0.006448983779
Long
EC
US
N
1
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAX0
270000.00000000
PA
USD
294550.08000000
0.019928388555
Long
DBT
CORP
FR
N
2
2026-12-02
Fixed
3.38000000
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities
N/A
CSFB Mortgage-Backed Pass-Through Certificates Series 2004-4
22541SUD8
31022.52000000
PA
USD
32405.12000000
0.002192434721
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
5.50000000
N
N
N
N
N
N
PTT Exploration & Production PCL
2549001O8YYGP5N7Q076
PTT Exploration & Production PCL
000000000
4800.00000000
NS
17522.62000000
0.001185528721
Long
EC
CORP
TH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L4CW1
945684.03000000
PA
USD
978217.92000000
0.066183335620
Long
ABS-MBS
USGSE
US
N
2
2023-06-01
Fixed
2.81000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAM7
180000.00000000
PA
USD
188289.67000000
0.012739123020
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
2.88000000
N
N
N
N
N
N
AIG SUNAMER GLOB FIN X
549300Q3UB1GMKCGGR05
AIG SunAmerica Global Financing X
00139PAA6
150000.00000000
PA
USD
214225.51000000
0.014493865361
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.90000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAH8
265000.00000000
PA
USD
293617.35000000
0.019865282798
Long
DBT
CORP
HK
N
2
2029-04-09
Fixed
3.60000000
N
N
N
N
N
N
Sanlam Ltd
37890014418406D9FC23
Sanlam Ltd
000000000
17274.00000000
NS
74237.07000000
0.005022660921
Long
EC
CORP
ZA
N
2
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG Industries Inc
693506BU0
160000.00000000
PA
USD
159662.16000000
0.010802270235
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
8400.00000000
NS
181541.92000000
0.012282590182
Long
EC
CORP
JP
N
2
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust
981464HA1
935000.00000000
PA
USD
952069.83000000
0.064414233071
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.14000000
N
N
N
N
N
N
Industrial & Commercial Bank of China Ltd
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
428000.00000000
NS
251365.87000000
0.017006672437
Long
EC
CORP
CN
N
2
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2004-6F
36228F2K1
19328.74000000
PA
USD
20083.17000000
0.001358767973
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
5.50000000
N
N
N
N
N
N
Techtronic Industries Co Ltd
549300HZW2SBE758OK89
Techtronic Industries Co Ltd
000000000
10500.00000000
NS
183377.77000000
0.012406798372
Long
EC
CORP
HK
N
2
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QAZ6
57000.00000000
PA
USD
77229.38000000
0.005225111779
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.80000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2017-1
03065FAF9
5022.63000000
PA
USD
5027.91000000
0.000340173542
Long
ABS-O
CORP
US
N
2
2022-08-18
Fixed
2.71000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377WFA7
56868.00000000
PA
USD
7670.71000000
0.000518977585
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Floating
6.51000000
N
N
N
N
N
N
American Campus Communities Inc
529900MR3ZXRO3W6UX26
American Campus Communities Inc
024835100
4610.00000000
NS
USD
215379.20000000
0.014571920620
Long
EC
US
N
1
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2004-4
86359BPD7
3940.72000000
PA
USD
3995.36000000
0.000270314258
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Variable
2.60000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
4289.00000000
NS
USD
879202.11000000
0.059484218327
Long
EC
CORP
US
N
1
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
000000000
2400.00000000
NS
364012.78000000
0.024628029702
Long
EC
CORP
JP
N
2
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2K6
1390000.00000000
PA
USD
1480554.01000000
0.100169911985
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
2.95000000
N
N
N
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
4410.00000000
NS
USD
484262.10000000
0.032763743576
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
252000.00000000
PA
USD
304341.67000000
0.020590858618
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.13000000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423BP2
100000.00000000
PA
USD
145339.95000000
0.009833271803
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR2 Trust
74332UAA5
2400000.00000000
PA
USD
2399991.84000000
0.162376360304
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
3.71000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
664000.00000000
PA
USD
647811.68000000
0.043829025169
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31295NJF6
14363.54000000
PA
USD
14399.93000000
0.000974256738
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Floating
2.63000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2004-4
45254NHT7
99432.07000000
PA
USD
97383.53000000
0.006588682049
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
0.71000000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
529.00000000
NS
USD
81011.06000000
0.005480969079
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LU2
1400000.00000000
PA
USD
1366925.41000000
0.092482136474
Long
DBT
UST
US
N
2
2025-02-15
None
0.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP8
46629MAJ4
8798.02000000
PA
USD
0.07000000
0.000000004735
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Variable
0.30000000
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664AS9
340000.00000000
PA
USD
352963.24000000
0.023880450457
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.00000000
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGF0
2194000.00000000
PA
USD
2435701.81000000
0.164792391417
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAP6
231000.00000000
PA
USD
316943.77000000
0.021443479488
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398LQT8
20355.51000000
PA
USD
18522.92000000
0.001253206065
Long
ABS-MBS
USGSE
US
N
2
2037-05-15
None
0.00000000
N
N
N
N
N
N
Localiza Rent a Car SA
N/A
Localiza Rent a Car SA
000000000
6736.00000000
NS
86674.98000000
0.005864173180
Long
EC
CORP
BR
N
1
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software Inc
40171V100
2962.00000000
NS
USD
333876.64000000
0.022589107467
Long
EC
CORP
US
N
1
N
N
N
Kingspan Group PLC
635400HM7V74SUB9OG75
Kingspan Group PLC
000000000
2872.00000000
NS
271211.98000000
0.018349401631
Long
EC
CORP
IE
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
4537.00000000
NS
794373.64000000
0.053744974560
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-4
35563PMT3
1129518.14000000
PA
USD
1241625.87000000
0.084004739628
Long
ABS-MBS
USGSE
US
N
2
2059-02-25
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284N7
355000.00000000
PA
USD
394618.55000000
0.026698725716
Long
DBT
UST
US
N
2
2028-05-15
Fixed
2.88000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DE2
405000.00000000
PA
USD
406346.84000000
0.027492227182
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
1594000.00000000
PA
USD
1736665.44000000
0.117497654997
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
17486.00000000
NS
2177505.45000000
0.147323588197
Long
EC
CORP
CH
N
2
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2017-C
22411YAD4
295731.53000000
PA
USD
298184.15000000
0.020174258999
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
3.79000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAH3
112000.00000000
PA
USD
125688.93000000
0.008503741822
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.42000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP21 XCBT 20210921
000000000
-146.00000000
NC
USD
-1212805.65000000
-0.08205484865
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNU1 Comdty
2021-09-21
-26919569.35000000
USD
-1212805.65000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828B66
1600000.00000000
PA
USD
1699124.99000000
0.114957779014
Long
DBT
UST
US
N
2
2024-02-15
Fixed
2.75000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2004-8
81744FDJ3
114651.86000000
PA
USD
113612.50000000
0.007686686232
Long
ABS-MBS
CORP
US
N
2
2034-09-20
Floating
0.79000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAF5
680000.00000000
PA
USD
699306.87000000
0.047313037650
Long
DBT
CORP
XX
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAN9
600000.00000000
PA
USD
575757.42000000
0.038954046726
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
4.37000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
500000.00000000
PA
USD
649637.50000000
0.043952554758
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAF0
200000.00000000
PA
USD
199086.25000000
0.013469587738
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
iQIYI Inc
222100XL8T2Q5B8MS302
iQIYI Inc
46267X108
1411.00000000
NS
USD
21983.38000000
0.001487330570
Long
EC
CORP
KY
N
1
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617V7VQ8
636958.28000000
PA
USD
691619.80000000
0.046792953195
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
3.50000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust 2004-13
576433UE4
19976.78000000
PA
USD
20019.51000000
0.001354460925
Long
ABS-MBS
CORP
US
N
2
2034-04-21
Variable
2.70000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
2000.00000000
NS
1009406.36000000
0.068293453366
Long
EC
CORP
JP
N
2
N
N
N
MEDSTAR HEALTH INC
549300ICFOCGDEPVJE31
MedStar Health Inc
58506YAS1
280000.00000000
PA
USD
311759.48000000
0.021092725737
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GGE0
246528.67000000
PA
USD
264177.14000000
0.017873445131
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796D48
578000.00000000
PA
USD
577964.40000000
0.039103364475
Long
STIV
UST
US
N
2
2021-08-19
None
0.00000000
N
N
N
N
N
N
Headlands Residential
N/A
Headlands Residential 2018-RPL1 LLC
42210CAA9
1565000.00000000
PA
USD
1576087.09000000
0.106633398052
Long
ABS-MBS
CORP
US
N
2
2024-08-25
Variable
3.88000000
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
2756.00000000
NS
276858.81000000
0.018731449472
Long
EC
CORP
NL
N
2
N
N
N
Itausa SA
N/A
Itausa SA
000000000
59049.00000000
NS
132372.90000000
0.008955959493
Long
EP
CORP
BR
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LE8
450000.00000000
PA
USD
449974.83000000
0.030443968144
Long
DBT
UST
US
N
2
2021-08-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L5FA3
959954.44000000
PA
USD
1065889.08000000
0.072114907398
Long
ABS-MBS
USGSE
US
N
2
2025-12-01
Fixed
3.77000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAS7
173000.00000000
PA
USD
174102.86000000
0.011779285351
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75000000
N
N
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043109
4890.00000000
NS
USD
487141.80000000
0.032958575574
Long
EC
CORP
US
N
1
N
N
N
Bear Stearns Asset Backed Securities Trust
N/A
Bear Stearns Asset Backed Securities I Trust 2004-FR2
073879FH6
34436.78000000
PA
USD
34928.40000000
0.002363152394
Long
ABS-MBS
CORP
US
N
2
2034-06-25
Floating
1.89000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CK4
68000.00000000
PA
USD
71046.85000000
0.004806820057
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X45U6
802529.44000000
PA
USD
848014.76000000
0.057374174327
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
3331.00000000
NS
USD
200892.61000000
0.013591800722
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Securities Trust
N/A
Wells Fargo Mortgage Backed Securities 2005-AR14 Trust
94982DAA4
80694.04000000
PA
USD
81734.15000000
0.005529891213
Long
ABS-MBS
CORP
US
N
2
2035-08-25
Variable
2.84000000
N
N
N
N
N
N
Taiwan Union Technology Corp
N/A
Taiwan Union Technology Corp
000000000
14000.00000000
NS
58537.46000000
0.003960471672
Long
EC
CORP
TW
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31395DUD9
14689.37000000
PA
USD
13632.93000000
0.000922363783
Long
ABS-MBS
USGSE
US
N
2
2036-06-25
None
0.00000000
N
N
N
N
N
N
Lundin Energy AB
549300IULC8F8IGXKI15
Lundin Energy AB
000000000
8473.00000000
NS
299789.02000000
0.020282839764
Long
EC
CORP
SE
N
2
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599AY2
250000.00000000
PA
USD
332930.04000000
0.022525063306
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Samsung Fire & Marine Insurance Co Ltd
988400JMBDK47EW0Z936
Samsung Fire & Marine Insurance Co Ltd
000000000
631.00000000
NS
123549.70000000
0.008359007838
Long
EC
CORP
KR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31395DP45
76722.14000000
PA
USD
15459.62000000
0.001045952234
Long
ABS-MBS
USGSE
US
N
2
2036-06-25
Floating
6.51000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAV6
385000.00000000
PA
USD
432824.99000000
0.029283660616
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGQ7
90000.00000000
PA
USD
115385.37000000
0.007806633381
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
4.90000000
N
N
N
N
N
N
LG Household & Health Care Ltd
N/A
LG Household & Health Care Ltd
000000000
98.00000000
NS
153333.04000000
0.010374060667
Long
EC
CORP
KR
N
2
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK Telecom Co Ltd
000000000
446.00000000
NS
126732.67000000
0.008574358188
Long
EC
CORP
KR
N
2
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
180000.00000000
PA
USD
178805.10000000
0.012097425023
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.26000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
0778FPAB5
206000.00000000
PA
USD
248876.65000000
0.016838259163
Long
DBT
CORP
CA
N
2
2049-07-29
Fixed
4.30000000
N
N
N
N
N
N
Topsports International Holdings Ltd
N/A
Topsports International Holdings Ltd
000000000
52000.00000000
NS
85189.91000000
0.005763697730
Long
EC
CORP
KY
Y
2
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JS7
455000.00000000
PA
USD
455016.07000000
0.030785043555
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.37000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
1080000.00000000
PA
USD
1170851.73000000
0.079216370324
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGC2
250000.00000000
PA
USD
268013.81000000
0.018133022893
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C2
90269CAD2
104000.00000000
PA
USD
106128.71000000
0.007180355102
Long
ABS-MBS
CORP
US
N
2
2063-05-10
Fixed
3.53000000
N
N
N
N
N
N
Alinma Bank
558600HPAUTN6XSVBK93
Alinma Bank
000000000
16076.00000000
NS
90182.65000000
0.006101491774
Long
EC
CORP
SA
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LT5
500000.00000000
PA
USD
490854.56000000
0.033209769951
Long
DBT
UST
US
N
2
2024-11-15
None
0.00000000
N
N
N
N
N
Toorak Mortgage Corp.
N/A
Toorak Mortgage Corp 2019-2 Ltd
89052LAA1
1075000.00000000
PA
USD
1088242.50000000
0.073627273782
Long
ABS-MBS
CORP
US
N
2
2022-09-25
Variable
3.72000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BE73
13634.70000000
PA
USD
13661.73000000
0.000924312306
Long
ABS-MBS
USGA
US
N
2
2063-01-20
Fixed
1.65000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AL7
380000.00000000
PA
USD
417583.48000000
0.028252465060
Long
DBT
CORP
US
N
2
2040-03-27
Fixed
3.25000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
395000.00000000
PA
USD
482816.40000000
0.032665931783
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
MEMORIAL HEALTH SERVICES
549300FTIZOMIONZZ882
Memorial Health Services
58601VAC6
535000.00000000
PA
USD
579584.52000000
0.039212977010
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LJ5E6
2385000.00000000
PA
USD
2663326.85000000
0.180192829407
Long
ABS-MBS
USGSE
US
N
2
2029-09-01
Fixed
3.09000000
N
N
N
N
N
N
Zhongji Innolight Co Ltd
655600K7YZDKAI214O83
Zhongji Innolight Co Ltd
000000000
6600.00000000
NS
39345.97000000
0.002662032134
Long
EC
CORP
CN
N
2
N
N
N
FREED ABS Trust
N/A
Freed ABS Trust 2020-1
35634TAB2
1750000.00000000
PA
USD
1774253.25000000
0.120040735219
Long
ABS-O
CORP
US
N
2
2027-03-18
Fixed
3.06000000
N
N
N
N
N
N
Countrywide Partnership Trust
N/A
Countrywide Partnership Trust
126673MM1
183063.82000000
PA
USD
179744.60000000
0.012160988819
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Floating
1.04000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BJQ71
750000.00000000
PA
USD
804548.55000000
0.054433378922
Long
ABS-MBS
USGSE
US
N
2
2025-05-25
Fixed
2.77000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
455000.00000000
PA
USD
440245.11000000
0.029785684022
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAT6
137000.00000000
PA
USD
154643.45000000
0.010462719138
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.15000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
350000.00000000
PA
USD
345684.50000000
0.023387992404
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
Hana Financial Group Inc
N/A
Hana Financial Group Inc
000000000
2331.00000000
NS
95318.16000000
0.006448945214
Long
EC
CORP
KR
N
2
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25272XAA3
161877.21000000
PA
USD
164480.02000000
0.011128232415
Long
ABS-O
CORP
US
N
2
2029-10-22
Fixed
3.27000000
N
N
N
N
N
N
RBSCF Trust
N/A
RBS Commercial Funding Inc 2013-SMV Trust
74932BAA1
160000.00000000
PA
USD
163702.08000000
0.011075599292
Long
ABS-MBS
CORP
US
N
2
2031-03-11
Fixed
3.26000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NGL3
20061.55000000
PA
USD
22496.35000000
0.001522036605
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-4
35563PHF9
917730.78000000
PA
USD
965030.53000000
0.065291115758
Long
ABS-MBS
USGSE
US
N
2
2058-03-25
Fixed
3.50000000
N
N
N
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
000000000
9500.00000000
NS
215222.24000000
0.014561301170
Long
EC
CORP
KY
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L8FN9
1000000.00000000
PA
USD
1075661.84000000
0.072776103479
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
3.05000000
N
N
N
N
N
N
Stericycle Inc
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912108
4196.00000000
NS
USD
300223.80000000
0.020312255695
Long
EC
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
244000.00000000
PA
USD
307958.36000000
0.020835553183
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.88000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A7D0
80000.00000000
PA
USD
128032.63000000
0.008662309643
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AL0
190000.00000000
PA
USD
182795.28000000
0.012367388818
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.75000000
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EJ0
130000.00000000
PA
USD
142932.29000000
0.009670376637
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
35100.00000000
NS
385611.86000000
0.026089359669
Long
EC
CORP
JP
N
2
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBN4
430000.00000000
PA
USD
445077.43000000
0.030112624523
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
3.50000000
N
N
N
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
69343P105
2864.00000000
NS
USD
263488.00000000
0.017826819954
Long
EC
CORP
RU
N
1
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ES7
264000.00000000
PA
USD
370646.39000000
0.025076840164
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132H7EG5
540658.43000000
PA
USD
594862.73000000
0.040246655579
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
167000.00000000
PA
USD
197766.22000000
0.013380278407
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.13000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CK3
550000.00000000
PA
USD
550983.46000000
0.037277913754
Long
DBT
CORP
GB
N
2
2031-08-18
Fixed
2.36000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust 2017-4
35563PDB2
5122442.42000000
PA
USD
5472396.42000000
0.370246180846
Long
ABS-MBS
USGSE
US
N
2
2057-06-25
Fixed
3.50000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBD9
97000.00000000
PA
USD
115863.03000000
0.007838950446
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
4.13000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAZ7
190000.00000000
PA
USD
203610.40000000
0.013775678367
Long
DBT
US
N
2
2025-01-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WMME8
372355.88000000
PA
USD
401883.78000000
0.027190269722
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAZ2
90000.00000000
PA
USD
112315.83000000
0.007598957369
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
5.95000000
N
N
N
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
10000.00000000
NS
96917.94000000
0.006557181605
Long
EC
HK
N
2
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
6000.00000000
NS
458094.42000000
0.030993315625
Long
EC
CORP
JP
N
2
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
1022000.00000000
PA
USD
1026899.85000000
0.069477011238
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136ASVZ6
1000000.00000000
PA
USD
1064014.10000000
0.071988051788
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Fixed
2.49000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust
929227R65
21140.47000000
PA
USD
21527.06000000
0.001456457306
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
2.57000000
N
N
N
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
670.00000000
NS
73866.84000000
0.004997612252
Long
EC
CORP
GB
N
2
N
N
N
COTTAGE HEALTH SYSTEM
N/A
Cottage Health Obligated Group
22170QAA8
270000.00000000
PA
USD
291643.63000000
0.019731746731
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.30000000
N
N
N
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
1330.00000000
NS
USD
248936.10000000
0.016842281374
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BX6
270000.00000000
PA
USD
337147.63000000
0.022810412990
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.67000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CC4
554000.00000000
PA
USD
607374.87000000
0.041093190021
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBA2
200000.00000000
PA
USD
193412.39000000
0.013085711127
Long
DBT
CORP
US
N
2
2040-06-24
Fixed
2.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LCA70
958065.19000000
PA
USD
1040640.43000000
0.070406658303
Long
ABS-MBS
USGSE
US
N
2
2025-09-01
Fixed
3.10000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
7107.00000000
NS
USD
479153.94000000
0.032418140556
Long
EC
CORP
US
N
1
N
N
N
Emaar Properties PJSC
N/A
Emaar Properties PJSC
000000000
42922.00000000
NS
48611.01000000
0.003288877379
Long
EC
CORP
AE
N
2
N
N
N
Hiwin Technologies Corp
N/A
Hiwin Technologies Corp
000000000
6671.00000000
NS
94573.17000000
0.006398541391
Long
EC
CORP
TW
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ASS62
55649.84000000
PA
USD
55732.17000000
0.003770674035
Long
ABS-MBS
USGSE
US
N
2
2039-04-15
Floating
0.47000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFK5
71000.00000000
PA
USD
78739.62000000
0.005327290157
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.63000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867AX9
502000.00000000
PA
USD
586014.72000000
0.039648025352
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
667000.00000000
PA
USD
710757.73000000
0.048087769021
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397KTW1
197630.76000000
PA
USD
44796.02000000
0.003030766422
Long
ABS-MBS
USGSE
US
N
2
2037-10-15
Floating
6.30000000
N
N
N
N
N
N
Severstal PAO
213800OKDPTV6K4ONO53
Severstal PAO
818150302
3906.00000000
NS
USD
83979.00000000
0.005681771135
Long
EC
CORP
RU
Y
1
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2014-K40 Mortgage Trust
30285FAG4
455000.00000000
PA
USD
489845.22000000
0.033141480987
Long
ABS-MBS
USGSE
US
N
2
2047-11-25
Variable
4.21000000
N
N
N
N
N
N
Long Beach Mortgage Loan Trust
N/A
Long Beach Mortgage Loan Trust 2004-3
542514GQ1
160569.06000000
PA
USD
160166.34000000
0.010836381565
Long
ABS-O
CORP
US
N
2
2034-07-25
Floating
1.70000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBW4
1022000.00000000
PA
USD
1078912.38000000
0.072996025416
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AJ4
174000.00000000
PA
USD
203091.50000000
0.013740571125
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
RLI Corp
529900AMTJE5ECN9PS55
RLI Corp
749607107
3849.00000000
NS
USD
402566.91000000
0.027236488281
Long
EC
CORP
US
N
1
N
N
N
TENN VAL AUTH CPN STRIP
549300HE1ISW43LNKM54
Tennessee Valley Authority Generic Strip
88059ENP5
1000000.00000000
PA
USD
907992.44000000
0.061432087032
Long
DBT
USGA
US
N
2
2028-07-15
None
0.00000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DG3
115000.00000000
PA
USD
136993.33000000
0.009268564142
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.45000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
163000.00000000
PA
USD
157780.89000000
0.010674989063
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
Progress Energy Inc
743263AG0
110000.00000000
PA
USD
152582.37000000
0.010323272552
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.00000000
N
N
N
N
N
N
WISC ELEC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CE6
30000.00000000
PA
USD
32843.30000000
0.002222080686
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
3.65000000
N
N
N
N
N
N
China Life Insurance Co Ltd
549300J6TFLDXGH6S048
China Life Insurance Co Ltd
000000000
81000.00000000
NS
160658.40000000
0.010869672892
Long
EC
CORP
CN
N
2
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
5092.00000000
NS
USD
410720.72000000
0.027788150986
Long
EC
CORP
US
N
1
N
N
N
Nomura Research Institute Ltd
5299005F1HCVF4M4QN79
Nomura Research Institute Ltd
000000000
9100.00000000
NS
301026.15000000
0.020366540326
Long
EC
CORP
JP
N
2
N
N
N
CTBC Financial Holding Co Ltd
549300IWDYIFW6JXM387
CTBC Financial Holding Co Ltd
000000000
90000.00000000
NS
73324.36000000
0.004960909658
Long
EC
CORP
TW
N
2
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AZ2
260000.00000000
PA
USD
269695.52000000
0.018246802425
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
7161.00000000
NS
USD
1990185.12000000
0.134650047859
Long
EC
CORP
US
N
1
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBU9
100000.00000000
PA
USD
102838.70000000
0.006957762741
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.10000000
N
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen 2019-2
38218EAA5
739774.35000000
PA
USD
758192.73000000
0.051297081037
Long
ABS-O
CORP
KY
N
2
2055-04-15
Fixed
2.76000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAU3
325000.00000000
PA
USD
352379.79000000
0.023840975953
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
3.46000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
CWABS Inc Asset-Backed Certificates Trust 2004-6
126673BG6
221811.57000000
PA
USD
221804.92000000
0.015006665859
Long
ABS-O
CORP
US
N
2
2034-08-25
Floating
2.00000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BD0
324000.00000000
PA
USD
377261.12000000
0.025524373262
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.80000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
295000.00000000
PA
USD
291680.45000000
0.019734237864
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.30000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAR4
386000.00000000
PA
USD
479586.19000000
0.032447385314
Long
DBT
CORP
NL
N
2
2042-03-06
Fixed
4.88000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
200000.00000000
PA
USD
198366.50000000
0.013420891579
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CJ2
285000.00000000
PA
USD
300714.68000000
0.020345467186
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
3.60000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HA8
88000.00000000
PA
USD
80123.80000000
0.005420939688
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.75000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CZ3
620000.00000000
PA
USD
557895.92000000
0.037745590384
Long
DBT
CORP
CA
N
2
2050-05-01
Fixed
2.45000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
850000.00000000
PA
USD
906666.24000000
0.061342360256
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities
N/A
Credit Suisse First Boston Mortgage Securities Corp
22541QPB2
11549.64000000
PA
USD
11863.05000000
0.000802618929
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Fixed
5.25000000
N
N
N
N
N
N
CHINA SOUTHERN POWER GRI
N/A
China Southern Power Grid International Finance BVI Co Ltd
16892DAC2
360000.00000000
PA
USD
394702.76000000
0.026704423116
Long
DBT
CORP
VG
N
2
2027-05-08
Fixed
3.50000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust Series 2004-18
863579FW3
107995.57000000
PA
USD
109881.53000000
0.007434259820
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Variable
2.44000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LK4
1400000.00000000
PA
USD
1396722.64000000
0.094498129059
Long
DBT
UST
US
N
2
2022-11-15
None
0.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AJDU7
1192204.59000000
PA
USD
1266979.30000000
0.085720077829
Long
ABS-MBS
USGSE
US
N
2
2023-12-25
Variable
3.51000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
279000.00000000
PA
USD
307279.03000000
0.020789591721
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCD5
616000.00000000
PA
USD
679910.00000000
0.046000702708
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.25000000
N
N
N
N
N
N
BOC Aviation Ltd
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAJ9
200000.00000000
PA
USD
213052.44000000
0.014414498909
Long
DBT
CORP
SG
N
2
2024-10-10
Fixed
3.50000000
N
N
N
N
N
N
Grupo Financiero Banorte SAB de CV
N/A
Grupo Financiero Banorte SAB de CV
000000000
24995.00000000
NS
160949.04000000
0.010889336736
Long
EC
CORP
MX
N
1
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
11300.00000000
NS
556379.68000000
0.037643006063
Long
EC
CORP
JP
N
2
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBF1
200000.00000000
PA
USD
200297.08000000
0.013551508920
Long
DBT
CORP
CA
N
2
2033-08-01
Fixed
2.50000000
N
N
N
N
N
N
Shinhan Financial Group Co Ltd
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
000000000
3988.00000000
NS
143775.52000000
0.009727427089
Long
EC
CORP
KR
N
2
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AM2
270000.00000000
PA
USD
295901.36000000
0.020019812169
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
LV TOWER 52 ISSUER LLC
N/A
LV Tower 52 Issuer 2013-1
50244VAC6
375713.27000000
PA
USD
378940.65000000
0.025638005301
Long
ABS-O
CORP
US
N
3
2019-07-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7RY1
83138.51000000
PA
USD
88698.06000000
0.006001048798
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
685000.00000000
PA
USD
737528.91000000
0.049899028000
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.63000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AY0
150000.00000000
PA
USD
154837.13000000
0.010475822955
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
2.70000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261LAA6
205000.00000000
PA
USD
213664.97000000
0.014455940880
Long
DBT
CORP
US
N
2
2023-07-14
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LEGT2
971877.20000000
PA
USD
1044432.66000000
0.070663229385
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
2.70000000
N
N
N
N
N
N
Qatar National Bank QPSC
549300FFSRVBS0SQXY75
Qatar National Bank QPSC
000000000
19514.00000000
NS
96203.32000000
0.006508832526
Long
EC
CORP
QA
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
465000.00000000
PA
USD
447306.75000000
0.030263453731
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79000000
N
N
N
N
N
N
Pick n Pay Stores Ltd
N/A
Pick n Pay Stores Ltd
000000000
9995.00000000
NS
36921.31000000
0.002497986799
Long
EC
CORP
ZA
N
2
N
N
N
FANNIEMAE STRIP
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
31364HT56
3465.12000000
PA
USD
3405.92000000
0.000230434488
Long
ABS-MBS
USGSE
US
N
2
2024-09-25
None
0.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BYMQ0
1478000.00000000
PA
USD
1564990.65000000
0.105882645691
Long
ABS-MBS
USGSE
US
N
2
2024-09-25
Fixed
2.81000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAW2
740000.00000000
PA
USD
771558.95000000
0.052201400010
Long
DBT
CORP
FR
N
2
2030-01-22
Fixed
3.00000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395WWX1
212382.70000000
PA
USD
291368.95000000
0.019713162694
Long
ABS-MBS
USGSE
US
N
2
2035-08-15
Fixed
5.50000000
N
Y
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-AR11 Trust
92922FJF6
27960.74000000
PA
USD
28273.40000000
0.001912894747
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
2.81000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DW0
50000.00000000
PA
USD
58830.72000000
0.003980312777
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
3.63000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
1876.00000000
NS
USD
990921.96000000
0.067042853450
Long
EC
CORP
US
N
1
N
N
N
51job Inc
52990088ZF32Q8YHCJ53
51job Inc
316827104
743.00000000
NS
USD
57783.11000000
0.003909434579
Long
EC
CORP
KY
N
1
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Trust Series 2007-A1
161630AC2
14707.43000000
PA
USD
14909.24000000
0.001008715148
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
2.48000000
N
N
N
N
N
N
CADILLAC FAIRVIEW PRP TR
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAA4
200000.00000000
PA
USD
203703.43000000
0.013781972502
Long
DBT
CORP
CA
N
2
2022-03-20
Fixed
3.13000000
N
N
N
N
N
N
Baoshan Iron & Steel Co Ltd
300300PYAP4PEHORZT21
Baoshan Iron & Steel Co Ltd
000000000
81400.00000000
NS
96247.13000000
0.006511796581
Long
EC
CORP
CN
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMD1
737000.00000000
PA
USD
740876.62000000
0.050125524172
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns ARM Trust 2003-4
07384MVR0
8342.01000000
PA
USD
8703.20000000
0.000588832809
Long
ABS-MBS
CORP
US
N
2
2033-07-25
Variable
2.19000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
7031.00000000
NS
844507.03000000
0.057136851674
Long
EC
CORP
GB
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCZ7
615000.00000000
PA
USD
627616.08000000
0.042462650514
Long
DBT
CORP
US
N
2
2023-08-18
Fixed
1.70000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
118351.00000000
NS
369641.63000000
0.025008861070
Long
EC
CORP
NL
N
2
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CL8
230000.00000000
PA
USD
266042.31000000
0.017999637025
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.55000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
18800.00000000
NS
317211.40000000
0.021461586544
Long
EC
CORP
JP
N
2
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
257469AJ5
70000.00000000
PA
USD
88009.86000000
0.005954487219
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398FRR4
10048.94000000
PA
USD
9416.90000000
0.000637119644
Long
ABS-MBS
USGSE
US
N
2
2037-03-25
None
0.00000000
N
N
N
N
N
N
TOLEDO EDISON COMPANY
N/A
Toledo Edison Co/The
889175BD6
100000.00000000
PA
USD
137170.23000000
0.009280532674
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.15000000
N
N
N
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
576.00000000
NS
USD
529712.64000000
0.035838792889
Long
EC
CORP
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
15192.00000000
NS
889256.96000000
0.060164499784
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393RDS6
12181.69000000
PA
USD
14030.82000000
0.000949283845
Long
ABS-MBS
USGSE
US
N
2
2033-05-15
Fixed
5.50000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2007-A
452550AD8
442317.80000000
PA
USD
440660.48000000
0.029813786730
Long
ABS-MBS
CORP
US
N
2
2037-05-25
Floating
2.34000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AV6
760000.00000000
PA
USD
759441.09000000
0.051381541388
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.97000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
1020000.00000000
PA
USD
1125530.01000000
0.076150036592
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.67000000
N
N
N
N
N
N
Newcrest Mining Ltd
5299006MN50OZJUJI655
Newcrest Mining Ltd
000000000
4196.00000000
NS
79550.87000000
0.005382176936
Long
EC
CORP
AU
N
2
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAU2
95000.00000000
PA
USD
125241.69000000
0.008473482885
Long
DBT
CORP
CA
N
2
2049-04-01
Fixed
5.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
990000.00000000
PA
USD
1029729.91000000
0.069668484740
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59000000
N
N
N
N
N
N
Powszechny Zaklad Ubezpieczen SA
QLPCKOOKVX32FUELX240
Powszechny Zaklad Ubezpieczen SA
000000000
7149.00000000
NS
68808.89000000
0.004655406292
Long
EC
CORP
PL
N
2
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-1
35563PEL9
3333330.74000000
PA
USD
3548972.24000000
0.240112981031
Long
ABS-MBS
USGSE
US
N
2
2057-05-25
Fixed
3.50000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
255000.00000000
PA
USD
284165.63000000
0.019225807335
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
Douglas Dynamics Inc
529900CDFLKNQ0QT6580
Douglas Dynamics Inc
25960R105
3435.00000000
NS
USD
139770.15000000
0.009456435583
Long
EC
CORP
US
N
1
N
N
N
BRITISH AIR 18-1 A PTT
N/A
British Airways 2018-1 Class A Pass Through Trust
11043HAA6
537548.65000000
PA
USD
546848.67000000
0.036998166073
Long
DBT
CORP
US
N
2
2031-09-20
Fixed
4.13000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAC4
614000.00000000
PA
USD
627062.38000000
0.042425188807
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.30000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
200000.00000000
PA
USD
239276.14000000
0.016188717008
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128UNDW9
4213.71000000
PA
USD
4804.78000000
0.000325077225
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394VEM8
11252.18000000
PA
USD
12164.35000000
0.000823003997
Long
ABS-MBS
USGSE
US
N
2
2035-06-25
Floating
22.78000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867AW1
95000.00000000
PA
USD
110912.50000000
0.007504012206
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
442000.00000000
PA
USD
465139.14000000
0.031469940576
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AQ7
160000.00000000
PA
USD
182061.12000000
0.012317717721
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.27000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
6657.00000000
NS
USD
2430404.13000000
0.164433966033
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395V5A3
120581.00000000
PA
USD
132059.18000000
0.008934734125
Long
ABS-MBS
USGSE
US
N
2
2035-06-15
Fixed
5.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFP0
200000.00000000
PA
USD
266608.88000000
0.018037969478
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
5.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
9128334Z0
170000.00000000
PA
USD
131957.67000000
0.008927866258
Long
DBT
UST
US
N
2
2035-02-15
None
0.00000000
N
N
N
N
N
N
Oatly Group AB
894500CEIOQNBAH10Z10
Oatly Group AB
67421J108
4410.00000000
NS
USD
107868.60000000
0.007298070921
Long
EC
CORP
SE
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397PNY2
10139.97000000
PA
USD
10377.13000000
0.000702085970
Long
ABS-MBS
USGSE
US
N
2
2022-12-15
Fixed
5.00000000
N
N
N
N
N
N
MSA Safety Inc
529900DVA3258XK11O39
MSA Safety Inc
553498106
2433.00000000
NS
USD
402856.14000000
0.027256056728
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F1G44
602000.00000000
PA
USD
668304.34000000
0.045215498026
Long
ABS-MBS
USGSE
US
N
2
2027-04-25
Fixed
3.24000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
600.00000000
NS
133183.45000000
0.009010798913
Long
EC
CORP
FR
N
2
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
4108.00000000
NS
USD
218093.72000000
0.014755577026
Long
EC
CORP
US
N
1
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAA1
404000.00000000
PA
USD
425294.87000000
0.028774194935
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.13000000
N
N
N
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
3100.00000000
NS
518457.18000000
0.035077281705
Long
EC
CORP
JP
N
2
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
4588.00000000
NS
USD
390805.84000000
0.026440769017
Long
EC
CORP
US
N
1
N
N
N
Wanhua Chemical Group Co Ltd
3003002H0G2KDG6CR124
Wanhua Chemical Group Co Ltd
000000000
4400.00000000
NS
74102.25000000
0.005013539398
Long
EC
CORP
CN
N
2
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JL2
435000.00000000
PA
USD
456153.54000000
0.030862001416
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
110000.00000000
PA
USD
142405.39000000
0.009634728139
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.88000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
1055000.00000000
PA
USD
1066023.44000000
0.072123997799
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.20000000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust 2012-SHOW
05538UAA1
900000.00000000
PA
USD
953493.03000000
0.064510522580
Long
ABS-MBS
CORP
US
N
2
2036-11-05
Fixed
3.43000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
1106.00000000
NS
USD
269587.50000000
0.018239494111
Long
EC
CORP
US
N
1
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
000000000
28107.00000000
NS
544045.07000000
0.036808482777
Long
EC
CORP
AU
N
2
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GF4
11000.00000000
PA
USD
11005.46000000
0.000744596922
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
1.85000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortgage Trust
549300G1IXWLFE766Q13
UBS-Barclays Commercial Mortgage Trust 2013-C6
90349GBF1
286000.00000000
PA
USD
296023.70000000
0.020028089332
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
3.24000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
16024.00000000
NS
USD
660669.52000000
0.044698948652
Long
EC
CORP
US
N
1
N
N
N
BAKER HUGHES HLDGS LLC
549300XU3XH6F05YEQ93
Baker Hughes Holdings LLC
057224AZ0
115000.00000000
PA
USD
146940.73000000
0.009941575850
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHAF9
49545.79000000
PA
USD
49555.40000000
0.003352772018
Long
ABS-MBS
USGSE
US
N
2
2021-09-01
Variable
4.18000000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAB0
828000.00000000
PA
USD
892047.12000000
0.060353273770
Long
DBT
CORP
IE
N
2
2025-04-10
Fixed
4.26000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAM3
305000.00000000
PA
USD
303900.43000000
0.020561005623
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.13000000
N
N
N
N
N
N
SolarEdge Technologies Inc
5493000K6Y58XXPDF853
SolarEdge Technologies Inc
83417M104
1067.00000000
NS
USD
294886.79000000
0.019951169359
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
1042000.00000000
PA
USD
1011600.60000000
0.068441909164
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AD9
357000.00000000
PA
USD
381575.38000000
0.025816263352
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
3.10000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBP9
160000.00000000
PA
USD
175520.61000000
0.011875206129
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
100000.00000000
PA
USD
116917.77000000
0.007910311039
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.57000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MCHY4
5507.55000000
PA
USD
5720.23000000
0.000387013868
Long
ABS-MBS
USGSE
US
N
2
2024-01-01
Fixed
6.00000000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAG9
400000.00000000
PA
USD
426083.12000000
0.028827525602
Long
DBT
CORP
MX
N
2
2049-09-06
Fixed
4.00000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AX6
412000.00000000
PA
USD
360149.57000000
0.024366656322
Long
DBT
CORP
GB
N
2
2050-08-06
Fixed
2.13000000
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
531000.00000000
PA
USD
570001.86000000
0.038564642533
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
BRITISH AIR 19-1 AA PTT
N/A
British Airways 2019-1 Class AA Pass Through Trust
11043XAA1
313596.97000000
PA
USD
319261.85000000
0.021600313935
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
3.30000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAM8
529000.00000000
PA
USD
627165.45000000
0.042432162219
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
Nitori Holdings Co Ltd
N/A
Nitori Holdings Co Ltd
000000000
2000.00000000
NS
353931.32000000
0.023945947890
Long
EC
CORP
JP
N
2
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
14500.00000000
NS
1267338.76000000
0.085744397831
Long
EC
CORP
JP
N
2
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
302570AX4
302000.00000000
PA
USD
281427.77000000
0.019040571813
Long
DBT
CORP
US
N
2
2067-06-15
Variable
2.24000000
N
N
N
N
N
N
Ortho Clinical Diagnostics Holdings PLC
N/A
Ortho Clinical Diagnostics Holdings PLC
000000000
11402.00000000
NS
USD
244116.82000000
0.016516223122
Long
EC
CORP
GB
N
1
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
590000.00000000
PA
USD
597895.22000000
0.040451824897
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
3.36000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308GZ4
461000.00000000
PA
USD
456768.08000000
0.030903579377
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45000000
N
N
N
N
N
N
Ace Securities Corp.
N/A
ACE Securities Corp Home Equity Loan Trust Series 2002-HE3
004421BH5
126258.63000000
PA
USD
129428.55000000
0.008756753468
Long
ABS-MBS
CORP
US
N
2
2032-10-25
Floating
1.89000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K59 Mortgage Trust
30295RAS0
491000.00000000
PA
USD
533994.76000000
0.036128508482
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Variable
3.70000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
85325WAA6
985000.00000000
PA
USD
1034132.15000000
0.069966327298
Long
DBT
CORP
GB
N
2
2026-01-30
Fixed
2.82000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAA9
310000.00000000
PA
USD
337488.57000000
0.022833479984
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
265000.00000000
PA
USD
297044.50000000
0.020097153646
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18000000
N
N
N
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
3072.00000000
NS
USD
209326.08000000
0.014162384396
Long
EC
CORP
US
N
1
N
N
N
Texas Health Resources
54930008C10TUBW7Z611
Texas Health Resources
882484AA6
250000.00000000
PA
USD
326916.53000000
0.022118206978
Long
DBT
CORP
US
N
2
2055-11-15
Fixed
4.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394VBA7
39330.63000000
PA
USD
41819.52000000
0.002829385222
Long
ABS-MBS
USGSE
US
N
2
2026-01-25
Fixed
5.50000000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
2777.00000000
NS
695445.30000000
0.047051775228
Long
EP
CORP
DE
N
2
N
N
N
Uni-President Enterprises Corp
254900DAXBDMVEXU5959
Uni-President Enterprises Corp
000000000
45000.00000000
NS
118223.42000000
0.007998647463
Long
EC
CORP
TW
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394VX47
187585.59000000
PA
USD
39290.16000000
0.002658256194
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
Floating
6.61000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAN6
220000.00000000
PA
USD
235967.05000000
0.015964833751
Long
DBT
CORP
CA
N
2
2050-01-25
Fixed
3.80000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L3TA3
1000000.00000000
PA
USD
1028959.45000000
0.069616357692
Long
ABS-MBS
USGSE
US
N
2
2023-05-01
Fixed
2.52000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2021-R1
89179TAA2
2100000.00000000
PA
USD
2150394.75000000
0.145489358298
Long
ABS-MBS
CORP
US
N
2
2060-11-30
Variable
2.92000000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
15746.00000000
NS
309076.77000000
0.020911221501
Long
EC
CORP
NL
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EWE5
65657.44000000
PA
USD
74934.02000000
0.005069814500
Long
ABS-MBS
USGA
US
N
2
2038-09-20
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128P7SE4
158896.51000000
PA
USD
169521.37000000
0.011469315268
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAP0
610000.00000000
PA
USD
654009.48000000
0.044248350014
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAV5
614000.00000000
PA
USD
609203.44000000
0.041216905667
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.88000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
150000.00000000
PA
USD
163206.06000000
0.011042040043
Long
DBT
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FCJK1
546000.00000000
PA
USD
611386.28000000
0.041364590175
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Variable
3.30000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EQ7
370000.00000000
PA
USD
414134.11000000
0.028019090873
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.60000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
3422.00000000
NS
USD
2325933.40000000
0.157365784961
Long
EC
CORP
US
N
1
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAH5
85000.00000000
PA
USD
100362.19000000
0.006790209388
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLJ6
658973.81000000
PA
USD
752978.34000000
0.050944290809
Long
ABS-MBS
USGSE
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
HOLLYFRONTIER CORP
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AB4
365000.00000000
PA
USD
377353.72000000
0.025530638304
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.63000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
9561.00000000
NS
USD
544690.17000000
0.036852128338
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAQ9
150000.00000000
PA
USD
174253.77000000
0.011789495476
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.95000000
N
N
N
N
N
N
GPT Group/The
N/A
GPT Group/The
000000000
37528.00000000
NS
137906.23000000
0.009330328260
Long
EC
AU
N
2
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
449000.00000000
PA
USD
507560.29000000
0.034340030308
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
38215.00000000
NS
807123.01000000
0.054607559283
Long
EC
CORP
DE
N
2
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAM1
309000.00000000
PA
USD
341676.87000000
0.023116847993
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.95000000
N
N
N
N
N
N
YALE-NEW HAVEN HLTH SRVC
549300AVJD56IH6OKW11
Yale-New Haven Health Services Corp
98459HAA0
200000.00000000
PA
USD
183774.74000000
0.012433656189
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBH7
570000.00000000
PA
USD
628580.03000000
0.042527868524
Long
DBT
CORP
MX
N
2
2029-04-22
Fixed
3.63000000
N
N
N
N
N
N
Hangzhou Tigermed Consulting Co Ltd
300300CP4N8WDF6DOO67
Hangzhou Tigermed Consulting Co Ltd
000000000
3900.00000000
NS
91418.42000000
0.006185100322
Long
EC
CORP
CN
Y
2
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362U104
2534.00000000
NS
USD
311605.98000000
0.021082340380
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128DHG65
13794.78000000
PA
USD
14478.31000000
0.000979559697
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JE8
1125000.00000000
PA
USD
1124345.26000000
0.076069879906
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
38599.00000000
NS
509864.09000000
0.034495898612
Long
EC
CORP
NL
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
295000.00000000
PA
USD
314301.76000000
0.021264728894
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.38000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
FTSE 100 IDX FUT SEP21 IFLL 20210917
000000000
65.00000000
NC
-70433.14000000
-0.00476529825
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index
Z U1 Index
2021-09-17
4588241.75000000
GBP
-70433.14000000
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AY8
184000.00000000
PA
USD
213871.26000000
0.014469897852
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.91000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
5321.00000000
NS
USD
1696813.69000000
0.114801403281
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140LAE43
1390618.69000000
PA
USD
1371192.16000000
0.092770812178
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
1.28000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-1
35563PJE0
1382880.66000000
PA
USD
1509226.45000000
0.102109804601
Long
ABS-MBS
USGSE
US
N
2
2058-07-25
Fixed
3.50000000
N
N
N
N
N
N
FMC GMSR ISSUER TRUST
N/A
FMC GMSR Issuer Trust
30259RAE5
1200000.00000000
PA
USD
1206155.28000000
0.081604904260
Long
ABS-MBS
CORP
US
N
2
2026-01-25
Variable
4.45000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BL6
97000.00000000
PA
USD
127529.78000000
0.008628288297
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QP69
26050.22000000
PA
USD
31116.33000000
0.002105238995
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Fixed
6.50000000
N
N
N
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
98964.00000000
NS
217597.62000000
0.014722012365
Long
EC
CORP
GB
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
564000.00000000
PA
USD
661297.19000000
0.044741414950
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43000000
N
N
N
N
N
N
LHFC Depositor, LLC
N/A
LHOME Mortgage Trust 2019-RTL2
501888AB7
855000.00000000
PA
USD
859121.27000000
0.058125607994
Long
ABS-MBS
CORP
US
N
2
2024-03-25
Fixed
3.84000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCU1
129000.00000000
PA
USD
133250.63000000
0.009015344113
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.80000000
N
N
N
N
N
N
ANZ NEW ZEALAND INTL/LDN
213800VD256NU2D97H12
ANZ New Zealand Int'l Ltd/London
00182EBF5
222000.00000000
PA
USD
245631.98000000
0.016618734373
Long
DBT
CORP
NZ
N
2
2027-07-17
Fixed
3.45000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
200000.00000000
PA
USD
203023.02000000
0.013735937971
Long
DBT
CORP
DE
Y
2
2026-11-24
Fixed
2.13000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CL1
1260000.00000000
PA
USD
1261191.32000000
0.085328480195
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
6927.00000000
NS
USD
388881.78000000
0.026310592799
Long
EC
CORP
US
N
1
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AU2
370000.00000000
PA
USD
361012.70000000
0.024425053149
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.50000000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
000000000
23879.00000000
NS
721171.01000000
0.048792300794
Long
EC
CORP
FR
N
2
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AF9
600000.00000000
PA
USD
601688.44000000
0.040708462960
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
1.30000000
N
N
N
N
N
N
Qingdao Haier Biomedical Co Ltd
65560007PZ5ME4672K78
Qingdao Haier Biomedical Co Ltd
000000000
3721.00000000
NS
60524.67000000
0.004094920432
Long
EC
CORP
CN
N
2
N
N
N
Knight-Swift Transportation Holdings Inc
N/A
Knight-Swift Transportation Holdings Inc
499049104
8071.00000000
NS
USD
366907.66000000
0.024823888734
Long
EC
CORP
US
N
1
N
N
N
Kingdee International Software Group Co Ltd
529900SWRZN94C5SZO63
Kingdee International Software Group Co Ltd
000000000
30000.00000000
NS
101812.14000000
0.006888308723
Long
EC
CORP
KY
N
2
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BSRZ8
141171.70000000
PA
USD
144123.40000000
0.009750963622
Long
ABS-MBS
USGSE
US
N
2
2022-09-25
Fixed
2.84000000
N
N
N
N
N
N
Hellenic Telecommunications Organization SA
ELPUFM0XZRZO4LFXW404
Hellenic Telecommunications Organization SA
000000000
3898.00000000
NS
65402.06000000
0.004424910236
Long
EC
CORP
GR
N
2
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAJ7
200000.00000000
PA
USD
226913.44000000
0.015352293235
Long
DBT
CORP
NL
N
2
2025-09-14
Fixed
4.63000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCD5
280000.00000000
PA
USD
277369.51000000
0.018766001926
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.38000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JF8
30000.00000000
PA
USD
34312.32000000
0.002321470241
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.70000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
2366.00000000
NS
USD
313897.22000000
0.021237358912
Long
EC
US
N
1
N
N
N
UNITED AIR 2013-1 A PTT
N/A
United Airlines 2013-1 Class A Pass Through Trust
909319AA3
180994.60000000
PA
USD
191469.70000000
0.012954274458
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.30000000
N
N
N
N
N
N
Independence Plaza Trust
N/A
Independence Plaza Trust 2018-INDP
45378YAA2
1035000.00000000
PA
USD
1097370.96000000
0.074244878427
Long
ABS-MBS
CORP
US
N
2
2035-07-10
Fixed
3.76000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BV0
142000.00000000
PA
USD
185505.03000000
0.012550722501
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
CIGNA HOLDING CO
45RS2W538ZOGNWLVIX82
Cigna Holding Co
125509BU2
95000.00000000
PA
USD
101664.28000000
0.006878304952
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBC0
100000.00000000
PA
USD
105295.59000000
0.007123988663
Long
DBT
US
N
2
2029-11-15
Fixed
2.88000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AX2
100000.00000000
PA
USD
108943.23000000
0.007370777213
Long
DBT
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Pharmaron Beijing Co Ltd
300300JYXHGVS5SNGG54
Pharmaron Beijing Co Ltd
000000000
2300.00000000
NS
61319.11000000
0.004148669896
Long
EC
CORP
CN
Y
2
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAZ7
130000.00000000
PA
USD
133213.39000000
0.009012824565
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.40000000
N
N
N
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C Technologies Holdings Inc
78467J100
6993.00000000
NS
USD
503915.58000000
0.034093439993
Long
EC
CORP
US
N
1
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust 2004-13
576433WM4
140722.20000000
PA
USD
143439.05000000
0.009704662522
Long
ABS-MBS
CORP
US
N
2
2034-11-21
Floating
2.04000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EJ7
155000.00000000
PA
USD
227945.30000000
0.015422105836
Long
DBT
USGA
US
N
2
2060-09-15
Fixed
4.63000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAR1
110000.00000000
PA
USD
115846.14000000
0.007837807718
Long
DBT
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
205000.00000000
PA
USD
190727.90000000
0.012904086461
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAA1
240000.00000000
PA
USD
240674.35000000
0.016283315768
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
Bright Horizons Family Solutions Inc
N/A
Bright Horizons Family Solutions Inc
109194100
3920.00000000
NS
USD
576671.20000000
0.039015870382
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AX8
230000.00000000
PA
USD
215548.05000000
0.014583344512
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.45000000
N
N
N
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
5017.00000000
NS
412861.55000000
0.027932993221
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L9WF5
943453.78000000
PA
USD
1022294.29000000
0.069165412650
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
2.81000000
N
N
N
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F302
5391.00000000
NS
USD
156231.18000000
0.010570140261
Long
EC
CORP
US
N
1
N
N
N
Ono Pharmaceutical Co Ltd
N/A
Ono Pharmaceutical Co Ltd
000000000
10400.00000000
NS
232068.05000000
0.015701038926
Long
EC
CORP
JP
N
2
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
150000.00000000
PA
USD
144034.23000000
0.009744930643
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
Ryohin Keikaku Co Ltd
549300PMNF56J66BY371
Ryohin Keikaku Co Ltd
000000000
11600.00000000
NS
243287.28000000
0.016460098895
Long
EC
CORP
JP
N
2
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-AR6 Trust
9292274D5
26755.60000000
PA
USD
27749.10000000
0.001877422158
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Variable
2.55000000
N
N
N
N
N
N
UNIVERSAL HEALTH SVCS
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903AV2
857000.00000000
PA
USD
861739.21000000
0.058302730084
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.65000000
N
N
N
N
N
N
Joyoung Co Ltd
3003009IDE4C1JWM1R13
Joyoung Co Ltd
000000000
15600.00000000
NS
78441.22000000
0.005307101294
Long
EC
CORP
CN
N
2
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165DX5
200000.00000000
PA
USD
245251.01000000
0.016592959068
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.20000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABW6
445000.00000000
PA
USD
441776.76000000
0.029889310938
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.50000000
N
N
N
N
N
N
Tricolor Auto Securitization Trust
N/A
Tricolor Auto Securitization Trust 2020-1
89615AAA5
575953.22000000
PA
USD
576989.42000000
0.039037400207
Long
ABS-O
CORP
US
N
2
2026-11-15
Fixed
4.88000000
N
N
N
N
N
N
LHOME Mortgage Trust
N/A
LHOME Mortgage Trust 2021-RTL1
501894AA7
570000.00000000
PA
USD
569100.88000000
0.038503684887
Long
ABS-MBS
CORP
US
N
2
2026-09-25
Variable
2.09000000
N
N
N
N
N
N
Opteum Mortgage Acceptance Corporation
N/A
Opteum Mortgage Acceptance Corp Trust 2006-1
68383NDW0
364606.56000000
PA
USD
360824.20000000
0.024412299795
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Floating
0.69000000
N
N
N
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
7200.00000000
NS
230073.36000000
0.015566084091
Long
EC
CORP
JP
N
2
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAD6
200000.00000000
PA
USD
202760.00000000
0.013718142814
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
China Conch Venture Holdings Ltd
N/A
China Conch Venture Holdings Ltd
000000000
15000.00000000
NS
63173.76000000
0.004274150038
Long
EC
CORP
KY
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375PCK5
8201.43000000
PA
USD
7725.14000000
0.000522660158
Long
ABS-MBS
USGA
US
N
2
2038-01-20
None
0.00000000
N
N
N
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
3128.00000000
NS
USD
207230.00000000
0.014020569814
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
5272.00000000
NS
USD
318586.96000000
0.021554652871
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L7R65
877845.82000000
PA
USD
965054.59000000
0.065292743586
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
3.24000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K56 Mortgage Trust
30289UAS1
1608000.00000000
PA
USD
1771538.26000000
0.119857047013
Long
ABS-MBS
USGSE
US
N
2
2049-06-25
Variable
4.07000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
55608PAQ7
150000.00000000
PA
USD
166582.82000000
0.011270501653
Long
DBT
CORP
AU
N
2
2025-07-29
Fixed
4.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BDXP8
819718.50000000
PA
USD
811707.64000000
0.054917741809
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Fixed
1.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EA1
525000.00000000
PA
USD
543084.80000000
0.036743513744
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.63000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBU8
185000.00000000
PA
USD
180312.81000000
0.012199432229
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98000000
N
N
N
N
N
N
HollyFrontier Corp
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106AA6
154000.00000000
PA
USD
178212.79000000
0.012057351078
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.88000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
1513.00000000
NS
109095.57000000
0.007381084088
Long
EC
CORP
BE
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RFG6
461244.51000000
PA
USD
464196.52000000
0.031406165690
Long
ABS-MBS
USGA
US
N
2
2065-08-20
Floating
0.58000000
N
N
N
N
N
N
Novastar Home Equity Loan
N/A
NovaStar Mortgage Funding Trust Series 2003-3
66987XCV5
16635.04000000
PA
USD
16632.28000000
0.001125290946
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
1.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284S6
209000.00000000
PA
USD
219025.47000000
0.014818616480
Long
DBT
UST
US
N
2
2023-05-31
Fixed
2.75000000
N
N
N
N
N
N
iShares MSCI India ETF
549300282VMCFH7S5848
iShares MSCI India ETF
46429B598
68391.00000000
NS
USD
3026301.75000000
0.204750639214
Long
EC
RF
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BT9
458000.00000000
PA
USD
438900.74000000
0.029694727918
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
7137.00000000
NS
USD
710916.57000000
0.048098515666
Long
EC
CORP
US
N
1
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AD2
153000.00000000
PA
USD
147645.23000000
0.009989240239
Long
DBT
CORP
US
N
2
2028-02-10
Fixed
1.30000000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
8877.00000000
NS
263884.41000000
0.017853639884
Long
EC
CORP
NL
N
2
N
N
N
PTT Exploration & Production PCL
2549001O8YYGP5N7Q076
PTT Exploration & Production PCL
000000000
27800.00000000
NS
101918.88000000
0.006895530436
Long
EC
CORP
TH
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375GBA8
1045.02000000
PA
USD
106.19000000
0.000007184501
Long
ABS-MBS
USGA
US
N
2
2031-04-20
Fixed
7.50000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
686330AH4
126000.00000000
PA
USD
129265.43000000
0.008745717250
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.90000000
N
N
N
N
N
N
SART 2018 1
N/A
SART 2018 1
000000000
828531.44000000
PA
USD
829359.97000000
0.056112046327
Long
ABS-O
CORP
US
N
2
2025-06-15
Fixed
4.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UFZ8
542891.24000000
PA
USD
546269.11000000
0.036958954755
Long
ABS-MBS
USGA
US
N
2
2064-04-20
Floating
0.71000000
N
N
N
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
3785.00000000
NS
USD
533079.40000000
0.036066577928
Long
EC
CORP
US
N
1
N
N
N
Lojas Renner SA
N/A
Lojas Renner SA
000000000
13339.00000000
NS
118618.35000000
0.008025367260
Long
EC
CORP
BR
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCV9
164000.00000000
PA
USD
177869.13000000
0.012034100057
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
315000.00000000
PA
USD
348366.21000000
0.023569428983
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
Thornburg Mortgage Securities Trust
N/A
Thornburg Mortgage Securities Trust 2004-3
885220FS7
45167.66000000
PA
USD
45772.08000000
0.003096803759
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
0.83000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAB2
60000.00000000
PA
USD
65663.13000000
0.004442573461
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.50000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68622V106
1009.00000000
NS
USD
30532.34000000
0.002065727957
Long
EC
CORP
US
N
1
N
N
N
JD.com Inc
549300HVTWB0GJZ16V92
JD.com Inc
000000000
9804.00000000
NS
385629.30000000
0.026090539608
Long
EC
CORP
KY
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377KBE9
500000.00000000
PA
USD
527068.40000000
0.035659891420
Long
ABS-MBS
USGA
US
N
2
2025-09-16
Fixed
4.00000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAF4
264000.00000000
PA
USD
240589.70000000
0.016277588599
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.80000000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PipeCo LLC
62928CAA0
280000.00000000
PA
USD
288902.79000000
0.019546309591
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LFE79
386315.22000000
PA
USD
407484.49000000
0.027569197221
Long
ABS-MBS
USGSE
US
N
2
2025-06-01
Fixed
2.39000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BD0
100000.00000000
PA
USD
107284.56000000
0.007258556499
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
4.00000000
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
235000.00000000
PA
USD
262318.75000000
0.017747711952
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.88000000
N
N
N
N
N
MortgageIT Trust
N/A
MortgageIT Trust 2005-5
61915RAU0
102060.70000000
PA
USD
102521.88000000
0.006936327636
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
0.61000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BWP3
3632.85000000
PA
USD
3652.89000000
0.000247143749
Long
ABS-MBS
USGA
US
N
2
2060-03-20
Floating
0.56000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance 2019-3 Trust
21872NAG5
1500000.00000000
PA
USD
1596235.80000000
0.107996600268
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
3.16000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAE5
200000.00000000
PA
USD
216556.00000000
0.014651539432
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAT9
660000.00000000
PA
USD
723098.24000000
0.048922691484
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.55000000
N
N
N
N
N
N
Yageo Corp
5493001P0TOZH7GGNQ21
Yageo Corp
000000000
6000.00000000
NS
119515.48000000
0.008086064426
Long
EC
CORP
TW
N
2
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XCE4
200000.00000000
PA
USD
205794.13000000
0.013923423090
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.25000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
6678.00000000
NS
USD
774180.54000000
0.052378769047
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AS33
335221.29000000
PA
USD
361830.20000000
0.024480362785
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAC0
79000.00000000
PA
USD
85693.64000000
0.005797778614
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158109
4608.00000000
NS
USD
67368.96000000
0.004557984881
Long
EC
CORP
CO
N
1
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAA9
774136.70000000
PA
USD
773773.48000000
0.052351228570
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.14000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
2662.00000000
NS
USD
794154.46000000
0.053730145488
Long
EC
CORP
US
N
1
N
N
N
CIMB Group Holdings Bhd
549300FYDN5UD7USZW18
CIMB Group Holdings Bhd
000000000
38500.00000000
NS
42752.02000000
0.002892475419
Long
EC
CORP
MY
N
2
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AG3
797000.00000000
PA
USD
848756.73000000
0.057424373826
Long
DBT
CORP
CH
N
2
2024-06-12
Fixed
4.21000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BP5
560000.00000000
PA
USD
591253.15000000
0.040002442056
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMF6
1298000.00000000
PA
USD
1287691.70000000
0.087121417646
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BB5
680000.00000000
PA
USD
688266.97000000
0.046566110619
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JKF6
300000.00000000
PA
USD
328381.12000000
0.022217296813
Long
DBT
CORP
FR
N
2
2026-08-19
Fixed
4.25000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CD2
90000.00000000
PA
USD
114469.26000000
0.007744652084
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GE7
210000.00000000
PA
USD
208580.52000000
0.014111942008
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393JLU0
34053.83000000
PA
USD
39157.18000000
0.002649259160
Long
ABS-MBS
USGSE
US
N
2
2033-01-15
Fixed
5.30000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AQ8
1121000.00000000
PA
USD
1181028.64000000
0.079904910001
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
2.95000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2018-HOME Mortgage Trust
20048JAA8
1565000.00000000
PA
USD
1716214.53000000
0.116114006822
Long
ABS-MBS
CORP
US
N
2
2033-04-10
Variable
3.94000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BZ2
1185000.00000000
PA
USD
1173664.16000000
0.079406651032
Long
DBT
CORP
GB
N
2
2027-01-14
Fixed
1.46000000
N
N
N
N
N
N
West Japan Railway Co
353800QGUXHZ7EBCR121
West Japan Railway Co
000000000
1400.00000000
NS
79819.97000000
0.005400383448
Long
EC
CORP
JP
N
2
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BE1
290000.00000000
PA
USD
345420.50000000
0.023370130943
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.13000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CK0
127000.00000000
PA
USD
135826.26000000
0.009189603633
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JL6
80000.00000000
PA
USD
87797.78000000
0.005940138512
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.88000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CS1
215000.00000000
PA
USD
200557.63000000
0.013569136964
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
1080000.00000000
PA
USD
1122102.64000000
0.075918150859
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.19000000
N
N
N
N
N
N
Nabtesco Corp
529900DVHQXYRTGW7739
Nabtesco Corp
000000000
5600.00000000
NS
211710.70000000
0.014323720743
Long
EC
CORP
JP
N
2
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378MRL1
282613.05000000
PA
USD
321017.73000000
0.021719111591
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Variable
4.86000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets Trust 2006-1
45254TTN4
10813.95000000
PA
USD
10779.26000000
0.000729292898
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.79000000
N
N
N
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
4282.00000000
NS
USD
359902.10000000
0.024349913233
Long
EC
CORP
US
N
1
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAY4
118000.00000000
PA
USD
123493.35000000
0.008355195363
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.40000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
320000.00000000
PA
USD
316104.02000000
0.021386664483
Long
DBT
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAG5
30000.00000000
PA
USD
37076.31000000
0.002508473641
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
1720.00000000
NS
USD
277350.00000000
0.018764681937
Long
EC
CORP
US
N
1
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419106
1399.00000000
NS
USD
118229.49000000
0.007999058141
Long
EC
CORP
MX
N
1
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BN9
267000.00000000
PA
USD
266256.56000000
0.018014132548
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
LUNDIN ENERGY FI
549300JSNI1KL271GM17
Lundin Energy Finance BV
55037AAB4
930000.00000000
PA
USD
940493.59000000
0.063631018859
Long
DBT
CORP
NL
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Wipro Ltd
335800IFS1IJHESG8362
Wipro Ltd
97651M109
7151.00000000
NS
USD
55849.31000000
0.003778599381
Long
EC
CORP
IN
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEE8
150000.00000000
PA
USD
157463.29000000
0.010653501185
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
200000.00000000
PA
USD
202294.20000000
0.013686628162
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.18000000
N
N
N
N
N
N
Mega Financial Holding Co Ltd
N/A
Mega Financial Holding Co Ltd
000000000
64000.00000000
NS
75456.26000000
0.005105147716
Long
EC
CORP
TW
N
2
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AL0
485000.00000000
PA
USD
504788.00000000
0.034152465353
Long
DBT
CORP
AU
N
2
2030-07-22
Fixed
2.95000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EG4
225000.00000000
PA
USD
266417.89000000
0.018025047659
Long
DBT
CORP
AU
N
2
2039-07-24
Fixed
4.42000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
2273.00000000
NS
179069.76000000
0.012115331137
Long
EC
CORP
DE
N
2
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
330000.00000000
PA
USD
325319.49000000
0.022010155968
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBF5
244000.00000000
PA
USD
282377.65000000
0.019104837889
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAV2
390000.00000000
PA
USD
421111.90000000
0.028491187537
Long
DBT
CORP
US
N
2
2027-01-16
Fixed
3.02000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBK0
160000.00000000
PA
USD
176584.59000000
0.011947191874
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
1695.00000000
NS
USD
520551.45000000
0.035218973828
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCG5
126000.00000000
PA
USD
151155.09000000
0.010226707002
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
45000.00000000
PA
USD
50767.07000000
0.003434750032
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
Chacha Food Co Ltd
300300AJZ9YPIRBJZN87
Chacha Food Co Ltd
000000000
7800.00000000
NS
52028.57000000
0.003520099396
Long
EC
CORP
CN
N
2
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAK0
35000.00000000
PA
USD
32294.61000000
0.002184957941
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.50000000
N
N
N
N
N
N
Banc of America Mortgage Securities
N/A
Banc of America Mortgage 2003-J Trust
05948XYP0
13347.70000000
PA
USD
13567.62000000
0.000917945101
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
2.52000000
N
N
N
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG
000000000
1132.00000000
NS
802340.56000000
0.054283992839
Long
EC
CORP
CH
N
2
N
N
N
Minth Group Ltd
254900B2AH0G13K9G204
Minth Group Ltd
000000000
16000.00000000
NS
76040.34000000
0.005144664844
Long
EC
CORP
KY
N
2
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAQ9
435000.00000000
PA
USD
454921.43000000
0.030778640492
Long
DBT
CORP
CA
N
2
2051-05-13
Fixed
3.63000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
2752000.00000000
PA
USD
2991704.02000000
0.202409858975
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
ACC Trust
N/A
ACC Trust 2019-2
00108GAA3
215482.72000000
PA
USD
216561.99000000
0.014651944698
Long
ABS-O
CORP
US
N
2
2023-02-21
Fixed
2.82000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687CX2
60000.00000000
PA
USD
75726.09000000
0.005123403617
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
9.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828SA9
1246826.63000000
PA
USD
1274782.83000000
0.086248041624
Long
DBT
UST
US
N
2
2022-01-15
Fixed
0.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300LUY9
32631.08000000
PA
USD
34531.82000000
0.002336320962
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Floating
2.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L5G20
1412780.53000000
PA
USD
1509055.56000000
0.102098242688
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
3.38000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148YAA6
388000.00000000
PA
USD
455342.80000000
0.030807149142
Long
DBT
CORP
US
N
2
2038-10-31
Fixed
4.02000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAE1
340000.00000000
PA
USD
347844.08000000
0.023534103209
Long
DBT
CORP
KY
N
2
2022-05-01
Fixed
3.63000000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EG6
244000.00000000
PA
USD
303828.28000000
0.020556124167
Long
DBT
CORP
US
N
2
2044-04-15
Fixed
4.30000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Colony American Finance 2016-2 Ltd
19625HAA5
34407.17000000
PA
USD
34406.65000000
0.002327852330
Long
ABS-O
CORP
KY
N
2
2048-11-15
Fixed
2.55000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JC6
786000.00000000
PA
USD
887942.68000000
0.060075579480
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
China Molybdenum Co Ltd
2549008KG3638J59U652
China Molybdenum Co Ltd
000000000
90000.00000000
NS
53436.88000000
0.003615381492
Long
EC
CORP
CN
N
2
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
1248000.00000000
PA
USD
1410960.37000000
0.095461411824
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
530000.00000000
PA
USD
613744.45000000
0.041524136993
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350BK0
110000.00000000
PA
USD
147863.40000000
0.010004000977
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.35000000
N
N
N
N
N
N
Nidec Corp
353800IF171MZTNL6Y31
Nidec Corp
000000000
2600.00000000
NS
301318.69000000
0.020386332719
Long
EC
CORP
JP
N
2
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAN2
130000.00000000
PA
USD
158661.03000000
0.010734536736
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.50000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AK7
110000.00000000
PA
USD
127291.88000000
0.008612192685
Long
DBT
CORP
US
N
2
2028-09-26
Fixed
4.45000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
1275000.00000000
PA
USD
1252943.47000000
0.084770455022
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
180000.00000000
PA
USD
160555.00000000
0.010862677153
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
380000.00000000
PA
USD
383534.00000000
0.025948777797
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
AIR CANADA 2013-1A PTT
N/A
Air Canada 2013-1 Class A Pass Through Trust
009089AA1
168280.63000000
PA
USD
173324.47000000
0.011726621783
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
4.13000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563AB1
319000.00000000
PA
USD
327244.07000000
0.022140367368
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
2.95000000
N
N
N
N
N
N
Magazine Luiza SA
N/A
Magazine Luiza SA
000000000
29285.00000000
NS
124528.08000000
0.008425202139
Long
EC
CORP
BR
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAP5
170000.00000000
PA
USD
181240.51000000
0.012262197672
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
3.80000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2017-T1
3136AV6R5
1180353.21000000
PA
USD
1285392.96000000
0.086965891686
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Fixed
2.90000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
7284.00000000
NS
USD
132787.32000000
0.008983997927
Long
EC
CORP
US
N
1
N
N
N
HUTCH WHAMPOA INT 12 II
2549005GEGKY2Q53V676
Hutchison Whampoa International 12 II Ltd
44842CAB9
200000.00000000
PA
USD
207420.00000000
0.014033424652
Long
DBT
CORP
KY
N
2
2022-11-08
Fixed
3.25000000
N
N
N
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp
86359BBS9
4280.42000000
PA
USD
4289.74000000
0.000290231140
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Variable
2.24000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDA1
450000.00000000
PA
USD
467853.23000000
0.031653567890
Long
DBT
CORP
US
N
2
2027-08-20
Fixed
2.70000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
872882AK1
310000.00000000
PA
USD
312281.60000000
0.021128050834
Long
DBT
CORP
VG
N
2
2031-04-23
Fixed
2.25000000
N
N
N
N
N
N
GTP ACQUISITION PARTNERS
N/A
GTP Acquisition Partners I LLC
36246MAU3
36000.00000000
PA
USD
38249.70000000
0.002587861744
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
3.48000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
2818.00000000
NS
USD
1069515.54000000
0.072360262972
Long
EC
CORP
US
N
1
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
188000.00000000
PA
USD
197653.54000000
0.013372654811
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
Hangzhou Robam Appliances Co Ltd
N/A
Hangzhou Robam Appliances Co Ltd
000000000
8400.00000000
NS
60450.83000000
0.004089924636
Long
EC
CORP
CN
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LU3
100000.00000000
PA
USD
115310.15000000
0.007801544218
Long
DBT
CORP
US
N
2
2039-01-24
Fixed
3.88000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PT9
450000.00000000
PA
USD
639263.67000000
0.043250692056
Long
DBT
UST
US
N
2
2037-02-15
Fixed
4.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAP9
132000.00000000
PA
USD
159515.67000000
0.010792359154
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
214000.00000000
PA
USD
248135.41000000
0.016788109053
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WAB6
180000.00000000
PA
USD
241718.63000000
0.016353968668
Long
DBT
CORP
GB
N
2
2032-11-30
Fixed
6.25000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCQ3
143000.00000000
PA
USD
180877.86000000
0.012237661844
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.63000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns ARM Trust 2006-1
07387AGZ2
82052.85000000
PA
USD
83292.82000000
0.005635346223
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
2.37000000
N
N
N
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
30046.00000000
NS
523717.61000000
0.035433186864
Long
EC
CORP
IT
N
2
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
270000.00000000
PA
USD
309589.66000000
0.020945922123
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398TDU2
41188.68000000
PA
USD
47724.12000000
0.003228873021
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
5.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F1G51
322000.00000000
PA
USD
358503.50000000
0.024255288087
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Fixed
3.33000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AJ5
150000.00000000
PA
USD
147876.03000000
0.010004855486
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAJ0
200000.00000000
PA
USD
198325.39000000
0.013418110198
Long
DBT
CORP
ES
N
2
2025-09-18
Fixed
1.13000000
N
N
N
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253103
6827.00000000
NS
USD
372344.58000000
0.025191734685
Long
EC
CORP
US
N
1
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BY3
577000.00000000
PA
USD
523793.98000000
0.035438353832
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
871000.00000000
PA
USD
970148.14000000
0.065637358137
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
10425.00000000
NS
USD
386871.75000000
0.026174600106
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
448.00000000
NS
USD
246198.40000000
0.016657056677
Long
EC
CORP
US
N
1
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAE3
187000.00000000
PA
USD
231730.40000000
0.015678194524
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.38000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
3395.00000000
NS
USD
83245.40000000
0.005632137925
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AX5
238000.00000000
PA
USD
270922.78000000
0.018329835213
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEH2
130000.00000000
PA
USD
146412.80000000
0.009905857665
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.15000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
200000.00000000
PA
USD
193270.00000000
0.013076077440
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.85000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020497
1975000.00000000
PA
USD
2032339.05000000
0.137502058275
Long
ABS-MBS
USGSE
US
N
2
2036-09-15
Fixed
2.00000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAA1
489000.00000000
PA
USD
518629.94000000
0.035088970136
Long
DBT
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAU6
65000.00000000
PA
USD
89117.43000000
0.006029422134
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
2784.00000000
NS
595437.12000000
0.040285517110
Long
EC
CORP
AU
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LV0
1000000.00000000
PA
USD
973015.17000000
0.065831332920
Long
DBT
UST
US
N
2
2025-05-15
None
0.00000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
000000000
9163.00000000
NS
180178.41000000
0.012190339122
Long
EC
CORP
AU
N
2
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAX9
870000.00000000
PA
USD
889013.08000000
0.060147999583
Long
DBT
CORP
DK
N
2
2023-01-12
Fixed
5.00000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAG8
140000.00000000
PA
USD
153997.54000000
0.010419018775
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075105
1351.00000000
NS
USD
453409.11000000
0.030676321387
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
17600.00000000
NS
606759.98000000
0.041051588379
Long
EC
CORP
JP
N
2
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38373MA91
26988.71000000
PA
USD
38755.26000000
0.002622066440
Long
ABS-MBS
USGA
US
N
2
2037-04-20
Floating
22.95000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAZ7
30000.00000000
PA
USD
31485.62000000
0.002130224066
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.20000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
665000.00000000
PA
USD
639460.29000000
0.043263994784
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.94000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust
9292276K7
28116.34000000
PA
USD
28752.26000000
0.001945293001
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
2.66000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2005-4
45254NPS0
340819.51000000
PA
USD
345032.72000000
0.023343894894
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
2.57000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QH4
250000.00000000
PA
USD
349560.55000000
0.023650234500
Long
DBT
UST
US
N
2
2040-05-15
Fixed
4.38000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BV9
127000.00000000
PA
USD
150278.63000000
0.010167408307
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.05000000
N
N
N
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
91912E105
21522.00000000
NS
USD
490916.82000000
0.033213982279
Long
EC
CORP
BR
N
1
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
292000.00000000
PA
USD
319302.00000000
0.021603030366
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Trust Series 2007-A2
16163LAD4
7920.45000000
PA
USD
8049.03000000
0.000544573599
Long
ABS-MBS
CORP
US
N
2
2035-06-25
Variable
2.77000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DB9
70000.00000000
PA
USD
84905.33000000
0.005744443887
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.05000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAU6
734000.00000000
PA
USD
766531.63000000
0.051861266385
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
2.63000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAM9
122000.00000000
PA
USD
171787.42000000
0.011622629519
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.13000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2004-8F
36242DCH4
7120.14000000
PA
USD
7284.70000000
0.000492861289
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Fixed
6.00000000
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HXYS8
263159.13000000
PA
USD
268268.58000000
0.018150259879
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
0.62000000
N
N
N
N
N
N
Trip.com Group Ltd
2549004RMYDSRQL4KW41
Trip.com Group Ltd
89677Q107
2625.00000000
NS
USD
93082.50000000
0.006297687061
Long
EC
CORP
KY
N
1
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FV0
325000.00000000
PA
USD
349201.30000000
0.023625928706
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.05000000
N
N
N
N
N
N
Delta Electronics Inc
529900UVZWNWGDLJSM52
Delta Electronics Inc
000000000
14000.00000000
NS
152247.64000000
0.010300625708
Long
EC
CORP
TW
N
2
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26209BAF6
30417.24000000
PA
USD
30463.27000000
0.002061054884
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
3.66000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFU3
570000.00000000
PA
USD
544360.94000000
0.036829853608
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.88000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
809000.00000000
PA
USD
932699.97000000
0.063103725546
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
1131.00000000
NS
USD
482937.00000000
0.032674091223
Long
EC
CORP
US
N
1
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA
000000000
111.00000000
NS
516220.48000000
0.034925953188
Long
EC
CORP
CH
N
2
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAZ4
310000.00000000
PA
USD
364352.63000000
0.024651022949
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
3.90000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAP8
510000.00000000
PA
USD
510491.75000000
0.034538364234
Long
DBT
CORP
GB
N
2
2027-05-11
Fixed
1.63000000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
4251.00000000
NS
415700.24000000
0.028125050603
Long
EC
CORP
NL
N
2
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAX4
202000.00000000
PA
USD
235152.57000000
0.015909728440
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
4.63000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAS2
250000.00000000
PA
USD
266806.33000000
0.018051328362
Long
DBT
CORP
NL
N
2
2024-03-16
Fixed
3.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SR0
18015000.00000000
PA
USD
15567493.27000000
1.053250621155
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.13000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7CD5
101400.89000000
PA
USD
108893.43000000
0.007367407892
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.50000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAB3
500000.00000000
PA
USD
562863.35000000
0.038081672028
Long
DBT
CORP
FR
N
2
2027-01-10
Fixed
4.13000000
N
N
N
N
N
Bear Stearns Commercial Mortgage Securities Trust
N/A
Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8
07383F6S2
661.79000000
PA
USD
0.87000000
0.000000058861
Long
ABS-MBS
CORP
US
N
2
2041-06-11
Variable
0.72000000
N
N
N
N
N
N
China Shenhua Energy Co Ltd
529900N9JOX4C108MA40
China Shenhua Energy Co Ltd
000000000
45500.00000000
NS
89191.56000000
0.006034437551
Long
EC
CORP
CN
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128ME4Y4
889373.20000000
PA
USD
960395.89000000
0.064977549702
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
3.50000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BL5
490000.00000000
PA
USD
487180.37000000
0.032961185106
Long
DBT
CORP
US
N
2
2025-11-24
Fixed
1.25000000
N
N
N
N
N
N
Capitec Bank Holdings Ltd
N/A
Capitec Bank Holdings Ltd
000000000
1164.00000000
NS
137469.38000000
0.009300772280
Long
EC
CORP
ZA
N
2
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
710000.00000000
PA
USD
740175.00000000
0.050078054635
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.00000000
N
N
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
3465.00000000
NS
645897.55000000
0.043699520786
Long
EC
CORP
DK
N
2
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
5200.00000000
NS
220038.71000000
0.014887169306
Long
EC
CORP
JP
N
2
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
4206.00000000
NS
USD
1483498.26000000
0.100369111245
Long
EC
CORP
US
N
1
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AB7
520000.00000000
PA
USD
555474.70000000
0.037581777789
Long
DBT
CORP
JP
N
2
2025-09-17
Fixed
3.52000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBJ3
80000.00000000
PA
USD
89372.78000000
0.006046698361
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UET3
345455.22000000
PA
USD
348159.31000000
0.023555430740
Long
ABS-MBS
USGA
US
N
2
2064-03-20
Floating
0.76000000
N
N
N
N
N
N
Swiss Re AG
529900PS9YW3YY29F326
Swiss Re AG
000000000
2340.00000000
NS
211124.78000000
0.014284079126
Long
EC
CORP
CH
N
2
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557FAH9
270000.00000000
PA
USD
304264.78000000
0.020585656468
Long
DBT
CORP
FI
N
2
2033-09-13
Fixed
4.63000000
N
N
N
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
1557.00000000
NS
624651.07000000
0.042262046693
Long
EC
CORP
CH
N
2
N
N
N
ML-CFC Commercial Mortgage Trust
N/A
ML-CFC Commercial Mortgage Trust 2006-4
55312VBD9
1333.99000000
PA
USD
0.04000000
0.000000002706
Long
ABS-MBS
CORP
US
N
2
2049-12-12
Variable
1.39000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
5093.00000000
NS
USD
876810.88000000
0.059322434767
Long
EC
CORP
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
150000.00000000
PA
USD
176025.49000000
0.011909364819
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAR9
200000.00000000
PA
USD
198403.96000000
0.013423426012
Long
DBT
CORP
AU
N
2
2027-01-12
Fixed
1.34000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VS6
1400000.00000000
PA
USD
1465734.37000000
0.099167258907
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
472000.00000000
PA
USD
542768.33000000
0.036722102319
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.91000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
6870.00000000
NS
USD
500204.70000000
0.033842372811
Long
EC
CORP
US
N
1
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
300000.00000000
PA
USD
336280.80000000
0.022751765832
Long
DBT
CORP
NL
N
2
2025-07-28
Fixed
4.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DD9
300000.00000000
PA
USD
353984.90000000
0.023949572955
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
3.75000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAB1
90000.00000000
PA
USD
93591.90000000
0.006332151560
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
245000.00000000
PA
USD
259020.51000000
0.017524562774
Long
DBT
UST
US
N
2
2024-11-15
Fixed
2.25000000
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
919000.00000000
PA
USD
1015324.70000000
0.068693870773
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
3.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
40000.00000000
PA
USD
40942.19000000
0.002770027666
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
8301.00000000
NS
160644.00000000
0.010868698630
Long
EC
CORP
GB
N
2
N
N
N
LHFC Depositor, LLC
N/A
LHOME Mortgage Trust 2019-RTL3
501878AA0
1660000.00000000
PA
USD
1674100.04000000
0.113264664800
Long
ABS-MBS
CORP
US
N
2
2024-07-25
Fixed
3.87000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BP4
170000.00000000
PA
USD
166424.65000000
0.011259800338
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.15000000
N
N
N
N
N
Kasikornbank PCL
5493004COSQ54937AW41
Kasikornbank PCL
000000000
800.00000000
NS
2945.40000000
0.000199277065
Long
EC
CORP
TH
N
2
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co
86564CAB6
200000.00000000
PA
USD
215750.00000000
0.014597007853
Long
DBT
CORP
JP
N
2
2077-09-14
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGT1
255000.00000000
PA
USD
307013.13000000
0.020771601713
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
142000.00000000
PA
USD
148097.38000000
0.010019831373
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2003-1
81743PAA4
63236.59000000
PA
USD
64074.83000000
0.004335113773
Long
ABS-MBS
CORP
US
N
2
2033-04-20
Floating
0.85000000
N
N
N
N
N
N
Thornburg Mortgage Securities Trust
N/A
Thornburg Mortgage Securities Trust 2003-4
885220DW0
40971.22000000
PA
USD
41710.62000000
0.002822017370
Long
ABS-MBS
CORP
US
N
2
2043-09-25
Floating
0.73000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
364000.00000000
PA
USD
394940.00000000
0.026720474074
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.88000000
N
N
N
N
N
N
Hundsun Technologies Inc
3003003LS77D1DRDDE25
Hundsun Technologies Inc
000000000
2400.00000000
NS
34636.19000000
0.002343382328
Long
EC
CORP
CN
N
2
N
N
N
Ayala Corp
254900QJ68UH8GKNGI69
Ayala Corp
000000000
2560.00000000
NS
41954.32000000
0.002838505392
Long
EC
CORP
PH
N
2
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAC7
505000.00000000
PA
USD
527093.75000000
0.035661606526
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.45000000
N
N
N
N
N
N
Life Storage LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAB0
350000.00000000
PA
USD
392374.49000000
0.026546899243
Long
DBT
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563AC9
297000.00000000
PA
USD
330236.91000000
0.022342854084
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
3.90000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
6735.00000000
NS
USD
664879.20000000
0.044983763169
Long
EC
CORP
US
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
3708.00000000
NS
924638.94000000
0.062558340062
Long
EC
CORP
DE
N
2
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
389.00000000
NS
USD
94060.20000000
0.006363835356
Long
EC
CORP
US
N
1
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBQ3
130000.00000000
PA
USD
111060.48000000
0.007514024096
Long
DBT
US
N
2
2050-10-15
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L8M27
975266.56000000
PA
USD
1046017.35000000
0.070770444831
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
3.04000000
N
N
N
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
10550.00000000
NS
USD
3668340.50000000
0.248189084987
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
5937.00000000
NS
USD
232492.92000000
0.015729784375
Long
EC
CORP
US
N
1
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
340000.00000000
PA
USD
357598.40000000
0.024194051694
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
5200.00000000
NS
689463.97000000
0.046647096104
Long
EC
CORP
JP
N
2
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189TAR5
200000.00000000
PA
USD
292317.84000000
0.019777361789
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
7.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QB7
350000.00000000
PA
USD
479212.89000000
0.032422128939
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAV9
300000.00000000
PA
USD
304740.68000000
0.020617854457
Long
DBT
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828K74
700000.00000000
PA
USD
736804.68000000
0.049850028737
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
Union Carbide Corp
QE84C8O80MNLK8IFRL44
Union Carbide Corp
905581AS3
40000.00000000
PA
USD
66510.09000000
0.004499876273
Long
DBT
CORP
US
N
2
2096-10-01
Fixed
7.75000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
155000.00000000
PA
USD
167810.04000000
0.011353531734
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
430000.00000000
PA
USD
476837.90000000
0.032261444129
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.38000000
N
N
N
N
N
N
PTT PCL
549300QOGMPTKB6W7G56
PTT PCL
000000000
53100.00000000
NS
65443.06000000
0.004427684174
Long
EC
CORP
TH
N
2
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
801000.00000000
PA
USD
930161.25000000
0.062931963248
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.88000000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
300000.00000000
PA
USD
290559.00000000
0.019658363869
Long
DBT
CORP
PA
N
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
1019000.00000000
PA
USD
1243142.22000000
0.084107331391
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AR9
380000.00000000
PA
USD
401850.00000000
0.027187984267
Long
DBT
CORP
CH
N
2
2027-02-11
Fixed
5.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
365000.00000000
PA
USD
368160.90000000
0.024908679251
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.09000000
N
N
N
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
1046.00000000
NS
USD
185811.44000000
0.012571453297
Long
EC
CORP
IE
N
1
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DN8
250000.00000000
PA
USD
284699.83000000
0.019261949730
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.95000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AD5
103000.00000000
PA
USD
118054.15000000
0.007987195154
Long
DBT
CORP
CA
N
2
2026-01-27
Fixed
4.65000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBG2
200000.00000000
PA
USD
225788.00000000
0.015276149289
Long
DBT
NUSS
MX
N
2
2026-01-21
Fixed
4.13000000
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AG1
269000.00000000
PA
USD
287001.78000000
0.019417692869
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Outfront Media Inc
549300RZWDYU5722I639
Outfront Media Inc
69007J106
15787.00000000
NS
USD
379361.61000000
0.025666486212
Long
EC
US
N
1
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEG0
230000.00000000
PA
USD
247181.03000000
0.016723538521
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.95000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2004-28CB
12667FYS8
208419.20000000
PA
USD
211177.23000000
0.014287627739
Long
ABS-MBS
CORP
US
N
2
2035-01-25
Fixed
6.00000000
N
N
N
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
94106B101
5061.00000000
NS
USD
604435.23000000
0.040894302660
Long
EC
CORP
CA
N
1
N
N
N
Regional Management Issuance Trust
N/A
Regional Management Issuance Trust 2019-1
75907TAB8
1600000.00000000
PA
USD
1625703.36000000
0.109990288355
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
3.43000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
18828.00000000
NS
288143.18000000
0.019494916622
Long
EC
CORP
CH
N
2
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AZ8
419000.00000000
PA
USD
510953.48000000
0.034569603523
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AHNE6
309335.78000000
PA
USD
275024.47000000
0.018607343445
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
None
0.00000000
N
N
N
N
N
N
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd
60688XAP5
230000.00000000
PA
USD
249492.50000000
0.016879925755
Long
DBT
CORP
JP
N
2
2024-09-25
Fixed
3.60000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAZ1
253000.00000000
PA
USD
283152.23000000
0.019157243684
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.88000000
N
N
N
N
N
N
Chemed Corp
54930020031IDJT2IM79
Chemed Corp
16359R103
723.00000000
NS
USD
343063.50000000
0.023210663284
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
13803.00000000
NS
USD
773382.09000000
0.052324748278
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
22651.00000000
NS
825064.44000000
0.055821423452
Long
EC
CORP
AU
N
2
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
2442.00000000
NS
USD
617972.52000000
0.041810195723
Long
EC
CORP
US
N
1
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867229AD8
300000.00000000
PA
USD
398483.80000000
0.026960237116
Long
DBT
CORP
CA
N
2
2034-12-01
Fixed
5.95000000
N
N
N
N
N
N
Rohm Co Ltd
5493009V2FGDEP7JFE59
Rohm Co Ltd
000000000
2500.00000000
NS
231108.51000000
0.015636119283
Long
EC
CORP
JP
N
2
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAJ3
517000.00000000
PA
USD
551133.29000000
0.037288050809
Long
DBT
US
N
2
2030-01-15
Fixed
3.10000000
N
N
N
N
N
N
American Tower Truste I
5493004YGM0MQZJOEJ36
American Tower Trust #1
03027WAJ1
450000.00000000
PA
USD
452158.52000000
0.030591710161
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.07000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
6115.00000000
NS
USD
475991.60000000
0.032204185970
Long
EC
CORP
US
N
1
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2019-1 LLC
12326QAA2
1165278.35000000
PA
USD
1198720.67000000
0.081101900503
Long
ABS-O
CORP
US
N
2
2034-07-15
Fixed
4.21000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential 2018-SFR2 Trust
74332UAJ6
771000.00000000
PA
USD
775284.52000000
0.052453461074
Long
ABS-O
CORP
US
N
2
2035-08-17
Fixed
4.66000000
N
N
N
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
1715.00000000
NS
USD
221492.25000000
0.014985511530
Long
EC
CORP
US
N
1
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
Cullen/Frost Bankers Inc
229899109
2344.00000000
NS
USD
262528.00000000
0.017761869189
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
51569.00000000
NS
328856.18000000
0.022249437969
Long
EC
CORP
GB
N
2
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
7458.00000000
NS
USD
636241.98000000
0.043046253434
Long
EC
CORP
US
N
1
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
4717.00000000
NS
USD
486652.89000000
0.032925497367
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AU3
200000.00000000
PA
USD
221713.56000000
0.015000484711
Long
DBT
CORP
GB
N
2
2025-08-18
Fixed
4.25000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
1233.00000000
NS
USD
75829.50000000
0.005130400032
Long
EC
CORP
US
N
1
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAP4
130000.00000000
PA
USD
121695.65000000
0.008233568290
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.35000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AZ0
371000.00000000
PA
USD
412899.80000000
0.027935581103
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
600000.00000000
PA
USD
616880.38000000
0.041736304756
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L74C7
875765.38000000
PA
USD
960086.30000000
0.064956603757
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.14000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
615000.00000000
PA
USD
681011.85000000
0.046075250625
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.59000000
N
N
N
N
N
N
Credit Acceptance Auto Loan Trust
N/A
Credit Acceptance Auto Loan Trust 2021-2
22537CAA7
950000.00000000
PA
USD
950645.91000000
0.064317894849
Long
ABS-O
CORP
US
N
2
2030-02-15
Fixed
0.96000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CH3
100000.00000000
PA
USD
106533.29000000
0.007207727790
Long
DBT
CORP
NL
N
2
2050-04-06
Fixed
3.25000000
N
N
N
N
N
N
Alstom SA
96950032TUYMW11FB530
Alstom SA
000000000
7413.00000000
NS
374364.64000000
0.025328405979
Long
EC
CORP
FR
N
2
N
N
N
Naspers Ltd
21380044BQ8812EEKT59
Naspers Ltd
000000000
2053.00000000
NS
431042.30000000
0.029163049075
Long
EC
CORP
ZA
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
460000.00000000
PA
USD
500400.85000000
0.033855643740
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
XILINX INC
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919AK7
445000.00000000
PA
USD
452823.77000000
0.030636719011
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418XEZ7
28553.51000000
PA
USD
32425.03000000
0.002193781773
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAF2
80000.00000000
PA
USD
90842.40000000
0.006146128510
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.38000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAF0
312000.00000000
PA
USD
377498.16000000
0.025540410688
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBJ3
50000.00000000
PA
USD
53069.38000000
0.003590517527
Long
DBT
CORP
US
N
2
2026-09-06
Fixed
3.22000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
590000.00000000
PA
USD
580934.34000000
0.039304301845
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.99000000
N
N
N
N
N
N
CAMILLO 2016 SFR1
N/A
CAMILLO 2016 SFR1 12/23 5
133715AA0
973572.42000000
PA
USD
999128.70000000
0.067598097242
Long
ABS-O
CORP
US
N
3
2023-12-05
Fixed
5.00000000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS Pass-Through Trust
126650AN0
56878.82000000
PA
USD
62211.36000000
0.004209036896
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.20000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBD0
882000.00000000
PA
USD
912861.71000000
0.061761527460
Long
DBT
CORP
JP
N
2
2026-05-25
Fixed
2.23000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M8RN6
293705.04000000
PA
USD
327989.87000000
0.022190825993
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAE7
329000.00000000
PA
USD
300345.13000000
0.020320464524
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.90000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2006-HYB2
126694D21
312747.93000000
PA
USD
297551.41000000
0.020131449679
Long
ABS-MBS
CORP
US
N
2
2036-04-20
Variable
2.88000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2015-SFR1
02666AAE8
292500.00000000
PA
USD
320337.99000000
0.021673122390
Long
ABS-O
CORP
US
N
2
2052-04-17
Fixed
5.64000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CP1
665000.00000000
PA
USD
744841.38000000
0.050393768125
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DF1
190000.00000000
PA
USD
237600.95000000
0.016075378600
Long
DBT
CORP
US
N
2
2045-07-10
Fixed
4.80000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
444000.00000000
PA
USD
447187.13000000
0.030255360595
Long
DBT
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
140000.00000000
PA
USD
145430.78000000
0.009839417092
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78000000
N
N
N
N
N
N
PERNOD RIC INTL FIN LLC
5493009254WI1A8WXT48
Pernod Ricard International Finance LLC
71427QAB4
270000.00000000
PA
USD
256315.72000000
0.017341564670
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XG0
500000.00000000
PA
USD
510078.13000000
0.034510379927
Long
DBT
UST
US
N
2
2022-06-30
Fixed
2.13000000
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BQ1
220000.00000000
PA
USD
221097.03000000
0.014958772112
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
000000000
12600.00000000
NS
212485.71000000
0.014376155631
Long
EC
CORP
JP
N
2
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AY9
1100000.00000000
PA
USD
1119808.12000000
0.075762910412
Long
DBT
CORP
US
N
2
2031-05-10
Fixed
2.60000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
435000.00000000
PA
USD
460589.68000000
0.031162137548
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2014-520M
05525MAG1
150000.00000000
PA
USD
160639.04000000
0.010868363051
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.35000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AMST7
909115.72000000
PA
USD
955834.72000000
0.064668954410
Long
ABS-MBS
USGSE
US
N
2
2024-10-25
Fixed
2.72000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543BC6
150000.00000000
PA
USD
152248.98000000
0.010300716369
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
8.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3131Y1WR7
818127.15000000
PA
USD
900179.70000000
0.060903500116
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.50000000
N
N
N
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
Orsted AS
000000000
3751.00000000
NS
526351.21000000
0.035611368462
Long
EC
CORP
DK
Y
2
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
962.00000000
NS
USD
241760.22000000
0.016356782525
Long
EC
CORP
US
N
1
N
N
N
Samsung SDI Co Ltd
9884002AESDO4YW87G32
Samsung SDI Co Ltd
000000000
128.00000000
NS
79335.79000000
0.005367625259
Long
EC
CORP
KR
N
2
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAF4
142000.00000000
PA
USD
159033.82000000
0.010759758606
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AJ2
80000.00000000
PA
USD
98019.69000000
0.006631722756
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.85000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022683
11340000.00000000
PA
USD
11713865.63000000
0.792525555460
Long
ABS-MBS
USGSE
US
N
2
2051-08-12
Fixed
2.50000000
N
N
N
N
N
N
MTN Group
2549009JD6Q6XHZS5E05
MTN Group
000000000
11921.00000000
NS
86176.81000000
0.005830468469
Long
EC
CORP
ZA
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
320000.00000000
PA
USD
314679.86000000
0.021290310023
Long
DBT
CORP
US
N
2
2052-01-25
Fixed
2.80000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIII LLC
92873CAA2
1591386.02000000
PA
USD
1589544.79000000
0.107543906291
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89000000
N
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74736KAH4
205000.00000000
PA
USD
223392.60000000
0.015114083599
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.38000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L8CB8
944026.99000000
PA
USD
1042765.78000000
0.070550453207
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.30000000
N
N
N
N
N
N
Blackstone Group Inc/The
5299004LW4QWGZUB8Y96
Blackstone Group Inc/The
09260D107
3929.00000000
NS
USD
381663.06000000
0.025822195522
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAM5
50000.00000000
PA
USD
76873.12000000
0.005201008279
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
7.55000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
430000.00000000
PA
USD
423203.77000000
0.028632717284
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2004-AR5
86359LDX4
21881.81000000
PA
USD
21501.76000000
0.001454745583
Long
ABS-MBS
CORP
US
N
2
2034-10-19
Floating
0.75000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAQ3
770000.00000000
PA
USD
813679.84000000
0.055051175037
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.60000000
N
N
N
N
N
N
Nien Made Enterprise Co Ltd
N/A
Nien Made Enterprise Co Ltd
000000000
4000.00000000
NS
59362.94000000
0.004016321211
Long
EC
CORP
TW
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132XVEG4
604066.05000000
PA
USD
645407.26000000
0.043666349212
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AN7
160000.00000000
PA
USD
182140.36000000
0.012323078865
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.75000000
N
N
N
N
N
WEX Inc
T9M5IGROL1TL1G5OV478
WEX Inc
96208T104
2568.00000000
NS
USD
497935.20000000
0.033688825143
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
1300.00000000
NS
USD
169572.00000000
0.011472740744
Long
EC
CORP
US
N
1
N
N
N
Xinyi Solar Holdings Ltd
529900QF7VIH03SB7Q08
Xinyi Solar Holdings Ltd
000000000
60000.00000000
NS
129515.86000000
0.008762660604
Long
EC
CORP
KY
N
2
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDL7
350000.00000000
PA
USD
352787.72000000
0.023868575292
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System Inc
515098101
1878.00000000
NS
USD
296761.56000000
0.020078010761
Long
EC
CORP
US
N
1
N
N
N
HANOVER INSURANCE GROUP
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867AG0
130000.00000000
PA
USD
130189.62000000
0.008808245216
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
CADILLAC FAIRVIEW PRP TR
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAB2
201000.00000000
PA
USD
221577.05000000
0.014991248847
Long
DBT
CORP
CA
N
2
2027-03-20
Fixed
3.88000000
N
N
N
N
N
N
AIR CANADA 2017-1A PTT
N/A
Air Canada 2017-1 Class A Pass Through Trust
00908PAB3
695856.00000000
PA
USD
677629.79000000
0.045846430433
Long
DBT
CORP
CA
N
2
2030-01-15
Fixed
3.55000000
N
N
N
N
N
N
Top Glove Corp Bhd
N/A
Top Glove Corp Bhd
000000000
12800.00000000
NS
12857.04000000
0.000869869357
Long
EC
CORP
MY
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGR4
245000.00000000
PA
USD
269873.75000000
0.018258860941
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FM3
108000.00000000
PA
USD
106681.31000000
0.007217742386
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAC6
305000.00000000
PA
USD
349995.33000000
0.023679650431
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.15000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2005-E Trust
05946XXQ1
239.34000000
PA
USD
239.23000000
0.000016185595
Long
ABS-MBS
CORP
US
N
2
2035-03-20
Variable
2.98000000
N
N
N
N
N
N
NRZ Excess Spread Collateralized Notes
N/A
NRZ Excess Spread-Collateralized Notes
62955WAA2
1150659.21000000
PA
USD
1148154.22000000
0.077680723827
Long
ABS-O
CORP
US
N
2
2026-05-25
Fixed
3.23000000
N
N
N
N
N
N
NYSE Liffe
N/A
MSCI EMGMKT SEP21 XNLI 20210917
000000000
-535.00000000
NC
USD
89700.00000000
0.006068837100
N/A
DE
US
N
1
NYSE Liffe
N/A
Short
ICE US MSCI Emerging Markets EM Index
MESU1 Index
2021-09-17
-36598100.00000000
USD
89700.00000000
N
N
N
Sendas Distribuidora SA
N/A
Sendas Distribuidora SA
000000000
3152.00000000
NS
54842.19000000
0.003710460616
Long
EC
CORP
BR
N
1
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
423012AA1
150000.00000000
PA
USD
153426.82000000
0.010380405545
Long
DBT
CORP
NL
N
2
2022-04-01
Fixed
3.40000000
N
N
N
N
N
N
Eclat Textile Co Ltd
N/A
Eclat Textile Co Ltd
000000000
4000.00000000
NS
94176.76000000
0.006371721461
Long
EC
CORP
TW
N
2
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HP5
170000.00000000
PA
USD
173923.04000000
0.011767119261
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.95000000
N
N
N
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
108000.00000000
PA
USD
115474.30000000
0.007812650122
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
Konami Holdings Corp
353800FC4A5QCMIZFV94
Konami Holdings Corp
000000000
5500.00000000
NS
330212.88000000
0.022341228285
Long
EC
CORP
JP
N
2
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
1096.00000000
NS
USD
125481.04000000
0.008489676599
Long
EC
CORP
US
N
1
N
N
N
Wiwynn Corp
254900FV2R15PMKXFL69
Wiwynn Corp
000000000
3000.00000000
NS
107348.59000000
0.007262888580
Long
EC
CORP
TW
N
2
N
N
N
Bridgestone Corp
549300DHPOF90OYYD780
Bridgestone Corp
000000000
7500.00000000
NS
341261.98000000
0.023088777761
Long
EC
CORP
JP
N
2
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AK5
107000.00000000
PA
USD
112746.97000000
0.007628127028
Long
DBT
CORP
CO
N
2
2025-01-16
Fixed
4.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EN4Y2
1046424.48000000
PA
USD
1143368.97000000
0.077356967944
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAX8
655000.00000000
PA
USD
692766.21000000
0.046870515910
Long
DBT
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAE3
200000.00000000
PA
USD
205225.53000000
0.013884953293
Long
DBT
CORP
CH
N
2
2023-08-15
Fixed
2.86000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752108
1191.00000000
NS
USD
242844.90000000
0.016430168771
Long
EC
CORP
KY
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BL4
380000.00000000
PA
USD
435387.17000000
0.029457010148
Long
DBT
CORP
GB
N
2
2030-05-08
Fixed
4.45000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
305000.00000000
PA
USD
340441.56000000
0.023033270566
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.63000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31395NXA0
58476.15000000
PA
USD
58713.01000000
0.003972348866
Long
ABS-MBS
USGSE
US
N
2
2036-07-25
Floating
0.38000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396NGH3
4371.91000000
PA
USD
4140.45000000
0.000280130619
Long
ABS-MBS
USGSE
US
N
2
2036-04-15
None
0.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBA9
140000.00000000
PA
USD
157205.14000000
0.010636035518
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.15000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
126000.00000000
PA
USD
141725.74000000
0.009588745027
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
4800.00000000
NS
335928.71000000
0.022727944463
Long
EC
CORP
JP
N
2
N
N
N
Zai Lab Ltd
549300P2UYQ9U5LY1T58
Zai Lab Ltd
98887Q104
740.00000000
NS
USD
130972.60000000
0.008861219331
Long
EC
CORP
KY
N
1
N
N
N
China Gas Holdings Ltd
254900KTSZLZ21VV8T33
China Gas Holdings Ltd
000000000
37000.00000000
NS
112939.99000000
0.007641186192
Long
EC
CORP
BM
N
2
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBS4
490000.00000000
PA
USD
498918.27000000
0.033755336756
Long
DBT
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393BGN9
26395.21000000
PA
USD
29821.62000000
0.002017642740
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
5.50000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AH7
100000.00000000
PA
USD
104319.09000000
0.007057921557
Long
DBT
CORP
US
N
2
2022-07-11
Fixed
4.88000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DS4
575000.00000000
PA
USD
551749.99000000
0.037329774910
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABG6
78000.00000000
PA
USD
83175.10000000
0.005627381635
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AM5
81000.00000000
PA
USD
87521.41000000
0.005921440134
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.70000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
4508.00000000
NS
273735.97000000
0.018520167340
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Non Gold Pool
31300LLL7
15116.48000000
PA
USD
15913.80000000
0.001076680711
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Floating
2.41000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDE3
347000.00000000
PA
USD
343437.37000000
0.023235958224
Long
DBT
CORP
US
N
2
2031-01-08
Fixed
2.35000000
N
N
N
N
N
UNITED AIR 2016-2 AA PTT
N/A
United Airlines 2016-2 Class AA Pass Through Trust
90932EAA1
611237.37000000
PA
USD
624334.35000000
0.042240618353
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
2.88000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAG1
405000.00000000
PA
USD
489127.61000000
0.033092929614
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
Tatneft PJSC
253400PAT768SVJMV121
Tatneft PJSC
876629205
1748.00000000
NS
USD
74377.40000000
0.005032155234
Long
EC
CORP
RU
N
1
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc
50212V100
3840.00000000
NS
USD
518323.20000000
0.035068217014
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398LZP6
11621.04000000
PA
USD
10818.54000000
0.000731950467
Long
ABS-MBS
USGSE
US
N
2
2040-01-15
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z60
7336000.00000000
PA
USD
7391593.09000000
0.500093359820
Long
DBT
UST
US
N
2
2022-01-31
Fixed
1.38000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
874.00000000
NS
USD
89908.38000000
0.006082935475
Long
EC
CORP
NL
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEF5
590000.00000000
PA
USD
630499.38000000
0.042657726077
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
800000.00000000
PA
USD
830934.34000000
0.056218563551
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.19000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
5106.00000000
NS
534970.33000000
0.036194512668
Long
EC
CORP
FR
N
2
N
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
Isuzu Motors Ltd
000000000
24500.00000000
NS
323520.41000000
0.021888435529
Long
EC
CORP
JP
N
2
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
12222.00000000
NS
USD
582744.96000000
0.039426803047
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Electric Corp
549300TRXM9Y6561AX39
Mitsubishi Electric Corp
000000000
11600.00000000
NS
168369.41000000
0.011391377056
Long
EC
CORP
JP
N
2
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
10638.00000000
NS
USD
523602.36000000
0.035425389389
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBP4
275000.00000000
PA
USD
335525.63000000
0.022700673260
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.20000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
293791AT6
100000.00000000
PA
USD
129238.16000000
0.008743872243
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.75000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAR2
629000.00000000
PA
USD
605368.68000000
0.040957457130
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
4024.00000000
NS
772976.28000000
0.052297292372
Long
EC
CORP
FR
N
2
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBG4
275000.00000000
PA
USD
265585.13000000
0.017968705577
Long
DBT
US
N
2
2030-10-15
Fixed
1.88000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2004-AR10 Trust
92922FWZ7
453186.52000000
PA
USD
461280.57000000
0.031208881125
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Floating
1.19000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2006-A2
466247K93
9863.03000000
PA
USD
9961.05000000
0.000673935226
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
2.51000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CF2
230000.00000000
PA
USD
279124.01000000
0.018884706215
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
4.80000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDN5
794000.00000000
PA
USD
869989.29000000
0.058860906132
Long
DBT
CORP
GB
N
2
2027-09-19
Fixed
3.28000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBM6
300000.00000000
PA
USD
307523.33000000
0.020806120338
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
3.30000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
979000.00000000
PA
USD
1138074.47000000
0.076998757710
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.33000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
549300TPZNMN50BJ3745
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BR4
230000.00000000
PA
USD
271907.85000000
0.018396482140
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
ENEOS Holdings Inc
3538001KQ5SAOZSQTT44
ENEOS Holdings Inc
000000000
14800.00000000
NS
61933.66000000
0.004190248534
Long
EC
CORP
JP
N
2
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
420000.00000000
PA
USD
441546.72000000
0.029873747111
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.88000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DA0
925000.00000000
PA
USD
966607.17000000
0.065397786564
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
Accton Technology Corp
529900M1YRZ0GWMDF920
Accton Technology Corp
000000000
12000.00000000
NS
142341.86000000
0.009630429887
Long
EC
CORP
TW
N
2
N
N
N
Opteum Mortgage Acceptance Corporation
N/A
Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5
68383NCU5
441930.84000000
PA
USD
440139.74000000
0.029778554999
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
0.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LA5W5
903600.62000000
PA
USD
969946.66000000
0.065623726595
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
3.08000000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
11727.00000000
NS
424945.72000000
0.028750572477
Long
EC
CORP
DE
N
2
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AQ0
505000.00000000
PA
USD
536807.32000000
0.036318797986
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A8Q52
99324.66000000
PA
USD
100502.22000000
0.006799683404
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Floating
0.59000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
30037DAA3
212000.00000000
PA
USD
215884.49000000
0.014606107049
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-2
23345EAE5
582000.00000000
PA
USD
583828.35000000
0.039500102015
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.10000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2004-QA4 Trust
76110HZL6
16635.95000000
PA
USD
16766.69000000
0.001134384730
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
3.09000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
124857AR4
93000.00000000
PA
USD
98814.32000000
0.006685485075
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
Autobio Diagnostics Co Ltd
300300HTZSCUCA32U369
Autobio Diagnostics Co Ltd
000000000
4940.00000000
NS
57928.76000000
0.003919288827
Long
EC
CORP
CN
N
2
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR SEP21 XOSE 20210909
000000000
21.00000000
NC
-23887.39000000
-0.00161615026
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPU1 Index
2021-09-09
410683770.00000000
JPY
-23887.39000000
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
367000.00000000
PA
USD
389537.76000000
0.026354974469
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92000000
N
N
N
N
N
N
Hutchmed China Ltd
2138006X34YDQ6OBYE79
Hutchmed China Ltd
44842L103
1247.00000000
NS
USD
48969.69000000
0.003313144609
Long
EC
CORP
KY
N
1
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
4539.00000000
NS
484336.96000000
0.032768808383
Long
EC
CORP
FR
N
2
N
N
N
Aspen Technology Inc
529900B0MZWTVFG7CB96
Aspen Technology Inc
045327103
2788.00000000
NS
USD
383461.52000000
0.025943874015
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QD3
265000.00000000
PA
USD
368815.82000000
0.024952989204
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.38000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBR6
610000.00000000
PA
USD
613347.77000000
0.041497298796
Long
DBT
US
N
2
2028-05-15
Fixed
2.00000000
N
N
N
N
N
N
China Vanke Co Ltd
529900E66UJ2DWY7KW55
China Vanke Co Ltd
000000000
32500.00000000
NS
101715.54000000
0.006881773052
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371NPU3
4623.51000000
PA
USD
5239.94000000
0.000354518865
Long
ABS-MBS
USGSE
US
N
2
2037-12-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132J9AP3
133008.24000000
PA
USD
143339.69000000
0.009697940118
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBC5
291000.00000000
PA
USD
294204.56000000
0.019905011692
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
398000.00000000
PA
USD
445481.40000000
0.030139955940
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2005-8
45254NRH2
480952.93000000
PA
USD
463084.61000000
0.031330937143
Long
ABS-MBS
CORP
US
N
2
2036-02-25
Floating
0.79000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BD74
357164.00000000
PA
USD
357711.85000000
0.024201727386
Long
ABS-MBS
USGA
US
N
2
2062-12-20
Floating
0.45000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AJLC8
851082.00000000
PA
USD
904391.82000000
0.061188479716
Long
ABS-MBS
USGSE
US
N
2
2024-01-25
Variable
3.50000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B2HA3
1342000.00000000
PA
USD
1516307.41000000
0.102588881443
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.48000000
N
N
N
N
N
N
ABIOMED Inc
5493001EZN4ZTB4Z5887
ABIOMED Inc
003654100
148.00000000
NS
USD
46192.28000000
0.003125233251
Long
EC
CORP
US
N
1
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
480000.00000000
PA
USD
478419.65000000
0.032368460663
Long
DBT
CORP
IT
N
2
2027-06-03
Fixed
1.98000000
N
N
N
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAF1
45000.00000000
PA
USD
48780.26000000
0.003300328335
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.45000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
3374.00000000
NS
USD
388111.22000000
0.026258458985
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
190000.00000000
PA
USD
212959.81000000
0.014408231837
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PW2
2253000.00000000
PA
USD
3103507.50000000
0.209974152257
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.38000000
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
03524BAF3
45000.00000000
PA
USD
54751.20000000
0.003704304502
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
4.63000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ABB59
50215.62000000
PA
USD
54084.74000000
0.003659213786
Long
ABS-MBS
USGSE
US
N
2
2041-05-15
Floating
5.50000000
N
N
N
N
N
N
Countrywide Alternative Loan Trust
N/A
Alternative Loan Trust 2004-27CB
12667FWU5
194711.74000000
PA
USD
192148.48000000
0.013000198709
Long
ABS-MBS
CORP
US
N
2
2034-12-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RHF6
454266.93000000
PA
USD
457852.32000000
0.030976935854
Long
ABS-MBS
USGA
US
N
2
2065-09-20
Floating
0.63000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JJ0
170000.00000000
PA
USD
193401.09000000
0.013084946602
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AQ0
580000.00000000
PA
USD
559061.95000000
0.037824480530
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAK0
405000.00000000
PA
USD
407966.90000000
0.027601835657
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAF9
370000.00000000
PA
USD
384035.18000000
0.025982686156
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAC0
90000.00000000
PA
USD
88692.35000000
0.006000662477
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.40000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR2 Trust
02665UAE5
150000.00000000
PA
USD
164734.70000000
0.011145463312
Long
ABS-O
CORP
US
N
2
2036-10-17
Fixed
6.23000000
N
N
N
N
N
N
DELMARVA PWR & LIGHT CO
NJ98T8DDD027ZFXUDB24
Delmarva Power & Light Co
247109BR1
337000.00000000
PA
USD
382436.07000000
0.025874495096
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BC7
120000.00000000
PA
USD
176669.76000000
0.011952954225
Long
DBT
CORP
US
N
2
2055-10-23
Fixed
6.83000000
N
N
N
N
N
N
Country Garden Services Holdings Co Ltd
549300P2JRKENZSEBB42
Country Garden Services Holdings Co Ltd
000000000
15000.00000000
NS
162088.02000000
0.010966396759
Long
EC
CORP
KY
N
2
N
N
N
GAIF BOND ISSUER P/L
2138007UNQRHCRSBNZ86
GAIF Bond Issuer Pty Ltd
361435AA8
184000.00000000
PA
USD
200225.32000000
0.013546653851
Long
DBT
CORP
AU
N
2
2026-09-30
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810FT0
6024000.00000000
PA
USD
8275705.30000000
0.559909781012
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31394MJJ0
48566.54000000
PA
USD
50538.44000000
0.003419281601
Long
ABS-MBS
USGSE
US
N
2
2023-12-15
Fixed
5.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DD7
386000.00000000
PA
USD
430693.87000000
0.029139475330
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.45000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
685000.00000000
PA
USD
766672.83000000
0.051870819560
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HN6
223000.00000000
PA
USD
288657.34000000
0.019529703169
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
577000.00000000
PA
USD
555801.02000000
0.037603855636
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAZ6
141000.00000000
PA
USD
156995.67000000
0.010621863396
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828U24
245000.00000000
PA
USD
258666.41000000
0.017500605414
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
JPMorgan Value Advantage Fund
549300P7ZUUEK5GQXK57
JPMorgan Value Advantage Fund
46641U382
1504776.08200000
NS
USD
64946135.70000000
4.394063744322
Long
EC
RF
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAX7
550000.00000000
PA
USD
606600.85000000
0.041040822114
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.43000000
N
N
N
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003 26A
86359AS95
130716.10000000
PA
USD
134779.24000000
0.009118765352
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
2.36000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR10 Trust
92922FW53
522688.67000000
PA
USD
526445.39000000
0.035617740403
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
3.10000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
DJ US REAL ESTATE SEP21 XCBT 20210917
000000000
145.00000000
NC
USD
-171830.00000000
-0.01162551035
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Dow Jones U.S. Real Estate Index
DJEU1 Index
2021-09-17
5926880.00000000
USD
-171830.00000000
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AN5
180000.00000000
PA
USD
194164.60000000
0.013136603434
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.00000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-4
576434PX6
19642.79000000
PA
USD
20223.61000000
0.001368269728
Long
ABS-MBS
CORP
US
N
2
2034-05-25
Fixed
5.50000000
N
N
N
N
N
N
MULTICARE HEALTH SYSTEM
549300OSCVFLGLKTTI33
MultiCare Health System
62548LAA0
120000.00000000
PA
USD
118026.78000000
0.007985343381
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.80000000
N
N
N
N
N
N
LL ABS Trust 2019-1
N/A
LL ABS Trust 2019-1
50202AAA6
29792.45000000
PA
USD
29814.48000000
0.002017159669
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
2.87000000
N
N
N
N
N
N
HERO Funding Trust
549300Z5C0ID42MSJA91
Hero Funding 2017-3
42771AAB2
399857.69000000
PA
USD
417954.01000000
0.028277534026
Long
ABS-O
CORP
KY
N
2
2048-09-20
Fixed
3.95000000
N
N
N
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
16500.00000000
NS
128569.22000000
0.008698613738
Long
EC
CORP
KY
N
2
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AH3
465000.00000000
PA
USD
567547.29000000
0.038398573576
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
5.15000000
N
N
N
N
N
N
INTACT US HOLDINGS INC
N/A
Intact US Holdings Inc
68245JAB6
250000.00000000
PA
USD
262021.84000000
0.017727623898
Long
DBT
CORP
US
N
2
2022-11-09
Fixed
4.60000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
120000.00000000
PA
USD
117859.18000000
0.007974004060
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AGZH8
297263.63000000
PA
USD
258783.83000000
0.017508549704
Long
ABS-MBS
USGSE
US
N
2
2043-10-25
None
0.00000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL/DC
549300C1PQZDYQ6KZS51
Children's Hospital/DC
16876DAA6
180000.00000000
PA
USD
178887.93000000
0.012103029056
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
2.93000000
N
N
N
N
N
N
LEHMAN BROTHERS HOLDINGS
549300FDK6ZP3YIHRJ47
Lehman Brothers Holdings Inc
52522L590
899000.00000000
PA
USD
699.87000000
0.000047351137
Long
DBT
CORP
US
N
2
2009-01-27
None
0.00000000
Y
N
N
N
N
Coeur Mining Inc
Coeur Mining Inc
USD
XXXX
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378AS36
63769.44000000
PA
USD
74126.74000000
0.005015196319
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Variable
5.88000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAH3
70000.00000000
PA
USD
70343.54000000
0.004759236179
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.13000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AS0
410000.00000000
PA
USD
426521.96000000
0.028857216220
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.47000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BC4
165000.00000000
PA
USD
159936.11000000
0.010820804883
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022691
27590000.00000000
PA
USD
28438177.02000000
1.924043074331
Long
ABS-MBS
USGSE
US
N
2
2051-09-15
Fixed
2.50000000
N
N
N
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
15049.00000000
NS
295480.50000000
0.019991338025
Long
EC
CORP
GB
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
275000.00000000
PA
USD
313891.15000000
0.021236948234
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WCX9
137000.00000000
PA
USD
149024.47000000
0.010082555545
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.00000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AG5
235000.00000000
PA
USD
219415.04000000
0.014844973635
Long
DBT
CORP
US
N
2
2051-02-10
Fixed
2.80000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2004-9
81744FDV6
89421.80000000
PA
USD
87417.96000000
0.005914441013
Long
ABS-MBS
CORP
US
N
2
2034-10-20
Floating
0.77000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LP3
346000.00000000
PA
USD
343268.29000000
0.023224518770
Long
DBT
UST
US
N
2
2023-11-15
None
0.00000000
N
N
N
N
N
Envestnet Inc
549300HLWZ5OKIDM8737
Envestnet Inc
29404K106
3823.00000000
NS
USD
290012.78000000
0.019621408237
Long
EC
CORP
US
N
1
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
30082.00000000
NS
83923.20000000
0.005677995872
Long
EC
CORP
AU
N
2
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets CMN Owner Trust
45254TNG5
25193.50000000
PA
USD
26025.99000000
0.001760841624
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
5.14000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCD6
222000.00000000
PA
USD
219884.68000000
0.014876748091
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
2.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
815000.00000000
PA
USD
861947.81000000
0.058316843344
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.74000000
N
N
N
N
N
N
AMER AIRLINE 16-3 AA PTT
N/A
American Airlines 2016-3 Class AA Pass Through Trust
023771R91
379195.97000000
PA
USD
385505.79000000
0.026082183286
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
3.00000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
1024000.00000000
PA
USD
971357.98000000
0.065719212339
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets PLC
63906YAB4
565000.00000000
PA
USD
562286.92000000
0.038042672476
Long
DBT
CORP
GB
N
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
AGC Inc
JE4WFFEELMVPFZ0G1E77
AGC Inc
000000000
3200.00000000
NS
134227.46000000
0.009081433546
Long
EC
CORP
JP
N
2
N
N
COOF Securitization Trust
N/A
COOF Securitization Trust 2014-1 Ltd
12631UAA3
96717.35000000
PA
USD
8408.41000000
0.000568888189
Long
ABS-O
USGA
US
N
2
2040-06-25
Variable
3.02000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YX2
420000.00000000
PA
USD
438014.06000000
0.029634737768
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397SHK3
537043.28000000
PA
USD
579291.13000000
0.039193127109
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Fixed
3.50000000
N
N
N
N
N
N
Longfor Group Holdings Ltd
254900UJX27B2F1JYR13
Longfor Group Holdings Ltd
000000000
21500.00000000
NS
120455.16000000
0.008149640400
Long
EC
CORP
KY
Y
2
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
2105.00000000
NS
USD
297352.30000000
0.020117978485
Long
EC
CORP
US
N
1
N
N
N
HARTFORD HEALTHCARE CORP
549300W3L482NUDOFF24
Hartford HealthCare Corp
41652PAC3
580000.00000000
PA
USD
609380.97000000
0.041228916823
Long
DBT
CORP
US
N
2
2054-07-01
Fixed
3.45000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
9797.00000000
NS
USD
898286.93000000
0.060775440887
Long
EC
CORP
US
N
1
N
N
N
Realtek Semiconductor Corp
5299002E7F36O00MYY75
Realtek Semiconductor Corp
000000000
9000.00000000
NS
163122.48000000
0.011036385267
Long
EC
CORP
TW
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBZ3
4280000.00000000
PA
USD
4296718.75000000
0.290703301673
Long
DBT
UST
US
N
2
2028-04-30
Fixed
1.25000000
N
N
N
N
N
N
BOE Technology Group Co Ltd
N/A
BOE Technology Group Co Ltd
000000000
101100.00000000
NS
97635.05000000
0.006605699149
Long
EC
CORP
CN
N
2
N
N
N
WestRock Co
N/A
WestRock Co
96145D105
3544.00000000
NS
USD
188611.68000000
0.012760909265
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284M9
175000.00000000
PA
USD
189847.66000000
0.012844532022
Long
DBT
UST
US
N
2
2025-04-30
Fixed
2.88000000
N
N
N
N
N
N
China CYTS Tours Holding Co Ltd
N/A
China CYTS Tours Holding Co Ltd
000000000
17100.00000000
NS
27787.88000000
0.001880045898
Long
EC
CORP
CN
N
2
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BY4
133000.00000000
PA
USD
142499.10000000
0.009641068281
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
3442.00000000
NS
USD
559393.84000000
0.037846935227
Long
EC
CORP
US
N
1
N
N
N
TEXAS HEALTH RESOURCES
54930008C10TUBW7Z611
Texas Health Resources
882484AC2
110000.00000000
PA
USD
99735.38000000
0.006747801275
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.33000000
N
N
N
N
N
N
Driven Brands Holdings Inc
N/A
Driven Brands Holdings Inc
26210V102
8882.00000000
NS
USD
274631.44000000
0.018580752196
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
9394.00000000
NS
USD
458521.14000000
0.031022186240
Long
EC
CORP
US
N
1
N
N
N
Ohio State University/The
JFC10ZULKO4X2E3HBY86
OHIO ST UNIV
677632PA3
91000.00000000
PA
USD
129032.15000000
0.008729934214
Long
DBT
MUN
US
N
2
2111-06-01
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396HVT3
8946.74000000
PA
USD
8399.54000000
0.000568288071
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
77000.00000000
PA
USD
74082.23000000
0.005012184904
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
63694.00000000
NS
243153.28000000
0.016451032851
Long
EC
CORP
ES
N
2
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
270000.00000000
PA
USD
288607.29000000
0.019526316934
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAA3
1390000.00000000
PA
USD
1449620.71000000
0.098077056258
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.59000000
N
N
N
N
N
N
TIME WARNER ENTERTAINMEN
N/A
Time Warner Entertainment Co LP
88731EAJ9
260000.00000000
PA
USD
394414.23000000
0.026684902028
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.38000000
N
N
N
N
N
N
BeiGene Ltd
549300JFUK6FRD5MH739
BeiGene Ltd
07725L102
425.00000000
NS
USD
145855.75000000
0.009868169307
Long
EC
CORP
KY
N
1
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
38376AAB9
251000.00000000
PA
USD
259172.46000000
0.017534843262
Long
DBT
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359GQB5
18450.30000000
PA
USD
18520.16000000
0.001253019332
Long
ABS-MBS
USGSE
US
N
2
2024-02-25
Floating
0.74000000
N
N
N
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
29600.00000000
NS
263047.52000000
0.017797018378
Long
EC
CORP
SG
N
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
827000.00000000
PA
USD
950882.44000000
0.064333897770
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ADA2
18103.58000000
PA
USD
20158.65000000
0.001363874727
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359KWV5
32121.87000000
PA
USD
32381.89000000
0.002190863048
Long
ABS-MBS
USGSE
US
N
2
2023-07-25
Floating
1.34000000
N
N
N
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
929.00000000
NS
USD
346935.05000000
0.023472600923
Long
EC
CORP
US
N
1
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
1410.00000000
NS
270347.47000000
0.018290911437
Long
EC
CORP
DE
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
3853.00000000
NS
USD
550709.29000000
0.037259364221
Long
EC
CORP
US
N
1
N
N
N
FTF 2019 1 A FRN 15 AUG 2020
N/A
FTF 2019 1 A FRN 15 AUG 2020 FTF 2019 1 A FRN 15 AUG 2020
000000000
373346.38000000
PA
USD
282809.88000000
0.019134081294
Long
ABS-O
CORP
US
N
2
2024-08-15
None
0.00000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
70248.00000000
NS
1990464.05000000
0.134668919439
Long
EC
CORP
KY
N
2
N
N
N
Fuyao Glass Industry Group Co Ltd
549300AS5CSLWETN0P64
Fuyao Glass Industry Group Co Ltd
000000000
9600.00000000
NS
67632.63000000
0.004575824014
Long
EC
CORP
CN
Y
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137GAFL6
332460.27000000
PA
USD
356694.76000000
0.024132914080
Long
ABS-MBS
USGSE
US
N
2
2030-10-15
Fixed
4.00000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BY9
110000.00000000
PA
USD
116458.75000000
0.007879255102
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.32000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
295000.00000000
PA
USD
349660.84000000
0.023657019825
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DF5
536000.00000000
PA
USD
590912.73000000
0.039979410244
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.88000000
N
N
N
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3132HTZ66
351406.31000000
PA
USD
368806.81000000
0.024952379614
Long
ABS-MBS
USGSE
US
N
2
2044-01-15
Fixed
3.00000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CG5
1078000.00000000
PA
USD
1150261.80000000
0.077823316466
Long
DBT
CORP
NL
N
2
2030-04-06
Fixed
2.75000000
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
22566.00000000
NS
1080370.09000000
0.073094649770
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAUG7
999334.56000000
PA
USD
1068363.39000000
0.072282311906
Long
ABS-MBS
USGA
US
N
2
2070-10-20
Variable
2.93000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
3935.00000000
NS
623461.13000000
0.042181538867
Long
EC
CORP
DE
N
2
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AM2
394000.00000000
PA
USD
471427.13000000
0.031895367410
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.38000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP21 XCBT 20210930
000000000
-172.00000000
NC
USD
32838.54000000
0.002221758638
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVU1 Comdty
2021-09-30
-21262744.88000000
USD
32838.54000000
N
N
N
Bidvest Group Ltd/The
5299002ARE4TRMIRGM72
Bidvest Group Ltd/The
000000000
4985.00000000
NS
66487.61000000
0.004498355343
Long
EC
CORP
ZA
N
2
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
15159.00000000
NS
320023.11000000
0.021651818539
Long
EC
CORP
AU
N
2
N
N
N
Structured Asset Mortgage Investments Inc
N/A
Structured Asset Mortgage Investments II Trust 2005-AR5
86359LPF0
68896.29000000
PA
USD
69818.81000000
0.004723734497
Long
ABS-MBS
CORP
US
N
2
2035-07-19
Floating
0.59000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCE3
314000.00000000
PA
USD
327737.50000000
0.022173751384
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.13000000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
9454.00000000
NS
445937.05000000
0.030170783873
Long
EC
CORP
NL
N
2
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DJ4
171000.00000000
PA
USD
233882.28000000
0.015823784370
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.00000000
N
N
N
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix Inc
000000000
3263.00000000
NS
369429.03000000
0.024994477182
Long
EC
CORP
KR
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2013-SFS Mortgage Trust
12625EAC3
156000.00000000
PA
USD
159839.16000000
0.010814245532
Long
ABS-MBS
CORP
US
N
2
2035-04-12
Variable
3.09000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
230000.00000000
PA
USD
229925.57000000
0.015556085056
Long
DBT
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAC5
390000.00000000
PA
USD
400737.11000000
0.027112689416
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
3.13000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
2350.00000000
NS
USD
1529145.00000000
0.103457434871
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377UD88
249114.48000000
PA
USD
340228.13000000
0.023018830523
Long
ABS-MBS
USGA
US
N
2
2041-04-20
Fixed
5.00000000
N
Y
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
771000.00000000
PA
USD
817446.41000000
0.055306010040
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.98000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BS1
719000.00000000
PA
USD
693532.11000000
0.046922334442
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
Exelixis Inc
254900PJQB59O2O95R37
Exelixis Inc
30161Q104
6567.00000000
NS
USD
119650.74000000
0.008095215719
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BM9
130000.00000000
PA
USD
149500.74000000
0.010114778566
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
3.95000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AK8
170000.00000000
PA
USD
168365.20000000
0.011391092220
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
3700.00000000
NS
71044.84000000
0.004806684066
Long
EC
CORP
SG
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396JMX0
96124.30000000
PA
USD
102711.02000000
0.006949124289
Long
ABS-MBS
USGSE
US
N
2
2026-03-15
Fixed
5.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
689000.00000000
PA
USD
682000.12000000
0.046142114055
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
333000.00000000
PA
USD
407283.61000000
0.027555606273
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
1151000.00000000
PA
USD
1256143.85000000
0.084986983281
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
78.00000000
NS
USD
116393.16000000
0.007874817476
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397PGA2
12694.24000000
PA
USD
11779.18000000
0.000796944532
Long
ABS-MBS
USGSE
US
N
2
2032-09-15
None
0.00000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-3
35563PGL7
2184698.75000000
PA
USD
2385505.77000000
0.161396275588
Long
ABS-MBS
USGSE
US
N
2
2057-08-25
Variable
4.00000000
N
N
N
N
N
N
Huazhu Group Ltd
549300Y5ML31FVN83730
Huazhu Group Ltd
000000000
16500.00000000
NS
88510.88000000
0.005988384752
Long
EC
CORP
KY
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283G7D3
23164.80000000
PA
USD
25970.24000000
0.001757069743
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
6.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBH3
589000.00000000
PA
USD
702142.49000000
0.047504887325
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.25000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BP9
464000.00000000
PA
USD
520134.73000000
0.035190779784
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.90000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HT3
515000.00000000
PA
USD
467932.48000000
0.031658929711
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.50000000
N
N
N
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
1809.00000000
NS
495392.83000000
0.033516815897
Long
EC
CORP
DE
N
2
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
388.00000000
NS
USD
96565.44000000
0.006533332496
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
90000.00000000
PA
USD
91133.73000000
0.006165839038
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189TAZ7
200000.00000000
PA
USD
289282.17000000
0.019571977322
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMC3
725000.00000000
PA
USD
728995.03000000
0.049321650881
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBT4
745000.00000000
PA
USD
892333.61000000
0.060372656837
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.44000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
152147204.38000000
PA
USD
152147204.38000000
10.29383053141
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-07-01
155593400.00000000
USD
155190194.75577600
USD
UST
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BBSN3
1980000.00000000
PA
USD
246027.28000000
0.016645479203
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Variable
2.11000000
N
N
N
N
N
N
Lotte Chemical Corp
988400TPNFJZDPI94Y56
Lotte Chemical Corp
000000000
301.00000000
NS
70161.61000000
0.004746927333
Long
EC
CORP
KR
N
2
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BF2
844000.00000000
PA
USD
1007225.02000000
0.068145870344
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.88000000
N
N
N
N
N
N
Skshu Paint Co Ltd
N/A
Skshu Paint Co Ltd
000000000
3200.00000000
NS
87163.10000000
0.005897197938
Long
EC
CORP
CN
N
2
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AC5
350000.00000000
PA
USD
379775.13000000
0.025694463754
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBA6
272000.00000000
PA
USD
285817.90000000
0.019337595044
Long
DBT
CORP
JP
N
2
2030-09-13
Fixed
2.87000000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
11953.00000000
NS
812978.84000000
0.055003747447
Long
EC
CORP
DE
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKG6
475000.00000000
PA
USD
471872.68000000
0.031925512007
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAJ7
206000.00000000
PA
USD
234551.40000000
0.015869055053
Long
DBT
CORP
IT
N
2
2029-05-09
Fixed
4.25000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448ET1
72000.00000000
PA
USD
82297.04000000
0.005567974689
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
3.50000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DP2
285000.00000000
PA
USD
292149.69000000
0.019765985256
Long
DBT
CORP
US
N
2
2032-01-05
Fixed
2.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BR5
200000.00000000
PA
USD
204363.86000000
0.013826655245
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.25000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
3195.00000000
NS
USD
261255.15000000
0.017675751917
Long
EC
CORP
US
N
1
N
N
N
NEW ENGLAND POWER CO
549300DTVRGN9GYD5U85
New England Power Co
644188BF0
92000.00000000
PA
USD
99801.58000000
0.006752280171
Long
DBT
CORP
US
N
2
2047-12-05
Fixed
3.80000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
57000.00000000
PA
USD
66627.78000000
0.004507838831
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust
92925DAB6
177374.56000000
PA
USD
175967.25000000
0.011905424473
Long
ABS-MBS
CORP
US
N
2
2046-12-25
Floating
0.94000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAN1
10000000.00000000
PA
USD
9998046.90000000
0.676438327297
Long
DBT
UST
US
N
2
2022-09-30
Fixed
0.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377ULE6
113517.37000000
PA
USD
121244.63000000
0.008203053609
Long
ABS-MBS
USGA
US
N
2
2033-01-16
Fixed
5.50000000
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
1882.00000000
NS
USD
248104.06000000
0.016785988005
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
1192.00000000
NS
USD
433208.56000000
0.029309611830
Long
EC
CORP
US
N
1
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FH5
130000.00000000
PA
USD
153363.25000000
0.010376104586
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
3.80000000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
5255.00000000
NS
USD
325652.35000000
0.022032676293
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
3555.00000000
NS
USD
333778.95000000
0.022582498050
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
8000.00000000
NS
267806.83000000
0.018119019238
Long
EC
CORP
JP
N
2
N
N
N
Jiangsu Hengshun Vinegar Industry Co Ltd
N/A
Jiangsu Hengshun Vinegar Industry Co Ltd
000000000
12000.00000000
NS
35509.06000000
0.002402438135
Long
EC
CORP
CN
N
2
N
N
N
Kinsale Capital Group Inc
529900QTUQHNZ6HOA508
Kinsale Capital Group Inc
49714P108
2648.00000000
NS
USD
436310.96000000
0.029519511052
Long
EC
CORP
US
N
1
N
N
N
Raia Drogasil SA
N/A
Raia Drogasil SA
000000000
16504.00000000
NS
81992.41000000
0.005547364322
Long
EC
CORP
BR
N
1
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAH3
620000.00000000
PA
USD
614659.95000000
0.041586077020
Long
DBT
CORP
NL
N
2
2028-01-24
Fixed
1.71000000
N
N
N
N
N
N
ENI USA INC
N/A
Eni USA Inc
51808BAE2
150000.00000000
PA
USD
195806.87000000
0.013247714572
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
7.30000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
1134.00000000
NS
USD
216866.16000000
0.014672523942
Long
EC
CORP
US
N
1
N
N
N
MACQUARIE GROUP LTD
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55607PAG0
390000.00000000
PA
USD
391480.05000000
0.026486384074
Long
DBT
CORP
AU
N
2
2032-06-23
Fixed
2.69000000
N
N
N
N
N
N
Tongwei Co Ltd
3003009CW4QYMCG0BH89
Tongwei Co Ltd
000000000
7600.00000000
NS
50894.46000000
0.003443368863
Long
EC
CORP
CN
N
2
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
940000.00000000
PA
USD
956732.00000000
0.064729661725
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.00000000
N
N
N
N
N
N
Chase Funding Mortgage Loan Asset-Backed CTFS
N/A
Chase Funding Trust Series 2003-5
161546GR1
576893.50000000
PA
USD
557048.77000000
0.037688274717
Long
ABS-O
CORP
US
N
2
2033-07-25
Floating
0.69000000
N
N
N
N
N
N
MLCC Mortgage Investors Inc
N/A
Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E
589929Y36
170141.74000000
PA
USD
172054.83000000
0.011640721690
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
0.71000000
N
N
N
N
N
N
Advantech Co Ltd
2549002OSTKE9HB9IY03
Advantech Co Ltd
000000000
8998.00000000
NS
111415.34000000
0.007538032875
Long
EC
CORP
TW
N
2
N
N
N
MRCD Mortgage Trust
N/A
MRCD 2019-MARK Mortgage Trust
55348UAG3
1230000.00000000
PA
USD
1281733.19000000
0.086718282456
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Fixed
2.72000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FD5
698000.00000000
PA
USD
775645.73000000
0.052477899476
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.55000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
18028.00000000
NS
USD
363805.04000000
0.024613974627
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
385000.00000000
PA
USD
396935.00000000
0.026855449882
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.00000000
N
N
N
N
N
N
FannieMae Whole Loan
N/A
Fannie Mae Trust 2002-W8
31392DP89
743998.79000000
PA
USD
852537.20000000
0.057680149262
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Fixed
6.50000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
556079AD3
390000.00000000
PA
USD
388011.72000000
0.026251727109
Long
DBT
CORP
AU
N
2
2036-03-03
Fixed
3.05000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGG3
290000.00000000
PA
USD
292860.07000000
0.019814047469
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
1.45000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
385000.00000000
PA
USD
507315.01000000
0.034323435387
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.32000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417106
8466.00000000
NS
USD
396886.08000000
0.026852140099
Long
EC
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBK5
83000.00000000
PA
USD
79311.11000000
0.005365955483
Long
DBT
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
277000.00000000
PA
USD
270875.53000000
0.018326638417
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AK7
329000.00000000
PA
USD
367665.61000000
0.024875169392
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
1841.00000000
NS
USD
284268.81000000
0.019232788189
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BR95
23717.89000000
PA
USD
23882.00000000
0.001615785592
Long
ABS-MBS
USGA
US
N
2
2063-04-20
Fixed
1.65000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
955.00000000
NS
USD
36586.05000000
0.002475304098
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BK84
20512.89000000
PA
USD
20620.61000000
0.001395129576
Long
ABS-MBS
USGA
US
N
2
2063-02-20
Fixed
1.65000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AV6
175000.00000000
PA
USD
193136.60000000
0.013067051990
Long
DBT
US
N
2
2025-04-15
Fixed
3.88000000
N
N
N
N
N
N
MASTR Seasoned Securitization Trust
N/A
MASTR Seasoned Securitization Trust 2004-2
55265WCB7
37625.87000000
PA
USD
39268.63000000
0.002656799538
Long
ABS-MBS
CORP
US
N
2
2032-08-25
Variable
6.50000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAN6
250000.00000000
PA
USD
246231.33000000
0.016659284624
Long
DBT
CORP
US
N
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2004-NC8
61744CHT6
238983.48000000
PA
USD
239799.13000000
0.016224100967
Long
ABS-O
CORP
US
N
2
2034-09-25
Floating
1.74000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M56
52000.00000000
PA
USD
55339.38000000
0.003744099024
Long
DBT
UST
US
N
2
2025-11-15
Fixed
2.25000000
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
8882.00000000
NS
543831.93000000
0.036794062354
Long
EC
CORP
SE
N
2
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
757000.00000000
PA
USD
755982.09000000
0.051147515663
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136ALYF2
842310.20000000
PA
USD
895588.43000000
0.060592868346
Long
ABS-MBS
USGSE
US
N
2
2024-08-25
Variable
3.02000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAE5
146000.00000000
PA
USD
177562.56000000
0.012013358436
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.85000000
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DQ0
554000.00000000
PA
USD
571820.27000000
0.038687670784
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QZ4
1440000.00000000
PA
USD
1721756.25000000
0.116488943231
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.13000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397NZN8
21306.17000000
PA
USD
23294.78000000
0.001576056021
Long
ABS-MBS
USGSE
US
N
2
2039-05-25
Fixed
5.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABX2
433000.00000000
PA
USD
427141.51000000
0.028899133144
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AG0
435000.00000000
PA
USD
472050.24000000
0.031937525192
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.62000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
670000.00000000
PA
USD
804676.35000000
0.054442025492
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AS5
200000.00000000
PA
USD
221686.81000000
0.014998674885
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AD3
670000.00000000
PA
USD
738621.83000000
0.049972971740
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
Clicks Group Ltd
378900E967958A677472
Clicks Group Ltd
000000000
3781.00000000
NS
65052.79000000
0.004401279659
Long
EC
CORP
ZA
N
2
N
N
Certara Inc
N/A
Certara Inc
15687V109
7038.00000000
NS
USD
199386.54000000
0.013489904473
Long
EC
CORP
US
N
1
N
N
N
Rakuten Group Inc
529900IMXUCQKUL1H943
Rakuten Group Inc
000000000
11900.00000000
NS
134322.88000000
0.009087889382
Long
EC
CORP
JP
N
2
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
859.00000000
NS
USD
236903.61000000
0.016028198635
Long
EC
CORP
US
N
1
N
N
N
S-Oil Corp
988400QTUXYDN8W3MZ32
S-Oil Corp
000000000
1450.00000000
NS
131976.20000000
0.008929119943
Long
EC
CORP
KR
N
2
N
N
N
Haier Smart Home Co Ltd
3003002BYTNGNJTWSH07
Haier Smart Home Co Ltd
000000000
31400.00000000
NS
109596.49000000
0.007414974856
Long
EC
CORP
CN
N
2
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AH1
205000.00000000
PA
USD
215524.46000000
0.014581748482
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468W2
380000.00000000
PA
USD
379848.16000000
0.025699404748
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
0.53000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAG3
200000.00000000
PA
USD
213579.77000000
0.014450176500
Long
DBT
CORP
IT
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
ALEXANDER FUNDING TRUST
N/A
Alexander Funding Trust
014621AA4
1665000.00000000
PA
USD
1695913.52000000
0.114740500438
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.84000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GT4
71000.00000000
PA
USD
71062.36000000
0.004807869418
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
67775.00000000
NS
USD
9282464.00000000
0.628024101522
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BZQ8
152613.45000000
PA
USD
153259.07000000
0.010369056075
Long
ABS-MBS
USGA
US
N
2
2062-10-20
Floating
0.62000000
N
N
N
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
1200.00000000
NS
697997.21000000
0.047224429922
Long
EC
CORP
JP
N
2
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
2468.00000000
NS
USD
405862.60000000
0.027459464933
Long
EC
US
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
13549.00000000
NS
497073.64000000
0.033630534538
Long
EC
CORP
AT
N
2
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAA8
1040000.00000000
PA
USD
1088203.62000000
0.073624643276
Long
DBT
CORP
KY
N
2
2022-08-15
Fixed
5.25000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557FAD8
200000.00000000
PA
USD
208878.09000000
0.014132074716
Long
DBT
CORP
FI
N
2
2022-09-21
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2018-2
35563PFP9
2201233.08000000
PA
USD
2389027.10000000
0.161634518376
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
4.00000000
N
N
N
N
N
N
Moelis & Co
549300891QNU7VTQUR83
Moelis & Co
60786M105
5793.00000000
NS
USD
329563.77000000
0.022297311419
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398LNP9
4.44000000
PA
USD
0.03000000
0.000000002029
Long
ABS-MBS
USGSE
US
N
2
2024-12-15
Fixed
4.50000000
N
N
N
N
N
N
Al Rajhi Bank
558600BQZS4Y1DTU8589
Al Rajhi Bank
000000000
7390.00000000
NS
218709.01000000
0.014797205731
Long
EC
CORP
SA
N
2
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
630.00000000
NS
USD
169066.80000000
0.011438560404
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BZ6
105000.00000000
PA
USD
114843.75000000
0.007769988971
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BA3
120000.00000000
PA
USD
145109.42000000
0.009817674824
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
WEA FINANCE LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAH1
520000.00000000
PA
USD
536977.16000000
0.036330288859
Long
DBT
US
N
2
2027-01-15
Fixed
2.88000000
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
100000.00000000
PA
USD
101451.15000000
0.006863885206
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.13000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAY8
545000.00000000
PA
USD
559659.94000000
0.037864938768
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
3.00000000
N
N
N
N
N
N
Commerce Bancshares Inc/MO
N/A
Commerce Bancshares Inc/MO
200525103
3489.00000000
NS
USD
260139.84000000
0.017600293336
Long
EC
CORP
US
N
1
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
1585.00000000
NS
107682.36000000
0.007285470473
Long
EC
CORP
CH
N
2
N
N
N
FMC GMSR ISSUER TR
N/A
FMC GMSR ISSUER TR 02/24 3.69
30259RAG0
1965000.00000000
PA
USD
1965237.77000000
0.132962183832
Long
ABS-MBS
CORP
US
N
2
2024-02-25
Fixed
3.69000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
290000.00000000
PA
USD
244642.19000000
0.016551768104
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.38000000
N
N
N
N
N
N
Gold Key Resorts LLC
549300MORAF4RGEXUA95
Gold Key Resorts 2014-A LLC
38061LAA7
25385.58000000
PA
USD
25692.45000000
0.001738275292
Long
ABS-O
CORP
US
N
2
2031-03-17
Fixed
3.22000000
N
N
N
N
N
N
Chase Funding Mortgage Loan Asset-Backed CTFS
N/A
Chase Funding Trust Series 2003-2
161546EW2
246763.22000000
PA
USD
239140.58000000
0.016179545419
Long
ABS-O
CORP
US
N
2
2033-02-25
Floating
0.65000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
98000.00000000
NS
2092777.03000000
0.141591113518
Long
EC
CORP
TW
N
2
N
N
N
Han's Laser Technology Industry Group Co Ltd
300300MZXZR87BGKOZ23
Han's Laser Technology Industry Group Co Ltd
000000000
6300.00000000
NS
39380.79000000
0.002664387953
Long
EC
CORP
CN
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397FVL3
10156.36000000
PA
USD
9039.70000000
0.000611599406
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
None
0.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406PHB8
6954.78000000
PA
USD
7744.27000000
0.000523954438
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
5.50000000
N
N
N
N
N
N
Business Jet Securities, LLC
N/A
Business Jet Securities 2020-1 LLC
12327FAA5
592323.35000000
PA
USD
603158.72000000
0.040807937763
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
2.98000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
42217KAX4
140000.00000000
PA
USD
198279.55000000
0.013415008799
Long
DBT
US
N
2
2041-03-15
Fixed
6.50000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAS8
200000.00000000
PA
USD
203349.30000000
0.013758013112
Long
DBT
CORP
JP
N
2
2030-07-16
Fixed
2.68000000
N
N
N
N
N
N
SART 2017 1 4.75 15 JUL 2024
N/A
SART 2017 1 4.75 15 JUL 2024
000000000
704894.85000000
PA
USD
706657.09000000
0.047810331829
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.75000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2003-8
576434KC7
582.39000000
PA
USD
574.10000000
0.000038841910
Long
ABS-MBS
CORP
US
N
2
2018-11-25
None
0.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
20000.00000000
PA
USD
22914.98000000
0.001550359874
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
Indymac Home Equity Loan Asset-Backed Trust
N/A
Home Equity Mortgage Loan Asset-Backed Trust Series SPMD 2004-B
456606FH0
105323.64000000
PA
USD
104960.75000000
0.007101334377
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
3.39000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AL3
116000.00000000
PA
USD
127901.60000000
0.008653444540
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.38000000
N
N
N
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku Inc
77543R102
897.00000000
NS
USD
411947.25000000
0.027871134383
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397JR97
100385.84000000
PA
USD
116588.36000000
0.007888024132
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
5.50000000
N
N
N
N
N
N
Amoy Diagnostics Co Ltd
N/A
Amoy Diagnostics Co Ltd
000000000
2500.00000000
NS
40269.60000000
0.002724522212
Long
EC
CORP
CN
N
2
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust 2018-1
252724AA7
329211.12000000
PA
USD
342934.81000000
0.023201956498
Long
ABS-O
CORP
US
N
2
2031-01-21
Fixed
3.70000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
145000.00000000
PA
USD
175023.69000000
0.011841585990
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
758000.00000000
PA
USD
774107.50000000
0.052373827377
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.95000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AM1
223000.00000000
PA
USD
245554.74000000
0.016613508542
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
1318.00000000
NS
USD
462354.40000000
0.031281533291
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
1232.00000000
NS
USD
688121.28000000
0.046556253663
Long
EC
CORP
US
N
1
N
N
N
JB HUNT TRANSPRT SVCS
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658CF2
215000.00000000
PA
USD
239217.32000000
0.016184737421
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.88000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBE3
230000.00000000
PA
USD
231712.53000000
0.015676985492
Long
DBT
US
N
2
2032-04-01
Fixed
2.55000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2016-K722 Mortgage Trust
30295AAN8
440000.00000000
PA
USD
463187.96000000
0.031337929499
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Variable
3.99000000
N
N
N
N
N
N
Saudi National Bank/The
5586006ZEFQ542K7CY16
Saudi National Bank/The
000000000
13811.00000000
NS
212103.02000000
0.014350263956
Long
EC
CORP
SA
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PED0
260000.00000000
PA
USD
266398.08000000
0.018023707373
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
Credicorp Ltd
529900UYAEYQCQ2BKB17
Credicorp Ltd
000000000
801.00000000
NS
USD
97009.11000000
0.006563349897
Long
EC
CORP
BM
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
514000.00000000
PA
USD
569167.91000000
0.038508219939
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
378000.00000000
PA
USD
414931.69000000
0.028073052780
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAD9
21000.00000000
PA
USD
24264.66000000
0.001641675237
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
ICU Medical Inc
5493003NRW7LS2QZRH60
ICU Medical Inc
44930G107
1331.00000000
NS
USD
273919.80000000
0.018532604735
Long
EC
CORP
US
N
1
N
N
N
LFT CRE 2021-FL1, LLC
N/A
LFT CRE 2021-FL1 Ltd
50203JAG3
1420000.00000000
PA
USD
1420004.12000000
0.096073285242
Long
ABS-CBDO
CORP
KY
N
2
2039-06-15
Floating
2.05000000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541N3S6
475807.28000000
PA
USD
476500.53000000
0.032238618671
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
1.38000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BN1
120000.00000000
PA
USD
131954.55000000
0.008927655168
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.90000000
N
N
N
N
N
N
BOC Aviation Ltd
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAD2
210000.00000000
PA
USD
213751.28000000
0.014461780360
Long
DBT
CORP
SG
N
2
2022-09-18
Fixed
2.75000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAH0
762000.00000000
PA
USD
750533.10000000
0.050778853092
Long
DBT
CORP
FR
N
2
2027-01-26
Fixed
1.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CT4
200000.00000000
PA
USD
205740.35000000
0.013919784494
Long
DBT
CORP
GB
N
2
2032-05-24
Fixed
2.80000000
N
N
N
N
N
N
KGS-Alpha SBA COOF Trust
N/A
KGS-Alpha SBA COOF Trust 2014-2
48249GAA2
165694.18000000
PA
USD
13557.43000000
0.000917255676
Long
ABS-O
USGA
US
N
2
2040-04-25
Variable
3.57000000
N
N
N
N
N
N
Postal Savings Bank of China Co Ltd
300300C1040311005298
Postal Savings Bank of China Co Ltd
000000000
194000.00000000
NS
130677.59000000
0.008841259825
Long
EC
CORP
CN
Y
2
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GY3
280000.00000000
PA
USD
253754.08000000
0.017168251673
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
2.95000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CA5
198000.00000000
PA
USD
235727.46000000
0.015948623799
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.15000000
N
N
N
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
6900.00000000
NS
328991.40000000
0.022258586555
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WE6
400000.00000000
PA
USD
422937.50000000
0.028614702242
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398PQB8
10335.19000000
PA
USD
10425.81000000
0.000705379515
Long
ABS-MBS
USGSE
US
N
2
2040-04-25
Floating
0.69000000
N
N
N
N
N
N
Banc of America Merrill Lynch Large Loan Inc
N/A
BAMLL Commercial Mortgage Securities Trust 2012-PARK
05524UAA7
100000.00000000
PA
USD
103165.64000000
0.006979882536
Long
ABS-MBS
CORP
US
N
2
2030-12-10
Fixed
2.96000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CZ8
239000.00000000
PA
USD
247365.31000000
0.016736006362
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398QK30
198750.51000000
PA
USD
210064.16000000
0.014212320709
Long
ABS-MBS
USGSE
US
N
2
2025-06-15
Fixed
4.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDY5
541000.00000000
PA
USD
548303.50000000
0.037096595575
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
Magnitogorsk Iron & Steel Works PJSC
253400XSJ4C01YMCXG44
Magnitogorsk Iron & Steel Works PJSC
000000000
54851.00000000
NS
USD
45448.50000000
0.003074911292
Long
EC
CORP
RU
N
2
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBV1
120000.00000000
PA
USD
120660.00000000
0.008163499270
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
3.25000000
N
N
N
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Bon Secours Mercy Health Inc
09778PAC9
205000.00000000
PA
USD
212429.56000000
0.014372356688
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.21000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
2595.00000000
NS
USD
311815.20000000
0.021096495587
Long
EC
CORP
TW
N
1
N
N
N
Jiangsu Hengli Hydraulic Co Ltd
N/A
Jiangsu Hengli Hydraulic Co Ltd
000000000
8051.00000000
NS
107056.76000000
0.007243144224
Long
EC
CORP
CN
N
2
N
N
N
KINDER MORGAN INC/DELAWA
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
250000.00000000
PA
USD
303670.18000000
0.020545427588
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31359VLW1
11667.96000000
PA
USD
13143.64000000
0.000889259866
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Fixed
6.00000000
N
N
N
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
2560.00000000
NS
USD
628864.00000000
0.042547081096
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241KZU5
70497.16000000
PA
USD
73768.13000000
0.004990933825
Long
ABS-MBS
USGA
US
N
2
2024-02-15
Fixed
6.00000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AW5
275000.00000000
PA
USD
359649.26000000
0.024332806825
Long
DBT
CORP
CA
N
2
2041-07-15
Fixed
6.25000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCII LLC
91835MAA9
456573.70000000
PA
USD
456594.61000000
0.030891842909
Long
ABS-MBS
CORP
US
N
2
2051-02-27
Variable
1.89000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BDXR4
3669681.17000000
PA
USD
504136.03000000
0.034108354989
Long
ABS-MBS
USGSE
US
N
2
2033-11-25
Variable
2.12000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT C LLC
91835DAA9
795990.67000000
PA
USD
796325.22000000
0.053877012699
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
1.99000000
N
N
N
N
N
N
GLENCORE FINANCE CANADA
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd
98417EAR1
128000.00000000
PA
USD
165297.92000000
0.011183569113
Long
DBT
CORP
CA
N
2
2042-10-25
Fixed
5.55000000
N
N
N
N
N
N
Kunlun Energy Co Ltd
5299007GRIKP15GM4927
Kunlun Energy Co Ltd
000000000
62000.00000000
NS
57174.50000000
0.003868257823
Long
EC
CORP
BM
N
2
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DL9
235000.00000000
PA
USD
306759.63000000
0.020754450651
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VAY3
89000.00000000
PA
USD
110446.06000000
0.007472454253
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.63000000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
4446.00000000
NS
287420.99000000
0.019446055379
Long
EC
CORP
DE
N
2
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCVI LLC
92873FAA5
953898.85000000
PA
USD
954394.02000000
0.064571480903
Long
ABS-MBS
CORP
US
N
2
2051-03-27
Variable
2.12000000
N
N
N
N
N
N
China Pacific Insurance Group Co Ltd
529900BA5ILEL308WX03
China Pacific Insurance Group Co Ltd
000000000
30200.00000000
NS
95100.65000000
0.006434229130
Long
EC
CORP
CN
N
2
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAP4
450000.00000000
PA
USD
472843.71000000
0.031991209029
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.65000000
N
N
N
N
N
N
MASTR Asset Securitization Trust
N/A
MASTR Asset Securitization Trust 2003-11
55265K2U2
32437.08000000
PA
USD
32942.62000000
0.002228800383
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Fixed
5.25000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAM8
190000.00000000
PA
USD
197339.56000000
0.013351411851
Long
DBT
CORP
CA
N
2
2030-01-25
Fixed
2.95000000
N
N
N
N
N
Tianma Microelectronics Co Ltd
300300KWFVVYL0LL8S83
Tianma Microelectronics Co Ltd
000000000
31100.00000000
NS
68250.62000000
0.004617635393
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K1J72
1108071.22000000
PA
USD
1237840.76000000
0.083748650264
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.50000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081EQ6
100000.00000000
PA
USD
135701.02000000
0.009181130264
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.63000000
N
N
N
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
4100.00000000
NS
USD
690522.00000000
0.046718679289
Long
EC
US
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
400000.00000000
PA
USD
404648.10000000
0.027377295450
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.85000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
1946.00000000
NS
USD
199406.62000000
0.013491263027
Long
EC
CORP
US
N
1
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2017-1
26208EAG9
134067.87000000
PA
USD
134692.40000000
0.009112890014
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
3.84000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAJ3
350000.00000000
PA
USD
373994.07000000
0.025303334307
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.50000000
N
N
N
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
32.00000000
NS
USD
49849.28000000
0.003372655071
Long
EC
CORP
US
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
4896.00000000
NS
150070.43000000
0.010153322109
Long
EC
CORP
LU
N
2
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CR1
423000.00000000
PA
USD
453584.96000000
0.030688218878
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.95000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCZ5
315000.00000000
PA
USD
405036.30000000
0.027403559915
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
4.67000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BM1
50000.00000000
PA
USD
65595.71000000
0.004438012023
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
5.30000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCS5
230000.00000000
PA
USD
250516.21000000
0.016949186951
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
3.54000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
500000.00000000
PA
USD
673782.36000000
0.045586124682
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
China Merchants Bank Co Ltd
549300MKO5B60FFIHF58
China Merchants Bank Co Ltd
000000000
33000.00000000
NS
281577.22000000
0.019050683159
Long
EC
CORP
CN
N
2
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBB9
270000.00000000
PA
USD
280632.29000000
0.018986751985
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.55000000
N
N
N
N
N
N
ANR Pipeline Co
N/A
ANR Pipeline Co
001814AR3
50000.00000000
PA
USD
51508.60000000
0.003484919762
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
9.63000000
N
N
N
N
N
N
American Homes 4 Rent
N/A
American Homes 4 Rent 2014-SFR3 Trust
02665XAE9
175000.00000000
PA
USD
191616.79000000
0.012964226133
Long
ABS-O
CORP
US
N
2
2036-12-17
Fixed
6.42000000
N
N
N
N
N
N
VM DEBT 2019 1 TR
N/A
VM DEBT 2019 1 TR 06/24 7.5
91834VAA0
1073978.38000000
PA
USD
1073978.38000000
0.072662205547
Long
ABS-O
CORP
US
N
2
2024-06-15
Fixed
7.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
8485000.00000000
PA
USD
8075333.59000000
0.546353222846
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.88000000
N
N
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AC4
129000.00000000
PA
USD
131660.00000000
0.008907726785
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.80000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABM8
500000.00000000
PA
USD
504500.00000000
0.034132980124
Long
DBT
CORP
US
N
2
2023-09-18
Fixed
1.25000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810PX0
1600000.00000000
PA
USD
2236124.99000000
0.151289613160
Long
DBT
UST
US
N
2
2038-05-15
Fixed
4.50000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
694000.00000000
PA
USD
748887.64000000
0.050667526128
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
509000.00000000
PA
USD
535098.16000000
0.036203161268
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
605000.00000000
PA
USD
657041.86000000
0.044453511889
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
250000.00000000
PA
USD
263987.50000000
0.017860614649
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
Goodgreen Trust
N/A
GOODGREEN 2017 R1 10/51 5
38218AAA3
752501.85000000
PA
USD
748739.34000000
0.050657492587
Long
ABS-O
CORP
US
N
2
2051-10-20
Fixed
5.00000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAE6
93000.00000000
PA
USD
106288.52000000
0.007191167374
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31392JK65
27578.07000000
PA
USD
28397.39000000
0.001921283545
Long
ABS-MBS
USGSE
US
N
2
2023-03-25
Fixed
5.50000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
330000.00000000
PA
USD
337725.58000000
0.022849515380
Long
DBT
CORP
GB
N
2
2031-03-17
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
2530000.00000000
PA
USD
2911575.38000000
0.196988591826
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.88000000
N
N
N
N
N
N
BVRT FINANCING TRUST
N/A
BVRT FINANCING TRUST BVRT 2020 3F A 144A
07326VAA1
1069537.86000000
PA
USD
1069537.86000000
0.072361773077
Long
ABS-MBS
CORP
US
N
3
2022-11-10
Variable
3.15000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCX2
120000.00000000
PA
USD
136573.01000000
0.009240126532
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AN52
132813.53000000
PA
USD
148259.39000000
0.010030792491
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2017-3
14314WAH4
906000.00000000
PA
USD
911568.00000000
0.061673998862
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
3.46000000
N
N
N
N
N
N
Focus Financial Partners Inc
5493006FFJCGLZ246V12
Focus Financial Partners Inc
34417P100
7002.00000000
NS
USD
339597.00000000
0.022976130131
Long
EC
CORP
US
N
1
N
N
N
SPAR Group Ltd/The
N/A
SPAR Group Ltd/The
000000000
6088.00000000
NS
77118.93000000
0.005217639058
Long
EC
CORP
ZA
N
2
N
N
N
Siam Cement PCL/The
529900SEH9QK8ZZDCQ89
Siam Cement PCL/The
000000000
7100.00000000
NS
96586.58000000
0.006534762765
Long
EC
CORP
TH
N
2
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
000000000
20653.00000000
NS
392399.26000000
0.026548575108
Long
EC
CORP
GB
N
2
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
7274.00000000
NS
USD
1053493.42000000
0.071276253649
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
18750.00000000
NS
1708727.37000000
0.115607447687
Long
EC
CORP
CH
N
2
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
3451.00000000
NS
USD
461674.78000000
0.031235552209
Long
EC
CORP
US
N
1
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591CS9
874000.00000000
PA
USD
1301003.51000000
0.088022055398
Long
DBT
USGA
US
N
2
2036-04-01
Fixed
5.88000000
N
N
N
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
175.00000000
NS
USD
242434.50000000
0.016402402319
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2019-1 AA PTT
N/A
United Airlines 2019-1 Class AA Pass Through Trust
90931CAA6
379161.70000000
PA
USD
415051.10000000
0.028081131708
Long
DBT
CORP
US
N
2
2031-08-25
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31394VX39
51159.71000000
PA
USD
46121.34000000
0.003120433660
Long
ABS-MBS
USGSE
US
N
2
2036-03-25
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YQ7
10000000.00000000
PA
USD
10362109.40000000
0.701069720907
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAE1
374000.00000000
PA
USD
380657.20000000
0.025754142005
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
3.80000000
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2003-10
36228FXX9
7193.36000000
PA
USD
7472.84000000
0.000505590285
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
2.82000000
N
N
N
N
N
N
ACRE TL 2017 A FRN 15 DEC 2020
N/A
ACRE TL 2017 A FRN 15 DEC 2020 ACRE TL 2017 99T1RDOZC
000000000
646363.63000000
PA
USD
646363.63000000
0.043731054382
Long
LON
CORP
US
N
2
2020-12-15
None
0.00000000
N
N
N
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
000000000
1514.00000000
NS
282568.52000000
0.019117751589
Long
EC
CORP
NL
N
2
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
2277.00000000
NS
186403.63000000
0.012611519123
Long
EC
CORP
IE
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2MQ2
550166.56000000
PA
USD
596053.03000000
0.040327187762
Long
ABS-MBS
USGA
US
N
2
2044-12-20
Fixed
4.25000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBE7
392000.00000000
PA
USD
420776.58000000
0.028468500776
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYA6
1075000.00000000
PA
USD
1072434.61000000
0.072557758628
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.43000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AT7
250000.00000000
PA
USD
277315.91000000
0.018762375508
Long
DBT
CORP
GB
N
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
Sumitomo Electric Industries Ltd
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
21800.00000000
NS
321618.43000000
0.021759753179
Long
EC
CORP
JP
N
2
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CR9
423000.00000000
PA
USD
441130.79000000
0.029845606516
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
GOODMAN US FIN THREE
N/A
Goodman US Finance Three LLC
38239JAA9
151000.00000000
PA
USD
163766.62000000
0.011079965878
Long
DBT
US
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAG9
635000.00000000
PA
USD
675092.24000000
0.045674747294
Long
DBT
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
830.00000000
NS
USD
124259.30000000
0.008407017278
Long
EC
CORP
US
N
1
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
88600.00000000
NS
1101181.05000000
0.074502657865
Long
EC
CORP
HK
N
2
N
N
N
Kimberly-Clark de Mexico SAB de CV
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
000000000
35601.00000000
NS
63240.26000000
0.004278649232
Long
EC
CORP
MX
N
1
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CF7
350000.00000000
PA
USD
341745.52000000
0.023121492649
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.38000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
1094.00000000
NS
USD
789266.30000000
0.053399427018
Long
EC
CORP
US
N
1
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
535000.00000000
PA
USD
541064.91000000
0.036606853952
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.03000000
N
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
29261A100
5891.00000000
NS
USD
459674.73000000
0.031100234733
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
1030000.00000000
PA
USD
1020672.19000000
0.069055666154
Long
DBT
CORP
FR
N
2
2026-12-14
Fixed
1.49000000
N
N
N
N
N
N
AIR CANADA 2015-2AA PTT
N/A
Air Canada 2015-2 Class AA Pass Through Trust
009088AA3
948616.60000000
PA
USD
985774.10000000
0.066694564445
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
3.75000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AY9
140000.00000000
PA
USD
181528.79000000
0.012281701845
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
5.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132G7FN0
429861.03000000
PA
USD
461621.03000000
0.031231915643
Long
ABS-MBS
USGSE
US
N
2
2033-01-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L83S1
1190026.35000000
PA
USD
1291491.52000000
0.087378502246
Long
ABS-MBS
USGSE
US
N
2
2027-02-01
Fixed
2.94000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BN1
996000.00000000
PA
USD
1088748.46000000
0.073661505541
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TJ9
500000.00000000
PA
USD
508515.63000000
0.034404665791
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.63000000
N
N
N
N
N
Goodgreen Trust
N/A
Goodgreen 2017-1 Trust
38217VAA8
103302.57000000
PA
USD
109256.87000000
0.007391997169
Long
ABS-O
CORP
US
N
2
2052-10-15
Fixed
3.74000000
N
N
N
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
22000.00000000
NS
151874.61000000
0.010275387600
Long
EC
CORP
KY
N
2
N
N
N
Ayala Land Inc
254900EWT10TQ6DKTV34
Ayala Land Inc
000000000
57900.00000000
NS
42759.30000000
0.002892967962
Long
EC
CORP
PH
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31339DMW5
30805.14000000
PA
USD
36023.11000000
0.002437217240
Long
ABS-MBS
USGSE
US
N
2
2032-02-15
Fixed
6.50000000
N
N
N
N
N
N
Hon Hai Precision Industry Co Ltd
30030004CM3GSZXX7O56
Hon Hai Precision Industry Co Ltd
000000000
38000.00000000
NS
152750.11000000
0.010334621345
Long
EC
CORP
TW
N
2
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2019-3
26209WAG8
1000000.00000000
PA
USD
1039945.10000000
0.070359614328
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
3.18000000
N
N
N
N
N
N
Fubon Financial Holding Co Ltd
549300G7Y2TS2XNIB476
Fubon Financial Holding Co Ltd
000000000
61000.00000000
NS
161790.94000000
0.010946297203
Long
EC
CORP
TW
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP21 XCBT 20210921
000000000
-139.00000000
NC
USD
-252904.41000000
-0.01711076551
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU1 Comdty
2021-09-21
-20208329.97000000
USD
-252904.41000000
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
134000.00000000
PA
USD
140211.58000000
0.009486301433
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.88000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
26700.00000000
NS
2008268.61000000
0.135873523389
Long
EC
CORP
KY
N
2
N
N
N
NIO Inc
549300JBU4TV5OCKJV96
NIO Inc
62914V106
3088.00000000
NS
USD
164281.60000000
0.011114807904
Long
EC
CORP
KY
N
1
N
N
N
APT Pipelines Ltd
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAD9
216000.00000000
PA
USD
244092.96000000
0.016514608824
Long
DBT
CORP
AU
N
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
645000.00000000
PA
USD
645225.75000000
0.043654068782
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
7746.00000000
NS
USD
335091.96000000
0.022671332429
Long
EC
CORP
US
N
1
N
N
N
Centex Home Equity
N/A
Centex Home Equity Loan Trust 2004-A
152314JD3
536733.37000000
PA
USD
531973.51000000
0.035991756677
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
0.69000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
129000.00000000
PA
USD
144210.10000000
0.009756829488
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
KE Holdings Inc
254900RHVY072XPAZE03
KE Holdings Inc
482497104
2900.00000000
NS
USD
138272.00000000
0.009355075178
Long
EC
CORP
KY
N
1
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9 Inc
338307101
1032.00000000
NS
USD
189258.48000000
0.012804669843
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBQ7
419000.00000000
PA
USD
420622.90000000
0.028458103242
Long
DBT
CORP
GB
N
2
2024-12-10
Fixed
1.01000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LQ1
654000.00000000
PA
USD
647513.14000000
0.043808826834
Long
DBT
UST
US
N
2
2024-02-15
None
0.00000000
N
N
N
N
N
N
Credito Real USA Auto Receivables Trust
N/A
Credito Real USA Auto Receivables Trust 2021-1
22551EAA4
589150.68000000
PA
USD
589253.37000000
0.039867142847
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
1.35000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
117000.00000000
PA
USD
129111.31000000
0.008735289946
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80000000
N
N
N
N
N
N
Shenzhen Mindray Bio-Medical Electronics Co Ltd
N/A
Shenzhen Mindray Bio-Medical Electronics Co Ltd
000000000
1200.00000000
NS
89153.36000000
0.006031853052
Long
EC
CORP
CN
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LS8
2441000.00000000
PA
USD
2674569.31000000
0.180953461050
Long
DBT
CORP
US
N
2
2028-10-27
Fixed
3.52000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBN1
1277000.00000000
PA
USD
1347413.44000000
0.091162014206
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAA6
869000.00000000
PA
USD
955048.55000000
0.064615764469
Long
DBT
CORP
NL
N
2
2027-05-25
Fixed
3.63000000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAB6
155000.00000000
PA
USD
170402.98000000
0.011528962397
Long
DBT
CORP
KY
N
2
2024-02-15
Fixed
5.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
335000.00000000
PA
USD
387805.68000000
0.026237787051
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
875000.00000000
PA
USD
1018892.41000000
0.068935251495
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.13000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAU4
965000.00000000
PA
USD
1083521.35000000
0.073307854715
Long
DBT
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBE0
681000.00000000
PA
USD
681505.75000000
0.046108666440
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.95000000
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AH2
375000.00000000
PA
USD
522012.20000000
0.035317803859
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CS6
360000.00000000
PA
USD
359725.01000000
0.024337931846
Long
DBT
CORP
GB
N
2
2025-05-24
Fixed
0.98000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Certificates
N/A
WaMu Mortgage Pass-Through Certificates Series 2003-S3 Trust
929227T30
18670.65000000
PA
USD
19087.62000000
0.001291412000
Long
ABS-MBS
CORP
US
N
2
2033-06-25
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BS37
429616.48000000
PA
USD
431173.67000000
0.029171937181
Long
ABS-MBS
USGA
US
N
2
2063-04-20
Floating
0.59000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
4191.00000000
NS
USD
220823.79000000
0.014940285500
Long
EC
CORP
US
N
1
N
N
N
Yamato Holdings Co Ltd
N/A
Yamato Holdings Co Ltd
000000000
2300.00000000
NS
65421.49000000
0.004426224812
Long
EC
CORP
JP
N
2
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AW0
339000.00000000
PA
USD
354077.61000000
0.023955845440
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
4.25000000
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAR0
236000.00000000
PA
USD
260835.87000000
0.017647384670
Long
DBT
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AJ9
435000.00000000
PA
USD
474404.04000000
0.032096776349
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
320000.00000000
PA
USD
312330.06000000
0.021131329495
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AK2
80000.00000000
PA
USD
86475.77000000
0.005850695220
Long
DBT
US
N
2
2027-10-15
Fixed
3.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BH1
200000.00000000
PA
USD
225839.55000000
0.015279637009
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
4.38000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63859UBF9
550000.00000000
PA
USD
544863.00000000
0.036863821505
Long
DBT
CORP
GB
N
2
2025-08-28
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132H3XT5
141871.85000000
PA
USD
153196.98000000
0.010364855249
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
245000.00000000
PA
USD
261961.90000000
0.017723568535
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AW7J0
930000.00000000
PA
USD
1021632.90000000
0.069120664955
Long
ABS-MBS
USGSE
US
N
2
2027-05-25
Variable
3.06000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AT5
540000.00000000
PA
USD
528903.32000000
0.035784036688
Long
DBT
CORP
CH
N
2
2027-02-02
Fixed
1.31000000
N
N
N
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
710.00000000
NS
USD
130434.10000000
0.008824786011
Long
EC
CORP
US
N
1
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAG7
698000.00000000
PA
USD
727020.62000000
0.049188068131
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
2.38000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCL3
244000.00000000
PA
USD
302656.91000000
0.020476872732
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
Performance Food Group Co
549300EUK8GR9IT1YK57
Performance Food Group Co
71377A103
10109.00000000
NS
USD
490185.41000000
0.033164497238
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
354.00000000
NS
USD
774583.86000000
0.052406056487
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
3209.00000000
NS
USD
635285.73000000
0.042981556383
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XX3
161000.00000000
PA
USD
168383.36000000
0.011392320872
Long
DBT
UST
US
N
2
2024-06-30
Fixed
2.00000000
N
N
N
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries Inc
885160101
2915.00000000
NS
USD
329395.00000000
0.022285892939
Long
EC
CORP
US
N
1
N
N
N
Chase Mortgage Finance Corporation
N/A
Chase Mortgage Finance Trust Series 2007-A1
161630AW8
167754.08000000
PA
USD
173167.66000000
0.011716012481
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
2.70000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
370000.00000000
PA
USD
378420.86000000
0.025602837845
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.62000000
N
N
N
N
N
N
AMER AIRLN 14-1 A PTT
N/A
American Airlines 2014-1 Class A Pass Through Trust
02377AAA6
113916.60000000
PA
USD
115819.80000000
0.007836025632
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.70000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2003-2
81743PAP1
18632.97000000
PA
USD
18550.53000000
0.001255074076
Long
ABS-MBS
CORP
US
N
2
2033-06-20
Floating
0.75000000
N
N
N
N
N
N
Innovent Biologics Inc
25490058ONL9SCIE1R22
Innovent Biologics Inc
000000000
12500.00000000
NS
145779.40000000
0.009863003692
Long
EC
CORP
KY
Y
2
N
N
N
HACKENSACK MERIDIAN HLTH
5493001CB3OCWTEJY668
Hackensack Meridian Health Inc
404530AC1
480000.00000000
PA
USD
471025.61000000
0.031868201752
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
2.68000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
840.00000000
NS
USD
132157.20000000
0.008941365868
Long
EC
CORP
JE
N
1
N
N
N
XPeng Inc
N/A
XPeng Inc
98422D105
2385.00000000
NS
USD
105941.70000000
0.007167702557
Long
EC
CORP
KY
N
1
N
N
N
Bid Corp Ltd
N/A
Bid Corp Ltd
000000000
4930.00000000
NS
106889.17000000
0.007231805580
Long
EC
CORP
ZA
N
2
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AN5
250000.00000000
PA
USD
237222.14000000
0.016049749434
Long
DBT
CORP
FR
N
2
2041-01-11
Fixed
2.81000000
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JT9
358000.00000000
PA
USD
399989.37000000
0.027062099536
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO 2012-6AVE Mortgage Trust
91830CAA6
544235.00000000
PA
USD
559017.89000000
0.037821499561
Long
ABS-MBS
CORP
US
N
2
2030-11-15
Fixed
3.00000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
8341.00000000
NS
USD
648679.57000000
0.043887744043
Long
EC
CORP
US
N
1
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
3441.00000000
NS
477053.03000000
0.032275999189
Long
EC
CORP
FR
N
2
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
663.00000000
NS
USD
532123.80000000
0.036001924854
Long
EC
US
N
1
N
N
N
NYSE Liffe
N/A
MSCI EAFE SEP21 XNLI 20210917
000000000
162.00000000
NC
USD
-453600.00000000
-0.03068923644
N/A
DE
US
N
1
NYSE Liffe
N/A
Long
MSCI EAFE Index
MFSU1 Index
2021-09-17
19116810.00000000
USD
-453600.00000000
N
N
N
PACIFIC LIFE INSURANCE C
8WC3XYHE06SQFW7CQK10
Pacific Life Insurance Co
69448FAA9
124000.00000000
PA
USD
142472.28000000
0.009639253719
Long
DBT
CORP
US
N
2
2067-10-24
Fixed
4.30000000
N
N
N
N
N
N
StepStone Group Inc
N/A
StepStone Group Inc
85914M107
7721.00000000
NS
USD
265602.40000000
0.017969874014
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395VG60
29800.42000000
PA
USD
31518.28000000
0.002132433745
Long
ABS-MBS
USGSE
US
N
2
2025-06-15
Fixed
5.00000000
N
N
N
N
N
N
Kyowa Kirin Co Ltd
529900TBXKVTQGYA3582
Kyowa Kirin Co Ltd
000000000
9200.00000000
NS
326279.31000000
0.022075094555
Long
EC
CORP
JP
N
2
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAC9
345000.00000000
PA
USD
365737.79000000
0.024744738784
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBH3
984000.00000000
PA
USD
968519.63000000
0.065527177960
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
International Container Terminal Services Inc
254900FU1MWK0I0Q4J61
International Container Terminal Services Inc
000000000
14720.00000000
NS
49363.19000000
0.003339767657
Long
EC
CORP
PH
N
2
N
N
N
Allegro.eu SA
222100VRLXV3FPMG4982
Allegro.eu SA
000000000
6246.00000000
NS
107490.83000000
0.007272512118
Long
EC
CORP
LU
Y
2
N
N
N
AIR CANADA 2017-1AA PTT
N/A
Air Canada 2017-1 Class AA Pass Through Trust
00908PAA5
151728.00000000
PA
USD
153620.05000000
0.010393478916
Long
DBT
CORP
CA
N
2
2030-01-15
Fixed
3.30000000
N
N
N
N
N
N
PEPPERDINE UNIV
549300G0RVHY0VSFWD76
Pepperdine University
71338QAC0
230000.00000000
PA
USD
230114.14000000
0.015568843145
Long
DBT
CORP
US
N
2
2059-12-01
Fixed
3.30000000
N
N
N
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
520.00000000
NS
USD
206060.40000000
0.013941438132
Long
EC
CORP
US
N
1
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAU4
240000.00000000
PA
USD
224458.06000000
0.015186169476
Long
DBT
US
N
2
2033-03-15
Fixed
1.90000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AG3
90000.00000000
PA
USD
107233.46000000
0.007255099224
Long
DBT
CORP
GB
N
2
2042-09-18
Fixed
4.00000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
549300TPZNMN50BJ3745
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
1034000.00000000
PA
USD
1188444.97000000
0.080406676987
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
305000.00000000
PA
USD
311030.15000000
0.021043381423
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
Broadridge Financial Solutions Inc
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133T103
2954.00000000
NS
USD
477159.62000000
0.032283210754
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
2100000.00000000
PA
USD
1887375.00000000
0.127694218756
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.38000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAB1
165000.00000000
PA
USD
176787.88000000
0.011960945875
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.00000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAP1
600000.00000000
PA
USD
619896.04000000
0.041940335406
Long
DBT
CORP
CA
N
2
2041-05-13
Fixed
3.44000000
N
N
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
2006.00000000
NS
USD
413837.80000000
0.027999043413
Long
EC
CORP
IE
N
1
N
N
N
Mississippi Power Co
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417CB8
140000.00000000
PA
USD
157602.01000000
0.010662886570
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
3.95000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
3174.00000000
NS
USD
1302768.30000000
0.088141455878
Long
EC
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AA6
522000.00000000
PA
USD
559980.35000000
0.037886616762
Long
DBT
CORP
CH
N
2
2030-08-13
Fixed
3.13000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAE3
195000.00000000
PA
USD
196540.62000000
0.013297357930
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
1374.00000000
NS
USD
102101.94000000
0.006907915735
Long
EC
US
N
1
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
1464.00000000
NS
USD
525722.40000000
0.035568825035
Long
EC
CORP
US
N
1
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DC4
469000.00000000
PA
USD
464253.83000000
0.031410043116
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.10000000
N
N
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
40415F101
1287.00000000
NS
USD
94105.44000000
0.006366896160
Long
EC
CORP
IN
N
1
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust 2017-1A
42771XAC0
307005.71000000
PA
USD
323315.02000000
0.021874539448
Long
ABS-O
CORP
US
N
2
2047-09-20
Fixed
4.46000000
N
N
N
N
N
N
Preston Ridge Partners Mortgage Trust
N/A
PRPM 2021-2 LLC
69359UAA3
874008.29000000
PA
USD
875544.97000000
0.059236787034
Long
ABS-MBS
CORP
US
N
2
2026-03-25
Variable
2.12000000
N
N
N
N
N
N
ASB BANK LIMITED
549300IBZWZL1KTPF918
ASB Bank Ltd
00216LAC7
535000.00000000
PA
USD
570784.67000000
0.038617605146
Long
DBT
CORP
NZ
N
2
2024-05-23
Fixed
3.13000000
N
N
N
N
N
N
NAVER Corp
988400ULUQYDB2HQYJ61
NAVER Corp
000000000
643.00000000
NS
238380.77000000
0.016128138918
Long
EC
CORP
KR
N
2
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2004-NC2
61744CBJ4
176969.21000000
PA
USD
175599.29000000
0.011880529386
Long
ABS-MBS
CORP
US
N
2
2033-12-25
Floating
0.92000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CG5
280000.00000000
PA
USD
259212.44000000
0.017537548191
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.38000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CL6
156000.00000000
PA
USD
177622.19000000
0.012017392826
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
3.40000000
N
N
N
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
230.00000000
NS
USD
79490.30000000
0.005378078949
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
4794.00000000
NS
USD
1100318.88000000
0.074444325989
Long
EC
CORP
US
N
1
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAN8
200000.00000000
PA
USD
228670.07000000
0.015471141634
Long
DBT
CORP
CA
N
2
2035-03-15
Fixed
4.13000000
N
N
N
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
11500.00000000
NS
528754.67000000
0.035773979468
Long
EC
CORP
JP
N
2
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M200
1333.00000000
NS
USD
162919.26000000
0.011022636002
Long
EC
CORP
US
N
1
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B1LF9
529000.00000000
PA
USD
595476.73000000
0.040288197006
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Variable
3.19000000
N
N
N
N
N
N
InterContinental Hotels Group PLC
2138007ZFQYRUSLU3J98
InterContinental Hotels Group PLC
000000000
6806.00000000
NS
452848.98000000
0.030638424645
Long
EC
CORP
GB
N
2
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAH8
150000.00000000
PA
USD
152276.56000000
0.010302582350
Long
DBT
CORP
IE
N
2
2021-12-16
Fixed
4.45000000
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAC2
850000.00000000
PA
USD
902360.00000000
0.061051012775
Long
DBT
CORP
CA
N
2
2077-03-15
Fixed
5.30000000
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBS-BAMLL Trust
90269PAA9
174000.00000000
PA
USD
175186.98000000
0.011852633709
Long
ABS-MBS
CORP
US
N
2
2030-06-10
Fixed
3.66000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAM1
655000.00000000
PA
USD
777966.80000000
0.052634936217
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.63000000
N
N
N
N
N
N
CarNow Auto Receivables Trust
N/A
CarNow Auto Receivables Trust 2021-1
14369GAA8
1225888.64000000
PA
USD
1226564.10000000
0.082985704750
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
0.97000000
N
N
N
N
N
N
DraftKings Inc
5493008P45UYYL683Z97
DraftKings Inc
26142R104
4192.00000000
NS
USD
218696.64000000
0.014796368813
Long
EC
CORP
US
N
1
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AL6
561000.00000000
PA
USD
567232.71000000
0.038377290022
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.38000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
1793.00000000
NS
USD
336259.22000000
0.022750305793
Long
EC
CORP
US
N
1
N
N
N
VSE VOI Mortgage LLC
549300E4XED7XGXU7L27
VSE 2018-A Voi Mortgage LLC
918286AA3
238413.17000000
PA
USD
250700.91000000
0.016961683207
Long
ABS-O
CORP
US
N
2
2036-02-20
Fixed
3.56000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P46
9400.00000000
PA
USD
9746.99000000
0.000659452558
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.63000000
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
383000.00000000
PA
USD
427634.82000000
0.028932509041
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
2081.00000000
NS
USD
7158972.96000000
0.484354968791
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UZD5
1058157.76000000
PA
USD
1068348.67000000
0.072281315994
Long
ABS-MBS
USGA
US
N
2
2067-03-20
Floating
0.67000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
7007.00000000
NS
1102378.57000000
0.074583678532
Long
EC
CORP
FR
N
2
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CD4
460000.00000000
PA
USD
531699.28000000
0.035973203085
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75000000
N
N
N
N
N
UiPath Inc
5493000YP61KBELDHT53
UiPath Inc
90364P105
1122.00000000
NS
USD
76217.46000000
0.005156648260
Long
EC
CORP
US
N
1
N
N
N
China Lesso Group Holdings Ltd
N/A
China Lesso Group Holdings Ltd
000000000
31000.00000000
NS
76498.85000000
0.005175686276
Long
EC
CORP
KY
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCK8
109000.00000000
PA
USD
141120.77000000
0.009547814544
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375BR61
711.26000000
PA
USD
714.12000000
0.000048315250
Long
ABS-MBS
USGA
US
N
2
2062-04-20
Floating
0.66000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AQUG1
48761.89000000
PA
USD
48766.13000000
0.003299372341
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Floating
0.51000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RN28
354421.38000000
PA
USD
363201.25000000
0.024573123979
Long
ABS-MBS
USGA
US
N
2
2066-12-20
Floating
1.11000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAH5
590000.00000000
PA
USD
592837.52000000
0.040109635851
Long
DBT
CORP
FR
N
2
2026-10-06
Fixed
1.65000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AC2
2053000.00000000
PA
USD
2284818.19000000
0.154584051273
Long
DBT
CORP
CH
N
2
2028-01-09
Fixed
4.28000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
12217.00000000
NS
127973.15000000
0.008658285402
Long
EC
CORP
CH
N
2
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAG3
70000.00000000
PA
USD
103395.50000000
0.006995434185
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
6.75000000
N
N
N
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
19905.00000000
NS
798231.69000000
0.054005998829
Long
EC
CORP
DE
N
2
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
680000.00000000
PA
USD
734115.56000000
0.049668090819
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GH0
50000.00000000
PA
USD
68882.05000000
0.004660356082
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.00000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216AS0
40000.00000000
PA
USD
51616.30000000
0.003492206426
Long
DBT
CORP
US
N
2
2096-08-15
Fixed
7.60000000
N
N
N
N
N
N
UNITED AIR 2014-2 A PTT
N/A
United Airlines 2014-2 Class A Pass Through Trust
90932QAA4
207134.90000000
PA
USD
218993.04000000
0.014816422362
Long
DBT
CORP
US
N
2
2028-03-03
Fixed
3.75000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CK3
1001000.00000000
PA
USD
1019038.02000000
0.068945103038
Long
DBT
CORP
DE
Y
2
2032-05-28
Fixed
3.04000000
N
N
N
N
N
N
Foundation Finance Trust
5493002KPTN6JUQ40J20
Foundation Finance Trust 2019-1
35041JAA3
313363.50000000
PA
USD
323590.87000000
0.021893202644
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
3.86000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
60000.00000000
PA
USD
66703.92000000
0.004512990239
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
310000.00000000
PA
USD
315134.38000000
0.021321061504
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.63000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBC5
700000.00000000
PA
USD
698614.00000000
0.047266160112
Long
DBT
CORP
FR
N
2
2027-06-09
Fixed
1.79000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
5000.00000000
PA
USD
6419.70000000
0.000434337943
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBE1
530000.00000000
PA
USD
562286.05000000
0.038042613615
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.70000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
323000.00000000
PA
USD
321503.00000000
0.021751943526
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.51000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAS2
260000.00000000
PA
USD
259082.15000000
0.017528733154
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
000000000
4037.00000000
NS
USD
165476.63000000
0.011195660104
Long
EC
CORP
GB
N
1
N
N
DELMARVA PWR & LIGHT CO
NJ98T8DDD027ZFXUDB24
Delmarva Power & Light Co
247109BT7
140000.00000000
PA
USD
167577.18000000
0.011337777114
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.15000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
639057AC2
723000.00000000
PA
USD
723386.18000000
0.048942172654
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.64000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398LKA5
197772.56000000
PA
USD
206663.88000000
0.013982267806
Long
ABS-MBS
USGSE
US
N
2
2024-12-15
Fixed
4.00000000
N
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
3485.00000000
NS
USD
118977.90000000
0.008049693351
Long
EC
CORP
US
N
1
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
Telenor ASA
000000000
3499.00000000
NS
58965.86000000
0.003989455951
Long
EC
CORP
NO
N
2
N
N
N
Q2 Holdings Inc
549300M9RKR9DZXWS696
Q2 Holdings Inc
74736L109
3976.00000000
NS
USD
407858.08000000
0.027594473217
Long
EC
CORP
US
N
1
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABT3
240000.00000000
PA
USD
238025.14000000
0.016104078043
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
1.80000000
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAP4
925000.00000000
PA
USD
1173524.41000000
0.079397195960
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
6.05000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
690000.00000000
PA
USD
708846.18000000
0.047958439193
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAB5
185000.00000000
PA
USD
188221.93000000
0.012734539931
Long
DBT
CORP
US
N
2
2039-12-30
Fixed
4.32000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L8D35
939000.29000000
PA
USD
1028776.75000000
0.069603996749
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
3.12000000
N
N
N
N
N
N
X5 Retail Group NV
213800J17UJJJDGUVF56
X5 Retail Group NV
98387E205
2332.00000000
NS
USD
81759.92000000
0.005531634736
Long
EC
CORP
NL
Y
1
N
N
N
PRUDENTIAL INSURANCE CO
X574KRZ6V5A7UBU45C31
Prudential Insurance Co of America/The
743917AH9
300000.00000000
PA
USD
377023.22000000
0.025508277650
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.30000000
N
N
N
N
N
N
Meituan
21380033K525E5JLIA77
Meituan
000000000
18400.00000000
NS
759290.60000000
0.051371359679
Long
EC
CORP
KY
Y
2
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
6503.00000000
NS
USD
703104.36000000
0.047569964609
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617LNS47
1564480.51000000
PA
USD
1657980.31000000
0.112174051472
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
3.50000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
327.00000000
NS
USD
70909.95000000
0.004797557807
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BA0
250000.00000000
PA
USD
257059.27000000
0.017391871067
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.20000000
N
N
N
N
N
N
Anhui Conch Cement Co Ltd
300300JVKW56SSAEQZ33
Anhui Conch Cement Co Ltd
000000000
9000.00000000
NS
47757.04000000
0.003231100291
Long
EC
CORP
CN
N
2
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAS0
260000.00000000
PA
USD
251324.14000000
0.017003849108
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.25000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BBTD4
2849998.13000000
PA
USD
369805.78000000
0.025019966974
Long
ABS-MBS
USGSE
US
N
2
2030-07-25
Variable
2.12000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT XCIX LLC
92872VAA1
725620.20000000
PA
USD
727328.60000000
0.049208905149
Long
ABS-MBS
CORP
US
N
2
2051-04-25
Variable
2.12000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PBC5
298000.00000000
PA
USD
341233.84000000
0.023086873892
Long
DBT
CORP
US
N
2
2057-02-28
Fixed
6.25000000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AW0
96000.00000000
PA
USD
94238.98000000
0.006375931082
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.90000000
N
N
N
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
Fast Retailing Co Ltd
000000000
100.00000000
NS
75277.92000000
0.005093081758
Long
EC
CORP
JP
N
2
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BT0
493000.00000000
PA
USD
592417.87000000
0.040081243572
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
96000.00000000
PA
USD
103267.20000000
0.006986753786
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
6.30000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
315000.00000000
PA
USD
319731.79000000
0.021632108688
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865AZ8
380000.00000000
PA
USD
479691.31000000
0.032454497423
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.25000000
N
N
N
N
N
FHLMC Multifamily Structured Pass Through Certs.
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FG6Q3
629000.00000000
PA
USD
701101.96000000
0.047434488138
Long
ABS-MBS
USGSE
US
N
2
2028-04-25
Variable
3.34000000
N
N
N
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group PLC
000000000
1711.00000000
NS
130885.49000000
0.008855325725
Long
EC
CORP
GB
N
2
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579BA5
247518.46000000
PA
USD
260682.43000000
0.017637003373
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
2.69000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley ABS Capital I Inc Trust 2004-NC8
61744CHS8
375987.91000000
PA
USD
376686.98000000
0.025485528645
Long
ABS-O
CORP
US
N
2
2034-09-25
Floating
1.59000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BG9
200000.00000000
PA
USD
215714.91000000
0.014594633767
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057CV4
1165000.00000000
PA
USD
1351900.95000000
0.091465625880
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
000000000
2000.00000000
NS
136441.78000000
0.009231247898
Long
EC
CORP
JP
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP21 XCME 20210917
000000000
207.00000000
NC
USD
616997.29000000
0.041744214541
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESU1 Index
2021-09-17
43770012.71000000
USD
616997.29000000
N
N
N
CRH America Finance Inc
549300WEVUODRJ4CWK56
CRH America Finance Inc
12636YAA0
200000.00000000
PA
USD
219800.04000000
0.014871021598
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
3.40000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
965000.00000000
PA
USD
961674.91000000
0.065064084418
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46000000
N
N
N
N
N
N
DAI-ICHI LIFE INSURANCE
3538001235ACEIORUV72
Dai-ichi Life Insurance Co Ltd/The
23380YAD9
221000.00000000
PA
USD
238956.25000000
0.016167074195
Long
DBT
CORP
JP
N
2
2026-07-24
Fixed
4.00000000
N
N
N
N
N
N
Poly Developments and Holdings Group Co Ltd
300300W9OF1ZRGUDVU96
Poly Developments and Holdings Group Co Ltd
000000000
30000.00000000
NS
55900.77000000
0.003782081013
Long
EC
CORP
CN
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398W2B9
18836.27000000
PA
USD
17436.47000000
0.001179700067
Long
ABS-MBS
USGSE
US
N
2
2040-01-15
None
0.00000000
N
N
N
N
N
N
TIM SA/Brazil
N/A
TIM SA/Brazil
88706T108
4533.00000000
NS
USD
52220.16000000
0.003533061810
Long
EC
CORP
BR
N
1
N
N
Yuanta Financial Holding Co Ltd
21380045JG57LJEFFE13
Yuanta Financial Holding Co Ltd
000000000
153440.00000000
NS
147864.12000000
0.010004049690
Long
EC
CORP
TW
N
2
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
16308.00000000
NS
USD
1089700.56000000
0.073725921815
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEN0
380000.00000000
PA
USD
428308.83000000
0.028978110567
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
3.70000000
N
N
N
N
N
N
TVC Mortgage Trust 2020-RTL1
N/A
TVC Mortgage Trust 2020-RTL1
90114YAA7
2000000.00000000
PA
USD
2015255.40000000
0.136346228967
Long
ABS-MBS
CORP
US
N
2
2024-09-25
Fixed
3.47000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
5493004BO35O1811XR94
Morgan Stanley Capital I Trust 2007-HQ11
61751NAP7
14473.09000000
PA
USD
0.01000000
0.000000000676
Long
ABS-MBS
CORP
US
N
2
2044-02-12
Variable
0.30000000
N
N
N
N
N
N
Credit Suisse First Boston Mortgage Securities
N/A
Credit Suisse First Boston Mortgage Securities Corp
22541QZQ8
116781.21000000
PA
USD
117903.54000000
0.007977005326
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
2.76000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAK7
380000.00000000
PA
USD
430689.01000000
0.029139146517
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CD4
190000.00000000
PA
USD
189541.06000000
0.012823788372
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ASMM5
312719.93000000
PA
USD
336264.83000000
0.022750685349
Long
ABS-MBS
USGSE
US
N
2
2046-01-25
Fixed
3.00000000
N
N
N
N
N
N
Impala Platinum Holdings Ltd
254900BZFIFB4PD2Z778
Impala Platinum Holdings Ltd
000000000
3693.00000000
NS
60900.88000000
0.004120373689
Long
EC
CORP
ZA
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A5DZ4
424645.77000000
PA
USD
446358.72000000
0.030199312820
Long
ABS-MBS
USGSE
US
N
2
2026-01-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELJW4
702514.11000000
PA
USD
725233.29000000
0.049067142662
Long
ABS-MBS
USGSE
US
N
2
2023-06-01
Variable
2.79000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DN7
270000.00000000
PA
USD
260536.50000000
0.017627130180
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376RUS3
252339.34000000
PA
USD
253319.55000000
0.017138852656
Long
ABS-MBS
USGA
US
N
2
2066-05-20
Floating
0.69000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
220000.00000000
PA
USD
242438.62000000
0.016402681066
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAB9
170000.00000000
PA
USD
172900.81000000
0.011697958198
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.25000000
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAK2
141000.00000000
PA
USD
151502.20000000
0.010250191439
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.51000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBP3
1064000.00000000
PA
USD
1048855.35000000
0.070962455530
Long
DBT
CORP
JP
N
2
2027-05-22
Fixed
1.23000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2017-3
30165YAE3
602364.86000000
PA
USD
611087.83000000
0.041344397930
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
3.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396YWQ1
81646.22000000
PA
USD
83628.18000000
0.005658035690
Long
ABS-MBS
USGSE
US
N
2
2038-03-25
Floating
0.99000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31283NB84
157312.43000000
PA
USD
171886.05000000
0.011629302533
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.00000000
N
N
N
N
N
N
Vericrest Opportunity Loan Transferee
N/A
VOLT CI LLC
92873EAA8
813099.35000000
PA
USD
813643.39000000
0.055048708938
Long
ABS-MBS
CORP
US
N
2
2051-05-25
Variable
1.99000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
540000.00000000
PA
USD
544393.74000000
0.036832072759
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73000000
N
N
N
N
N
N
Reynolds Consumer Products Inc
N/A
Reynolds Consumer Products Inc
76171L106
10444.00000000
NS
USD
316975.40000000
0.021445619480
Long
EC
CORP
US
N
1
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAJ0
350000.00000000
PA
USD
381872.98000000
0.025836398090
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.45000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAC7
540000.00000000
PA
USD
546550.20000000
0.036977972474
Long
DBT
CORP
GB
N
2
2028-04-06
Fixed
2.00000000
N
N
N
N
N
MASSACHUSETTS ELECTRIC
549300XN8GZY5U5O1B96
Massachusetts Electric Co
575634AT7
113000.00000000
PA
USD
125695.59000000
0.008504192418
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAV1
200000.00000000
PA
USD
194290.00000000
0.013145087628
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
Drive Auto Receivables Trust
549300RZ091I85JWZO63
Drive Auto Receivables Trust 2017-3
26207KAG6
366207.58000000
PA
USD
369527.47000000
0.025001137341
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
3.53000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
000000000
2160.00000000
NS
192859.89000000
0.013048330608
Long
EC
CORP
DE
N
2
N
N
N
Yunnan Energy New Material Co Ltd
N/A
Yunnan Energy New Material Co Ltd
000000000
4000.00000000
NS
144921.03000000
0.009804928913
Long
EC
CORP
CN
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
4181.00000000
NS
USD
646758.89000000
0.043757796506
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFX7
345000.00000000
PA
USD
329805.61000000
0.022313673599
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
1998.00000000
NS
USD
119360.52000000
0.008075580290
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
4145.00000000
NS
USD
197302.00000000
0.013348870653
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAC8
128000.00000000
PA
USD
144601.18000000
0.009783288806
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.70000000
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAC7
703000.00000000
PA
USD
690697.50000000
0.046730553101
Long
DBT
CORP
US
N
2
2067-03-30
Variable
2.81000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAY7
534000.00000000
PA
USD
536634.07000000
0.036307076403
Long
DBT
CORP
DK
N
2
2023-12-08
Fixed
1.17000000
N
N
N
N
N
N
Asset Backed Securities Corp Home Equity Ln Trst
N/A
Asset Backed Securities Corp Home Equity Loan Trust Series 2003-HE6
04541GGC0
306241.87000000
PA
USD
309660.05000000
0.020950684503
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Floating
2.57000000
N
N
N
N
N
N
China Resources Land Ltd
5299001HL0TU7X15HK51
China Resources Land Ltd
000000000
26000.00000000
NS
105315.35000000
0.007125325566
Long
EC
CORP
KY
N
2
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAE9
80000.00000000
PA
USD
89902.19000000
0.006082516678
Long
DBT
US
N
2
2026-10-01
Fixed
4.25000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAZ5
540000.00000000
PA
USD
549888.23000000
0.037203813727
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.10000000
N
N
N
N
N
N
Pennsylvania Electric Co
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co
708696BZ1
150000.00000000
PA
USD
160404.74000000
0.010852511005
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.60000000
N
N
N
N
N
N
CONTL AIRLINES 2012-1 A
N/A
Continental Airlines 2012-1 Class A Pass Through Trust
210795PZ7
303125.13000000
PA
USD
322006.98000000
0.021786041324
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
53233.00000000
NS
329996.77000000
0.022326606920
Long
EC
CORP
ES
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RME9
934000.00000000
PA
USD
948018.96000000
0.064140163170
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAB9
210000.00000000
PA
USD
219953.90000000
0.014881431312
Long
DBT
US
N
2
2031-01-15
Fixed
2.88000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31393BFN0
84546.19000000
PA
USD
93449.78000000
0.006322536141
Long
ABS-MBS
USGSE
US
N
2
2033-05-25
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132H4CL3
121978.45000000
PA
USD
134173.27000000
0.009077767211
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136BBHB1
470000.00000000
PA
USD
472382.29000000
0.031959990715
Long
ABS-MBS
USGSE
US
N
2
2028-11-25
Fixed
1.59000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
2218000.00000000
PA
USD
2154639.75000000
0.145776562462
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.68000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
5596.00000000
NS
USD
829215.28000000
0.056102257029
Long
EC
CORP
IE
N
1
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AX7E9
965920.60000000
PA
USD
1066717.89000000
0.072170982235
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Variable
3.18000000
N
N
N
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
23300.00000000
NS
635063.68000000
0.042966533136
Long
EC
CORP
JP
N
2
N
N
N
Confluent Inc
254900MRZ83YWUV7SN74
Confluent Inc
20717M103
1242.00000000
NS
USD
58995.00000000
0.003991427477
Long
EC
CORP
US
N
1
N
N
N
FREDDIEMAC STRIP
S6XOOCT0IEG5ABCC6L87
Freddie Mac Strips
3128HXRT4
311273.23000000
PA
USD
321912.62000000
0.021779657205
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Fixed
3.00000000
N
N
N
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chem Ltd
000000000
298.00000000
NS
224925.63000000
0.015217803881
Long
EC
CORP
KR
N
2
N
N
N
MASS MUTUAL LIFE
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AB4
250000.00000000
PA
USD
276484.70000000
0.018706138294
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
7.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
1140000.00000000
PA
USD
1024396.88000000
0.069307667680
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.63000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
52412.00000000
NS
591358.21000000
0.040009550105
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A3FM8
123484.11000000
PA
USD
124343.57000000
0.008412718738
Long
ABS-MBS
USGSE
US
N
2
2041-07-25
Floating
0.59000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
488000.00000000
PA
USD
560393.06000000
0.037914539502
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAP3
600000.00000000
PA
USD
712204.70000000
0.048185666738
Long
DBT
CORP
AU
N
2
2030-01-15
Fixed
5.03000000
N
N
N
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
547000.00000000
NS
430453.49000000
0.029123211930
Long
EC
CORP
CN
N
2
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375UDS6
464104.19000000
PA
USD
470454.95000000
0.031829592582
Long
ABS-MBS
USGA
US
N
2
2064-02-20
Floating
0.80000000
N
Y
N
N
N
N
Wells Fargo Home Equity Trust
N/A
Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1
86359BMW8
489191.91000000
PA
USD
471950.88000000
0.031930802788
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Floating
0.69000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
7664.00000000
NS
USD
466737.60000000
0.031578087659
Long
EC
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBD3
755000.00000000
PA
USD
763999.60000000
0.051689956713
Long
DBT
CORP
FR
N
2
2032-06-09
Fixed
2.89000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DR5
255000.00000000
PA
USD
285488.62000000
0.019315316932
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJNY0
101348.19000000
PA
USD
102661.54000000
0.006945776619
Long
ABS-MBS
USGSE
US
N
2
2022-07-01
Variable
3.09000000
N
N
N
N
N
N
Specialty Underwriting & Residential Finance
N/A
Specialty Underwriting & Residential Finance Trust Series 2003-BC4
84751PBK4
286918.58000000
PA
USD
285724.34000000
0.019331265051
Long
ABS-O
CORP
US
N
2
2034-11-25
Floating
0.99000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136AWWF0
823000.00000000
PA
USD
924281.43000000
0.062534151991
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Variable
3.28000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
57470.00000000
NS
331746.19000000
0.022444967511
Long
EC
CORP
GB
N
2
N
N
N
Synchrony Card Issuance Trust
N/A
Synchrony Card Issuance Trust
87166PAA9
1000000.00000000
PA
USD
1006501.20000000
0.068096898820
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
3.38000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90351DAB3
340000.00000000
PA
USD
378760.00000000
0.025625783056
Long
DBT
CORP
CH
N
2
2025-09-24
Fixed
4.13000000
N
N
N
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413AF9
150000.00000000
PA
USD
153476.96000000
0.010383797869
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.60000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust 2004-3
12669FPC1
14657.15000000
PA
USD
15258.16000000
0.001032322045
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Fixed
5.75000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAM0
334000.00000000
PA
USD
382661.49000000
0.025889746348
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.13000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
764.00000000
NS
92584.32000000
0.006263981673
Long
EC
CORP
NL
N
2
N
N
Rosneft Oil Co PJSC
253400JT3MQWNDKMJE44
Rosneft Oil Co PJSC
000000000
11625.00000000
NS
USD
90774.36000000
0.006141525125
Long
EC
CORP
RU
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833LN8
6260000.00000000
PA
USD
6233902.87000000
0.421767458393
Long
DBT
UST
US
N
2
2023-05-15
None
0.00000000
N
N
N
N
N
N
2021-07-23
TRANSAMERICA SERIES TRUST
Vincent Toner
Vincent Toner
Treasurer