0001752724-23-107901.txt : 20230519
0001752724-23-107901.hdr.sgml : 20230519
20230519131259
ACCESSION NUMBER: 0001752724-23-107901
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230331
FILED AS OF DATE: 20230519
DATE AS OF CHANGE: 20230519
PERIOD START: 20230930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRUDENTIAL INVESTMENT PORTFOLIOS, INC.
CENTRAL INDEX KEY: 0000949512
IRS NUMBER: 133851144
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07343
FILM NUMBER: 23939167
BUSINESS ADDRESS:
STREET 1: 655 BROAD ST. 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
BUSINESS PHONE: (973) 367-8982
MAIL ADDRESS:
STREET 1: 655 BROAD ST. 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL INVESTMENT PORTFOLIOS INC
DATE OF NAME CHANGE: 19980612
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL JENNISON SERIES FUND INC
DATE OF NAME CHANGE: 19960911
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL JENNISON FUND INC
DATE OF NAME CHANGE: 19950906
0000949512
S000004632
PGIM BALANCED FUND
C000012613
Class A
PIBAX
C000012615
Class C
PABCX
C000012616
Class Z
PABFX
C000012617
Class R
PALRX
C000195486
Class R6
PIBQX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000949512
XXXXXXXX
S000004632
C000012617
C000012615
C000012616
C000012613
C000195486
Prudential Investment Portfolios, Inc.
811-07343
0000949512
549300S6JOKI32QVXJ96
655 Broad Street
Newark
07102-4077
1-800-225-1852
PGIM Balanced Fund
S000004632
171I2Q1YD2BBYL0Q2268
2023-09-30
2023-03-31
N
963129907.83
37922253.31
925207654.52
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
7003412.13000000
25252367.65000000
0.00000000
4225537.21000000
EUR
USD
N
Blended Custom Benchmark
N/A
African Rainbow Minerals Ltd
529900L3TPSCK8ZVZ589
African Rainbow Minerals Ltd
000000000
11253.00000000
NS
146354.43000000
0.015818549412
Long
EC
CORP
ZA
N
2
N
N
N
Acadia Realty Trust
N/A
Acadia Realty Trust
004239109
2100.00000000
NS
USD
29295.00000000
0.003166316216
Long
EC
CORP
US
N
1
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2018-C2
05491UBC1
1351000.00000000
PA
USD
1274100.27000000
0.137709655100
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
4.04700000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
150000.00000000
PA
USD
129907.07000000
0.014040855516
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
Alight Inc
549300600ESCO1HTVN74
Alight Inc
01626W101
5050.00000000
NS
USD
46510.50000000
0.005027033636
Long
EC
CORP
US
N
1
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
70000.00000000
NS
41730.29000000
0.004510370163
Long
EC
CORP
HK
Y
2
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JBB7
1800000.00000000
PA
USD
1488466.62000000
0.160879194279
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
2.15500000
N
N
N
N
N
N
Eagle Re Ltd
254900L82OLW9QTLJ788
Eagle RE 2019-1 Ltd
269822AC6
200000.00000000
PA
USD
200450.54000000
0.021665464938
Long
ABS-MBS
CORP
US
N
2
2029-04-25
Floating
8.14529000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAA0
99000.00000000
PA
USD
95596.88000000
0.010332478285
Long
DBT
CORP
NL
N
2
2025-06-15
Fixed
5.05000000
N
N
N
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
United Airlines Holdings Inc
910047109
6150.00000000
NS
USD
272137.50000000
0.029413667155
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SK5
2915000.00000000
PA
USD
2252292.97000000
0.243436482501
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
PLN/EUR FORWARD
000000000
1.00000000
NC
USD
1268.34000000
0.000137087062
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-331391.00000000
EUR
1560238.54000000
PLN
2023-04-19
1268.34000000
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769GAB6
125000.00000000
PA
USD
127163.12000000
0.013744278852
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
7.00000000
N
N
N
N
N
N
Patterson-UTI Energy Inc
254900XGFBKIXD6G0697
Patterson-UTI Energy Inc
703481101
6950.00000000
NS
USD
81315.00000000
0.008788837792
Long
EC
CORP
US
N
1
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00165CAP9
142840.00000000
PA
USD
90638.15000000
0.009796519684
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
10.00000000
N
N
N
N
N
N
IHC HEALTH SERVICES INC
UHH3GVKP4EW0MPCVT846
IHC Health Services Inc
45174XAA0
480000.00000000
PA
USD
422620.40000000
0.045678437476
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.13100000
N
N
N
N
N
N
Greif Inc
54930070FVGKR0Z1FI24
Greif Inc
397624107
1530.00000000
NS
USD
96956.10000000
0.010479388008
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
1536000.00000000
PA
USD
1451944.04000000
0.156931693431
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.59100000
N
N
N
N
N
N
Wellfleet CLO Ltd
254900QO5AI38SSR4719
Wellfleet CLO 2018-2 Ltd
94949JAA3
500000.00000000
PA
USD
492759.75000000
0.053259368055
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
6.00771000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BNC8
2978.09000000
PA
USD
3123.28000000
0.000337576108
Long
ABS-MBS
USGA
US
N
2
2031-05-15
Fixed
7.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
EUR/HUF FORWARD
000000000
1.00000000
NC
USD
-2292.98000000
-0.00024783409
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-78817204.00000000
HUF
203800.00000000
EUR
2023-04-19
-2292.98000000
N
N
N
Inogen Inc
549300J8WJIVTOJ8IH97
Inogen Inc
45780L104
1850.00000000
NS
USD
23088.00000000
0.002495439795
Long
EC
CORP
US
N
1
N
N
N
Vital Energy Inc
549300X0PTWU2QSLSL14
Vital Energy Inc
516806205
4150.00000000
NS
USD
188991.00000000
0.020426873802
Long
EC
CORP
US
N
1
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
235000.00000000
PA
USD
219989.38000000
0.023777297877
Long
DBT
CORP
IL
Y
2
2028-08-14
Fixed
4.25000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BX8
475000.00000000
PA
USD
461491.00000000
0.049879721351
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
6.00000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2020-SL1
52475KAA0
68945.32000000
PA
USD
67892.37000000
0.007338068342
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.73400000
N
N
N
N
N
N
Xerox Holdings Corp
5493000Y33XDVO2CXC18
Xerox Holdings Corp
98421M106
6650.00000000
NS
USD
102410.00000000
0.011068866486
Long
EC
CORP
US
N
1
N
N
N
Helia Group Ltd
529900RUQ2G0JXJOF423
Helia Group Ltd
000000000
233190.00000000
NS
448625.21000000
0.048489137309
Long
EC
CORP
AU
N
2
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
18497.00000000
NS
985588.47000000
0.106526190654
Long
EC
CORP
CH
N
2
N
N
N
TCW Gem Ltd
N/A
TCW CLO 2019-2 Ltd
87242BAW0
3500000.00000000
PA
USD
3426568.25000000
0.370356668933
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
5.91904000
N
N
N
N
N
N
BARRICK NA FINANCE LLC
N/A
Barrick North America Finance LLC
06849RAK8
280000.00000000
PA
USD
293419.98000000
0.031713959408
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
5.75000000
N
N
N
N
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794107
15960.00000000
NS
USD
147470.40000000
0.015939167740
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36204P4F6
6765.06000000
PA
USD
6788.55000000
0.000733732580
Long
ABS-MBS
USGA
US
N
2
2025-06-15
Fixed
8.00000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BH6
800000.00000000
PA
USD
750995.88000000
0.081170521701
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
Helix Energy Solutions Group I
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group Inc
42330P107
5300.00000000
NS
USD
41022.00000000
0.004433815457
Long
EC
CORP
US
N
1
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
2646.00000000
NS
203484.78000000
0.021993417262
Long
EC
CORP
DE
N
2
N
N
N
SAFEHOLD INC
QFFLKWYYS3UPWD86E794
SAFEHOLD INC
78646V107
1872.00000000
NS
USD
54980.64000000
0.005942518928
Long
EC
CORP
US
N
1
N
N
N
Palmer Square CLO Ltd
549300EYS8N79JYSXL17
Palmer Square CLO 2018-2 Ltd
69688MAA3
4000000.00000000
PA
USD
3949902.80000000
0.426920678909
Long
ABS-CBDO
CORP
KY
N
2
2031-07-16
Floating
5.89243000
N
N
N
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
Albertsons Cos Inc
013091103
38700.00000000
NS
USD
804186.00000000
0.086919514345
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/AUD FORWARD
000000000
1.00000000
NC
USD
-20095.56000000
-0.00217200537
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-468704.91000000
USD
670663.00000000
AUD
2023-04-19
-20095.56000000
N
N
N
Genworth Financial Inc
549300EMCG286BDNKJ33
Genworth Financial Inc
37247D106
40200.00000000
NS
USD
201804.00000000
0.021811752098
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA2
35564KGR4
100000.00000000
PA
USD
88531.00000000
0.009568770812
Long
ABS-MBS
CORP
US
Y
2
2033-12-25
Floating
7.70979000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AD5
200000.00000000
PA
USD
201000.00000000
0.021724852687
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
Verint Systems Inc
549300KEQJS5FRVUCO94
Verint Systems Inc
92343X100
5100.00000000
NS
USD
189924.00000000
0.020527716029
Long
EC
CORP
US
N
1
N
N
N
Sabra Health Care REIT Inc
549300E3BC7GU7TAZ621
Sabra Health Care REIT Inc
78573L106
19100.00000000
NS
USD
219650.00000000
0.023740616382
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAA3
95000.00000000
PA
USD
110944.39000000
0.011991296165
Long
DBT
CORP
US
N
2
2035-07-27
Fixed
7.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834KH0
30000.00000000
PA
USD
14784.38000000
0.001597952624
Long
DBT
UST
US
N
2
2041-05-15
None
0.00000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAF0
495000.00000000
PA
USD
364917.02000000
0.039441634342
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AK1
450000.00000000
PA
USD
438206.64000000
0.047363058212
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
36750.00000000
NS
USD
2690100.00000000
0.290756349329
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/PLN FORWARD
000000000
1.00000000
NC
USD
3370.26000000
0.000364270656
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-229400.00000000
EUR
1090819.94000000
PLN
2023-04-19
3370.26000000
N
N
N
Lotte Chemical Titan Holding B
N/A
Lotte Chemical Titan Holding Bhd
000000000
295000.00000000
NS
90243.59000000
0.009753874123
Long
EC
CORP
MY
N
2
N
N
N
Korn Ferry
549300FOD20OM0GT5G40
Korn Ferry
500643200
2000.00000000
NS
USD
103480.00000000
0.011184516199
Long
EC
CORP
US
N
1
N
N
N
Selectquote Inc
549300BV28BWDIN9SP24
Selectquote Inc
816307300
42000.00000000
NS
USD
91140.00000000
0.009850761561
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
6350.00000000
NS
USD
2180717.00000000
0.235700276510
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
-8345.04000000
-0.00090196400
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1221419.00000000
BRL
232507.98000000
USD
2023-04-04
-8345.04000000
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
Rio Tinto PLC
000000000
5075.00000000
NS
344480.81000000
0.037232810203
Long
EC
CORP
GB
N
2
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AK7
336000.00000000
PA
USD
323039.48000000
0.034915348832
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Virtus Investment Partners Inc
549300HWF93HB8BDM648
Virtus Investment Partners Inc
92828Q109
430.00000000
NS
USD
81867.70000000
0.008848575733
Long
EC
CORP
US
N
1
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723103
4150.00000000
NS
USD
202935.00000000
0.021933994926
Long
EC
CORP
US
N
1
N
N
N
Haemonetics Corp
549300ZEL6TXZS6F5F95
Haemonetics Corp
405024100
3450.00000000
NS
USD
285487.50000000
0.030856586476
Long
EC
CORP
US
N
1
N
N
N
Xenia Hotels & Resorts Inc
54930075IWIPHF5IQL62
Xenia Hotels & Resorts Inc
984017103
6550.00000000
NS
USD
85739.50000000
0.009267054761
Long
EC
CORP
US
N
1
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAE1
315000.00000000
PA
USD
299362.71000000
0.032356272512
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
4.25000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
449691AC8
200000.00000000
PA
USD
189188.00000000
0.020448166319
Long
DBT
CORP
FR
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
JPY/USD FORWARD
000000000
1.00000000
NC
USD
2188.69000000
0.000236562029
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-14536036.00000000
JPY
112000.00000000
USD
2023-04-19
2188.69000000
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
4985.00000000
NS
USD
1630643.35000000
0.176246201815
Long
EC
CORP
US
N
1
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd
078774AB2
160000.00000000
PA
USD
158253.10000000
0.017104603407
Long
ABS-MBS
CORP
BM
N
2
2032-01-26
Floating
6.70979000
N
N
N
N
N
N
Granite Construction Inc
549300OM4BWMCIXVCZ39
Granite Construction Inc
387328107
400.00000000
NS
USD
16432.00000000
0.001776033728
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390JKD2
8476.89000000
PA
USD
8747.92000000
0.000945508822
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
Thomson Reuters Corp
884903709
700.00000000
NS
91075.10000000
0.009843746920
Long
EC
CORP
CA
N
1
N
N
N
ALABAMA ECON SETTLEMENT AUTH B
N/A
Alabama Economic Settlement Authority
01026CAD3
35000.00000000
PA
USD
33602.12000000
0.003631846303
Long
DBT
MUN
US
N
2
2032-09-15
Fixed
4.26300000
N
N
N
N
N
N
HF Sinclair Corp
N/A
HF Sinclair Corp
403949100
14800.00000000
NS
USD
716024.00000000
0.077390626472
Long
EC
CORP
US
N
1
N
N
N
Sociedad Quimica y Minera de C
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
000000000
676.00000000
NS
54318.75000000
0.005870979313
Long
EP
CORP
CL
N
2
N
N
N
Skandinaviska Enskilda Banken
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
000000000
41567.00000000
NS
458827.76000000
0.049591868134
Long
EC
CORP
SE
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
2336.00000000
NS
70772.13000000
0.007649323873
Long
EC
CORP
LU
N
2
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAA5
25000.00000000
PA
USD
24186.45000000
0.002614164493
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292JAL4
6190.69000000
PA
USD
6329.17000000
0.000684081024
Long
ABS-MBS
USGSE
US
N
2
2034-04-01
Fixed
5.00000000
N
N
N
N
N
N
Japan Real Estate Investment C
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
10.00000000
NS
39852.42000000
0.004307402754
Long
EC
CORP
JP
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
26000.00000000
NS
120036.70000000
0.012974027983
Long
EP
CORP
BR
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
1475.00000000
NS
USD
716053.50000000
0.077393814945
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KNS4
200000.00000000
PA
USD
180008.38000000
0.019455997701
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
6.90979000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCS7
196000.00000000
PA
USD
193349.74000000
0.020897983177
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble Inc
896239AA8
1200000.00000000
PA
USD
1189053.62000000
0.128517486230
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.75000000
N
N
N
N
N
N
Build-A-Bear Workshop Inc
529900S9MWZC1UBF3D13
Build-A-Bear Workshop Inc
120076104
600.00000000
NS
USD
13944.00000000
0.001507121123
Long
EC
CORP
US
N
1
N
N
N
PENNYMAC FIN SVCS INC
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932MAB3
325000.00000000
PA
USD
258747.39000000
0.027966412592
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.25000000
N
N
N
N
N
N
Turkiye Is Bankasi AS
789000FIRX9MDN0KTM91
Turkiye Is Bankasi AS
000000000
698776.30000000
NS
473075.44000000
0.051131812160
Long
EC
CORP
TR
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
1290000.00000000
PA
USD
1205036.92000000
0.130245022737
Long
DBT
CORP
US
Y
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-1
80286NAG1
800000.00000000
PA
USD
760628.16000000
0.082211615552
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.13000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912833XY1
286000.00000000
PA
USD
219516.17000000
0.023726151521
Long
DBT
UST
US
N
2
2030-08-15
None
0.00000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
62116.00000000
NS
663292.97000000
0.071691254040
Long
EC
CORP
FI
N
2
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C14
90278KAZ4
828636.95000000
PA
USD
789810.50000000
0.085365755043
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
4.18030000
N
N
N
N
N
N
Power Grid Corp of India Ltd
3358009SHWZ3DZEQ4Z56
Power Grid Corp of India Ltd
000000000
239799.00000000
NS
660186.29000000
0.071355472122
Long
EC
CORP
IN
N
2
N
N
N
World Fuel Services Corp
D3W7PCXCBRQLL17DZ313
World Fuel Services Corp
981475106
649.00000000
NS
USD
16581.95000000
0.001792240900
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403MWA3
11744.41000000
PA
USD
12093.85000000
0.001307149799
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.50000000
N
N
N
N
N
N
CITIGROUP CAPITAL XIII
N/A
Citigroup Capital XIII
173080201
3000.00000000
NS
USD
85620.00000000
0.009254138741
Long
EP
CORP
US
N
1
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
81721MAM1
400000.00000000
PA
USD
269948.29000000
0.029177048923
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
EUR/JPY FORWARD
000000000
1.00000000
NC
USD
8558.25000000
0.000925008559
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-28471466.00000000
JPY
206000.00000000
EUR
2023-04-19
8558.25000000
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
10375.00000000
NS
USD
2639503.75000000
0.285287712126
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA4
35565XBD1
423682.26000000
PA
USD
457538.24000000
0.049452491855
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Floating
10.84529000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
43045.00000000
NS
1360821.52000000
0.147082821175
Long
EC
CORP
AU
N
2
N
N
N
Industrial Bank Co Ltd
300300C1030935001303
Industrial Bank Co Ltd
000000000
68600.00000000
NS
168830.07000000
0.018247802985
Long
EC
CORP
CN
N
2
N
N
N
Hersha Hospitality Trust
549300DNC58BIN1VO064
Hersha Hospitality Trust
427825500
15850.00000000
NS
USD
106512.00000000
0.011512226415
Long
EC
CORP
US
N
1
N
N
N
Archrock Inc
549300K3RIHMHDVFTL28
Archrock Inc
03957W106
2050.00000000
NS
USD
20028.50000000
0.002164757273
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
6075.00000000
NS
USD
1110084.75000000
0.119982227187
Long
EC
CORP
US
N
1
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C8
90276VAE9
1650000.00000000
PA
USD
1542459.93000000
0.166714998785
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
3.98300000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DF9
200000.00000000
PA
USD
210386.27000000
0.022739356832
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.45000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
34357.00000000
NS
727021.61000000
0.078579290438
Long
EC
CORP
CH
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
240000.00000000
PA
USD
230999.56000000
0.024967320457
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
Vipshop Holdings Ltd
549300I9F52K06HPZX60
Vipshop Holdings Ltd
92763W103
3100.00000000
NS
USD
47058.00000000
0.005086209541
Long
EC
CORP
CN
N
1
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAA8
485000.00000000
PA
USD
466660.94000000
0.050438508341
Long
DBT
NUSS
AE
N
2
2027-10-11
Fixed
3.12500000
N
N
N
N
N
N
Lantheus Holdings Inc
5299005HUB5IOJGO7S39
Lantheus Holdings Inc
516544103
4250.00000000
NS
USD
350880.00000000
0.037924459259
Long
EC
CORP
US
N
1
N
N
N
TH MSR ISSUER TRUST
N/A
TH MSR issuer Trust
87271AAA4
1400000.00000000
PA
USD
1317273.86000000
0.142376022676
Long
ABS-O
CORP
US
N
2
2024-06-25
Floating
7.64529000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
10000.00000000
PA
USD
7928.00000000
0.000856888716
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
HUF/EUR FORWARD
000000000
1.00000000
NC
USD
9746.34000000
0.001053421894
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-239700.00000000
EUR
95186548.00000000
HUF
2023-04-19
9746.34000000
N
N
N
KOC Holding AS
7890005U0H950VH19H45
KOC Holding AS
000000000
116260.00000000
NS
464392.47000000
0.050193323383
Long
EC
CORP
TR
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
5000.00000000
PA
USD
4861.84000000
0.000525486357
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
220000.00000000
PA
USD
156310.29000000
0.016894617033
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38143U8H7
50000.00000000
PA
USD
48634.20000000
0.005256571296
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.75000000
N
N
N
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
1111.00000000
NS
101932.22000000
0.011017226187
Long
EC
CORP
NL
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
125000.00000000
PA
USD
117220.26000000
0.012669616320
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
4250.00000000
NS
USD
1975060.00000000
0.213472077360
Long
EC
CORP
US
N
1
N
N
N
Victory Capital Holdings Inc
549300BN5LH2CIPPHS71
Victory Capital Holdings Inc
92645B103
1650.00000000
NS
USD
48295.50000000
0.005219963298
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CK4
205000.00000000
PA
USD
210798.28000000
0.022783888456
Long
DBT
CORP
US
N
2
2063-02-10
Fixed
5.90000000
N
N
N
N
N
N
China CITIC Bank Corp Ltd
300300C1030211000384
China CITIC Bank Corp Ltd
000000000
120000.00000000
NS
60367.48000000
0.006524749304
Long
EC
CORP
CN
N
2
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/AUD FORWARD
000000000
1.00000000
NC
USD
-1039.48000000
-0.00011235099
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-109401.97000000
USD
162000.00000000
AUD
2023-04-19
-1039.48000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCB7
725000.00000000
PA
USD
665960.28000000
0.071979547158
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
11650.00000000
NS
USD
2661908.50000000
0.287709303635
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBW9
80000.00000000
PA
USD
76942.22000000
0.008316210920
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
5.65000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
60325.00000000
NS
USD
2962560.75000000
0.320204954587
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
5425.00000000
NS
USD
1199142.00000000
0.129607877122
Long
EC
CORP
US
N
1
N
N
N
BGC Partners Inc
TF1LXM1YNB81WKUH5G19
BGC Partners Inc
05541T101
50200.00000000
NS
USD
262546.00000000
0.028376980963
Long
EC
CORP
US
N
1
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
450000.00000000
PA
USD
378990.54000000
0.040962754485
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290XM49
9125.91000000
PA
USD
9303.39000000
0.001005546155
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
5.50000000
N
N
N
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688106
33400.00000000
NS
USD
248496.00000000
0.026858402952
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FBC9
150000.00000000
PA
USD
127747.16000000
0.013807404140
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.75800000
N
N
N
N
N
N
Kawasaki Kisen Kaisha Ltd
353800FL04R73DS5P870
Kawasaki Kisen Kaisha Ltd
000000000
10200.00000000
NS
233945.62000000
0.025285741947
Long
EC
CORP
JP
N
2
N
N
N
Mavi Giyim Sanayi Ve Ticaret A
7890004V7753Z4N1L403
Mavi Giyim Sanayi Ve Ticaret AS
000000000
35508.00000000
NS
194631.19000000
0.021036487219
Long
EC
CORP
TR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296R3L0
12713.06000000
PA
USD
12952.49000000
0.001399954911
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
5.50000000
N
N
N
N
N
N
Veracyte Inc
529900ESWZRHXOW27Z37
Veracyte Inc
92337F107
9750.00000000
NS
USD
217425.00000000
0.023500129828
Long
EC
CORP
US
N
1
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BZ3
75000.00000000
PA
USD
76406.25000000
0.008258281222
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
7.50000000
N
N
N
N
N
N
Nibe Industrier AB
549300ZQH0FIF1P0MX67
Nibe Industrier AB
000000000
11388.00000000
NS
129813.20000000
0.014030709686
Long
EC
CORP
SE
N
2
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834MM7
550000.00000000
PA
USD
247822.27000000
0.026785583624
Long
DBT
UST
US
N
2
2043-05-15
None
0.00000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
1500.00000000
NS
USD
661035.00000000
0.071447203962
Long
EC
CORP
US
N
1
N
N
N
BML Inc
N/A
BML Inc
000000000
10700.00000000
NS
249790.61000000
0.026998329378
Long
EC
CORP
JP
N
2
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508WAB1
325000.00000000
PA
USD
279584.88000000
0.030218608615
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.25000000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
Var Energi ASA
92212WAA8
870000.00000000
PA
USD
833869.86000000
0.090127860045
Long
DBT
CORP
NO
N
2
2027-05-18
Fixed
5.00000000
N
N
N
N
N
N
Radnor Re LTD
N/A
Radnor RE 2021-2 Ltd
75049GAA7
171851.38000000
PA
USD
171161.41000000
0.018499783174
Long
ABS-MBS
CORP
BM
Y
2
2031-11-25
Floating
6.40979000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CVN9
11394.98000000
PA
USD
11759.16000000
0.001270975217
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
5.50000000
N
N
N
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
30236.00000000
NS
695297.44000000
0.075150420189
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CZK/USD FORWARD
000000000
1.00000000
NC
USD
12015.67000000
0.001298699804
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-482000.00000000
USD
10701364.00000000
CZK
2023-04-19
12015.67000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-4896.84000000
-0.00052926929
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-310000.00000000
EUR
331654.26000000
USD
2023-04-19
-4896.84000000
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
10375.00000000
NS
USD
1149653.75000000
0.124258996819
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
1134989.00000000
NS
667315.15000000
0.072125986716
Long
EC
CORP
GB
N
2
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/INR FORWARD
000000000
1.00000000
NC
USD
-1016.68000000
-0.00010988668
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-9240861.00000000
INR
111000.00000000
USD
2023-06-21
-1016.68000000
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R04
20753YAF9
90000.00000000
PA
USD
91379.46000000
0.009876643319
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
9.80979000
N
N
N
N
N
N
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
29287TAA7
200000.00000000
PA
USD
162912.50000000
0.017608209271
Long
DBT
CORP
CL
N
2
2030-01-28
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
22655000.00000000
PA
USD
17993025.78000000
1.944755395407
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
2562.00000000
NS
52277.55000000
0.005650358570
Long
EC
CORP
SE
N
2
N
N
N
Cordatus CLO PLC
635400UH3DTSYN3K2540
CVC Cordatus Loan Fund XIV DAC
000000000
1500000.00000000
PA
1588143.32000000
0.171652635193
Long
ABS-CBDO
CORP
IE
N
2
2032-05-22
Floating
3.51700000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JL5
754000.00000000
PA
USD
614490.43000000
0.066416487909
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
N
YALE UNIVERSITY
9SFB6DIM0FRWV0EV8S84
Yale University
98459LAB9
595000.00000000
PA
USD
498064.23000000
0.053832696645
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
1.48200000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
75000.00000000
PA
USD
72120.39000000
0.007795048997
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
133000.00000000
PA
USD
85951.25000000
0.009289941515
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
7158.00000000
NS
1147829.42000000
0.124061816219
Long
EC
CORP
CH
N
2
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E103
3600.00000000
NS
USD
79884.00000000
0.008634169811
Long
EC
CORP
US
N
1
N
N
N
Diamond Sports Group LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAE8
75065.63000000
PA
USD
69811.04000000
0.007545445572
Long
LON
CORP
US
N
2
2026-05-25
Floating
12.77549000
N
N
N
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
33075.00000000
NS
USD
1623982.50000000
0.175526271541
Long
EC
CORP
US
N
1
N
N
N
Hewlett Packard Enterprise Co
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824C109
148050.00000000
NS
USD
2358436.50000000
0.254908883262
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
180000.00000000
PA
153764.48000000
0.016619456102
Long
DBT
CORP
MX
N
2
2029-02-26
Fixed
4.75000000
N
N
N
N
N
N
A-Mark Precious Metals Inc
XP6XYFDZQGKLUMOFGT37
A-Mark Precious Metals Inc
00181T107
500.00000000
NS
USD
17325.00000000
0.001872552601
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings Inc
N/A
Southwest Gas Holdings Inc
844895102
4100.00000000
NS
USD
256045.00000000
0.027674327892
Long
EC
CORP
US
N
1
N
N
N
JBG SMITH Properties
N/A
JBG SMITH Properties
46590V100
16750.00000000
NS
USD
252255.00000000
0.027264690123
Long
EC
CORP
US
N
1
N
N
N
Heineken NV
724500K5PTPSST86UQ23
Heineken NV
000000000
1296.00000000
NS
139256.29000000
0.015051355154
Long
EC
CORP
NL
N
2
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C9
90291JAV9
387754.61000000
PA
USD
364118.37000000
0.039355313179
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Fixed
3.85400000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
FANNIE MAE OR FREDDIE MAC
000000000
-1500000.00000000
NC
USD
-5706.80000000
-0.00061681288
N/A
DIR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Call
Written
Fannie Mae or Freddie Mac
Fannie Mae or Freddie Mac
1.00000000
USD
100.75000000
USD
2023-04-06
XXXX
-784.92000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWBC6
1490930.33000000
PA
USD
1288282.11000000
0.139242482885
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of Nanjing Co Ltd
300300C1086932000062
Bank of Nanjing Co Ltd
000000000
109200.00000000
NS
142386.07000000
0.015389633808
Long
EC
CORP
CN
N
2
N
N
N
NexTier Oilfield Solutions Inc
529900L27H2D4QT0IT24
NexTier Oilfield Solutions Inc
65290C105
20050.00000000
NS
USD
159397.50000000
0.017228294558
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPAG9
111718.09000000
PA
USD
111893.00000000
0.012093825581
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.50000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938C108
4900.00000000
NS
USD
78351.00000000
0.008468477278
Long
EC
CORP
US
N
1
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International Inc
95082P105
6175.00000000
NS
USD
954284.50000000
0.103142737237
Long
EC
CORP
US
N
1
N
N
N
AdaptHealth Corp
N/A
AdaptHealth Corp
00653Q102
1250.00000000
NS
USD
15537.50000000
0.001679352729
Long
EC
CORP
US
N
1
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp
88947EAT7
1650000.00000000
PA
USD
1556117.82000000
0.168191196040
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.35000000
N
N
N
N
N
N
Towd Point HE Trust
N/A
Towd Point HE Trust 2023-1
89181PCL0
142510.47000000
PA
USD
144966.72000000
0.015668560381
Long
ABS-MBS
CORP
US
N
2
2063-02-25
Fixed
6.87500000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381VAA5
200000.00000000
PA
USD
182000.00000000
0.019671259647
Long
DBT
CORP
N/A
Y
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
7230.00000000
NS
USD
2066406.30000000
0.223345136619
Long
EC
CORP
IE
N
1
N
N
N
Newpark Resources Inc
54930073OHWDQW4DJN26
Newpark Resources Inc
651718504
6150.00000000
NS
USD
23677.50000000
0.002559155221
Long
EC
CORP
US
N
1
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAK9
79000.00000000
PA
USD
96324.46000000
0.010411117928
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
9.00000000
N
N
N
N
N
N
Element Fleet Management Corp
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181201
44800.00000000
NS
588383.28000000
0.063594726775
Long
EC
CORP
CA
N
1
N
N
N
HUGO BOSS AG
529900LFVU534EBRXD13
HUGO BOSS AG
000000000
2340.00000000
NS
168270.61000000
0.018187334397
Long
EC
CORP
DE
N
2
N
N
N
Ormat Technologies Inc
5493000TSHHWY24VHM09
Ormat Technologies Inc
686688102
550.00000000
NS
USD
46623.50000000
0.005039247110
Long
EC
CORP
US
N
1
N
N
N
Oscar Health Inc
N/A
Oscar Health Inc
687793109
20200.00000000
NS
USD
132108.00000000
0.014278740491
Long
EC
CORP
US
N
1
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AE7
675000.00000000
PA
USD
546759.79000000
0.059095899966
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
35975.00000000
NS
USD
2673302.25000000
0.288940783935
Long
EC
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAN5
100000.00000000
PA
USD
101763.01000000
0.010998937319
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.25000000
N
N
N
N
N
N
Sumo Logic Inc
549300L85NQSIULERR88
Sumo Logic Inc
86646P103
1650.00000000
NS
USD
19767.00000000
0.002136493348
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
8140000.00000000
PA
USD
6140612.50000000
0.663701004850
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBA0
185000.00000000
PA
USD
171584.07000000
0.018545465892
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.85000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
50000.00000000
PA
USD
49085.71000000
0.005305372232
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834KV9
210000.00000000
PA
USD
100972.27000000
0.010913471100
Long
DBT
UST
US
N
2
2041-11-15
None
0.00000000
N
N
N
N
N
N
Herc Holdings Inc
549300TP80QLITMSBP82
Herc Holdings Inc
42704L104
850.00000000
NS
USD
96815.00000000
0.010464137377
Long
EC
CORP
US
N
1
N
N
N
Ensign Group Inc/The
5493003K4HEEA8Q0BC72
Ensign Group Inc/The
29358P101
430.00000000
NS
USD
41082.20000000
0.004440322104
Long
EC
CORP
US
N
1
N
N
N
Pathward Financial Inc
5493004X52BH1NBLW813
Pathward Financial Inc
59100U108
2500.00000000
NS
USD
103725.00000000
0.011210996741
Long
EC
CORP
US
N
1
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2020-ATrust
83406TAB8
386451.01000000
PA
USD
360333.68000000
0.038946249335
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
2.54000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BR3
250000.00000000
PA
USD
195396.85000000
0.021119242695
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.70000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224107
2700.00000000
NS
83826.86000000
0.009060329277
Long
EC
CORP
CA
N
1
N
N
N
Maximus Inc
549300DQCDS8HJ7QF202
Maximus Inc
577933104
200.00000000
NS
USD
15740.00000000
0.001701239707
Long
EC
CORP
US
N
1
N
N
N
Alkermes PLC
N/A
Alkermes PLC
000000000
700.00000000
NS
USD
19733.00000000
0.002132818497
Long
EC
CORP
IE
N
1
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CA6
195000.00000000
PA
USD
184113.27000000
0.019899669993
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.30000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAU3
2500000.00000000
PA
USD
2380675.25000000
0.257312532853
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
2.63100000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDU5
500000.00000000
PA
USD
469435.70000000
0.050738415068
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
2.33000000
N
N
N
N
N
N
DB Insurance Co Ltd
9884000ZF26VNJBWSJ91
DB Insurance Co Ltd
000000000
2112.00000000
NS
121508.48000000
0.013133103623
Long
EC
CORP
KR
N
2
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AM9
75000.00000000
PA
USD
27816.43000000
0.003006506686
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
5.00000000
N
N
N
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
000000000
61200.00000000
NS
832302.75000000
0.089958480772
Long
EC
CORP
JP
N
2
N
N
N
Allogene Therapeutics Inc
N/A
Allogene Therapeutics Inc
019770106
8300.00000000
NS
USD
41002.00000000
0.004431653780
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-3926.12000000
-0.00042435014
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-426331836.00000000
KRW
324000.00000000
USD
2023-06-21
-3926.12000000
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CH3
400000.00000000
PA
USD
369237.90000000
0.039908651662
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
5.25000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
12700.00000000
NS
620640.41000000
0.067081201389
Long
EC
CORP
CN
N
2
N
N
N
SIPG
300300DAQ7G1LS22G609
Shanghai International Port Group Co Ltd
000000000
211800.00000000
NS
170969.24000000
0.018479012702
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HKJ1
697.15000000
PA
USD
718.42000000
0.000077649595
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
8.50000000
N
N
N
N
N
N
Brookfield Infrastructure Corp
N/A
Brookfield Infrastructure Corp
11275Q107
350.00000000
NS
USD
16121.00000000
0.001742419652
Long
EC
CORP
CA
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5KA7
4657.25000000
PA
USD
4840.24000000
0.000523151746
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
5.50000000
N
N
N
N
N
N
Koshidaka Holdings Co Ltd
N/A
Koshidaka Holdings Co Ltd
000000000
15600.00000000
NS
113310.01000000
0.012246981469
Long
EC
CORP
JP
N
2
N
N
N
Veritiv Corp
529900VQARHWQROHAS58
Veritiv Corp
923454102
1500.00000000
NS
USD
202710.00000000
0.021909676061
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS UNITED STATES OF AMERICA
000000000
1.00000000
NC
2378.68000000
0.000257096878
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
US TREASURY N/B
United States Treasury Note/Bond
Y
Default Event
2027-12-20
1215.11000000
USD
0.00000000
USD
-220000.00000000
EUR
1163.57000000
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
325000.00000000
PA
USD
213775.27000000
0.023105652980
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Inspire Medical Systems Inc
549300XQQCQ7HCJKTW25
Inspire Medical Systems Inc
457730109
1200.00000000
NS
USD
280884.00000000
0.030359022499
Long
EC
CORP
US
N
1
N
N
N
Barings Loan Partners CLO Ltd.
N/A
Barings Clo Ltd 2023-I
06763BAA7
2100000.00000000
PA
USD
2058786.87000000
0.222521599334
Long
ABS-CBDO
CORP
KY
N
2
2034-01-20
Floating
5.90771000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBC6
40000.00000000
PA
USD
36993.47000000
0.003998396448
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.80000000
N
N
N
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779103
4900.00000000
NS
USD
237062.00000000
0.025622572277
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
290000.00000000
PA
USD
191037.75000000
0.020648094410
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Parsons Corp
549300ZXH0VRBSEPX752
Parsons Corp
70202L102
4350.00000000
NS
USD
194619.00000000
0.021035169677
Long
EC
CORP
US
N
1
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
12600.00000000
NS
USD
2517228.00000000
0.272071679011
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
18375.00000000
NS
USD
3050985.00000000
0.329762187450
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2018-C46
95001QAT8
1050000.00000000
PA
USD
1011473.09000000
0.109323899889
Long
ABS-MBS
CORP
US
N
2
2051-08-15
Fixed
3.88800000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
36625.00000000
NS
USD
2752368.75000000
0.297486595204
Long
EC
CORP
US
N
1
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd
000000000
4200.00000000
NS
USD
204297.40000000
0.022081248355
Long
EC
CORP
HK
N
2
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
935000.00000000
PA
USD
906938.50000000
0.098025399548
Long
DBT
CORP
US
Y
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-2
80285RAG3
100000.00000000
PA
USD
97784.69000000
0.010568945200
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AJ7
750000.00000000
PA
USD
627120.92000000
0.067781639822
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.65000000
N
N
N
N
N
N
Indofood Sukses Makmur Tbk PT
529900E61EV2GTYWZ485
Indofood Sukses Makmur Tbk PT
000000000
106800.00000000
NS
44215.96000000
0.004779030932
Long
EC
CORP
ID
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
275000.00000000
PA
USD
298210.93000000
0.032231783702
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
575.00000000
NS
USD
128012.25000000
0.013836056086
Long
EC
CORP
US
N
1
N
N
N
Bank of Communications Co Ltd
549300AX1UM10U30HK09
Bank of Communications Co Ltd
000000000
314000.00000000
NS
197476.08000000
0.021343973867
Long
EC
CORP
CN
N
2
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
34373.00000000
NS
726079.72000000
0.078477487345
Long
EC
CORP
JP
N
2
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-913.37000000
-0.00009872054
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-213101310.00000000
KRW
163000.00000000
USD
2023-06-21
-913.37000000
N
N
N
Blackbaud Inc
54930056X3HKFMNG3754
Blackbaud Inc
09227Q100
400.00000000
NS
USD
27720.00000000
0.002996084161
Long
EC
CORP
US
N
1
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TopBuild Corp
89055FAC7
100000.00000000
PA
USD
84805.12000000
0.009166063378
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
38350.00000000
NS
USD
7956091.00000000
0.859924900224
Long
EC
CORP
US
N
1
N
N
N
Premier Investments Ltd
N/A
Premier Investments Ltd
000000000
2856.00000000
NS
50261.35000000
0.005432439923
Long
EC
CORP
AU
N
2
N
N
N
Elkem ASA
549300CVBE06T0SH6T76
Elkem ASA
000000000
76736.00000000
NS
260766.81000000
0.028184679269
Long
EC
CORP
NO
N
2
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BD9
620000.00000000
PA
USD
633299.69000000
0.068449465036
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.45000000
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
4012.00000000
NS
506461.15000000
0.054740268038
Long
EC
CORP
NL
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
40653.32000000
0.004393967105
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-05-08
0.00000000
USD
-8271.85000000
USD
-190000.00000000
GBP
48925.17000000
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BPW39
2137240.25000000
PA
USD
73801.26000000
0.007976723888
Long
ABS-MBS
USGSE
US
N
2
2026-03-25
Variable
1.34406400
N
N
N
N
N
N
YITAI COAL
529900OW9OHPX81B0T69
Inner Mongolia Yitai Coal Co Ltd
000000000
33800.00000000
NS
USD
49679.17000000
0.005369515671
Long
EC
CORP
CN
N
2
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
32545.00000000
NS
USD
2255693.95000000
0.243804073494
Long
EC
CORP
US
N
1
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
35500.00000000
NS
USD
1787780.00000000
0.193230135015
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
SWOP CDS CDX.NA.IG.39.V1
000000000
-14200000.00000000
OU
Other
USD
-27223.51000000
-0.00294242161
N/A
DCR
CORP
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Call
Written
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CDS CDX.NA.IG.39.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.39.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-14200000.00000000
USD
75.00000000
USD
2023-04-19
XXXX
8276.49000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AD9
250000.00000000
PA
USD
102500.00000000
0.011078594032
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWE74
1492461.45000000
PA
USD
1488348.64000000
0.160866442547
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAE9
700000.00000000
PA
USD
620036.48000000
0.067015926313
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
1.68000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
225000.00000000
PA
USD
190633.67000000
0.020604419890
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
1900.00000000
NS
USD
372856.00000000
0.040299709819
Long
EC
CORP
US
N
1
N
N
N
Arabian Internet & Communicati
N/A
Arabian Internet & Communications Services Co
000000000
660.00000000
NS
43864.61000000
0.004741055673
Long
EC
CORP
SA
N
2
N
N
N
Central Garden & Pet Co
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527205
400.00000000
NS
USD
15628.00000000
0.001689134317
Long
EC
CORP
US
N
1
N
N
N
Frontier Group Holdings Inc
549300DT3Y2BHO6G7T02
Frontier Group Holdings Inc
35909R108
7450.00000000
NS
USD
73308.00000000
0.007923410451
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC84
1897817.00000000
PA
USD
1705065.50000000
0.184290033882
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2020-A
56848MAA7
200000.00000000
PA
USD
191405.18000000
0.020687807657
Long
ABS-O
CORP
US
N
2
2034-08-21
Fixed
2.19000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-9069.79000000
-0.00098029776
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-252851671.00000000
CLP
306078.77000000
USD
2023-06-22
-9069.79000000
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AL3
1275000.00000000
PA
USD
1218449.42000000
0.131694697298
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.59157000
N
N
N
N
N
N
COMM Mortgage Trust
5493004GWEVMOU8S3L34
COMM 2014-UBS4 Mortgage Trust
12591QAQ5
700000.00000000
PA
USD
678266.05000000
0.073309602086
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Fixed
3.42000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAB9
25000.00000000
PA
USD
15750.00000000
0.001702320546
Long
DBT
CORP
N/A
Y
2
2025-12-31
Fixed
13.00000000
N
N
Y
N
N
N
Helmerich & Payne Inc
254900NAOGHJ88RZ4C73
Helmerich & Payne Inc
423452101
300.00000000
NS
USD
10725.00000000
0.001159199229
Long
EC
CORP
US
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
200000.00000000
PA
USD
179106.08000000
0.019358473649
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
GOLFZON Co Ltd
N/A
GOLFZON Co Ltd
000000000
1575.00000000
NS
155228.25000000
0.016777665991
Long
EC
CORP
KR
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
465000.00000000
PA
USD
378277.45000000
0.040885680976
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38300000
N
N
N
N
N
N
Tata Consultancy Services Ltd
335800ZJKU9GPQRE2U66
Tata Consultancy Services Ltd
000000000
17928.00000000
NS
702739.01000000
0.075954733682
Long
EC
CORP
IN
N
2
N
N
N
Impinj Inc
549300M26VGKSMMWWN17
Impinj Inc
453204109
1800.00000000
NS
USD
243936.00000000
0.026365540623
Long
EC
CORP
US
N
1
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
650000.00000000
PA
USD
608770.90000000
0.065798299119
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
19250.00000000
NS
USD
672210.00000000
0.072655040921
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203PC35
3817.37000000
PA
USD
3928.38000000
0.000424594411
Long
ABS-MBS
USGA
US
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
11568.00000000
NS
USD
4457960.16000000
0.481833471461
Long
EC
CORP
US
N
1
N
N
N
Container Store Group Inc/The
529900L7KB2N9KXCDI76
Container Store Group Inc/The
210751103
7450.00000000
NS
USD
25553.50000000
0.002761920513
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
215000.00000000
PA
USD
190986.38000000
0.020642542143
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-627.52000000
-0.00006782477
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-542596.71000000
USD
439166.00000000
GBP
2023-04-19
-627.52000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAX4
250000.00000000
PA
USD
242859.67000000
0.026249206738
Long
DBT
CORP
US
N
2
2029-12-05
Fixed
4.45200000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
25000.00000000
PA
USD
0.03000000
0.000000003242
Long
DBT
CORP
LU
N
3
2024-10-15
Fixed
8.50000000
Y
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAH4
150000.00000000
PA
USD
150397.54000000
0.016255544284
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
7.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300JPCJUA5JJLRW54
Wells Fargo Commercial Mortgage Trust 2016-C33
95000LAY9
879267.82000000
PA
USD
825468.68000000
0.089219828215
Long
ABS-MBS
CORP
US
N
2
2059-03-15
Fixed
3.16200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410QPE5
10567.46000000
PA
USD
11030.75000000
0.001192245864
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
6.50000000
N
N
N
N
N
N
Alaska Air Group Inc
529900G48RT4KWLC6C27
Alaska Air Group Inc
011659109
46750.00000000
NS
USD
1961630.00000000
0.212020511332
Long
EC
CORP
US
N
1
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAJ1
250000.00000000
PA
USD
194354.03000000
0.021006530701
Long
DBT
CORP
FR
N
2
2032-01-20
Fixed
2.27700000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
250000.00000000
PA
USD
251875.00000000
0.027223618262
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Brinker International Inc
52990067JY6PBGJNTG76
Brinker International Inc
109641100
950.00000000
NS
USD
36100.00000000
0.003901826776
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/COP FORWARD
000000000
1.00000000
NC
USD
-16913.01000000
-0.00182802313
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1997893092.00000000
COP
405000.00000000
USD
2023-06-21
-16913.01000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PLN/EUR FORWARD
000000000
1.00000000
NC
USD
-6400.37000000
-0.00069177659
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1704440.60000000
PLN
357400.00000000
EUR
2023-04-19
-6400.37000000
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543BY8
31000.00000000
PA
USD
41561.81000000
0.004492160197
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
9.40000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Ultra 10-Year US Treasury Note
000000000
-64.00000000
NC
USD
-235359.90000000
-0.02543860276
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-06-21
-7517640.42000000
USD
-235359.90000000
N
N
N
Shoals Technologies Group Inc
N/A
Shoals Technologies Group Inc
82489W107
1200.00000000
NS
USD
27348.00000000
0.002955876971
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2019-3
03066NAF1
657772.77000000
PA
USD
650076.50000000
0.070262767155
Long
ABS-O
CORP
US
N
2
2025-07-18
Fixed
2.32000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184HLS1
59992.84000000
PA
USD
55320.33000000
0.005979233929
Long
ABS-MBS
USGA
US
N
2
2045-03-15
Fixed
3.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BP8
200000.00000000
PA
USD
172116.86000000
0.018603051883
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.75000000
N
N
N
N
N
N
Integral Ad Science Holding Co
N/A
Integral Ad Science Holding Corp
45828L108
4250.00000000
NS
USD
60647.50000000
0.006555014942
Long
EC
CORP
US
N
1
N
N
N
NetScout Systems Inc
5493005HZXZ3SPNVCV76
NetScout Systems Inc
64115T104
4159.00000000
NS
USD
119155.35000000
0.012878768287
Long
EC
CORP
US
N
1
N
N
N
Yankuang Energy Group Co Ltd
3003005N7A6HYZ4Z0K39
Yankuang Energy Group Co Ltd
000000000
12000.00000000
NS
42965.35000000
0.004643860196
Long
EC
CORP
CN
N
2
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
SGD/USD FORWARD
000000000
1.00000000
NC
USD
-7876.26000000
-0.00085129645
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-659408.00000000
SGD
488948.37000000
USD
2023-06-21
-7876.26000000
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TQW3
660000.00000000
PA
USD
622741.22000000
0.067308265010
Long
DBT
CORP
CA
N
2
2024-07-09
Fixed
0.62500000
N
N
N
N
N
N
Emirates NBD Bank PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
000000000
11920.00000000
NS
42655.81000000
0.004610403923
Long
EC
CORP
AE
N
2
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
45156.00000000
NS
502247.89000000
0.054284882701
Long
EC
CORP
DE
N
2
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
28206.00000000
NS
947586.78000000
0.102418821912
Long
EC
CORP
ES
N
2
N
N
N
Infosys Ltd
335800TYLGG93MM7PR89
Infosys Ltd
000000000
46863.00000000
NS
819312.47000000
0.088554441372
Long
EC
CORP
IN
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31400DWE8
5200.18000000
PA
USD
5456.77000000
0.000589788678
Long
ABS-MBS
USGSE
US
N
2
2033-04-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296SVY9
12642.38000000
PA
USD
12916.70000000
0.001396086590
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
700000.00000000
PA
705601.36000000
0.076264107473
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG
000000000
579.00000000
NS
357304.76000000
0.038618872018
Long
EC
CORP
CH
N
2
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
36169.00000000
NS
USD
7665657.86000000
0.828533769965
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
4400.00000000
NS
USD
174064.00000000
0.018813506259
Long
EC
CORP
US
N
1
N
N
N
MICHIGAN ST UNIV REVENUES
N/A
Michigan State University
594712WY3
435000.00000000
PA
USD
341860.68000000
0.036949616481
Long
DBT
MUN
US
N
2
2122-08-15
Fixed
4.16500000
N
N
N
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
57175.00000000
NS
USD
1987403.00000000
0.214806156249
Long
EC
CORP
US
N
1
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113109
3650.00000000
NS
USD
230315.00000000
0.024893330580
Long
EC
CORP
US
N
1
N
N
N
Old National Bancorp/IN
549300MMK90CL5KMVX16
Old National Bancorp/IN
680033107
6150.00000000
NS
USD
88683.00000000
0.009585199556
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
INR/USD FORWARD
000000000
1.00000000
NC
USD
-1028.37000000
-0.00011115018
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1171764.67000000
USD
96580359.00000000
INR
2023-06-21
-1028.37000000
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
56501R106
38000.00000000
NS
697299.30000000
0.075366788914
Long
EC
CORP
CA
N
1
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAN4
175000.00000000
PA
USD
164259.35000000
0.017753781996
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405WMC6
8858.27000000
PA
USD
9158.85000000
0.000989923716
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
Atkore Inc
52990002TI38AM4RPV48
Atkore Inc
047649108
2110.00000000
NS
USD
296412.80000000
0.032037434899
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
1005000.00000000
PA
USD
808414.45000000
0.087376541476
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
2160.00000000
NS
69162.84000000
0.007475385624
Long
EC
CORP
GB
N
2
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
6500.00000000
NS
USD
2543385.00000000
0.274898828125
Long
EC
CORP
US
N
1
N
N
N
Turk Hava Yollari AO
789000EV8M3BL7ZPFB03
Turk Hava Yollari AO
000000000
23799.00000000
NS
147374.01000000
0.015928749538
Long
EC
CORP
TR
N
2
N
N
N
Mr Cooper Group Inc
549300KD8C6DPXYC2M26
Mr Cooper Group Inc
62482R107
5400.00000000
NS
USD
221238.00000000
0.023912253526
Long
EC
CORP
US
N
1
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-1 Ltd
26983BAC5
280000.00000000
PA
USD
279508.46000000
0.030210348848
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
7.25979000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
17225.00000000
NS
USD
2074751.25000000
0.224247090895
Long
EC
CORP
US
N
1
N
N
N
DUKE UNIVERSITY HEALTH
SYIJ9BNVFR17R33OPQ57
Duke University Health System Inc
26443CAA1
95000.00000000
PA
USD
82181.93000000
0.008882538919
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.92000000
N
N
N
N
N
N
Dr Sulaiman Al Habib Medical S
N/A
Dr Sulaiman Al Habib Medical Services Group Co
000000000
560.00000000
NS
43591.18000000
0.004711502308
Long
EC
CORP
SA
N
2
N
N
N
TTEC Holdings Inc
GTJS1N8S8I28A7L4WG97
TTEC Holdings Inc
89854H102
1350.00000000
NS
USD
50260.50000000
0.005432348052
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
9200.00000000
NS
USD
801688.00000000
0.086649520903
Long
EC
CORP
US
N
1
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AP7
640000.00000000
PA
USD
139720.00000000
0.015101474714
Long
DBT
NUSS
UA
N
2
2024-09-01
Variable
7.75000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
24105.00000000
NS
USD
5434713.30000000
0.587404705684
Long
EC
CORP
US
N
1
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
10641.00000000
NS
977041.05000000
0.105602352642
Long
EC
CORP
CH
N
2
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
1960.00000000
NS
157485.58000000
0.017021646895
Long
EC
CORP
AU
N
2
N
N
N
CAESARS ENTERTAIN INC
549300FA4CTCW903Y781
Caesars Entertainment Inc
28470RAH5
25000.00000000
PA
USD
25007.83000000
0.002702942401
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.25000000
N
N
N
N
N
N
Fate Therapeutics Inc
549300L14Q4UHOODLA90
Fate Therapeutics Inc
31189P102
5300.00000000
NS
USD
30210.00000000
0.003265212933
Long
EC
CORP
US
N
1
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
Loblaw Cos Ltd
539481101
7500.00000000
NS
683518.31000000
0.073877286537
Long
EC
CORP
CA
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
345000.00000000
PA
USD
292775.66000000
0.031644318826
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
Coastal Financial Corp/WA
549300XG5L36T6IU0B47
Coastal Financial Corp/WA
19046P209
800.00000000
NS
USD
28808.00000000
0.003113679384
Long
EC
CORP
US
N
1
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AP8
450000.00000000
PA
USD
335808.39000000
0.036295461711
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.55000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AE5
935000.00000000
PA
USD
798280.22000000
0.086281194940
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
104920.00000000
NS
USD
3921909.60000000
0.423895066241
Long
EC
CORP
US
N
1
N
N
N
Whitehaven Coal Ltd
529900WCZ4I6ZO3RRP86
Whitehaven Coal Ltd
000000000
18712.00000000
NS
84239.70000000
0.009104950611
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
86138.84000000
PA
USD
84531.70000000
0.009136511094
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
6.20979000
N
N
N
N
N
N
Par Pacific Holdings Inc
549300BTNS7MHSHRLR55
Par Pacific Holdings Inc
69888T207
6900.00000000
NS
USD
201480.00000000
0.021776732932
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
430000.00000000
PA
USD
420579.36000000
0.045457834027
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
Inter RAO UES PJSC
253400PMFKF8Q8G1FA17
Inter RAO UES PJSC
000000000
4433000.00000000
NS
5.71000000
0.000000617158
Long
EC
CORP
RU
N
3
N
N
N
RPT Realty
549300T03GDH1L37S188
RPT Realty
74971D101
4250.00000000
NS
USD
40417.50000000
0.004368478773
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032647
4000000.00000000
PA
USD
3749843.72000000
0.405297524472
Long
ABS-MBS
USGA
US
N
2
2053-04-15
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
2290000.00000000
PA
USD
1913330.31000000
0.206800095162
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65100000
N
N
N
N
N
N
Accel Entertainment Inc
N/A
Accel Entertainment Inc
00436Q106
3850.00000000
NS
USD
35073.50000000
0.003790878710
Long
EC
CORP
US
N
1
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
65300.00000000
NS
USD
1989691.00000000
0.215053452085
Long
EC
CORP
US
N
1
N
N
N
Tenable Holdings Inc
5493004S5OMPESF0EF83
Tenable Holdings Inc
88025T102
4900.00000000
NS
USD
232799.00000000
0.025161810849
Long
EC
CORP
US
N
1
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
2223.00000000
NS
126363.34000000
0.013657835555
Long
EC
CORP
FR
N
2
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties Inc
444097109
215300.00000000
NS
USD
1431745.00000000
0.154748503539
Long
EC
CORP
US
N
1
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
13838.00000000
NS
395267.27000000
0.042722006034
Long
EC
CORP
SE
N
2
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
745.00000000
NS
USD
1976045.45000000
0.213578588584
Long
EC
CORP
US
N
1
N
N
N
SCREEN Holdings Co Ltd
353800ND89FTQ9XQ0R07
SCREEN Holdings Co Ltd
000000000
400.00000000
NS
35481.66000000
0.003834994212
Long
EC
CORP
JP
N
2
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
38624.00000000
NS
590992.57000000
0.063876748869
Long
EC
CORP
GB
N
2
N
N
N
Organogenesis Holdings Inc
549300RLC2O821TU6941
Organogenesis Holdings Inc
68621F102
25650.00000000
NS
USD
54634.50000000
0.005905106786
Long
EC
CORP
US
N
1
N
N
N
Wiwynn Corp
254900FV2R15PMKXFL69
Wiwynn Corp
000000000
1000.00000000
NS
37101.43000000
0.004010065180
Long
EC
CORP
TW
N
2
N
N
N
Syndax Pharmaceuticals Inc
529900OF94TRHKZVBS87
Syndax Pharmaceuticals Inc
87164F105
1450.00000000
NS
USD
30624.00000000
0.003309959645
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
25250.00000000
NS
USD
2654027.50000000
0.286857494859
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300KDXV3I7WKXA522
Commonbond Student Loan Trust 2017-B-GS
20268KAA8
101661.80000000
PA
USD
91123.70000000
0.009848999795
Long
ABS-O
CORP
US
N
2
2042-09-25
Fixed
2.68000000
N
N
N
N
N
N
Adient PLC
5493002QLDY8O75RTR78
Adient PLC
000000000
4450.00000000
NS
USD
182272.00000000
0.019700658453
Long
EC
CORP
US
N
1
N
N
N
Peabody Energy Corp
EJCO258LNNVSKAR2JX59
Peabody Energy Corp
704551100
8350.00000000
NS
USD
213760.00000000
0.023104002539
Long
EC
CORP
US
N
1
N
N
N
Telefonica Deutschland Holding
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
15435.00000000
NS
47512.79000000
0.005135364992
Long
EC
CORP
DE
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PLN/EUR FORWARD
000000000
1.00000000
NC
USD
3488.61000000
0.000377062379
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-220500.00000000
EUR
1049576.03000000
PLN
2023-04-19
3488.61000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-2373.89000000
-0.00025657915
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-290405050.00000000
KRW
221000.00000000
USD
2023-06-21
-2373.89000000
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
2159.00000000
NS
1471246.58000000
0.159017986158
Long
EC
CORP
NL
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
EUR/USD FORWARD
000000000
1.00000000
NC
USD
427.71000000
0.000046228541
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-51000.00000000
EUR
55795.79000000
USD
2023-04-19
427.71000000
N
N
N
Amkor Technology Inc
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652100
10150.00000000
NS
USD
264103.00000000
0.028545267509
Long
EC
CORP
US
N
1
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
140000.00000000
PA
USD
120944.94000000
0.013072194053
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
1285000.00000000
PA
USD
1133665.83000000
0.122530960964
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
GOLDEN ENTERTAINMENT INC
549300P8YYCKQVJ0Y638
Golden Entertainment Inc
381013AA9
175000.00000000
PA
USD
176258.63000000
0.019050710306
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
1060000.00000000
PA
USD
841706.25000000
0.090974847201
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
Radnor Re LTD
N/A
Radnor RE 2021-2 Ltd
75049GAB5
300000.00000000
PA
USD
292939.47000000
0.031662024040
Long
ABS-MBS
CORP
BM
Y
2
2031-11-25
Floating
8.25979000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RAY5
1400000.00000000
PA
USD
1180721.78000000
0.127616948933
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.47700000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B17 Mortgage Trust
08162MAW8
650000.00000000
PA
USD
529714.19000000
0.057253545991
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.04220000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2017-C5
90276TAF1
1422000.00000000
PA
USD
1323311.07000000
0.143028547541
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.21200000
N
N
N
N
N
N
ScanSource Inc
7FHBAN017QDY4K2KP156
ScanSource Inc
806037107
1780.00000000
NS
USD
54183.20000000
0.005856328548
Long
EC
CORP
US
N
1
N
N
N
Apartment Investment and Manag
549300O8FT5GJ4RU1D57
Apartment Investment and Management Co
03748R747
1500.00000000
NS
USD
11535.00000000
0.001246747143
Long
EC
CORP
US
N
1
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
94973VAY3
45000.00000000
PA
USD
41998.34000000
0.004539342037
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-2 Ltd
43730VAB4
150000.00000000
PA
USD
148300.74000000
0.016028914079
Long
ABS-MBS
CORP
BM
N
2
2034-01-25
Floating
6.15979000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EES5
2628109.50000000
PA
USD
2514610.57000000
0.271788777115
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SF6
5420000.00000000
PA
USD
4744193.75000000
0.512770698212
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
SkyWest Inc
529900UYS2KGS6Z42P09
SkyWest Inc
830879102
3060.00000000
NS
USD
67840.20000000
0.007332429608
Long
EC
CORP
US
N
1
N
N
N
United Microelectronics Corp
391200YJCAGH9LF96P73
United Microelectronics Corp
000000000
496000.00000000
NS
867966.62000000
0.093813168942
Long
EC
CORP
TW
N
2
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
497000.00000000
PA
485029.48000000
0.052423850757
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JM0
540000.00000000
PA
USD
504857.04000000
0.054566889663
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
Pediatrix Medical Group Inc
N/A
Pediatrix Medical Group Inc
58502B106
3950.00000000
NS
USD
58894.50000000
0.006365543963
Long
EC
CORP
US
N
1
N
N
N
Imperial Oil Ltd
549300JZNB745JT5WY51
Imperial Oil Ltd
453038408
12400.00000000
NS
630597.11000000
0.068157359801
Long
EC
CORP
CA
N
1
N
N
N
National Beverage Corp
549300O9MZIQJI8TGV17
National Beverage Corp
635017106
460.00000000
NS
USD
24251.20000000
0.002621162922
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
170854.00000000
NS
USD
28173824.60000000
3.045135269078
Long
EC
CORP
US
N
1
N
N
N
DIGICEL GROUP HOLDINGS
N/A
Digicel Group Holdings Ltd
25381YAC5
30000.00000000
PA
USD
3450.00000000
0.000372889262
Long
DBT
CORP
BM
Y
2
N/A
Fixed
7.00000000
N
N
Y
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AJ5
200000.00000000
PA
USD
196672.12000000
0.021257078780
Long
DBT
NUSS
JP
N
2
2023-10-25
Fixed
2.12500000
N
N
N
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
1075.00000000
NS
USD
740470.75000000
0.080032925190
Long
EC
CORP
US
N
1
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
1200000.00000000
PA
1200631.56000000
0.129768874493
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
Extreme Networks Inc
549300WRECW11X94UB57
Extreme Networks Inc
30226D106
3300.00000000
NS
USD
63096.00000000
0.006819658234
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
INR/USD FORWARD
000000000
1.00000000
NC
USD
-1022.72000000
-0.00011053950
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-744000.00000000
USD
61292208.00000000
INR
2023-06-21
-1022.72000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
64740.00000000
NS
USD
6732960.00000000
0.727724199762
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKV1
1858260.48000000
PA
USD
1876945.10000000
0.202867441793
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
RBB Bancorp
549300A23FBFZNGET525
RBB Bancorp
74930B105
2400.00000000
NS
USD
37200.00000000
0.004020719004
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
HUF/USD FORWARD
000000000
1.00000000
NC
USD
9809.84000000
0.001060285218
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-158319.00000000
USD
59277800.00000000
HUF
2023-04-19
9809.84000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWV2
190000.00000000
PA
USD
178728.00000000
0.019317609309
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
3.81400000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-3551.55000000
-0.00038386517
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2897261.80000000
ZAR
158000.00000000
USD
2023-06-21
-3551.55000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780087102
900.00000000
NS
86071.03000000
0.009302887798
Long
EC
CORP
CA
N
1
N
N
N
Raymond Ltd
335800B168I54HROR215
Raymond Ltd
000000000
4850.00000000
NS
72379.87000000
0.007823094593
Long
EC
CORP
IN
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VY48
188.36000000
PA
USD
193.84000000
0.000020950972
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
375000.00000000
PA
USD
372396.95000000
0.040250093930
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
180000.00000000
PA
USD
136620.72000000
0.014766492617
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31297B4V1
28052.36000000
PA
USD
28918.33000000
0.003125604274
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.50000000
N
N
N
N
N
N
National Aluminium Co Ltd
335800OM1V78CX7SSC72
National Aluminium Co Ltd
000000000
62946.00000000
NS
60283.94000000
0.006515719979
Long
EC
CORP
IN
N
2
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC29
17323VAY1
384873.79000000
PA
USD
365482.73000000
0.039502778453
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Fixed
2.93500000
N
N
N
N
N
N
Canon Inc
529900JH1GSC035SSP77
Canon Inc
000000000
4500.00000000
NS
100214.41000000
0.010831558678
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/CZK FORWARD
000000000
1.00000000
NC
USD
-6051.63000000
-0.00065408343
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-6551317.50000000
CZK
273000.00000000
EUR
2023-04-19
-6051.63000000
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2020-4 Ltd
07876UAB5
57492.32000000
PA
USD
57849.65000000
0.006252612558
Long
ABS-MBS
CORP
BM
N
2
2030-06-25
Floating
8.44529000
N
N
N
N
N
N
Tencent Music Entertainment Gr
213800XTZK2GOHQTYK41
Tencent Music Entertainment Group
88034P109
10000.00000000
NS
USD
82800.00000000
0.008949342301
Long
EC
CORP
CN
N
1
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UL7
100000.00000000
PA
USD
94154.82000000
0.010176614897
Long
DBT
NUSS
CA
N
2
2026-06-22
Fixed
2.12500000
N
N
N
N
N
N
Alexander & Baldwin Inc
N/A
Alexander & Baldwin Inc
014491104
3600.00000000
NS
USD
68076.00000000
0.007357915778
Long
EC
CORP
US
N
1
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AN9
68000.00000000
PA
USD
62222.72000000
0.006725270775
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222AV6
350000.00000000
PA
USD
296649.47000000
0.032063015102
Long
DBT
CORP
CA
N
2
2030-06-15
Fixed
2.45000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCU8
495000.00000000
PA
USD
423703.90000000
0.045795546321
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
2.96300000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BF5
18000.00000000
PA
USD
17632.52000000
0.001905790544
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73400000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
83190.00000000
NS
USD
8592695.10000000
0.928731518597
Long
EC
CORP
US
N
1
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
2411.00000000
NS
276402.91000000
0.029874689065
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EL57
1076790.34000000
PA
USD
1099647.79000000
0.118854160428
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
6.00000000
N
N
N
N
N
N
NEW YORK CITY NY TRANSITIONAL
N/A
New York City Transitional Finance Authority Future Tax Secured Revenue
64971MZG0
180000.00000000
PA
USD
189741.88000000
0.020508031799
Long
DBT
MUN
US
N
2
2036-08-01
Fixed
5.76700000
N
N
N
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
235600.00000000
NS
746407.28000000
0.080674568174
Long
EC
CORP
SG
N
2
N
N
N
Northwoods Capital Ltd
N/A
Northwoods Capital 22 Ltd
66858HAN6
2500000.00000000
PA
USD
2471495.50000000
0.267128734606
Long
ABS-CBDO
CORP
KY
N
2
2031-09-01
Floating
6.35629000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
290000.00000000
PA
USD
266300.97000000
0.028782832556
Long
ABS-MBS
CORP
US
Y
2
2034-01-25
Floating
7.60979000
N
N
N
N
N
N
REGENXBIO Inc
549300EOES47LATSET33
REGENXBIO Inc
75901B107
600.00000000
NS
USD
11346.00000000
0.001226319296
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B51
425000.00000000
PA
USD
364580.84000000
0.039405298715
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.90000000
N
N
N
N
N
N
Kongsberg Gruppen ASA
5967007LIEEXZXJ9HK73
Kongsberg Gruppen ASA
000000000
1239.00000000
NS
50083.79000000
0.005413248556
Long
EC
CORP
NO
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/CZK FORWARD
000000000
1.00000000
NC
USD
-11114.60000000
-0.00120130869
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-12860155.60000000
CZK
536600.00000000
EUR
2023-04-19
-11114.60000000
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
5500.00000000
NS
123359.74000000
0.013333194920
Long
EC
CORP
SG
N
2
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
4858.00000000
NS
USD
2800005.46000000
0.302635353946
Long
EC
CORP
US
N
1
N
N
N
Orthofix Medical Inc
N/A
Orthofix Medical Inc
68752M108
1450.00000000
NS
USD
24287.50000000
0.002625086366
Long
EC
CORP
US
N
1
N
N
N
Samsung Engineering Co Ltd
988400HDAY5KIVHGZ188
Samsung Engineering Co Ltd
000000000
2160.00000000
NS
52788.61000000
0.005705595899
Long
EC
CORP
KR
N
2
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RGV0
400000.00000000
PA
USD
399775.16000000
0.043209236115
Long
ABS-O
CORP
US
N
2
2028-02-22
Fixed
6.12000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
2790.00000000
NS
144575.11000000
0.015626233666
Long
EC
CORP
GB
N
2
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CLP/USD FORWARD
000000000
1.00000000
NC
USD
1263.02000000
0.000136512056
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-222000.00000000
USD
179129580.00000000
CLP
2023-06-22
1263.02000000
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
975.00000000
NS
USD
192289.50000000
0.020783388362
Long
EC
CORP
US
N
1
N
N
N
Emaar Properties PJSC
254900YWYEXYXK1BMP81
Emaar Properties PJSC
000000000
335595.00000000
NS
512789.80000000
0.055424292859
Long
EC
CORP
AE
N
2
N
N
N
Enanta Pharmaceuticals Inc
529900SSN4DODDQSN594
Enanta Pharmaceuticals Inc
29251M106
1050.00000000
NS
USD
42462.00000000
0.004589456193
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
5900.00000000
NS
USD
446571.00000000
0.048267110396
Long
EC
CORP
US
N
1
N
N
N
BEIJING ENT
529900896ODARUEY2V26
Beijing Enterprises Holdings Ltd
000000000
46000.00000000
NS
165580.35000000
0.017896560754
Long
EC
CORP
HK
N
2
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy Inc
18539C204
5400.00000000
NS
USD
169182.00000000
0.018285840932
Long
EC
CORP
US
N
1
N
N
N
OPKO Health Inc
529900A4S2D4OGOJLL02
OPKO Health Inc
68375N103
29760.00000000
NS
USD
43449.60000000
0.004696199797
Long
EC
CORP
US
N
1
N
N
N
Liberty Energy Inc
N/A
Liberty Energy Inc
53115L104
7400.00000000
NS
USD
94794.00000000
0.010245699928
Long
EC
CORP
US
N
1
N
N
N
Hindalco Industries Ltd
335800KXLE5NO5B4GF90
Hindalco Industries Ltd
000000000
9261.00000000
NS
45917.20000000
0.004962907491
Long
EC
CORP
IN
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CDS UNITED STATES OF AMERICA
000000000
1.00000000
NC
1757.17000000
0.000189921688
N/A
DCR
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
US TREASURY N/B
United States Treasury Note/Bond
Y
Default Event
2032-12-20
1336.46000000
USD
0.00000000
USD
-110000.00000000
EUR
420.71000000
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EC0
115000.00000000
PA
USD
128277.51000000
0.013864726407
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.35000000
N
N
N
N
N
N
GungHo Online Entertainment In
529900TH7FB4RV6F5S47
GungHo Online Entertainment Inc
000000000
28800.00000000
NS
527608.19000000
0.057025921415
Long
EC
CORP
JP
N
2
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
86500.00000000
NS
524421.15000000
0.056681453880
Long
EC
CORP
HK
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRY8
1591000.00000000
PA
USD
1522643.42000000
0.164573154206
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.78200000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-661.66000000
-0.00007151475
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-547000.00000000
USD
710286283.00000000
KRW
2023-06-21
-661.66000000
N
N
N
Avantax Inc
5299001IO03J69IP6L77
Avantax Inc
095229100
3650.00000000
NS
USD
96068.00000000
0.010383398746
Long
EC
CORP
US
N
1
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
928856301
39291.00000000
NS
809656.01000000
0.087510734054
Long
EC
CORP
SE
N
2
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
000000000
12600.00000000
NS
47685.82000000
0.005154066740
Long
EC
CORP
JP
N
2
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
20425.00000000
NS
USD
1646663.50000000
0.177977721212
Long
EC
CORP
IE
N
1
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
7800.00000000
NS
66857.44000000
0.007226209129
Long
EC
CORP
GB
N
2
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CZK FORWARD
000000000
1.00000000
NC
USD
-10960.41000000
-0.00118464324
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-6283168.60000000
CZK
279094.55000000
USD
2023-04-19
-10960.41000000
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAE2
210000.00000000
PA
USD
207282.26000000
0.022403863498
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
4.75000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
14775.00000000
NS
USD
5369382.75000000
0.580343528695
Long
EC
CORP
US
N
1
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAF5
360000.00000000
PA
USD
300665.94000000
0.032497130620
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.20000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-3
30166NAF3
100000.00000000
PA
USD
97125.25000000
0.010497670390
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
1.73000000
N
N
N
N
N
N
Tongwei Co Ltd
3003009CW4QYMCG0BH89
Tongwei Co Ltd
000000000
7200.00000000
NS
40788.04000000
0.004408528161
Long
EC
CORP
CN
N
2
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAQ6
380000.00000000
PA
USD
308286.10000000
0.033320746806
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
OHIOHEALTH CORP
JGYGIL4QGKKPZU7C1D18
OhioHealth Corp
67777JAL2
1155000.00000000
PA
USD
957262.54000000
0.103464615248
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.29700000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
3251.00000000
NS
928949.20000000
0.100404400618
Long
EC
CORP
CH
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132A4G93
133280.94000000
PA
USD
136120.47000000
0.014712423674
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAK6
80000.00000000
PA
USD
82453.45000000
0.008911885844
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAG4
175000.00000000
PA
USD
168271.69000000
0.018187451128
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
555000.00000000
PA
USD
397206.90000000
0.042931648701
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.62500000
N
N
N
N
N
N
Texas Roadhouse Inc
5299002Y1CNRPDGXTQ75
Texas Roadhouse Inc
882681109
950.00000000
NS
USD
102657.00000000
0.011095563195
Long
EC
CORP
US
N
1
N
N
N
NEWDAY PARTNERSHIP FUNDING PLC
2138003JMQKL1SKS2Y68
Newday Partnership Funding 2020-1 PLC
000000000
465000.00000000
PA
572869.11000000
0.061917895642
Long
ABS-O
CORP
GB
N
2
2028-11-15
Floating
5.47010000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VYK2
1286.13000000
PA
USD
1324.83000000
0.000143192719
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
MRC Global Inc
529900TSBPOLCLI2L582
MRC Global Inc
55345K103
4350.00000000
NS
USD
42282.00000000
0.004570001101
Long
EC
CORP
US
N
1
N
N
N
CSPC Pharmaceutical Group Ltd
529900M3XQCW234H8O91
CSPC Pharmaceutical Group Ltd
000000000
42800.00000000
NS
41957.59000000
0.004534937621
Long
EC
CORP
CN
N
2
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
000000000
14900.00000000
NS
188715.89000000
0.020397138856
Long
EC
CORP
CN
N
2
N
N
N
Radnor Re LTD
254900YVLP8CB4GC2O97
Radnor RE 2020-1 Ltd
750493AB4
192318.34000000
PA
USD
191362.11000000
0.020683152486
Long
ABS-MBS
CORP
BM
N
2
2030-01-25
Floating
6.29529000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/IDR FORWARD
000000000
1.00000000
NC
USD
32488.87000000
0.003511521963
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-974647.07000000
USD
15077887622.00000000
IDR
2023-06-21
32488.87000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
350000.00000000
PA
USD
286825.34000000
0.031001185366
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Standex International Corp
RCX52GR0JW2LRRMH9Z54
Standex International Corp
854231107
650.00000000
NS
USD
79586.00000000
0.008601960825
Long
EC
CORP
US
N
1
N
N
N
D/S Norden A/S
529900RGXD3CBR3BRU63
D/S Norden A/S
000000000
3445.00000000
NS
231674.80000000
0.025040302992
Long
EC
CORP
DK
N
2
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487105
7100.00000000
NS
USD
127658.00000000
0.013797767385
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412LWS5
35846.56000000
PA
USD
38170.31000000
0.004125593839
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
6.50000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
21300.00000000
NS
USD
675210.00000000
0.072979292454
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
21200.00000000
NS
USD
1046644.00000000
0.113125307047
Long
EC
CORP
US
N
1
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-B Trust
83404RAB4
89085.98000000
PA
USD
86420.25000000
0.009340632838
Long
ABS-O
CORP
US
N
2
2047-08-25
Fixed
3.34000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
75000.00000000
PA
USD
65069.37000000
0.007032947650
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
Great-West Lifeco Inc
39138C106
22600.00000000
NS
598987.79000000
0.064740902982
Long
EC
CORP
CA
N
1
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2019-2
03066KAG5
177748.58000000
PA
USD
176184.85000000
0.019042735880
Long
ABS-O
CORP
US
N
2
2025-04-18
Fixed
2.74000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2017-C8 Commercial Mortgage Trust
12595BAC5
762540.46000000
PA
USD
690377.21000000
0.074618622816
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.12658000
N
N
N
N
N
N
Trinitas Euro CLO
635400LANDKVH6IVDD64
Trinitas Euro CLO II DAC
000000000
2750000.00000000
PA
2933499.84000000
0.317063939718
Long
ABS-CBDO
CORP
IE
N
2
2035-04-15
Floating
6.03800000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
370000.00000000
PA
USD
361541.23000000
0.039076765981
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.87500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDR8
300000.00000000
PA
USD
269326.77000000
0.029109872652
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.37500000
N
N
N
N
N
N
Samsung Fire & Marine Insuranc
988400JMBDK47EW0Z936
Samsung Fire & Marine Insurance Co Ltd
000000000
1040.00000000
NS
164395.16000000
0.017768460863
Long
EC
CORP
KR
N
2
N
N
N
BULGARIA
529900PG0XCL4LICL838
Bulgaria Government International Bond
000000000
180000.00000000
PA
107365.50000000
0.011604475976
Long
DBT
NUSS
BG
N
2
2050-09-23
Fixed
1.37500000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAR0
318000.00000000
PA
USD
295650.64000000
0.031955057716
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/THB FORWARD
000000000
1.00000000
NC
USD
-3438.20000000
-0.00037161387
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-9950915.00000000
THB
290000.00000000
USD
2023-06-21
-3438.20000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BGP5
131569.37000000
PA
USD
131504.50000000
0.014213511891
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.50000000
N
N
N
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
3175.00000000
NS
63023.83000000
0.006811857823
Long
EC
CORP
SE
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/JPY FORWARD
000000000
1.00000000
NC
USD
2210.47000000
0.000238916095
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-405000.00000000
USD
53903609.00000000
JPY
2023-04-19
2210.47000000
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
000000000
5950.00000000
NS
71891.92000000
0.007770355081
Long
EC
CORP
AU
N
2
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp
88076W103
24075.00000000
NS
USD
969741.00000000
0.104813335175
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-18CB
12667FQS7
1522.27000000
PA
USD
1470.01000000
0.000158884331
Long
ABS-MBS
CORP
US
N
2
2019-09-25
Fixed
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
345000.00000000
PA
USD
332551.63000000
0.035943458571
Long
DBT
CORP
US
Y
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAD0
1800000.00000000
PA
USD
1558229.76000000
0.168419462634
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.70100000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/THB FORWARD
000000000
1.00000000
NC
USD
-7669.64000000
-0.00082896417
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-9823117.50000000
THB
282000.00000000
USD
2023-06-21
-7669.64000000
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
11450.00000000
NS
USD
1658418.00000000
0.179248192759
Long
EC
CORP
US
N
1
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
000000000
10962.00000000
NS
48928.38000000
0.005288367401
Long
EC
CORP
AU
N
2
N
N
N
Upland Software Inc
549300NS277POYJ63W89
Upland Software Inc
91544A109
3350.00000000
NS
USD
14405.00000000
0.001556947775
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
72850.00000000
NS
USD
7556730.50000000
0.816760482155
Long
EC
CORP
US
N
1
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAN1
120000.00000000
PA
USD
110032.58000000
0.011892744235
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
3.90000000
N
N
N
N
N
N
Perdoceo Education Corp
529900X5PCA184O9LY90
Perdoceo Education Corp
71363P106
7300.00000000
NS
USD
98039.00000000
0.010596432003
Long
EC
CORP
US
N
1
N
N
N
SSAB AB
529900329VS14ZIML164
SSAB AB
000000000
55110.00000000
NS
407208.69000000
0.044012680613
Long
EC
CORP
SE
N
2
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
210000.00000000
PA
USD
196695.54000000
0.021259610103
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA5
35566ABD0
190000.00000000
PA
USD
200190.69000000
0.021637379351
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Floating
9.35979000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AY0
125000.00000000
PA
USD
115287.21000000
0.012460684845
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
200000.00000000
PA
USD
74000.00000000
0.007998204472
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825205
3500.00000000
NS
USD
52675.00000000
0.005693316494
Long
EC
CORP
US
N
1
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
9034.00000000
NS
536300.81000000
0.057965453201
Long
EC
CORP
NL
N
2
N
N
N
Banco do Brasil SA
QE0Q0253K88YAGNPE356
Banco do Brasil SA
000000000
93600.00000000
NS
722805.59000000
0.078123606789
Long
EC
CORP
BR
N
1
N
N
N
Digicel International Finance Limited
5493007V023VOEW4FK27
Digicel International Finance Ltd
000000000
342882.29000000
PA
USD
306022.44000000
0.033076081732
Long
LON
CORP
LC
N
2
2024-05-27
Floating
8.08057000
N
N
N
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AN3
270000.00000000
PA
USD
213011.63000000
0.023023115833
Long
DBT
CORP
US
N
2
2056-07-15
Fixed
3.30000000
N
N
N
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group Inc
29084Q100
2100.00000000
NS
USD
341439.00000000
0.036904039685
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBD6
400000.00000000
PA
USD
385766.04000000
0.041695076571
Long
DBT
CORP
GB
N
2
2029-05-16
Fixed
4.97200000
N
N
N
N
N
N
Vedanta Ltd
335800XDKX9KB5EMCO07
Vedanta Ltd
000000000
66105.00000000
NS
221445.07000000
0.023934634448
Long
EC
CORP
IN
N
2
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
70000.00000000
PA
USD
65176.47000000
0.007044523430
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
300000.00000000
PA
USD
54806.25000000
0.005923670187
Long
DBT
NUSS
UA
N
2
2026-02-01
Variable
8.99400000
N
Y
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
135000.00000000
PA
USD
109516.14000000
0.011836925415
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29100000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGF0
1835000.00000000
PA
USD
1750225.92000000
0.189171145682
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82400000
N
N
N
N
N
N
Haci Omer Sabanci Holding AS
78900090FFOWNLGP0F20
Haci Omer Sabanci Holding AS
000000000
20088.00000000
NS
41546.15000000
0.004490467604
Long
EC
CORP
TR
N
2
N
N
N
Chatham Lodging Trust
N/A
Chatham Lodging Trust
16208T102
3300.00000000
NS
USD
34617.00000000
0.003741538435
Long
EC
CORP
US
N
1
N
N
N
Modine Manufacturing Co
Z35SZFYJR8GZZRSIUU09
Modine Manufacturing Co
607828100
4650.00000000
NS
USD
107182.50000000
0.011584696632
Long
EC
CORP
US
N
1
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081ER4
60000.00000000
PA
USD
65583.88000000
0.007088557869
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
5.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
1025000.00000000
PA
USD
869666.50000000
0.093996898507
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57200000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBA5
245000.00000000
PA
USD
244727.90000000
0.026451132219
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
4780.10000000
0.000516651583
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-05-08
0.00000000
USD
-2711.27000000
USD
-119000.00000000
GBP
7491.37000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
TRS TRSBENCH8 INDEX
000000000
1.00000000
NC
USD
267529.54000000
0.028915621124
N/A
DE
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2023-06-20
0.00000000
USD
0.00000000
USD
-6853271.50000000
USD
267529.54000000
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
46591JAA4
602439.07000000
PA
USD
556810.70000000
0.060182240957
Long
ABS-MBS
CORP
US
N
2
2029-09-15
Floating
5.93400000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
47725.00000000
NS
USD
5077462.75000000
0.548791692891
Long
EC
CORP
US
N
1
N
N
N
NorthWestern Corp
3BPWMBHR1R9SHUN7J795
NorthWestern Corp
668074305
1450.00000000
NS
USD
83897.00000000
0.009067910278
Long
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market Inc
85208M102
2050.00000000
NS
USD
71811.50000000
0.007761662979
Long
EC
CORP
US
N
1
N
N
N
JBS S/A
529900RM0MTMZL9O5050
JBS S/A
000000000
111800.00000000
NS
392632.86000000
0.042437268874
Long
EC
CORP
BR
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/COP FORWARD
000000000
1.00000000
NC
USD
32255.27000000
0.003486273577
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1476976.26000000
USD
7146694246.00000000
COP
2023-06-21
32255.27000000
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAD0
120000.00000000
PA
USD
139699.96000000
0.015099308713
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.95000000
N
N
N
N
N
N
CELLNEX FINANCE CO SA
549300OUROMFTRFA7T23
Cellnex Finance Co SA
000000000
300000.00000000
PA
248732.55000000
0.026883970186
Long
DBT
CORP
ES
N
2
2033-02-15
Fixed
2.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
175000.00000000
PA
USD
155237.93000000
0.016778712242
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAH2
165000.00000000
PA
USD
156775.04000000
0.016944849000
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
89925.00000000
NS
USD
3668940.00000000
0.396553139403
Long
EC
CORP
US
N
1
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-A
80290CAT1
182757.15000000
PA
USD
179057.36000000
0.019353207804
Long
ABS-O
CORP
US
N
2
2032-05-15
Fixed
7.37500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
200000.00000000
PA
USD
211850.00000000
0.022897562397
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-12122.33000000
-0.00131022802
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-2013291698.00000000
KRW
1536462.34000000
USD
2023-06-21
-12122.33000000
N
N
N
HCL Technologies Ltd
549300C1F8OLYSOQYB65
HCL Technologies Ltd
000000000
46668.00000000
NS
619544.97000000
0.066962802023
Long
EC
CORP
IN
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PHP/USD FORWARD
000000000
1.00000000
NC
USD
4334.63000000
0.000468503473
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-512000.00000000
USD
28054784.00000000
PHP
2023-06-21
4334.63000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GS_21-PJ
000000000
1.00000000
NC
USD
2434.84000000
0.000263166867
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
Default Event
2023-04-14
0.00000000
USD
-216.67000000
USD
2741864.00000000
USD
2651.51000000
N
N
N
Impala Platinum Holdings Ltd
254900BZFIFB4PD2Z778
Impala Platinum Holdings Ltd
000000000
5250.00000000
NS
48322.81000000
0.005222915068
Long
EC
CORP
ZA
N
2
N
N
N
Agricultural Bank of China Ltd
549300E7TSGLCOVSY746
Agricultural Bank of China Ltd
000000000
130000.00000000
NS
48142.38000000
0.005203413500
Long
EC
CORP
CN
N
2
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
38450.00000000
NS
USD
10680256.50000000
1.154363179749
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGK0
1021734.84000000
PA
USD
1001067.15000000
0.108199185891
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories Inc
826919102
1350.00000000
NS
USD
236371.50000000
0.025547940383
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
26489.00000000
NS
USD
2197792.33000000
0.237545843818
Long
EC
CORP
US
N
1
N
N
N
Unitil Corp
N/A
Unitil Corp
913259107
200.00000000
NS
USD
11408.00000000
0.001233020494
Long
EC
CORP
US
N
1
N
N
N
TransMedics Group Inc
549300060GVOSMWARH50
TransMedics Group Inc
89377M109
200.00000000
NS
USD
15146.00000000
0.001637037904
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAF6
55434.36000000
PA
USD
55261.04000000
0.005972825638
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.36000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAA2
200000.00000000
PA
USD
190875.00000000
0.020630503765
Long
DBT
CORP
MX
N
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEL5
485000.00000000
PA
USD
411073.30000000
0.044430382519
Long
DBT
CORP
US
N
2
2033-01-21
Fixed
2.94300000
N
N
N
N
N
N
Hitachi Construction Machinery
5493009B7C53PDH8W826
Hitachi Construction Machinery Co Ltd
000000000
5500.00000000
NS
128190.01000000
0.013855269071
Long
EC
CORP
JP
N
2
N
N
N
Bank Mandiri Persero Tbk PT
549300RSKQN4Z5ZSGH94
Bank Mandiri Persero Tbk PT
000000000
181000.00000000
NS
124645.00000000
0.013472110762
Long
EC
CORP
ID
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6L0
25744.23000000
PA
USD
26291.93000000
0.002841732866
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
BrightView Holdings Inc
549300F8QN8YHVI7L866
BrightView Holdings Inc
10948C107
6750.00000000
NS
USD
37935.00000000
0.004100160630
Long
EC
CORP
US
N
1
N
N
N
PENNSYLVANIA ST TURNPIKE COMMI
549300J8LLBYEYEXZJ24
Pennsylvania Turnpike Commission
709223A27
80000.00000000
PA
USD
87241.38000000
0.009429383725
Long
DBT
MUN
US
N
2
2045-12-01
Fixed
5.51100000
N
N
N
N
N
N
Hope Bancorp Inc
549300UTF4QGMBHIZ219
Hope Bancorp Inc
43940T109
10320.00000000
NS
USD
101342.40000000
0.010953476174
Long
EC
CORP
US
N
1
N
N
N
Retiro Mortgage Securities
635400CU9HBU644YSL41
Retiro Mortgage Securities DAC
000000000
224625.92000000
PA
233826.00000000
0.025272812958
Long
ABS-MBS
CORP
IE
N
2
2075-07-30
Floating
4.46800000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AL1
350000.00000000
PA
USD
134312.50000000
0.014517011326
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
5.25000000
N
N
N
N
N
N
Accton Technology Corp
529900M1YRZ0GWMDF920
Accton Technology Corp
000000000
4000.00000000
NS
42040.52000000
0.004543901014
Long
EC
CORP
TW
N
2
N
N
N
CHART INDUSTRIES INC
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115QAF7
50000.00000000
PA
USD
51660.94000000
0.005583712991
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
Bloomin' Brands Inc
E1UJ2GO305B5FXGV7N04
Bloomin' Brands Inc
094235108
4550.00000000
NS
USD
116707.50000000
0.012614195249
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
2500000.00000000
PA
USD
2248006.25000000
0.242973157325
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
19767QAS4
400000.00000000
PA
USD
447262.62000000
0.048341863344
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
7.75000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-26463.76000000
-0.00286030491
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-17185467.36000000
MXN
912000.00000000
USD
2023-06-21
-26463.76000000
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-3
80285WAG2
400000.00000000
PA
USD
387886.00000000
0.041924209998
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.64000000
N
N
N
N
N
N
Hyundai Motor Co
9884004RQX8PRBXQ8S60
Hyundai Motor Co
000000000
630.00000000
NS
89631.73000000
0.009687741942
Long
EC
CORP
KR
N
2
N
N
N
Oversea-Chinese Banking Corp L
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
57000.00000000
NS
531341.90000000
0.057429475145
Long
EC
CORP
SG
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/CLP FORWARD
000000000
1.00000000
NC
USD
7917.07000000
0.000855707360
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-227000.00000000
USD
188479916.00000000
CLP
2023-06-22
7917.07000000
N
N
N
Photronics Inc
549300OK5JVNIBNY6F63
Photronics Inc
719405102
6700.00000000
NS
USD
111086.00000000
0.012006601918
Long
EC
CORP
US
N
1
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
21150.00000000
NS
USD
210654.00000000
0.022768294119
Long
EC
CORP
US
N
1
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAR4
125000.00000000
PA
USD
121087.66000000
0.013087619780
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
8.25000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
200000.00000000
PA
USD
152760.00000000
0.016510888042
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
90000.00000000
PA
USD
88570.75000000
0.009573067145
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
Lions Gate Entertainment Corp
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp
535919401
12650.00000000
NS
USD
140035.50000000
0.015135575166
Long
EC
CORP
US
N
1
N
N
N
Munich Re
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
504.00000000
NS
176216.44000000
0.019046150249
Long
EC
CORP
DE
N
2
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2019-A
98163BAD4
110541.99000000
PA
USD
110289.88000000
0.011920554208
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.17000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
AUD/USD FORWARD
000000000
1.00000000
NC
USD
6464.73000000
0.000698732870
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-486481.83000000
AUD
331874.51000000
USD
2023-04-19
6464.73000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
195000.00000000
PA
USD
189111.96000000
0.020439947624
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
9100.00000000
NS
129286.60000000
0.013973792733
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJF8
1350709.24000000
PA
USD
1346987.06000000
0.145587539556
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36290UXG6
82580.50000000
PA
USD
84198.56000000
0.009100504042
Long
ABS-MBS
USGA
US
N
2
2034-09-15
Fixed
5.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
1613000.00000000
PA
USD
1457506.80000000
0.157532937917
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
500000.00000000
PA
USD
480216.25000000
0.051903618355
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
8000.00000000
NS
291339.34000000
0.031489075838
Long
EC
CORP
JP
N
2
N
N
N
TrueBlue Inc
N/A
TrueBlue Inc
89785X101
1950.00000000
NS
USD
34710.00000000
0.003751590232
Long
EC
CORP
US
N
1
N
N
N
FLORIDA GAS TRANSMISSION
549300Q0UQF87NXNOC32
Florida Gas Transmission Co LLC
340711AY6
350000.00000000
PA
USD
297837.79000000
0.032191453296
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.55000000
N
N
N
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys Inc
74758T303
550.00000000
NS
USD
71511.00000000
0.007729183783
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAF0
210000.00000000
PA
USD
208649.09000000
0.022551595739
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403VM89
66317.99000000
PA
USD
68567.51000000
0.007411040069
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
49000.00000000
PA
USD
41331.50000000
0.004467267407
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
SEALED AIR/SEALED AIR US
N/A
Sealed Air Corp/Sealed Air Corp US
812127AA6
25000.00000000
PA
USD
25297.28000000
0.002734227270
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AL8
675000.00000000
PA
USD
633763.35000000
0.068499579192
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
5.75000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844AW8
20000.00000000
PA
USD
20223.87000000
0.002185873614
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
5.59000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KJP5
300000.00000000
PA
USD
270014.61000000
0.029184217043
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
6.65979000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ELV0
501453.55000000
PA
USD
479590.21000000
0.051835953545
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
68142.85000000
0.007365141183
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-03-08
0.00000000
USD
0.00000000
USD
4452000.00000000
USD
68142.85000000
N
N
N
Group 1 Automotive Inc
549300US8QAZJLWYAF63
Group 1 Automotive Inc
398905109
150.00000000
NS
USD
33963.00000000
0.003670851601
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
3243.00000000
NS
USD
122942.13000000
0.013288058026
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31298WL60
472.53000000
PA
USD
474.85000000
0.000051323613
Long
ABS-MBS
USGSE
US
N
2
2031-10-01
Fixed
7.00000000
N
N
N
N
N
N
Sanmina Corp
X5K24XLM8QYRXF00EB42
Sanmina Corp
801056102
4430.00000000
NS
USD
270185.70000000
0.029202709108
Long
EC
CORP
US
N
1
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
200000.00000000
PA
USD
169662.50000000
0.018337775219
Long
DBT
NUSS
BM
N
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
400.00000000
NS
USD
10852.00000000
0.001172925877
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
235000.00000000
PA
USD
227833.49000000
0.024625119440
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA1
35564KCN7
160000.00000000
PA
USD
140848.38000000
0.015223434362
Long
ABS-MBS
CORP
US
Y
2
2033-08-25
Floating
7.55979000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAT9
1166000.00000000
PA
USD
1145977.55000000
0.123861658990
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418XE38
45173.96000000
PA
USD
45430.39000000
0.004910291195
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/HUF FORWARD
000000000
1.00000000
NC
USD
109533.00000000
0.011838747708
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-1370525.31000000
USD
521829587.00000000
HUF
2023-04-19
109533.00000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
110000.00000000
PA
USD
108075.00000000
0.011681161463
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
310000.00000000
PA
USD
303567.50000000
0.032810742379
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAS0
220000.00000000
PA
USD
145447.30000000
0.015720503315
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.25000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAJ1
55000.00000000
PA
USD
50944.39000000
0.005506265512
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.12500000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
235000.00000000
PA
USD
231571.85000000
0.025029175760
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Talos Energy Inc
549300OKFHZ84SFJFT95
Talos Energy Inc
87484T108
2800.00000000
NS
USD
41552.00000000
0.004491099894
Long
EC
CORP
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
23021.00000000
NS
654450.68000000
0.070735545345
Long
EC
CORP
NO
N
2
N
N
N
Urban Outfitters Inc
549300N3DUFR5U6NRN38
Urban Outfitters Inc
917047102
1100.00000000
NS
USD
30492.00000000
0.003295692577
Long
EC
CORP
US
N
1
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
866796105
14500.00000000
NS
677417.68000000
0.073217906995
Long
EC
CORP
CA
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBU3
1352092.09000000
PA
USD
1257845.27000000
0.135952752212
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
INR/USD FORWARD
000000000
1.00000000
NC
USD
-3867.82000000
-0.00041804885
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-41154300.00000000
INR
495000.00000000
USD
2023-06-21
-3867.82000000
N
N
N
iTeos Therapeutics Inc
N/A
iTeos Therapeutics Inc
46565G104
1950.00000000
NS
USD
26539.50000000
0.002868491183
Long
EC
CORP
US
N
1
N
N
N
Compeq Manufacturing Co Ltd
N/A
Compeq Manufacturing Co Ltd
000000000
255000.00000000
NS
390189.36000000
0.042173166001
Long
EC
CORP
TW
N
2
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
43900.00000000
NS
USD
1496990.00000000
0.161800433955
Long
EC
CORP
US
N
1
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2022-2
68377HAA2
546950.08000000
PA
USD
544133.83000000
0.058812076115
Long
ABS-O
CORP
US
N
2
2029-10-09
Fixed
5.94000000
N
N
N
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
3823.00000000
NS
420958.25000000
0.045498785915
Long
EC
CORP
FR
N
2
N
N
N
Cerence Inc
5493002WL2W5WMS89568
Cerence Inc
156727109
3600.00000000
NS
USD
101124.00000000
0.010929870662
Long
EC
CORP
US
N
1
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
31162.00000000
NS
566720.85000000
0.061253368066
Long
EC
CORP
NL
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128K8GK6
18925.79000000
PA
USD
19303.63000000
0.002086410537
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
EMBRAER OVERSEAS LTD
N/A
Embraer Overseas Ltd
29081YAD8
210000.00000000
PA
USD
208950.00000000
0.022584119249
Long
DBT
CORP
KY
N
2
2023-09-16
Fixed
5.69600000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
275000.00000000
PA
USD
242543.88000000
0.026215074941
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
Hims & Hers Health Inc
549300ZQ4ZUYSAAX6P59
Hims & Hers Health Inc
433000106
22400.00000000
NS
USD
222208.00000000
0.024017094855
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS UNITED MEXICAN STATES
000000000
1.00000000
NC
USD
-3931.39000000
-0.00042491974
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MEXICO GOVERNMENT INTERNATIONAL BOND
MEXICO GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2024-12-20
0.00000000
USD
-1635.11000000
USD
-400000.00000000
USD
-2296.28000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-6193.94000000
-0.00066946484
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-6334172.20000000
ZAR
347000.00000000
USD
2023-06-21
-6193.94000000
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
1650000.00000000
PA
USD
1549845.84000000
0.167513296331
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
3875.00000000
NS
USD
650457.50000000
0.070303947100
Long
EC
CORP
US
N
1
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CG4
250000.00000000
PA
USD
252105.15000000
0.027248493759
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.75000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AE1
50000.00000000
PA
USD
62187.50000000
0.006721464062
Long
DBT
CORP
GB
N
2
2030-12-15
Variable
9.62500000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
16722.04000000
0.001807382366
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-647265.41000000
USD
11907936.00000000
ZAR
2023-06-21
16722.04000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136AJGX8
500000.00000000
PA
USD
498444.35000000
0.053873781476
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Fixed
4.50000000
N
N
N
N
N
N
Structured Adjustable Rate Mor
N/A
Structured Adjustable Rate Mortgage Loan Trust
86359BGH8
12676.76000000
PA
USD
11674.52000000
0.001261827000
Long
ABS-MBS
CORP
US
N
2
2034-02-25
Variable
5.19321800
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296XYN9
2993.54000000
PA
USD
3043.99000000
0.000329006140
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
THB/USD FORWARD
000000000
1.00000000
NC
USD
3004.52000000
0.000324740071
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-250000.00000000
USD
8579750.00000000
THB
2023-06-21
3004.52000000
N
N
N
FibroGen Inc
549300Q914ULWWY95822
FibroGen Inc
31572Q808
5600.00000000
NS
USD
104496.00000000
0.011294329385
Long
EC
CORP
US
N
1
N
N
N
StoneCo Ltd
549300O1A9LEF0XZCR35
StoneCo Ltd
000000000
7400.00000000
NS
USD
70596.00000000
0.007630287066
Long
EC
CORP
BR
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AQ6
63000.00000000
PA
USD
62454.25000000
0.006750295427
Long
DBT
CORP
US
N
2
N/A
Floating
8.46329000
N
N
N
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
8000.00000000
NS
USD
124160.00000000
0.013419690098
Long
EC
CORP
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796X53
115000.00000000
PA
USD
113918.68000000
0.012312768862
Long
DBT
UST
US
N
2
2023-06-15
None
0.00000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189TAJ3
135000.00000000
PA
USD
145908.70000000
0.015770373200
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
6.70000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-PR1
52475MAB4
217609.07000000
PA
USD
213478.87000000
0.023073616928
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
6.85800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TTQ2
0.45000000
PA
USD
0.45000000
0.000000048637
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
8.00000000
N
N
N
N
N
N
Veritex Holdings Inc
549300F3SMOML02SC814
Veritex Holdings Inc
923451108
5300.00000000
NS
USD
96778.00000000
0.010460138275
Long
EC
CORP
US
N
1
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408GK3
170000.00000000
PA
USD
187121.08000000
0.020224765660
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/EUR FORWARD
000000000
1.00000000
NC
USD
12299.18000000
0.001329342655
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-8063541.00000000
EUR
8766472.12000000
USD
2023-04-19
12299.18000000
N
N
N
Light & Wonder Inc
529900JXALYBOHXKFM62
Light & Wonder Inc
80874P109
4000.00000000
NS
USD
240200.00000000
0.025961739381
Long
EC
CORP
US
N
1
N
N
N
Cordatus CLO PLC
635400UH3DTSYN3K2540
CVC Cordatus Loan Fund XIV DAC
000000000
1500000.00000000
PA
1504410.10000000
0.162602426887
Long
ABS-CBDO
CORP
IE
N
2
2032-05-22
Fixed
1.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
480000.00000000
PA
USD
382076.26000000
0.041296270965
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Hackett Group Inc/The
5K016KLIRB6156644289
Hackett Group Inc/The
404609109
3480.00000000
NS
USD
64310.40000000
0.006950915255
Long
EC
CORP
US
N
1
N
N
N
BANCO DO BRASIL (CAYMAN)
QE0Q0253K88YAGNPE356
Banco do Brasil SA/Cayman
05959LAH6
200000.00000000
PA
USD
186300.00000000
0.020136020177
Long
DBT
CORP
BR
N
2
2029-01-11
Fixed
4.87500000
N
N
N
N
N
N
Coface SA
96950025N07LTJYFSN57
Coface SA
000000000
44444.00000000
NS
629550.44000000
0.068044231684
Long
EC
CORP
FR
N
2
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
1807.00000000
NS
213948.24000000
0.023124348242
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLU1
300000.00000000
PA
USD
281110.59000000
0.030383513217
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
7.95979000
N
N
N
N
N
N
Suzano SA
391200AW174YQSDMGG41
Suzano SA
000000000
54800.00000000
NS
450535.37000000
0.048695594745
Long
EC
CORP
BR
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AU2
495000.00000000
PA
USD
397856.25000000
0.043001832945
Long
DBT
CORP
CH
Y
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
Eagle Re 2018-1 Ltd.
549300BLEDGL5R7YKU33
Eagle RE 2018-1 Ltd
269826AA1
68825.73000000
PA
USD
68752.56000000
0.007431040984
Long
ABS-MBS
CORP
US
N
2
2028-11-25
Floating
6.54529000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2007-A1
46630GAM7
5224.27000000
PA
USD
4997.21000000
0.000540117667
Long
ABS-MBS
CORP
US
N
2
2035-07-25
Variable
3.93841000
N
N
N
N
N
N
Delta Electronics Inc
529900UVZWNWGDLJSM52
Delta Electronics Inc
000000000
62000.00000000
NS
615141.63000000
0.066486872108
Long
EC
CORP
TW
N
2
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
81721MAK5
50000.00000000
PA
USD
45264.45000000
0.004892355762
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.75000000
N
N
N
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
8600.00000000
NS
USD
317684.00000000
0.034336507966
Long
EC
CORP
US
N
1
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re Ltd
07876MAA5
114916.40000000
PA
USD
114850.55000000
0.012413488954
Long
ABS-MBS
CORP
BM
N
2
2031-03-25
Floating
6.30979000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QAR7
125000.00000000
PA
USD
135244.36000000
0.014617730337
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
5.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDY3
1388760.97000000
PA
USD
1328653.53000000
0.143605981155
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
CKD Corp
N/A
CKD Corp
000000000
3600.00000000
NS
58783.35000000
0.006353530443
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25
61765TAE3
700000.00000000
PA
USD
666816.71000000
0.072072113405
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.37200000
N
N
N
N
N
N
Byline Bancorp Inc
549300W7ODP4YL2H4823
Byline Bancorp Inc
124411109
1400.00000000
NS
USD
30268.00000000
0.003271481796
Long
EC
CORP
US
N
1
N
N
N
Moog Inc
549300WM2I4U7OBAHG07
Moog Inc
615394202
1600.00000000
NS
USD
161200.00000000
0.017423115687
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
95000.00000000
PA
USD
90662.08000000
0.009799106131
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22300000
N
N
N
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar Inc
336433107
10600.00000000
NS
USD
2305500.00000000
0.249187302843
Long
EC
CORP
US
N
1
N
N
N
Enova International Inc
549300O8XOCQSB49UO63
Enova International Inc
29357K103
5100.00000000
NS
USD
226593.00000000
0.024491042512
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust 2015-GC28
36251FAV8
368387.93000000
PA
USD
354326.08000000
0.038296924832
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.13600000
N
N
N
N
N
N
Bank of China Ltd
54930053HGCFWVHYZX42
Bank of China Ltd
000000000
409000.00000000
NS
156797.12000000
0.016947235491
Long
EC
CORP
CN
N
2
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
13660.00000000
NS
USD
6455579.40000000
0.697743838203
Long
EC
CORP
US
N
1
N
N
N
Granite Point Mortgage Trust I
529900VX2HQZ76AYIE02
Granite Point Mortgage Trust Inc
38741L107
4550.00000000
NS
USD
22568.00000000
0.002439236196
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
350000.00000000
PA
USD
337096.62000000
0.036434698562
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/EUR FORWARD
000000000
1.00000000
NC
USD
3650.60000000
0.000394570881
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1006000.00000000
EUR
1095813.21000000
USD
2023-04-19
3650.60000000
N
N
N
MONONGAHELA POWER CO
N/A
Monongahela Power Co
610202BN2
280000.00000000
PA
USD
274155.97000000
0.029631831152
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.10000000
N
N
N
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
8500.00000000
NS
275918.91000000
0.029822376485
Long
EC
CORP
JP
N
2
N
N
N
Belden Inc
68BKYO1JC791TTJHUE82
Belden Inc
077454106
2950.00000000
NS
USD
255971.50000000
0.027666383730
Long
EC
CORP
US
N
1
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
425000.00000000
PA
USD
429908.75000000
0.046466190362
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
20754KAB7
90000.00000000
PA
USD
83475.00000000
0.009022298896
Long
ABS-MBS
CORP
US
N
2
2041-11-25
Floating
6.55979000
N
N
N
N
N
N
Renasant Corp
549300OVE6OZHW2UUH81
Renasant Corp
75970E107
1850.00000000
NS
USD
56573.00000000
0.006114627318
Long
EC
CORP
US
N
1
N
N
N
Virtu Financial Inc
5493001OPW2K42CH3884
Virtu Financial Inc
928254101
94425.00000000
NS
USD
1784632.50000000
0.192889941115
Long
EC
CORP
US
N
1
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAA6
200000.00000000
PA
USD
206386.00000000
0.022306992272
Long
DBT
CORP
IN
N
2
2028-12-06
Fixed
6.15000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2020-2
682696AA7
400000.00000000
PA
USD
358974.60000000
0.038799354744
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
1.75000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
9170.00000000
NS
540697.36000000
0.058440649227
Long
EC
CORP
FR
N
2
N
N
N
Samsung C&T Corp
988400GFRE4IDFPE9E64
Samsung C&T Corp
000000000
1107.00000000
NS
92189.38000000
0.009964182586
Long
EC
CORP
KR
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390F6E4
5330.51000000
PA
USD
5452.20000000
0.000589294735
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
DIGICEL GROUP HOLDINGS
N/A
Digicel Group Holdings Ltd
25381YAB7
85000.00000000
PA
USD
33787.50000000
0.003651882886
Long
DBT
CORP
BM
Y
2
2025-04-01
Fixed
8.00000000
N
N
Y
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
5100.00000000
NS
USD
718437.00000000
0.077651432788
Long
EC
CORP
US
N
1
N
N
N
Origin Bancorp Inc
54930055DO2Z4KO3NB45
Origin Bancorp Inc
68621T102
800.00000000
NS
USD
25720.00000000
0.002779916473
Long
EC
CORP
US
N
1
N
N
N
Financial Institutions Inc
N/A
Financial Institutions Inc
317585404
6102.00000000
NS
USD
117646.56000000
0.012715692463
Long
EC
CORP
US
N
1
N
N
N
MasterCraft Boat Holdings Inc
549300IXWX41555YJ117
MasterCraft Boat Holdings Inc
57637H103
4309.00000000
NS
USD
131122.87000000
0.014172263854
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
185000.00000000
PA
USD
153281.73000000
0.016567278626
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP CDS GS_21-PJ-A
000000000
-4500000.00000000
OU
Other
USD
-73.27000000
-0.00000791930
N/A
DCR
CORP
GB
N
3
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GS_21-PJ-A
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
GB
US
Default Event
2021-08-14
0.00000000
USD
0.00000000
USD
N/A
N/A
-4500000.00000000
USD
2.50000000
USD
2024-06-17
XXXX
-73.27000000
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
2240.00000000
NS
256180.47000000
0.027688970011
Long
EC
CORP
BE
N
2
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAH3
1085000.00000000
PA
USD
995937.43000000
0.107644746034
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
12053.00000000
NS
769965.05000000
0.083220782517
Long
EC
CORP
DE
N
2
N
N
N
Horizon Bancorp Inc/IN
549300U2OQ2EIT5MXG39
Horizon Bancorp Inc/IN
440407104
3950.00000000
NS
USD
43687.00000000
0.004721858902
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
25625.00000000
NS
USD
3577250.00000000
0.386642931727
Long
EC
CORP
US
N
1
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
350000.00000000
PA
USD
303676.95000000
0.032822572156
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KDX4
1120000.00000000
PA
USD
1065226.85000000
0.115133812911
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Floating
7.95979000
N
N
N
N
N
N
GRIFFON CORPORATION
5493000C2SGNC7ZN3242
Griffon Corp
398433AP7
450000.00000000
PA
USD
417056.56000000
0.045077076260
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
610000.00000000
PA
USD
538252.78000000
0.058176429623
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413RQ74
34415.64000000
PA
USD
35523.51000000
0.003839517520
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
ACADIA Pharmaceuticals Inc
529900O3044NO0PEA039
ACADIA Pharmaceuticals Inc
004225108
5700.00000000
NS
USD
107274.00000000
0.011594586304
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
520000.00000000
PA
USD
390893.75000000
0.042249299180
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
Boise Cascade Co
549300Z8B8LSRHC7XA55
Boise Cascade Co
09739D100
2910.00000000
NS
USD
184057.50000000
0.019893642157
Long
EC
CORP
US
N
1
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
250000.00000000
PA
USD
190742.65000000
0.020616198868
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
556327.19000000
PA
USD
461153.97000000
0.049843293853
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
PLN/USD FORWARD
000000000
1.00000000
NC
USD
8023.16000000
0.000867173975
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-337000.00000000
USD
1491011.01000000
PLN
2023-04-19
8023.16000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
170000.00000000
PA
USD
144645.64000000
0.015633856820
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
SALLY HOLDINGS/SALLY CAP
N/A
Sally Holdings LLC / Sally Capital Inc
79546VAL0
170000.00000000
PA
USD
168004.64000000
0.018158587337
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.62500000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAP5
1410000.00000000
PA
USD
1338896.52000000
0.144713082891
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405VVQ7
14912.46000000
PA
USD
15234.02000000
0.001646551444
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
Washington Federal Inc
N/A
Washington Federal Inc
938824109
3900.00000000
NS
USD
117468.00000000
0.012696393012
Long
EC
CORP
US
N
1
N
N
N
Visteon Corp
549300MOVLYHRW4GGW78
Visteon Corp
92839U206
1850.00000000
NS
USD
290135.50000000
0.031358960183
Long
EC
CORP
US
N
1
N
N
N
ICBC
5493002ERZU2K9PZDL40
Industrial & Commercial Bank of China Ltd
000000000
255000.00000000
NS
135517.11000000
0.014647210206
Long
EC
CORP
CN
N
2
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AU8
50000.00000000
PA
USD
46517.82000000
0.005027824810
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Kiniksa Pharmaceuticals Ltd
N/A
Kiniksa Pharmaceuticals Ltd
000000000
3000.00000000
NS
USD
32280.00000000
0.003488946491
Long
EC
CORP
US
N
1
N
N
N
Fujikura Ltd
353800PSDZ8VRCKVPL51
Fujikura Ltd
000000000
51600.00000000
NS
366544.01000000
0.039617485675
Long
EC
CORP
JP
N
2
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332BA9
185000.00000000
PA
USD
147199.83000000
0.015909923494
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Industrial Bank of Korea
988400RBIWE3YA18PK12
Industrial Bank of Korea
000000000
35000.00000000
NS
272198.91000000
0.029420304584
Long
EC
CORP
KR
N
2
N
N
N
Telephone and Data Systems Inc
N/A
Telephone and Data Systems Inc
879433829
16000.00000000
NS
USD
168160.00000000
0.018175379243
Long
EC
CORP
US
N
1
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
000000000
1980.00000000
NS
36622.06000000
0.003958253027
Long
EC
CORP
NO
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VZK1
6058.92000000
PA
USD
6285.47000000
0.000679357760
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
Piedmont Office Realty Trust I
N/A
Piedmont Office Realty Trust Inc
720190206
2760.00000000
NS
USD
20148.00000000
0.002177673293
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA TREASURY BOND
000000000
-11.00000000
NC
USD
20014.31000000
0.002163223564
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-06-21
-1572389.31000000
USD
20014.31000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-15.00000000
NC
-75711.72000000
-0.00818321374
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2023-06-08
-2095939.27000000
USD
-75711.72000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
760000.00000000
PA
USD
650393.75000000
0.070297056755
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
215000.00000000
PA
USD
175978.56000000
0.019020439264
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
Diamond Sports Group LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAG3
619982.36000000
PA
USD
38593.90000000
0.004171377075
Long
LON
CORP
US
N
2
2026-08-24
Floating
8.02549000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-4439.60000000
-0.00047984903
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-110000.00000000
USD
157810.92000000
AUD
2023-04-19
-4439.60000000
N
N
N
Heartland Financial USA Inc
549300QF7B0DFZT32C73
Heartland Financial USA Inc
42234Q102
2830.00000000
NS
USD
108558.80000000
0.011733452427
Long
EC
CORP
US
N
1
N
N
N
Loandepot GMSR Master Trust
N/A
LOANDEPOT GMSR Master Trust Seres 2018-GT1
53946TAB8
100000.00000000
PA
USD
80000.00000000
0.008646707537
Long
ABS-O
CORP
US
N
3
2023-10-16
Floating
7.52771000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
630000.00000000
PA
USD
535191.87000000
0.057845594703
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2019-MH1
89177WAA7
30088.15000000
PA
USD
29582.87000000
0.003197430312
Long
ABS-MBS
CORP
US
N
2
2058-11-25
Variable
3.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
575000.00000000
PA
USD
479661.22000000
0.051843628579
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AT0
50000.00000000
PA
USD
41858.97000000
0.004524278392
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
4.95000000
N
N
N
N
N
N
Hermes International
969500Y4IJGHJE2MTJ13
Hermes International
000000000
524.00000000
NS
1061234.71000000
0.114702327073
Long
EC
CORP
FR
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LP4
290000.00000000
PA
USD
274705.27000000
0.029691201608
Long
DBT
CORP
US
N
2
2028-07-24
Fixed
3.66800000
N
N
N
N
N
N
Evergreen Marine Corp Taiwan L
254900EIJA0A39C5SO15
Evergreen Marine Corp Taiwan Ltd
000000000
79600.00000000
NS
416894.69000000
0.045059580729
Long
EC
CORP
TW
N
2
N
N
N
AURELIUS Equity Opportunities
3912001SWR0QKOSUHR50
AURELIUS Equity Opportunities SE & Co KGaA
000000000
3578.00000000
NS
57704.85000000
0.006236962017
Long
EC
CORP
DE
N
2
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
PHP/USD FORWARD
000000000
1.00000000
NC
USD
-17429.47000000
-0.00188384412
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-58407617.00000000
PHP
1057534.26000000
USD
2023-06-21
-17429.47000000
N
N
N
Credit Suisse Mortgage Trust
549300818AKCJ4Q9TD76
CSMC 2014-USA OA LLC
12649AAC3
1600000.00000000
PA
USD
1453229.92000000
0.157070676285
Long
ABS-MBS
CORP
US
N
2
2037-09-15
Fixed
3.95300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SYR2
104555.20000000
PA
USD
96625.74000000
0.010443681429
Long
ABS-MBS
USGA
US
N
2
2047-03-20
Fixed
3.00000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
900.00000000
NS
USD
217575.00000000
0.023516342405
Long
EC
CORP
US
N
1
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2023-1
682685AB8
1000000.00000000
PA
USD
1006707.60000000
0.108808827410
Long
ABS-O
CORP
US
N
2
2031-02-14
Fixed
5.81000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust 2018-A-GS
20269DAA3
81190.18000000
PA
USD
75850.03000000
0.008198162826
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
3.21000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-NXS2
94989MAD1
800000.00000000
PA
USD
767245.12000000
0.082926802026
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Fixed
3.49800000
N
N
N
N
N
N
Hyundai Mobis Co Ltd
988400HJA9E0ZVDHRS65
Hyundai Mobis Co Ltd
000000000
3930.00000000
NS
652732.68000000
0.070549857300
Long
EC
CORP
KR
N
2
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
38076.00000000
NS
452165.70000000
0.048871807079
Long
EC
CORP
NL
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EEX4
479464.94000000
PA
USD
471863.16000000
0.051000784277
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TL2
640000.00000000
PA
USD
679500.00000000
0.073442972145
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
WEG SA
254900NKQV127YFRO022
WEG SA
000000000
7800.00000000
NS
62326.75000000
0.006736514737
Long
EC
CORP
BR
N
1
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAE3
150000.00000000
PA
USD
135510.51000000
0.014646496852
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.37500000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AE4
150000.00000000
PA
USD
136397.51000000
0.014742367222
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.37500000
N
N
N
N
N
N
Signet Jewelers Ltd
549300N3XPGE91WV7M22
Signet Jewelers Ltd
000000000
200.00000000
NS
USD
15556.00000000
0.001681352280
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
44550.00000000
NS
USD
1527619.50000000
0.165110988061
Long
EC
CORP
US
N
1
N
N
N
Primis Financial Corp
549300JNX3M2EENG1F11
Primis Financial Corp
74167B109
3930.00000000
NS
USD
37845.90000000
0.004090530359
Long
EC
CORP
US
N
1
N
N
N
OREGON ST DEPT OF TRANSPRTN HI
N/A
State of Oregon Department of Transportation
68607DNL5
70000.00000000
PA
USD
77727.05000000
0.008401038363
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
5.83400000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
151000.00000000
PA
USD
150893.85000000
0.016309187376
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
26625.00000000
NS
USD
774255.00000000
0.083684456804
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
520000.00000000
PA
USD
451490.50000000
0.048798828867
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
400000.00000000
PA
USD
0.40000000
0.000000043233
Long
DBT
CORP
LU
N
3
2023-08-01
Fixed
5.50000000
Y
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
1658000.01000000
PA
USD
1203982.21000000
0.130131025626
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Doosan Bobcat Inc
9884007K6X0Q0112FX44
Doosan Bobcat Inc
000000000
1500.00000000
NS
50450.07000000
0.005452837506
Long
EC
CORP
KR
N
2
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
Holcim AG
000000000
8415.00000000
NS
542694.67000000
0.058656526169
Long
EC
CORP
CH
N
2
N
N
N
Integer Holdings Corp
549300SUD2ED5XG6X569
Integer Holdings Corp
45826H109
1350.00000000
NS
USD
104625.00000000
0.011308272201
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDB5
61000.00000000
PA
USD
55357.50000000
0.005983251406
Long
DBT
CORP
MX
N
2
2027-01-23
Fixed
6.49000000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AD6
75000.00000000
PA
USD
68659.51000000
0.007420983782
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
4.12500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MFJ7
452000.00000000
PA
USD
541344.47000000
0.058510591363
Long
DBT
USGSE
US
N
2
2030-01-15
Fixed
7.12500000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lending Funding Trust 2020-2
51507KAA4
100000.00000000
PA
USD
89863.96000000
0.009712842253
Long
ABS-O
CORP
US
N
2
2031-04-21
Fixed
2.32000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 16-C1 Mortgage Trust
23312LAR9
704912.11000000
PA
USD
658383.33000000
0.071160601275
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
3.01500000
N
N
N
N
N
N
Grupo Mexico SAB de CV
529900JWLZAYET2ZGW20
Grupo Mexico SAB de CV
000000000
14000.00000000
NS
66224.20000000
0.007157766116
Long
EC
CORP
MX
N
1
N
N
N
Turning Point Brands Inc
549300IYG00QF0VVP302
Turning Point Brands Inc
90041L105
700.00000000
NS
USD
14700.00000000
0.001588832509
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BK0
100000.00000000
PA
USD
96081.25000000
0.010384830857
Long
DBT
NUSS
CO
N
2
2037-09-18
Fixed
7.37500000
N
N
N
N
N
N
FUJIFILM Holdings Corp
529900UBKMFM0ST6H474
FUJIFILM Holdings Corp
000000000
13500.00000000
NS
685300.30000000
0.074069890867
Long
EC
CORP
JP
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-1586.29000000
-0.00017145232
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-775936.12000000
PLN
177967.00000000
USD
2023-04-19
-1586.29000000
N
N
N
Sovos Brands Inc
N/A
Sovos Brands Inc
84612U107
2900.00000000
NS
USD
48372.00000000
0.005228231712
Long
EC
CORP
US
N
1
N
N
N
EngageSmart Inc
N/A
EngageSmart Inc
29283F103
3400.00000000
NS
USD
65450.00000000
0.007074087604
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
310000.00000000
PA
USD
214153.40000000
0.023146522724
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
SM Energy Co
84BUTVXV5ODI6BXNMH43
SM Energy Co
78454L100
8600.00000000
NS
USD
242176.00000000
0.026175313057
Long
EC
CORP
US
N
1
N
N
N
Manitowoc Co Inc/The
2RTSLGQ89VMY18RHX631
Manitowoc Co Inc/The
563571405
1000.00000000
NS
USD
17090.00000000
0.001847152897
Long
EC
CORP
US
N
1
N
N
N
GS Holdings Corp
N/A
GS Holdings Corp
000000000
1768.00000000
NS
54843.16000000
0.005927659561
Long
EC
CORP
KR
N
2
N
N
N
Customers Bancorp Inc
549300WLBCHYKZ53FN68
Customers Bancorp Inc
23204G100
5260.00000000
NS
USD
97415.20000000
0.010529009301
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
32300.00000000
NS
USD
1833348.00000000
0.198155299628
Long
EC
CORP
US
N
1
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
150000.00000000
PA
USD
56277.00000000
0.006082634501
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Horiba Ltd
529900OOTWPYSNW0EC84
Horiba Ltd
000000000
1100.00000000
NS
66018.72000000
0.007135557047
Long
EC
CORP
JP
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
375000.00000000
PA
USD
315873.69000000
0.034140842702
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
G-III Apparel Group Ltd
529900O5KABM3R3SFM87
G-III Apparel Group Ltd
36237H101
750.00000000
NS
USD
11662.50000000
0.001260527833
Long
EC
CORP
US
N
1
N
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
Laurel Road Prime Student Loan Trust 2017-C
518889AC4
12929.08000000
PA
USD
12689.41000000
0.001371520213
Long
ABS-O
CORP
US
N
2
2042-11-25
Fixed
2.81000000
N
N
N
N
N
N
PDD Holdings Inc
5493000573DS7005T657
PDD Holdings Inc
722304102
10700.00000000
NS
USD
812130.00000000
0.087778132404
Long
EC
CORP
CN
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401JNG9
5228.04000000
PA
USD
5395.12000000
0.000583125309
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
234011.19000000
0.025292829005
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-03-10
0.00000000
USD
0.00000000
USD
12993000.00000000
USD
234011.19000000
N
N
N
Rational AG
529900K139N6UFJ1A758
Rational AG
000000000
66.00000000
NS
44364.21000000
0.004795054362
Long
EC
CORP
DE
N
2
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
22075.00000000
NS
USD
2816328.50000000
0.304399610859
Long
EC
CORP
US
N
1
N
N
N
BELLEMEADE RE LT
2549009SOTYJD2MZFC61
Bellemeade Re 2018-3 Ltd
07877TAB7
1571.68000000
PA
USD
1571.35000000
0.000169837548
Long
ABS-MBS
CORP
BM
N
2
2028-10-25
Floating
6.69529000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NM96
97728.20000000
PA
USD
91268.54000000
0.009864654659
Long
ABS-MBS
USGA
US
N
2
2043-09-20
Fixed
3.00000000
N
N
N
N
N
N
TEACHERS INSURANCE AND ANNUITY
549300SWQCCOXV4X1761
TIAA CLO I Ltd
87271LAJ1
250000.00000000
PA
USD
246571.10000000
0.026650352360
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
6.00771000
N
N
N
N
N
N
Chord Energy Corp
529900FA4V2YNIKZ0M71
Chord Energy Corp
674215207
150.00000000
NS
USD
20190.00000000
0.002182212814
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DS6
495000.00000000
PA
USD
510402.58000000
0.055166272944
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
SPS Commerce Inc
2549006XVF9GCCETDQ72
SPS Commerce Inc
78463M107
1876.00000000
NS
USD
285714.80000000
0.030881153933
Long
EC
CORP
US
N
1
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
83000.00000000
NS
1454543.60000000
0.157212663869
Long
EC
CORP
TW
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
7993.00000000
NS
974591.00000000
0.105337541819
Long
EC
CORP
CH
N
2
N
N
N
Sankyo Co Ltd
3538009H2R9ZBZAOAK48
Sankyo Co Ltd
000000000
7100.00000000
NS
296436.94000000
0.032040044043
Long
EC
CORP
JP
N
2
N
N
N
Liberty Latin America Ltd
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
000000000
17350.00000000
NS
USD
143311.00000000
0.015489603798
Long
EC
CORP
US
N
1
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2022-A
17330VAA4
287057.27000000
PA
USD
285399.49000000
0.030847074016
Long
ABS-MBS
CORP
US
N
2
2062-09-25
Variable
6.17000000
N
N
N
N
N
N
Liberty Latin America Ltd
213800YWQHEAX7CAVO83
Liberty Latin America Ltd
000000000
11200.00000000
NS
USD
93072.00000000
0.010059579549
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST
N/A
State of California
13063A5E0
15000.00000000
PA
USD
18782.85000000
0.002030122633
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
Bumrungrad Hospital PCL
N/A
Bumrungrad Hospital PCL
000000000
15000.00000000
NS
99257.63000000
0.010728146218
Long
EC
CORP
TH
N
2
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
19425.00000000
NS
347624.86000000
0.037572631214
Long
EC
CORP
NO
N
2
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
EUR/USD FORWARD
000000000
1.00000000
NC
USD
69.53000000
0.000007515069
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-822979.22000000
USD
758117.00000000
EUR
2023-04-19
69.53000000
N
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
Hancock Whitney Corp
410120109
250.00000000
NS
USD
9100.00000000
0.000983562982
Long
EC
CORP
US
N
1
N
N
N
Agilysys Inc
5299001XWB5V3B5IPN93
Agilysys Inc
00847J105
150.00000000
NS
USD
12376.50000000
0.001337699697
Long
EC
CORP
US
N
1
N
N
N
Adaptive Biotechnologies Corp
549300ZTF7OT1FW66Q96
Adaptive Biotechnologies Corp
00650F109
18550.00000000
NS
USD
163796.50000000
0.017703755389
Long
EC
CORP
US
N
1
N
N
N
Ameris Bancorp
PBJHNT51T5V6G5UQFV42
Ameris Bancorp
03076K108
2300.00000000
NS
USD
84134.00000000
0.009093526149
Long
EC
CORP
US
N
1
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
32756.00000000
NS
538660.07000000
0.058220451092
Long
EC
CORP
SE
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/THB FORWARD
000000000
1.00000000
NC
USD
-14766.11000000
-0.00159597793
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-20406761.50000000
THB
587000.00000000
USD
2023-06-21
-14766.11000000
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
29246.00000000
NS
892517.26000000
0.096466696491
Long
EC
CORP
FR
N
2
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd
078774AC0
360000.00000000
PA
USD
349895.16000000
0.037818013965
Long
ABS-MBS
CORP
BM
N
2
2032-01-26
Floating
8.25979000
N
N
N
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp
87724P106
5650.00000000
NS
USD
216169.00000000
0.023364376520
Long
EC
CORP
US
N
1
N
N
N
Banc of America Mortgage Secur
N/A
Banc of America Mortgage 2005-A Trust
05949AH86
5762.65000000
PA
USD
5369.17000000
0.000580320533
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Variable
3.90112000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
17730.00000000
NS
USD
2825630.10000000
0.305404963544
Long
EC
CORP
US
N
1
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
600000.00000000
PA
USD
584539.94000000
0.063179323813
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RET7
500000.00000000
PA
USD
427313.80000000
0.046185718191
Long
ABS-O
CORP
US
N
2
2028-02-20
Fixed
2.35000000
N
N
N
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626P148
13400.00000000
NS
673718.09000000
0.072818041086
Long
EC
CORP
CA
N
1
N
N
N
CONTL AIRLINES 2012-2 A
N/A
Continental Airlines 2012-2 Class A Pass Through Trust
210795QB9
63481.97000000
PA
USD
61344.79000000
0.006630380725
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2M5
750000.00000000
PA
USD
633750.68000000
0.068498209769
Long
DBT
CORP
FR
N
2
2028-09-30
Fixed
1.90400000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
40738.00000000
NS
644666.66000000
0.069678050851
Long
EC
CORP
FR
N
2
N
N
N
Computer Programs and Systems
5493005Q6CJC78TGL805
Computer Programs and Systems Inc
205306103
1650.00000000
NS
USD
49830.00000000
0.005385817957
Long
EC
CORP
US
N
1
N
N
N
Mueller Industries Inc
5493005IZFE4VJLLYG84
Mueller Industries Inc
624756102
3200.00000000
NS
USD
235136.00000000
0.025414402793
Long
EC
CORP
US
N
1
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co Inc
432833AN1
375000.00000000
PA
USD
316141.16000000
0.034169751888
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.62500000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CG6
20000.00000000
PA
USD
17333.99000000
0.001873524274
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RC4
70000.00000000
PA
USD
67910.94000000
0.007340075459
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403QQH6
9255.32000000
PA
USD
9546.18000000
0.001031787831
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.50000000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834JH2
500000.00000000
PA
USD
252207.03000000
0.027259505341
Long
DBT
UST
US
N
2
2040-11-15
None
0.00000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-1972.10000000
-0.00021315214
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-961037.00000000
PEN
252055.44000000
USD
2023-06-21
-1972.10000000
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
10714.00000000
NS
529817.60000000
0.057264722942
Long
EC
CORP
KR
N
2
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
200000.00000000
PA
USD
184400.00000000
0.019930660873
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
8910.00000000
NS
223922.20000000
0.024202372181
Long
EC
CORP
GB
N
2
N
N
N
Vanda Pharmaceuticals Inc
529900AY8VOOQBKJ0O70
Vanda Pharmaceuticals Inc
921659108
23477.00000000
NS
USD
159408.83000000
0.017229519148
Long
EC
CORP
US
N
1
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
275000.00000000
PA
USD
246180.00000000
0.026608080769
Long
DBT
CORP
IL
N
2
2028-03-30
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F032641
2000000.00000000
PA
USD
1858359.36000000
0.200858623566
Long
ABS-MBS
USGSE
US
N
2
2053-04-15
Fixed
3.50000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAH2
545000.00000000
PA
USD
415843.62000000
0.044945977042
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
2.25000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
410000.00000000
PA
USD
381285.61000000
0.041210814473
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWDF7
939270.57000000
PA
USD
872830.71000000
0.094338898487
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.50000000
N
N
N
N
N
N
MidWestOne Financial Group Inc
N/A
MidWestOne Financial Group Inc
598511103
4133.00000000
NS
USD
100927.86000000
0.010908671097
Long
EC
CORP
US
N
1
N
N
N
Valhi Inc
N/A
Valhi Inc
918905209
2050.00000000
NS
USD
35690.50000000
0.003857566442
Long
EC
CORP
US
N
1
N
N
N
Pacific Metals Co Ltd
35380077BZD6E7GU0N68
Pacific Metals Co Ltd
000000000
7400.00000000
NS
108383.56000000
0.011714511814
Long
EC
CORP
JP
N
2
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
Howard Hughes Corp/The
44267DAE7
350000.00000000
PA
USD
296162.04000000
0.032010331794
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.12500000
N
N
N
N
N
N
Intra-Cellular Therapies Inc
5299002U2KGF193IJA20
Intra-Cellular Therapies Inc
46116X101
1150.00000000
NS
USD
62272.50000000
0.006730651189
Long
EC
CORP
US
N
1
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
000000000
29700.00000000
NS
469368.35000000
0.050731135622
Long
EC
CORP
BR
N
1
N
N
N
ANZ Group Holdings Ltd
9845005D9C6BAA10BK72
ANZ Group Holdings Ltd
000000000
25907.00000000
NS
399230.10000000
0.043150323935
Long
EC
CORP
AU
N
2
N
N
N
Hana Financial Group Inc
N/A
Hana Financial Group Inc
000000000
21901.00000000
NS
685916.82000000
0.074136526719
Long
EC
CORP
KR
N
2
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
783549108
3100.00000000
NS
USD
276644.00000000
0.029900746999
Long
EC
CORP
US
N
1
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
30000.00000000
PA
USD
26343.53000000
0.002847309992
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
Elmwood CLO II Ltd.
N/A
Elmwood CLO II Ltd
29001LAL5
1350000.00000000
PA
USD
1317901.59000000
0.142443870147
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
5.95771000
N
N
N
N
N
N
Mytilineos SA
213800KT8MEUJEJ2KW41
Mytilineos SA
000000000
3129.00000000
NS
89202.51000000
0.009641350194
Long
EC
CORP
GR
N
2
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CQ1
350000.00000000
PA
USD
266440.84000000
0.028797950243
Long
DBT
CORP
US
Y
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FAV7
3600000.00000000
PA
USD
3107634.84000000
0.335885119931
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Fixed
2.62000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CT4
250000.00000000
PA
USD
230957.50000000
0.024962774450
Long
DBT
CORP
DE
N
2
2034-02-10
Fixed
7.07900000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAL7
35000.00000000
PA
USD
33528.77000000
0.003623918353
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
China Construction Bank Corp
5493001KQW6DM7KEDR62
China Construction Bank Corp
000000000
435000.00000000
NS
281529.82000000
0.030428825207
Long
EC
CORP
CN
N
2
N
N
N
Intelsat SA/Luxembourg
N/A
Intelsat SA/Luxembourg
000000000
4218.00000000
NS
USD
109668.00000000
0.011853339027
Long
EC
CORP
US
N
2
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
2200.00000000
NS
USD
218262.00000000
0.023590596006
Long
EC
CORP
US
N
1
N
N
N
MTN Commercial Mortgage Trust
N/A
MTN Commercial Mortgage Trust 2022-LPFL
62475WAJ4
1100000.00000000
PA
USD
1040102.14000000
0.112418237670
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Floating
9.11619000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AV6
50000.00000000
PA
USD
46215.00000000
0.004995094860
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
150000.00000000
PA
USD
138680.45000000
0.014989116153
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
24900.00000000
NS
USD
2524362.00000000
0.272842749156
Long
EC
CORP
US
N
1
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
24784.00000000
NS
372542.47000000
0.040265822291
Long
EC
CORP
AU
N
2
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/CAD FORWARD
000000000
1.00000000
NC
USD
853.31000000
0.000092229025
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-147471.72000000
CAD
110000.00000000
USD
2023-04-19
853.31000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-6749.76000000
-0.00072954000
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-4111258.14000000
CNY
594000.00000000
USD
2023-05-23
-6749.76000000
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
2800.00000000
NS
57067.47000000
0.006168071537
Long
EC
CORP
JP
N
2
N
N
N
ADTALEM GLOBAL EDUCATION
549300Z467EZLMODV621
Adtalem Global Education Inc
00737WAA7
157000.00000000
PA
USD
148920.29000000
0.016095877425
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON
46649XAN7
800000.00000000
PA
USD
360000.00000000
0.038910183918
Long
ABS-MBS
CORP
US
N
2
2031-07-05
Variable
4.61320000
N
N
N
N
N
N
MATTERHORN TELECOM SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA
000000000
800000.00000000
PA
801341.04000000
0.086612020132
Long
DBT
CORP
LU
N
2
2026-09-15
Fixed
3.12500000
N
N
N
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887109
800.00000000
NS
USD
198032.00000000
0.021404059838
Long
EC
CORP
US
N
1
N
N
N
O-I Glass Inc
N/A
O-I Glass Inc
67098H104
11650.00000000
NS
USD
264571.50000000
0.028595904790
Long
EC
CORP
US
N
1
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-SL1
52475PAA9
109963.82000000
PA
USD
107577.33000000
0.011627371377
Long
ABS-MBS
CORP
US
N
2
2060-09-25
Variable
1.99100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QP70
13623.25000000
PA
USD
14028.57000000
0.001516261774
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
Allegro MicroSystems Inc
N/A
Allegro MicroSystems Inc
01749D105
9400.00000000
NS
USD
451106.00000000
0.048757270629
Long
EC
CORP
US
N
1
N
N
N
ISI-Dentsu
N/A
Information Services International-Dentsu Ltd
000000000
3300.00000000
NS
130167.95000000
0.014069052429
Long
EC
CORP
JP
N
2
N
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
Asbury Automotive Group Inc
043436104
350.00000000
NS
USD
73500.00000000
0.007944162549
Long
EC
CORP
US
N
1
N
N
N
GMS Inc
52990057RENOQO4U0D72
GMS Inc
36251C103
4190.00000000
NS
USD
242559.10000000
0.026216719977
Long
EC
CORP
US
N
1
N
N
N
CESC Ltd
3358009RW8LFOENISG12
CESC Ltd
000000000
100630.00000000
NS
81778.87000000
0.008838974645
Long
EC
CORP
IN
N
2
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
900.00000000
NS
USD
124506.00000000
0.013457087108
Long
EC
CORP
US
N
1
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452151LF8
100000.00000000
PA
USD
99634.83000000
0.010768915444
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405UF79
24068.43000000
PA
USD
24593.35000000
0.002658143810
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405PMD9
1016.69000000
PA
USD
1037.80000000
0.000112169413
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
70400.00000000
NS
USD
3301056.00000000
0.356790822457
Long
EC
CORP
US
N
1
N
N
N
Veris Residential Inc
N/A
Veris Residential Inc
554489104
4700.00000000
NS
USD
68808.00000000
0.007437033152
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
19256.00000000
NS
675007.92000000
0.072957450870
Long
EC
CORP
GB
N
2
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-C
63940YAB2
110914.82000000
PA
USD
105732.28000000
0.011427951280
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
3.13000000
N
N
N
N
N
N
Rexel SA
969500N6AVPA51648T62
Rexel SA
000000000
4136.00000000
NS
98332.28000000
0.010628130833
Long
EC
CORP
FR
N
2
N
N
N
Insperity Inc
5299000Q0KW7HY5DB751
Insperity Inc
45778Q107
1250.00000000
NS
USD
151937.50000000
0.016421989080
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
10575.00000000
NS
USD
2021094.00000000
0.218447609044
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
250000.00000000
PA
USD
234618.73000000
0.025358494263
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406EED2
27349.31000000
PA
USD
28376.73000000
0.003067066064
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
6.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
105560.71000000
0.011409407335
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-03-09
0.00000000
USD
0.00000000
USD
5724000.00000000
USD
105560.71000000
N
N
N
JB Hi-Fi Ltd
529900TPC8H040Y3ZQ65
JB Hi-Fi Ltd
000000000
12238.00000000
NS
349264.48000000
0.037749847647
Long
EC
CORP
AU
N
2
N
N
N
Conduent Inc
549300SFJ2D2CYY6CQ11
Conduent Inc
206787103
5000.00000000
NS
USD
17150.00000000
0.001853637928
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2018-4
64828FCQ3
67403.42000000
PA
USD
65100.97000000
0.007036363099
Long
ABS-MBS
CORP
US
N
2
2048-01-25
Floating
5.59529000
N
N
N
N
N
N
Americold Realty Trust Inc
549300R7N1V5YV8MWH02
Americold Realty Trust Inc
03064D108
37050.00000000
NS
USD
1054072.50000000
0.113928207883
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2020-L4
61770KAW5
3600000.00000000
PA
USD
3025220.04000000
0.326977411527
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.44900000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 20
N/A
Legacy Mortgage Asset Trust 2020-GS1
52474PAA0
262142.66000000
PA
USD
261835.35000000
0.028300171180
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
5.88200000
N
N
N
N
N
N
SUMCO Corp
353800SUSRUOM0V6KU92
SUMCO Corp
000000000
39200.00000000
NS
589722.39000000
0.063739462932
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417MH71
50320.87000000
PA
USD
50475.98000000
0.005455637959
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.50000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26882PBE1
20000.00000000
PA
USD
23633.84000000
0.002554436280
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
2183.00000000
NS
302464.15000000
0.032691488069
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405RRQ1
4171.21000000
PA
USD
4302.94000000
0.000465078296
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
6.00000000
N
N
N
N
N
N
Intelsat Jackson Holdings SA
N/A
Intelsat Jackson Holdings SA
000000000
440.00000000
NS
USD
4193.55000000
0.000453255004
Long
EC
CORP
US
N
3
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
616000.00000000
PA
USD
605579.70000000
0.065453381956
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2017-B
55316AAE0
343239.84000000
PA
USD
334357.62000000
0.036138656913
Long
ABS-O
CORP
US
N
2
2040-06-15
Fixed
2.72000000
N
N
N
N
N
N
Paramount Group Inc
5493006GJU1CFI7Z5J17
Paramount Group Inc
69924R108
20700.00000000
NS
USD
94392.00000000
0.010202250223
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYU2
395000.00000000
PA
USD
328212.60000000
0.035474479528
Long
DBT
CORP
US
N
2
N/A
Fixed
4.12500000
N
N
N
N
N
N
PGIM Institutional Money Market Fund - D
N/A
PGIM Institutional Money Market Fund - D
000000000
865704.68400000
NS
USD
865271.83000000
0.093521905679
Long
STIV
RF
US
N
1
N
N
StoneX Group Inc
549300JUF07L8VF02M60
StoneX Group Inc
861896108
250.00000000
NS
USD
25882.50000000
0.002797480097
Long
EC
CORP
US
N
1
N
N
N
Battalion CLO LTD
549300JIE0P78OIZGS60
Battalion CLO XII Ltd
07133RAA3
1000000.00000000
PA
USD
987553.30000000
0.106738557033
Long
ABS-CBDO
CORP
KY
N
2
2031-05-17
Floating
5.94657000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLQ9
1901955.90000000
PA
USD
1738728.69000000
0.187928480866
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE18 Mortgage Trust
12632QAW3
150348.89000000
PA
USD
145940.27000000
0.015773785407
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
3.55000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
1000.00000000
NS
USD
122640.00000000
0.013255402654
Long
EC
CORP
US
N
1
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
200000.00000000
PA
USD
188218.20000000
0.020343346607
Long
DBT
CORP
ID
N
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
USD/NZD FORWARD
000000000
1.00000000
NC
USD
-941.27000000
-0.00010173608
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-180000.00000000
NZD
111617.50000000
USD
2023-04-19
-941.27000000
N
N
N
Goodman Group
N/A
Goodman Group
000000000
49236.00000000
NS
624797.03000000
0.067530464858
Long
EC
CORP
AU
N
2
N
N
N
(PIPA070) PGIM Core Government Money Market Fund
N/A
(PIPA070) PGIM Core Government Money Market Fund
000000000
31129835.58000000
NS
USD
31129835.58000000
3.364632299345
Long
STIV
RF
US
N
1
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3133XGAY0
135000.00000000
PA
USD
155509.98000000
0.016808116452
Long
DBT
USGSE
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
N
Hilton Grand Vacations Inc
549300O9K6MFD8D07574
Hilton Grand Vacations Inc
43283X105
3850.00000000
NS
USD
171055.50000000
0.018488336014
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
18225.00000000
NS
USD
1600155.00000000
0.172950903743
Long
EC
CORP
US
N
1
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523BZ2
967000.00000000
PA
USD
962402.15000000
0.104020124055
Long
DBT
CORP
US
Y
2
2026-02-25
Fixed
4.50000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
1500.00000000
NS
107291.90000000
0.011596521005
Long
EC
CORP
CA
N
1
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAF5
110000.00000000
PA
USD
128383.32000000
0.013876162759
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
6.75000000
N
N
N
N
N
N
Ascent Resources Utica Holdings LLC
549300EGLQ2M2CL7JZ89
Ascent Resources Utica Holdings LLC
000000000
152000.00000000
PA
USD
160930.00000000
0.017393933049
Long
LON
CORP
US
N
2
2025-11-01
Floating
13.81500000
N
N
N
N
N
N
SD Biosensor Inc
N/A
SD Biosensor Inc
000000000
2250.00000000
NS
36613.38000000
0.003957314860
Long
EC
CORP
KR
N
2
N
N
N
OHIO ST UNIV
JFC10ZULKO4X2E3HBY86
Ohio State University/The
677632MV0
65000.00000000
PA
USD
66021.30000000
0.007135835904
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
4.91000000
N
N
N
N
N
N
UNIVERSITY OF PENNSYLVAN
549300FG60YK9HZ7DS75
Trustees of the University of Pennsylvania/The
91481CAC4
55000.00000000
PA
USD
39446.38000000
0.004263516390
Long
DBT
CORP
US
N
2
2119-02-15
Fixed
3.61000000
N
N
N
N
N
N
First Pacific Co Ltd
254900VS1MDQSDM9DE09
First Pacific Co Ltd
000000000
836000.00000000
NS
268682.75000000
0.029040264494
Long
EC
CORP
HK
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7G1
928651.28000000
PA
USD
834678.30000000
0.090215239348
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
3250.00000000
NS
USD
289770.00000000
0.031319455538
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31359MGK3
200000.00000000
PA
USD
237010.94000000
0.025617053516
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.62500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-1597.16000000
-0.00017262719
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-276890.86000000
USD
253575.30000000
EUR
2023-04-19
-1597.16000000
N
N
N
Universal Technical Institute
2549003YOJGAZ0PVFV48
Universal Technical Institute Inc
913915104
1800.00000000
NS
USD
13284.00000000
0.001435785786
Long
EC
CORP
US
N
1
N
N
N
Meritz Financial Group Inc
N/A
Meritz Financial Group Inc
000000000
3241.00000000
NS
96551.57000000
0.010435664850
Long
EC
CORP
KR
N
2
N
N
N
Axcelis Technologies Inc
529900HF9B6NL1QG9F05
Axcelis Technologies Inc
054540208
2100.00000000
NS
USD
279825.00000000
0.030244561708
Long
EC
CORP
US
N
1
N
N
N
Rathlin Residential
635400C7HSB9QLJBUZ78
Rathlin Residential 2021-1 DAC
000000000
371613.75000000
PA
385027.74000000
0.041615278269
Long
ABS-O
CORP
IE
N
2
2075-09-27
Floating
4.40300000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
120000.00000000
PA
USD
98642.77000000
0.010661689785
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
Fairstone Financial Issuance T
549300LY2ZF7LX6T3F37
Fairstone Financial Issuance Trust I
30575PAN6
200000.00000000
PA
140759.16000000
0.015213791121
Long
ABS-O
CORP
CA
N
2
2039-10-20
Fixed
2.50900000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CB3
245000.00000000
PA
USD
232073.07000000
0.025083349544
Long
DBT
CORP
DE
N
2
2025-11-26
Fixed
3.96100000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
6100.00000000
NS
USD
1246474.00000000
0.134723701637
Long
EC
CORP
US
N
1
N
N
N
Advantage Solutions Inc
N/A
Advantage Solutions Inc
00791N102
13600.00000000
NS
USD
21488.00000000
0.002322505644
Long
EC
CORP
US
N
1
N
N
N
National HealthCare Corp
N/A
National HealthCare Corp
635906100
300.00000000
NS
USD
17421.00000000
0.001882928650
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGT1
2411386.10000000
PA
USD
2405479.12000000
0.259993430474
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MK4
1290000.00000000
PA
USD
1131623.54000000
0.122310222410
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
200000.00000000
PA
USD
181197.54000000
0.019584526685
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BF3
240000.00000000
PA
USD
201480.84000000
0.021776823723
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
39500.00000000
NS
USD
2999630.00000000
0.324211541630
Long
EC
CORP
US
N
1
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
36873.00000000
0.003985375587
Long
DBT
NUSS
UA
N
2
2032-01-27
Variable
4.37500000
N
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWC35
2070669.83000000
PA
USD
1860635.45000000
0.201104632123
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBT6
463335.79000000
PA
USD
416275.89000000
0.044992698446
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
65000.00000000
PA
USD
65195.00000000
0.007046526223
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
Deluxe Corp
KWGNKB8TX9LE5TV29231
Deluxe Corp
248019101
1650.00000000
NS
USD
26400.00000000
0.002853413487
Long
EC
CORP
US
N
1
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
300000.00000000
PA
USD
260475.73000000
0.028153218223
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Weatherford International PLC
529900LPBDSCQDJKHQ39
Weatherford International PLC
000000000
1800.00000000
NS
USD
106830.00000000
0.011546597077
Long
EC
CORP
US
N
1
N
N
N
CoreCivic Inc
529900JFA3K6PTLT8B15
CoreCivic Inc
21871N101
3500.00000000
NS
USD
32200.00000000
0.003480299783
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
27150.00000000
NS
USD
4949445.00000000
0.534955042343
Long
EC
CORP
US
N
1
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAF3
550000.00000000
PA
USD
29755.80000000
0.003216121251
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.37500000
Y
N
N
N
N
N
Hannon Armstrong Sustainable I
N/A
Hannon Armstrong Sustainable Infrastructure Capital Inc
41068X100
900.00000000
NS
USD
25740.00000000
0.002782078150
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.40.V1
000000000
1.00000000
NC
USD
-411841.36000000
-0.04451339739
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.40.V1
Y
Default Event
2028-06-20
0.00000000
USD
-167167.37000000
USD
-34825000.00000000
USD
-244673.99000000
N
N
N
N-able Inc
N/A
N-able Inc
62878D100
1350.00000000
NS
USD
17820.00000000
0.001926054103
Long
EC
CORP
US
N
1
N
N
N
Goosehead Insurance Inc
549300WH5MBIWHJ9XY95
Goosehead Insurance Inc
38267D109
1150.00000000
NS
USD
60030.00000000
0.006488273168
Long
EC
CORP
US
N
1
N
N
N
Citizen Watch Co Ltd
529900DUZBKERKGQ2628
Citizen Watch Co Ltd
000000000
14000.00000000
NS
82371.85000000
0.008903066203
Long
EC
CORP
JP
N
2
N
N
N
Univest Financial Corp
4WII2HCR8UEWNU03U507
Univest Financial Corp
915271100
2650.00000000
NS
USD
62911.00000000
0.006799662723
Long
EC
CORP
US
N
1
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd
000000000
5445.00000000
NS
138426.62000000
0.014961681231
Long
EC
CORP
AU
N
2
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
FNMA TBA 30YR TBA
000000000
-3000000.00000000
NC
USD
-93.00000000
-0.00001005179
N/A
DIR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Put
Written
Fannie Mae or Freddie Mac
Fannie Mae or Freddie Mac
1.00000000
USD
99.64062500
USD
2023-04-06
XXXX
13383.56000000
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
645000.00000000
PA
USD
623038.83000000
0.067340431843
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
8200.00000000
NS
203866.28000000
0.022034651248
Long
EC
CORP
SG
N
2
N
N
N
Nippon Steel Corp
35380065QWQ4U2V3PA33
Nippon Steel Corp
000000000
36000.00000000
NS
848933.72000000
0.091756019943
Long
EC
CORP
JP
N
2
N
N
N
Banco del Bajio SA
4469000001BD95FFLY16
Banco del Bajio SA
000000000
12000.00000000
NS
43651.50000000
0.004718021925
Long
EC
CORP
MX
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-4944.47000000
-0.00053441732
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1201131.75000000
PLN
273000.00000000
USD
2023-04-19
-4944.47000000
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
158055.00000000
NS
348072.51000000
0.037621014947
Long
EC
CORP
GB
N
2
N
N
N
Ryerson Holding Corp
549300JMA41B3ZHOVE45
Ryerson Holding Corp
783754104
1650.00000000
NS
USD
60027.00000000
0.006487948916
Long
EC
CORP
US
N
1
N
N
N
PDF Solutions Inc
549300GMSP6MROFBI160
PDF Solutions Inc
693282105
3200.00000000
NS
USD
135680.00000000
0.014664815983
Long
EC
CORP
US
N
1
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St Joseph Health Obligated Group
743820AA0
190000.00000000
PA
USD
163311.82000000
0.017651369311
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
2.53200000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
TRS TREASURY BOND
000000000
1.00000000
NC
USD
-106309.05000000
-0.01149029079
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
US TREASURY N/B
United States Treasury Note/Bond
Y
2023-05-01
0.00000000
USD
0.00000000
USD
11019151.86000000
USD
-106309.05000000
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
4400.00000000
NS
USD
2031568.00000000
0.219579679229
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
16750.00000000
NS
USD
1601300.00000000
0.173074659745
Long
EC
CORP
US
N
1
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CQ2
175000.00000000
PA
USD
150449.58000000
0.016261168967
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.15000000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043101
1100.00000000
NS
USD
11341.00000000
0.001225778877
Long
EC
CORP
US
N
1
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
000000000
9800.00000000
NS
241987.76000000
0.026154967354
Long
EC
CORP
JP
N
2
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/CZK FORWARD
000000000
1.00000000
NC
USD
13860.37000000
0.001498082071
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-421000.00000000
USD
9419942.36000000
CZK
2023-04-19
13860.37000000
N
N
N
Balboa Bay Loan Funding Ltd
549300MALKZHG9DP8554
Balboa Bay Loan Funding 2020-1 Ltd
05766BAJ7
1500000.00000000
PA
USD
1473853.20000000
0.159299719668
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
5.92771000
N
N
N
N
N
N
Livent Corp
254900OOLQ2VNMZTJL47
Livent Corp
53814L108
5950.00000000
NS
USD
129234.00000000
0.013968107523
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust 2018-C48
95001RAW9
1707000.00000000
PA
USD
1619655.88000000
0.175058633819
Long
ABS-MBS
CORP
US
N
2
2052-01-15
Fixed
4.03700000
N
N
N
N
N
N
Regional Management Issuance T
N/A
Regional Management Issuance Trust 2022-1
75907DAA5
400000.00000000
PA
USD
374732.72000000
0.040502552931
Long
ABS-O
CORP
US
Y
2
2032-03-15
Fixed
3.07000000
N
N
N
N
N
N
United Natural Foods Inc
549300GKGW6WPZ282D40
United Natural Foods Inc
911163103
5900.00000000
NS
USD
155465.00000000
0.016803254841
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
9550.00000000
NS
USD
721025.00000000
0.077931153776
Long
EC
CORP
US
N
1
N
N
N
Sleep Number Corp
529900W0TZQLBT2DSS66
Sleep Number Corp
83125X103
1200.00000000
NS
USD
36492.00000000
0.003944195643
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 YEAR US TREASURY NOTE
000000000
91.00000000
NC
USD
-58741.41000000
-0.00634899740
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-06-30
10023952.12000000
USD
-58741.41000000
N
N
N
MFA Financial Inc
YW72IMH2RRC8Z1TGLG58
MFA Financial Inc
55272X607
8300.00000000
NS
USD
82336.00000000
0.008899191397
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
53800.00000000
NS
USD
505720.00000000
0.054660161697
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040651
4000000.00000000
PA
USD
3827515.28000000
0.413692565263
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
4.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-2
03066EAG9
100000.00000000
PA
USD
94106.83000000
0.010171427953
Long
ABS-O
CORP
US
N
2
2026-03-18
Fixed
2.13000000
N
N
N
N
N
N
Proto Labs Inc
529900QHG5MGWT2WQQ09
Proto Labs Inc
743713109
800.00000000
NS
USD
26520.00000000
0.002866383548
Long
EC
CORP
US
N
1
N
N
N
Duluth Holdings Inc
549300B6G8G3WGHFYU15
Duluth Holdings Inc
26443V101
2450.00000000
NS
USD
15631.00000000
0.001689458568
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MJMS6
64610.46000000
PA
USD
65048.57000000
0.007030699506
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAH9
200000.00000000
PA
USD
204238.28000000
0.022074858438
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
5.90000000
N
N
N
N
N
N
NetEase Inc
5299004AF4DSJDB0PA32
NetEase Inc
000000000
36900.00000000
NS
651391.43000000
0.070404889844
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
1322740.78000000
PA
USD
1097248.53000000
0.118594839184
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
BYD Co Ltd
5299005557VL7ULJ7A69
BYD Co Ltd
000000000
27500.00000000
NS
808944.22000000
0.087433801055
Long
EC
CORP
CN
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R07
20753WAF3
14338.89000000
PA
USD
14382.57000000
0.001554523455
Long
ABS-MBS
CORP
US
N
2
2039-10-25
Floating
6.94529000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BW3
230000.00000000
PA
USD
200057.83000000
0.021623019332
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKK4
100000.00000000
PA
USD
90946.47000000
0.009829844095
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
7.90979000
N
N
N
N
N
N
Alpha Metallurgical Resources
N/A
Alpha Metallurgical Resources Inc
020764106
350.00000000
NS
USD
54600.00000000
0.005901377894
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
2990.00000000
NS
USD
116281.10000000
0.012568108297
Long
EC
CORP
US
N
1
N
N
N
Diodes Inc
549300XP2X1ARVH3BX23
Diodes Inc
254543101
150.00000000
NS
USD
13914.00000000
0.001503878608
Long
EC
CORP
US
N
1
N
N
N
Metropolitan Bank Holding Corp
N/A
Metropolitan Bank Holding Corp
591774104
1350.00000000
NS
USD
45751.50000000
0.004944997998
Long
EC
CORP
US
N
1
N
N
N
Industrial Logistics Propertie
5493004XH9PJW009HR47
Industrial Logistics Properties Trust
456237106
13750.00000000
NS
USD
42212.50000000
0.004562489274
Long
EC
CORP
US
N
1
N
N
N
JOHNS HOPKINS UNIVERSITY
549300Z1XKWYKTIOM958
Johns Hopkins University
478115AF5
100000.00000000
PA
USD
66182.38000000
0.007153246049
Long
DBT
CORP
US
N
2
2060-01-01
Fixed
2.81300000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
11750.00000000
NS
USD
4059390.00000000
0.438754476378
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
350000.00000000
PA
USD
336864.96000000
0.036409659858
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECA6
2825993.88000000
PA
USD
2538623.90000000
0.274384230134
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Empire State Realty Trust Inc
549300VOKY1DUEQSB456
Empire State Realty Trust Inc
292104106
5800.00000000
NS
USD
37642.00000000
0.004068492064
Long
EC
CORP
US
N
1
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
45824TBC8
625000.00000000
PA
USD
572956.25000000
0.061927314068
Long
DBT
CORP
LU
N
2
2030-03-15
Fixed
6.50000000
N
N
N
N
N
N
Nisshinbo Holdings Inc
353800YAM89GL5GPHB47
Nisshinbo Holdings Inc
000000000
7800.00000000
NS
59752.72000000
0.006458303680
Long
EC
CORP
JP
N
2
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2021-GS1
52474JAA4
132686.63000000
PA
USD
122859.19000000
0.013279093552
Long
ABS-MBS
CORP
US
N
2
2066-10-25
Variable
1.89200000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
25700.00000000
NS
USD
2412973.00000000
0.260803397833
Long
EC
CORP
US
N
1
N
N
N
Chuy's Holdings Inc
N/A
Chuy's Holdings Inc
171604101
500.00000000
NS
USD
17925.00000000
0.001937402907
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAG6
290000.00000000
PA
USD
236870.06000000
0.025601826664
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
Old Second Bancorp Inc
549300XVJC1MPUT81C04
Old Second Bancorp Inc
680277100
718.00000000
NS
USD
10095.08000000
0.001091115054
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
115000.00000000
PA
USD
82608.34000000
0.008928626951
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Leejam Sports Co JSC
N/A
Leejam Sports Co JSC
000000000
1950.00000000
NS
54845.17000000
0.005927876810
Long
EC
CORP
SA
N
2
N
N
N
Petroleo Brasileiro SA
5493000J801JZRCMFE49
Petroleo Brasileiro SA
000000000
19400.00000000
NS
101584.51000000
0.010979644353
Long
EC
CORP
BR
N
1
N
N
N
MARKET BIDCO FINCO PLC
549300UGYX6EBVHRVG53
Market Bidco Finco PLC
000000000
300000.00000000
PA
279410.40000000
0.030199750146
Long
DBT
CORP
GB
N
2
2027-11-04
Fixed
5.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
129000.00000000
PA
USD
103769.49000000
0.011215805391
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAD2
600000.00000000
PA
USD
447000.00000000
0.048313478365
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
2000.00000000
NS
USD
121860.00000000
0.013171097256
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
1405000.00000000
PA
USD
1170321.29000000
0.126492823992
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
9150.00000000
NS
USD
2093886.00000000
0.226315248233
Long
EC
CORP
US
N
1
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
400000.00000000
PA
USD
355823.18000000
0.038458737156
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2022-FL8 Ltd
55284JAA7
500000.00000000
PA
USD
486011.35000000
0.052529975041
Long
ABS-CBDO
CORP
KY
N
2
2037-02-19
Floating
5.90973000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CD6
370000.00000000
PA
USD
353881.88000000
0.038248913989
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
3.50000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
8975.00000000
NS
USD
2048184.75000000
0.221375681447
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
TWD/USD FORWARD
000000000
1.00000000
NC
USD
-78.76000000
-0.00000851268
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-257726.29000000
USD
7798076.00000000
TWD
2023-06-21
-78.76000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/HUF FORWARD
000000000
1.00000000
NC
USD
3913.46000000
0.000422981800
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-51681.00000000
USD
19601141.00000000
HUF
2023-04-19
3913.46000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
396.00000000
NC
USD
746739.09000000
0.080710431474
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-06-21
44762325.39000000
USD
746739.09000000
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAF9
15000.00000000
PA
USD
13044.92000000
0.001409945101
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.62500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
55000.00000000
PA
USD
42632.86000000
0.004607923398
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
AUD/USD FORWARD
000000000
1.00000000
NC
USD
11460.52000000
0.001238697058
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1187324.37000000
AUD
805666.87000000
USD
2023-04-19
11460.52000000
N
N
N
SolarWinds Corp
N/A
SolarWinds Corp
83417Q204
9500.00000000
NS
USD
81700.00000000
0.008830450072
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-3094.10000000
-0.00033442222
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-91540590.00000000
CLP
111000.00000000
USD
2023-06-22
-3094.10000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
EUR/HUF FORWARD
000000000
1.00000000
NC
USD
8941.87000000
0.000966471684
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-170300.00000000
EUR
68338597.00000000
HUF
2023-04-19
8941.87000000
N
N
N
Titan International Inc
254900CXRGBE7C4B5A06
Titan International Inc
88830M102
13800.00000000
NS
USD
144624.00000000
0.015631517886
Long
EC
CORP
US
N
1
N
N
N
Intelsat Jackson Holdings SA
N/A
Intelsat Jackson Holdings SA
000000000
440.00000000
NS
USD
870.98000000
0.000094138866
Long
EC
CORP
US
N
3
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
10425.00000000
NS
USD
1141954.50000000
0.123426832281
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211BCT9
450.82000000
PA
USD
449.85000000
0.000048621517
Long
ABS-MBS
USGA
US
N
2
2029-04-15
Fixed
7.50000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAG1
622000.00000000
PA
USD
505343.32000000
0.054619448675
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VYT3
1080.04000000
PA
USD
1112.52000000
0.000120245438
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACL
N/A
JPMorgan Chase Bank NA - CACLN
48128U2P3
105835.81000000
PA
USD
101959.80000000
0.011020207139
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
1.13800000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIX Ltd
55822EAA7
1500000.00000000
PA
USD
1471900.80000000
0.159088696770
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
5.93471000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
4100.00000000
NS
USD
547678.00000000
0.059195143633
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402BXT6
11390.42000000
PA
USD
11754.64000000
0.001270486678
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5.50000000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
169442.00000000
NS
1070962.36000000
0.115753728881
Long
EC
CORP
GB
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
49356.00000000
NS
1406576.97000000
0.152028246105
Long
EC
CORP
GB
N
2
N
N
N
Tokyo Steel Manufacturing Co L
N/A
Tokyo Steel Manufacturing Co Ltd
000000000
27600.00000000
NS
285048.80000000
0.030809170093
Long
EC
CORP
JP
N
2
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
800000.00000000
PA
USD
777600.83000000
0.084046086973
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.07100000
N
N
N
N
N
N
Sangamo Therapeutics Inc
2549006WMRKRC4G32Z67
Sangamo Therapeutics Inc
800677106
6850.00000000
NS
USD
12056.00000000
0.001303058825
Long
EC
CORP
US
N
1
N
N
N
Theravance Biopharma Inc
5493007VTSXP4Z6MIW52
Theravance Biopharma Inc
000000000
1950.00000000
NS
USD
21157.50000000
0.002286783934
Long
EC
CORP
KY
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
4725.00000000
NS
USD
2347710.75000000
0.253749602970
Long
EC
CORP
US
N
1
N
N
N
Douglas Elliman Inc
549300BXICHPOXA1NO93
Douglas Elliman Inc
25961D105
6600.00000000
NS
USD
20526.00000000
0.002218528986
Long
EC
CORP
US
N
1
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024WS7
415000.00000000
PA
USD
370599.13000000
0.040055778634
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
2.57400000
N
N
N
N
N
N
First Foundation Inc
254900TQZQ6LBCK77E82
First Foundation Inc
32026V104
11650.00000000
NS
USD
86792.50000000
0.009380867049
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Consolidated Inc
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated Inc
191098102
390.00000000
NS
USD
208681.20000000
0.022555066311
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
26975.00000000
NS
921604.36000000
0.099610542076
Long
EC
CORP
NL
N
2
N
N
N
Inter Parfums Inc
N/A
Inter Parfums Inc
458334109
200.00000000
NS
USD
28448.00000000
0.003074769200
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203PAW3
284.86000000
PA
USD
293.14000000
0.000031683698
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HY6
260000.00000000
PA
USD
185131.99000000
0.020009777166
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406FSE2
49048.54000000
PA
USD
50116.06000000
0.005416736421
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
6.00000000
N
N
N
N
N
N
Outbrain Inc
549300TNEHRXPVGWVW07
Outbrain Inc
69002R103
4400.00000000
NS
USD
18172.00000000
0.001964099617
Long
EC
CORP
US
N
1
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-38529.95000000
-0.00416446511
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2982813.00000000
GBP
3642521.75000000
USD
2023-04-19
-38529.95000000
N
N
N
Hub Group Inc
N/A
Hub Group Inc
443320106
450.00000000
NS
USD
37773.00000000
0.004082651047
Long
EC
CORP
US
N
1
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAB1
200000.00000000
PA
USD
187164.10000000
0.020229415427
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2021-REV1
345340AC7
180000.00000000
PA
USD
161664.89000000
0.017473362786
Long
ABS-O
CORP
US
N
2
2033-10-17
Fixed
1.91000000
N
N
N
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
22500.00000000
NS
USD
953325.00000000
0.103039030788
Long
EC
CORP
US
N
1
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BT0
785000.00000000
PA
USD
783869.34000000
0.084723611631
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.55000000
N
N
N
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
400000.00000000
PA
USD
397102.00000000
0.042920310706
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Dave & Buster's Entertainment
529900WTVU85QZLYHR86
Dave & Buster's Entertainment Inc
238337109
3450.00000000
NS
USD
126925.50000000
0.013718595969
Long
EC
CORP
US
N
1
N
N
N
AlbaCore Euro CLO
635400OMGYX1QQYCTI48
AlbaCore Euro CLO IV DAC
000000000
2000000.00000000
PA
2111168.17000000
0.228183171603
Long
ABS-CBDO
CORP
IE
N
2
2035-07-15
Floating
4.88800000
N
N
N
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
000000000
10297.00000000
NS
0.01000000
0.000000001080
Long
EC
CORP
RU
N
3
N
N
N
Braemar Hotels & Resorts Inc
549300JDUUEBN868C776
Braemar Hotels & Resorts Inc
10482B101
3650.00000000
NS
USD
14089.00000000
0.001522793281
Long
EC
CORP
US
N
1
N
N
N
Appfolio Inc
529900OOUUGT6JFC0S15
Appfolio Inc
03783C100
850.00000000
NS
USD
105808.00000000
0.011436135388
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LD1
1500000.00000000
PA
USD
1435869.41000000
0.155194285627
Long
DBT
CORP
US
N
2
2028-01-10
Fixed
3.88700000
N
N
N
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
000000000
18980.00000000
NS
640556.56000000
0.069233815443
Long
EC
CORP
DE
N
2
N
N
N
AAON Inc
N/A
AAON Inc
000360206
2850.00000000
NS
USD
275566.50000000
0.029784286657
Long
EC
CORP
US
N
1
N
N
N
Daan Gene Co Ltd
30030092WPRQ87CXPM21
Daan Gene Co Ltd
000000000
18400.00000000
NS
43128.52000000
0.004661496237
Long
EC
CORP
CN
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHQ5
115000.00000000
PA
USD
107687.17000000
0.011639243306
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97400000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/NZD FORWARD
000000000
1.00000000
NC
USD
-3926.03000000
-0.00042434041
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-111000.00000000
USD
171228.91000000
NZD
2023-04-19
-3926.03000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-2061.34000000
-0.00022279755
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-1131900.00000000
BRL
220000.00000000
USD
2023-05-03
-2061.34000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-2443.77000000
-0.00026413205
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-3643803.00000000
CNY
530000.00000000
USD
2023-05-23
-2443.77000000
N
N
N
Komatsu Ltd
5493004LQ0B4T7QPQV17
Komatsu Ltd
000000000
3100.00000000
NS
76957.93000000
0.008317908917
Long
EC
CORP
JP
N
2
N
N
N
Multiplan Corp
N/A
Multiplan Corp
62548M100
51150.00000000
NS
USD
54219.00000000
0.005860197949
Long
EC
CORP
US
N
1
N
N
N
Cadence Bank
Q7C315HKI8VX0SSKBS64
Cadence Bank
12740C103
1800.00000000
NS
USD
37368.00000000
0.004038877090
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/MXN FORWARD
000000000
1.00000000
NC
USD
5310.65000000
0.000573995467
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1822536.69000000
USD
33472162.00000000
MXN
2023-06-21
5310.65000000
N
N
N
CONSOL Energy Inc
549300YJCTPJBTK7IJ81
CONSOL Energy Inc
20854L108
3900.00000000
NS
USD
227253.00000000
0.024562377849
Long
EC
CORP
US
N
1
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical Inc
82489T104
560.00000000
NS
USD
121424.80000000
0.013124059167
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
10100.00000000
NS
USD
2017374.00000000
0.218045537144
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CTT9
5815.03000000
PA
USD
6070.18000000
0.000656088389
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
LG Uplus Corp
N/A
LG Uplus Corp
000000000
5140.00000000
NS
42822.65000000
0.004628436631
Long
EC
CORP
KR
N
2
N
N
N
Stride Inc
254900BRWS3AFONWU277
Stride Inc
86333M108
3650.00000000
NS
USD
143262.50000000
0.015484361732
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
100187.00000000
NS
USD
5237275.43000000
0.566064861700
Long
EC
CORP
US
N
1
N
N
N
Carlyle C17 CLO
N/A
Carlyle C17 CLO Ltd
14307PAC9
1000000.00000000
PA
USD
989483.90000000
0.106947223703
Long
ABS-CBDO
CORP
KY
N
2
2031-04-30
Floating
5.83243000
N
N
N
N
N
N
Elm Co
N/A
Elm Co
000000000
440.00000000
NS
51998.17000000
0.005620162105
Long
EC
CORP
SA
N
2
N
N
N
Kawasaki Heavy Industries Ltd
5493008FFSI8SQ74AT93
Kawasaki Heavy Industries Ltd
000000000
21000.00000000
NS
459724.65000000
0.049688807453
Long
EC
CORP
JP
N
2
N
N
N
UNIV OF MICHIGAN MI
N/A
University of Michigan
914455UJ7
440000.00000000
PA
USD
388760.50000000
0.042018729319
Long
DBT
MUN
US
N
2
2122-04-01
Fixed
4.45400000
N
N
N
N
N
N
West African Resources Ltd
529900XLO8GMJNTUL013
West African Resources Ltd
000000000
629919.00000000
NS
403232.02000000
0.043582866833
Long
EC
CORP
AU
N
2
N
N
N
Shamrock Residential
N/A
Shamrock Residential
000000000
113831.36000000
PA
120549.03000000
0.013029402579
Long
ABS-MBS
CORP
IE
N
2
2071-06-24
Floating
3.90200000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2019-2
52604AAA6
503716.39000000
PA
USD
495082.29000000
0.053510397107
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
2.78000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
40345.00000000
NS
USD
4085334.70000000
0.441558679291
Long
EC
CORP
US
N
1
N
N
N
Shanghai Rural Commercial Bank
300300C1122131000095
Shanghai Rural Commercial Bank Co Ltd
000000000
122200.00000000
NS
102467.25000000
0.011075054286
Long
EC
CORP
CN
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-520.66000000
-0.00005627493
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-23120325.00000000
CNY
3377892.79000000
USD
2023-05-23
-520.66000000
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
14300.00000000
NS
USD
1494636.00000000
0.161546004585
Long
EC
CORP
US
N
1
N
N
N
CSAIL Commercial Mortgage Trus
549300D5DIOOMKWXVZ20
Csail 2015-C2 Commercial Mortgage Trust
12634NAS7
649484.34000000
PA
USD
621087.98000000
0.067129576475
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Fixed
3.23120000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAB3
50000.00000000
PA
USD
35784.79000000
0.003867757667
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.37500000
N
N
N
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
5400.00000000
NS
USD
318060.00000000
0.034377147491
Long
EC
CORP
US
N
1
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901102
1000.00000000
NS
665061.04000000
0.071882353842
Long
EC
CORP
CA
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
82325.00000000
NS
USD
5106619.75000000
0.551943093537
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
900.00000000
NS
USD
150579.00000000
0.016275157178
Long
EC
CORP
US
N
1
N
N
N
CFK Trust
N/A
CFK Trust 2020-MF2
12529AAG9
900000.00000000
PA
USD
727651.98000000
0.078647423250
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Fixed
3.34900000
N
N
N
N
N
N
APTARGROUP INC
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336AA1
780000.00000000
PA
USD
687748.34000000
0.074334484441
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.60000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Treasure Bond
000000000
-87.00000000
NC
USD
-395436.58000000
-0.04274030571
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-06-21
-11015157.17000000
USD
-395436.58000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31415RPC2
3816.69000000
PA
USD
3968.79000000
0.000428962080
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
400000.00000000
PA
USD
363616.78000000
0.039301099404
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
Lions Gate Entertainment Corp
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp
535919500
14750.00000000
NS
USD
153105.00000000
0.016548176968
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
1860000.00000000
PA
USD
1725356.70000000
0.186483184782
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
MULTICARE HEALTH SYSTEM
549300OSCVFLGLKTTI33
MultiCare Health System
62548LAA0
280000.00000000
PA
USD
174679.90000000
0.018880075099
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.80300000
N
N
N
N
N
N
Box Inc
549300KQUCPD8687YS68
Box Inc
10316T104
5250.00000000
NS
USD
140647.50000000
0.015201722479
Long
EC
CORP
US
N
1
N
N
N
EMERA US FINANCE LP
N/A
Emera US Finance LP
29103DAJ5
385000.00000000
PA
USD
367187.84000000
0.039687073297
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.55000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
13025.00000000
NS
USD
1304193.25000000
0.140962220062
Long
EC
CORP
US
N
1
N
N
N
Dollarama Inc
5493002GJ0NJP1HI0C79
Dollarama Inc
25675T107
10600.00000000
NS
633490.20000000
0.068470056090
Long
EC
CORP
CA
N
1
N
N
N
Super Micro Computer Inc
54930022CZO1N2UGVW07
Super Micro Computer Inc
86800U104
2500.00000000
NS
USD
266375.00000000
0.028790834003
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KG5
200000.00000000
PA
USD
193792.72000000
0.020945862158
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.70000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2022-2
68268VAD7
800000.00000000
PA
USD
773756.24000000
0.083630548906
Long
ABS-O
CORP
US
N
2
2034-10-14
Fixed
6.55000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
10797.00000000
NS
842811.62000000
0.091094319840
Long
EC
CORP
FR
N
2
N
N
N
Carpenter Technology Corp
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285103
1450.00000000
NS
USD
64902.00000000
0.007014857657
Long
EC
CORP
US
N
1
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CH8
255000.00000000
PA
USD
248384.98000000
0.026846403484
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.15000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
490000.00000000
PA
USD
426937.20000000
0.046145013815
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-7158.68000000
-0.00077373765
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2846876100.00000000
IDR
183000.00000000
USD
2023-06-21
-7158.68000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
200000.00000000
PA
USD
203000.00000000
0.021941020376
Long
DBT
NUSS
QA
Y
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
Titan Machinery Inc
549300835ZM8G0BT5C94
Titan Machinery Inc
88830R101
400.00000000
NS
USD
12180.00000000
0.001316461222
Long
EC
CORP
US
N
1
N
N
N
Sun Pharmaceutical Industries
335800KJ7GE29LB4SS73
Sun Pharmaceutical Industries Ltd
000000000
33350.00000000
NS
399608.87000000
0.043191262853
Long
EC
CORP
IN
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
JPY/USD FORWARD
000000000
1.00000000
NC
USD
3722.44000000
0.000402335625
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-348000.00000000
USD
46558501.00000000
JPY
2023-04-19
3722.44000000
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-1 Ltd
26983BAB7
28504.51000000
PA
USD
28503.43000000
0.003080760287
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
6.70979000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
191300.00000000
NS
USD
3682525.00000000
0.398021458427
Long
EC
CORP
US
N
1
N
N
N
CQRC BANK
300300C1126750000027
Chongqing Rural Commercial Bank Co Ltd
000000000
220700.00000000
NS
117892.02000000
0.012742222724
Long
EC
CORP
CN
N
2
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAP3
1190000.00000000
PA
USD
927056.41000000
0.100199820599
Long
DBT
CORP
NL
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
QATAR ENERGY
N/A
QatarEnergy
74730DAE3
210000.00000000
PA
USD
163380.00000000
0.017658738468
Long
DBT
CORP
QA
Y
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
JPY/USD FORWARD
000000000
1.00000000
NC
USD
2721.91000000
0.000294194496
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-14333079.00000000
JPY
111000.00000000
USD
2023-04-19
2721.91000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
HUF/USD FORWARD
000000000
1.00000000
NC
USD
-17009.45000000
-0.00183844674
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-91319910.00000000
HUF
242000.00000000
USD
2023-04-19
-17009.45000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-1356.19000000
-0.00014658222
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-500375.45000000
USD
1788542.00000000
ILS
2023-06-21
-1356.19000000
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
4400.00000000
NS
USD
379456.00000000
0.041013063191
Long
EC
CORP
US
N
1
N
N
N
Summit Materials Inc
549300XNOLX5GIOSO108
Summit Materials Inc
86614U100
8790.00000000
NS
USD
250427.10000000
0.027067123664
Long
EC
CORP
US
N
1
N
N
N
PennyMac Financial Services In
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932M107
300.00000000
NS
USD
17883.00000000
0.001932863386
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2019-2
35563PKG3
309452.54000000
PA
USD
295238.55000000
0.031910517445
Long
ABS-MBS
USGSE
US
N
2
2058-08-25
Fixed
3.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FORWARD
000000000
1.00000000
NC
USD
45624.73000000
0.004931296209
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-8569176.00000000
EUR
9348739.65000000
USD
2023-04-19
45624.73000000
N
N
N
Goldwin Inc
N/A
Goldwin Inc
000000000
4000.00000000
NS
381635.03000000
0.041248581130
Long
EC
CORP
JP
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEX6
1935000.00000000
PA
USD
1961098.25000000
0.211963037748
Long
DBT
CORP
US
N
2
2063-04-15
Fixed
5.20000000
N
N
N
N
N
N
Fidelity National Information
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
2300.00000000
NS
USD
124959.00000000
0.013506049089
Long
EC
CORP
US
N
1
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
63315.00000000
NS
752240.45000000
0.081305039611
Long
EC
CORP
GB
N
2
N
N
N
Encore Wire Corp
N/A
Encore Wire Corp
292562105
1280.00000000
NS
USD
237222.40000000
0.025639908926
Long
EC
CORP
US
N
1
N
N
N
SP Plus Corp
0IDE18EMH1CUKQCUYE69
SP Plus Corp
78469C103
1850.00000000
NS
USD
63436.50000000
0.006856460783
Long
EC
CORP
US
N
1
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VII Ltd
67389JAB4
200000.00000000
PA
USD
197431.62000000
0.021339168459
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
7.45979000
N
N
N
N
N
N
Santander Bank Auto Credit-Lin
N/A
Santander Bank Auto Credit-Linked Notes Series 2022-C
80290CBJ2
261947.36000000
PA
USD
262154.17000000
0.028334630471
Long
ABS-O
CORP
US
N
2
2032-12-15
Fixed
11.36600000
N
N
N
N
N
N
Vir Biotechnology Inc
N/A
Vir Biotechnology Inc
92764N102
6350.00000000
NS
USD
147764.50000000
0.015970955198
Long
EC
CORP
US
N
1
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
98000.00000000
PA
80773.56000000
0.008730316875
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
Longfor Group Holdings Ltd
254900UJX27B2F1JYR13
Longfor Group Holdings Ltd
000000000
148000.00000000
NS
417414.30000000
0.045115742175
Long
EC
CORP
CN
N
2
N
N
N
Polyus PJSC
549300FUXVT7TF6ZKV71
Polyus PJSC
000000000
3704.00000000
NS
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GB4
1135000.00000000
PA
USD
1028342.65000000
0.111147226784
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
2.87500000
N
N
N
N
N
N
CITIC Ltd
2549006I3Q3M98KHOT11
CITIC Ltd
000000000
452000.00000000
NS
528302.95000000
0.057101013747
Long
EC
CORP
CN
N
2
N
N
N
Marcus Corp/The
549300NL0OKPNEMP6B79
Marcus Corp/The
566330106
1550.00000000
NS
USD
24800.00000000
0.002680479336
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDY7
100000.00000000
PA
USD
91868.45000000
0.009929495238
Long
ABS-O
CORP
US
N
2
2027-02-20
Fixed
2.02000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
359000.00000000
PA
USD
352607.21000000
0.038111142755
Long
DBT
CORP
US
Y
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
39200.00000000
NS
646330.25000000
0.069857858054
Long
EC
CORP
JP
N
2
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
03880XAA4
900000.00000000
PA
USD
886792.95000000
0.095847991060
Long
ABS-CBDO
CORP
KY
N
2
2037-01-15
Floating
6.00804000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAA1
175000.00000000
PA
USD
159250.00000000
0.017212352191
Long
DBT
CORP
N/A
Y
2
2024-05-25
Fixed
8.75000000
N
N
N
N
N
N
Herbalife Nutrition Ltd
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd
000000000
7300.00000000
NS
USD
117530.00000000
0.012703094210
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
549300FWFHJGIW2B2U59
Wells Fargo Commercial Mortgage Trust 2016-C34
95000DBC4
800000.00000000
PA
USD
758875.36000000
0.082022166190
Long
ABS-MBS
CORP
US
N
2
2049-06-15
Fixed
2.83400000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AW9
110000.00000000
PA
USD
108514.61000000
0.011728676202
Long
DBT
CORP
US
N
2
2037-10-09
Fixed
6.30000000
N
N
N
N
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
Eagle Materials Inc
26969P108
9375.00000000
NS
USD
1375781.25000000
0.148699726302
Long
EC
CORP
US
N
1
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834PH5
90000.00000000
PA
USD
37778.91000000
0.004083289823
Long
DBT
UST
US
N
2
2045-02-15
None
0.00000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
200000.00000000
PA
USD
185464.75000000
0.020045743146
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAF5
315000.00000000
PA
USD
308288.12000000
0.033320965136
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
EUR/USD FORWARD
000000000
1.00000000
NC
USD
4873.50000000
0.000526746614
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-558023.42000000
USD
518489.00000000
EUR
2023-04-19
4873.50000000
N
N
N
California Water Service Group
529900QABDOBU6UVRQ36
California Water Service Group
130788102
200.00000000
NS
USD
11640.00000000
0.001258095946
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
7825.00000000
NS
USD
1119444.50000000
0.120993864948
Long
EC
CORP
US
N
1
N
N
N
Olympic Steel Inc
549300GQ061U6N6KWJ49
Olympic Steel Inc
68162K106
700.00000000
NS
USD
36547.00000000
0.003950140254
Long
EC
CORP
US
N
1
N
N
N
InvenTrust Properties Corp
5493006BQYSOBYVUFA03
InvenTrust Properties Corp
46124J201
3000.00000000
NS
USD
70200.00000000
0.007587485864
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
TRS TREASURY BOND
000000000
1.00000000
NC
USD
2105.46000000
0.000227566210
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
US TREASURY N/B
United States Treasury Note/Bond
Y
2023-05-08
0.00000000
USD
0.00000000
USD
16160823.18000000
USD
2105.46000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/HUF FORWARD
000000000
1.00000000
NC
USD
22680.18000000
0.002451361041
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-333027.52000000
USD
125413168.00000000
HUF
2023-04-19
22680.18000000
N
N
N
STATE BANK INDIA/LONDON
5493001JZ37UBBZF6L49
State Bank of India/London
85628UAJ5
310000.00000000
PA
USD
307539.38000000
0.033240038438
Long
DBT
CORP
IN
N
2
2024-01-24
Fixed
4.37500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
SGD/USD FORWARD
000000000
1.00000000
NC
USD
3186.47000000
0.000344405927
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-578000.00000000
USD
771376.84000000
SGD
2023-06-21
3186.47000000
N
N
N
Amneal Pharmaceuticals Inc
549300VV176ZO5WQHZ61
Amneal Pharmaceuticals Inc
03168L105
32400.00000000
NS
USD
45036.00000000
0.004867664008
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R03
20753MAF5
11163.37000000
PA
USD
11163.38000000
0.001206581024
Long
ABS-MBS
CORP
US
N
2
2031-09-25
Floating
6.99529000
N
N
N
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834MZ8
6350000.00000000
PA
USD
2799705.09000000
0.302602888802
Long
DBT
UST
US
N
2
2043-11-15
None
0.00000000
N
N
N
N
N
N
PICC P&C
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
40000.00000000
NS
40804.34000000
0.004410289927
Long
EC
CORP
CN
N
2
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
9000.00000000
NS
USD
271170.00000000
0.029309096036
Long
EC
CORP
US
N
1
N
N
N
PENTAIR FINANCE SARL
549300H2U8U8TZPV3T89
Pentair Finance Sarl
709629AR0
450000.00000000
PA
USD
428197.05000000
0.046281183246
Long
DBT
CORP
LU
N
2
2029-07-01
Fixed
4.50000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
8224.00000000
NS
94598.57000000
0.010224577103
Long
EC
CORP
SE
N
2
N
N
N
Vaxcyte Inc
254900M7NMHTGASX8D95
Vaxcyte Inc
92243G108
1150.00000000
NS
USD
43102.00000000
0.004658629853
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C38
95001MAE0
675699.48000000
PA
USD
622597.27000000
0.067292706340
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.19000000
N
N
N
N
N
N
Blue Bird Corp
5493004ZXJUUWQ65ER59
Blue Bird Corp
095306106
800.00000000
NS
USD
16344.00000000
0.001766522349
Long
EC
CORP
US
N
1
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
125000.00000000
PA
USD
122970.04000000
0.013291074646
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
AerSale Corp
N/A
AerSale Corp
00810F106
950.00000000
NS
USD
16359.00000000
0.001768143607
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
26042.93000000
0.002814819989
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-582707.69000000
USD
10917320.00000000
ZAR
2023-06-21
26042.93000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KBD0
100000.00000000
PA
USD
91273.22000000
0.009865160491
Long
ABS-MBS
CORP
US
Y
2
2051-01-25
Floating
7.20979000
N
N
N
N
N
N
TrueCar Inc
549300KK16488YXWVE52
TrueCar Inc
89785L107
20700.00000000
NS
USD
47610.00000000
0.005145871823
Long
EC
CORP
US
N
1
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
11914.00000000
NS
1892197.98000000
0.204516031699
Long
EC
CORP
DK
N
2
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EMGMKT
000000000
15.00000000
NC
USD
25910.25000000
0.002800479424
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Long
MSCI
MSCI EMERGING MARKETS INDEX
2023-06-16
720714.75000000
USD
25910.25000000
N
N
N
Anywhere Real Estate Inc
5493004HBTOTE9DI9P12
Anywhere Real Estate Inc
75605Y106
37050.00000000
NS
USD
195624.00000000
0.021143793941
Long
EC
CORP
US
N
1
N
N
N
Laurel Road Prime Student Loan
549300XLHGW4YH0MCQ51
Laurel Road Prime Student Loan Trust 2018-B
51888RAB6
29378.80000000
PA
USD
28803.43000000
0.003113185441
Long
ABS-O
CORP
US
N
2
2043-05-26
Fixed
3.54000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/HUF FORWARD
000000000
1.00000000
NC
USD
-45998.94000000
-0.00497174226
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-246977481.00000000
HUF
654500.00000000
USD
2023-04-19
-45998.94000000
N
N
N
RPC Inc
N/A
RPC Inc
749660106
19950.00000000
NS
USD
153415.50000000
0.016581737002
Long
EC
CORP
US
N
1
N
N
N
KE Holdings Inc
254900RHVY072XPAZE03
KE Holdings Inc
482497104
3000.00000000
NS
USD
56520.00000000
0.006108898875
Long
EC
CORP
CN
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CD0
45000.00000000
PA
USD
44217.91000000
0.004779241696
Long
DBT
CORP
US
N
2
2043-12-05
Fixed
5.30000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2018-C
63940VAB8
35213.90000000
PA
USD
34488.58000000
0.003727658308
Long
ABS-O
CORP
US
N
2
2042-06-16
Fixed
3.52000000
N
N
N
N
N
N
Ambac Financial Group Inc
5493000UC0RBBNDHI717
Ambac Financial Group Inc
023139884
1850.00000000
NS
USD
28638.00000000
0.003095305130
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
5858.00000000
NS
USD
1728812.96000000
0.186856750649
Long
EC
CORP
US
N
1
N
N
N
BVRT_21-4F
N/A
BVRT_21-4F
000000000
406463.16000000
PA
USD
406463.16000000
0.043932100865
Long
ABS-MBS
CORP
US
N
3
2026-09-12
Floating
2.05000000
N
N
N
N
N
N
Payoneer Global Inc
N/A
Payoneer Global Inc
70451X104
30800.00000000
NS
USD
193424.00000000
0.020906009483
Long
EC
CORP
US
N
1
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group/The
125523100
12350.00000000
NS
USD
3155795.50000000
0.341090509204
Long
EC
CORP
US
N
1
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
675000.00000000
PA
USD
591975.00000000
0.063982933680
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36208LL39
3786.50000000
PA
USD
3860.58000000
0.000417266327
Long
ABS-MBS
USGA
US
Y
2
2033-12-15
Fixed
5.50000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
11425.00000000
NS
USD
1772703.00000000
0.191600554895
Long
EC
CORP
US
N
1
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
250000.00000000
PA
USD
236285.93000000
0.025538691648
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
34748.00000000
NS
199947.63000000
0.021611108492
Long
EC
CORP
CH
N
2
N
N
N
Aaron's Co Inc/The
N/A
Aaron's Co Inc/The
00258W108
2200.00000000
NS
USD
21252.00000000
0.002296997857
Long
EC
CORP
US
N
1
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAT4
1750000.00000000
PA
USD
1666706.86000000
0.180144084612
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.65000000
N
N
N
N
N
N
UFP Industries Inc
5493007KB485C9OV5572
UFP Industries Inc
90278Q108
2327.00000000
NS
USD
184926.69000000
0.019987587553
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030652
-1000000.00000000
PA
USD
-898197.07000000
-0.09708059219
Short
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
3.00000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAD5
140000.00000000
PA
USD
122859.42000000
0.013279118411
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
4.15000000
N
N
N
N
N
N
JPMorgan Chase Bank, NA - CACL
N/A
JPMorgan Chase Bank NA - CACLN
46591HAY6
120530.22000000
PA
USD
118184.75000000
0.012773862107
Long
ABS-O
CORP
US
N
2
2028-02-25
Fixed
1.48700000
N
N
N
N
N
N
Intercept Pharmaceuticals Inc
254900JMB8TX5P688V24
Intercept Pharmaceuticals Inc
45845P108
7850.00000000
NS
USD
105425.50000000
0.011394793318
Long
EC
CORP
US
N
1
N
N
N
LendingClub Corp
549300YC50YO7Y1OJR92
LendingClub Corp
52603A208
4250.00000000
NS
USD
30642.50000000
0.003311959196
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
THB/USD FORWARD
000000000
1.00000000
NC
USD
-10018.89000000
-0.00108288014
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-23373534.50000000
THB
679233.10000000
USD
2023-06-21
-10018.89000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
90000.00000000
PA
USD
88472.17000000
0.009562412239
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SEG8
185728.10000000
PA
USD
172042.87000000
0.018595054759
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.00000000
N
N
N
N
N
N
NextGen Healthcare Inc
N/A
NextGen Healthcare Inc
65343C102
1950.00000000
NS
USD
33949.50000000
0.003669392469
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
1005000.00000000
PA
USD
902836.85000000
0.097582077449
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
38900.00000000
NS
USD
3809477.00000000
0.411742918618
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042640
2000000.00000000
PA
USD
1959591.62000000
0.211800195386
Long
ABS-MBS
USGSE
US
N
2
2053-04-15
Fixed
4.50000000
N
N
N
N
N
N
Banc of California Inc
549300ZKWUJDP6LJ1X87
Banc of California Inc
05990K106
2050.00000000
NS
USD
25686.50000000
0.002776295664
Long
EC
CORP
US
N
1
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics Inc
87157D109
350.00000000
NS
USD
38902.50000000
0.004204731749
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/HUF FORWARD
000000000
1.00000000
NC
USD
17452.10000000
0.001886290057
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-429000.00000000
EUR
170361974.00000000
HUF
2023-04-19
17452.10000000
N
N
N
China Merchants Bank Co Ltd
549300MKO5B60FFIHF58
China Merchants Bank Co Ltd
000000000
111000.00000000
NS
563660.23000000
0.060922564490
Long
EC
CORP
CN
N
2
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2021-REV2
345285AD2
300000.00000000
PA
USD
258019.17000000
0.027887703775
Long
ABS-O
CORP
US
N
2
2034-05-15
Fixed
2.60000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
15500.00000000
NS
USD
2890362.50000000
0.312401490182
Long
EC
CORP
NL
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-P1
17324DAT1
599962.56000000
PA
USD
576018.53000000
0.062258297062
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Fixed
3.46200000
N
N
N
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
5300.00000000
NS
USD
716560.00000000
0.077448559412
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CQJ4
4016.93000000
PA
USD
4176.42000000
0.000451403528
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI
000000000
3.00000000
NC
USD
36331.84000000
0.003926884934
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2023-06-16
584330.66000000
USD
36331.84000000
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2023-REV1
34535QAC9
500000.00000000
PA
USD
500826.45000000
0.054131248001
Long
ABS-O
CORP
US
N
2
2035-08-15
Fixed
5.58000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NX45
30095.57000000
PA
USD
28066.88000000
0.003033576285
Long
ABS-MBS
USGA
US
N
2
2044-01-20
Fixed
3.00000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
6900.00000000
NS
USD
345207.00000000
0.037311299610
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/INR FORWARD
000000000
1.00000000
NC
USD
-5034.93000000
-0.00054419458
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-50160084.66000000
INR
603000.00000000
USD
2023-06-21
-5034.93000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CAD/USD FORWARD
000000000
1.00000000
NC
USD
1065.31000000
0.000115142800
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-147185.28000000
CAD
110000.00000000
USD
2023-04-19
1065.31000000
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAJ0
125000.00000000
PA
USD
111633.91000000
0.012065822137
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
6.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MAL3
100000.00000000
PA
USD
91536.19000000
0.009893583300
Long
ABS-O
CORP
US
N
2
2026-06-25
Fixed
2.63000000
N
N
N
N
N
N
Kia Corp
988400V8MJK9N7OI5X76
Kia Corp
000000000
12551.00000000
NS
783283.94000000
0.084660339349
Long
EC
CORP
KR
N
2
N
N
N
Sterling Infrastructure Inc
549300RZIK6K1215XU51
Sterling Infrastructure Inc
859241101
4950.00000000
NS
USD
187506.00000000
0.020266369293
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
135000.00000000
PA
USD
92896.88000000
0.010040651906
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/GBP FORWARD
000000000
1.00000000
NC
USD
3461.30000000
0.000374110609
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-380843.36000000
USD
311408.00000000
GBP
2023-04-19
3461.30000000
N
N
N
BXSC Commercial Mortgage Trust
N/A
BXSC Commercial Mortgage Trust 2022-WSS
05610BAC0
476980000.00000000
PA
USD
7583.98000000
0.000819705712
Long
ABS-MBS
CORP
US
N
2
2035-03-15
Variable
0.62010000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
1600.00000000
NS
USD
172384.00000000
0.018631925401
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
14449.00000000
NS
USD
4461417.73000000
0.482207178918
Long
EC
CORP
US
N
1
N
N
N
Brookdale Senior Living Inc
LH7MQB13NWY7CJ9VC445
Brookdale Senior Living Inc
112463104
16500.00000000
NS
USD
48675.00000000
0.005260981117
Long
EC
CORP
US
N
1
N
N
N
CNB Financial Corp/PA
254900RUYUOKD91VNX69
CNB Financial Corp/PA
126128107
4626.00000000
NS
USD
88819.20000000
0.009599920576
Long
EC
CORP
US
N
1
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
750000.00000000
PA
USD
715312.50000000
0.077313724816
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C7
05492VAH8
4900000.00000000
PA
USD
293023.92000000
0.031671151721
Long
ABS-MBS
CORP
US
N
2
2053-04-15
Variable
0.98665200
N
N
N
N
N
N
Civitas Resources Inc
IIVIHPH28S64K95M2381
Civitas Resources Inc
17888H103
950.00000000
NS
USD
64923.00000000
0.007017127418
Long
EC
CORP
US
N
1
N
N
N
MYMICHIGAN HEALTH
N/A
MyMichigan Health
597861AA1
155000.00000000
PA
USD
109799.24000000
0.011867523951
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.40900000
N
N
N
N
N
N
Orrstown Financial Services In
5493008IR3FINUFGVM95
Orrstown Financial Services Inc
687380105
887.00000000
NS
USD
17615.82000000
0.001903985544
Long
EC
CORP
US
N
1
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VBG3
250000.00000000
PA
USD
253980.85000000
0.027451226625
Long
DBT
CORP
JP
N
2
2026-03-09
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3G5
1261026.21000000
PA
USD
1044891.46000000
0.112935885786
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690AAD8
350000.00000000
PA
USD
341851.44000000
0.036948617786
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
000000000
930000.00000000
PA
824008.50000000
0.089062006347
Long
DBT
CORP
IT
N
2
2029-04-30
Fixed
2.12500000
N
N
N
N
N
ITC Ltd
335800WLOU3OFWFTMP43
ITC Ltd
000000000
34216.00000000
NS
160092.75000000
0.017303439851
Long
EC
CORP
IN
N
2
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
26904.00000000
NS
USD
4000355.76000000
0.432373828778
Long
EC
CORP
US
N
1
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
7272.00000000
NS
446536.67000000
0.048263399877
Long
EC
CORP
GB
N
2
N
N
N
AdvanSix Inc
5493009TPRODMCAZLF67
AdvanSix Inc
00773T101
4050.00000000
NS
USD
154993.50000000
0.016752293308
Long
EC
CORP
US
N
1
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2023-1
682685AC6
400000.00000000
PA
USD
402938.96000000
0.043551191781
Long
ABS-O
CORP
US
N
2
2031-02-14
Fixed
6.14000000
N
N
N
N
N
N
First BanCorp/Puerto Rico
N/A
First BanCorp/Puerto Rico
318672706
9400.00000000
NS
USD
107348.00000000
0.011602584509
Long
EC
CORP
PR
N
1
N
N
N
Eagle Pharmaceuticals Inc/DE
549300TN20OLYTJVP152
Eagle Pharmaceuticals Inc/DE
269796108
1380.00000000
NS
USD
39150.60000000
0.004231547351
Long
EC
CORP
US
N
1
N
N
N
Essential Properties Realty Tr
2549009LXQLVYCGLZO50
Essential Properties Realty Trust Inc
29670E107
1200.00000000
NS
USD
29820.00000000
0.003223060234
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
60913.00000000
NS
USD
2551645.57000000
0.275791662286
Long
EC
CORP
US
N
1
N
N
N
Star Holdings
549300NXTGWF12PTMW64
Star Holdings
85512G106
1790.10000000
NS
USD
31129.84000000
0.003364632777
Long
EC
CORP
US
N
1
N
N
N
Spire Inc
549300NXSY15DRY2R511
Spire Inc
84857L101
1250.00000000
NS
USD
87675.00000000
0.009476251041
Long
EC
CORP
US
N
1
N
N
N
QCR Holdings Inc
549300MWKWM7KWJVQO33
QCR Holdings Inc
74727A104
1323.00000000
NS
USD
58092.93000000
0.006278907196
Long
EC
CORP
US
N
1
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
14300.00000000
NS
USD
1022736.00000000
0.110541238499
Long
EC
RF
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EPW3
9321.91000000
PA
USD
9592.16000000
0.001036757527
Long
ABS-MBS
USGA
US
N
2
2037-10-20
Fixed
5.00000000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2019-1
68267EAA2
1280000.00000000
PA
USD
1242894.98000000
0.134336867397
Long
ABS-O
CORP
US
N
2
2027-09-14
Fixed
3.63000000
N
N
N
N
N
N
Idec Corp/Japan
N/A
Idec Corp/Japan
000000000
2500.00000000
NS
65141.58000000
0.007040752384
Long
EC
CORP
JP
N
2
N
N
N
US Silica Holdings Inc
529900HOXGPM9F75C193
US Silica Holdings Inc
90346E103
8550.00000000
NS
USD
102087.00000000
0.011033955404
Long
EC
CORP
US
N
1
N
N
N
elf Beauty Inc
549300U2K9TCON25C029
elf Beauty Inc
26856L103
4050.00000000
NS
USD
333517.50000000
0.036047853513
Long
EC
CORP
US
N
1
N
N
N
EL PASO ELECTRIC CO
OZ8GM8L4AHPKSWZMW205
El Paso Electric Co
283677AW2
135000.00000000
PA
USD
140339.84000000
0.015168469404
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
6.00000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
400000.00000000
PA
USD
264001.03000000
0.028534246199
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Chico's FAS Inc
5299003ESGN5T1MFXY13
Chico's FAS Inc
168615102
21450.00000000
NS
USD
117975.00000000
0.012751191521
Long
EC
CORP
US
N
1
N
N
N
Evolent Health Inc
549300CZOCFHQ2BBTR11
Evolent Health Inc
30050B101
2150.00000000
NS
USD
69767.50000000
0.007540739601
Long
EC
CORP
US
N
1
N
N
N
PHILLIPS 66 CO
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AE2
360000.00000000
PA
USD
343781.02000000
0.037157174210
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.55000000
N
N
N
N
N
N
Financial Partners Group Co Lt
N/A
Financial Partners Group Co Ltd
000000000
6200.00000000
NS
54257.65000000
0.005864375390
Long
EC
CORP
JP
N
2
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
CZK/EUR FORWARD
000000000
1.00000000
NC
USD
1957.70000000
0.000211595741
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-256900.00000000
EUR
6084005.99000000
CZK
2023-04-19
1957.70000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FP4
350000.00000000
PA
USD
336890.82000000
0.036412454907
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-3
30166NAE6
27816.54000000
PA
USD
27647.10000000
0.002988204849
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
1.32000000
N
N
N
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
000000000
53069.00000000
NS
937693.49000000
0.101349517096
Long
EC
CORP
GB
N
2
N
N
N
Berry Corp
N/A
Berry Corp
08579X101
10900.00000000
NS
USD
85565.00000000
0.009248194130
Long
EC
CORP
US
N
1
N
N
N
Hertz Vehicle Financing LLC
549300MNOMKDMDFI8J66
Hertz Vehicle Financing III LLC
42806MBT5
500000.00000000
PA
USD
502631.25000000
0.054326317723
Long
ABS-O
CORP
US
N
2
2027-06-25
Fixed
6.22000000
N
N
N
N
N
N
Laurel Road Prime Student Loan
N/A
Laurel Road Prime Student Loan Trust 2019-A
51889RAB5
50785.45000000
PA
USD
49225.96000000
0.005320530992
Long
ABS-O
CORP
US
N
2
2048-10-25
Fixed
2.73000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
100000.00000000
PA
USD
56997.58000000
0.006160517557
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDK3
250000.00000000
PA
USD
238360.84000000
0.025762955898
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
Merit Medical Systems Inc
549300OYTY138SP2CE83
Merit Medical Systems Inc
589889104
3550.00000000
NS
USD
262522.50000000
0.028374440993
Long
EC
CORP
US
N
1
N
N
N
Cia Energetica de Minas Gerais
254900W703PXLDSEM056
Cia Energetica de Minas Gerais
000000000
108939.00000000
NS
246531.06000000
0.026646024683
Long
EP
CORP
BR
N
1
N
N
N
Indo Tambangraya Megah Tbk PT
52990056ZNHB217ZKL92
Indo Tambangraya Megah Tbk PT
000000000
18900.00000000
NS
49719.55000000
0.005373880096
Long
EC
CORP
ID
N
2
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-UB11
61767FAZ4
1269435.97000000
PA
USD
1157145.35000000
0.125068717746
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.53100000
N
N
N
N
N
N
TaiDoc Technology Corp
N/A
TaiDoc Technology Corp
000000000
33000.00000000
NS
200842.62000000
0.021707842452
Long
EC
CORP
TW
N
2
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd
000000000
1550.00000000
NS
USD
62077.50000000
0.006709574839
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
ILS/USD FORWARD
000000000
1.00000000
NC
USD
-2583.47000000
-0.00027923136
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1702157.66000000
USD
6091468.00000000
ILS
2023-06-21
-2583.47000000
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
000000000
880.00000000
NS
USD
203975.20000000
0.022046423741
Long
EC
CORP
BM
N
1
N
N
N
George Weston Ltd
549300FAHC3L1QKNT280
George Weston Ltd
961148509
600.00000000
NS
79511.65000000
0.008593924792
Long
EC
CORP
CA
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
14759.00000000
NS
357644.47000000
0.038655589180
Long
EC
CORP
DE
N
2
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-2735.35000000
-0.00029564714
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-223704.72000000
USD
29250345.00000000
JPY
2023-04-19
-2735.35000000
N
N
N
Bancolombia SA
54930052NWJRPNMP1W58
Bancolombia SA
000000000
7160.00000000
NS
44863.39000000
0.004849007655
Long
EP
CORP
CO
N
1
N
N
N
STRIPS
254900HROIFWPRGM1V77
United States Treasury Strip Coupon
912834LX4
100000.00000000
PA
USD
45863.28000000
0.004957079610
Long
DBT
UST
US
N
2
2042-11-15
None
0.00000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DM1
90000.00000000
PA
USD
106959.99000000
0.011560646896
Long
DBT
USGA
US
N
2
2030-05-01
Fixed
7.12500000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
6055.00000000
NS
USD
3884524.70000000
0.419854362533
Long
EC
CORP
US
N
1
N
N
N
CPFL Energia SA
529900GBWSBDXN8GGM28
CPFL Energia SA
000000000
28200.00000000
NS
176373.45000000
0.019063120493
Long
EC
CORP
BR
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAE4
55000.00000000
PA
USD
60108.41000000
0.006496748022
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.05000000
N
N
N
N
N
N
Intapp Inc
N/A
Intapp Inc
45827U109
1950.00000000
NS
USD
87438.00000000
0.009450635170
Long
EC
CORP
US
N
1
N
N
N
Arcadis NV
7245000UZH70GO047N03
Arcadis NV
000000000
4527.00000000
NS
185353.90000000
0.020033762052
Long
EC
CORP
NL
N
2
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-ACNT
05609QAJ5
1000000.00000000
PA
USD
930288.70000000
0.100549178928
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.88200000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BY3
2000000.00000000
PA
USD
1706654.40000000
0.184461768302
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
2.87500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AS2
561000.00000000
PA
USD
529531.15000000
0.057233762324
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.12500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAP9
220000.00000000
PA
USD
193681.30000000
0.020933819457
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.90000000
N
N
N
N
N
N
WW International Inc
SGT8R1MU6ESIC7UJC518
WW International Inc
98262P101
7500.00000000
NS
USD
30900.00000000
0.003339790786
Long
EC
CORP
US
N
1
N
N
N
Russel Metals Inc
5493005F9VPHFO17OV54
Russel Metals Inc
781903604
5500.00000000
NS
139707.73000000
0.015100148525
Long
EC
CORP
CA
N
1
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AS3
315000.00000000
PA
USD
264403.58000000
0.028577755351
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525P107
41550.00000000
NS
USD
56092.50000000
0.006062693031
Long
EC
CORP
US
N
1
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
112000.00000000
PA
USD
112000.00000000
0.012105390552
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
SABIC Agri-Nutrients Co
N/A
SABIC Agri-Nutrients Co
000000000
16329.00000000
NS
556675.27000000
0.060167603162
Long
EC
CORP
SA
N
2
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
5800.00000000
NS
43287.85000000
0.004678717235
Long
EC
CORP
NO
N
2
N
N
N
V2X Inc
N/A
V2X Inc
92242T101
1330.00000000
NS
USD
52827.60000000
0.005709810088
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-1200.03000000
-0.00012970385
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-885335.00000000
PEN
232817.47000000
USD
2023-06-21
-1200.03000000
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TBD0
250000.00000000
PA
USD
249140.58000000
0.026928071636
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
8.55979000
N
N
N
N
N
N
Immunovant Inc
N/A
Immunovant Inc
45258J102
4150.00000000
NS
USD
64366.50000000
0.006956978758
Long
EC
CORP
US
N
1
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
Wingstop Inc
974155103
950.00000000
NS
USD
174401.00000000
0.018849930515
Long
EC
CORP
US
N
1
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
11928.00000000
NS
166352.30000000
0.017979996078
Long
EC
CORP
IT
N
2
N
N
N
Catalyst Pharmaceuticals Inc
5299004O0R5XXLA5H544
Catalyst Pharmaceuticals Inc
14888U101
14470.00000000
NS
USD
239912.60000000
0.025930676084
Long
EC
CORP
US
N
1
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAM2
975000.00000000
PA
USD
863328.49000000
0.093311862021
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.95000000
N
N
N
N
N
N
Eurobank Ergasias Services and
JEUVK5RWVJEN8W0C9M24
Eurobank Ergasias Services and Holdings SA
000000000
112988.00000000
NS
149707.36000000
0.016180946976
Long
EC
CORP
GR
N
2
N
N
N
Hanmi Financial Corp
549300MSZ7RCG7EA6587
Hanmi Financial Corp
410495204
1200.00000000
NS
USD
22284.00000000
0.002408540384
Long
EC
CORP
US
N
1
N
N
N
Progress Software Corp
549300R65B3JG6972S24
Progress Software Corp
743312100
2950.00000000
NS
USD
169477.50000000
0.018317779708
Long
EC
CORP
US
N
1
N
N
N
Shaanxi Coal Industry Co Ltd
N/A
Shaanxi Coal Industry Co Ltd
000000000
63600.00000000
NS
188205.64000000
0.020341989074
Long
EC
CORP
CN
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CAD FORWARD
000000000
1.00000000
NC
USD
1349.85000000
0.000145896977
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-146800.83000000
CAD
110000.00000000
USD
2023-04-19
1349.85000000
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
2300.00000000
NS
USD
145383.00000000
0.015713553523
Long
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
3708.00000000
NS
154306.95000000
0.016678088345
Long
EP
CORP
KR
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-18919.97000000
-0.00204494309
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-5320845.30000000
PLN
1212335.08000000
USD
2023-04-19
-18919.97000000
N
N
N
Duolingo Inc
N/A
Duolingo Inc
26603R106
1150.00000000
NS
USD
163978.50000000
0.017723426649
Long
EC
CORP
US
N
1
N
N
N
NeoGenomics Inc
N/A
NeoGenomics Inc
64049M209
11500.00000000
NS
USD
200215.00000000
0.021640006870
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31372WU69
2482.19000000
PA
USD
2560.20000000
0.000276716257
Long
ABS-MBS
USGSE
US
N
2
2024-05-01
Fixed
6.50000000
N
N
N
N
N
N
INTELSAT JACKSON HLDG
8XJ8KF85PBKK1TLMFN29
Intelsat Jackson Holdings SA
000000000
25000.00000000
PA
USD
0.03000000
0.000000003242
Long
DBT
CORP
LU
N
3
2025-07-15
Fixed
9.75000000
Y
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
260000.00000000
PA
USD
259576.44000000
0.028056019503
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
Mitsubishi Motors Corp
5299006ZTN6MO1N5BR16
Mitsubishi Motors Corp
000000000
15000.00000000
NS
59111.96000000
0.006389047876
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-4003.47000000
-0.00043271042
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1620032.06000000
ILS
448000.00000000
USD
2023-06-21
-4003.47000000
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAD5
300000.00000000
PA
USD
279961.86000000
0.030259354063
Long
DBT
CORP
GB
N
2
2027-01-11
Fixed
3.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
BRL/USD FORWARD
000000000
1.00000000
NC
USD
7405.84000000
0.000800451656
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-233447.18000000
USD
1221419.00000000
BRL
2023-04-04
7405.84000000
N
N
N
Newmark Group Inc
N/A
Newmark Group Inc
65158N102
6900.00000000
NS
USD
48852.00000000
0.005280111957
Long
EC
CORP
US
N
1
N
N
N
PROV ST JOSEPH HLTH OBL
N/A
Providence St Joseph Health Obligated Group
743756AB4
50000.00000000
PA
USD
46494.89000000
0.005025346447
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.74600000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CS9
100000.00000000
PA
USD
80058.08000000
0.008652985047
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.87500000
N
N
N
N
N
N
Bangkok Chain Hospital PCL
N/A
Bangkok Chain Hospital PCL
000000000
264300.00000000
NS
158021.72000000
0.017079594967
Long
EC
CORP
TH
N
2
N
N
N
Civista Bancshares Inc
5493001LX61Z2UVYSC48
Civista Bancshares Inc
178867107
2550.00000000
NS
USD
43044.00000000
0.004652360990
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DC73
20378.63000000
PA
USD
21030.42000000
0.002273048639
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
5.50000000
N
N
N
N
N
N
Veradigm Inc
Y68YJHVB1GU4TAU3C223
Veradigm Inc
01988P108
2400.00000000
NS
USD
31320.00000000
0.003385186000
Long
EC
CORP
US
N
1
N
N
N
GAIL India Ltd
335800N82LJD42ZA5L32
GAIL India Ltd
000000000
245105.00000000
NS
314556.63000000
0.033998489794
Long
EC
CORP
IN
N
2
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/COP FORWARD
000000000
1.00000000
NC
USD
12759.93000000
0.001379142286
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-633159.27000000
USD
3058634126.00000000
COP
2023-06-21
12759.93000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
NZD/USD FORWARD
000000000
1.00000000
NC
USD
2475.91000000
0.000267605870
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-112779.63000000
NZD
73000.00000000
USD
2023-04-19
2475.91000000
N
N
N
Comfort Systems USA Inc
5299009DT1ZA5HTU6R38
Comfort Systems USA Inc
199908104
750.00000000
NS
USD
109470.00000000
0.011831938426
Long
EC
CORP
US
N
1
N
N
N
IDEXX Laboratories Inc
OGMTXK0LUU1HKV2P0J84
IDEXX Laboratories Inc
45168D104
2200.00000000
NS
USD
1100176.00000000
0.118911251395
Long
EC
CORP
US
N
1
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-SCHATZ
000000000
-7.00000000
NC
-8258.35000000
-0.00089259421
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
Bundesschatzanweisungen
2023-06-08
-776953.98000000
USD
-8258.35000000
N
N
N
CI Financial Corp
549300M9W7JJQSVCEM78
CI Financial Corp
125491100
10600.00000000
NS
100235.29000000
0.010833815469
Long
EC
CORP
CA
N
1
N
N
N
TriNet Group Inc
5299003FJVBETSFKE990
TriNet Group Inc
896288107
550.00000000
NS
USD
44335.50000000
0.004791951275
Long
EC
CORP
US
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
CAD/USD FORWARD
000000000
1.00000000
NC
USD
-1438.33000000
-0.00015546023
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-172236.44000000
USD
230771.00000000
CAD
2023-04-19
-1438.33000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M5KW9
8901.97000000
PA
USD
9251.79000000
0.000999969029
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
5.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAF7
95000.00000000
PA
USD
91374.49000000
0.009876106142
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
000000000
200000.00000000
PA
145864.53000000
0.015765599137
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.99300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust 2016-C35
95000FAS5
1061083.27000000
PA
USD
978406.31000000
0.105749915191
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
2.67400000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAG1
300000.00000000
PA
USD
288801.00000000
0.031214722293
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.48000000
N
N
N
N
N
N
Oxford Industries Inc
IDZ20O0XD3GS4UOI2L88
Oxford Industries Inc
691497309
450.00000000
NS
USD
47515.50000000
0.005135657899
Long
EC
CORP
US
N
1
N
N
N
Pactiv Evergreen Inc
894500GNKGJRUSH1F791
Pactiv Evergreen Inc
69526K105
3950.00000000
NS
USD
31600.00000000
0.003415449477
Long
EC
CORP
US
N
1
N
N
N
Wharf Real Estate Investment C
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co Ltd
000000000
8000.00000000
NS
46058.96000000
0.004978229457
Long
EC
CORP
HK
N
2
N
N
N
Yext Inc
5299008ZQSBBVH7K0589
Yext Inc
98585N106
1650.00000000
NS
USD
15856.50000000
0.001713831475
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
40700.00000000
NS
USD
1650792.00000000
0.178423945363
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2021-GSA3
36263UAR0
35000000.00000000
PA
USD
1575287.00000000
0.170263074705
Long
ABS-MBS
CORP
US
N
2
2054-12-15
Variable
0.62454400
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
1750000.00000000
PA
USD
1463837.15000000
0.158217146480
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BL6
830000.00000000
PA
USD
822305.81000000
0.088877973067
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.90000000
N
N
N
N
N
N
UNIV OF MICHIGAN MI
N/A
University of Michigan
914455UF5
550000.00000000
PA
USD
405738.72000000
0.043853800605
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
2.43700000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/NZD FORWARD
000000000
1.00000000
NC
USD
11.37000000
0.000001228913
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-179000.00000000
NZD
111944.81000000
USD
2023-04-19
11.37000000
N
N
N
Primo Water Corp
N/A
Primo Water Corp
74167P108
9350.00000000
NS
USD
143522.50000000
0.015512463531
Long
EC
CORP
US
N
1
N
N
N
Schnitzer Steel Industries Inc
549300F62TK8VRDSM285
Schnitzer Steel Industries Inc
806882106
1650.00000000
NS
USD
51315.00000000
0.005546322466
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H6
61769JAZ4
1250000.00000000
PA
USD
1115634.50000000
0.120582065501
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.15800000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF ITALY
000000000
1.00000000
NC
-9839.13000000
-0.00106345099
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ITALY GOV'T INT BOND
Republic of Italy Government International Bond
Y
Default Event
2027-12-20
0.00000000
USD
-24543.46000000
USD
-685000.00000000
EUR
14704.33000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374CQU3
60378.11000000
PA
USD
60721.01000000
0.006562960185
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
5800.00000000
NS
188885.41000000
0.020415461229
Long
EC
CORP
JP
N
2
N
N
N
ALLETE Inc
549300NNLSIMY6Z8OT86
ALLETE Inc
018522300
1800.00000000
NS
USD
115866.00000000
0.012523242694
Long
EC
CORP
US
N
1
N
N
N
ASCENSION HEALTH
N/A
Ascension Health
04351LAB6
795000.00000000
PA
USD
688992.23000000
0.074468928854
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.94500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS UNITED STATES OF AMERICA
000000000
1.00000000
NC
2378.68000000
0.000257096878
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
US TREASURY N/B
United States Treasury Note/Bond
Y
Default Event
2027-12-20
1215.11000000
USD
0.00000000
USD
-220000.00000000
EUR
1163.57000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWET6
1651531.13000000
PA
USD
1646979.97000000
0.178011926506
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
40500.00000000
NS
USD
1281420.00000000
0.138500799657
Long
EC
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
5500.00000000
NS
USD
1661770.00000000
0.179610489805
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
41625.00000000
NS
USD
1190475.00000000
0.128671114444
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31287S6Z5
3525.39000000
PA
USD
3546.46000000
0.000383315030
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RB24
48461.51000000
PA
USD
49772.12000000
0.005379562064
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
5.00000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
200000.00000000
PA
USD
176679.98000000
0.019096251434
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
Radiant Logistics Inc
549300HWCW2HBOG4GN20
Radiant Logistics Inc
75025X100
8989.00000000
NS
USD
58967.84000000
0.006373470832
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AG7
200000.00000000
PA
USD
201750.00000000
0.021805915570
Long
DBT
NUSS
RS
N
2
2028-05-26
Fixed
6.25000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAA3
200000.00000000
PA
USD
197600.00000000
0.021357367617
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
12500.00000000
NS
543257.47000000
0.058717355757
Long
EC
CORP
NO
N
2
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
60000.00000000
PA
USD
54264.61000000
0.005865127653
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Vector Group Ltd
549300TUIF4WWN6NDN50
Vector Group Ltd
92240M108
8550.00000000
NS
USD
102685.50000000
0.011098643585
Long
EC
CORP
US
N
1
N
N
N
OFG Bancorp
549300Q4QEXJ37LEXQ06
OFG Bancorp
67103X102
6087.00000000
NS
USD
151809.78000000
0.016408184612
Long
EC
CORP
PR
N
1
N
N
N
Century Casinos Inc
549300H2L4Y24HXY7M50
Century Casinos Inc
156492100
10500.00000000
NS
USD
76965.00000000
0.008318673070
Long
EC
CORP
US
N
1
N
N
N
CALIFORNIA ST
N/A
State of California
13063A7D0
210000.00000000
PA
USD
261360.29000000
0.028248824869
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
2100.00000000
NS
USD
120645.00000000
0.013039775385
Long
EC
CORP
US
N
1
N
N
N
LX INTERNATIONAL CORP
988400KZJVVPCZ6BC265
LX INTERNATIONAL CORP
000000000
1898.00000000
NS
42312.89000000
0.004573339811
Long
EC
CORP
KR
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
880000.00000000
PA
USD
742723.10000000
0.080276367837
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57200000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
9800.00000000
NS
USD
945406.00000000
0.102183114826
Long
EC
CORP
US
N
1
N
N
N
Clearway Energy Inc
549300LHAZ9HA9G3XC48
Clearway Energy Inc
18539C105
1850.00000000
NS
USD
55555.50000000
0.006004652007
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCX5
315000.00000000
PA
USD
309919.85000000
0.033497328787
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
HEALTHPEAK OP LLC
N/A
Healthpeak OP LLC
42250PAB9
315000.00000000
PA
USD
271116.84000000
0.029303350299
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
Kodiak Sciences Inc
254900IXI5NI8C9OQE24
Kodiak Sciences Inc
50015M109
9450.00000000
NS
USD
58590.00000000
0.006332632432
Long
EC
CORP
US
N
1
N
N
N
JGC Holdings Corp
5493003WMGG79YLARU68
JGC Holdings Corp
000000000
21200.00000000
NS
263475.20000000
0.028477412471
Long
EC
CORP
JP
N
2
N
N
N
Resideo Technologies Inc
5493006TKFPYISY2DS54
Resideo Technologies Inc
76118Y104
4800.00000000
NS
USD
87744.00000000
0.009483708827
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS PETROLEOS MEXICANOS
000000000
1.00000000
NC
USD
-20150.50000000
-0.00217794350
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
PETROLEOS MEXICANOS
PETROLEOS MEXICANOS
Y
Default Event
2024-12-20
0.00000000
USD
-7174.75000000
USD
400000.00000000
USD
-12975.75000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/INR FORWARD
000000000
1.00000000
NC
USD
1999.81000000
0.000216147152
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-377000.00000000
USD
31265741.00000000
INR
2023-06-21
1999.81000000
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
14740.00000000
NS
52084.81000000
0.005629526490
Long
EC
CORP
NL
N
2
N
N
N
Sixth Street CLO LTD.
N/A
Sixth Street CLO XIX Ltd
83012KAA5
4000000.00000000
PA
USD
3898741.20000000
0.421390936505
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
5.90771000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2019-C LLC
83401CAB0
285967.34000000
PA
USD
266579.64000000
0.028812952281
Long
ABS-O
CORP
US
N
2
2048-11-16
Fixed
2.37000000
N
N
N
N
N
N
First Interstate BancSystem In
549300WRWYTYX0RCNJ43
First Interstate BancSystem Inc
32055Y201
400.00000000
NS
USD
11944.00000000
0.001290953435
Long
EC
CORP
US
N
1
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
5200.00000000
NS
165098.02000000
0.017844428674
Long
EC
CORP
JP
N
2
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
960.00000000
NS
43792.86000000
0.004733300658
Long
EC
CORP
DE
N
2
N
N
N
OOIL
529900DQ426GJO276W95
Orient Overseas International Ltd
000000000
21000.00000000
NS
403103.30000000
0.043568954280
Long
EC
CORP
HK
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/PLN FORWARD
000000000
1.00000000
NC
USD
-14502.73000000
-0.00156751081
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1908788.36000000
PLN
427195.00000000
USD
2023-04-19
-14502.73000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
350000.00000000
PA
375138.72000000
0.040546434972
Long
DBT
NUSS
ID
N
2
2025-07-30
Fixed
3.37500000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
23050.00000000
NS
USD
3107831.50000000
0.335906375700
Long
EC
CORP
US
N
1
N
N
N
IBM
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
18794.00000000
NS
USD
2463705.46000000
0.266286757136
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
21.00000000
NC
USD
61086.72000000
0.006602487528
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-06-30
4274428.92000000
USD
61086.72000000
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
3220.00000000
NS
43583.90000000
0.004710715457
Long
EC
CORP
AU
N
2
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
Swisscom AG
000000000
126.00000000
NS
80409.68000000
0.008690987326
Long
EC
CORP
CH
N
2
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
19908.00000000
NS
135304.81000000
0.014624264005
Long
EC
CORP
GB
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RD63
93715.15000000
PA
USD
87333.95000000
0.009439389046
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.00000000
N
N
N
N
N
N
Chularat Hospital PCL
N/A
Chularat Hospital PCL
000000000
1070000.00000000
NS
113356.82000000
0.012252040873
Long
EC
CORP
TH
N
2
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AJ3
20000.00000000
PA
USD
17070.68000000
0.001845064717
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
5.30000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC21
17322MAV8
126912.79000000
PA
USD
124258.84000000
0.013430373105
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
3.57500000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
120000.00000000
PA
USD
102893.94000000
0.011121172581
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Beijing Wantai Biological Phar
300300280PS0QGBZBS92
Beijing Wantai Biological Pharmacy Enterprise Co Ltd
000000000
9729.00000000
NS
164419.42000000
0.017771082977
Long
EC
CORP
CN
N
2
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
50150.00000000
NS
USD
2278816.00000000
0.246303193544
Long
EC
CORP
US
N
1
N
N
N
Bancorp Inc/The
N/A
Bancorp Inc/The
05969A105
3850.00000000
NS
USD
107222.50000000
0.011589019986
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
8425.00000000
NS
USD
1374623.00000000
0.148574538189
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
803.00000000
NS
737080.59000000
0.079666503665
Long
EC
CORP
FR
N
2
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
3475.00000000
NS
USD
966154.25000000
0.104425665447
Long
EC
CORP
US
N
1
N
N
N
OZLM Ltd
549300ROA1URR67W0G46
OZLM XX Ltd
67112MAA3
1500000.00000000
PA
USD
1464055.65000000
0.158240762800
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
5.85771000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
48000.00000000
PA
USD
33804.82000000
0.003653754898
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
TRUSTEES OF BOSTON COLL
549300Q2G2ZLXN1EX541
Trustees of Boston College
89838LAG9
279000.00000000
PA
USD
204520.33000000
0.022105343487
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
3.12900000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550101
14200.00000000
NS
USD
156484.00000000
0.016913392278
Long
EC
CORP
US
N
1
N
N
N
Swatch Group AG/The
529900NTES2LEON1JZ55
Swatch Group AG/The
000000000
132.00000000
NS
45459.58000000
0.004913446162
Long
EC
CORP
CH
N
2
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
72100.00000000
NS
USD
2644628.00000000
0.285841560765
Long
EC
CORP
US
N
1
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAB8
500000.00000000
PA
USD
491221.82000000
0.053093142669
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
Hillenbrand Inc
U246OE781574J2BUD366
Hillenbrand Inc
431571108
4200.00000000
NS
USD
199626.00000000
0.021576345485
Long
EC
CORP
US
N
1
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
94973VBB2
30000.00000000
PA
USD
28101.69000000
0.003037338684
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
104050.00000000
NS
USD
1286058.00000000
0.139002092526
Long
EC
CORP
US
N
1
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/KRW FORWARD
000000000
1.00000000
NC
USD
2869.08000000
0.000310101195
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-270000.00000000
USD
354753000.00000000
KRW
2023-06-21
2869.08000000
N
N
N
Saizeriya Co Ltd
N/A
Saizeriya Co Ltd
000000000
5400.00000000
NS
134412.64000000
0.014527834842
Long
EC
CORP
JP
N
2
N
N
N
Eagle Re Ltd
N/A
Eagle RE 2021-2 Ltd
26982AAC8
240000.00000000
PA
USD
242666.47000000
0.026228324940
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
8.00979000
N
N
N
N
N
N
Employers Holdings Inc
N/A
Employers Holdings Inc
292218104
750.00000000
NS
USD
31267.50000000
0.003379511599
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2018-RPL9 Trust
12654PAE8
199341.49000000
PA
USD
187796.99000000
0.020297820611
Long
ABS-MBS
CORP
US
N
2
2057-09-25
Variable
3.85000000
N
N
N
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters Inc
02553E106
5800.00000000
NS
USD
77952.00000000
0.008425351824
Long
EC
CORP
US
N
1
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAP9
800000.00000000
PA
USD
635528.19000000
0.068690329883
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
MiMedx Group Inc
N/A
MiMedx Group Inc
602496101
13800.00000000
NS
USD
47058.00000000
0.005086209541
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAJ9
200000.00000000
PA
USD
169270.54000000
0.018295410675
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
4.10000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
COP/USD FORWARD
000000000
1.00000000
NC
USD
14460.49000000
0.001562945348
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-554993.02000000
USD
2696544609.00000000
COP
2023-06-21
14460.49000000
N
N
N
Universal Logistics Holdings I
N/A
Universal Logistics Holdings Inc
91388P105
600.00000000
NS
USD
17490.00000000
0.001890386435
Long
EC
CORP
US
N
1
N
N
N
Banc of America Commercial Mor
N/A
Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3
06427DAU7
40575000.00000000
PA
USD
836502.32000000
0.090412386442
Long
ABS-MBS
CORP
US
N
2
2050-02-15
Variable
0.58584300
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AC4
350000.00000000
PA
USD
276883.30000000
0.029926611463
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HU0
490000.00000000
PA
USD
502691.70000000
0.054332851392
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.30000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
20000.00000000
PA
USD
17931.65000000
0.001938121665
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
American Airlines 2016-1 Class AA Pass Through Trust
02376UAA3
145033.33000000
PA
USD
133382.05000000
0.014416444713
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.57500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEC3
1498055.08000000
PA
USD
1467684.17000000
0.158632947190
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
345000.00000000
PA
USD
309023.26000000
0.033400421893
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
5071.00000000
NS
187329.40000000
0.020247281686
Long
EC
CORP
GB
N
2
N
N
N
Thermon Group Holdings Inc
529900ZNZBBLDE77MZ38
Thermon Group Holdings Inc
88362T103
1850.00000000
NS
USD
46102.00000000
0.004982881386
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BC6
1000000.00000000
PA
USD
775693.86000000
0.083839974324
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203EE38
159.44000000
PA
USD
164.08000000
0.000017734397
Long
ABS-MBS
USGA
US
N
2
2023-09-15
Fixed
6.50000000
N
N
N
N
N
N
Array Technologies Inc
549300JM5FECYJQ85V37
Array Technologies Inc
04271T100
3650.00000000
NS
USD
79862.00000000
0.008631791966
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
42800.00000000
NS
USD
748572.00000000
0.080908539433
Long
EC
CORP
US
N
1
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy Inc
69318G106
600.00000000
NS
USD
26016.00000000
0.002811909291
Long
EC
CORP
US
N
1
N
N
N
Youngone Corp
N/A
Youngone Corp
000000000
1898.00000000
NS
66785.64000000
0.007218448709
Long
EC
CORP
KR
N
2
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
2375.00000000
NS
USD
350193.75000000
0.037850286720
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/PHP FORWARD
000000000
1.00000000
NC
USD
-186.25000000
-0.00002013061
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-302080.00000000
USD
16403246.08000000
PHP
2023-06-21
-186.25000000
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2020-A
68269LAA4
89823.40000000
PA
USD
89209.39000000
0.009642093811
Long
ABS-O
CORP
US
N
2
2032-05-14
Fixed
3.84000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
375000.00000000
PA
USD
377321.25000000
0.040782331204
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6B3
3093339.26000000
PA
USD
2561893.89000000
0.276899340108
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
000000000
170.00000000
NS
69003.15000000
0.007458125715
Long
EC
CORP
NL
N
2
N
N
N
CommVault Systems Inc
65T5VRP62VXG39YFML83
CommVault Systems Inc
204166102
2950.00000000
NS
USD
167383.00000000
0.018091398096
Long
EC
CORP
US
N
1
N
N
N
BELLIS FINCO PLC
259400ELWH6Z4ICFTD70
Bellis Finco PLC
000000000
500000.00000000
PA
435870.23000000
0.047110530038
Long
DBT
CORP
GB
N
2
2027-02-16
Fixed
4.00000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
1000.00000000
NS
USD
113030.00000000
0.012216716911
Long
EC
CORP
US
N
1
N
N
N
Check Point Software Technolog
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
400.00000000
NS
USD
52000.00000000
0.005620359899
Long
EC
CORP
IL
N
1
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
100000.00000000
PA
USD
96875.00000000
0.010470622408
Long
DBT
CORP
IL
N
2
2024-03-30
Fixed
4.50000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DG9
125000.00000000
PA
USD
118961.92000000
0.012857861629
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
52977.54000000
PA
USD
49945.78000000
0.005398331904
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
Bristow Group Inc
5493005Q24EN3UC1PV68
Bristow Group Inc
11040G103
1200.00000000
NS
USD
26880.00000000
0.002905293732
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KFG9
275000.00000000
PA
USD
262424.42000000
0.028363840130
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
8.05979000
N
N
N
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
6105.00000000
NS
USD
147008.40000000
0.015889233004
Long
EC
CORP
US
N
1
N
N
N
Mitsui & Co Ltd
2NRSB4GOU9DD6CNW5R48
Mitsui & Co Ltd
000000000
25200.00000000
NS
785480.11000000
0.084897709845
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
365000.00000000
PA
USD
357410.69000000
0.038630321339
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/BRL FORWARD
000000000
1.00000000
NC
USD
4054.42000000
0.000438217299
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-111014.12000000
USD
586532.00000000
BRL
2023-05-03
4054.42000000
N
N
N
First Internet Bancorp
549300T25MP2M92XU194
First Internet Bancorp
320557101
4138.00000000
NS
USD
68897.70000000
0.007446728273
Long
EC
CORP
US
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477855
5000.00000000
NS
USD
125350.00000000
0.013548309872
Long
EP
CORP
US
N
1
N
N
N
Dassault Aviation SA
969500CVFTUT88V8QN95
Dassault Aviation SA
000000000
210.00000000
NS
41544.35000000
0.004490273053
Long
EC
CORP
FR
N
2
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAN3
265000.00000000
PA
USD
221580.41000000
0.023949262516
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
665000.00000000
PA
USD
535853.26000000
0.057917080277
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
70824.00000000
NS
883509.60000000
0.095493113971
Long
EC
CORP
DE
N
2
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2018-1 Trust
67112FAD2
59504.78000000
PA
USD
55435.56000000
0.005991688431
Long
ABS-MBS
CORP
US
N
2
2057-06-25
Floating
5.49529000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
JPY/AUD FORWARD
000000000
1.00000000
NC
USD
-7801.70000000
-0.00084323772
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-29101424.00000000
JPY
317000.00000000
AUD
2023-04-19
-7801.70000000
N
N
N
Tactile Systems Technology Inc
54930069VDTITHOTKJ98
Tactile Systems Technology Inc
87357P100
2700.00000000
NS
USD
44334.00000000
0.004791789149
Long
EC
CORP
US
N
1
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
13340.00000000
NS
161362.49000000
0.017440678231
Long
EC
CORP
GB
N
2
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAQ1
170000.00000000
PA
USD
158305.37000000
0.017110252949
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.40000000
N
N
N
N
N
N
Wabash National Corp
5299004ZAWHQZI5XO485
Wabash National Corp
929566107
8100.00000000
NS
USD
199179.00000000
0.021528032007
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201VXY3
576.41000000
PA
USD
607.29000000
0.000065638237
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
114777.64000000
0.012405608561
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-05-08
0.00000000
USD
-34697.44000000
USD
-928000.00000000
GBP
149475.08000000
N
N
N
Bank of Jiangsu Co Ltd
300300C1086832000046
Bank of Jiangsu Co Ltd
000000000
152200.00000000
NS
155651.33000000
0.016823394103
Long
EC
CORP
CN
N
2
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V100
1000.00000000
NS
USD
14040.00000000
0.001517497172
Long
EC
CORP
US
N
1
N
N
N
Gerdau SA
254900YDV6SEQQPZVG24
Gerdau SA
000000000
8500.00000000
NS
42429.15000000
0.004585905638
Long
EP
CORP
BR
N
1
N
N
N
Tata Steel Ltd
335800E6C75YGSGD5T66
Tata Steel Ltd
000000000
396384.00000000
NS
506369.20000000
0.054730329729
Long
EC
CORP
IN
N
2
N
N
N
Ecovyst Inc
N/A
Ecovyst Inc
27923Q109
13100.00000000
NS
USD
144755.00000000
0.015645676869
Long
EC
CORP
US
N
1
N
N
N
CMS
529900Z57DVJXUBLHX66
China Medical System Holdings Ltd
000000000
263000.00000000
NS
414953.15000000
0.044849731622
Long
EC
CORP
HK
N
2
N
N
N
OHIO ST WTR DEV AUTH WTR POLL
N/A
Ohio Water Development Authority Water Pollution Control Loan Fund
67766WQG0
45000.00000000
PA
USD
45884.94000000
0.004959420706
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
4.87900000
N
N
N
N
N
N
Castle Biosciences Inc
N/A
Castle Biosciences Inc
14843C105
1200.00000000
NS
USD
27264.00000000
0.002946797928
Long
EC
CORP
US
N
1
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YBG4
200000.00000000
PA
USD
204707.70000000
0.022125595156
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
8.62500000
N
N
N
N
N
N
Brink's Co/The
XFP140TFNOQMIVFTVQ13
Brink's Co/The
109696104
200.00000000
NS
USD
13360.00000000
0.001444000158
Long
EC
CORP
US
N
1
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
7550.00000000
NS
USD
157946.00000000
0.017071410858
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCW4
110000.00000000
PA
USD
102060.45000000
0.011031085778
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.94700000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing III LP
42806MAF6
100000.00000000
PA
USD
88078.44000000
0.009519856387
Long
ABS-O
CORP
US
N
2
2027-12-27
Fixed
2.12000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBL2
500000.00000000
PA
USD
439104.40000000
0.047460091564
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions Inc
14879EAG3
800000.00000000
PA
777279.72000000
0.084011380169
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
2.37500000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-LGCY
12434DAQ5
1350000.00000000
PA
USD
1205928.95000000
0.130341436769
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.63300000
N
N
N
N
N
N
Ooredoo QPSC
549300D3EIDZJB62TR20
Ooredoo QPSC
000000000
134810.00000000
NS
348158.82000000
0.037630343663
Long
EC
CORP
QA
N
2
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBK9
115000.00000000
PA
USD
81908.04000000
0.008852935835
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
Bank of Georgia Group PLC
213800XKDG12NQG8VC53
Bank of Georgia Group PLC
000000000
10814.00000000
NS
367276.79000000
0.039696687355
Long
EC
CORP
GB
N
2
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
8270.00000000
NS
117726.84000000
0.012724369434
Long
EC
CORP
JP
N
2
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
14875.00000000
NS
USD
1921850.00000000
0.207720936009
Long
EC
CORP
US
N
1
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
000000000
1000.00000000
NS
42637.27000000
0.004608400048
Long
EC
CORP
JP
N
2
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAD3
275000.00000000
PA
USD
253063.36000000
0.027352060779
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
7212.00000000
NS
790425.61000000
0.085432238496
Long
EC
CORP
DE
N
2
N
N
N
Countrywide Asset-Backed Certi
N/A
CWABS Inc Asset-Backed Certificates Series 2004-1
126671Z25
22494.35000000
PA
USD
21854.62000000
0.002362131343
Long
ABS-MBS
CORP
US
N
2
2034-03-25
Floating
5.59529000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BT8
50000.00000000
PA
USD
50312.50000000
0.005437968412
Long
DBT
CORP
LR
N
2
2030-01-15
Fixed
7.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TM0
160000.00000000
PA
USD
164350.00000000
0.017763579797
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUG5
2999940.61000000
PA
USD
2488719.80000000
0.268990403164
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AL9
740000.00000000
PA
USD
687526.51000000
0.074310508202
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.50000000
N
N
N
N
N
N
NEW JERSEY ST TURNPIKE AUTH TU
5493005YN67D71KSMI84
New Jersey Turnpike Authority
646139W35
165000.00000000
PA
USD
207454.32000000
0.022422460405
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41400000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-3
59980CAA1
58865.11000000
PA
USD
56909.73000000
0.006151022391
Long
ABS-MBS
CORP
US
N
2
2061-01-25
Variable
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31382QYA7
2530.31000000
PA
USD
2609.83000000
0.000282080459
Long
ABS-MBS
USGSE
US
N
2
2029-07-01
Fixed
6.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
36719.00000000
NS
USD
5691445.00000000
0.615153254752
Long
EC
CORP
US
N
1
N
N
N
Chase Mortgage Finance Corpora
N/A
Chase Mortgage Finance Trust Series 2007-A1
161630AE8
14968.49000000
PA
USD
14072.30000000
0.001520988280
Long
ABS-MBS
CORP
US
N
2
2037-02-25
Variable
3.94851900
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
200000.00000000
PA
USD
203000.00000000
0.021941020376
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
Kobe Steel Ltd
549300ZDCYYUPHEE5K87
Kobe Steel Ltd
000000000
9200.00000000
NS
73341.19000000
0.007926997754
Long
EC
CORP
JP
N
2
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024ND0
220000.00000000
PA
USD
267690.19000000
0.028932984794
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
6.26300000
N
N
N
N
N
N
CFK Trust
N/A
CFK Trust 2020-MF2
12529AAE4
1500000.00000000
PA
USD
1240413.15000000
0.134068621669
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Fixed
2.99500000
N
N
N
N
N
N
Yoshinoya Holdings Co Ltd
N/A
Yoshinoya Holdings Co Ltd
000000000
5100.00000000
NS
93612.59000000
0.010118008594
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/AUD FORWARD
000000000
1.00000000
NC
USD
5702.14000000
0.000616309211
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-158000.00000000
AUD
111389.02000000
USD
2023-04-19
5702.14000000
N
N
N
Chlitina Holding Ltd
N/A
Chlitina Holding Ltd
000000000
80000.00000000
NS
560342.86000000
0.060564010388
Long
EC
CORP
CN
N
2
N
N
N
AETHON UN/AETHIN UN FIN
N/A
Aethon United BR LP / Aethon United Finance Corp
00810GAC8
225000.00000000
PA
USD
220679.70000000
0.023851910316
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
8.25000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LIX Ltd
55822EAC3
1000000.00000000
PA
USD
970947.20000000
0.104943705908
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
6.49471000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAE5
200000.00000000
PA
USD
189852.80000000
0.020520020459
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAC7
150000.00000000
PA
USD
30000.00000000
0.003242515326
Long
DBT
CORP
N/A
Y
2
2026-12-31
Fixed
8.00000000
N
N
N
N
N
N
Mahindra & Mahindra Ltd
3358003B573EV4KB4Z02
Mahindra & Mahindra Ltd
000000000
28930.00000000
NS
408822.38000000
0.044187094432
Long
EC
CORP
IN
N
2
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BOBL
000000000
-22.00000000
NC
-67190.76000000
-0.00726223563
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESOBLIGATION
Bundesobligation
2023-06-08
-2685946.72000000
USD
-67190.76000000
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
300000.00000000
PA
258971.15000000
0.027990597433
Long
DBT
CORP
ES
N
2
2030-10-23
Fixed
1.75000000
N
N
N
N
N
N
CFK Trust
N/A
CFK Trust 2020-MF2
12529AAC8
1200000.00000000
PA
USD
1020945.48000000
0.110347712214
Long
ABS-MBS
CORP
US
N
2
2039-03-15
Fixed
2.79200000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
84816.00000000
NS
USD
24452452.80000000
2.642915099171
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
15600.00000000
NS
USD
705744.00000000
0.076279524553
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
800000.00000000
PA
USD
731728.44000000
0.079088022718
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HKV4
442.55000000
PA
USD
463.47000000
0.000050093619
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
7.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDC5
300000.00000000
PA
USD
296374.02000000
0.032033243407
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAF1
105000.00000000
PA
USD
108214.74000000
0.011696265100
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
10.80979000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAP2
120000.00000000
PA
USD
129527.85000000
0.013999867961
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
5.95000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAC8
160000.00000000
PA
USD
156865.65000000
0.016954642477
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
4.25000000
N
N
N
N
N
N
American Woodmark Corp
5299007PFSDWMA74RB56
American Woodmark Corp
030506109
500.00000000
NS
USD
26035.00000000
0.002813962884
Long
EC
CORP
US
N
1
N
N
N
MARKEL CORPORATION
549300SCNO12JLWIK605
Markel Corp
570535AP9
25000.00000000
PA
USD
22236.29000000
0.002403383704
Long
DBT
CORP
US
N
2
2043-03-30
Fixed
5.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-3804.34000000
-0.00041118769
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-110000.00000000
USD
158760.63000000
AUD
2023-04-19
-3804.34000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
JPY/USD FORWARD
000000000
1.00000000
NC
USD
4735.22000000
0.000511800780
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-13801826.00000000
JPY
109000.00000000
USD
2023-04-19
4735.22000000
N
N
N
Biglari Holdings Inc
549300GLWWSODF8TM682
Biglari Holdings Inc
08986R309
220.00000000
NS
USD
37224.00000000
0.004023313017
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300O1CSZVJJTIR319
Commonbond Student Loan Trust 2018-C-GS
20267XAA1
32189.18000000
PA
USD
30769.79000000
0.003325717188
Long
ABS-O
CORP
US
N
2
2046-02-25
Fixed
3.87000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re Ltd
07876MAC1
150000.00000000
PA
USD
149817.45000000
0.016192845926
Long
ABS-MBS
CORP
BM
N
2
2031-03-25
Floating
7.50979000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
172000.00000000
PA
USD
162127.42000000
0.017523354806
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
315000.00000000
PA
312537.31000000
0.033780233926
Long
DBT
NUSS
ID
N
2
2026-09-18
Fixed
1.45000000
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAM5
205000.00000000
PA
USD
202790.31000000
0.021918356274
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.20000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBD6
100000.00000000
PA
USD
52768.11000000
0.005703380180
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BC0
22000.00000000
PA
USD
24761.45000000
0.002676312704
Long
DBT
CORP
US
N
2
2039-12-16
Fixed
6.85000000
N
N
N
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
22700.00000000
NS
815757.48000000
0.088170204387
Long
EC
CORP
JP
N
2
N
N
N
Sberbank of Russia PJSC
549300WE6TAF5EEWQS81
Sberbank of Russia PJSC
000000000
202510.00000000
NS
0.26000000
0.000000028101
Long
EC
CORP
RU
N
3
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31296YBG7
13447.25000000
PA
USD
13747.85000000
0.001485920477
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Fixed
5.00000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2H6
200000.00000000
PA
USD
173537.50000000
0.018756600115
Long
DBT
CORP
IN
N
2
2032-01-21
Fixed
3.57000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/AUD FORWARD
000000000
1.00000000
NC
USD
21738.77000000
0.002349609830
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-517654.38000000
AUD
368000.00000000
USD
2023-04-19
21738.77000000
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-5
89169EAA7
90505.10000000
PA
USD
90103.69000000
0.009738753193
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
4.20761400
N
N
N
N
N
N
Primoris Services Corp
549300UF3OLBJ8D5K349
Primoris Services Corp
74164F103
3100.00000000
NS
USD
76446.00000000
0.008262577555
Long
EC
CORP
US
N
1
N
N
N
Saudi Telecom Co
21380028ATJ79OTA9W17
Saudi Telecom Co
000000000
31222.00000000
NS
333950.39000000
0.036094641929
Long
EC
CORP
SA
N
2
N
N
N
NEWDAY FUNDING
213800GBPRAJHSB5YK19
Newday Funding Master Issuer PLC - Series 2021-2
000000000
100000.00000000
PA
122141.70000000
0.013201544475
Long
ABS-O
CORP
GB
N
2
2029-07-15
Floating
4.87014000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36292KMY9
29598.22000000
PA
USD
30352.02000000
0.003280563001
Long
ABS-MBS
USGA
US
N
2
2036-01-15
Fixed
5.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
1000000.00000000
PA
USD
872771.70000000
0.094332520460
Long
DBT
CORP
FR
N
2
2026-12-14
Fixed
1.48800000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CK5
35000.00000000
PA
USD
31109.94000000
0.003362481908
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.30000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEP9
440000.00000000
PA
USD
413132.50000000
0.044652948771
Long
DBT
NUSS
DO
Y
2
2029-02-22
Fixed
5.50000000
N
N
N
N
N
N
ATI Inc
ZW1LRE7C3H17O2ZN9B45
ATI Inc
01741R102
6850.00000000
NS
USD
270301.00000000
0.029215171175
Long
EC
CORP
US
N
1
N
N
N
Gold Circuit Electronics Ltd
N/A
Gold Circuit Electronics Ltd
000000000
50900.00000000
NS
163354.65000000
0.017655998542
Long
EC
CORP
TW
N
2
N
N
N
Office Properties Income Trust
N/A
Office Properties Income Trust
67623C109
2150.00000000
NS
USD
26445.00000000
0.002858277260
Long
EC
CORP
US
N
1
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
300000.00000000
PA
USD
147637.67000000
0.015957246924
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
4860.00000000
NS
108445.33000000
0.011721188153
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHQ6
313225.56000000
PA
USD
316423.62000000
0.034200281250
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.50000000
N
N
N
N
N
N
Piper Sandler Cos
QUQDBTUSOAKFEVMRMF78
Piper Sandler Cos
724078100
1600.00000000
NS
USD
221776.00000000
0.023970402635
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KR1
55000.00000000
PA
USD
48720.27000000
0.005265874072
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
110000.00000000
PA
USD
109166.68000000
0.011799154434
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
Fluor Corp
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp
343412102
900.00000000
NS
USD
27819.00000000
0.003006784462
Long
EC
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
548000.00000000
PA
USD
519564.18000000
0.056156493892
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
DIGICEL LTD
N/A
Digicel Ltd
25380QAH2
200000.00000000
PA
USD
40000.00000000
0.004323353768
Long
DBT
CORP
BM
Y
2
2023-03-01
Fixed
6.75000000
N
N
N
N
N
N
Adtalem Global Education Inc
549300Z467EZLMODV621
Adtalem Global Education Inc
00737L103
3250.00000000
NS
USD
125515.00000000
0.013566143706
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TAH2
683793.91000000
PA
USD
684436.68000000
0.073976547497
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
7.15979000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC
76174LAA1
200000.00000000
PA
USD
179498.61000000
0.019400899800
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
50000.00000000
PA
USD
18531.25000000
0.002002928738
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBC7
596089.90000000
PA
USD
568187.17000000
0.061411853568
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Fixed
3.44500000
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
Meritage Homes Corp
59001A102
1430.00000000
NS
USD
166966.80000000
0.018046413600
Long
EC
CORP
US
N
1
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
2100.00000000
NS
USD
965601.00000000
0.104365868060
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
18974.00000000
NS
USD
2472501.94000000
0.267237514510
Long
EC
CORP
US
N
1
N
N
N
Koppers Holdings Inc
N/A
Koppers Holdings Inc
50060P106
1300.00000000
NS
USD
45461.00000000
0.004913599641
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410T4N2
9601.17000000
PA
USD
9810.26000000
0.001060330613
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.00000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-2 Ltd
43730VAC2
235000.00000000
PA
USD
227701.86000000
0.024610892364
Long
ABS-MBS
CORP
BM
N
2
2034-01-25
Floating
7.35979000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JT9
767000.00000000
PA
USD
747584.12000000
0.080801765565
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DWEK5
1076862.21000000
PA
USD
1055079.58000000
0.114037056961
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Adaro Energy Indonesia Tbk PT
529900P2WAH7XA87OI24
Adaro Energy Indonesia Tbk PT
000000000
161700.00000000
NS
31345.33000000
0.003387923764
Long
EC
CORP
ID
N
2
N
N
N
Riken Keiki Co Ltd
N/A
Riken Keiki Co Ltd
000000000
1200.00000000
NS
51718.44000000
0.005589927812
Long
EC
CORP
JP
N
2
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AL4
440000.00000000
PA
USD
391270.00000000
0.042289965726
Long
DBT
CORP
MX
N
2
2029-05-15
Fixed
4.68800000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-8367.06000000
-0.00090434400
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-4033360.10000000
CNY
581000.00000000
USD
2023-05-23
-8367.06000000
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2018-A
63940PAB1
23464.07000000
PA
USD
23313.92000000
0.002519858097
Long
ABS-O
CORP
US
N
2
2042-02-18
Fixed
3.19000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36295AM69
63752.82000000
PA
USD
65004.05000000
0.007025887613
Long
ABS-MBS
USGA
US
N
2
2036-02-15
Fixed
5.50000000
N
N
N
N
N
N
JB Financial Group Co Ltd
N/A
JB Financial Group Co Ltd
000000000
7800.00000000
NS
52421.76000000
0.005665945341
Long
EC
CORP
KR
N
2
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
61690QAD1
573641.42000000
PA
USD
550213.10000000
0.059469146986
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.45100000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-RPL6 Trust
12656HAC8
354397.20000000
PA
USD
342652.30000000
0.037035177813
Long
ABS-MBS
CORP
US
N
2
2059-03-25
Variable
2.68750000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CQ3
50000.00000000
PA
USD
41573.07000000
0.004493377221
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.37500000
N
N
N
N
N
N
Macnica Holdings Inc
N/A
Macnica Holdings Inc
000000000
1700.00000000
NS
48423.67000000
0.005233816404
Long
EC
CORP
JP
N
2
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
Metro Inc/CN
59162N109
1200.00000000
NS
66006.66000000
0.007134253556
Long
EC
CORP
CA
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/JPY FORWARD
000000000
1.00000000
NC
USD
4759.43000000
0.000514417490
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-13930994.00000000
JPY
110000.00000000
USD
2023-04-19
4759.43000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDA1
85000.00000000
PA
USD
83030.27000000
0.008974230768
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
4.32300000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBM4
620000.00000000
PA
USD
438696.79000000
0.047416035509
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
M/I Homes Inc
5299005M71FH9CCSFB69
M/I Homes Inc
55305B101
1650.00000000
NS
USD
104098.50000000
0.011251366057
Long
EC
CORP
US
N
1
N
N
N
Adeia Inc
N/A
Adeia Inc
00676P107
8450.00000000
NS
USD
74867.00000000
0.008091913165
Long
EC
CORP
US
N
1
N
N
N
Shinhan Financial Group Co Ltd
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
000000000
4584.00000000
NS
124525.83000000
0.013459230410
Long
EC
CORP
KR
N
2
N
N
N
Scandinavian Tobacco Group A/S
5299003KG4JS99TRML67
Scandinavian Tobacco Group A/S
000000000
25315.00000000
NS
503989.83000000
0.054473158272
Long
EC
CORP
DK
N
2
N
N
N
Amalgamated Financial Corp
N/A
Amalgamated Financial Corp
022671101
3350.00000000
NS
USD
59261.50000000
0.006405210734
Long
EC
CORP
US
N
1
N
N
N
TravelCenters of America Inc
529900FQY3V2OO9M4Z65
TravelCenters of America Inc
89421B109
1850.00000000
NS
USD
160025.00000000
0.017296117170
Long
EC
CORP
US
N
1
N
N
N
JetBlue Airways Corp
54930070J9H97ZO93T57
JetBlue Airways Corp
477143101
16500.00000000
NS
USD
120120.00000000
0.012983031367
Long
EC
CORP
US
N
1
N
N
N
CorVel Corp
N/A
CorVel Corp
221006109
250.00000000
NS
USD
47570.00000000
0.005141548469
Long
EC
CORP
US
N
1
N
N
N
Cannae Holdings Inc
549300OGRF1ICI7D2V77
Cannae Holdings Inc
13765N107
7280.00000000
NS
USD
146910.40000000
0.015878640787
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
8150.00000000
NS
USD
3364972.00000000
0.363699109444
Long
EC
CORP
US
N
1
N
N
N
Coal India Ltd
335800NLJQZNHM9LBB31
Coal India Ltd
000000000
212961.00000000
NS
555146.09000000
0.060002323509
Long
EC
CORP
IN
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
1380000.00000000
PA
USD
1191112.50000000
0.128740017895
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RLN7
173605.85000000
PA
USD
161568.07000000
0.017462898108
Long
ABS-MBS
USGA
US
N
2
2045-08-20
Fixed
3.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DC1
600000.00000000
PA
USD
411908.42000000
0.044520645499
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36225BGK8
350.18000000
PA
USD
349.89000000
0.000037817456
Long
ABS-MBS
USGA
US
N
2
2024-06-15
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
AUD/JPY FORWARD
000000000
1.00000000
NC
USD
-2485.15000000
-0.00026860456
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-14496128.00000000
JPY
160000.00000000
AUD
2023-04-19
-2485.15000000
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
SWOP CDS CDX.NA.IG.39.V1
000000000
14200000.00000000
OU
Other
USD
5778.46000000
0.000624558170
N/A
DCR
CORP
US
N
2
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Put
Purchased
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CDS CDX.NA.IG.39.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.IG.39.V1
Default Event
2027-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
14200000.00000000
USD
85.00000000
USD
2023-04-19
XXXX
-39093.54000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-10867.45000000
-0.00117459577
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-844364305.00000000
CLP
1041528.97000000
USD
2023-06-22
-10867.45000000
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAL0
1761617.31000000
PA
USD
1712614.58000000
0.185105967469
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
7.33400000
N
N
N
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
3000.00000000
NS
USD
248190.00000000
0.026825329296
Long
EC
CORP
US
N
1
N
N
N
MIXI Inc
529900IL3THMH0SFYQ49
MIXI Inc
000000000
26000.00000000
NS
523024.78000000
0.056530528843
Long
EC
CORP
JP
N
2
N
N
N
Mobile Telecommunications Co K
N/A
Mobile Telecommunications Co KSCP
000000000
94950.00000000
NS
167494.46000000
0.018103445121
Long
EC
CORP
KW
N
2
N
N
N
Wells Fargo Commercial Mortgag
549300CFP9NBBMZH1008
Wells Fargo Commercial Mortgage Trust 2016-NXS6
95000KBA2
1500000.00000000
PA
USD
1386035.70000000
0.149808066678
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
2.64200000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DA4
1970000.00000000
PA
USD
1991126.32000000
0.215208586988
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.12500000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
150000.00000000
PA
USD
148987.48000000
0.016103139578
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
NMI Holdings Inc
529900KNNGFXJX1C3Z08
NMI Holdings Inc
629209305
6900.00000000
NS
USD
154077.00000000
0.016653234465
Long
EC
CORP
US
N
1
N
N
N
Bezeq The Israeli Telecommunic
213800XCGZCFSWY9U863
Bezeq The Israeli Telecommunication Corp Ltd
000000000
349313.00000000
NS
475569.04000000
0.051401330034
Long
EC
CORP
IL
N
2
N
N
N
CGI Inc
549300WSRCZY73ZG3090
CGI Inc
12532H104
8600.00000000
NS
828819.83000000
0.089582033390
Long
EC
CORP
CA
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
22900.00000000
NS
USD
1848030.00000000
0.199742186629
Long
EC
CORP
US
N
1
N
N
N
Amicus Therapeutics Inc
549300MRD1SMUTNBPQ53
Amicus Therapeutics Inc
03152W109
21250.00000000
NS
USD
235662.50000000
0.025471308937
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
245000.00000000
PA
USD
233185.08000000
0.025203539860
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
357000.00000000
PA
USD
338345.93000000
0.036569728789
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
EUR/PLN FORWARD
000000000
1.00000000
NC
USD
641.21000000
0.000069304441
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-217100.00000000
EUR
1021319.60000000
PLN
2023-04-19
641.21000000
N
N
N
SIGA Technologies Inc
N/A
SIGA Technologies Inc
826917106
19850.00000000
NS
USD
114137.50000000
0.012336419769
Long
EC
CORP
US
N
1
N
N
N
American Assets Trust Inc
N/A
American Assets Trust Inc
024013104
600.00000000
NS
USD
11154.00000000
0.001205567198
Long
EC
CORP
US
N
1
N
N
N
ACI Worldwide Inc
5493003BPVMZUJ6F5C02
ACI Worldwide Inc
004498101
2300.00000000
NS
USD
62054.00000000
0.006707034869
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
4900.00000000
NS
USD
2673783.00000000
0.288992745243
Long
EC
CORP
US
N
1
N
N
N
ImmunoGen Inc
54930084U0R1OP766Y02
ImmunoGen Inc
45253H101
28450.00000000
NS
USD
109248.00000000
0.011807943813
Long
EC
CORP
US
N
1
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAP4
100000.00000000
PA
USD
88166.27000000
0.009529349391
Long
ABS-O
CORP
US
N
2
2028-06-26
Fixed
2.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGR4
160000.00000000
PA
USD
150420.66000000
0.016258043182
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59300000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
HUF/USD FORWARD
000000000
1.00000000
NC
USD
32034.59000000
0.003462421635
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-501526.96000000
USD
188119753.00000000
HUF
2023-04-19
32034.59000000
N
N
N
TPG RE Finance Trust Inc
N/A
TPG RE Finance Trust Inc
87266M107
9220.00000000
NS
USD
66937.20000000
0.007234829897
Long
EC
CORP
US
N
1
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAC9
200000.00000000
PA
USD
188787.50000000
0.020404878740
Long
DBT
NUSS
IN
N
2
2028-02-01
Fixed
3.87500000
N
N
N
N
N
N
Macerich Co/The
529900PSWCB5KI0JYU46
Macerich Co/The
554382101
5600.00000000
NS
USD
59360.00000000
0.006415856992
Long
EC
CORP
US
N
1
N
N
N
CHICAGO IL O'HARE INTERNATIONA
N/A
Chicago O'Hare International Airport
167593AN2
160000.00000000
PA
USD
187945.06000000
0.020313824586
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.39500000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
32050.00000000
NS
USD
2553103.00000000
0.275949186923
Long
EC
CORP
US
N
1
N
N
N
UNIV OF VIRGINIA VA UNIV REVEN
N/A
University of Virginia
915217WX7
80000.00000000
PA
USD
66293.21000000
0.007165224982
Long
DBT
MUN
US
N
2
2117-09-01
Fixed
4.17900000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2018-GT1
69354WAC0
150000.00000000
PA
USD
149228.84000000
0.016129226695
Long
ABS-O
CORP
US
N
2
2025-02-25
Floating
7.69529000
N
N
N
N
N
N
PowerSchool Holdings Inc
N/A
PowerSchool Holdings Inc
73939C106
3850.00000000
NS
USD
76307.00000000
0.008247553900
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
1277.00000000
NS
USD
603676.21000000
0.065247645439
Long
EC
CORP
US
N
1
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
28254.00000000
NS
588912.39000000
0.063651915018
Long
EC
CORP
GB
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
240000.00000000
PA
216243.88000000
0.023372469838
Long
DBT
CORP
MX
N
2
2028-02-21
Fixed
4.87500000
N
N
N
N
N
N
Suruga Bank Ltd
3538003A9JIMKE5G3M02
Suruga Bank Ltd
000000000
54600.00000000
NS
191367.21000000
0.020683703713
Long
EC
CORP
JP
N
2
N
N
N
Sotera Health Co
N/A
Sotera Health Co
83601L102
78450.00000000
NS
USD
1405039.50000000
0.151862070437
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717102
5050.00000000
NS
USD
186749.00000000
0.020184549823
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
79710.75000000
0.008615444285
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
China Tower Corp Ltd
300300T6BNNP0L7O7H91
China Tower Corp Ltd
000000000
1232000.00000000
NS
149109.05000000
0.016116279331
Long
EC
CORP
CN
N
2
N
N
N
Rosneft Oil Co PJSC
253400JT3MQWNDKMJE44
Rosneft Oil Co PJSC
000000000
31520.00000000
NS
0.04000000
0.000000004323
Long
EC
CORP
RU
N
3
N
N
N
TreeHouse Foods Inc
5493007M7EVHE470Q576
TreeHouse Foods Inc
89469A104
4400.00000000
NS
USD
221892.00000000
0.023982940361
Long
EC
CORP
US
N
1
N
N
N
Royal Holdings Co Ltd
N/A
Royal Holdings Co Ltd
000000000
2900.00000000
NS
61010.53000000
0.006594252620
Long
EC
CORP
JP
N
2
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
KRW/USD FORWARD
000000000
1.00000000
NC
USD
1048.11000000
0.000113283757
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-391000.00000000
USD
509695870.00000000
KRW
2023-06-21
1048.11000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
90000.00000000
PA
USD
83779.31000000
0.009055189890
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
World OMNI Select Auto Trust
N/A
World Omni Select Auto Trust 2019-A
98163BAE2
200000.00000000
PA
USD
197557.10000000
0.021352730820
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
2.38000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBM6
1075000.00000000
PA
USD
864545.32000000
0.093443381685
Long
DBT
CORP
GB
N
2
2031-06-24
Fixed
2.64500000
N
N
N
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PacWest Bancorp
695263103
4500.00000000
NS
USD
43785.00000000
0.004732451119
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36203WNG9
108.89000000
PA
USD
112.06000000
0.000012111875
Long
ABS-MBS
USGA
US
N
2
2023-12-15
Fixed
6.50000000
N
N
N
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
24424.00000000
NS
1002976.60000000
0.108405566588
Long
EC
CORP
DE
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
1173000.00000000
PA
USD
1111432.89000000
0.120127939340
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
3.77200000
N
N
N
N
N
N
EnPro Industries Inc
549300Y5CFT2LKCFDN54
EnPro Industries Inc
29355X107
550.00000000
NS
USD
57139.50000000
0.006175856816
Long
EC
CORP
US
N
1
N
N
N
Interface Inc
549300VXZWQOIDFPU355
Interface Inc
458665304
4750.00000000
NS
USD
38570.00000000
0.004168793871
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAR7
796000.00000000
PA
USD
760650.91000000
0.082214074460
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.00500000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
37050.00000000
NS
USD
2146677.00000000
0.232021102453
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31404C4Z0
1469.74000000
PA
USD
1515.93000000
0.000163847541
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG44
607148.45000000
PA
USD
555608.98000000
0.060052354440
Long
ABS-MBS
USGA
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
Woori Financial Group Inc
N/A
Woori Financial Group Inc
000000000
22553.00000000
NS
198391.51000000
0.021442917060
Long
EC
CORP
KR
N
2
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
TRS TREASURY BOND
000000000
1.00000000
NC
USD
-76164.99000000
-0.00823220491
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
US TREASURY N/B
United States Treasury Note/Bond
Y
2023-05-02
0.00000000
USD
0.00000000
USD
8466216.93000000
USD
-76164.99000000
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
276618.00000000
NS
497886.14000000
0.053813447993
Long
EC
CORP
GB
N
2
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACB9
1910000.00000000
PA
USD
1618000.96000000
0.174879763704
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAD6
200000.00000000
PA
USD
152760.00000000
0.016510888042
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
1220.00000000
NS
USD
341124.20000000
0.036870014891
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
145000.00000000
PA
USD
134906.49000000
0.014581212049
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70200000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
260000.00000000
PA
USD
249314.55000000
0.026946874983
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KPV5
410000.00000000
PA
USD
387496.78000000
0.041882141604
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
6.40979000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AM2
89000.00000000
PA
USD
87407.61000000
0.009447350502
Long
DBT
CORP
US
N
2
2028-09-15
Variable
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EF47
470151.46000000
PA
USD
469055.33000000
0.050697303217
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.00000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
11939.00000000
NS
1295127.53000000
0.139982362194
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UH21
497978.87000000
PA
USD
459405.46000000
0.049654308171
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
3.00000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
175000.00000000
PA
USD
170136.45000000
0.018389001557
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAN0
105000.00000000
PA
USD
95931.94000000
0.010368692858
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.80000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
24325.00000000
NS
USD
2532962.25000000
0.273772297237
Long
EC
CORP
US
N
1
N
N
N
Dynavax Technologies Corp
549300T5URIXWDILX594
Dynavax Technologies Corp
268158201
8650.00000000
NS
USD
84856.50000000
0.009171616726
Long
EC
CORP
US
N
1
N
N
N
Life Time Group Holdings Inc
N/A
Life Time Group Holdings Inc
53190C102
2350.00000000
NS
USD
37506.00000000
0.004053792661
Long
EC
CORP
US
N
1
N
N
N
Industries Qatar QSC
N/A
Industries Qatar QSC
000000000
40540.00000000
NS
145270.89000000
0.015701436244
Long
EC
CORP
QA
N
2
N
N
N
SPD BANK
300300C1031031001330
Shanghai Pudong Development Bank Co Ltd
000000000
171100.00000000
NS
179038.13000000
0.019351129351
Long
EC
CORP
CN
N
2
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCC3
19000.00000000
PA
USD
16031.65000000
0.001732762361
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
581000.00000000
PA
478989.96000000
0.051771076218
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
Napco Security Technologies In
529900KV21J4YY9YST76
Napco Security Technologies Inc
630402105
1750.00000000
NS
USD
65765.00000000
0.007108134014
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAQ6
280000.00000000
PA
USD
237610.00000000
0.025681802224
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
3.05700000
N
N
N
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
2635.00000000
NS
65881.61000000
0.007120737672
Long
EC
CORP
AU
N
2
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CU4
75000.00000000
PA
USD
71476.24000000
0.007725426789
Long
DBT
CORP
US
N
2
N/A
Fixed
10.25000000
N
N
N
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
4720.00000000
NS
48132.58000000
0.005202354278
Long
EC
CORP
IT
N
2
N
N
N
Avanos Medical Inc
549300YCXWOM7NEWMQ58
Avanos Medical Inc
05350V106
4750.00000000
NS
USD
141265.00000000
0.015268464253
Long
EC
CORP
US
N
1
N
N
N
Designer Brands Inc
549300X8J6FI8PPRK859
Designer Brands Inc
250565108
5500.00000000
NS
USD
48070.00000000
0.005195590391
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
56678.00000000
NS
576369.87000000
0.062296271240
Long
EC
CORP
DE
N
2
N
N
N
Hello Group Inc
549300YMGLID32W48529
Hello Group Inc
423403104
31400.00000000
NS
USD
285740.00000000
0.030883877646
Long
EC
CORP
CN
N
1
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings Inc
302081104
850.00000000
NS
USD
137555.50000000
0.014867527233
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EF21
970482.47000000
PA
USD
950902.13000000
0.102777157685
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
54125.00000000
NS
USD
5935347.50000000
0.641515174566
Long
EC
CORP
US
N
1
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
230000.00000000
PA
245743.91000000
0.026560946485
Long
DBT
CORP
NL
N
2
2034-01-16
Fixed
6.62500000
N
N
N
N
N
N
Bumble Inc
N/A
Bumble Inc
12047B105
9600.00000000
NS
USD
187680.00000000
0.020285175882
Long
EC
CORP
US
N
1
N
N
N
Bank of NT Butterfield & Son L
549300V8RVM0EMTDPF28
Bank of NT Butterfield & Son Ltd/The
000000000
2498.00000000
NS
USD
67446.00000000
0.007289822957
Long
EC
CORP
BM
N
1
N
N
N
ModivCare Inc
549300EFZIFW7F7I0Q28
ModivCare Inc
60783X104
1350.00000000
NS
USD
113508.00000000
0.012268380989
Long
EC
CORP
US
N
1
N
N
N
Harmony Biosciences Holdings I
N/A
Harmony Biosciences Holdings Inc
413197104
1750.00000000
NS
USD
57137.50000000
0.006175640648
Long
EC
CORP
US
N
1
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
29266MAE9
30000.00000000
PA
USD
32264.48000000
0.003487269030
Long
DBT
CORP
NL
N
2
2033-09-15
Fixed
6.75000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
5975.00000000
NS
USD
1194820.75000000
0.129140819810
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402WJN9
27937.10000000
PA
USD
28830.22000000
0.003116081007
Long
ABS-MBS
USGSE
US
N
2
2033-09-01
Fixed
5.50000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911363AM1
62000.00000000
PA
USD
54701.23000000
0.005912319221
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.87500000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AY5
405000.00000000
PA
USD
316271.30000000
0.034183817919
Long
DBT
CORP
IT
N
2
2032-06-03
Fixed
3.12700000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services Inc
404030AJ7
400000.00000000
PA
USD
351627.84000000
0.038005288681
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE63
997870.88000000
PA
USD
977711.82000000
0.105674852042
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Masonite International Corp
549300H0H07ZFT4JYM32
Masonite International Corp
575385109
1600.00000000
NS
USD
145232.00000000
0.015697232863
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
4200.00000000
NS
USD
1198974.00000000
0.129589719036
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KAH1
146078.14000000
PA
USD
145166.70000000
0.015690174988
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
6.69529000
N
N
N
N
N
N
Ping An Bank Co Ltd
549300W9MKNIVWXFM679
Ping An Bank Co Ltd
000000000
95500.00000000
NS
173994.30000000
0.018805972815
Long
EC
CORP
CN
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-1653.90000000
-0.00017875986
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-90385080.00000000
CLP
111000.00000000
USD
2023-06-22
-1653.90000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
410000.00000000
PA
USD
395848.80000000
0.042784860032
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MG3
100000.00000000
PA
USD
93313.90000000
0.010085725030
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
MVB Financial Corp
549300KSUQ2FUU1X2O74
MVB Financial Corp
553810102
900.00000000
NS
USD
18576.00000000
0.002007765490
Long
EC
CORP
US
N
1
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2021-1
682687AC2
500000.00000000
PA
USD
446820.70000000
0.048294098931
Long
ABS-O
CORP
US
N
2
2028-07-14
Fixed
1.42000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
125000.00000000
PA
USD
101328.46000000
0.010951969485
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.62500000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
300000.00000000
PA
USD
365114.18000000
0.039462944152
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275Y102
1250.00000000
NS
USD
108600.00000000
0.011737905482
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31407F6B1
16105.07000000
PA
USD
16447.58000000
0.001777717674
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
NTPC Ltd
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
184973.00000000
NS
394906.95000000
0.042683061264
Long
EC
CORP
IN
N
2
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-1929.89000000
-0.00020858993
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2043216.00000000
ZAR
112000.00000000
USD
2023-06-21
-1929.89000000
N
N
N
Iluka Resources Ltd
2549009N2Y1F4YNB0955
Iluka Resources Ltd
000000000
9175.00000000
NS
65480.97000000
0.007077434960
Long
EC
CORP
AU
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
130000.00000000
PA
USD
130042.87000000
0.014055533302
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CR0
160000.00000000
PA
USD
133500.76000000
0.014429275346
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK4
06541FAZ2
994654.99000000
PA
USD
925590.03000000
0.100041328611
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Fixed
3.36200000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2U7
685000.00000000
PA
USD
569362.41000000
0.061538878025
Long
DBT
CORP
FR
N
2
2033-01-20
Fixed
3.13200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAQ3
433020.48000000
PA
USD
402712.64000000
0.043526730246
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.50000000
N
N
N
N
N
N
Park Avenue Institutional Advi
N/A
Park Avenue Institutional Advisers CLO Ltd 2019-2
70018AAJ9
3500000.00000000
PA
USD
3406289.95000000
0.368164912315
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
5.97243000
N
N
N
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
6075.00000000
NS
USD
2346468.75000000
0.253615362836
Long
EC
CORP
US
N
1
N
N
N
Simmons First National Corp
549300IVR5AJKUVOGN05
Simmons First National Corp
828730200
5100.00000000
NS
USD
89199.00000000
0.009640970820
Long
EC
CORP
US
N
1
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
30000.00000000
PA
USD
27059.08000000
0.002924649387
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2018-1
59980VAA9
39932.37000000
PA
USD
38507.41000000
0.004162028903
Long
ABS-MBS
CORP
US
N
2
2062-05-25
Variable
3.25000000
N
N
N
N
N
N
Harsco Corp
KAO98FK89NPNNPQGUZ43
Harsco Corp
415864107
8300.00000000
NS
USD
56689.00000000
0.006127165044
Long
EC
CORP
US
N
1
N
N
N
Prestige Consumer Healthcare I
N/A
Prestige Consumer Healthcare Inc
74112D101
2010.00000000
NS
USD
125886.30000000
0.013606275238
Long
EC
CORP
US
N
1
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2021-1
52607MAA7
700000.00000000
PA
USD
610883.63000000
0.066026651099
Long
ABS-O
CORP
US
N
2
2031-11-20
Fixed
1.90000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AD2
10000.00000000
PA
USD
8711.14000000
0.000941533498
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
31946.00000000
NS
506582.29000000
0.054753361315
Long
EC
CORP
NL
N
2
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/INR FORWARD
000000000
1.00000000
NC
USD
-4429.25000000
-0.00047873036
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-54230103.82000000
INR
652942.00000000
USD
2023-06-21
-4429.25000000
N
N
N
Skanska AB
549300UINV5RINHGMG07
Skanska AB
000000000
2340.00000000
NS
35841.03000000
0.003873836303
Long
EC
CORP
SE
N
2
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457CH1
430000.00000000
PA
USD
438606.38000000
0.047406263648
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
5.40000000
N
N
N
N
N
N
Columbus McKinnon Corp/NY
549300W3HQB0HO1F3G69
Columbus McKinnon Corp/NY
199333105
1350.00000000
NS
USD
50166.00000000
0.005422134129
Long
EC
CORP
US
N
1
N
N
N
Lottery Corp Ltd/The
N/A
Lottery Corp Ltd/The
000000000
62216.00000000
NS
213983.25000000
0.023128132258
Long
EC
CORP
AU
N
2
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2019-B LLC
83404WAB3
147960.29000000
PA
USD
139848.80000000
0.015115395913
Long
ABS-O
CORP
US
N
2
2048-08-17
Fixed
3.09000000
N
N
N
N
N
N
2023-05-18
Prudential Investment Portfolios, Inc.
Christian J. Kelly
Christian J. Kelly
Chief Financial Officer