0001752724-21-014254.txt : 20210127
0001752724-21-014254.hdr.sgml : 20210127
20210127170054
ACCESSION NUMBER: 0001752724-21-014254
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201130
FILED AS OF DATE: 20210127
PERIOD START: 20210531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price Spectrum Funds II, Inc.
CENTRAL INDEX KEY: 0000923084
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07173
FILM NUMBER: 21560672
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-2000
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
FORMER COMPANY:
FORMER CONFORMED NAME: T. Rowe Price Personal Strategy Funds, Inc.
DATE OF NAME CHANGE: 20051028
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE PERSONAL STRATEGY FUNDS INC
DATE OF NAME CHANGE: 19940512
0000923084
S000002139
T. Rowe Price Spectrum Conservative Allocation Fund
C000005534
T. Rowe Price Spectrum Conservative Allocation Fund
PRSIX
C000169940
T. Rowe Price Spectrum Conservative Allocation Fund-I Class
PPIPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000923084
XXXXXXXX
S000002139
C000169940
C000005534
T. ROWE PRICE SPECTRUM FUNDS II, INC.
811-07173
0000923084
549300A8BZJXQVJCNM56
100 East Pratt Street
Baltimore
21202
410-345-2000
T. Rowe Price Spectrum Conservative Allocation Fund
S000002139
123UYQVEAGVMJ6ZNXH55
2021-05-31
2020-11-30
N
2451924871.14
31836077.39
2420088793.75
378288.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1323196.08000000
17234424.08000000
0.00000000
110774.78000000
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X5ZM8
180957.30000000
PA
USD
192540.64000000
0.007955932877
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GH25
108135.35000000
PA
USD
114172.18000000
0.004717685578
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
20100.00000000
NS
559220.97000000
0.023107456695
Long
EC
CORP
JP
N
2
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BT5
202000.00000000
PA
USD
208620.75000000
0.008620375853
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.89400000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AH1
960000.00000000
PA
USD
989754.27000000
0.040897436183
Long
DBT
CORP
KY
N
2
2022-07-06
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140GYJX8
807600.50000000
PA
USD
853947.54000000
0.035285793736
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2D6
700000.00000000
PA
USD
776106.30000000
0.032069331588
Long
DBT
CORP
SA
N
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
15919.00000000
NS
USD
746282.72000000
0.030836997465
Long
EC
CORP
US
N
1
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAA6
755000.00000000
PA
USD
853150.00000000
0.035252838747
Long
DBT
CORP
NL
N
2
2027-05-25
Fixed
3.62500000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
WORKDAY INC-CLASS A
98138H101
8948.00000000
NS
USD
2011420.92000000
0.083113517371
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MG63
26215.85000000
PA
USD
31221.28000000
0.001290088201
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
6.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF K-100 Mortgage Trust
30313PAS2
730000.00000000
PA
USD
793850.55000000
0.032802538156
Long
ABS-MBS
CORP
US
N
2
2052-11-25
Variable
3.60961800
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-IMC1
85572TAA3
255223.59000000
PA
USD
257010.69000000
0.010619886785
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
3.46800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31386FRU1
180.06000000
PA
USD
182.56000000
0.000007543524
Long
ABS-MBS
USGSE
US
N
2
2031-01-01
Fixed
7.00000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
685000.00000000
PA
USD
730341.52000000
0.030178294362
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24400000
N
N
N
N
N
N
AtriCure Inc
N/A
AtriCure Inc
04963C209
5919.00000000
NS
USD
257358.12000000
0.010634242870
Long
EC
CORP
US
N
1
N
N
N
Mesa Laboratories Inc
549300ZCG738WLX8ZW79
Mesa Laboratories Inc
59064R109
576.00000000
NS
USD
156533.76000000
0.006468099864
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
960000.00000000
PA
USD
1060167.36000000
0.043806961246
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXVII Ltd
55817EAA4
335000.00000000
PA
USD
334497.95000000
0.013821722197
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Floating
1.53688000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
457.59000000
0.000018907983
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
GENERAL ELECTRIC CO
General Electric Co
Y
Default Event
2020-12-20
60.50000000
USD
0.00000000
USD
200000.00000000
USD
397.09000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DWF2
39075.69000000
PA
USD
46299.95000000
0.001913150877
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.50000000
N
N
N
N
N
N
Strategic Education Inc
0PYXF82EO1UCNGL5I740
Strategic Education Inc
86272C103
700.00000000
NS
USD
65723.00000000
0.002715726801
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DV4Y8
640369.85000000
PA
USD
683033.61000000
0.028223493772
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
1195000.00000000
PA
USD
1339269.96000000
0.055339703380
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.55900000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
192500.00000000
NS
821458.41000000
0.033943316960
Long
EC
CORP
JP
N
2
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
ROPER TECHNOLOGIES INC
776696106
6377.00000000
NS
USD
2722979.00000000
0.112515665005
Long
EC
CORP
US
N
1
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CW5
95000.00000000
PA
USD
103783.42000000
0.004288413725
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
3128QJU46
13665.90000000
PA
USD
13726.29000000
0.000567181255
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
3.86500000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAC9
200000.00000000
PA
USD
212154.60000000
0.008766397354
Long
DBT
CORP
IE
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179NF78
211214.66000000
PA
USD
229512.94000000
0.009483657814
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.50000000
N
N
N
N
N
N
Cubic Corp
6HHLXIOGCDNZ4IRAIW26
Cubic Corp
229669106
7757.00000000
NS
USD
454249.92000000
0.018769969150
Long
EC
CORP
US
N
1
N
N
N
NATIONAL RESILIENCE SER B CVT PFD STOCK
N/A
NATIONAL RESILIENCE SER B CVT PFD STOCK
000000000
4451.00000000
NS
USD
60800.66000000
0.002512331785
Long
EP
CORP
US
Y
3
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
200600.00000000
NS
2857255.19000000
0.118064064317
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZP8
3510000.00000000
PA
USD
3506709.38000000
0.144900029662
Long
DBT
UST
US
N
2
2023-05-15
Fixed
0.12500000
N
N
N
N
N
N
HILTON WORLDWIDE HOLDINGS INC
549300HVGPK36ICB0B89
HILTON WORLDWIDE HOLDINGS IN
43300A203
21616.00000000
NS
USD
2240066.08000000
0.092561317823
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0CG2
11866.46000000
PA
USD
11866.46000000
0.000490331595
Long
ABS-MBS
CORP
US
N
2
2024-09-25
Floating
2.35013000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410YAA2
343.64000000
PA
USD
347.35000000
0.000014352779
Long
ABS-MBS
USGSE
US
N
2
2021-09-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193VJC7
73730.30000000
PA
USD
80745.12000000
0.003336452786
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV3
46591LAC5
392254.77000000
PA
USD
406739.99000000
0.016806820933
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAQ1
200000.00000000
PA
USD
236242.60000000
0.009761732735
Long
DBT
CORP
US
N
2
2027-04-13
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AVS3
196228.05000000
PA
USD
213684.17000000
0.008829600407
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
JAND INC (DBA WARBY PARKER) CVT SER E PP
N/A
JAND INC (DBA WARBY PARKER) CVT SER E PP
000000000
4246.00000000
NS
USD
104156.93000000
0.004303847456
Long
EP
CORP
US
Y
3
N
N
N
ALLBIRDS
N/A
ALLBIRDS SERIES A CVT PFD STOCK PP
000000000
1470.00000000
NS
USD
16996.77000000
0.000702320098
Long
EP
CORP
US
Y
3
N
N
N
CHECKR INC COMMON STOCK PP
N/A
CHECKR INC COMMON STOCK PP
000000000
1585.00000000
NS
USD
38816.65000000
0.001603934950
Long
EC
CORP
US
Y
3
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-2
89173HAA4
46531.14000000
PA
USD
47562.41000000
0.001965316732
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XQU1
500000.00000000
PA
USD
490558.52000000
0.020270269473
Long
ABS-MBS
CORP
US
N
2
2030-02-25
Floating
2.80013000
N
N
N
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
12525.00000000
NS
2046839.74000000
0.084577051275
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FCN4
14253.34000000
PA
USD
15873.64000000
0.000655911470
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
4.50000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
1173.00000000
NS
USD
139235.10000000
0.005753305430
Long
EC
CORP
IE
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
12847.00000000
NS
USD
2925904.25000000
0.120900698253
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SEH6
669281.29000000
PA
USD
725228.37000000
0.029967014924
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.50000000
N
N
N
N
N
N
Papa John's International Inc
HZYLD3DK5XOX0WBVNB56
Papa John's International Inc
698813102
8900.00000000
NS
USD
715204.00000000
0.029552799957
Long
EC
CORP
US
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-INV2
92537LAA0
345614.53000000
PA
USD
351377.17000000
0.014519185035
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.14800000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAP8
175000.00000000
PA
USD
181125.00000000
0.007484229523
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFM1
880000.00000000
PA
USD
932800.00000000
0.038544040301
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AU3
130000.00000000
PA
USD
185689.27000000
0.007672828801
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/EUR FORWARD
000000000
1.00000000
NC
USD
698.67000000
0.000028869601
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-127421.58000000
USD
107169.18000000
EUR
2021-02-19
698.67000000
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
000000000
117190.00000000
NS
8542886.68000000
0.352998894175
Long
EC
CORP
CN
N
2
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CB4
105000.00000000
PA
USD
117544.25000000
0.004857022201
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
000000000
16852.00000000
NS
1291519.21000000
0.053366604288
Long
EC
CORP
DE
N
2
N
N
N
API GROUP CORP
213800NZT1VX6PZ7BT53
API GROUP CORP -CW27
00187Y118
17750.00000000
NS
USD
28045.00000000
0.001158841777
Long
EC
CORP
GB
N
2
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296103
16914.00000000
NS
USD
1818593.28000000
0.075145725425
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138YTK86
108622.91000000
PA
USD
113870.16000000
0.004705205870
Long
ABS-MBS
USGSE
US
N
2
2030-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHVS8
120485.49000000
PA
USD
135148.10000000
0.005584427329
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
Austin Fairmont Hotel Trust
N/A
Austin Fairmont Hotel Trust 2019-FAIR
05223HAL6
285000.00000000
PA
USD
266437.52000000
0.011009410922
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Floating
1.94100000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
61216.00000000
NS
USD
1777712.64000000
0.073456504760
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WH6D9
353797.58000000
PA
USD
379476.37000000
0.015680266400
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-4
89171UAE9
610000.00000000
PA
USD
649254.72000000
0.026827723085
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
3.75000000
N
N
N
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
335555.00000000
NS
591391.07000000
0.024436750896
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJGH5
436168.47000000
PA
USD
466457.19000000
0.019274383287
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust 2015-C
78448RAD8
555000.00000000
PA
USD
568031.57000000
0.023471517717
Long
ABS-O
CORP
US
N
2
2032-08-16
Floating
2.09088000
N
N
N
N
N
N
BankUnited Inc
96OVUWEW5D4YX6PFXD91
BankUnited Inc
06652K103
20600.00000000
NS
USD
587306.00000000
0.024267952544
Long
EC
CORP
US
N
1
N
N
N
NuVasive Inc
549300C5ZB4NZ6TWM881
NuVasive Inc
670704105
3700.00000000
NS
USD
171384.00000000
0.007081723631
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
325000.00000000
PA
USD
364138.78000000
0.015046504943
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419DL74
96247.97000000
PA
USD
107509.12000000
0.004442362622
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJW71
240073.43000000
PA
USD
260472.19000000
0.010762918727
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
SEISMIC SOFTWARE SER E CVT PFD STOCK PP
N/A
SEISMIC SOFTWARE SER E CVT PFD STOCK PP
000000000
1854.00000000
NS
USD
81486.45000000
0.003367085133
Long
EP
CORP
US
Y
3
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36297FYY2
18893.39000000
PA
USD
21459.28000000
0.000886714572
Long
ABS-MBS
USGA
US
N
2
2039-10-15
Fixed
5.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABH7
260000.00000000
PA
USD
267018.18000000
0.011033404257
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
Meridian Bancorp Inc
N/A
Meridian Bancorp Inc
58958U103
17562.00000000
NS
USD
239633.49000000
0.009901847015
Long
EC
CORP
US
N
1
N
N
N
HMS Holdings Corp
5299008569C65X81JE73
HMS Holdings Corp
40425J101
10800.00000000
NS
USD
339336.00000000
0.014021634283
Long
EC
CORP
US
N
1
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAC3
934000.00000000
PA
USD
1038698.60000000
0.042919854952
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3620A9S44
27224.51000000
PA
USD
31214.61000000
0.001289812592
Long
ABS-MBS
USGA
US
N
2
2039-09-15
Fixed
5.00000000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AT6
515000.00000000
PA
USD
616777.91000000
0.025485755381
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
280012.50000000
PA
USD
299610.57000000
0.012380147818
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.64100000
N
N
N
N
N
N
TreeHouse Foods Inc
5493007M7EVHE470Q576
TreeHouse Foods Inc
89469A104
10350.00000000
NS
USD
425695.50000000
0.017590077731
Long
EC
CORP
US
N
1
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAE4
890000.00000000
PA
USD
898917.80000000
0.037144000762
Long
DBT
CORP
NL
N
2
2021-04-23
Fixed
3.93300000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND CO
075887109
4288.00000000
NS
USD
1006993.92000000
0.041609792277
Long
EC
CORP
US
N
1
N
N
N
Cal-Maine Foods Inc
549300NHE5WMIEIEMF53
Cal-Maine Foods Inc
128030202
10311.00000000
NS
USD
403469.43000000
0.016671678784
Long
EC
CORP
US
N
1
N
N
N
MGE Energy Inc
N/A
MGE Energy Inc
55277P104
2231.00000000
NS
USD
153202.77000000
0.006330460700
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERA59
30076.89000000
PA
USD
32718.13000000
0.001351939238
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202E7H6
20911.82000000
PA
USD
24092.99000000
0.000995541571
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELN41
138367.09000000
PA
USD
152004.54000000
0.006280948880
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
175000.00000000
PA
USD
190872.68000000
0.007887011439
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621EAK9
657000.00000000
PA
USD
752265.00000000
0.031084190048
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HMU4
92991.64000000
PA
USD
108403.70000000
0.004479327381
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ82
122109.30000000
PA
USD
140683.97000000
0.005813173895
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
5.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
630000.00000000
PA
USD
721073.43000000
0.029795329488
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Avalara Inc
N/A
Avalara Inc
05338G106
900.00000000
NS
USD
154575.00000000
0.006387162338
Long
EC
CORP
US
N
1
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K94 Mortgage Trust
30310XAE9
300000.00000000
PA
USD
339603.60000000
0.014032691729
Long
ABS-MBS
CORP
US
N
2
2052-07-25
Variable
4.10107900
N
N
N
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
87700.00000000
NS
1072864.10000000
0.044331600673
Long
EC
CORP
JP
N
2
N
N
N
BLACKSTONE PARTNERS OFFSHORE
N/A
BLACKSTONE PARTNERS OFFSHORE FD-BB1
000000000
96581.56208000
NS
USD
118682320.93000000
4.904048200070
Long
EC
CORP
US
N
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WPGW8
340082.43000000
PA
USD
364489.11000000
0.015060980859
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2019-REV1
34532PAA8
1175000.00000000
PA
USD
1281874.12000000
0.052968061474
Long
ABS-O
CORP
US
N
2
2030-07-15
Fixed
3.52000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XHT4
612067.42000000
PA
USD
605599.26000000
0.025023844644
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Floating
1.50013000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115Q308
7344.00000000
NS
USD
759075.84000000
0.031365619392
Long
EC
CORP
US
N
1
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AG4
195000.00000000
PA
USD
217479.60000000
0.008986430603
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.30000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBD5
670000.00000000
PA
USD
730369.68000000
0.030179457955
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
XOMETRY SER C CVT PFD STOCK PP
N/A
XOMETRY SER C CVT PFD STOCK PP
000000000
283.00000000
NS
USD
2727.27000000
0.000112692972
Long
EP
CORP
US
Y
3
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
920000.00000000
PA
USD
973949.72000000
0.040244379566
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.37500000
N
N
N
N
N
N
RAPT Therapeutics Inc
549300MB473BIU78ES48
RAPT Therapeutics Inc
75382E109
2600.00000000
NS
USD
56342.00000000
0.002328096396
Long
EC
CORP
US
N
1
N
N
N
ADT Inc
N/A
ADT Inc
00090Q103
35056.00000000
NS
USD
272385.12000000
0.011255170500
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RVB2
155053.42000000
PA
USD
166255.51000000
0.006869810332
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417YUH8
106068.11000000
PA
USD
115584.60000000
0.004776047899
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6C47
181266.38000000
PA
USD
188834.51000000
0.007802792628
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416XY95
110225.23000000
PA
USD
123563.18000000
0.005105729191
Long
ABS-MBS
USGSE
US
N
2
2041-03-01
Fixed
4.50000000
N
N
N
N
N
N
NURO SERIES C CVT PFD STOCK
N/A
NURO SERIES C CVT PFD STOCK
000000000
5053.00000000
NS
USD
65964.89000000
0.002725721889
Long
EP
CORP
US
Y
3
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAH6
940000.00000000
PA
USD
1052266.08000000
0.043480474051
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
3285.00000000
NS
USD
821939.85000000
0.033963210445
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
710000.00000000
PA
USD
741322.36000000
0.030632031432
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
OCP CLO Ltd
254900NUK1R46EK6YF62
OCP CLO 2014-7 Ltd
67107KAZ9
830000.00000000
PA
USD
827103.52000000
0.034176577410
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
1.33838000
N
N
N
N
N
N
Federal Signal Corp
549300RTXZRPTNP6G884
Federal Signal Corp
313855108
5200.00000000
NS
USD
161356.00000000
0.006667358669
Long
EC
CORP
US
N
1
N
N
N
FirstKey Mortgage Trust
549300FDRDXQEPF84Y37
FirstKey Mortgage Trust 2014-1
33766WBL7
172010.08000000
PA
USD
174238.42000000
0.007199670543
Long
ABS-MBS
CORP
US
N
2
2044-11-25
Variable
4.00474000
N
N
N
N
N
N
Pacific Premier Bancorp Inc
549300Q1KIC3KLI0XG98
Pacific Premier Bancorp Inc
69478X105
13600.00000000
NS
USD
391952.00000000
0.016195769387
Long
EC
CORP
US
N
1
N
N
N
Brink's Co/The
XFP140TFNOQMIVFTVQ13
Brink's Co/The
109696104
8512.00000000
NS
USD
571155.20000000
0.023600588601
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194CT94
24731.66000000
PA
USD
27084.70000000
0.001119161415
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
4815.00000000
NS
USD
408745.35000000
0.016889684008
Long
EC
CORP
US
N
1
N
N
N
Generation Bio - Restricted Lockup
N/A
Generation Bio - Restricted Lockup
000000000
3498.00000000
NS
USD
160239.88000000
0.006621239700
Long
EC
CORP
US
Y
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
920000.00000000
PA
USD
973220.16000000
0.040214233565
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
985000.00000000
PA
USD
1129674.83000000
0.046679065368
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FB47
26160.43000000
PA
USD
30131.13000000
0.001245042333
Long
ABS-MBS
USGA
US
N
2
2039-10-20
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBE3
155000.00000000
PA
USD
209093.30000000
0.008639901996
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
4.75000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBT1
1165000.00000000
PA
USD
1269724.18000000
0.052466016258
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128LXFP0
24073.76000000
PA
USD
27936.47000000
0.001154357231
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WMW49
15508.68000000
PA
USD
16934.78000000
0.000699758622
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Atlantic Capital Bancshares In
5493005URKIOUNJO6097
Atlantic Capital Bancshares Inc
048269203
7214.00000000
NS
USD
101284.56000000
0.004185158836
Long
EC
CORP
US
N
1
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
48500.00000000
NS
1529597.40000000
0.063204185067
Long
EC
CORP
JP
N
2
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
45170.00000000
NS
USD
2703424.50000000
0.111707657462
Long
EC
CORP
US
N
1
N
N
N
Liberty Oilfield Services Inc
N/A
Liberty Oilfield Services Inc
53115L104
30526.00000000
NS
USD
283891.80000000
0.011730635699
Long
EC
CORP
US
N
1
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAF0
272000.00000000
PA
USD
290015.92000000
0.011983689224
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2019-INV3
12557LAQ8
221066.21000000
PA
USD
226113.19000000
0.009343177431
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
NOK/USD FORWARD
000000000
1.00000000
NC
USD
9648.15000000
0.000398669256
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-532305.53000000
USD
4820000.00000000
NOK
2021-01-22
9648.15000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6Q9
95.98000000
PA
USD
96.68000000
0.000003994894
Long
ABS-MBS
USGSE
US
N
2
2021-02-01
Fixed
5.00000000
N
N
N
N
N
N
RIVIAN AUTO SER E CVT PFD STOCK PP
N/A
RIVIAN AUTO SER E CVT PFD STOCK PP
000000000
10520.00000000
NS
USD
167057.60000000
0.006902953330
Long
EP
CORP
US
Y
3
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AN9
120000.00000000
PA
USD
122933.64000000
0.005079716096
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.35000000
N
N
N
N
N
N
Mueller Water Products Inc
549300F7ZU4P1F8V8L60
Mueller Water Products Inc
624758108
25300.00000000
NS
USD
300311.00000000
0.012409090144
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZM5
529430.63000000
PA
USD
558481.49000000
0.023076900791
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPH31
45303.05000000
PA
USD
52568.01000000
0.002172152118
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
5.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME Ultra Long Term US Treasury Bond Future
000000000
48.00000000
NC
USD
-79880.54000000
-0.00330072765
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
2021-03-22
10449380.54000000
USD
-79880.54000000
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312933NW0
130514.71000000
PA
USD
145906.14000000
0.006028958126
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
260000.00000000
PA
USD
308699.30000000
0.012755701393
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DMV2
179958.52000000
PA
USD
194841.41000000
0.008051002529
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
154.00000000
NS
USD
63050.68000000
0.002605304407
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132H3PR8
227199.32000000
PA
USD
247029.86000000
0.010207470925
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.50000000
N
N
N
N
N
N
RIVIAN AUTOMOTIVE SER D CVT PFD STK PP
N/A
RIVIAN AUTOMOTIVE SER D CVT PFD STK PP
000000000
10000.00000000
NS
USD
158800.00000000
0.006561742710
Long
EP
CORP
US
Y
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AAH1
62303.50000000
PA
USD
67930.22000000
0.002806930893
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
XOMETRY SER B CVT PFD STOCK PP
N/A
XOMETRY SER B CVT PFD STOCK PP
000000000
273.00000000
NS
USD
2630.90000000
0.000108710887
Long
EP
CORP
US
Y
3
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLT0
541067.07000000
PA
USD
584327.88000000
0.024144894249
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DH0
510000.00000000
PA
USD
578281.35000000
0.023895046805
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENZ93
271752.29000000
PA
USD
295272.30000000
0.012200887040
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
480000.00000000
PA
USD
486442.56000000
0.020100194722
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCK8
460000.00000000
PA
USD
465983.54000000
0.019254811691
Long
ABS-O
CORP
US
N
2
2022-11-20
Fixed
2.72000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDZ2
360000.00000000
PA
USD
400013.64000000
0.016528882784
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAG6
300000.00000000
PA
USD
308250.00000000
0.012737135959
Long
DBT
CORP
KY
N
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A2WY1
31557.95000000
PA
USD
34659.96000000
0.001432177203
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
5493003EWUCLH0O45S72
Sequoia Mortgage Trust 2018-CH4
81747LAB7
231394.01000000
PA
USD
236994.00000000
0.009792781182
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
4.00000000
N
N
N
N
N
N
SG Capital Partners
N/A
SG Residential Mortgage Trust 2019-3
78432BAA7
276859.63000000
PA
USD
280644.16000000
0.011596440623
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.70300000
N
N
N
N
N
N
VANKE REAL ESTATE HK
25490078APAXS5NZGF08
Vanke Real Estate Hong Kong Co Ltd
000000000
1100000.00000000
PA
USD
1215654.35000000
0.050231807739
Long
DBT
CORP
HK
N
2
2024-03-11
Fixed
5.35000000
N
N
N
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AB8
426300.00000000
PA
USD
426760.40000000
0.017634080249
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0FF1
17001.95000000
PA
USD
17001.95000000
0.000702534140
Long
ABS-MBS
CORP
US
N
2
2025-05-25
Floating
2.10013000
N
N
N
N
N
N
Babson CLO Ltd
549300Z33CTC4YAKLT16
Barings CLO Ltd 2016-II
06761CAA7
540000.00000000
PA
USD
538443.06000000
0.022248896874
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
1.29838000
N
N
N
N
N
N
Austin Fairmont Hotel Trust
N/A
Austin Fairmont Hotel Trust 2019-FAIR
05223HAG7
235000.00000000
PA
USD
226168.96000000
0.009345481892
Long
ABS-MBS
CORP
US
N
2
2032-09-15
Floating
1.39100000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
1420000.00000000
PA
USD
1581959.52000000
0.065367829646
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.24800000
N
N
N
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
4100.00000000
NS
USD
371911.00000000
0.015367659275
Long
EC
CORP
US
N
1
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
22658.00000000
NS
1260759.79000000
0.052095600510
Long
EC
CORP
DE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380UPK3
148721.67000000
PA
USD
157466.03000000
0.006506622005
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MK74
42836.58000000
PA
USD
46601.07000000
0.001925593396
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193VJD5
59539.23000000
PA
USD
64614.03000000
0.002669903276
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194MJQ5
56190.58000000
PA
USD
61582.66000000
0.002544644649
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RFU8
4255.97000000
PA
USD
4937.78000000
0.000204033009
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
Melrose Industries PLC
213800RGNXXZY2M7TR85
Melrose Industries PLC
000000000
742992.00000000
NS
1486680.24000000
0.061430813771
Long
EC
CORP
GB
N
2
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556102
20410.00000000
NS
USD
9490241.80000000
0.392144363649
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
8175000.00000000
PA
USD
7835226.56000000
0.323757813359
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
StoneCo Ltd
549300O1A9LEF0XZCR35
StoneCo Ltd
000000000
3912.00000000
NS
USD
286436.64000000
0.011835790518
Long
EC
CORP
BR
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-1
89172EAU8
63613.19000000
PA
USD
64485.84000000
0.002664606363
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
2.75000000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAA9
45000.00000000
PA
USD
45338.85000000
0.001873437458
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TAA7
295000.00000000
PA
USD
295000.00000000
0.012189635387
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
1.19100000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAX6
205000.00000000
PA
USD
245530.76000000
0.010145526917
Long
DBT
CORP
NL
N
2
2026-03-01
Fixed
5.35000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AK5
655000.00000000
PA
USD
755658.44000000
0.031224409697
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410FYT6
59201.72000000
PA
USD
70845.19000000
0.002927379779
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
East West Bancorp Inc
N/A
East West Bancorp Inc
27579R104
8500.00000000
NS
USD
363120.00000000
0.015004408141
Long
EC
CORP
US
N
1
N
N
N
Global Blood Therapeutics Inc
549300U4G0QKK99GRT15
Global Blood Therapeutics Inc
37890U108
7239.00000000
NS
USD
332342.49000000
0.013732656870
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F0226C4
3750000.00000000
PA
USD
3929177.85000000
0.162356763939
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCCH7
230744.35000000
PA
USD
246570.02000000
0.010188469970
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
PROFESSIONAL HOLDING CORP-A PP
N/A
PROFESSIONAL HOLDING CORP-A PP
000000000
1107.00000000
NS
USD
14933.43000000
0.000617061243
Long
EC
CORP
US
Y
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371MNT0
39477.21000000
PA
USD
47280.56000000
0.001953670465
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
6.00000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
15579.00000000
NS
USD
689682.33000000
0.028498224188
Long
EC
CORP
US
N
1
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
3281.00000000
NS
USD
908410.47000000
0.037536245461
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
420000.00000000
PA
USD
424803.96000000
0.017553238587
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417SBL3
13081.39000000
PA
USD
14651.76000000
0.000605422414
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.50000000
N
N
N
N
N
N
Close Brothers Group PLC
213800W73SYHR14I3X91
Close Brothers Group PLC
000000000
20884.00000000
NS
359368.69000000
0.014849401019
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac - SCRT
N/A
Seasoned Credit Risk Transfer Trust Series 2016-1
35563PAD1
94669.94000000
PA
USD
94655.79000000
0.003911252770
Long
ABS-MBS
CORP
US
N
2
2055-09-25
Variable
3.00000000
N
N
N
N
N
N
iRhythm Technologies Inc
549300FJI72RJGDQS384
iRhythm Technologies Inc
450056106
3053.00000000
NS
USD
746489.03000000
0.030845522359
Long
EC
CORP
US
N
1
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
135000.00000000
PA
USD
156431.25000000
0.006463864069
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
NTT Data Corp
353800SZGJGSLJRRWB43
NTT Data Corp
000000000
125200.00000000
NS
1662496.84000000
0.068695695971
Long
EC
CORP
JP
N
2
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
1114.00000000
NS
USD
297727.64000000
0.012302343648
Long
EC
CORP
US
N
1
N
N
N
Matson Inc
549300OI5H3Y0I9I4I12
Matson Inc
57686G105
11400.00000000
NS
USD
662682.00000000
0.027382549008
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Electric Corp
549300TRXM9Y6561AX39
Mitsubishi Electric Corp
000000000
144300.00000000
NS
2114172.82000000
0.087359307867
Long
EC
CORP
JP
N
2
N
N
N
T ROWE PR INFL PROT BND-I
QTPF0SBNUVQ114GUHO71
T ROWE PR INFL PROT BND-I
77958D200
592.00913000
NS
USD
7832.28000000
0.000323636059
Long
EC
RF
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M74W3
16966.98000000
PA
USD
18963.19000000
0.000783574141
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
PING AN
529900M9MC28JLN35U89
Ping An Insurance Group Co of China Ltd
000000000
80500.00000000
NS
946804.61000000
0.039122721961
Long
EC
CORP
CN
N
2
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857W308
80434.00000000
NS
USD
1333595.72000000
0.055105239255
Long
EC
CORP
GB
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKHN8
18702.19000000
PA
USD
20093.46000000
0.000830277800
Long
ABS-MBS
USGSE
US
N
2
2044-02-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31287QN98
3093.63000000
PA
USD
3460.49000000
0.000142990208
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
6.50000000
N
N
N
N
N
N
Housing Development Finance Co
335800OX2H9AP7NHLT64
Housing Development Finance Corp Ltd
000000000
31129.00000000
NS
936579.46000000
0.038700210604
Long
EC
CORP
IN
N
2
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAM2
260000.00000000
PA
USD
275348.12000000
0.011377604024
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.44800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERJM3
276307.56000000
PA
USD
296438.56000000
0.012249077834
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Legend Biotech Corp
254900EIUFZTW136H859
Legend Biotech Corp
52490G102
592.00000000
NS
USD
17600.16000000
0.000727252654
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
68113.00000000
NS
USD
3144777.21000000
0.129944703604
Long
EC
CORP
US
N
1
N
N
N
Adaptive Biotechnologies Corp
549300ZTF7OT1FW66Q96
Adaptive Biotechnologies Corp
00650F109
2564.00000000
NS
USD
123636.08000000
0.005108741477
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman CLO Ltd
549300SM4FYZ8US63U33
Neuberger Berman Loan Advisers CLO 38 Ltd
64133RAA4
590000.00000000
PA
USD
589788.14000000
0.024370516549
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
1.52981000
N
N
N
N
N
N
XOMETRY SER SEED-2 CVT PFD STOCK PP
N/A
XOMETRY SER SEED-2 CVT PFD STOCK PP
000000000
630.00000000
NS
USD
5040.00000000
0.000208256821
Long
EP
CORP
US
Y
3
N
N
N
BJ's Restaurants Inc
5299000EOW66I1OJNQ23
BJ's Restaurants Inc
09180C106
9642.00000000
NS
USD
318475.26000000
0.013159651861
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411AQT5
7699.19000000
PA
USD
8900.05000000
0.000367757167
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
6.50000000
N
N
N
N
N
N
Nevro Corp
254900SH91I4BOYKUE38
Nevro Corp
64157F103
2209.00000000
NS
USD
356201.25000000
0.014718519870
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGL5
37625.96000000
PA
USD
40461.64000000
0.001671907250
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.50000000
N
N
N
N
N
N
Atea Pharmaceuticals Inc
N/A
Atea Pharmaceuticals Inc
04683R106
1179.00000000
NS
USD
39284.28000000
0.001623257795
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAG8
265000.00000000
PA
USD
300112.50000000
0.012400887966
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HML4
18416.91000000
PA
USD
21829.91000000
0.000902029299
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
3128S4GD3
13844.66000000
PA
USD
14761.39000000
0.000609952413
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
4.19100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CKP7
258.64000000
PA
USD
282.04000000
0.000011654117
Long
ABS-MBS
USGA
US
N
2
2025-10-20
Fixed
8.00000000
N
N
N
N
N
N
First Bancshares Inc/The
5493006DL5RXJODMAF36
First Bancshares Inc/The
318916103
7592.00000000
NS
USD
207717.12000000
0.008583037140
Long
EC
CORP
US
N
1
N
N
N
T ROWE PRICE INTERNATIONAL BOND FUND - USD HEDGED
549300A3CV9FBEEC1242
T ROWE PRICE INTERNATIONAL BOND FUND - USD HEDGED
77956H195
13455597.05707500
NS
USD
138996317.60000000
5.743438751460
Long
EC
RF
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FRZF1
454124.79000000
PA
USD
69811.56000000
0.002884669363
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Fixed
4.50000000
N
N
N
N
N
N
Inari Medical Inc
N/A
Inari Medical Inc
45332Y109
496.00000000
NS
USD
34258.72000000
0.001415597646
Long
EC
CORP
US
N
1
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AJ5
95000.00000000
PA
USD
97662.00000000
0.004035471766
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFNV7
948106.58000000
PA
USD
1004379.35000000
0.041501756158
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDW1
720000.00000000
PA
USD
689654.74000000
0.028497084147
Long
ABS-O
CORP
US
N
2
2026-08-20
Fixed
3.02000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
8627.00000000
NS
USD
1035585.08000000
0.042791201821
Long
EC
CORP
US
N
1
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBB3
95000.00000000
PA
USD
109557.80000000
0.004527015714
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.50000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAG8
145000.00000000
PA
USD
160174.40000000
0.006618534014
Long
DBT
CORP
AU
N
2
2027-03-22
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MQX99
199985.67000000
PA
USD
217208.32000000
0.008975221097
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
Welcia Holdings Co Ltd
N/A
Welcia Holdings Co Ltd
000000000
14200.00000000
NS
572296.50000000
0.023647748028
Long
EC
CORP
JP
N
2
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV2
92537HAB7
532911.18000000
PA
USD
545464.54000000
0.022539030030
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.11700000
N
N
N
N
N
N
Ollie's Bargain Outlet Holding
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings Inc
681116109
9304.00000000
NS
USD
819310.24000000
0.033854552862
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
570000.00000000
PA
USD
586530.00000000
0.024235887605
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E0Q93
15598.27000000
PA
USD
17205.07000000
0.000710927220
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
3.50000000
N
N
N
N
N
N
Proofpoint Inc
529900C5FODDK0WSR085
Proofpoint Inc
743424103
3800.00000000
NS
USD
393262.00000000
0.016249899632
Long
EC
CORP
US
N
1
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
625000.00000000
PA
USD
674994.38000000
0.027891306374
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
SS&C TECHNOLOGIES HOLDINGS INC
529900POY8H7NPPNKK71
SS&C TECHNOLOGIES HOLDINGS
78467J100
11263.00000000
NS
USD
775908.07000000
0.032061140566
Long
EC
CORP
US
N
1
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAA5
181955.82000000
PA
USD
188369.00000000
0.007783557383
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBF2
1005000.00000000
PA
USD
1119903.86000000
0.046275321091
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.69600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419JSV1
295623.34000000
PA
USD
331618.42000000
0.013702737720
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCKG0
156108.07000000
PA
USD
166101.25000000
0.006863436185
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
T ROWE PRICE INSTITUTIONAL FLOATING RATE FUND
863VOPTBPYYVTH00FU88
T ROWE PR INST FLOAT RT
77958B402
5080917.66308400
NS
USD
48776809.57000000
2.015496691525
Long
EC
RF
US
N
1
N
N
N
US Physical Therapy Inc
529900KL1UXQYFIOMY96
US Physical Therapy Inc
90337L108
3910.00000000
NS
USD
415320.20000000
0.017161362057
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
2912.00000000
NS
USD
606249.28000000
0.025050703989
Long
EC
CORP
GB
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LF68
52418.47000000
PA
USD
60525.86000000
0.002500976830
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGFA7
255682.11000000
PA
USD
286656.50000000
0.011844875309
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
5531.00000000
NS
USD
1611567.47000000
0.066591253765
Long
EC
CORP
SE
N
1
N
N
N
Scentre Group
N/A
Scentre Group
000000000
347269.00000000
NS
710370.24000000
0.029353065136
Long
EC
CORP
AU
N
2
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
000000000
75060.00000000
NS
836515.17000000
0.034565474298
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQ2Z4
98502.59000000
PA
USD
107086.58000000
0.004424902932
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
570000.00000000
PA
USD
635548.86000000
0.026261386013
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
Steven Madden Ltd
549300Z9GZ7GYJWSGF43
Steven Madden Ltd
556269108
1700.00000000
NS
USD
53499.00000000
0.002210621368
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ARBE3
89590.96000000
PA
USD
98010.04000000
0.004049853057
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
450000.00000000
PA
USD
497501.87000000
0.020557174236
Long
DBT
CORP
KY
N
2
2025-09-17
Fixed
6.15000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-1
85571KAA3
331125.17000000
PA
USD
335954.50000000
0.013881908005
Long
ABS-MBS
CORP
US
N
2
2049-06-25
Variable
2.94100000
N
N
N
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
Boral Finance Pty Ltd
09952AAC0
915000.00000000
PA
USD
959985.06000000
0.039667348672
Long
DBT
CORP
AU
N
2
2028-05-01
Fixed
3.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
685000.00000000
PA
USD
724516.97000000
0.029937619308
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85200000
N
N
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL
718172109
6465.00000000
NS
USD
489723.75000000
0.020235776111
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MHX3
966.63000000
PA
USD
1122.68000000
0.000046390033
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
5.00000000
N
N
N
N
N
N
BANCO DE BOGOTA SA
549300LYHE7LWSKDZT53
Banco de Bogota SA
059514AE9
750000.00000000
PA
USD
808087.50000000
0.033390820290
Long
DBT
CORP
CO
N
2
2027-08-03
Fixed
4.37500000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-2
92535TAA5
194073.69000000
PA
USD
195439.60000000
0.008075720217
Long
ABS-MBS
CORP
US
N
2
2058-06-01
Variable
3.67700000
N
N
N
N
N
N
INTUITIVE SURGICAL INC
54930052SRG011710797
INTUITIVE SURGICAL INC
46120E602
5302.00000000
NS
USD
3849517.10000000
0.159065118186
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AJ5
200000.00000000
PA
USD
226900.00000000
0.009375689048
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
13288.00000000
NS
USD
4139477.76000000
0.171046524023
Long
EC
CORP
US
N
1
N
N
N
BOOZ ALLEN HAMILTON HOLDING CORP
529900JPV47PIUWMA015
BOOZ ALLEN HAMILTON HOLDINGS
099502106
5800.00000000
NS
USD
503382.00000000
0.020800145899
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKRN7
18996.88000000
PA
USD
22046.06000000
0.000910960790
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERN71
246792.34000000
PA
USD
263787.46000000
0.010899908329
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
30200.00000000
NS
885230.52000000
0.036578431431
Long
EC
CORP
JP
N
2
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
Stora Enso Oyj
000000000
91152.00000000
NS
1538030.19000000
0.063552634679
Long
EC
CORP
FI
N
2
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
25252.00000000
NS
USD
6475117.84000000
0.267557035788
Long
EC
CORP
GB
N
1
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
AES Gener SA
000000000
1100000.00000000
PA
USD
1173562.50000000
0.048492538911
Long
DBT
CORP
CL
N
2
2079-10-07
Fixed
6.35000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
295000.00000000
PA
USD
332331.66000000
0.013732209365
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
34763.00000000
NS
1554225.47000000
0.064221836571
Long
EC
CORP
DE
N
2
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
915000.00000000
PA
USD
1246274.84000000
0.051497070818
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
Denny's Corp
54930037V56XOULXM917
Denny's Corp
24869P104
12800.00000000
NS
USD
147328.00000000
0.006087710516
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDN9
150000.00000000
PA
USD
171755.40000000
0.007097070175
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.70000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
18469.00000000
NS
USD
3862606.66000000
0.159605989250
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
10520.00000000
NS
USD
2387829.60000000
0.098667024373
Long
EC
CORP
US
N
1
N
N
N
THG Holdings PLC
21380066N3SV9O8IDP37
THG Holdings PLC
000000000
27452.00000000
NS
230125.92000000
0.009508986636
Long
EC
CORP
GB
N
2
N
N
N
Advantage Solutions Inc
N/A
Advantage Solutions Inc
00791N102
9842.00000000
NS
USD
103439.42000000
0.004274199370
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2016-4
03065TAG7
1005000.00000000
PA
USD
1016387.55000000
0.041997944564
Long
ABS-O
CORP
US
N
2
2022-12-08
Fixed
2.74000000
N
N
N
N
N
N
COUNTRY GARDEN HLDGS
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
200000.00000000
PA
USD
208891.29000000
0.008631554781
Long
DBT
CORP
KY
N
2
2025-01-17
Fixed
5.12500000
N
N
N
N
N
N
Southwest Gas Holdings Inc
N/A
Southwest Gas Holdings Inc
844895102
9419.00000000
NS
USD
605170.75000000
0.025006138269
Long
EC
CORP
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAA3
150000.00000000
PA
USD
153796.95000000
0.006355012691
Long
DBT
CORP
IE
N
2
2022-05-26
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAH0
505000.00000000
PA
USD
565260.24000000
0.023357004150
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Fixed
3.76400000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFO SERV
31620M106
24151.00000000
NS
USD
3584249.91000000
0.148104066233
Long
EC
CORP
US
N
1
N
N
N
Reese Park CLO, Ltd.
N/A
REESE PARK CLO LTD
758465AC2
570000.00000000
PA
USD
570000.00000000
0.023552854815
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
0.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140E0E35
83651.44000000
PA
USD
89316.30000000
0.003690620783
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2017-3
36254MAG3
200000.00000000
PA
USD
202345.00000000
0.008361056855
Long
ABS-O
CORP
US
N
2
2023-03-16
Fixed
2.52000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA4
35565XAA8
640000.00000000
PA
USD
641096.00000000
0.026490598264
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Floating
1.64925000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGA61
441730.94000000
PA
USD
473756.11000000
0.019575980485
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
14400.00000000
NS
USD
2002752.00000000
0.082755310680
Long
EC
CORP
US
N
1
N
N
N
Columbia Banking System Inc
N/A
Columbia Banking System Inc
197236102
5300.00000000
NS
USD
167533.00000000
0.006922597238
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
S&P500 EMINI
000000000
269.00000000
NC
USD
2298747.28000000
0.094986071830
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2020-12-18
46433292.76000000
USD
2298747.28000000
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
23482.00000000
NS
731382.35000000
0.030221302288
Long
EC
CORP
GB
N
2
N
N
N
Benefit Street Partners CLO Lt
254900O9QVOQ1G7RF178
Benefit Street Partners CLO XI
08179CAQ4
280000.00000000
PA
USD
275450.30000000
0.011381826183
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
1.73688000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKV3
279347.87000000
PA
USD
297891.30000000
0.012309106210
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK25
06539WBE5
190000.00000000
PA
USD
203172.61000000
0.008395254361
Long
ABS-MBS
CORP
US
N
2
2063-01-15
Fixed
2.84100000
N
N
N
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAC5
145000.00000000
PA
USD
147184.72000000
0.006081790072
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAM6
50000.00000000
PA
USD
54871.00000000
0.002267313502
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
4.30000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BE0
535000.00000000
PA
USD
555270.08000000
0.022944202767
Long
DBT
CORP
GB
N
2
2023-05-15
Fixed
3.49800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FXGG1
559012.21000000
PA
USD
609267.45000000
0.025175417181
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Seven Generations Energy Ltd
549300XZHTA2VXQWAL67
Seven Generations Energy Ltd
81783Q105
22100.00000000
NS
91891.89000000
0.003797046217
Long
EC
CORP
CA
N
2
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
515000.00000000
PA
USD
543968.75000000
0.022477222794
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas Inc
68235P108
8100.00000000
NS
USD
641358.00000000
0.026501424313
Long
EC
CORP
US
N
1
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAD7
285000.00000000
PA
USD
328818.75000000
0.013587053121
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
7.00000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust 2019-2
31573TAA6
338250.91000000
PA
USD
346392.03000000
0.014313195073
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.73900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202D2X8
1543.51000000
PA
USD
1839.67000000
0.000076016632
Long
ABS-MBS
USGA
US
N
2
2033-12-20
Fixed
6.50000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
42965.00000000
NS
USD
2753626.85000000
0.113782058621
Long
EC
CORP
US
N
1
N
N
N
ESCO Technologies Inc
5493007JJLP5MEWVDH10
ESCO Technologies Inc
296315104
6749.00000000
NS
USD
667476.10000000
0.027580645045
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385W2S7
26444.06000000
PA
USD
31151.47000000
0.001287203596
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
Challenger Ltd
529900ACCCAOHJ2V3169
Challenger Ltd
000000000
99289.00000000
NS
417599.93000000
0.017255562319
Long
EC
CORP
AU
N
2
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
39567.00000000
NS
738145.77000000
0.030500772199
Long
EC
CORP
SG
N
2
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
320000.00000000
PA
USD
359379.52000000
0.014849848523
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.37500000
N
N
N
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
88700.00000000
NS
1850381.00000000
0.076459219379
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402Q6T3
11414.21000000
PA
USD
13241.88000000
0.000547165047
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
22012.00000000
NS
USD
1396441.28000000
0.057702067940
Long
EC
CORP
US
N
1
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2018-3
24381KAD6
250000.00000000
PA
USD
253559.95000000
0.010477299455
Long
ABS-MBS
CORP
US
N
2
2058-08-25
Variable
4.35700000
N
N
N
N
N
N
AMER AIRLINE 17-2B PTT
N/A
American Airlines 2017-2 Class B Pass Through Trust
02377DAA0
386320.25200000
PA
USD
266561.75000000
0.011014544205
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WZWA6
36398.50000000
PA
USD
39421.71000000
0.001628936512
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.50000000
N
N
N
N
N
N
280 Park Avenue Mortgage Trust
N/A
280 Park Avenue 2017-280P Mortgage Trust
90205FAA8
369560.00000000
PA
USD
369225.29000000
0.015256683595
Long
ABS-MBS
CORP
US
N
2
2034-09-15
Floating
1.02088000
N
N
N
N
N
N
Abcam PLC
213800B9N83DSNT33F79
Abcam PLC
000380204
5300.00000000
NS
USD
101018.00000000
0.004174144364
Long
EC
CORP
GB
N
1
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP3 Trust
67113AAP5
221679.47000000
PA
USD
227832.74000000
0.009414230609
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIII Ltd
55819JAA1
805000.00000000
PA
USD
805087.96000000
0.033266876904
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
1.56688000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
150000.00000000
PA
USD
173227.80000000
0.007157910918
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
Pola Orbis Holdings Inc
353800E8OIV0XYBABS79
Pola Orbis Holdings Inc
000000000
12400.00000000
NS
247376.25000000
0.010221784036
Long
EC
CORP
JP
N
2
N
N
N
APT PIPELINES LTD
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAD9
288000.00000000
PA
USD
325249.63000000
0.013439574235
Long
DBT
CORP
AU
N
2
2027-07-15
Fixed
4.25000000
N
N
N
N
N
N
Novanta Inc
N/A
Novanta Inc
67000B104
6751.00000000
NS
USD
809984.98000000
0.033469225678
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587602
7960.00000000
NS
USD
395232.91000000
0.016331339206
Long
EP
CORP
US
N
2
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XE26
313004.95000000
PA
USD
303919.48000000
0.012558195417
Long
ABS-MBS
CORP
US
N
2
2030-08-25
Floating
1.05013000
N
N
N
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
12463.00000000
NS
938351.67000000
0.038773439735
Long
EC
CORP
IE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VQJ2
203465.88000000
PA
USD
209855.13000000
0.008671381419
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.00000000
N
N
N
N
N
N
TRI Pointe Group Inc
N/A
TRI Pointe Group Inc
87265H109
13006.00000000
NS
USD
227344.88000000
0.009394071845
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
249351.08000000
PA
USD
250728.94000000
0.010360319862
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.17000000
N
N
N
N
N
N
Zendesk Inc
549300SLI6BN94BKKO36
Zendesk Inc
98936J101
1100.00000000
NS
USD
146850.00000000
0.006067959174
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKGS8
44866.52000000
PA
USD
46951.17000000
0.001940059807
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFK39
345666.22000000
PA
USD
372239.48000000
0.015381232331
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
3.50000000
N
N
N
N
N
N
ROOFOODS LTD (DELIVEROO) SR G CVT PFD PP
N/A
ROOFOODS LTD (DELIVEROO) SR G CVT PFD PP
000000000
13.00000000
NS
USD
5432.71000000
0.000224483912
Long
EP
CORP
GB
Y
3
N
N
N
SACI FALABELLA
5493004CKJQ7H391LM41
Falabella SA
000000000
1100000.00000000
PA
USD
1191096.50000000
0.049217057782
Long
DBT
CORP
CL
N
2
2025-01-27
Fixed
4.37500000
N
N
N
N
N
JAND INC
N/A
JAND INC (DBA WARBY PARKER) CL A PP
000000000
3441.00000000
NS
USD
84409.79000000
0.003487879875
Long
EC
CORP
US
Y
3
N
N
N
Agios Pharmaceuticals Inc
529900ONJHY8EOGYT555
Agios Pharmaceuticals Inc
00847X104
4434.00000000
NS
USD
205382.88000000
0.008486584481
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
25818.00000000
NS
USD
1626017.64000000
0.067188346320
Long
EC
CORP
US
N
1
N
N
N
NAVER Corp
N/A
NAVER Corp
000000000
3962.00000000
NS
997466.75000000
0.041216122010
Long
EC
CORP
KR
N
2
N
N
N
Omron Corp
549300ZHW0TR2QZ0NY83
Omron Corp
000000000
12100.00000000
NS
1086597.95000000
0.044899094314
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
185000.00000000
PA
USD
225263.03000000
0.009308048141
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
Towd Point Mortgage Trust
549300ZHISOOIT5VZP03
Towd Point Mortgage Trust 2015-3
89172HAK3
29580.26000000
PA
USD
29712.56000000
0.001227746687
Long
ABS-MBS
CORP
US
N
2
2054-03-25
Variable
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-2
89172PAJ8
85752.95000000
PA
USD
87493.87000000
0.003615316521
Long
ABS-MBS
CORP
US
N
2
2055-08-25
Variable
2.75000000
N
N
N
N
N
N
T. ROWE PRICE SHORT-TERM FUND
549300YTML4H25P65J89
T. ROWE PRICE SHORT-TERM FUND
000000000
328547.42000000
NS
USD
3285474.20000000
0.135758415496
Long
STIV
RF
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERCZ1
167654.49000000
PA
USD
183348.12000000
0.007576090615
Long
ABS-MBS
USGSE
US
N
2
2044-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CT94
3555.59000000
PA
USD
4017.22000000
0.000165994735
Long
ABS-MBS
USGA
US
N
2
2027-02-20
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M75Q5
40030.18000000
PA
USD
46315.30000000
0.001913785151
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
MARSH & MCLENNAN COS
571748102
17304.00000000
NS
USD
1983730.56000000
0.081969329601
Long
EC
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAL9
315000.00000000
PA
USD
313961.45000000
0.012973137630
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC-CL A
02079K305
1949.00000000
NS
USD
3419325.60000000
0.141289262147
Long
EC
CORP
US
N
1
N
N
N
ADVANTAGE SOLUTIONS INC
N/A
ADVANTAGE SOLUTIONS IN-CW25
00791N110
2460.00000000
NS
USD
4305.00000000
0.000177886035
Long
EC
CORP
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
97599.00000000
NS
1519335.07000000
0.062780137403
Long
EC
CORP
NO
N
2
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk Inc
848637104
12913.00000000
NS
USD
2636576.34000000
0.108945438151
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDQ2
50000.00000000
PA
USD
69943.35000000
0.002890115031
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419A3K1
93630.93000000
PA
USD
110364.54000000
0.004560350855
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
6.00000000
N
N
N
N
N
N
FLEXE SERIES C CVT PFD STOCK
N/A
FLEXE SERIES C CVT PFD STOCK
000000000
3599.00000000
NS
USD
43789.72000000
0.001809426171
Long
EP
CORP
US
Y
3
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJZW3
126669.47000000
PA
USD
132523.55000000
0.005475978829
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VD0
125557.95000000
PA
USD
132547.24000000
0.005476957719
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
3.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
365000.00000000
PA
USD
421927.59000000
0.017434384684
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
American Airlines 2016-1 Class AA Pass Through Trust
02376UAA3
230670.27900000
PA
USD
225765.31000000
0.009328802752
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.57500000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAC2
181155.28000000
PA
USD
180995.63000000
0.007478883852
Long
ABS-O
CORP
US
N
2
2037-01-15
Floating
0.86088000
N
N
N
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra Inc
70975L107
1055.00000000
NS
USD
234104.50000000
0.009673384737
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X0Y36
29248.39000000
PA
USD
31165.13000000
0.001287768038
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BX6
915000.00000000
PA
USD
1198616.15000000
0.049527775720
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.66900000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
35266.00000000
NS
USD
5293779.26000000
0.218743183046
Long
EC
CORP
US
N
1
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
000000000
900000.00000000
PA
USD
989431.20000000
0.040884086672
Long
DBT
CORP
BM
N
2
2026-08-15
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AF5
770000.00000000
PA
USD
800873.15000000
0.033092717592
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A2AX7
84752.82000000
PA
USD
92661.41000000
0.003828843397
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
15995.00000000
NS
USD
3264259.60000000
0.134881811296
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
50.00000000
NS
USD
23923.50000000
0.000988538109
Long
EC
CORP
US
N
1
N
N
N
GRAY OAK PIPELINE LLC
N/A
Gray Oak Pipeline LLC
38937LAB7
60000.00000000
PA
USD
61653.84000000
0.002547585863
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CP7
240000.00000000
PA
USD
240398.14000000
0.009933442963
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
1.31000000
N
N
N
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AM5
1345000.00000000
PA
USD
1432547.40000000
0.059194001629
Long
DBT
CORP
AU
N
2
2025-03-05
Fixed
3.65000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-2
59980AAA5
148801.69000000
PA
USD
151487.08000000
0.006259567020
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
2.75000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502101
8790.00000000
NS
USD
1620084.90000000
0.066943200769
Long
EC
CORP
US
N
1
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
17710.00000000
NS
1294752.91000000
0.053500223353
Long
EC
CORP
DE
N
2
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
1105000.00000000
PA
USD
1279590.00000000
0.052873679813
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHWG3
188013.29000000
PA
USD
206377.91000000
0.008527699914
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
HAUL HUB SER B CVT PFD STOCK PP
N/A
HAUL HUB SER B CVT PFD STOCK PP
000000000
1767.00000000
NS
USD
25762.86000000
0.001064541931
Long
EP
CORP
US
Y
3
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
EssilorLuxottica SA
000000000
8217.00000000
NS
1187825.50000000
0.049081897452
Long
EC
CORP
FR
N
2
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
000000000
3029.00000000
NS
1007287.74000000
0.041621933153
Long
EC
CORP
FR
N
2
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
391472.00000000
NS
1421680.30000000
0.058744964386
Long
EC
CORP
GB
N
2
N
N
N
Upwork Inc
N/A
Upwork Inc
91688F104
19000.00000000
NS
USD
621680.00000000
0.025688313652
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0KX6
18169.09000000
PA
USD
18169.09000000
0.000750761296
Long
ABS-MBS
CORP
US
N
2
2029-03-25
Floating
1.50013000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LHS4
6854.17000000
PA
USD
7678.65000000
0.000317287944
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM1
64829YAA8
316928.87000000
PA
USD
319027.26000000
0.013182460942
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.67461000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJMU9
534259.10000000
PA
USD
575568.91000000
0.023782966620
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV3
92537MAA8
978889.04000000
PA
USD
1004433.05000000
0.041503975085
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.69200000
N
N
N
N
N
N
ACADIA Pharmaceuticals Inc
529900O3044NO0PEA039
ACADIA Pharmaceuticals Inc
004225108
2485.00000000
NS
USD
140800.10000000
0.005817972479
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G9KV2
17658.51000000
PA
USD
19725.89000000
0.000815089514
Long
ABS-MBS
USGA
US
N
2
2048-07-20
Fixed
5.00000000
N
N
N
N
N
N
Hilton USA Trust
N/A
Hilton Orlando Trust 2018-ORL
432885AA9
629000.00000000
PA
USD
610083.39000000
0.025209132473
Long
ABS-MBS
CORP
US
N
2
2034-12-15
Floating
0.91088000
N
N
N
N
N
N
Michaels Cos Inc/The
549300H9LWMBP7HYLR98
Michaels Cos Inc/The
59408Q106
25700.00000000
NS
USD
254173.00000000
0.010502631170
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KH3Q7
179042.12000000
PA
USD
194232.43000000
0.008025838989
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.50000000
N
N
N
N
N
N
Generation Bio Co
N/A
Generation Bio Co
37148K100
1640.00000000
NS
USD
79080.80000000
0.003267681756
Long
EC
CORP
US
N
1
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
NZD/USD FORWARD
000000000
1.00000000
NC
USD
4872.12000000
0.000201319885
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-237061.58000000
USD
345000.00000000
NZD
2021-01-22
4872.12000000
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
22104.00000000
NS
USD
7434459.36000000
0.307197792874
Long
EC
CORP
US
N
1
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBR1
185000.00000000
PA
USD
182189.30000000
0.007528207248
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.25000000
N
N
N
N
N
N
Quidel Corp
549300X2FQ6S98OQLQ46
Quidel Corp
74838J101
5343.00000000
NS
USD
1042152.15000000
0.043062558394
Long
EC
CORP
US
N
1
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAC1
463434.45000000
PA
USD
468824.70000000
0.019372210689
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.96400000
N
N
N
N
N
N
Littelfuse Inc
549300MY7HLQFYTPCX75
Littelfuse Inc
537008104
2010.00000000
NS
USD
483465.30000000
0.019977171963
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Rubber Industries Ltd
353800JD4V72SJ3EOX37
Sumitomo Rubber Industries Ltd
000000000
35800.00000000
NS
315983.62000000
0.013056695308
Long
EC
CORP
JP
N
2
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
31700.00000000
NS
1285435.30000000
0.053115212273
Long
EC
CORP
JP
N
2
N
N
N
Investors Bancorp Inc
N/A
Investors Bancorp Inc
46146L101
21000.00000000
NS
USD
203280.00000000
0.008399691801
Long
EC
CORP
US
N
1
N
N
N
Northern Star Resources Ltd
254900XFXCRYYZAX6M78
Northern Star Resources Ltd
000000000
47122.00000000
NS
437644.56000000
0.018083822425
Long
EC
CORP
AU
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202CWR0
110.46000000
PA
USD
110.87000000
0.000004581236
Long
ABS-MBS
USGA
US
N
2
2027-07-20
Fixed
7.00000000
N
N
N
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia Inc
78709Y105
2100.00000000
NS
USD
366534.00000000
0.015145477345
Long
EC
CORP
US
N
1
N
N
N
Cole Park CLO Limited
N/A
Cole Park CLO Ltd 2015-1
19329LAN7
695000.00000000
PA
USD
693631.69000000
0.028661414894
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
1.26838000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FGNN5
99828.45000000
PA
USD
107547.19000000
0.004443935705
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS DEVON ENERGY CORP
000000000
1.00000000
NC
USD
-765.86000000
-0.00003164594
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
DEVON ENERGY CORPORATION
Devon Energy Corp
Y
Default Event
2024-12-20
18.87000000
USD
0.00000000
USD
50000.00000000
USD
-784.73000000
N
N
N
Umicore SA
529900F3AIQECS8ZSV61
Umicore SA
000000000
22705.00000000
NS
1018485.49000000
0.042084633118
Long
EC
CORP
BE
N
2
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-H
63935BAA1
380000.00000000
PA
USD
382946.52000000
0.015823655767
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below Inc
33829M101
1300.00000000
NS
USD
203320.00000000
0.008401344633
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
540000.00000000
PA
USD
602660.52000000
0.024902413562
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
27801.00000000
NS
USD
762859.44000000
0.031521960763
Long
EC
CORP
GB
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BLC0
3231.39000000
PA
USD
3833.51000000
0.000158403692
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephave Residential Mortgage Trust 2019-2
24381PAA1
238133.34000000
PA
USD
240250.61000000
0.009927346906
Long
ABS-MBS
CORP
US
N
2
2059-04-25
Variable
3.55800000
N
N
N
N
N
N
Barry Callebaut AG
213800Y5RWKLDPUTT265
Barry Callebaut AG
000000000
379.00000000
NS
816664.77000000
0.033745239931
Long
EC
CORP
CH
N
2
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AM5
270000.00000000
PA
USD
313843.95000000
0.012968282437
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.60000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBJ7
215000.00000000
PA
USD
211772.79000000
0.008750620660
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Variable
3.51700000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CL4
260000.00000000
PA
USD
295750.00000000
0.012220625985
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJQC5
120675.79000000
PA
USD
129866.95000000
0.005366205997
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
3.00000000
N
N
N
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
6556.00000000
NS
USD
911284.00000000
0.037654982013
Long
EC
CORP
US
N
1
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C22
92890KBC8
525000.00000000
PA
USD
567714.21000000
0.023458404148
Long
ABS-MBS
CORP
US
N
2
2057-09-15
Variable
4.06900000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
INTUIT INC
461202103
15987.00000000
NS
USD
5627743.74000000
0.232542861837
Long
EC
CORP
US
N
1
N
N
N
American Campus Communities In
529900MR3ZXRO3W6UX26
American Campus Communities Inc
024835100
10700.00000000
NS
USD
425860.00000000
0.017596875003
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419JSM1
44437.09000000
PA
USD
48568.83000000
0.002006902809
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB89
188343.14000000
PA
USD
202985.97000000
0.008387542247
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AJ7
680000.00000000
PA
USD
751791.00000000
0.031064603990
Long
DBT
CORP
KY
N
2
2027-07-06
Fixed
3.62500000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
000000000
72800.00000000
NS
1210843.61000000
0.050033024124
Long
EC
CORP
SG
N
2
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
840.00000000
NS
USD
380654.40000000
0.015728943540
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9HW4
220213.08000000
PA
USD
238477.37000000
0.009854075214
Long
ABS-MBS
USGSE
US
N
2
2047-06-01
Fixed
3.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAB1
120000.00000000
PA
USD
133650.00000000
0.005522524642
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
S&P 500 INDEX
000000000
-215.00000000
NC
USD
-8171075.00000000
-0.33763533888
N/A
DE
CORP
US
N
2
CBOE GLOBAL MARKETS, INC.
529900RLNSGA90UPEH54
Call
Written
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
100.00000000
3250.00000000
USD
2020-12-18
XXXX
-4797095.05000000
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AG5
465000.00000000
PA
USD
485925.00000000
0.020078808730
Long
DBT
CORP
GB
N
2
2022-09-27
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KHU1
29658.42000000
PA
USD
35204.40000000
0.001454673898
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd
000000000
9273.00000000
NS
USD
406713.78000000
0.016805737915
Long
EC
CORP
US
N
1
N
N
N
Axis Capital Holdings Ltd
N/A
Axis Capital Holdings Ltd
000000000
9400.00000000
NS
USD
471034.00000000
0.019463500728
Long
EC
CORP
BM
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VHU7
614938.73000000
PA
USD
652843.31000000
0.026976006487
Long
ABS-MBS
USGA
US
N
2
2050-03-20
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300ZUG1L9OO3W6B29
Sequoia Mortgage Trust 2018-CH1
81747DAB5
82770.97000000
PA
USD
84889.58000000
0.003507705180
Long
ABS-MBS
CORP
US
N
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VII Ltd
67108WBE8
622454.00000000
PA
USD
614947.23000000
0.025410110223
Long
ABS-CBDO
CORP
KY
N
2
2029-07-17
Floating
1.22775000
N
N
N
N
N
N
TOAST SERIES F CVT PFD STOCK PP
N/A
TOAST SERIES F CVT PFD STOCK PP
000000000
484.00000000
NS
USD
36300.00000000
0.001499944964
Long
EP
CORP
US
Y
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402DGM6
222602.88000000
PA
USD
267211.93000000
0.011041410161
Long
ABS-MBS
USGSE
US
N
2
2034-08-01
Fixed
6.00000000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD 2019-DPLO
054970AJ7
750000.00000000
PA
USD
711524.40000000
0.029400755949
Long
ABS-MBS
CORP
US
N
2
2034-10-15
Floating
1.68100000
N
N
N
N
N
N
G1 Therapeutics Inc
529900TC35UPZQYRKW13
G1 Therapeutics Inc
3621LQ109
2415.00000000
NS
USD
44097.90000000
0.001822160414
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BB4
415000.00000000
PA
USD
468339.12000000
0.019352146136
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB71
452261.95000000
PA
USD
480840.61000000
0.019868717678
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd
000000000
1200000.00000000
PA
USD
1262817.42000000
0.052180623424
Long
DBT
CORP
IN
N
2
2030-02-12
Fixed
3.94900000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAR8
580000.00000000
PA
USD
646744.66000000
0.026724005403
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.62500000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2F1
500000.00000000
PA
USD
608485.68000000
0.025143113821
Long
DBT
CORP
SA
N
2
2049-04-16
Fixed
4.37500000
N
N
N
N
N
N
WPP FINANCE 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAF4
670000.00000000
PA
USD
737014.74000000
0.030454037137
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAD6
935900.00000000
PA
USD
950378.37000000
0.039270392576
Long
ABS-O
CORP
US
N
2
2048-11-25
Fixed
4.31800000
N
N
N
N
N
N
NextEra Energy Partners LP
5493008F4ZOQFNG3WN54
NextEra Energy Partners LP
65341B106
4800.00000000
NS
USD
304656.00000000
0.012588629011
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Lease & Finance
353800MZ3QX9RLMH7B09
Mitsubishi UFJ Lease & Finance Co Ltd
000000000
106500.00000000
NS
488624.99000000
0.020190374471
Long
EC
CORP
JP
N
2
N
N
N
Five9 Inc
254900MXP6EWY0SFFR59
Five9 Inc
338307101
5805.00000000
NS
USD
900936.00000000
0.037227394396
Long
EC
CORP
US
N
1
N
N
N
Hanger Inc
254900ZJJJYVLHJXSZ60
Hanger Inc
41043F208
16963.00000000
NS
USD
384890.47000000
0.015903981332
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
56.00000000
NS
USD
31785.60000000
0.001313406354
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
260000.00000000
PA
USD
305816.16000000
0.012636567748
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBR6
680000.00000000
PA
USD
712943.28000000
0.029459385202
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.18200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMYW5
8772.11000000
PA
USD
10174.96000000
0.000420437466
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.00000000
N
N
N
N
N
N
Prosperity Bancshares Inc
N/A
Prosperity Bancshares Inc
743606105
5300.00000000
NS
USD
332999.00000000
0.013759784387
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194CTV5
126145.16000000
PA
USD
138147.00000000
0.005708344270
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2018-2
36418GAJ3
230524.39000000
PA
USD
238748.12000000
0.009865262820
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBD0
870000.00000000
PA
USD
1183292.22000000
0.048894578705
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.87500000
N
N
N
N
N
N
CubeSmart
N/A
CubeSmart
229663109
9700.00000000
NS
USD
315541.00000000
0.013038405897
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BN1
392000.00000000
PA
USD
492662.46000000
0.020357205953
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.87500000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360105
2320.00000000
NS
USD
876820.80000000
0.036230935090
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AK31
157401.29000000
PA
USD
171009.61000000
0.007066253537
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EMHW4
36035.56000000
PA
USD
42417.63000000
0.001752730317
Long
ABS-MBS
USGSE
US
N
2
2038-12-01
Fixed
5.50000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAE3
425000.00000000
PA
USD
471099.33000000
0.019466200216
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Variable
3.38000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FFU5
20932.80000000
PA
USD
24105.59000000
0.000996062213
Long
ABS-MBS
USGA
US
N
2
2040-04-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FP67
11485.51000000
PA
USD
12707.54000000
0.000525085692
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193VGZ9
39982.61000000
PA
USD
43984.35000000
0.001817468438
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
420000.00000000
PA
USD
438773.58000000
0.018130474432
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
Siemens Healthineers AG
529900QBVWXMWANH7H45
Siemens Healthineers AG
000000000
26384.00000000
NS
1212840.14000000
0.050115522336
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JACE6
351772.48000000
PA
USD
373712.08000000
0.015442081338
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCX0
405000.00000000
PA
USD
537654.92000000
0.022216330301
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.52200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DD97
52859.37000000
PA
USD
62737.32000000
0.002592356121
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
37502.00000000
NS
USD
1025679.70000000
0.042381903616
Long
EC
CORP
US
N
1
N
N
N
BWX Technologies Inc
549300NP85N265KWMS58
BWX Technologies Inc
05605H100
4608.00000000
NS
USD
262103.04000000
0.010830306750
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202EGQ6
114457.65000000
PA
USD
136000.06000000
0.005619630996
Long
ABS-MBS
USGA
US
N
2
2036-01-20
Fixed
5.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
150000.00000000
PA
USD
151534.95000000
0.006261545047
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co Ltd
000000000
56769.00000000
NS
3422078.13000000
0.141402998883
Long
EC
CORP
KR
N
2
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAF6
225000.00000000
PA
USD
225438.66000000
0.009315305313
Long
ABS-O
CORP
US
N
2
2026-09-18
Fixed
1.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGA20
700432.02000000
PA
USD
747983.64000000
0.030907280837
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31288ALH6
3251.85000000
PA
USD
3644.23000000
0.000150582491
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
6.00000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust 2014-C20
92890FAT3
266650.19000000
PA
USD
281907.43000000
0.011648639947
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
3.72300000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26209XAA9
264337.50000000
PA
USD
274908.36000000
0.011359432790
Long
ABS-O
CORP
US
N
2
2050-07-20
Fixed
3.78600000
N
N
N
N
N
N
Avery Dennison Corp
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611109
4111.00000000
NS
USD
613936.74000000
0.025368355970
Long
EC
CORP
US
N
1
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAD4
200000.00000000
PA
USD
213290.80000000
0.008813346045
Long
DBT
CORP
IE
N
2
2023-07-15
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9NY2
115157.95000000
PA
USD
125000.52000000
0.005165121227
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BK9
425000.00000000
PA
USD
485640.28000000
0.020067043872
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2018-2
03066LAG3
210000.00000000
PA
USD
222773.75000000
0.009205189106
Long
ABS-O
CORP
US
N
2
2024-07-18
Fixed
4.01000000
N
N
N
N
N
N
Boston Beer Co Inc/The
529900Q02MQ0DCQNRM58
Boston Beer Co Inc/The
100557107
1642.00000000
NS
USD
1528439.28000000
0.063156330625
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F5TN3
103910.73000000
PA
USD
111984.39000000
0.004627284349
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CK3
390000.00000000
PA
USD
460685.16000000
0.019035878402
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DPF3
1104117.72000000
PA
USD
1164632.30000000
0.048123535921
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2N81
33260.63000000
PA
USD
34829.19000000
0.001439169921
Long
ABS-MBS
USGA
US
N
2
2043-07-15
Fixed
3.00000000
N
N
N
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
37300.00000000
NS
866598.69000000
0.035808549349
Long
EC
CORP
JP
N
2
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-2
92537GAE3
796499.92000000
PA
USD
805610.60000000
0.033288472806
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
3.44800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194BZE8
119324.09000000
PA
USD
128845.09000000
0.005323981927
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9ZQ6
19795.57000000
PA
USD
20734.85000000
0.000856780546
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BN53
40560.78000000
PA
USD
48151.16000000
0.001989644352
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
535000.00000000
PA
USD
696920.43000000
0.028797308255
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9JW3
179744.20000000
PA
USD
195183.60000000
0.008065142093
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
FARMERS BUSINESS NETWORK INC
N/A
FARMERS BUSINESS NETWORK INC CVT SR D PP
000000000
5409.00000000
NS
USD
178803.15000000
0.007388288828
Long
EP
CORP
US
Y
3
N
N
N
A PLACE FOR ROVER INC PP
N/A
A PLACE FOR ROVER INC PP
000000000
5748.00000000
NS
USD
33108.48000000
0.001368068811
Long
EP
CORP
US
Y
3
N
N
N
Jimmy John's Funding LLC
N/A
Jimmy Johns Funding LLC
47760QAA1
38900.00000000
PA
USD
38878.99000000
0.001606510889
Long
ABS-O
CORP
US
N
2
2047-07-30
Fixed
3.61000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138A7QM3
83638.39000000
PA
USD
91807.76000000
0.003793569898
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJRA8
48059.68000000
PA
USD
53991.40000000
0.002230967728
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.50000000
N
N
N
N
N
N
State Auto Financial Corp
N/A
State Auto Financial Corp
855707105
4507.00000000
NS
USD
67695.14000000
0.002797217200
Long
EC
CORP
US
N
1
N
N
N
NexTier Oilfield Solutions Inc
529900L27H2D4QT0IT24
NexTier Oilfield Solutions Inc
65290C105
44800.00000000
NS
USD
125440.00000000
0.005183280891
Long
EC
CORP
US
N
1
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust
39152TAJ9
425000.00000000
PA
USD
392551.72000000
0.016220550296
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.77400000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWL4
955000.00000000
PA
USD
1089791.57000000
0.045031057241
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DBW8
8952.55000000
PA
USD
10620.47000000
0.000438846294
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.50000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.35.5Y
000000000
1.00000000
NC
USD
836376.38000000
0.034559739384
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.35.V1
Y
Default Event
2025-12-20
679288.70000000
USD
0.00000000
USD
31194000.00000000
USD
157087.68000000
N
N
N
CBOE GLOBAL MARKETS INC
529900RLNSGA90UPEH54
CBOE GLOBAL MARKETS INC
12503M108
6164.00000000
NS
USD
562896.48000000
0.023259331701
Long
EC
CORP
US
N
1
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAG7
1425000.00000000
PA
USD
1560375.00000000
0.064475940057
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SLU9
51681.96000000
PA
USD
57124.08000000
0.002360412566
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
4.50000000
N
N
N
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust 2020-2
92838TAD3
305000.00000000
PA
USD
308148.97000000
0.012732961319
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
3.40100000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAZ8
380000.00000000
PA
USD
409546.14000000
0.016922773290
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
31336SD88
373.86000000
PA
USD
374.42000000
0.000015471333
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Floating
2.28500000
N
N
N
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
45574.00000000
NS
USD
2098226.96000000
0.086700412208
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417KXK8
22622.60000000
PA
USD
25350.32000000
0.001047495449
Long
ABS-MBS
USGSE
US
N
2
2039-09-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJS7
407956.07000000
PA
USD
433679.18000000
0.017919969759
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419BBT1
482580.27000000
PA
USD
527323.31000000
0.021789419932
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
37733W105
47602.00000000
NS
USD
1751277.58000000
0.072364186988
Long
EC
CORP
GB
N
1
N
N
N
Professional Holding Corp
549300MOIYR1NW3J2W56
Professional Holding Corp
743139107
2961.00000000
NS
USD
42046.20000000
0.001737382533
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBK4
880000.00000000
PA
USD
946000.00000000
0.039089474834
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DHB8
1344.00000000
PA
USD
1349.74000000
0.000055772333
Long
ABS-MBS
USGSE
US
N
2
2021-05-01
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2015-MS1
61765DAW8
45000.00000000
PA
USD
49829.90000000
0.002059011228
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.16562300
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
6544.00000000
NS
2408820.30000000
0.099534376846
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2MV1
109358.49000000
PA
USD
126264.33000000
0.005217342864
Long
ABS-MBS
USGA
US
N
2
2039-12-15
Fixed
5.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CJ6
205000.00000000
PA
USD
207425.56000000
0.008570989648
Long
DBT
CORP
GB
N
2
2026-04-18
Fixed
1.64500000
N
N
N
N
N
N
Helios Technologies Inc
5493000BCJSMIDRNTI78
Helios Technologies Inc
42328H109
5940.00000000
NS
USD
292426.20000000
0.012083283917
Long
EC
CORP
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAP6
300000.00000000
PA
USD
314358.60000000
0.012989548185
Long
DBT
CORP
IE
N
2
2022-07-01
Fixed
4.62500000
N
N
N
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
4376.00000000
NS
1774675.64000000
0.073331013497
Long
EC
CORP
CH
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
435000.00000000
PA
USD
459839.81000000
0.019000947865
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2019-SOHO
36257XAJ0
800000.00000000
PA
USD
771854.80000000
0.031893656215
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Floating
1.44088000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DF99
76041.85000000
PA
USD
82539.82000000
0.003410611222
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z29
15085000.00000000
PA
USD
15511622.66000000
0.640952625377
Long
DBT
UST
US
N
2
2023-01-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDGD0
188429.47000000
PA
USD
201264.10000000
0.008316393205
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
3.00000000
N
N
N
N
N
N
Munich Re
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
10495.00000000
NS
2908173.21000000
0.120168037532
Long
EC
CORP
DE
N
2
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2016-1
59980TAA4
54600.54000000
PA
USD
55164.29000000
0.002279432479
Long
ABS-MBS
CORP
US
N
2
2057-04-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413DQ67
176.68000000
PA
USD
181.05000000
0.000007481130
Long
ABS-MBS
USGSE
US
N
2
2022-08-01
Fixed
6.00000000
N
N
N
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
13475.00000000
NS
USD
504369.25000000
0.020840939857
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
108731.00000000
NS
USD
2281176.38000000
0.094260028222
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
34538.00000000
NS
1758025.75000000
0.072643026757
Long
EC
CORP
FR
N
2
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
325000.00000000
PA
USD
358137.98000000
0.014798547099
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.73400000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBW4
725000.00000000
PA
USD
825847.50000000
0.034124677661
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9WH0
14148.98000000
PA
USD
15707.35000000
0.000649040235
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
1799.00000000
NS
USD
150036.60000000
0.006199632029
Long
EC
CORP
US
N
1
N
N
N
Dril-Quip Inc
5299007REICYIJNMW197
Dril-Quip Inc
262037104
3400.00000000
NS
USD
96628.00000000
0.003992746061
Long
EC
CORP
US
N
1
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2020-2
43789XAA2
392582.59000000
PA
USD
396602.99000000
0.016387952005
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.65700000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2020-NQM1
64830VAA1
428598.13000000
PA
USD
437613.01000000
0.018082518754
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.46413000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.34.V1
000000000
1.00000000
NC
USD
87146.93000000
0.003600980684
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.34
Y
Default Event
2025-06-20
0.00000000
USD
-47014.61000000
USD
4760000.00000000
USD
134161.54000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ADK0
10787.26000000
PA
USD
12802.30000000
0.000529001251
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.50000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
6036.00000000
NS
USD
968053.68000000
0.040000750488
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJK80
156739.59000000
PA
USD
171357.53000000
0.007080629869
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
4.00000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
27668.00000000
NS
USD
1094546.08000000
0.045227517388
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPW34
70971.47000000
PA
USD
85013.14000000
0.003512810778
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
6.00000000
N
N
N
N
N
N
Sanderson Farms Inc
529900KZGVFTWHUO2759
Sanderson Farms Inc
800013104
2700.00000000
NS
USD
369171.00000000
0.015254440289
Long
EC
CORP
US
N
1
N
N
N
Magnolia Oil & Gas Corp
N/A
Magnolia Oil & Gas Corp
559663109
36451.00000000
NS
USD
227818.75000000
0.009413652531
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1DC8
224705.80000000
PA
USD
222255.81000000
0.009183787412
Long
ABS-MBS
USGSE
US
N
2
2048-08-25
Variable
4.14064700
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8VP5
235813.16000000
PA
USD
250533.04000000
0.010352225118
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDGB4
150867.17000000
PA
USD
162232.24000000
0.006703565605
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
3.00000000
N
N
N
N
N
N
Hardee's Funding
N/A
Hardee's Funding LLC
411707AD4
539000.00000000
PA
USD
573911.03000000
0.023714461695
Long
ABS-O
CORP
US
N
2
2048-06-20
Fixed
4.95900000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AL2
875000.00000000
PA
USD
963755.63000000
0.039823151633
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.75000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
SEK/USD FORWARD
000000000
1.00000000
NC
USD
2700.44000000
0.000111584335
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-526833.97000000
USD
4535000.00000000
SEK
2021-02-19
2700.44000000
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2019-1
43789EAA4
311104.72000000
PA
USD
314263.80000000
0.012985630974
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
3.45400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJNB0
157007.82000000
PA
USD
169671.61000000
0.007010966309
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
53046.00000000
NS
USD
11915722.98000000
0.492367181351
Long
EC
CORP
US
N
1
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust LLC 2020-5
03464WAC6
235296.04000000
PA
USD
235664.80000000
0.009737857578
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
2.04100000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292SAG5
200703.57000000
PA
USD
217067.57000000
0.008969405195
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
Allogene Therapeutics Inc
N/A
Allogene Therapeutics Inc
019770106
1602.00000000
NS
USD
49742.10000000
0.002055383262
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410TAK1
387.16000000
PA
USD
436.18000000
0.000018023305
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
6.50000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2016-B
44891EAG4
365000.00000000
PA
USD
367292.24000000
0.015176808427
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
2.68000000
N
N
N
N
N
N
FirstService Corp
5493000XUDIV75BCF118
FirstService Corp
33767E202
7836.00000000
NS
USD
1081759.80000000
0.044699178096
Long
EC
CORP
CA
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-CH2
81746JAU1
258503.84000000
PA
USD
264769.82000000
0.010940500228
Long
ABS-MBS
CORP
US
N
2
2047-12-25
Variable
4.00000000
N
N
N
N
N
N
Carlyle Global Market Strategi
549300XYKYPK3H877P92
Carlyle Global Market Strategies CLO 2015-3 Ltd
14311MAN6
402998.00000000
PA
USD
400882.26000000
0.016564774856
Long
ABS-CBDO
CORP
KY
N
2
2028-07-28
Floating
1.22225000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERB74
56877.73000000
PA
USD
59709.18000000
0.002467230960
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.00000000
N
N
N
N
N
N
Samsonite International SA
549300UULS5HYFJSEL12
Samsonite International SA
000000000
309900.00000000
NS
501083.72000000
0.020705179136
Long
EC
CORP
US
N
2
N
N
N
API Group Corp
213800NZT1VX6PZ7BT53
API Group Corp
00187Y100
11850.00000000
NS
USD
183675.00000000
0.007589597558
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312945ZY7
126690.47000000
PA
USD
139119.00000000
0.005748508086
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
48449.00000000
NS
USD
1482054.91000000
0.061239691445
Long
EC
CORP
US
N
1
N
N
N
1STDIBS.COM SER D CVT PFD STOCK PP
N/A
1STDIBS.COM SER D CVT PFD STOCK PP
000000000
8813.00000000
NS
USD
73236.03000000
0.003026171196
Long
EP
CORP
US
Y
3
N
N
N
Cinemark Holdings Inc
549300LL2QMPTYIE0K55
Cinemark Holdings Inc
17243V102
9800.00000000
NS
USD
151410.00000000
0.006256382013
Long
EC
CORP
US
N
1
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
121736.00000000
NS
1363266.59000000
0.056331263279
Long
EC
CORP
GB
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
335000.00000000
PA
USD
406313.80000000
0.016789210422
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MG61
125790.16000000
PA
USD
139068.78000000
0.005746432955
Long
ABS-MBS
USGA
US
N
2
2042-07-20
Fixed
4.00000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BE9
510000.00000000
PA
USD
558862.08000000
0.023092627073
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36195KHB3
27949.80000000
PA
USD
30044.27000000
0.001241453209
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-C
63941KAD7
450000.00000000
PA
USD
437359.10000000
0.018072026990
Long
ABS-O
CORP
US
N
2
2068-11-15
Fixed
2.83000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
570000.00000000
PA
USD
572885.34000000
0.023672079366
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
Avidity Biosciences Inc
N/A
Avidity Biosciences Inc
05370A108
1220.00000000
NS
USD
36526.80000000
0.001509316521
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F0306C7
2550000.00000000
PA
USD
2663903.32000000
0.110074610769
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
340000.00000000
PA
USD
354697.86000000
0.014656398596
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.18800000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
138615.00000000
NS
2040515.20000000
0.084315716236
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132GKGF7
83796.51000000
PA
USD
91659.42000000
0.003787440371
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
VENTURE CORP LTD
N/A
VENTURE GLOBAL LNG INC SR C PP
000000000
37.00000000
NS
USD
205915.73000000
0.008508602268
Long
EC
CORP
US
Y
3
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
780259107
22565.00000000
NS
USD
732234.25000000
0.030256503475
Long
EC
CORP
NL
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAE8
50000.00000000
PA
USD
53559.05000000
0.002213102681
Long
DBT
CORP
N/A
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-3
03465LAA3
456603.87000000
PA
USD
459681.79000000
0.018994418353
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.69100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LUTV7
43157.85000000
PA
USD
46880.99000000
0.001937159914
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAE3
345000.00000000
PA
USD
388125.00000000
0.016037634693
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare 2020-2 Receivables Funding LLC
826525AC1
315560.69000000
PA
USD
325212.37000000
0.013438034622
Long
ABS-O
CORP
US
N
2
2037-07-20
Fixed
3.51000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CGZ2
53412.39000000
PA
USD
57533.01000000
0.002377309880
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
3.50000000
N
N
N
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
7300.00000000
NS
USD
494502.00000000
0.020433217214
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELB36
62812.32000000
PA
USD
69003.67000000
0.002851286703
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
DNB ASA
5967007LIEEXZX78M803
DNB ASA
000000000
126149.00000000
NS
2274621.88000000
0.093989191052
Long
EC
CORP
NO
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36184BZ34
52303.89000000
PA
USD
57767.58000000
0.002387002499
Long
ABS-MBS
USGA
US
N
2
2045-02-15
Fixed
3.50000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738108
35637.00000000
NS
USD
4104669.66000000
0.169608225557
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
2695.00000000
NS
USD
401878.40000000
0.016605936155
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
575000.00000000
PA
USD
643710.20000000
0.026598619094
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
AZZ Inc
549300HD1X2NFLWPYC83
AZZ Inc
002474104
9194.00000000
NS
USD
409960.46000000
0.016939893323
Long
EC
CORP
US
N
1
N
N
N
HEATHROW FUNDING LTD
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd
05607MAA5
570000.00000000
PA
USD
583532.94000000
0.024112046694
Long
DBT
CORP
JE
N
2
2021-07-15
Fixed
4.87500000
N
N
N
N
N
N
Marvell Technology Group Ltd
8DF36O58U3QIHUCGZB18
Marvell Technology Group Ltd
000000000
48218.00000000
NS
USD
2232011.22000000
0.092228484581
Long
EC
CORP
US
N
1
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
MASTERCARD INC - A
57636Q104
19331.00000000
NS
USD
6505074.81000000
0.268794881691
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M7TQ9
56750.89000000
PA
USD
63549.51000000
0.002625916460
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
36500.00000000
NS
2463397.58000000
0.101789553604
Long
EC
CORP
JP
N
2
N
N
N
Palmer Square CLO Ltd
549300U5OXIEE44RUY48
Palmer Square CLO 2020-2 Ltd
69701BAA0
505000.00000000
PA
USD
505505.00000000
0.020887869953
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
1.90398000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410WRA8
9723.53000000
PA
USD
10873.78000000
0.000449313266
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-6
03465AAC3
695275.71000000
PA
USD
695988.78000000
0.028758811734
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.77500000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAP9
315000.00000000
PA
USD
326642.09000000
0.013497111793
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
Oak Street Health Inc
N/A
Oak Street Health Inc
67181A107
911.00000000
NS
USD
42971.87000000
0.001775631956
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31390MFQ2
6722.24000000
PA
USD
7785.29000000
0.000321694394
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
35514.00000000
NS
USD
2255494.14000000
0.093198817573
Long
EC
CORP
US
N
1
N
N
N
T ROWE PRICE INSTITUTIONAL HIGH YIELD FUND
E81VH37I6Q4XM5FXIK06
T ROWE PR INST HI YLD
77958B204
13320776.29549100
NS
USD
116157169.30000000
4.799706919844
Long
EC
RF
US
N
1
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
7568.00000000
NS
564641.37000000
0.023331431948
Long
EC
CORP
AU
N
2
N
N
N
Heritage Commerce Corp
549300CLIS851ELSR406
Heritage Commerce Corp
426927109
20153.00000000
NS
USD
169688.26000000
0.007011654301
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VDC1
307026.66000000
PA
USD
316004.25000000
0.013057547756
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410YWF7
3792.80000000
PA
USD
4394.89000000
0.000181600361
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.50000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
28463.00000000
NS
USD
2437571.32000000
0.100722391934
Long
EC
CORP
US
N
1
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AD0
415000.00000000
PA
USD
459426.17000000
0.018983855930
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
1690.00000000
NS
USD
289885.70000000
0.011978308430
Long
EC
CORP
US
N
1
N
N
N
Altimeter Growth Corp
N/A
Altimeter Growth Corp
000000000
10543.00000000
NS
USD
128519.17000000
0.005310514652
Long
EC
CORP
US
N
1
N
N
N
SHERWIN-WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS CO/THE
824348106
447.00000000
NS
USD
334190.61000000
0.013809022663
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Bankin
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
61284.00000000
NS
1013698.90000000
0.041886847400
Long
EC
CORP
AU
N
2
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-H1
36418XAA5
355699.19000000
PA
USD
362731.93000000
0.014988372779
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.65700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TG66
357512.97000000
PA
USD
390227.08000000
0.016124494316
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
4.50000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
646.00000000
NS
USD
107817.40000000
0.004455100997
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412P2U4
12111.12000000
PA
USD
13574.36000000
0.000560903386
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X53G0
39781.27000000
PA
USD
43074.54000000
0.001779874362
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A
902494103
19716.00000000
NS
USD
1285483.20000000
0.053117191539
Long
EC
CORP
US
N
1
N
N
N
ONSLOW BAY FINANCIAL LLC
N/A
OBX 2020-EXP1 TRUST
67448TBE4
114220.49000000
PA
USD
114746.33000000
0.004741409914
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
0.90013000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
25.00000000
NC
USD
-12535.50000000
-0.00051797686
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
2021-03-22
4385191.75000000
USD
-12535.50000000
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DM9
380000.00000000
PA
USD
379154.12000000
0.015666950773
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
1.30000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST
78403DAR1
150000.00000000
PA
USD
154750.65000000
0.006394420336
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
2.32800000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-LTV1
46591NBH9
190322.56000000
PA
USD
195791.06000000
0.008090242825
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Variable
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378TDR8
88085.96000000
PA
USD
12600.70000000
0.000520670978
Long
ABS-MBS
USGA
US
N
2
2043-05-20
Fixed
3.50000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
61105.00000000
NS
6844646.99000000
0.282826275121
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6GM3
10248.37000000
PA
USD
11019.45000000
0.000455332466
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K92 Mortgage Trust
302973AG7
245000.00000000
PA
USD
280421.95000000
0.011587258728
Long
ABS-MBS
CORP
US
N
2
2052-05-25
Variable
4.33661800
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CJV9
2033.13000000
PA
USD
2400.23000000
0.000099179418
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
6.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
600000.00000000
PA
USD
778317.00000000
0.032160679476
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
NCINO INC - Restricted Lock up 01/09/2021
N/A
NCINO INC - Restricted Lock up 01/09/2021
000000000
3438.00000000
NS
USD
266154.49000000
0.010997715897
Long
EC
CORP
US
Y
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
United States 10 Year Treasury Note/Bond
000000000
-106.00000000
NC
USD
20247.06000000
0.000836624674
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
2021-03-22
-16675497.06000000
USD
20247.06000000
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
13291.00000000
NS
1148114.28000000
0.047440998155
Long
EC
CORP
GB
N
2
N
N
N
COLT Funding LLC
N/A
COLT 2020-3 Mortgage Loan Trust
12597QAA4
284508.25000000
PA
USD
286657.74000000
0.011844926547
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.50600000
N
N
N
N
N
N
Heritage Financial Corp/WA
N/A
Heritage Financial Corp/WA
42722X106
7700.00000000
NS
USD
179179.00000000
0.007403819250
Long
EC
CORP
US
N
1
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL/Hong Kong
000000000
950000.00000000
PA
USD
969355.22000000
0.040054531160
Long
DBT
CORP
TH
N
2
2034-09-25
Fixed
3.73300000
N
N
N
N
N
N
CONVOY SERIES D CVT PFD STOCK PP
N/A
CONVOY SERIES D CVT PFD STOCK PP
000000000
6236.00000000
NS
USD
72649.40000000
0.003001931176
Long
EP
CORP
US
Y
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGDN1
248239.64000000
PA
USD
265012.80000000
0.010950540355
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
30173.00000000
NS
1058838.21000000
0.043752039707
Long
EC
CORP
GB
N
2
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
129700.00000000
NS
1185774.49000000
0.048997148082
Long
EC
CORP
JP
N
2
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE IN
45866F104
7396.00000000
NS
USD
780351.96000000
0.032244765647
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DMJ71
412190.85000000
PA
USD
431501.25000000
0.017829975954
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAE3
120000.00000000
PA
USD
136583.28000000
0.005643730112
Long
DBT
CORP
AU
N
2
2026-02-02
Fixed
4.12500000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
580000.00000000
PA
USD
615561.09000000
0.025435475408
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAP6
5000.00000000
PA
USD
5386.69000000
0.000222582328
Long
DBT
CORP
DK
N
2
2023-09-12
Fixed
3.87500000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
46273.00000000
NS
4189351.00000000
0.173107326095
Long
EC
CORP
CH
N
2
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
3107.00000000
NS
USD
1295867.56000000
0.053546281580
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X4TB2
180455.76000000
PA
USD
195979.02000000
0.008098009482
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780099CH8
355000.00000000
PA
USD
396746.58000000
0.016393885258
Long
DBT
CORP
GB
N
2
2024-05-28
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419ADC8
36254.04000000
PA
USD
43008.74000000
0.001777155454
Long
ABS-MBS
USGSE
US
N
2
2038-02-01
Fixed
5.50000000
N
N
N
N
N
N
PAX LABS CLASS A COMMON PP
N/A
PAX LABS CLASS A COMMON PP
000000000
30352.00000000
NS
USD
50991.36000000
0.002107003682
Long
EC
CORP
US
Y
3
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAZ2
325000.00000000
PA
USD
341943.94000000
0.014129396445
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.48020000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
11945.00000000
NS
USD
1548669.25000000
0.063992249127
Long
EC
CORP
US
N
1
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAA7
120000.00000000
PA
USD
137072.52000000
0.005663945899
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312943UJ0
85244.84000000
PA
USD
92913.28000000
0.003839250867
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M74T0
35124.50000000
PA
USD
41469.41000000
0.001713549110
Long
ABS-MBS
USGSE
US
N
2
2033-12-01
Fixed
6.00000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAJ2
260000.00000000
PA
USD
295970.22000000
0.012229725651
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
4079.00000000
NS
USD
1846400.14000000
0.076294727068
Long
EC
CORP
US
N
1
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAH3
645000.00000000
PA
USD
682216.04000000
0.028189711128
Long
DBT
CORP
US
N
2
2024-10-08
Fixed
3.86900000
N
N
N
N
N
N
Flagship Communities REIT
N/A
Flagship Communities REIT
33843T108
2635.00000000
NS
USD
39788.50000000
0.001644092568
Long
EC
CORP
US
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV3
46591LBH3
338765.48000000
PA
USD
347120.35000000
0.014343289836
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36201FW86
4896.59000000
PA
USD
5317.18000000
0.000219710120
Long
ABS-MBS
USGA
US
N
2
2032-06-15
Fixed
7.50000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
161860.00000000
NS
1574365.53000000
0.065054039920
Long
EC
CORP
NL
N
2
N
N
N
Meritor Inc
5LTG829X630QFHTFBO82
Meritor Inc
59001K100
20500.00000000
NS
USD
541200.00000000
0.022362815835
Long
EC
CORP
US
N
1
N
N
N
Pennant Group Inc/The
5493007H2OYR6BYLDA64
Pennant Group Inc/The
70805E109
4929.00000000
NS
USD
249851.01000000
0.010324043094
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410G2F9
20622.90000000
PA
USD
24482.65000000
0.001011642633
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
Fanniemae Strip
B1V7KEBTPIMZEU4LTD58
Fannie Mae Interest Strip
3136FAHB9
2068.11000000
PA
USD
336.56000000
0.000013906927
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Fixed
6.50000000
N
N
N
N
N
N
Equity Bancshares Inc
549300BPQ2EJNU4WF694
Equity Bancshares Inc
29460X109
6176.00000000
NS
USD
125218.40000000
0.005174124202
Long
EC
CORP
US
N
1
N
N
N
T ROWE PRICE TREASURY RESERVE FUND
5493007QR86JJLYO6D96
T ROWE PRICE TREASURY RESERVE FUND
000000000
268037304.62000000
NS
USD
268037304.62000000
11.07551529977
Long
STIV
RF
US
N
1
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
03879QAF1
1455000.00000000
PA
USD
1578343.26000000
0.065218402898
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
4.60000000
N
N
N
N
N
N
SPX Corp
P761FCI0CPOG24I8JE10
SPX Corp
784635104
6600.00000000
NS
USD
338118.00000000
0.013971305551
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419FFW1
38588.76000000
PA
USD
42142.90000000
0.001741378254
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9LV2
314735.42000000
PA
USD
340862.62000000
0.014084715440
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.00000000
N
N
N
N
N
N
TOAST INC CVT PFD SR D PP
N/A
TOAST INC CVT PFD SR D PP
000000000
5711.00000000
NS
USD
428325.00000000
0.017698730769
Long
EP
CORP
US
Y
3
N
N
N
ROOFOODS LTD (DELIVEROO)
N/A
ROOFOODS LTD (DELIVEROO) CVT PFD SR F PP
000000000
393.00000000
NS
USD
152739.45000000
0.006311315948
Long
EP
CORP
US
Y
3
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31283HRL1
242.68000000
PA
USD
283.29000000
0.000011705768
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2020-INV1
36258KAS7
638600.03000000
PA
USD
650896.91000000
0.026895579686
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJMS6
68109.73000000
PA
USD
76415.13000000
0.003157534144
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417VN66
69083.04000000
PA
USD
77442.51000000
0.003199986306
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
Homology Medicines Inc
549300RWKPJEFTM3K452
Homology Medicines Inc
438083107
4223.00000000
NS
USD
41554.32000000
0.001717057659
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
3380000.00000000
PA
USD
3363100.00000000
0.138965975491
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS COLOMBIA
000000000
1.00000000
NC
USD
5825.15000000
0.000240699846
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
REPUBLIC OF COLOMBIA
Colombia Government International Bond
Y
Default Event
2025-12-20
0.00000000
USD
-11569.58000000
USD
762000.00000000
USD
17394.73000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELBQ5
12659.51000000
PA
USD
14691.64000000
0.000607070287
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
5.00000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
100.00000000
NS
USD
19199.00000000
0.000793317999
Long
EC
CORP
US
N
1
N
N
N
Neuberger Berman CLO Ltd
549300BLCSV170UP8R47
Neuberger Berman Loan Advisers CLO 29 Ltd
64130XAA4
470000.00000000
PA
USD
467528.04000000
0.019318631663
Long
ABS-CBDO
CORP
KY
N
2
2031-10-19
Floating
1.34775000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FQ74
27167.23000000
PA
USD
30252.31000000
0.001250049588
Long
ABS-MBS
USGA
US
N
2
2041-03-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179M2Q2
45426.94000000
PA
USD
49867.66000000
0.002060571501
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WCXF5
65000.53000000
PA
USD
70613.09000000
0.002917789222
Long
ABS-MBS
USGSE
US
N
2
2044-09-01
Fixed
3.50000000
N
N
N
N
N
N
Terminix Global Holdings Inc
549300GS10644JGL8R77
Terminix Global Holdings Inc
88087E100
4400.00000000
NS
USD
215732.00000000
0.008914218377
Long
EC
CORP
US
N
1
N
N
N
XOMETRY SER D CVT PFD STOCK PP
N/A
XOMETRY SER D CVT PFD STOCK PP
000000000
220.00000000
NS
USD
2120.14000000
0.000087605876
Long
EP
CORP
US
Y
3
N
N
N
Tricida Inc
549300QVPFFJC8SZXG25
Tricida Inc
89610F101
5052.00000000
NS
USD
36930.12000000
0.001525982025
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XTY0
363118.29000000
PA
USD
358459.85000000
0.014811847025
Long
ABS-MBS
CORP
US
N
2
2030-02-25
Floating
1.15013000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ7A0
9478.55000000
PA
USD
11180.77000000
0.000461998337
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
6.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
335861.13000000
PA
USD
343464.99000000
0.014192247445
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
000000000
99000.00000000
NS
1049948.81000000
0.043384722606
Long
EC
CORP
JP
N
2
N
N
N
Haynes International Inc
549300I9MS5UZLRFDO40
Haynes International Inc
420877201
6162.00000000
NS
USD
130572.78000000
0.005395371456
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LS37
215491.53000000
PA
USD
235205.99000000
0.009718899182
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814107
20904.00000000
NS
USD
2254287.36000000
0.093148952460
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
61765LAW0
125000.00000000
PA
USD
137971.63000000
0.005701097842
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.03600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TY6
12895000.00000000
PA
USD
13265731.25000000
0.548150600269
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.62500000
N
N
N
N
N
N
Quaker Chemical Corp
549300PJQ1R3WCWCPS54
Quaker Chemical Corp
747316107
2250.00000000
NS
USD
555750.00000000
0.022964033445
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-3
89175MAA1
452616.31000000
PA
USD
483201.45000000
0.019966269471
Long
ABS-MBS
CORP
US
N
2
2058-05-25
Variable
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
3128LUHZ2
14028.48000000
PA
USD
14721.05000000
0.000608285532
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Floating
3.73400000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FLP9
35106.27000000
PA
USD
39097.42000000
0.001615536591
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDGC2
160615.46000000
PA
USD
172328.43000000
0.007120748232
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TLV5
222793.09000000
PA
USD
247740.57000000
0.010236838030
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
5.00000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards 2019-30HY Mortgage Trust
44421GAJ2
490000.00000000
PA
USD
506477.28000000
0.020928045338
Long
ABS-MBS
CORP
US
N
2
2039-07-10
Variable
3.55789700
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
200000.00000000
PA
USD
234641.40000000
0.009695569873
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F0426C2
1085000.00000000
PA
USD
1175572.07000000
0.048575575947
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
4.50000000
N
N
N
N
N
N
Johnson Matthey PLC
2138001AVBSD1HSC6Z10
Johnson Matthey PLC
000000000
40185.00000000
NS
1184114.92000000
0.048928573325
Long
EC
CORP
GB
N
2
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
5210.00000000
NS
USD
1832773.80000000
0.075731675826
Long
EC
CORP
US
N
1
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAC9
150000.00000000
PA
USD
154399.50000000
0.006379910538
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
5312.00000000
NS
USD
1084338.56000000
0.044805734516
Long
EC
CORP
US
N
1
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAL4
670000.00000000
PA
USD
676549.00000000
0.027955544513
Long
DBT
CORP
US
N
2
2022-04-11
Fixed
3.16800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RF87
1430205.02000000
PA
USD
1528292.99000000
0.063150285805
Long
ABS-MBS
USGA
US
N
2
2045-06-20
Fixed
3.00000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBD9
100000.00000000
PA
USD
119492.30000000
0.004937517181
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.90000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
685000.00000000
PA
USD
854920.42000000
0.035325993914
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/EUR FORWARD
000000000
1.00000000
NC
USD
3252.23000000
0.000134384738
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-382295.58000000
USD
322500.49000000
EUR
2021-02-19
3252.23000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GTZ9
14182.18000000
PA
USD
15477.88000000
0.000639558351
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.50000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AY3
240000.00000000
PA
USD
264711.60000000
0.010938094531
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-1
89173FAA8
128130.86000000
PA
USD
131302.96000000
0.005425543076
Long
ABS-MBS
CORP
US
N
2
2056-10-25
Variable
2.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/NOK FORWARD
000000000
1.00000000
NC
USD
5635.94000000
0.000232881537
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-237231.27000000
USD
2160000.00000000
NOK
2021-01-22
5635.94000000
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BG3
875000.00000000
PA
USD
975815.75000000
0.040321485414
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.40000000
N
N
N
N
N
N
MSA Safety Inc
529900DVA3258XK11O39
MSA Safety Inc
553498106
2400.00000000
NS
USD
358656.00000000
0.014819952099
Long
EC
CORP
US
N
1
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AB6
190000.00000000
PA
USD
213355.56000000
0.008816021980
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.30200000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312939WT4
42711.33000000
PA
USD
48813.81000000
0.002017025578
Long
ABS-MBS
USGSE
US
N
2
2040-03-01
Fixed
5.00000000
N
N
N
N
N
N
Barings CLO Ltd
N/A
Barings CLO Ltd 2013-I
06760EAA4
374561.95000000
PA
USD
372344.11000000
0.015385555726
Long
ABS-CBDO
CORP
KY
N
2
2028-01-20
Floating
1.01838000
N
N
N
N
N
N
Freddie Mac - STACR
549300L8K4CLYS7FCQ06
STACR Trust 2018-DNA2
35563TAA9
112423.47000000
PA
USD
112423.46000000
0.004645427072
Long
ABS-MBS
CORP
US
N
2
2030-12-25
Floating
0.95013000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-1
92537DAA8
438488.23000000
PA
USD
441943.08000000
0.018261440701
Long
ABS-MBS
CORP
US
N
2
2059-02-25
Variable
3.83600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LTJW9
260876.25000000
PA
USD
283563.05000000
0.011717051487
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
1010000.00000000
PA
USD
1096449.94000000
0.045306186402
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2018-K731 Mortgage Trust
30296NAN9
705000.00000000
PA
USD
767526.38000000
0.031714802447
Long
ABS-MBS
CORP
US
N
2
2025-02-25
Variable
4.06327800
N
N
N
N
N
N
AUSGRID FINANCE PTY LTD
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
052113AB3
440000.00000000
PA
USD
506974.16000000
0.020948576817
Long
DBT
CORP
AU
N
2
2028-08-01
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJ39
529.10000000
PA
USD
614.11000000
0.000025375515
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.00000000
N
N
N
N
N
N
Atlassian Corp PLC
549300AGBII4MWBVJY22
Atlassian Corp PLC
000000000
2634.00000000
NS
USD
592781.70000000
0.024494212837
Long
EC
CORP
AU
N
1
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN CORP
666807102
87.00000000
NS
USD
26296.62000000
0.001086597321
Long
EC
CORP
US
N
1
N
N
N
Minerals Technologies Inc
549300D3I1QU67GP6403
Minerals Technologies Inc
603158106
6000.00000000
NS
USD
364020.00000000
0.015041596859
Long
EC
CORP
US
N
1
N
N
N
Home BancShares Inc/AR
N/A
Home BancShares Inc/AR
436893200
24200.00000000
NS
USD
447942.00000000
0.018509320862
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
23225.00000000
NS
USD
1198410.00000000
0.049519257437
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
549300YG8OJES76WL398
STACR Trust 2018-HRP2
35564AAK7
372912.59000000
PA
USD
370108.14000000
0.015293163662
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Floating
1.40013000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31412NBD7
27214.86000000
PA
USD
31841.32000000
0.001315708749
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
6765.00000000
NS
USD
444122.25000000
0.018351485744
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38380H5W8
185518.07000000
PA
USD
192502.60000000
0.007954361034
Long
ABS-MBS
USGA
US
N
2
2047-12-20
Fixed
3.00000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAX2
340000.00000000
PA
USD
382547.60000000
0.015807172075
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5SM2
149535.99000000
PA
USD
158762.59000000
0.006560196898
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2020-555
17328EAA6
950000.00000000
PA
USD
1000146.23000000
0.041326840262
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Fixed
2.64700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36192STM2
16866.45000000
PA
USD
18613.81000000
0.000769137481
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
3.50000000
N
N
N
N
N
N
InTown Hotel Portfolio Trust
N/A
InTown Hotel Portfolio Trust 2018-STAY
46117MAA2
280000.00000000
PA
USD
277533.84000000
0.011467919719
Long
ABS-MBS
CORP
US
N
2
2033-01-15
Floating
0.84088000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WUE9
45926.40000000
PA
USD
51494.57000000
0.002127796721
Long
ABS-MBS
USGSE
US
N
2
2040-02-01
Fixed
4.50000000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAE8
595000.00000000
PA
USD
710727.50000000
0.029367827405
Long
DBT
CORP
IT
N
2
2028-09-12
Fixed
4.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-INV1
46591VAC3
318928.61000000
PA
USD
330798.02000000
0.013668838137
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.50000000
N
N
N
N
N
N
SEISMIC SOFTWARE SER F CVT PFD STOCK PP
N/A
SEISMIC SOFTWARE SER F CVT PFD STOCK PP
000000000
141.00000000
NS
USD
6197.19000000
0.000256072835
Long
EP
CORP
US
Y
3
N
N
N
Outset Medical Inc
N/A
Outset Medical Inc
690145107
725.00000000
NS
USD
46400.00000000
0.001917285023
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0GW3
290178.03000000
PA
USD
302207.04000000
0.012487436030
Long
ABS-MBS
CORP
US
N
2
2028-04-25
Floating
4.85013000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38375GQN4
141952.56000000
PA
USD
5471.39000000
0.000226082200
Long
ABS-MBS
USGA
US
N
2
2037-05-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411JUZ7
489.51000000
PA
USD
498.44000000
0.000020595938
Long
ABS-MBS
USGSE
US
N
2
2022-02-01
Fixed
6.00000000
N
N
N
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
000000000
15600.00000000
NS
735483.47000000
0.030390763838
Long
EC
CORP
JP
N
2
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS REPUBLIC OF INDONESIA
000000000
1.00000000
NC
USD
7732.72000000
0.000319522160
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
Indonesia Government International Bond
REPUBLIC OF INDONESIA
Y
Default Event
2025-12-20
1006.29000000
USD
0.00000000
USD
500000.00000000
USD
6726.43000000
N
N
N
Orchard Therapeutics plc
21380056R45ONMT94Z50
Orchard Therapeutics plc
68570P101
5431.00000000
NS
USD
27535.17000000
0.001137775195
Long
EC
CORP
GB
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402QYY1
3732.08000000
PA
USD
4430.85000000
0.000183086257
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
5.50000000
N
N
N
N
N
N
SLM Student Loan Trust
549300MTK92VF84VT259
SLM Student Loan Trust 2008-9
78445JAA5
195770.07000000
PA
USD
195255.98000000
0.008068132892
Long
ABS-O
CORP
US
N
2
2023-04-25
Floating
1.71475000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
495000.00000000
PA
USD
496827.54000000
0.020529310382
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385HSH6
1511.95000000
PA
USD
1806.14000000
0.000074631145
Long
ABS-MBS
USGSE
US
N
2
2031-08-01
Fixed
7.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
489000.00000000
PA
USD
545742.58000000
0.022550518865
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
200000.00000000
PA
USD
222492.80000000
0.009193580027
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
990000.00000000
PA
USD
1335044.70000000
0.055165112265
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBK5
255000.00000000
PA
USD
305560.38000000
0.012625998714
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31287UEV0
1393.60000000
PA
USD
1461.51000000
0.000060390759
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-5
89171VAK3
39751.33000000
PA
USD
40058.02000000
0.001655229349
Long
ABS-MBS
CORP
US
N
2
2055-05-25
Variable
2.75000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
445000.00000000
PA
USD
482682.60000000
0.019944830175
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAE3
299000.00000000
PA
USD
355754.09000000
0.014700042862
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
4.60000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
145000.00000000
PA
USD
173727.84000000
0.007178572970
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0206C4
520000.00000000
PA
USD
543931.93000000
0.022475701362
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
3055.00000000
NS
USD
1085441.50000000
0.044851308877
Long
EC
CORP
US
N
1
N
N
N
SOUND BANK VOTING COMMON STOCK PP
N/A
SOUND BANK VOTING COMMON STOCK PP
000000000
1185.00000000
NS
USD
6221.25000000
0.000257067014
Long
EC
CORP
US
Y
3
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
37800.00000000
NS
1871763.63000000
0.077342766713
Long
EC
CORP
JP
N
2
N
N
N
National CineMedia Inc
N/A
National CineMedia Inc
635309107
26705.00000000
NS
USD
89995.85000000
0.003718700331
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCT22
235981.59000000
PA
USD
249414.80000000
0.010306018549
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
9700.00000000
NS
USD
387612.00000000
0.016016437124
Long
EC
CORP
US
N
1
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AS1
685000.00000000
PA
USD
713948.79000000
0.029500933678
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
930000.00000000
PA
USD
983368.98000000
0.040633590905
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
OCP CLO Ltd
254900NUK1R46EK6YF62
OCP CLO 2014-7 Ltd
67107KBB1
475000.00000000
PA
USD
470271.84000000
0.019432007669
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
1.86838000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
12963.00000000
NS
USD
6948945.78000000
0.287135984346
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
3128QJPK6
8404.72000000
PA
USD
8446.19000000
0.000349003310
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Floating
3.46500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
55.00000000
NC
USD
4648.38000000
0.000192074770
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
2021-03-31
12142187.53000000
USD
4648.38000000
N
N
N
Cactus Inc
549300J3T8C9F8QFKV08
Cactus Inc
127203107
4800.00000000
NS
USD
111360.00000000
0.004601484056
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
9559.00000000
NS
USD
750285.91000000
0.031002412470
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MNJ5
10749.96000000
PA
USD
11888.53000000
0.000491243545
Long
ABS-MBS
USGA
US
N
2
2042-09-20
Fixed
4.00000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
375000.00000000
PA
USD
410886.38000000
0.016978153076
Long
DBT
CORP
US
N
2
2027-07-15
Variable
3.90000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
30854.00000000
NS
USD
2858931.64000000
0.118133336569
Long
EC
CORP
US
N
1
N
N
N
WESTLAKE CHEMICAL CORP
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
000000000
215000.00000000
PA
263489.83000000
0.010887610019
Long
DBT
CORP
US
N
2
2029-07-17
Fixed
1.62500000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AN3
100000.00000000
PA
USD
110698.50000000
0.004574150348
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
Trip.com Group Ltd
2549004RMYDSRQL4KW41
Trip.com Group Ltd
89677Q107
902.00000000
NS
USD
30298.18000000
0.001251944973
Long
EC
CORP
CN
N
1
N
N
N
T ROWE PRICE US TREASURY LONG-TERM FUND
81MQEQSHGI5PN6BWN277
T ROWE PRICE US TREASURY LONG-TERM FUND
77957T503
552665.90688600
NS
USD
8301041.92000000
0.343005675718
Long
EC
RF
US
N
1
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDC5
875000.00000000
PA
USD
939379.79000000
0.038815922474
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FGE0
7003.39000000
PA
USD
8069.81000000
0.000333450988
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
5.00000000
N
N
N
N
N
N
VOLKSWAGEN LEASING GMBH
5299004GLEUX88BSNB74
Volkswagen Leasing GmbH
000000000
100000.00000000
PA
126927.59000000
0.005244749297
Long
DBT
CORP
DE
N
2
2025-08-15
Fixed
1.62500000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden Senior Loan Fund
26245XAA5
1175000.00000000
PA
USD
1176916.97000000
0.048631148288
Long
ABS-CBDO
CORP
KY
N
2
2030-07-17
Floating
1.88375000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BZ2
845000.00000000
PA
USD
981033.17000000
0.040537073372
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
4.50000000
N
N
N
N
N
N
PTC Therapeutics Inc
549300UJLWOIWFDGB318
PTC Therapeutics Inc
69366J200
1600.00000000
NS
USD
100112.00000000
0.004136707721
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F9WP6
120431.35000000
PA
USD
129776.56000000
0.005362471010
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA3
35565WAA0
171130.87000000
PA
USD
171344.99000000
0.007080111706
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Floating
1.64925000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410SB63
7473.20000000
PA
USD
8972.65000000
0.000370757057
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
6.50000000
N
N
N
N
N
N
Pinduoduo Inc
5493000573DS7005T657
Pinduoduo Inc
722304102
3047.00000000
NS
USD
422954.07000000
0.017476799656
Long
EC
CORP
CN
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
2275.00000000
NS
USD
103694.50000000
0.004284739480
Long
EC
CORP
US
N
1
N
N
N
APT PIPELINES LTD
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAA5
300000.00000000
PA
USD
313521.30000000
0.012954950281
Long
DBT
CORP
AU
N
2
2022-10-11
Fixed
3.87500000
N
N
N
N
N
N
PNC Financial Services Group I
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
18220.00000000
NS
USD
2515635.40000000
0.103948062008
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBF2
160000.00000000
PA
USD
160730.88000000
0.006641528212
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
4.20000000
N
N
N
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2017-1
36417JAL3
194342.31000000
PA
USD
200373.65000000
0.008279599100
Long
ABS-MBS
CORP
US
N
2
2057-11-25
Variable
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCK8
100000.00000000
PA
USD
137419.90000000
0.005678299918
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418WPP9
14178.99000000
PA
USD
15835.59000000
0.000654339214
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.50000000
N
N
N
N
N
N
Intellia Therapeutics Inc
5493002T5BCPE5DZC723
Intellia Therapeutics Inc
45826J105
1848.00000000
NS
USD
72570.96000000
0.002998689973
Long
EC
CORP
US
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
1078808.00000000
NS
551799.04000000
0.022800776625
Long
EC
CORP
IT
N
2
N
N
N
Domtar Corp
XYSIJOU3HNVROZWNA008
Domtar Corp
257559203
6400.00000000
NS
USD
192640.00000000
0.007960038511
Long
EC
CORP
US
N
1
N
N
N
Verizon Owner Trust
54930074536XOX02QB08
Verizon Owner Trust 2018-1
92349FAD5
420000.00000000
PA
USD
426643.06000000
0.017629231667
Long
ABS-O
CORP
US
N
2
2022-09-20
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2QJ4
35820.94000000
PA
USD
40066.55000000
0.001655581815
Long
ABS-MBS
USGA
US
N
2
2045-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJ7F9
204529.08000000
PA
USD
222941.39000000
0.009212116124
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
4.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAN4
1340000.00000000
PA
USD
1354585.90000000
0.055972570241
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
823.66000000
0.000034034288
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
GENERAL ELECTRIC CO
General Electric Co
Y
Default Event
2020-12-20
114.57000000
USD
0.00000000
USD
360000.00000000
USD
709.09000000
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
137191.00000000
NS
USD
5273622.04000000
0.217910270632
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FP75
189311.34000000
PA
USD
213543.62000000
0.008823792769
Long
ABS-MBS
USGA
US
N
2
2041-02-20
Fixed
4.50000000
N
N
N
N
N
N
Symphony CLO Ltd
54930001DQI1CFLYVB48
Symphony CLO XXIII Ltd
87167NAC9
1190000.00000000
PA
USD
1189728.57000000
0.049160533823
Long
ABS-CBDO
CORP
KY
N
2
2034-01-15
Floating
0.01000000
N
N
N
N
N
N
Community Healthcare Trust Inc
549300FATSRCMKOV9536
Community Healthcare Trust Inc
20369C106
2200.00000000
NS
USD
99352.00000000
0.004105303915
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AL70
9622.47000000
PA
USD
11344.23000000
0.000468752635
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
6.00000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITD
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
714295AC6
440000.00000000
PA
USD
479660.72000000
0.019819963682
Long
DBT
CORP
IE
N
2
2024-12-15
Fixed
3.90000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
9954.00000000
NS
USD
31534670.16000000
1.303037733220
Long
EC
CORP
US
N
1
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498101
42723.00000000
NS
USD
4520093.40000000
0.186773865970
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFU3
495000.00000000
PA
USD
516674.57000000
0.021349405498
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA3
35565MAA2
275000.00000000
PA
USD
275333.52000000
0.011377000741
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Floating
1.70013000
N
N
N
N
N
N
Descartes Systems Group Inc/Th
875500NEPA7JI5EOMN45
Descartes Systems Group Inc/The
249906108
13300.00000000
NS
USD
788557.00000000
0.032583804447
Long
EC
CORP
CA
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
27383.00000000
NS
USD
3113447.10000000
0.128650118460
Long
EC
CORP
IE
N
1
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAD1
300000.00000000
PA
USD
337445.10000000
0.013943500786
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.62500000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
26569.00000000
NS
USD
621448.91000000
0.025678764828
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
34677.00000000
NS
USD
3626520.66000000
0.149850727352
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29279FAA7
135000.00000000
PA
USD
157612.50000000
0.006512674262
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QDKJ2
255850.78000000
PA
USD
278510.78000000
0.011508287659
Long
ABS-MBS
USGSE
US
N
2
2050-05-01
Fixed
4.50000000
N
N
N
N
N
N
Utz Brands Inc
N/A
Utz Brands Inc
918090101
13240.00000000
NS
USD
267183.20000000
0.011040223015
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M76Q4
107224.92000000
PA
USD
126263.07000000
0.005217290800
Long
ABS-MBS
USGSE
US
N
2
2038-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DDJ5
55608.98000000
PA
USD
65719.74000000
0.002715592096
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300UHUHCR3388B324
Neuberger Berman CLO XVI-S Ltd
64131TAC8
635939.15000000
PA
USD
632045.82000000
0.026116637605
Long
ABS-CBDO
CORP
KY
N
2
2028-01-15
Floating
1.08688000
N
N
N
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
55850.00000000
NS
USD
1141574.00000000
0.047170748567
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBE4
440000.00000000
PA
USD
460408.08000000
0.019024429235
Long
DBT
CORP
GB
N
2
2023-02-15
Fixed
4.61000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJMK3
18420.25000000
PA
USD
20591.13000000
0.000850841921
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AN9
105000.00000000
PA
USD
130504.92000000
0.005392567427
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RAB5
64492.62000000
PA
USD
74821.48000000
0.003091683255
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
1673.00000000
NS
1207856.28000000
0.049909585264
Long
EC
CORP
FR
N
2
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
30000.00000000
PA
USD
33583.68000000
0.001387704454
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312945DS4
140447.46000000
PA
USD
153574.16000000
0.006345806831
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
IGM Biosciences Inc
5493008XCQES2N0VY969
IGM Biosciences Inc
449585108
1533.00000000
NS
USD
102373.74000000
0.004230164623
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419AK30
8785.19000000
PA
USD
9806.86000000
0.000405227280
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
BRASKEM FINANCE LTD
254900HEUOOGBXNXZM03
Braskem Finance Ltd
000000000
564000.00000000
PA
USD
577849.02000000
0.023877182584
Long
DBT
CORP
KY
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138LXQH5
71426.09000000
PA
USD
77403.08000000
0.003198357027
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
80386.00000000
NS
USD
3977499.28000000
0.164353443984
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J6CR6
245733.69000000
PA
USD
268138.68000000
0.011079704211
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
UTZ BRANDS INC
N/A
ULTZ BRANDS INC - CW25
918090119
3713.00000000
NS
USD
31968.93000000
0.001320981696
Long
EC
CORP
US
N
1
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
5332.00000000
NS
USD
1974013.04000000
0.081567793921
Long
EC
CORP
CA
N
1
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAL7
280000.00000000
PA
USD
275774.91000000
0.011395239328
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
3.79423700
N
N
N
N
N
N
SJW Group
N/A
SJW Group
784305104
5553.00000000
NS
USD
364276.80000000
0.015052208040
Long
EC
CORP
US
N
1
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
723.00000000
NS
USD
319884.12000000
0.013217867080
Long
EC
CORP
US
N
1
N
N
N
CEREVEL THERAPEUTICS HOLDINGS PP
N/A
CEREVEL THERAPEUTICS HOLDINGS PP
000000000
2675.00000000
NS
USD
35882.45000000
0.001482691465
Long
EC
CORP
US
Y
2
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
615000.00000000
PA
USD
802638.96000000
0.033165682270
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.87500000
N
N
N
N
N
N
Scholar Rock Holding Corp
549300Z1FLPGL4OWJ459
Scholar Rock Holding Corp
80706P103
6846.00000000
NS
USD
341067.72000000
0.014093190335
Long
EC
CORP
US
N
1
N
N
N
US AIRWAYS 2013-1A PTT
N/A
US Airways 2013-1 Class A Pass Through Trust
90346WAA1
179979.74000000
PA
USD
153898.70000000
0.006359217083
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.95000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AF0
150000.00000000
PA
USD
148577.55000000
0.006139342919
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.87500000
N
N
N
N
N
N
Radius Health Inc
549300EV6I2M6E0YVT27
Radius Health Inc
750469207
18091.00000000
NS
USD
285475.98000000
0.011796095281
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
31336CMZ3
1589.49000000
PA
USD
1600.93000000
0.000066151705
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Floating
2.72500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2N57
37395.99000000
PA
USD
43887.29000000
0.001813457841
Long
ABS-MBS
USGA
US
N
2
2038-10-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJG44
151878.56000000
PA
USD
159513.67000000
0.006591232123
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179QGG0
95237.99000000
PA
USD
111132.76000000
0.004592094318
Long
ABS-MBS
USGA
US
N
2
2044-06-20
Fixed
5.50000000
N
N
N
N
N
N
NTT
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
151400.00000000
NS
3580650.90000000
0.147955352268
Long
EC
CORP
JP
N
2
N
N
N
PennyMac Financial Services In
549300W1D516HBDEU871
PennyMac Financial Services Inc
70932M107
10052.00000000
NS
USD
579397.28000000
0.023941157923
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CK4
1100000.00000000
PA
USD
1238420.70000000
0.051172531487
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9VB4
711101.80000000
PA
USD
745520.34000000
0.030805495315
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
233841.00000000
NS
USD
14458389.03000000
0.597432171387
Long
EC
CORP
US
N
1
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/CHF FORWARD
000000000
1.00000000
NC
USD
2374.16000000
0.000098102185
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-759040.56000000
USD
690000.00000000
CHF
2021-02-19
2374.16000000
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
25507.00000000
NS
731865.78000000
0.030241278001
Long
EC
CORP
AT
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132H5BB3
75676.29000000
PA
USD
81666.99000000
0.003374545190
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMC3
960000.00000000
PA
USD
978916.80000000
0.040449623275
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
IGO Ltd
2549005DZO8VGXM5QN07
IGO Ltd
000000000
247004.00000000
NS
850560.59000000
0.035145842259
Long
EC
CORP
AU
N
2
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
109717.00000000
NS
USD
4809993.28000000
0.198752760329
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-LTV1
46591NAC1
445282.97000000
PA
USD
459593.52000000
0.018990770966
Long
ABS-MBS
CORP
US
N
2
2050-06-25
Variable
3.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
490000.00000000
PA
USD
493582.88000000
0.020395238442
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-ASHF
61691KAG6
1475000.00000000
PA
USD
1386316.81000000
0.057283716761
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
1.39100000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
1509000.00000000
PA
USD
1729377.38000000
0.071459253249
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C51
95001VAU4
339846.00000000
PA
USD
383876.48000000
0.015862082457
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.31100000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
660000.00000000
PA
USD
775500.00000000
0.032044278788
Long
DBT
CORP
CH
N
2
2031-04-01
Fixed
4.19400000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
61690AAG9
375000.00000000
PA
USD
415176.98000000
0.017155444092
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
4.06800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193VJB9
39709.44000000
PA
USD
43683.93000000
0.001805054843
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
SLM Corp
N/A
SLM Corp
78442P106
15700.00000000
NS
USD
166577.00000000
0.006883094555
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERNR7
103528.25000000
PA
USD
111413.21000000
0.004603682736
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
Heritage-Crystal Clean Inc
N/A
Heritage-Crystal Clean Inc
42726M106
7200.00000000
NS
USD
138744.00000000
0.005733012786
Long
EC
CORP
US
N
1
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
11102AAE1
510000.00000000
PA
USD
560912.28000000
0.023177342973
Long
DBT
CORP
GB
N
2
2029-11-08
Fixed
3.25000000
N
N
N
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
7919.00000000
NS
760525.11000000
0.031425504384
Long
EC
CORP
FR
N
2
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2019-EXP2 Trust
67113KAX6
310137.08000000
PA
USD
323480.14000000
0.013366457496
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
4.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2018-B
63940QAB9
454511.89000000
PA
USD
473563.03000000
0.019568002265
Long
ABS-O
CORP
US
N
2
2059-12-15
Fixed
3.61000000
N
N
N
N
N
N
SERVICETITAN INC PP
N/A
SERVICETITAN INC PP
000000000
151.00000000
NS
USD
5103.33000000
0.000210873667
Long
EC
CORP
US
Y
3
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31335ALP1
157083.43000000
PA
USD
175607.50000000
0.007256242021
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
Worley Ltd
549300XDR86FY8OLGP97
Worley Ltd
000000000
127559.00000000
NS
1203130.16000000
0.049714298215
Long
EC
CORP
AU
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBQ8
225000.00000000
PA
USD
251316.00000000
0.010384577650
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
4.00000000
N
N
N
N
N
N
Origin Bancorp Inc
54930055DO2Z4KO3NB45
Origin Bancorp Inc
68621T102
8511.00000000
NS
USD
218817.81000000
0.009041726508
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MBKY1
162059.31000000
PA
USD
176227.08000000
0.007281843561
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
3.50000000
N
N
N
N
N
N
SERVICETITAN INC
N/A
SERVICETITAN INC SR D CVT PFD STOCK PP
000000000
1534.00000000
NS
USD
51844.44000000
0.002142253628
Long
EP
CORP
US
Y
3
N
N
N
Atrium Hotel Portfolio Trust
N/A
Atrium Hotel Portfolio Trust 2017-ATRM
04965JAA1
935000.00000000
PA
USD
892834.68000000
0.036892641390
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
1.07088000
N
N
N
N
N
N
PLEX SYSTEMS HOLDINGS CVT
N/A
PLEX SYSTEMS HOLDINGS CVT
000000000
10891.00000000
NS
USD
23452.68000000
0.000969083451
Long
EP
CORP
US
Y
3
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FGY6
22733.49000000
PA
USD
26188.58000000
0.001082133022
Long
ABS-MBS
USGA
US
N
2
2040-06-20
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184BAH0
40836.72000000
PA
USD
45059.34000000
0.001861887882
Long
ABS-MBS
USGA
US
N
2
2045-02-20
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36241KYG7
37270.14000000
PA
USD
43047.43000000
0.001778754156
Long
ABS-MBS
USGA
US
N
2
2038-12-20
Fixed
6.00000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
266.00000000
NS
USD
173429.34000000
0.007166238711
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JJC3
23357.20000000
PA
USD
27348.93000000
0.001130079609
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
6.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
168090.00000000
NS
USD
4733414.40000000
0.195588459903
Long
EC
CORP
US
N
1
N
N
N
Monro Inc
N/A
Monro Inc
610236101
8225.00000000
NS
USD
386657.25000000
0.015976986092
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A2D74
166856.00000000
PA
USD
184130.25000000
0.007608408851
Long
ABS-MBS
USGA
US
N
2
2043-03-20
Fixed
3.50000000
N
N
N
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
625.00000000
NS
USD
75662.50000000
0.003126434872
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
73058.00000000
NS
434074.35000000
0.017936298499
Long
EC
CORP
GB
N
2
N
N
N
GRASSHOPPER BANCORP VOTING SHS PP
N/A
GRASSHOPPER BANCORP VOTING SHS PP
000000000
4129.00000000
NS
USD
28077.20000000
0.001160172307
Long
EC
CORP
US
Y
3
N
N
N
Cross Country Healthcare Inc
54930037L0NBIPZ5S663
Cross Country Healthcare Inc
227483104
11315.00000000
NS
USD
98440.50000000
0.004067640007
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UM9
334935.43000000
PA
USD
322140.83000000
0.013311116138
Long
ABS-MBS
CORP
US
N
2
2030-09-25
Floating
1.25013000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2013-GC16
36248GAJ9
1280000.00000000
PA
USD
1349372.93000000
0.055757166162
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
5.16100000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VIII Ltd
67107FBC0
476251.72000000
PA
USD
474097.03000000
0.019590067572
Long
ABS-CBDO
CORP
KY
N
2
2029-10-17
Floating
1.38775000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
35000.00000000
PA
USD
46055.94000000
0.001903068189
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
15286.00000000
NS
USD
6138551.88000000
0.253649861767
Long
EC
CORP
US
N
1
N
N
N
Aaron's Holdings Co Inc
549300DHYTLBOVRXIG52
Aaron's Holdings Co Inc
00258R109
10115.00000000
NS
USD
636536.95000000
0.026302214680
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
Domino's Pizza Inc
25754A201
563.00000000
NS
USD
221016.91000000
0.009132595075
Long
EC
CORP
US
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BP7
615000.00000000
PA
USD
708018.75000000
0.029255899693
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBN5
110000.00000000
PA
USD
123681.69000000
0.005110626119
Long
DBT
CORP
US
N
2
2051-04-22
Fixed
3.10900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194PGZ1
58699.77000000
PA
USD
64575.33000000
0.002668304161
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
23824.00000000
NS
USD
1807288.64000000
0.074678608680
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
500000.00000000
PA
USD
543753.50000000
0.022468328492
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.10600000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B13 Mortgage Trust
08162DAG3
310000.00000000
PA
USD
339211.30000000
0.014016481580
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
3.18300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERT59
351545.62000000
PA
USD
383539.11000000
0.015848142059
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418TJF5
51742.33000000
PA
USD
59850.48000000
0.002473069589
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
5.00000000
N
N
N
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
3930.00000000
NS
USD
440906.70000000
0.018218616653
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36178WP45
5675.89000000
PA
USD
6117.18000000
0.000252766758
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
3.50000000
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc
28618M106
40905.00000000
NS
USD
564898.05000000
0.023342038170
Long
EC
CORP
US
N
1
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
183947.00000000
NS
778794.25000000
0.032180399827
Long
EC
CORP
GB
N
2
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BB7
970000.00000000
PA
USD
1069398.81000000
0.044188412126
Long
DBT
CORP
US
N
2
2026-09-26
Fixed
3.20000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
440000.00000000
PA
USD
450145.08000000
0.018600353886
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJGD4
422800.45000000
PA
USD
457819.22000000
0.018917455474
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
3666.00000000
NS
USD
1604718.18000000
0.066308235637
Long
EC
CORP
NL
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBL9
1250000.00000000
PA
USD
1339107.50000000
0.055332990403
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52200000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
32480.00000000
NS
4335253.88000000
0.179136149516
Long
EC
CORP
DE
N
2
N
N
N
Direct Line Insurance Group PL
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
101010.00000000
NS
396249.98000000
0.016373365350
Long
EC
CORP
GB
N
2
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
2582.00000000
NS
565421.06000000
0.023363649361
Long
EC
CORP
AU
N
2
N
N
N
Vista Point Securitization Tru
N/A
Vista Point Securitization Trust 2020-1
92838WAA2
332987.54000000
PA
USD
335486.25000000
0.013862559541
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.76300000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946AM6
190000.00000000
PA
USD
189481.87000000
0.007829542060
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.05000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SJV0
67571.44000000
PA
USD
75262.85000000
0.003109921015
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
4.50000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AL3
235000.00000000
PA
USD
234999.86000000
0.009710381726
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
1.79088000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
2246149.00000000
NS
1054826.21000000
0.043586260666
Long
EC
CORP
GB
N
2
N
N
N
CIFC Funding Ltd
549300ZXX0SJBZWIWI81
CIFC Funding 2015-IV Ltd
12550TAN5
520000.00000000
PA
USD
516969.22000000
0.021361580671
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
1.36838000
N
N
N
N
N
N
Lattice Semiconductor Corp
549300LRBBPZDQ2II567
Lattice Semiconductor Corp
518415104
28559.00000000
NS
USD
1195194.15000000
0.049386375949
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M75T9
144395.91000000
PA
USD
167881.53000000
0.006936998775
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
5.00000000
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
23489.00000000
NS
681479.13000000
0.028159261418
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31368HMQ3
17522.59000000
PA
USD
20787.13000000
0.000858940798
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385XAS6
2622.07000000
PA
USD
3090.05000000
0.000127683331
Long
ABS-MBS
USGSE
US
N
2
2033-05-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TXY6
363665.45000000
PA
USD
403635.47000000
0.016678539690
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBU9
755000.00000000
PA
USD
758896.56000000
0.031358211399
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
1.76400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RR92
23555.27000000
PA
USD
27953.15000000
0.001155046462
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J95S6
107721.54000000
PA
USD
117061.05000000
0.004837055991
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
3.50000000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
76138.00000000
NS
3923649.44000000
0.162128325627
Long
EC
CORP
NL
N
2
N
N
N
Avanos Medical Inc
549300YCXWOM7NEWMQ58
Avanos Medical Inc
05350V106
9092.00000000
NS
USD
385409.88000000
0.015925443768
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U4E9
43639.02000000
PA
USD
47113.70000000
0.001946775677
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
4.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCA1
135000.00000000
PA
USD
147985.79000000
0.006114890923
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
N
N
N
N
N
N
Chesapeake Utilities Corp
254900WW0FDCKAOCKE74
Chesapeake Utilities Corp
165303108
4350.00000000
NS
USD
452443.50000000
0.018695326434
Long
EC
CORP
US
N
1
N
N
N
Reata Pharmaceuticals Inc
5299005F094GH9QDDD80
Reata Pharmaceuticals Inc
75615P103
1694.00000000
NS
USD
258758.50000000
0.010692107689
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
875000.00000000
PA
USD
1041228.13000000
0.043024377150
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BJ2
550000.00000000
PA
USD
615953.25000000
0.025451679772
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
290000.00000000
PA
USD
345974.06000000
0.014295924219
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/SEK FORWARD
000000000
1.00000000
NC
USD
1322.95000000
0.000054665349
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-239215.28000000
USD
2060000.00000000
SEK
2021-02-19
1322.95000000
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MEE49
291034.16000000
PA
USD
308134.67000000
0.012732370431
Long
ABS-MBS
USGSE
US
N
2
2030-04-01
Fixed
2.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
470000.00000000
PA
USD
589287.88000000
0.024349845407
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
415000.00000000
PA
USD
450218.15000000
0.018603373196
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.73900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7QA6
411682.89000000
PA
USD
458415.30000000
0.018942085975
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
11493.00000000
NS
USD
971618.22000000
0.040148040126
Long
EC
CORP
US
N
1
N
N
N
Providence Service Corp/The
549300EFZIFW7F7I0Q28
Providence Service Corp/The
743815102
2900.00000000
NS
USD
393791.00000000
0.016271758334
Long
EC
CORP
US
N
1
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
485000.00000000
PA
USD
520891.46000000
0.021523650757
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JM0
935000.00000000
PA
USD
1066411.45000000
0.044064972027
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
Applebees/IHOP Funding LLC
N/A
Applebee's Funding LLC / IHOP Funding LLC
03789XAD0
770000.00000000
PA
USD
752420.90000000
0.031090631961
Long
ABS-O
CORP
US
N
2
2049-06-07
Fixed
4.19400000
N
N
N
N
N
N
CHECKR INC
N/A
CHECKR INC
000000000
2328.00000000
NS
USD
57012.72000000
0.002355811082
Long
EP
CORP
US
Y
3
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132H7C85
120435.44000000
PA
USD
130913.28000000
0.005409441188
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.50000000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
11258.00000000
NS
953332.96000000
0.039392478592
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S2P1
54213.20000000
PA
USD
58068.10000000
0.002399420225
Long
ABS-MBS
USGA
US
N
2
2047-04-20
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-1
92536PAE4
422661.27000000
PA
USD
430241.78000000
0.017777933649
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.72400000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312941SV0
36481.13000000
PA
USD
40064.65000000
0.001655503306
Long
ABS-MBS
USGSE
US
N
2
2040-08-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
3128NGEY7
4053.77000000
PA
USD
4271.87000000
0.000176517077
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Floating
2.56700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179N2K3
275788.21000000
PA
USD
301728.40000000
0.012467658243
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
4.00000000
N
N
N
N
N
N
CRISPR Therapeutics AG
506700O6IRRIQLT3W370
CRISPR Therapeutics AG
000000000
734.00000000
NS
USD
93159.28000000
0.003849415783
Long
EC
CORP
CH
N
1
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
65800.00000000
NS
583094.10000000
0.024093913475
Long
EC
CORP
JP
N
2
N
N
N
CSAIL Commercial Mortgage Trus
549300C2HE5FJAWYZL57
CSAIL 2016-C6 Commercial Mortgage Trust
12636MAE8
345000.00000000
PA
USD
374762.39000000
0.015485480985
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
3.08980000
N
N
N
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
2279.00000000
NS
USD
388136.49000000
0.016038109469
Long
EC
CORP
US
N
1
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
3504.00000000
NS
488196.62000000
0.020172673881
Long
EC
CORP
FR
N
2
N
N
N
Visteon Corp
549300MOVLYHRW4GGW78
Visteon Corp
92839U206
602.00000000
NS
USD
72751.70000000
0.003006158294
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERYN4
86893.27000000
PA
USD
94390.55000000
0.003900292842
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGK7
247850.11000000
PA
USD
263464.27000000
0.010886553860
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3.00000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAH2
100000.00000000
PA
USD
100661.00000000
0.004159392839
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
13500.00000000
NS
USD
188865.00000000
0.007804052499
Long
EC
CORP
US
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110L106
12374.00000000
NS
USD
6071921.80000000
0.250896653696
Long
EC
CORP
US
N
1
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AK4
545000.00000000
PA
USD
586650.09000000
0.024240849819
Long
DBT
CORP
KY
N
2
2023-09-29
Fixed
3.87500000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile 2017-1
36254AAG9
100000.00000000
PA
USD
100086.77000000
0.004135665197
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
2.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377UYH5
13116.15000000
PA
USD
384.98000000
0.000015907680
Long
ABS-MBS
USGA
US
N
2
2039-12-20
Fixed
4.50000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBD1
695000.00000000
PA
USD
737390.36000000
0.030469558055
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.66300000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DX2
125000.00000000
PA
USD
124859.63000000
0.005159299539
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
1.30000000
N
N
N
N
N
N
AUSGRID FINANCE PTY LTD
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
052113AA5
285000.00000000
PA
USD
300665.88000000
0.012423754069
Long
DBT
CORP
AU
N
2
2023-05-01
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7SA4
377445.68000000
PA
USD
405459.77000000
0.016753921221
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP1 Trust
67448TAP0
290736.72000000
PA
USD
299747.73000000
0.012385815378
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Variable
3.50000000
N
N
N
N
N
N
Madison Avenue Trust
N/A
Eleven Madison Trust 2015-11MD Mortgage Trust
556227AA4
205000.00000000
PA
USD
223407.69000000
0.009231384012
Long
ABS-MBS
CORP
US
N
2
2035-09-10
Variable
3.67329300
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
97000.00000000
NS
1064515.69000000
0.043986637711
Long
EC
CORP
HK
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132A8GL7
382932.28000000
PA
USD
404005.94000000
0.016693847806
Long
ABS-MBS
USGSE
US
N
2
2031-05-01
Fixed
3.00000000
N
N
N
N
N
N
Accolade Inc
N/A
Accolade Inc
00437E102
2038.00000000
NS
USD
105792.58000000
0.004371433819
Long
EC
CORP
US
N
1
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
17789.00000000
NS
USD
3208601.93000000
0.132581991961
Long
EC
CORP
SG
N
1
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BJ1
1100000.00000000
PA
USD
1214950.00000000
0.050202703435
Long
DBT
CORP
CL
N
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U3S9
483705.10000000
PA
USD
496300.90000000
0.020507549197
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379GXY8
48765.69000000
PA
USD
763.40000000
0.000031544297
Long
ABS-MBS
USGA
US
N
2
2039-04-20
Fixed
3.50000000
N
N
N
N
N
N
Sterling Bancorp Inc/MI
N/A
Sterling Bancorp Inc/MI
85917W102
13556.00000000
NS
USD
53003.96000000
0.002190165920
Long
EC
CORP
US
N
1
N
N
N
Turning Point Therapeutics Inc
N/A
Turning Point Therapeutics Inc
90041T108
2272.00000000
NS
USD
241968.00000000
0.009998310831
Long
EC
CORP
US
N
1
N
N
N
TherapeuticsMD Inc
5299004JS7RE49QHRW30
TherapeuticsMD Inc
88338N107
79899.00000000
NS
USD
107064.66000000
0.004423997180
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
770000.00000000
PA
USD
878056.41000000
0.036281991481
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2017-A
43283AAA3
42131.82000000
PA
USD
43089.67000000
0.001780499546
Long
ABS-O
CORP
US
N
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
Duck Creek Technologies Inc
N/A
Duck Creek Technologies Inc
264120106
1132.00000000
NS
USD
45008.32000000
0.001859779695
Long
EC
CORP
US
N
1
N
N
N
Bright Horizons Family Solutio
N/A
Bright Horizons Family Solutions Inc
109194100
2745.00000000
NS
USD
466951.95000000
0.019294827165
Long
EC
CORP
US
N
1
N
N
N
Evotec SE
529900F9KI6OYITO9B12
Evotec SE
000000000
20025.00000000
NS
610345.28000000
0.025219953977
Long
EC
CORP
DE
N
2
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QA3Y4
85163.86000000
PA
USD
92528.30000000
0.003823343186
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.50000000
N
N
N
N
N
N
PPD Inc
N/A
PPD Inc
69355F102
7102.00000000
NS
USD
248570.00000000
0.010271110739
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JG85
158.91000000
PA
USD
185.80000000
0.000007677404
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
235000.00000000
PA
USD
288726.88000000
0.011930425063
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.62500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAJ6
135000.00000000
PA
USD
145615.64000000
0.006016954434
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.57100000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA5
35566AAH2
540000.00000000
PA
USD
543042.31000000
0.022438941554
Long
ABS-MBS
CORP
US
N
2
2050-10-25
Floating
2.88767000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
1010000.00000000
PA
USD
1099885.96000000
0.045448165490
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.06800000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAB1
455000.00000000
PA
USD
508016.15000000
0.020991632675
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JVR87
311441.04000000
PA
USD
328407.00000000
0.013570039283
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31385JK49
2038.28000000
PA
USD
2363.12000000
0.000097646003
Long
ABS-MBS
USGSE
US
N
2
2032-07-01
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DMNJ0
157922.29000000
PA
USD
165270.62000000
0.006829113891
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FGD2
60318.57000000
PA
USD
67199.44000000
0.002776734480
Long
ABS-MBS
USGA
US
N
2
2040-05-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCNB8
377914.94000000
PA
USD
401918.26000000
0.016607583202
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KHDK9
369415.42000000
PA
USD
404108.36000000
0.016698079882
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WPEG5
25905.29000000
PA
USD
27836.82000000
0.001150239614
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
SCHWAB (CHARLES) CORP
808513105
71481.00000000
NS
USD
3486843.18000000
0.144079142426
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2MG4
2248.06000000
PA
USD
2716.72000000
0.000112257038
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2018-INV1
92536MAB7
73294.92000000
PA
USD
73755.22000000
0.003047624541
Long
ABS-MBS
CORP
US
N
2
2058-03-25
Variable
3.84900000
N
N
N
N
N
N
Enanta Pharmaceuticals Inc
529900SSN4DODDQSN594
Enanta Pharmaceuticals Inc
29251M106
300.00000000
NS
USD
12360.00000000
0.000510725062
Long
EC
CORP
US
N
1
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
468.00000000
NS
6424.57000000
0.000265468358
Long
EC
CORP
ES
N
2
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys Inc
023436108
2953.00000000
NS
USD
722864.87000000
0.029869353218
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETGU4
99424.38000000
PA
USD
109634.44000000
0.004530182540
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
3.50000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2020-III Ltd
12560EAA4
560000.00000000
PA
USD
560391.66000000
0.023155830540
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
1.55511000
N
N
N
N
N
N
ALLBIRDS
N/A
ALLBIRDS INC PP
000000000
4500.00000000
NS
USD
52030.94000000
0.002149959957
Long
EC
CORP
US
Y
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5FG9
102337.69000000
PA
USD
110985.85000000
0.004586023880
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
4.00000000
N
N
N
N
N
N
Red Robin Gourmet Burgers Inc
529900V6NUMBYX34LV46
Red Robin Gourmet Burgers Inc
75689M101
7616.00000000
NS
USD
153157.76000000
0.006328600851
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCXQ4
67410.36000000
PA
USD
73119.12000000
0.003021340381
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
4.50000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
175000.00000000
PA
USD
178018.40000000
0.007355862332
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAM7
715000.00000000
PA
USD
712937.94000000
0.029459164549
Long
DBT
CORP
GB
N
2
2026-08-21
Fixed
1.53200000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCR5
105000.00000000
PA
USD
116713.70000000
0.004822703212
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
5.10000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBY6
1110000.00000000
PA
USD
1252916.94000000
0.051771527690
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.30000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
20662.00000000
NS
USD
3586716.58000000
0.148205991005
Long
EC
CORP
US
N
1
N
N
N
OCTAGON INVESTMENT PARTNERS 29
5493003U22XL00FIHD56
OCTAGON INVESTMENT PARTNERS 29 LTD
67591JAL6
825000.00000000
PA
USD
818391.77000000
0.033816600949
Long
ABS-CBDO
CORP
KY
N
2
2033-01-24
Floating
1.39475000
N
N
N
N
N
N
Live Oak Bancshares Inc
N/A
Live Oak Bancshares Inc
53803X105
9425.00000000
NS
USD
387556.00000000
0.016014123159
Long
EC
CORP
US
N
1
N
N
N
XOMETRY SER A-2 CVT PFD STOCK PP
N/A
XOMETRY SER A-2 CVT PFD STOCK PP
000000000
795.00000000
NS
USD
7661.42000000
0.000316575987
Long
EP
CORP
US
Y
3
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAE7
270000.00000000
PA
USD
289846.03000000
0.011976669234
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.13700000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
367.00000000
NS
USD
176633.43000000
0.007298634267
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CHILE
000000000
1.00000000
NC
USD
26538.64000000
0.001096597780
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
REPUBLIC OF CHILE
Chile Government International Bond
Y
Default Event
2025-12-20
17471.50000000
USD
0.00000000
USD
977000.00000000
USD
9067.14000000
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify Inc
82509L107
822.00000000
NS
USD
896292.36000000
0.037035515486
Long
EC
CORP
CA
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RF87
8755.23000000
PA
USD
10156.04000000
0.000419655676
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CV7
225000.00000000
PA
USD
247776.30000000
0.010238314422
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
3.50000000
N
N
N
N
N
N
T Rowe Price Institutional Emerging Markets Equity Fund
GQU182N3UGI7FJWXW132
T Rowe Price Institutional Emerging Markets Equity Fund
74144Q203
1650658.86370000
NS
USD
77168301.88000000
3.188655807972
Long
EC
RF
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36223LUF3
24.99000000
PA
USD
25.05000000
0.000001035085
Long
ABS-MBS
USGA
US
N
2
2022-03-15
Fixed
8.00000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
385000.00000000
PA
USD
387233.77000000
0.016000808358
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.40000000
N
N
N
N
N
N
Marel HF
5299008YTLEN09WTHW26
Marel HF
000000000
19015.00000000
NS
99298.95000000
0.004103111846
Long
EC
CORP
IS
N
2
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
16500.00000000
NS
1137119.50000000
0.046986685072
Long
EC
CORP
JP
N
2
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2020-3
362569AF2
250000.00000000
PA
USD
250827.80000000
0.010364404837
Long
ABS-O
CORP
US
N
2
2024-10-21
Fixed
1.11000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194MH87
36398.23000000
PA
USD
39453.93000000
0.001630267868
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAC2
95000.00000000
PA
USD
103621.73000000
0.004281732565
Long
DBT
CORP
N/A
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAR4
85000.00000000
PA
USD
89250.00000000
0.003687881214
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
ANT INTERNATIONAL
N/A
ANT INTERNATIONAL
000000000
85814.00000000
NS
USD
746581.80000000
0.030849355690
Long
EC
CORP
KY
Y
3
N
N
N
Open Lending Corp
N/A
Open Lending Corp
68373J104
7079.00000000
NS
USD
199061.48000000
0.008225379189
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
25000.00000000
PA
USD
33652.93000000
0.001390565920
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
000000000
1000000.00000000
PA
USD
1049000.00000000
0.043345517020
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
Magnetite CLO Ltd
549300BDVLRWS2SODX97
Magnetite XVIII Ltd
55953TAJ6
510000.00000000
PA
USD
507897.00000000
0.020986709302
Long
ABS-CBDO
CORP
KY
N
2
2028-11-15
Floating
1.30100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31406AUU4
11840.28000000
PA
USD
14027.46000000
0.000579625840
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M6QE1
23774.66000000
PA
USD
27951.66000000
0.001154984894
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G85D1
43292.81000000
PA
USD
48459.34000000
0.002002378595
Long
ABS-MBS
USGA
US
N
2
2048-05-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C5F4
9504.76000000
PA
USD
11178.81000000
0.000461917349
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
6.00000000
N
N
N
N
N
N
Bluescape Opportunities Acquis
N/A
Bluescape Opportunities Acquisition Corp
000000000
13492.00000000
NS
USD
135189.84000000
0.005586152059
Long
EC
CORP
US
N
1
N
N
N
ICU Medical Inc
5493003NRW7LS2QZRH60
ICU Medical Inc
44930G107
2014.00000000
NS
USD
380041.80000000
0.015703630419
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
119.00000000
NC
USD
12846.05000000
0.000530809036
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
2021-03-31
14984872.70000000
USD
12846.05000000
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2018-SJ1
89176BAA4
151926.58000000
PA
USD
152639.16000000
0.006307171885
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JVEF5
43064.04000000
PA
USD
45410.41000000
0.001876394375
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
USD/GBP FORWARD
000000000
1.00000000
NC
USD
8031.11000000
0.000331851873
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-525680.32000000
USD
400000.00000000
GBP
2021-02-19
8031.11000000
N
N
N
T ROWE PR INST EM MRKT BND
VKPY0NII3D2W451LQO49
T ROWE PR INST EM MRKT BND
74144Q401
13988019.24077800
NS
USD
117359481.43000000
4.849387416407
Long
EC
RF
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAG1
635000.00000000
PA
USD
630227.09000000
0.026041486230
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.74100000
N
N
N
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
497350108
33300.00000000
NS
723030.74000000
0.029876207098
Long
EC
CORP
JP
N
2
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
23700.00000000
NS
1270985.60000000
0.052518139139
Long
EC
CORP
JP
N
2
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
353.00000000
NS
USD
88945.41000000
0.003675295312
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F0206C8
2805000.00000000
PA
USD
2913933.44000000
0.120406054832
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292HVC5
10488.79000000
PA
USD
12441.96000000
0.000514111714
Long
ABS-MBS
USGSE
US
N
2
2033-03-01
Fixed
6.00000000
N
N
N
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
68154.00000000
NS
1802518.89000000
0.074481518804
Long
EC
CORP
CH
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UZH8
66666.14000000
PA
USD
68615.66000000
0.002835253821
Long
ABS-MBS
USGA
US
N
2
2049-09-20
Fixed
3.00000000
N
N
N
N
N
N
Square Inc
549300OHIIUWSTIZME52
Square Inc
852234103
722.00000000
NS
USD
152313.12000000
0.006293699652
Long
EC
CORP
US
N
1
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
4673.00000000
NS
USD
1193624.39000000
0.049321512214
Long
EC
CORP
IL
N
1
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AG8
410000.00000000
PA
USD
412640.40000000
0.017050630582
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
1.87500000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
6141.00000000
NS
2668165.98000000
0.110250747282
Long
EC
CORP
NL
N
2
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVa Trust 2017-RT1
07332BAA7
37551.88000000
PA
USD
38195.37000000
0.001578263165
Long
ABS-MBS
CORP
US
N
2
2057-03-28
Variable
3.00000000
N
N
N
N
N
N
Symphony CLO Ltd
549300X84MR2MGY6OR68
Symphony CLO XVII Ltd
87165UAN1
991701.43000000
PA
USD
985945.87000000
0.040740070056
Long
ABS-CBDO
CORP
KY
N
2
2028-04-15
Floating
1.11688000
N
N
N
N
N
N
UNITED CONTINENTAL HOLDINGS INC
98450079DA0B78DD6764
UNITED CONTINENTAL HOLDINGS
910047109
286.00000000
NS
USD
12884.30000000
0.000532389556
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
175000.00000000
PA
USD
214500.48000000
0.008863330988
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
7254.00000000
NS
USD
1853832.24000000
0.076601827370
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RUW7
36108.32000000
PA
USD
43020.88000000
0.001777657088
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7VE6
136405.83000000
PA
USD
156615.17000000
0.006471463791
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
5.00000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300INMCHM7L5O6M41
SMB Private Education Loan Trust 2018-B
78449LAB4
657214.49000000
PA
USD
702220.28000000
0.029016302286
Long
ABS-O
CORP
US
N
2
2037-01-15
Fixed
3.60000000
N
N
N
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
4400.00000000
NS
USD
961576.00000000
0.039733087582
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AX6
115000.00000000
PA
145236.94000000
0.006001306248
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
1.12500000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AC2
150000.00000000
PA
USD
153545.40000000
0.006344618445
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31287X5U6
4871.42000000
PA
USD
5449.10000000
0.000225161159
Long
ABS-MBS
USGSE
US
N
2
2032-09-01
Fixed
6.50000000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
19846.00000000
NS
USD
2319997.40000000
0.095864143745
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Tru
549300V1P5RKG8RJI005
SMB Private Education Loan Trust 2018-C
78449QAB3
516913.66000000
PA
USD
548154.32000000
0.022650173886
Long
ABS-O
CORP
US
N
2
2035-11-15
Fixed
3.63000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UKW1
248552.73000000
PA
USD
264976.16000000
0.010949026361
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
3.50000000
N
N
N
N
N
N
Worldwide Plaza Trust
N/A
Worldwide Plaza Trust 2017-WWP
98162JAA4
485000.00000000
PA
USD
534648.04000000
0.022092083620
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Fixed
3.52630000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132DMCR4
202725.03000000
PA
USD
220072.70000000
0.009093579564
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-16023.54000000
-0.00066210545
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-1682921.95000000
EUR
1995901.67000000
USD
2021-02-19
-16023.54000000
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
62391.00000000
NS
1097811.40000000
0.045362443015
Long
EC
CORP
GB
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
117666.00000000
NS
USD
14008137.30000000
0.578827410637
Long
EC
CORP
US
N
1
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AN3
438000.00000000
PA
USD
468687.59000000
0.019366545194
Long
DBT
CORP
AU
N
2
2026-09-15
Fixed
3.70000000
N
N
N
N
N
N
US AIRWAYS 2012-2A PTT
N/A
US Airways 2012-2 Class A Pass Through Trust
90345WAD6
410254.73420500
PA
USD
336772.37000000
0.013915703046
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.62500000
N
N
N
N
N
N
ARES CLO Ltd
N/A
Ares LVII CLO Ltd
04017NAC6
610000.00000000
PA
USD
610000.00000000
0.025205686732
Long
ABS-CBDO
CORP
KY
N
2
2031-10-25
Floating
0.01000000
N
N
N
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
40894.00000000
NS
1757340.16000000
0.072614697631
Long
EC
CORP
FI
N
2
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAQ0
375000.00000000
PA
USD
418050.75000000
0.017274190561
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.37500000
N
N
N
N
N
N
Pulmonx Corp
549300WZMFR0ZK7RJY40
Pulmonx Corp
745848101
663.00000000
NS
USD
35934.60000000
0.001484846345
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604103
560847.00000000
NS
USD
5709422.46000000
0.235917891721
Long
EC
CORP
US
N
1
N
N
N
ALCLEAR HOLDINGS, LLC
N/A
ALCLEAR HOLDINGS LLC TAX BLOCKER PP
000000000
917.00000000
NS
USD
265930.00000000
0.010988439791
Long
EC
CORP
US
Y
3
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133A2PJ3
256395.22000000
PA
USD
268363.95000000
0.011089012547
Long
ABS-MBS
USGSE
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
8416.00000000
NS
537405.96000000
0.022206043075
Long
EC
CORP
CH
N
2
N
N
N
DC Office Trust
N/A
DC Office Trust 2019-MTC
23312BAJ9
510000.00000000
PA
USD
505903.32000000
0.020904328853
Long
ABS-MBS
CORP
US
N
2
2045-09-15
Variable
3.17440000
N
N
N
N
N
N
Cara Therapeutics Inc
549300COVOY41P0GZ881
Cara Therapeutics Inc
140755109
3702.00000000
NS
USD
54308.34000000
0.002244063942
Long
EC
CORP
US
N
1
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBE7
402000.00000000
PA
USD
454593.66000000
0.018784172761
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.75000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
66627.00000000
NS
USD
9805495.59000000
0.405170901800
Long
EC
CORP
US
N
1
N
N
N
CHECKR INC CVT PFD SR D PP
N/A
CHECKR INC CVT PFD SR D PP
000000000
3266.00000000
NS
USD
79984.34000000
0.003305016750
Long
EP
CORP
US
Y
3
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
232.00000000
NS
USD
74669.20000000
0.003085390924
Long
EC
CORP
CA
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
925000.00000000
PA
USD
862562.50000000
0.035641770757
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2020-EXP2 Trust
67448VAF7
773241.43000000
PA
USD
794764.53000000
0.032840304539
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M8R30
438.77000000
PA
USD
481.87000000
0.000019911252
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RFV6
24741.88000000
PA
USD
28703.41000000
0.001186047804
Long
ABS-MBS
USGSE
US
N
2
2035-06-01
Fixed
5.00000000
N
N
N
N
N
N
West Fraser Timber Co Ltd
5493005WD1ZK6WBVR988
West Fraser Timber Co Ltd
952845105
4900.00000000
NS
271316.70000000
0.011211022533
Long
EC
CORP
CA
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-CR28 Mortgage Trust
12593YBE2
525000.00000000
PA
USD
590425.45000000
0.024396850707
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
3.76200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DWU9
35157.14000000
PA
USD
41658.54000000
0.001721364113
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UH70
69178.92000000
PA
USD
76011.10000000
0.003140839302
Long
ABS-MBS
USGA
US
N
2
2048-12-20
Fixed
5.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-INV1
92537FAA3
212659.24000000
PA
USD
218878.88000000
0.009044249969
Long
ABS-MBS
CORP
US
N
2
2059-12-25
Variable
3.40200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31376KL53
5446.40000000
PA
USD
6457.89000000
0.000266845167
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H0226C0
1815000.00000000
PA
USD
1912073.26000000
0.079008392788
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.50000000
N
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
23373.00000000
NS
986538.58000000
0.040764561306
Long
EC
CORP
GB
N
2
N
N
N
California Water Service Group
529900QABDOBU6UVRQ36
California Water Service Group
130788102
5000.00000000
NS
USD
247400.00000000
0.010222765405
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
13282.00000000
NS
USD
7099893.10000000
0.293373248053
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKLE3
25832.29000000
PA
USD
28065.32000000
0.001159681416
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBM7
65000.00000000
PA
USD
65806.20000000
0.002719164692
Long
DBT
CORP
US
N
2
2021-07-06
Fixed
3.20000000
N
N
N
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
866796105
43854.00000000
NS
1947378.29000000
0.080467224798
Long
EC
CORP
CA
N
1
N
N
N
Hanover Insurance Group Inc/Th
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867105
3500.00000000
NS
USD
393225.00000000
0.016248370762
Long
EC
CORP
US
N
1
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890109
7969.00000000
NS
USD
301546.96000000
0.012460160998
Long
EC
CORP
US
N
1
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
45233.00000000
NS
1741289.46000000
0.071951469900
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
3128QJQE9
6164.44000000
PA
USD
6532.60000000
0.000269932244
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Floating
4.07300000
N
N
N
N
N
N
ALIGNMENT HEALTHCARE PAR
N/A
ALIGNMENT HEALTHCARE PAR
000000000
6228.00000000
NS
USD
75474.64000000
0.003118672347
Long
EC
CORP
US
Y
3
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
1695000.00000000
PA
USD
1845977.04000000
0.076277244238
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.95600000
N
N
N
N
N
N
WOODSIDE FINANCE LTD
254900AIZKU6TGRRNZ98
Woodside Finance Ltd
980236AP8
750000.00000000
PA
USD
793125.00000000
0.032772557851
Long
DBT
CORP
AU
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DK0
385000.00000000
PA
USD
403833.05000000
0.016686703853
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERN63
506508.82000000
PA
USD
544493.60000000
0.022498910015
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
3.00000000
N
N
N
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap Inc
83304A106
47331.00000000
NS
USD
2102443.02000000
0.086874623172
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3132CWG73
144921.36000000
PA
USD
154882.97000000
0.006399887904
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DMU4
60711.46000000
PA
USD
65899.38000000
0.002723014964
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
CDS BOEING CO
000000000
1.00000000
NC
USD
3316.79000000
0.000137052409
N/A
DCR
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BOEING CO
Boeing Co/The
Y
Default Event
2021-12-20
7533.32000000
USD
0.00000000
USD
1290000.00000000
USD
-4216.53000000
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132J85A4
203930.28000000
PA
USD
220063.60000000
0.009093203545
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-1
89172EBJ2
115624.61000000
PA
USD
118369.94000000
0.004891140370
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Variable
3.00000000
N
N
N
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
421.00000000
NS
USD
134703.16000000
0.005566042053
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312938BW2
22175.38000000
PA
USD
24879.91000000
0.001028057733
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DDR7
18732.42000000
PA
USD
22225.96000000
0.000918394401
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UKY7
113914.47000000
PA
USD
123040.83000000
0.005084145272
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
425000.00000000
PA
USD
505316.08000000
0.020880063628
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
BORAL FINANCE PTY LTD
549300X2TYFVNPM0UT91
Boral Finance Pty Ltd
09952AAA4
70000.00000000
PA
USD
71379.77000000
0.002949469051
Long
DBT
CORP
AU
N
2
2022-11-01
Fixed
3.00000000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
4814.00000000
NS
USD
621583.68000000
0.025684333632
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-DC2 Mortgage Trust
12594CBF6
410000.00000000
PA
USD
454358.15000000
0.018774441300
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
3.76500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9YQ8
137989.43000000
PA
USD
149926.69000000
0.006195090460
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A26K3
607944.72000000
PA
USD
670882.48000000
0.027721399385
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
38869.00000000
NS
USD
2265285.32000000
0.093603396943
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2M4
520000.00000000
PA
USD
743572.96000000
0.030725028020
Long
DBT
CORP
US
N
2
2051-04-04
Fixed
5.01300000
N
N
N
N
N
N
TOAST INC
N/A
TOAST INC PP
000000000
9.00000000
NS
USD
675.00000000
0.000027891538
Long
EC
CORP
US
Y
3
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
46645WAU7
190000.00000000
PA
USD
200260.51000000
0.008274924065
Long
ABS-MBS
CORP
US
N
2
2033-07-05
Fixed
4.24750000
N
N
N
N
N
N
PDF Solutions Inc
549300GMSP6MROFBI160
PDF Solutions Inc
693282105
9134.00000000
NS
USD
201587.38000000
0.008329751392
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UK27
49339.09000000
PA
USD
54315.38000000
0.002244354841
Long
ABS-MBS
USGA
US
N
2
2049-01-20
Fixed
5.50000000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2019-1
43789EAC0
422980.77000000
PA
USD
427345.04000000
0.017658238040
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
3.60600000
N
N
N
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications Inc
98980L101
2412.00000000
NS
USD
1153804.32000000
0.047676115148
Long
EC
CORP
US
N
1
N
N
N
PICC P&C
300300F1000311000017
PICC Property & Casualty Co Ltd
000000000
1122000.00000000
NS
925772.58000000
0.038253661699
Long
EC
CORP
CN
N
2
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BS8
1220000.00000000
PA
USD
1457900.00000000
0.060241591290
Long
DBT
CORP
GB
N
2
2031-04-01
Fixed
4.64400000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAP3
190000.00000000
PA
USD
214413.10000000
0.008859720376
Long
DBT
CORP
US
N
2
2025-04-13
Fixed
4.10000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAF6
95000.00000000
PA
USD
102714.67000000
0.004244252122
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM1
64829YAC4
376071.48000000
PA
USD
378806.42000000
0.015652583532
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.92798000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
22273.00000000
NS
USD
3296626.73000000
0.136219246934
Long
EC
CORP
US
N
1
N
N
N
SLM Student Loan Trust
549300SRMXHPGI3BJ386
SLM Student Loan Trust 2008-5
78444YAD7
192567.22000000
PA
USD
192271.19000000
0.007944798988
Long
ABS-O
CORP
US
N
2
2023-07-25
Floating
1.91475000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-F
63935CAB7
730000.00000000
PA
USD
753723.32000000
0.031144448994
Long
ABS-O
CORP
US
N
2
2068-08-15
Fixed
2.60000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-3 Mortgage Loan Trust
12597QAC0
449079.07000000
PA
USD
450141.95000000
0.018600224552
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
2.38000000
N
N
N
N
N
N
Middlesex Water Co
N/A
Middlesex Water Co
596680108
3747.00000000
NS
USD
256632.03000000
0.010604240251
Long
EC
CORP
US
N
1
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust 2020-C
44891RAF7
425000.00000000
PA
USD
426300.67000000
0.017615083839
Long
ABS-O
CORP
US
N
2
2027-12-15
Fixed
1.08000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G1CT2
63756.88000000
PA
USD
63412.05000000
0.002620236503
Long
ABS-MBS
CORP
US
N
2
2048-05-25
Variable
3.81006900
N
N
N
N
N
N
Odonate Therapeutics Inc
549300D50X5LSJ208C14
Odonate Therapeutics Inc
676079106
455.00000000
NS
USD
6834.10000000
0.000282390465
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJAN0
23079.42000000
PA
USD
26831.95000000
0.001108717583
Long
ABS-MBS
USGSE
US
N
2
2034-09-01
Fixed
6.50000000
N
N
N
N
N
N
DBCG Mortgage Trust
N/A
DBCG 2017-BBG Mortgage Trust
233062AA6
360000.00000000
PA
USD
357343.52000000
0.014765719378
Long
ABS-MBS
CORP
US
N
2
2034-06-15
Floating
0.84088000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJGK8
460579.36000000
PA
USD
494007.87000000
0.020412799368
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
4400.00000000
NS
1495357.02000000
0.061789345244
Long
EC
CORP
JP
N
2
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
850000.00000000
PA
USD
1017768.75000000
0.042055016850
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKA96
9305.29000000
PA
USD
9732.21000000
0.000402142682
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2014-GC21
17322MAY2
375000.00000000
PA
USD
404823.41000000
0.016727626318
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.02600000
N
N
N
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
000000000
4395.00000000
NS
USD
500898.15000000
0.020697511235
Long
EC
CORP
CH
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGF41
43935.39000000
PA
USD
51767.04000000
0.002139055398
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac - STACR
549300BL200YC56BUV20
STACR Trust 2018-DNA3
35563WAA2
484.20000000
PA
USD
484.20000000
0.000020007530
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Floating
0.90013000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS CHILE
000000000
1.00000000
NC
USD
52235.21000000
0.002158400556
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
REPUBLIC OF CHILE
Chile Government International Bond
Y
Default Event
2025-12-20
25940.28000000
USD
0.00000000
USD
1923000.00000000
USD
26294.93000000
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDX7
195000.00000000
PA
USD
206978.46000000
0.008552515119
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Bridge Bancorp Inc
N/A
Bridge Bancorp Inc
108035106
6300.00000000
NS
USD
140616.00000000
0.005810365320
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
125000.00000000
PA
USD
129096.38000000
0.005334365430
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
18483.00000000
NS
USD
2732341.89000000
0.112902547090
Long
EC
CORP
CH
N
1
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BL6
865000.00000000
PA
USD
960150.00000000
0.039674164124
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
4.64000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-1
85571KAB1
357296.98000000
PA
USD
363030.85000000
0.015000724392
Long
ABS-MBS
CORP
US
N
2
2049-06-25
Variable
3.14600000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
1280000.00000000
PA
USD
1415827.20000000
0.058503109623
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CS4
1010000.00000000
PA
USD
1090963.62000000
0.045079487282
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.37500000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAB0
480000.00000000
PA
USD
521964.96000000
0.021568008634
Long
DBT
CORP
IE
N
2
2025-04-10
Fixed
4.26300000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
84984.00000000
NS
USD
8502649.20000000
0.351336249395
Long
EC
CORP
US
N
1
N
N
N
CareDx Inc
549300NQOFKL9NON0U06
CareDx Inc
14167L103
1534.00000000
NS
USD
87698.78000000
0.003623783566
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
24033.00000000
NS
USD
1481634.45000000
0.061222317702
Long
EC
CORP
US
N
1
N
N
N
ALIBABA GROUP HOLDING LTD
5493001NTNQJDH60PM02
ALIBABA GROUP HOLDING-SP ADR
01609W102
45540.00000000
NS
USD
11993414.40000000
0.495577452817
Long
EC
CORP
CN
N
1
N
N
N
TechnoPro Holdings Inc
3538001DJ8I5PJQNHU53
TechnoPro Holdings Inc
000000000
14100.00000000
NS
1189673.93000000
0.049158276054
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
600000.00000000
PA
USD
638814.00000000
0.026396304203
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAZ7
185000.00000000
PA
USD
200054.19000000
0.008266398758
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.20000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734107
39880.00000000
NS
USD
740571.60000000
0.030601009430
Long
EC
CORP
US
N
1
N
N
N
Octagon Investment Partners Lt
549300EY2ULL20U3RR38
Octagon Investment Partners XXIII Ltd
67590WCJ1
435000.00000000
PA
USD
426833.25000000
0.017637090469
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
1.43688000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
15488.00000000
NS
USD
3385367.04000000
0.139886067351
Long
EC
CORP
US
N
1
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
651.00000000
NS
USD
208378.59000000
0.008610369608
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAZ1
555000.00000000
PA
USD
623628.53000000
0.025768828466
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
Westrock Co
N/A
Westrock Co
96145D105
80286.00000000
NS
USD
3388872.06000000
0.140030897574
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XMZ4
738570.20000000
PA
USD
728710.03000000
0.030110879893
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Floating
1.25013000
N
N
N
N
N
N
Fiesta Restaurant Group Inc
N/A
Fiesta Restaurant Group Inc
31660B101
18484.00000000
NS
USD
217187.00000000
0.008974340138
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
195000.00000000
PA
USD
207193.35000000
0.008561394546
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGL8
370000.00000000
PA
USD
432511.13000000
0.017871705001
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
615000.00000000
PA
USD
624993.75000000
0.025825240446
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J9CU3
209234.54000000
PA
USD
227358.89000000
0.009394650749
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TAN5
92329.93000000
PA
USD
102688.91000000
0.004243187698
Long
ABS-MBS
USGA
US
N
2
2047-06-20
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CDS DEVON ENERGY CORP
000000000
1.00000000
NC
USD
-919.04000000
-0.00003797546
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
DEVON ENERGY CORPORATION
Devon Energy Corp
Y
Default Event
2024-12-20
0.00000000
USD
-293.64000000
USD
60000.00000000
USD
-625.40000000
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
20401.00000000
NS
USD
3489999.07000000
0.144209546319
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M6M88
16838.12000000
PA
USD
19774.29000000
0.000817089441
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417AYH6
159132.51000000
PA
USD
173432.53000000
0.007166370525
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FLK49
71495.42000000
PA
USD
77023.28000000
0.003182663388
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC
79466L302
26261.00000000
NS
USD
6454953.80000000
0.266723841566
Long
EC
CORP
US
N
1
N
N
N
Capitol Federal Financial Inc
N/A
Capitol Federal Financial Inc
14057J101
13317.00000000
NS
USD
164065.44000000
0.006779314892
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
13800.00000000
NS
USD
274620.00000000
0.011347517525
Long
EC
CORP
US
N
1
N
N
N
Array Technologies Inc
N/A
Array Technologies Inc
04271T100
6392.00000000
NS
USD
291347.36000000
0.012038705387
Long
EC
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
327070.00000000
NS
757646.47000000
0.031306556683
Long
EC
CORP
IT
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TJ22
446785.23000000
PA
USD
496772.01000000
0.020527015838
Long
ABS-MBS
USGA
US
N
2
2047-10-20
Fixed
5.00000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
20148.00000000
NS
USD
5271119.76000000
0.217806874425
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
1155000.00000000
PA
USD
1313530.68000000
0.054276135792
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
1545000.00000000
PA
USD
1633822.05000000
0.067510830768
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
BOOKING HOLDINGS INC
09857L108
1132.00000000
NS
USD
2296205.40000000
0.094881039320
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416VKM5
38191.43000000
PA
USD
45797.55000000
0.001892391308
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
Xencor Inc
549300V5IF65437JKG30
Xencor Inc
98401F105
6739.00000000
NS
USD
285194.48000000
0.011784463476
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JVTW2
104031.85000000
PA
USD
109706.93000000
0.004533177885
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
3.50000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
790000.00000000
PA
USD
855175.00000000
0.035336513363
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
8996.00000000
NS
USD
2578073.68000000
0.106528061559
Long
EC
CORP
US
N
1
N
N
N
Jack in the Box Funding, LLC
N/A
Jack in the Box Funding LLC
466365AA1
560762.50000000
PA
USD
574607.73000000
0.023743249895
Long
ABS-O
CORP
US
N
2
2049-08-25
Fixed
3.98200000
N
N
N
N
N
N
StepStone Group Inc
N/A
StepStone Group Inc
85914M107
10359.00000000
NS
USD
280936.08000000
0.011608502990
Long
EC
CORP
US
N
1
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
000000000
13696.00000000
NS
1392797.01000000
0.057551483796
Long
EC
CORP
AU
N
2
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
4080.00000000
NS
USD
1131832.80000000
0.046768234410
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QFSZ3
678650.87000000
PA
USD
713527.27000000
0.029483516135
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
10905.00000000
NS
USD
647429.85000000
0.026752318000
Long
EC
CORP
PE
N
1
N
N
N
Storebrand ASA
5967007LIEEXZX7NA051
Storebrand ASA
000000000
165732.00000000
NS
1172487.79000000
0.048448131036
Long
EC
CORP
NO
N
2
N
N
N
Safety Insurance Group Inc
254900LDCFLA3J746840
Safety Insurance Group Inc
78648T100
2229.00000000
NS
USD
158816.25000000
0.006562414172
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B13K8
231472.07000000
PA
USD
236323.38000000
0.009765070629
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179S5M5
174912.12000000
PA
USD
189110.78000000
0.007814208325
Long
ABS-MBS
USGA
US
N
2
2047-05-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FCP9
11345.06000000
PA
USD
13065.14000000
0.000539862009
Long
ABS-MBS
USGA
US
N
2
2039-11-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417FU22
888309.20000000
PA
USD
964221.56000000
0.039842404232
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.00000000
N
N
N
N
N
N
Knight-Swift Transportation Ho
N/A
Knight-Swift Transportation Holdings Inc
499049104
14152.00000000
NS
USD
584336.08000000
0.024145233080
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
1190000.00000000
PA
USD
1331937.25000000
0.055036709952
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.95000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
ALPHABET INC-CL C
02079K107
16078.00000000
NS
USD
28309177.72000000
1.169757811907
Long
EC
CORP
US
N
1
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
125000.00000000
PA
USD
130296.13000000
0.005383940057
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
Parsons Corp
549300ZXH0VRBSEPX752
Parsons Corp
70202L102
3510.00000000
NS
USD
114777.00000000
0.004742677223
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417UEC5
51182.81000000
PA
USD
57140.89000000
0.002361107168
Long
ABS-MBS
USGSE
US
N
2
2039-12-01
Fixed
4.50000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
28003.00000000
NS
USD
5465905.57000000
0.225855579519
Long
EC
CORP
US
N
1
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
Entegris Inc
29362U104
13800.00000000
NS
USD
1278156.00000000
0.052814425788
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
22046.00000000
NS
USD
3235691.42000000
0.133701351303
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F0224C6
445000.00000000
PA
USD
462730.47000000
0.019120392243
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X56K4
471955.94000000
PA
USD
515652.92000000
0.021307190105
Long
ABS-MBS
USGSE
US
N
2
2045-10-01
Fixed
4.00000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada
633067103
33176.00000000
NS
1837746.55000000
0.075937153824
Long
EC
CORP
CA
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31287UDJ8
930.21000000
PA
USD
967.83000000
0.000039991507
Long
ABS-MBS
USGSE
US
N
2
2032-06-01
Fixed
7.00000000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
42595.00000000
NS
1187816.21000000
0.049081513581
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M1TU3
15.80000000
PA
USD
15.89000000
0.000000656587
Long
ABS-MBS
USGSE
US
N
2
2021-11-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERTD2
390781.21000000
PA
USD
420849.75000000
0.017389847475
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3133KHKY1
478244.77000000
PA
USD
512325.15000000
0.021169683993
Long
ABS-MBS
USGSE
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBP0
1030000.00000000
PA
USD
1157337.05000000
0.047822090370
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.16000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGJH8
222958.19000000
PA
USD
242289.07000000
0.010011577700
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-3
92537JAC1
247209.60000000
PA
USD
251648.64000000
0.010398322600
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.04000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCQ5
480000.00000000
PA
USD
492449.86000000
0.020348421151
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
3.07000000
N
N
N
N
N
N
VOLKSWAGEN BANK GMBH
529900GJD3OQLRZCKW37
Volkswagen Bank GmbH
000000000
400000.00000000
PA
533051.27000000
0.022026103809
Long
DBT
CORP
DE
N
2
2026-07-31
Fixed
2.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-INV1
92537TAE5
100000.00000000
PA
USD
103965.89000000
0.004295953531
Long
ABS-MBS
CORP
US
N
2
2060-03-25
Variable
3.88900000
N
N
N
N
N
N
Largan Precision Co Ltd
N/A
Largan Precision Co Ltd
000000000
6000.00000000
NS
678564.19000000
0.028038813772
Long
EC
CORP
TW
N
2
N
N
N
Thermon Group Holdings Inc
529900ZNZBBLDE77MZ38
Thermon Group Holdings Inc
88362T103
4700.00000000
NS
USD
66458.00000000
0.002746097588
Long
EC
CORP
US
N
1
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Corp
000000000
17900.00000000
NS
1668020.03000000
0.068923918589
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RSN0
10172.12000000
PA
USD
11809.44000000
0.000487975483
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LC26
92869.50000000
PA
USD
104181.74000000
0.004304872625
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.50000000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AT0
405000.00000000
PA
USD
414435.69000000
0.017124813398
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SGN1
43380.20000000
PA
USD
48326.23000000
0.001996878384
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
4.50000000
N
N
N
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EAFE
000000000
-53.00000000
NC
USD
-356207.23000000
-0.01471876696
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EAFE INDEX
2020-12-18
-5031242.79000000
USD
-356207.23000000
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2013-4
81744YAF3
503209.62000000
PA
USD
517413.62000000
0.021379943634
Long
ABS-MBS
CORP
US
N
2
2043-04-25
Variable
3.48084300
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312941NS2
24143.06000000
PA
USD
28070.11000000
0.001159879342
Long
ABS-MBS
USGSE
US
N
2
2040-07-01
Fixed
5.00000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
15461.00000000
NS
USD
2082596.70000000
0.086054557393
Long
EC
CORP
US
N
1
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAB9
75000.00000000
PA
USD
80566.65000000
0.003329078263
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.87500000
N
N
N
N
N
N
Elekta AB
54930044O54BK617EP80
Elekta AB
000000000
89249.00000000
NS
1209456.90000000
0.049975724160
Long
EC
CORP
SE
N
2
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
39663.00000000
NS
1305578.26000000
0.053947535452
Long
EC
CORP
IT
N
2
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DG0
240000.00000000
PA
USD
342352.56000000
0.014146280949
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
5.25000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BN1
185000.00000000
PA
USD
197928.36000000
0.008178557766
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System Inc
515098101
1800.00000000
NS
USD
236556.00000000
0.009774682673
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WD5K3
29172.96000000
PA
USD
31329.78000000
0.001294571508
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EH7F3
30742.36000000
PA
USD
36293.05000000
0.001499657785
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KSS4
179486.54000000
PA
USD
207288.91000000
0.008565343161
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
14653.00000000
NS
1768856.20000000
0.073090549593
Long
EC
CORP
DE
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC21 Mortgage Trust
12593FBG8
435000.00000000
PA
USD
466743.52000000
0.019286214671
Long
ABS-MBS
CORP
US
N
2
2048-07-10
Variable
4.47926400
N
N
N
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
11700.00000000
NS
USD
599859.00000000
0.024786652520
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KC93
5288.57000000
PA
USD
6350.96000000
0.000262426734
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
6.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2019-BWAY Mortgage Trust
05492NAG8
235000.00000000
PA
USD
219076.31000000
0.009052407935
Long
ABS-MBS
CORP
US
N
2
2034-11-15
Floating
2.30100000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBA0
385000.00000000
PA
USD
434432.85000000
0.017951112005
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF 2019-K98 Mortgage Trust
30312DAG6
505000.00000000
PA
USD
558766.79000000
0.023088689615
Long
ABS-MBS
CORP
US
N
2
2052-10-25
Variable
3.86156700
N
N
N
N
N
N
Enerpac Tool Group Corp
IZW37BPZKUJE1QXGB081
Enerpac Tool Group Corp
292765104
18776.00000000
NS
USD
420394.64000000
0.017371041966
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YW4
805000.00000000
PA
USD
829150.00000000
0.034261139597
Long
DBT
UST
US
N
2
2022-12-15
Fixed
1.62500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132GK2F2
63436.57000000
PA
USD
68970.80000000
0.002849928489
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-4
89172UAA6
107591.43000000
PA
USD
109257.45000000
0.004514605012
Long
ABS-MBS
CORP
US
N
2
2056-07-25
Variable
2.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36194BZF5
93522.25000000
PA
USD
100079.21000000
0.004135352812
Long
ABS-MBS
USGA
US
N
2
2046-06-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BY77
1131.79000000
PA
USD
1196.35000000
0.000049434136
Long
ABS-MBS
USGSE
US
N
2
2023-09-01
Fixed
5.00000000
N
N
N
N
N
N
John Bean Technologies Corp
5493007CT6ATBZ2L6826
John Bean Technologies Corp
477839104
5971.00000000
NS
USD
660153.76000000
0.027278080114
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622AAE42
213202.14000000
PA
USD
230089.15000000
0.009507467271
Long
ABS-MBS
USGA
US
N
2
2048-04-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DBD0
100372.23000000
PA
USD
116502.83000000
0.004813989895
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312942UJ2
2434.27000000
PA
USD
2675.69000000
0.000110561645
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
175000.00000000
PA
USD
196687.58000000
0.008127287746
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFGZ3
62732.46000000
PA
USD
66459.81000000
0.002746172378
Long
ABS-MBS
USGSE
US
N
2
2030-08-01
Fixed
2.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
NZD/USD FORWARD
000000000
1.00000000
NC
USD
15477.21000000
0.000639530666
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-527997.04000000
USD
775000.00000000
NZD
2021-01-22
15477.21000000
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
870000.00000000
PA
USD
934162.50000000
0.038600339888
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett Inc
25960P109
2400.00000000
NS
USD
74328.00000000
0.003071292267
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2019-BNK22
06540XAL5
405000.00000000
PA
USD
348764.86000000
0.014411242302
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Fixed
2.50000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
98523.14000000
PA
USD
92349.88000000
0.003815970729
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946AK0
575000.00000000
PA
USD
642257.18000000
0.026538579148
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
Tempur Sealy International Inc
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023U101
4300.00000000
NS
USD
108317.00000000
0.004475744868
Long
EC
CORP
US
N
1
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHR8
225000.00000000
PA
USD
226726.29000000
0.009368511212
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
1.32000000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
8816.00000000
NS
590873.88000000
0.024415380192
Long
EC
CORP
DK
N
2
N
N
N
SYNOPSYS INC
QG7T915N9S0NY5UKNE63
SYNOPSYS INC
871607107
16124.00000000
NS
USD
3668210.00000000
0.151573364145
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402CWJ7
46006.65000000
PA
USD
53137.24000000
0.002195673156
Long
ABS-MBS
USGSE
US
N
2
2034-03-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MBHP5
26.87000000
PA
USD
27.38000000
0.000001131363
Long
ABS-MBS
USGSE
US
N
2
2022-08-01
Fixed
6.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-3
03464QAC9
334349.39000000
PA
USD
338703.09000000
0.013995481937
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
3.23800000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
6011.00000000
NS
USD
524038.98000000
0.021653708795
Long
EC
CORP
US
N
1
N
N
N
nCino Inc
549300WVRR2WR3L6MZ46
nCino Inc
63947U107
723.00000000
NS
USD
58917.27000000
0.002434508607
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0NW5
52363.36000000
PA
USD
52453.67000000
0.002167427498
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Floating
1.35013000
N
N
N
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One Inc
12685J105
475.00000000
NS
USD
940818.25000000
0.038875360789
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457108
4319.00000000
NS
USD
629062.35000000
0.025993358244
Long
EC
CORP
US
N
1
N
N
N
Cavco Industries Inc
N/A
Cavco Industries Inc
149568107
940.00000000
NS
USD
169209.40000000
0.006991867423
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAF0
180000.00000000
PA
USD
200925.00000000
0.008302381322
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
Metlife Securitization Trust
N/A
METLIFE SECURITIZATION TRUST 2018-1
59166DAA5
431509.05000000
PA
USD
464194.48000000
0.019180886304
Long
ABS-MBS
CORP
US
N
2
2057-03-25
Variable
3.75000000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAE2
520000.00000000
PA
USD
553097.48000000
0.022854429202
Long
DBT
CORP
IE
N
2
2024-04-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8ZH9
623928.79000000
PA
USD
694696.43000000
0.028705410801
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
31719.00000000
NS
3197238.11000000
0.132112429852
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A3BS8
246031.31000000
PA
USD
270742.50000000
0.011187296131
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F0204C0
1650000.00000000
PA
USD
1717579.10000000
0.070971738906
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2015-NXS2
94989MAL3
70000.00000000
PA
USD
67053.11000000
0.002770688008
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
4.43673700
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2019-3
03464QAB1
319265.96000000
PA
USD
323921.56000000
0.013384697323
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
3.13600000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
105000.00000000
PA
USD
115339.88000000
0.004765935873
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
GRASSHOPPER BANCORP WTS 10/28 PP
N/A
GRASSHOPPER BANCORP WTS 10/28 PP
000000000
803.00000000
NS
USD
2055.68000000
0.000084942337
Long
EC
CORP
US
Y
3
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABC8
1260000.00000000
PA
USD
1420801.20000000
0.058708639272
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
549300RBL73KV0WZZF27
T ROWE PRICE DYNAMIC GLOBAL BOND FUND
77956H468
19573175.73066500
NS
USD
190446999.86000000
7.869421996078
Long
EC
RF
US
N
1
N
N
N
TOTAL SE
529900S21EQ1BO4ESM68
TOTAL SE
000000000
63712.00000000
NS
2704279.82000000
0.111742999966
Long
EC
CORP
FR
N
2
N
N
N
Kodiak Sciences Inc
254900IXI5NI8C9OQE24
Kodiak Sciences Inc
50015M109
5515.00000000
NS
USD
753735.05000000
0.031144933687
Long
EC
CORP
US
N
1
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2017-5
89169EAA7
122188.98000000
PA
USD
121383.58000000
0.005015666380
Long
ABS-MBS
CORP
US
N
2
2057-02-25
Floating
0.75013000
N
N
N
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J107
4478.00000000
NS
USD
590200.40000000
0.024387551461
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508104
18591.00000000
NS
USD
2997798.75000000
0.123871436359
Long
EC
CORP
US
N
1
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AD9
50000.00000000
PA
USD
54389.35000000
0.002247411340
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206FVA7
680.07000000
PA
USD
688.35000000
0.000028443171
Long
ABS-MBS
USGA
US
N
2
2025-11-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6U0
20977.49000000
PA
USD
24889.82000000
0.001028467222
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
5.50000000
N
N
N
N
N
N
ASOS PLC
213800H8DBB8JSKDW630
ASOS PLC
000000000
29565.00000000
NS
1808298.81000000
0.074720349710
Long
EC
CORP
GB
N
2
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
33136.00000000
NS
1909088.86000000
0.078885074999
Long
EC
CORP
DE
N
2
N
N
N
Computer Modelling Group Ltd
N/A
Computer Modelling Group Ltd
205249105
14200.00000000
NS
57950.26000000
0.002394550982
Long
EC
CORP
CA
N
2
N
N
N
Apellis Pharmaceuticals Inc
254900HS0ZFRXXSB9D42
Apellis Pharmaceuticals Inc
03753U106
1500.00000000
NS
USD
70710.00000000
0.002921793621
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416TMF3
16407.91000000
PA
USD
18378.03000000
0.000759394863
Long
ABS-MBS
USGSE
US
N
2
2039-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W9C32
28986.76000000
PA
USD
31497.47000000
0.001301500592
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.50000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BA9
280000.00000000
PA
USD
298535.16000000
0.012335711018
Long
DBT
CORP
US
N
2
2024-09-26
Fixed
2.85000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKG6
150000.00000000
PA
USD
152115.15000000
0.006285519374
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
AUD/USD FORWARD
000000000
1.00000000
NC
USD
6379.97000000
0.000263625451
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-761113.53000000
USD
1045000.00000000
AUD
2021-01-22
6379.97000000
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
515000.00000000
PA
USD
599219.50000000
0.024760227870
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM5
64830PAA4
661666.23000000
PA
USD
679115.69000000
0.028061602192
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.70986000
N
N
N
N
N
N
PNM Resources Inc
5493003JOBJGLZSDDQ28
PNM Resources Inc
69349H107
6855.00000000
NS
USD
336649.05000000
0.013910607365
Long
EC
CORP
US
N
1
N
N
N
BEIJING ENT
529900896ODARUEY2V26
Beijing Enterprises Holdings Ltd
000000000
127000.00000000
NS
411527.03000000
0.017004625246
Long
EC
CORP
HK
N
2
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC
559222401
43596.00000000
NS
USD
2677666.32000000
0.110643308911
Long
EC
CORP
CA
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDY5
255000.00000000
PA
USD
279467.00000000
0.011547799432
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
450000.00000000
PA
USD
475767.00000000
0.019659072064
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
Century Plaza Towers 2019-CPT
12654YAJ8
485000.00000000
PA
USD
482546.82000000
0.019939219637
Long
ABS-MBS
CORP
US
N
2
2039-11-13
Variable
3.09669300
N
N
N
N
N
N
SMB Private Education Loan Tru
549300ZLJ4U248VKSJ66
SMB Private Education Loan Trust 2015-B
78448QAB4
107185.67000000
PA
USD
109037.68000000
0.004505523941
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
2.98000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2017-5
81746DCB4
262358.69000000
PA
USD
277424.30000000
0.011463393438
Long
ABS-MBS
CORP
US
N
2
2047-08-25
Variable
3.82336200
N
N
N
N
N
N
CARIS LIFE SCIENCES SER C CVT PFD PP
N/A
CARIS LIFE SCIENCES SER C CVT PFD PP
000000000
14745.00000000
NS
USD
40696.20000000
0.001681599456
Long
EP
CORP
US
Y
3
N
N
N
MVW Owner Trust
5493004KX4H48P1FVD32
MVW Owner Trust 2014-1
553891AA0
16110.40000000
PA
USD
16152.95000000
0.000667452782
Long
ABS-O
CORP
US
N
2
2031-09-22
Fixed
2.25000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AW6
95000.00000000
PA
USD
110675.00000000
0.004573179310
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WFRH1
40156.52000000
PA
USD
43668.04000000
0.001804398256
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
GBP/USD FORWARD
000000000
1.00000000
NC
USD
3274.66000000
0.000135311564
N/A
DFE
CORP
US
N
2
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
-236895.48000000
USD
180000.00000000
GBP
2021-02-19
3274.66000000
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
17582.00000000
NS
USD
3823030.08000000
0.157970653385
Long
EC
CORP
US
N
1
N
N
N
GMRF Mortgage Acquisition Co.,
N/A
Galton Funding Mortgage Trust 2019-2
36418AAW7
143839.12000000
PA
USD
145313.60000000
0.006004473900
Long
ABS-MBS
CORP
US
N
2
2059-06-25
Variable
3.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
110000.00000000
PA
USD
156310.66000000
0.006458881194
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
595000.00000000
PA
USD
681434.46000000
0.028157415618
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-CR28 Mortgage Trust
12593YBF9
294263.28000000
PA
USD
313953.55000000
0.012972811196
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
3.65100000
N
N
N
N
N
N
BellRing Brands Inc
N/A
BellRing Brands Inc
079823100
5060.00000000
NS
USD
103224.00000000
0.004265298044
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
JPY/USD FORWARD
000000000
1.00000000
NC
USD
1925.48000000
0.000079562369
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-238804.12000000
USD
25105000.00000000
JPY
2021-01-22
1925.48000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184Q2S2
21848.67000000
PA
USD
24009.34000000
0.000992085086
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.50000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
119458.00000000
NS
2792864.46000000
0.115403387975
Long
EC
CORP
FR
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV2
46651DAC0
209334.07000000
PA
USD
217651.75000000
0.008993543979
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.50000000
N
N
N
N
N
N
CONVOY SERIES C CVT PFD STOCK PP
N/A
CONVOY SERIES C CVT PFD STOCK PP
000000000
9621.00000000
NS
USD
112084.65000000
0.004631427172
Long
EP
CORP
US
Y
3
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAE2
495000.00000000
PA
USD
551306.25000000
0.022780414149
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
Encore Capital Group Inc
5493000UVC6H49CIH830
Encore Capital Group Inc
292554102
7562.00000000
NS
USD
258166.68000000
0.010667653214
Long
EC
CORP
US
N
1
N
N
N
Axonics Modulation Technologie
549300LJY4X7N57VJL05
Axonics Modulation Technologies Inc
05465P101
1979.00000000
NS
USD
86858.31000000
0.003589054675
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3622A26L1
441992.77000000
PA
USD
482742.61000000
0.019947309836
Long
ABS-MBS
USGA
US
N
2
2048-02-20
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAH6
120000.00000000
PA
USD
129000.00000000
0.005330382931
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.50000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAU5
200000.00000000
PA
USD
203469.80000000
0.008407534489
Long
DBT
CORP
DK
N
2
2022-09-20
Fixed
3.00100000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAL3
750000.00000000
PA
USD
775312.50000000
0.032036531138
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJXT0
16866.06000000
PA
USD
18496.70000000
0.000764298402
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179RXF1
33039.20000000
PA
USD
36806.32000000
0.001520866510
Long
ABS-MBS
USGA
US
N
2
2046-01-20
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS8
36254KAU6
720000.00000000
PA
USD
730304.50000000
0.030176764666
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Variable
4.48056300
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WGDE1
96806.88000000
PA
USD
104792.95000000
0.004330128310
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
131756.00000000
NS
1269568.47000000
0.052459582197
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BXR4
23167.51000000
PA
USD
27476.89000000
0.001135367019
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YK0
12055000.00000000
PA
USD
12330004.69000000
0.509485632173
Long
DBT
UST
US
N
2
2022-10-15
Fixed
1.37500000
N
N
N
N
N
N
BHP Group PLC
549300C116EOWV835768
BHP Group PLC
000000000
59913.00000000
NS
1354672.77000000
0.055976159779
Long
EC
CORP
AU
N
2
N
N
N
FB Financial Corp
5493000B2LD2C2A6C435
FB Financial Corp
30257X104
10983.00000000
NS
USD
350577.36000000
0.014486136248
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CJ6
325000.00000000
PA
USD
354851.58000000
0.014662750429
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WJGP7
212741.01000000
PA
USD
226642.63000000
0.009365054314
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Wilmar International Ltd
549300H2EAI4YRLWBB20
Wilmar International Ltd
000000000
378500.00000000
NS
1178233.25000000
0.048685538028
Long
EC
CORP
SG
N
2
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-1
30167HAC2
355000.00000000
PA
USD
359885.47000000
0.014870754780
Long
ABS-O
CORP
US
N
2
2024-04-15
Fixed
2.26000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
710000.00000000
PA
USD
808756.03000000
0.033418444483
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
8103.00000000
NS
USD
781291.26000000
0.032283578272
Long
EC
CORP
US
N
1
N
N
N
SiteOne Landscape Supply Inc
5299008LX7SBD4HIAU03
SiteOne Landscape Supply Inc
82982L103
6514.00000000
NS
USD
899583.40000000
0.037171503885
Long
EC
CORP
US
N
1
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
145000.00000000
PA
USD
158748.32000000
0.006559607251
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.37500000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446104
5700.00000000
NS
USD
538422.00000000
0.022248026658
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
15511.00000000
NS
USD
514189.65000000
0.021246726621
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312943DQ3
102124.96000000
PA
USD
114651.82000000
0.004737504685
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.50000000
N
N
N
N
N
N
Bruker Corp
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp
116794108
11625.00000000
NS
USD
588341.25000000
0.024310729900
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FMB9
268018.12000000
PA
USD
298453.94000000
0.012332354943
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G9PB1
31233.04000000
PA
USD
34720.56000000
0.001434681243
Long
ABS-MBS
USGA
US
N
2
2048-08-20
Fixed
5.00000000
N
N
N
N
N
N
CTS Corp
549300YV1HQLBVHOI649
CTS Corp
126501105
14163.00000000
NS
USD
431404.98000000
0.017825998001
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J5UV9
269768.32000000
PA
USD
289588.40000000
0.011966023756
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
3.50000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2018-IMC2
85572PAA1
508462.77000000
PA
USD
527275.49000000
0.021787443971
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
4.12100000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
285.00000000
NS
USD
31133.40000000
0.001286456930
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC
65339F101
118443.00000000
NS
USD
8716220.37000000
0.360161180552
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MGG1
62169.61000000
PA
USD
73770.55000000
0.003048257989
Long
ABS-MBS
USGSE
US
N
2
2038-09-01
Fixed
5.50000000
N
N
N
N
N
N
Electric Power Development Co
549300KMHPUAQI8VEH90
Electric Power Development Co Ltd
000000000
41400.00000000
NS
555654.35000000
0.022960081110
Long
EC
CORP
JP
N
2
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAG8
150000.00000000
PA
USD
150138.30000000
0.006203834354
Long
DBT
CORP
NO
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
XOMETRY SER E CVT PFD STOCK PP
N/A
XOMETRY SER E CVT PFD STOCK PP
000000000
1591.00000000
NS
USD
21672.60000000
0.000895529125
Long
EP
CORP
US
Y
3
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2017-C
18978CAE3
60000.00000000
PA
USD
60918.48000000
0.002517200201
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
2.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416BNN4
12351.07000000
PA
USD
14491.70000000
0.000598808607
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDL5
210000.00000000
PA
USD
222457.66000000
0.009192128015
Long
ABS-O
CORP
US
N
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELX73
70738.33000000
PA
USD
79327.53000000
0.003277876836
Long
ABS-MBS
USGSE
US
N
2
2042-04-01
Fixed
4.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
640000.00000000
PA
USD
678362.24000000
0.028030469036
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57200000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
485000.00000000
PA
USD
498257.96000000
0.020588416478
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.37500000
N
N
N
N
N
N
Chuy's Holdings Inc
N/A
Chuy's Holdings Inc
171604101
13025.00000000
NS
USD
308692.50000000
0.012755420412
Long
EC
CORP
US
N
1
N
N
N
FLAGSTAR MORTGAGE TRUST
N/A
FLAGSTAR MORTGAGE TRUST 2020-1NV
33851YAL0
212655.52000000
PA
USD
212864.71000000
0.008795739666
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
1.00013000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJWS3
5979.94000000
PA
USD
6317.31000000
0.000261036289
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
4.50000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-IMC1
85572TAB1
364637.91000000
PA
USD
367552.57000000
0.015187565470
Long
ABS-MBS
CORP
US
N
2
2049-02-25
Variable
3.65100000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
76041.00000000
NS
USD
6271861.68000000
0.259158329074
Long
EC
CORP
US
N
1
N
N
N
THK Co Ltd
N/A
THK Co Ltd
000000000
33000.00000000
NS
1018344.74000000
0.042078817216
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36189MBR8
70406.59000000
PA
USD
77337.17000000
0.003195633573
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0TS8
466560.15000000
PA
USD
457124.02000000
0.018888729255
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
1.20013000
N
N
N
N
N
N
Hamamatsu Photonics KK
N/A
Hamamatsu Photonics KK
000000000
21400.00000000
NS
1202370.25000000
0.049682898127
Long
EC
CORP
JP
N
2
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBU8
185000.00000000
PA
USD
203585.84000000
0.008412329354
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193VG22
15903.47000000
PA
USD
17330.26000000
0.000716100171
Long
ABS-MBS
USGA
US
N
2
2046-05-20
Fixed
3.00000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
VISA INC-CLASS A SHARES
92826C839
41546.00000000
NS
USD
8739201.10000000
0.361110762653
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
8325000.00000000
PA
USD
7908750.00000000
0.326795860566
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
28358.00000000
NS
USD
470459.22000000
0.019439750360
Long
EC
CORP
US
N
1
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AE8
430000.00000000
PA
USD
500579.77000000
0.020684355520
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617G9FT3
106501.15000000
PA
USD
119432.61000000
0.004935050743
Long
ABS-MBS
USGA
US
N
2
2048-06-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ETJ98
169002.64000000
PA
USD
184345.39000000
0.007617298608
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
111183.00000000
NS
USD
23800944.81000000
0.983474030848
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-CCRE24 Mortgage Trust
12593JBH8
265000.00000000
PA
USD
291875.21000000
0.012060516570
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.02800000
N
N
N
N
N
N
Meggitt PLC
YMFO3TKB4UAWQTDZJJ31
Meggitt PLC
000000000
254628.00000000
NS
1316544.56000000
0.054400671719
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31371KWK3
3296.86000000
PA
USD
3841.21000000
0.000158721862
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
6.50000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
1655.00000000
NS
USD
662860.60000000
0.027389928903
Long
EC
CORP
US
N
1
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAG3
735000.00000000
PA
USD
755634.17000000
0.031223406841
Long
ABS-O
CORP
US
N
2
2026-07-15
Fixed
2.64000000
N
N
N
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
10133.00000000
NS
USD
974186.62000000
0.040254168463
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31413JZZ0
945.28000000
PA
USD
1089.03000000
0.000044999588
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
6.50000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
11456.00000000
NS
3762689.61000000
0.155477337018
Long
EC
CORP
CH
N
2
N
N
N
JAND INC (DBA WARBY PARKER) CVT SER F PP
N/A
JAND INC (DBA WARBY PARKER) CVT SER F PP
000000000
5187.00000000
NS
USD
127240.22000000
0.005257667418
Long
EP
CORP
US
Y
3
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AD0
265000.00000000
PA
USD
291068.32000000
0.012027175232
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.62500000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
1045000.00000000
PA
USD
1143372.12000000
0.047245048320
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37300000
N
N
N
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
000000000
257719.00000000
NS
4386849.30000000
0.181268113439
Long
EC
CORP
TW
N
2
N
N
N
Bluemountain CLO Ltd
549300261OAC6YQ54P29
BlueMountain CLO 2015-2 Ltd
09628BAL2
426910.42000000
PA
USD
424595.62000000
0.017544629812
Long
ABS-CBDO
CORP
KY
N
2
2027-07-18
Floating
1.14775000
N
N
N
N
N
N
Element Fleet Management Corp
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181201
152080.00000000
NS
1546913.68000000
0.063919707574
Long
EC
CORP
CA
N
2
N
N
N
FORTIVE CORP
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
9293.00000000
NS
USD
651718.09000000
0.026929511499
Long
EC
CORP
US
N
1
N
N
N
MeiraGTx Holdings plc
54930007YV6NYIOGFZ57
MeiraGTx Holdings plc
000000000
2103.00000000
NS
USD
29694.36000000
0.001226994648
Long
EC
CORP
US
N
1
N
N
N
Ascendis Pharma A/S
549300B66JN3W3J8GH73
Ascendis Pharma A/S
04351P101
8187.00000000
NS
USD
1381392.51000000
0.057080240756
Long
EC
CORP
DK
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B1 Mortgage Trust
08162PAZ4
295000.00000000
PA
USD
335772.66000000
0.013874394231
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
3.87800000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAR0
75000.00000000
PA
USD
84443.18000000
0.003489259576
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy Inc
29786A106
3063.00000000
NS
USD
492224.10000000
0.020339092568
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
19402.00000000
NS
USD
4598662.04000000
0.190020384866
Long
EC
CORP
US
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PAYPAL HOLDINGS INC
70450Y103
34440.00000000
NS
USD
7374292.80000000
0.304711662606
Long
EC
CORP
US
N
1
N
N
N
Selectquote Inc
549300BV28BWDIN9SP24
Selectquote Inc
816307300
6095.00000000
NS
USD
130737.75000000
0.005402188148
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-JWDR
95002NAA5
695000.00000000
PA
USD
694147.30000000
0.028682720311
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Variable
2.58387000
N
N
N
N
N
N
XP Inc
5493008KDA8NBZRJST80
XP Inc
000000000
5126.00000000
NS
USD
210217.26000000
0.008686344920
Long
EC
CORP
BR
N
1
N
N
N
Ultragenyx Pharmaceutical Inc
529900EV44GVDN1DCX77
Ultragenyx Pharmaceutical Inc
90400D108
5987.00000000
NS
USD
709698.98000000
0.029325328138
Long
EC
CORP
US
N
1
N
N
N
Gentherm Inc
HKM6YX1U5JS60TCUB219
Gentherm Inc
37253A103
7038.00000000
NS
USD
400180.68000000
0.016535785010
Long
EC
CORP
US
N
1
N
N
N
MAXIM INTEGRATED PRODUCTS INC
SO0H5YEO14Y4PVKQH532
MAXIM INTEGRATED PRODUCTS
57772K101
9642.00000000
NS
USD
800671.68000000
0.033084392691
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAF3
275000.00000000
PA
USD
311399.83000000
0.012867289448
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
3.54000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
41718.00000000
NS
USD
5318210.64000000
0.219752707162
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138E2MC6
41501.66000000
PA
USD
43878.01000000
0.001813074384
Long
ABS-MBS
USGSE
US
N
2
2027-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XZZ0
622185.92000000
PA
USD
611798.90000000
0.025280018715
Long
ABS-MBS
CORP
US
N
2
2030-07-25
Floating
1.00013000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128PERY6
406.82000000
PA
USD
411.31000000
0.000016995657
Long
ABS-MBS
USGSE
US
N
2
2021-08-01
Fixed
6.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Loan Trust 2017-A
63939XAB7
130426.62000000
PA
USD
132550.47000000
0.005477091185
Long
ABS-O
CORP
US
N
2
2058-12-16
Fixed
2.88000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CAD FORWARD
000000000
1.00000000
NC
USD
2322.27000000
0.000095958049
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-764092.92000000
USD
995000.00000000
CAD
2021-01-22
2322.27000000
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MC6H3
107.86000000
PA
USD
113.94000000
0.000004708091
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAY0
350000.00000000
PA
USD
376719.70000000
0.015566358596
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QEAQ5
338250.80000000
PA
USD
359695.54000000
0.014862906721
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Wellfleet CLO Ltd
N/A
Wellfleet CLO 2017-2A Ltd
94951MAJ2
655000.00000000
PA
USD
650415.00000000
0.026875666780
Long
ABS-CBDO
CORP
KY
N
2
2029-10-20
Floating
1.27838000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410GZG1
0.39000000
PA
USD
0.41000000
0.000000016941
Long
ABS-MBS
USGSE
US
N
2
2022-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MB2J5
5002.41000000
PA
USD
5278.21000000
0.000218099848
Long
ABS-MBS
USGSE
US
N
2
2023-09-01
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
640.62000000
0.000026470929
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GENERAL ELECTRIC CO
General Electric Co
Y
Default Event
2020-12-20
86.17000000
USD
0.00000000
USD
280000.00000000
USD
554.45000000
N
N
N
First Industrial Realty Trust
N/A
First Industrial Realty Trust Inc
32054K103
5079.00000000
NS
USD
212708.52000000
0.008789285771
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS REPUBLIC OF INDONESIA
000000000
1.00000000
NC
USD
29188.07000000
0.001206074342
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Indonesia Government International Bond
REPUBLIC OF INDONESIA
Y
Default Event
2025-12-20
1506.85000000
USD
0.00000000
USD
1887309.00000000
USD
27681.22000000
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM2
64830QAA2
323700.86000000
PA
USD
328387.14000000
0.013569218652
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.59987000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
80000.00000000
PA
USD
85885.76000000
0.003548868133
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAE9
185000.00000000
PA
USD
191800.05000000
0.007925331107
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
3.13000000
N
N
N
N
N
N
CROWN CASTLE TOWERS LLC
N/A
Crown Castle Towers LLC
22822RBB5
65000.00000000
PA
USD
65655.81000000
0.002712950457
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.22200000
N
N
N
N
N
N
JBG SMITH Properties
N/A
JBG SMITH Properties
46590V100
14647.00000000
NS
USD
450248.78000000
0.018604638853
Long
EC
CORP
US
N
1
N
N
N
Acceleron Pharma Inc
529900TQRID2UY164805
Acceleron Pharma Inc
00434H108
3334.00000000
NS
USD
393645.38000000
0.016265741199
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Freddie Mac STACR Remic Trust 2020-DNA2
35565KAA6
212323.25000000
PA
USD
212357.50000000
0.008774781344
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Floating
0.90013000
N
N
N
N
N
N
SOUND BANK NON-VOTING COMMON STOCK PP
N/A
SOUND BANK NON-VOTING COMMON STOCK PP
000000000
2412.00000000
NS
USD
12663.00000000
0.000523245264
Long
EC
CORP
US
Y
3
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128K7MM7
24663.35000000
PA
USD
28070.00000000
0.001159874797
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
5.00000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DA5
185000.00000000
PA
USD
199814.25000000
0.008256484246
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.55000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
200.00000000
NS
USD
26588.00000000
0.001098637375
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AQ35
366301.38000000
PA
USD
397967.16000000
0.016444320597
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MSY7
9856.03000000
PA
USD
10895.19000000
0.000450197944
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
4.00000000
N
N
N
N
N
N
ALLBIRDS
N/A
ALLBIRDS SERIES C CVT PFD STOCK PP
000000000
2470.00000000
NS
USD
28559.20000000
0.001180088932
Long
EP
CORP
US
Y
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X7MW6
585185.85000000
PA
USD
624407.57000000
0.025801019020
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.50000000
N
N
N
N
N
N
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
000000000
25900.00000000
NS
USD
327376.00000000
0.013527437540
Long
EC
CORP
FR
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P7
17325HBR4
230000.00000000
PA
USD
259953.02000000
0.010741466208
Long
ABS-MBS
CORP
US
N
2
2050-04-14
Fixed
3.91500000
N
N
N
N
N
N
Palisades Center Trust
N/A
Palisades Center Trust 2016-PLSD
69640GAA3
345000.00000000
PA
USD
286350.00000000
0.011832210484
Long
ABS-MBS
CORP
US
N
2
2033-04-13
Fixed
2.71298000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
155769.00000000
NS
USD
3953417.22000000
0.163358354049
Long
EC
CORP
US
N
1
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
6000.00000000
NS
USD
817980.00000000
0.033799586284
Long
EC
CORP
US
N
1
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BT2
65000.00000000
PA
USD
65156.13000000
0.002692303281
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
3.50000000
N
N
N
N
N
N
ALLBIRDS
N/A
ALLBIRDS SERIES SEED CVT PFD STOCK PP
000000000
790.00000000
NS
USD
9134.32000000
0.000377437390
Long
EP
CORP
US
Y
3
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
46770.00000000
NS
USD
7409303.40000000
0.306158328534
Long
EC
CORP
NL
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS COLOMBIA
000000000
1.00000000
NC
USD
12560.00000000
0.000518989221
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
REPUBLIC OF COLOMBIA
Colombia Government International Bond
Y
Default Event
2025-12-20
0.00000000
USD
-27117.09000000
USD
1643000.00000000
USD
39677.09000000
N
N
N
VENTURE HOLDINGS TRUST
N/A
VENTURE GLOBAL LNG INC SR B PP
000000000
3.00000000
NS
USD
16695.87000000
0.000689886670
Long
EC
CORP
US
Y
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPW42
16855.06000000
PA
USD
19788.92000000
0.000817693964
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Fixed
6.50000000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines 2017-2 Class AA Pass Through Trust
02376AAA7
203203.20000000
PA
USD
192055.68000000
0.007935893943
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36250BAE6
21451.79000000
PA
USD
21661.00000000
0.000895049803
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Variable
2.39635800
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BN2
226000.00000000
PA
USD
276850.00000000
0.011439662904
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.32700000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-4
03463UAC1
442760.78000000
PA
USD
439153.21000000
0.018146161047
Long
ABS-MBS
CORP
US
N
2
2049-07-26
Variable
3.30100000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HY6
320000.00000000
PA
USD
333676.16000000
0.013787765178
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
000000000
655000.00000000
PA
945158.87000000
0.039054718671
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.62500000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
7577.00000000
NS
969939.24000000
0.040078663332
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312940EU9
3879.71000000
PA
USD
4505.34000000
0.000186164243
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
150000.00000000
PA
USD
177630.60000000
0.007339838127
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2020-C55
95002EBD8
384079.00000000
PA
USD
405170.12000000
0.016741952652
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
3.13900000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
2682.00000000
NS
USD
619997.94000000
0.025618809590
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
1150000.00000000
PA
USD
1245860.55000000
0.051479952025
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.87900000
N
N
N
N
N
N
FLAME BIOSCIENCES INC PP
N/A
FLAME BIOSCIENCES INC PP
000000000
3075.00000000
NS
USD
20141.25000000
0.000832252521
Long
EC
CORP
US
Y
3
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31287SBF3
12959.68000000
PA
USD
14496.50000000
0.000599006947
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
6.50000000
N
N
N
N
N
N
Great Portland Estates PLC
213800JMEDD2Q4N1MC42
Great Portland Estates PLC
000000000
110034.00000000
NS
941811.78000000
0.038916414242
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417GFT8
80914.76000000
PA
USD
88355.15000000
0.003650905298
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERNP1
110673.95000000
PA
USD
117913.61000000
0.004872284451
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140F0T87
132951.28000000
PA
USD
143776.67000000
0.005940966726
Long
ABS-MBS
USGSE
US
N
2
2044-07-01
Fixed
3.50000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAQ2
65000.00000000
PA
USD
72574.71000000
0.002998844926
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.25000000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
Safran SA
000000000
10090.00000000
NS
1470859.48000000
0.060777087344
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184SPQ7
11013.50000000
PA
USD
12208.61000000
0.000504469506
Long
ABS-MBS
USGA
US
N
2
2045-04-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KGP3
17018.07000000
PA
USD
20436.57000000
0.000844455379
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FWA0
57711.95000000
PA
USD
66518.63000000
0.002748602868
Long
ABS-MBS
USGA
US
N
2
2041-08-20
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
34047.00000000
NS
USD
4013460.36000000
0.165839384503
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
695000.00000000
PA
USD
722353.12000000
0.029848207299
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
10200.00000000
NS
USD
488784.00000000
0.020196944891
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179MK82
67998.40000000
PA
USD
75186.00000000
0.003106745512
Long
ABS-MBS
USGA
US
N
2
2042-08-20
Fixed
4.00000000
N
N
N
N
N
N
Rentokil Initial PLC
549300VN4WV7Z6T14K68
Rentokil Initial PLC
000000000
67248.00000000
NS
445236.41000000
0.018397523725
Long
EC
CORP
GB
N
2
N
N
N
South State Corp
549300JZUANXM0YQ4W53
South State Corp
840441109
7656.00000000
NS
USD
508894.32000000
0.021027919360
Long
EC
CORP
US
N
1
N
N
N
FIDELITY NATL FINANCIAL
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620RAH8
170000.00000000
PA
USD
197725.13000000
0.008170160140
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAL5
11900000.00000000
PA
USD
11717781.25000000
0.484188071126
Long
DBT
UST
US
N
2
2027-09-30
Fixed
0.37500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312940AM1
49824.57000000
PA
USD
57225.06000000
0.002364585140
Long
ABS-MBS
USGSE
US
N
2
2040-04-01
Fixed
5.00000000
N
N
N
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
6009.00000000
NS
USD
1369330.92000000
0.056581846233
Long
EC
CORP
US
N
1
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2019-B
80281GAH9
715000.00000000
PA
USD
740571.47000000
0.030601004058
Long
ABS-O
CORP
US
N
2
2024-06-20
Fixed
3.31000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140FGMN6
168603.33000000
PA
USD
181576.57000000
0.007502888756
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust I LLC 2019-1
03464MAB0
138769.83000000
PA
USD
139401.73000000
0.005760190715
Long
ABS-MBS
CORP
US
N
2
2048-11-25
Variable
4.02200000
N
N
N
N
N
N
Nomad Foods Ltd
5493000ZZ1837DS2SI43
Nomad Foods Ltd
000000000
13207.00000000
NS
USD
318949.05000000
0.013179229242
Long
EC
CORP
GB
N
1
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2014-A LLC
284157AA2
25340.83000000
PA
USD
25397.66000000
0.001049451576
Long
ABS-O
CORP
US
N
2
2027-02-25
Fixed
2.53000000
N
N
N
N
N
N
Argenx SE
7245009C5FZE6G9ODQ71
Argenx SE
04016X101
2858.00000000
NS
USD
819731.56000000
0.033871962141
Long
EC
CORP
NL
N
1
N
N
N
Iovance Biotherapeutics Inc
549300220Z2GHH33XL82
Iovance Biotherapeutics Inc
462260100
1600.00000000
NS
USD
62096.00000000
0.002565856267
Long
EC
CORP
US
N
1
N
N
N
Skyline Champion Corp
N/A
Skyline Champion Corp
830830105
10084.00000000
NS
USD
309881.32000000
0.012804543403
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2019-2 A PTT
N/A
United Airlines 2019-2 Class A Pass Through Trust
90932MAA3
152098.92000000
PA
USD
129284.08000000
0.005342121344
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
2.90000000
N
N
N
N
N
N
Z Holdings Corp
52990078MD2OL792YM35
Z Holdings Corp
000000000
168400.00000000
NS
1061938.65000000
0.043880152362
Long
EC
CORP
JP
N
2
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAN3
80000.00000000
PA
USD
92000.00000000
0.003801513408
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
16419.00000000
NS
USD
3785893.02000000
0.156436120433
Long
EC
CORP
US
N
1
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
130448.00000000
NS
1321112.55000000
0.054589424710
Long
EC
CORP
SE
N
2
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
37618.00000000
NS
USD
4890340.00000000
0.202072750910
Long
EC
CORP
US
N
1
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AJ4
640000.00000000
PA
USD
754207.36000000
0.031164449913
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35000000
N
N
N
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
34600.00000000
NS
1450470.83000000
0.059934612058
Long
EC
CORP
JP
N
2
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
26966.00000000
NS
USD
6293864.40000000
0.260067499021
Long
EC
CORP
US
N
1
N
N
N
A PLACE FOR ROVER INC
N/A
A PLACE FOR ROVER INC
000000000
402.00000000
NS
USD
2315.52000000
0.000095679134
Long
EC
CORP
US
Y
3
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AN3
280000.00000000
PA
USD
295905.40000000
0.012227047237
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABN6
250000.00000000
PA
USD
252126.00000000
0.010418047496
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.80000000
N
N
N
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
18133.00000000
NS
1841898.27000000
0.076108706207
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312943GW7
1441.58000000
PA
USD
1583.98000000
0.000065451317
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.00000000
N
N
N
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
29394.00000000
NS
USD
1299214.80000000
0.053684592208
Long
EC
CORP
US
N
1
N
N
N
Selective Insurance Group Inc
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300107
10200.00000000
NS
USD
630564.00000000
0.026055407620
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAZ9
465000.00000000
PA
USD
518142.06000000
0.021410043356
Long
DBT
CORP
US
N
2
2025-07-13
Fixed
4.30000000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05967BAB1
305000.00000000
PA
USD
322999.58000000
0.013346600374
Long
DBT
CORP
CL
N
2
2022-09-20
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417CNZ4
110915.07000000
PA
USD
119536.49000000
0.004939343147
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
TOAST INC
N/A
TOAST SERIES B CVT PFD STOCK PP
000000000
78.00000000
NS
USD
5850.00000000
0.000241726667
Long
EP
CORP
US
Y
3
N
N
N
SMB Private Education Loan Tru
54930039BHEBCRK29U41
SMB Private Education Loan Trust 2016-A
78449FAB7
84997.82000000
PA
USD
87100.36000000
0.003599056374
Long
ABS-O
CORP
US
N
2
2031-05-15
Fixed
2.70000000
N
N
N
N
N
N
Sandy Spring Bancorp Inc
N/A
Sandy Spring Bancorp Inc
800363103
6600.00000000
NS
USD
194436.00000000
0.008034250664
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2019-PJ1
36257TAH3
436566.18000000
PA
USD
449457.67000000
0.018571949556
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7XP5
679402.65000000
PA
USD
734097.27000000
0.030333484948
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust 2015-GC28
36251FBA3
415000.00000000
PA
USD
449878.84000000
0.018589352637
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.75900000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
44956.00000000
NS
USD
1270007.00000000
0.052477702606
Long
EC
CORP
US
N
1
N
N
N
Semtech Corp
549300J7WUY317SW6O61
Semtech Corp
816850101
3100.00000000
NS
USD
209157.00000000
0.008642534130
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJX1
425000.00000000
PA
USD
450523.38000000
0.018615985544
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
000000000
16852.00000000
NS
5025.48000000
0.000207656843
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WAFC6
97445.51000000
PA
USD
103658.10000000
0.004283235403
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
3.00000000
N
N
N
N
N
N
Seacoast Banking Corp of Flori
549300V6IC06XYQYPG88
Seacoast Banking Corp of Florida
811707801
15975.00000000
NS
USD
403528.50000000
0.016674119604
Long
EC
CORP
US
N
1
N
N
N
Zynga Inc
549300XNQ0U2EL088Z74
Zynga Inc
98986T108
51900.00000000
NS
USD
428175.00000000
0.017692532650
Long
EC
CORP
US
N
1
N
N
N
Aerojet Rocketdyne Holdings In
549300VULNLWHE8QWI76
Aerojet Rocketdyne Holdings Inc
007800105
4407.00000000
NS
USD
164954.01000000
0.006816031313
Long
EC
CORP
US
N
1
N
N
N
Stoneridge Inc
PNBCIH9LE7WI83VJIF08
Stoneridge Inc
86183P102
7400.00000000
NS
USD
198764.00000000
0.008213087078
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FLQ7
11473.51000000
PA
USD
13225.60000000
0.000546492344
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
5.00000000
N
N
N
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
26939.00000000
NS
1328449.51000000
0.054892593752
Long
EC
CORP
IT
N
2
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS GENERAL ELECTRIC CO
000000000
1.00000000
NC
USD
411.83000000
0.000017017144
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GENERAL ELECTRIC CO
General Electric Co
Y
Default Event
2020-12-20
55.40000000
USD
0.00000000
USD
180000.00000000
USD
356.43000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
JPY/USD FORWARD
000000000
1.00000000
NC
USD
5057.70000000
0.000208988199
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-514325.64000000
USD
54165000.00000000
JPY
2021-01-22
5057.70000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410KJJ4
1664.60000000
PA
USD
1975.46000000
0.000081627583
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO 39(
254900UTQO35BUTIHC49
Golub Capital Partners CLO 39B Ltd
38176LAA9
530000.00000000
PA
USD
527684.90000000
0.021804361119
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
1.36838000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust 2019-NQM2
64830QAB0
149863.14000000
PA
USD
151972.49000000
0.006279624549
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.70122000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAK9
270000.00000000
PA
USD
282474.27000000
0.011672062228
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
266.00000000
NC
USD
16247.28000000
0.000671350573
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
2021-03-22
36737472.80000000
USD
16247.28000000
N
N
N
Antofagasta PLC
213800MY6QVH4FVLD628
Antofagasta PLC
000000000
91566.00000000
NS
1512030.69000000
0.062478314593
Long
EC
CORP
CL
N
2
N
N
N
Euronet Worldwide Inc
YG3575C4DSHJPA5KET68
Euronet Worldwide Inc
298736109
3300.00000000
NS
USD
443652.00000000
0.018332054639
Long
EC
CORP
US
N
1
N
N
N
OCP CLO Ltd
254900ZMV4RGFPV8TK42
OCP CLO 2020-19 Ltd
670881AA9
535000.00000000
PA
USD
536450.33000000
0.022166555681
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
2.06969000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31411F5L4
905.86000000
PA
USD
1062.00000000
0.000043882687
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RJN0
7040.95000000
PA
USD
8142.43000000
0.000336451704
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
5.00000000
N
N
N
N
N
N
Ashford Hospitality Trust
N/A
Ashford Hospitality Trust 2018-ASHF
04410RAG1
395000.00000000
PA
USD
371255.05000000
0.015340554898
Long
ABS-MBS
CORP
US
N
2
2035-04-15
Floating
1.39100000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132J85B2
175109.55000000
PA
USD
188091.08000000
0.007772073507
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TE43
107377.58000000
PA
USD
119905.47000000
0.004954589695
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
5.00000000
N
N
N
N
N
N
BRIGHT HEALTH SER E CVT PFD STOCK PP
N/A
BRIGHT HEALTH SER E CVT PFD STOCK PP
000000000
5417.00000000
NS
USD
110602.68000000
0.004570190989
Long
EP
CORP
US
Y
3
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AA8
175000.00000000
PA
USD
191144.63000000
0.007898248630
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.90200000
N
N
N
N
N
N
FACEBOOK INC
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC-A
30303M102
66003.00000000
NS
USD
18280850.91000000
0.755379346295
Long
EC
CORP
US
N
1
N
N
N
Blueprint Medicines Corp
5299004CC60O9T5HVM83
Blueprint Medicines Corp
09627Y109
4074.00000000
NS
USD
440317.92000000
0.018194287793
Long
EC
CORP
US
N
1
N
N
N
CIM Trust
N/A
CIM Trust 2020-INV1
12560AAB0
885908.03000000
PA
USD
912808.27000000
0.037717966066
Long
ABS-MBS
CORP
US
N
2
2050-04-25
Variable
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FKN5
104603.90000000
PA
USD
116480.62000000
0.004813072160
Long
ABS-MBS
USGA
US
N
2
2040-09-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36183FLP2
27232.24000000
PA
USD
30052.75000000
0.001241803609
Long
ABS-MBS
USGA
US
N
2
2044-10-20
Fixed
3.50000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAF2
765000.00000000
PA
USD
869853.20000000
0.035943028299
Long
DBT
CORP
HK
N
2
2028-04-06
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378FK74
66445.88000000
PA
USD
9568.95000000
0.000395396649
Long
ABS-MBS
USGA
US
N
2
2043-02-20
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FJR8
8425.44000000
PA
USD
9705.81000000
0.000401051813
Long
ABS-MBS
USGA
US
N
2
2040-08-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31410LQQ8
9800.88000000
PA
USD
11373.95000000
0.000469980689
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.00000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AE7
210000.00000000
PA
USD
220716.51000000
0.009120182307
Long
DBT
CORP
US
N
2
2026-08-18
Fixed
3.50000000
N
N
N
N
N
N
Drive Shack Inc
549300BOELL93IDPTJ73
Drive Shack Inc
262077100
24900.00000000
NS
USD
42330.00000000
0.001749109376
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179R7J2
237953.94000000
PA
USD
256001.37000000
0.010578180877
Long
ABS-MBS
USGA
US
N
2
2046-04-20
Fixed
3.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C25
46643PBE9
205000.00000000
PA
USD
224989.41000000
0.009296741945
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.67200000
N
N
N
N
N
N
CrossFirst Bankshares Inc
N/A
CrossFirst Bankshares Inc
22766M109
11763.00000000
NS
USD
107043.30000000
0.004423114568
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
3128JNNV3
8039.75000000
PA
USD
8064.16000000
0.000333217525
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Floating
3.88000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
290000.00000000
PA
USD
348160.08000000
0.014386252310
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Octagon Investment Partners Lt
549300EY2ULL20U3RR38
Octagon Investment Partners XXIII Ltd
67590WCE2
450235.86000000
PA
USD
448958.79000000
0.018551335436
Long
ABS-CBDO
CORP
KY
N
2
2027-07-15
Floating
1.08688000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140Q9NZ2
95923.39000000
PA
USD
104101.24000000
0.004301546301
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAB7
780000.00000000
PA
USD
898858.74000000
0.037141560356
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.45000000
N
N
N
N
N
N
Lundin Mining Corp
549300FQDIM6C8HTN269
Lundin Mining Corp
550372106
28997.00000000
NS
231761.65000000
0.009576576305
Long
EC
CORP
CA
N
2
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886CK8
410000.00000000
PA
USD
410506.64000000
0.016962461917
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
1.48000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
N/A
Bayview Opportunity Master Fund IVb Trust 2017-SPL4
07331YAA8
53075.41000000
PA
USD
54154.70000000
0.002237715415
Long
ABS-MBS
CORP
US
N
2
2055-01-28
Variable
3.50000000
N
N
N
N
N
N
KT Corp
9884005ACF8449EANY26
KT Corp
000000000
24649.00000000
NS
539849.77000000
0.022307023254
Long
EC
CORP
KR
N
2
N
N
N
Wells Fargo Commercial Mortgag
549300NYO16WLNMVJJ46
Wells Fargo Commercial Mortgage Trust 2015-C29
94989KBB8
1025000.00000000
PA
USD
975504.49000000
0.040308623903
Long
ABS-MBS
CORP
US
N
2
2048-06-15
Variable
4.35387300
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WKBA2
75477.29000000
PA
USD
81101.09000000
0.003351161751
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
3.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
140000.00000000
PA
USD
197389.36000000
0.008156285856
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36195KHC1
34970.33000000
PA
USD
38314.39000000
0.001583181166
Long
ABS-MBS
USGA
US
N
2
2046-09-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36241LF50
52418.47000000
PA
USD
60525.86000000
0.002500976830
Long
ABS-MBS
USGA
US
N
2
2040-02-15
Fixed
5.00000000
N
N
N
N
N
N
PRA Group Inc
549300Q5HW3JSSB86K27
PRA Group Inc
69354N106
8335.00000000
NS
USD
346986.05000000
0.014337740453
Long
EC
CORP
US
N
1
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
KANSAS CITY SOUTHERN
485170302
187.00000000
NS
USD
34813.79000000
0.001438533581
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TC29
59317.73000000
PA
USD
65969.20000000
0.002725899982
Long
ABS-MBS
USGA
US
N
2
2047-07-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418MZ47
60437.34000000
PA
USD
71674.51000000
0.002961647943
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.50000000
N
N
N
N
N
N
MKS Instruments Inc
549300KEQATBHAGVF505
MKS Instruments Inc
55306N104
700.00000000
NS
USD
96586.00000000
0.003991010588
Long
EC
CORP
US
N
1
N
N
N
SOUND BANK WTS 5/24 PP
N/A
SOUND BANK WTS 5/24 PP
000000000
360.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
US
Y
3
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
61763XBF2
255000.00000000
PA
USD
268453.06000000
0.011092694643
Long
ABS-MBS
CORP
US
N
2
2031-08-15
Fixed
3.74900000
N
N
N
N
N
N
Asana Inc
N/A
Asana Inc
04342Y104
2880.00000000
NS
USD
80496.00000000
0.003326158949
Long
EC
CORP
US
N
1
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BE9
45000.00000000
PA
USD
57386.52000000
0.002371256796
Long
DBT
CORP
US
N
2
2030-03-24
Fixed
4.80000000
N
N
N
N
N
N
Principal Financial Group Inc
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251V102
9767.00000000
NS
USD
486298.93000000
0.020094259816
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R02
20754WAA3
211076.76000000
PA
USD
211186.82000000
0.008726407913
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
0.90013000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENF87
2342.76000000
PA
USD
2779.21000000
0.000114839174
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312942WL5
1221.82000000
PA
USD
1330.27000000
0.000054967817
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS DEVON ENERGY CORP
000000000
1.00000000
NC
USD
-1531.72000000
-0.00006329189
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
DEVON ENERGY CORPORATION
Devon Energy Corp
Y
Default Event
2024-12-20
0.00000000
USD
-414.47000000
USD
100000.00000000
USD
-1117.25000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EG3S1
26404.11000000
PA
USD
30263.04000000
0.001250492960
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
6.50000000
N
N
N
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
155.00000000
NS
USD
50505.20000000
0.002086915163
Long
EC
CORP
US
N
1
N
N
N
Coupa Software Inc
549300Q95ICR2GFL2K37
Coupa Software Inc
22266L106
1275.00000000
NS
USD
419360.25000000
0.017328300146
Long
EC
CORP
US
N
1
N
N
N
Galton Funding Mortgage Trust
N/A
Galton Funding Mortgage Trust 2020-H1
36418HAA0
500755.28000000
PA
USD
509337.42000000
0.021046228605
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.31000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36206TZD7
159.08000000
PA
USD
159.76000000
0.000006601410
Long
ABS-MBS
USGA
US
N
2
2025-12-15
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292SBG4
95029.91000000
PA
USD
103078.78000000
0.004259297438
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERHS2
514418.68000000
PA
USD
561475.14000000
0.023200600798
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Pinnacle Financial Partners In
54930098EZ8JMSAZGS24
Pinnacle Financial Partners Inc
72346Q104
10917.00000000
NS
USD
591264.72000000
0.024431530013
Long
EC
CORP
US
N
1
N
N
N
Rush Enterprises Inc
529900V3XHTN7A6DFT17
Rush Enterprises Inc
781846209
8900.00000000
NS
USD
341137.00000000
0.014096053040
Long
EC
CORP
US
N
1
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AW9
215000.00000000
PA
USD
216264.63000000
0.008936227073
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.60000000
N
N
N
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2019-3
43800KAC1
333540.97000000
PA
USD
334676.74000000
0.013829109942
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.03100000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AE8
315000.00000000
PA
USD
340013.84000000
0.014049643173
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
Starwood Mortgage Residential
N/A
Starwood Mortgage Residential Trust 2019-INV1
85572JAA5
450154.59000000
PA
USD
458121.88000000
0.018929961627
Long
ABS-MBS
CORP
US
N
2
2049-09-27
Variable
2.61000000
N
N
N
N
N
N
Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
186291.00000000
NS
2286855.24000000
0.094494683249
Long
EC
CORP
SE
N
2
N
N
N
ALLBIRDS
N/A
ALLBIRDS SERIES B CVT PFD STOCK PP
000000000
260.00000000
NS
USD
3006.23000000
0.000124219822
Long
EP
CORP
US
Y
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403DQN2
11781.03000000
PA
USD
12076.23000000
0.000498999459
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Floating
2.63700000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DU1
450000.00000000
PA
USD
463277.70000000
0.019143004223
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
1.65000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RDJ8
790000.00000000
PA
USD
961185.89000000
0.039716967926
Long
DBT
CORP
US
N
2
2048-03-09
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EG3M4
161398.01000000
PA
USD
176859.21000000
0.007307963677
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
1330000.00000000
PA
USD
1334587.17000000
0.055146206760
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
3617A9KW6
52614.28000000
PA
USD
57793.30000000
0.002388065270
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.50000000
N
N
N
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
1900.00000000
NS
252909.06000000
0.010450404160
Long
EC
CORP
CA
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UPD8
121890.10000000
PA
USD
133928.10000000
0.005534015956
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
5.50000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AM0
645000.00000000
PA
USD
733559.79000000
0.030311275846
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.10000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060205
32823.00000000
NS
USD
585234.09000000
0.024182339569
Long
EC
CORP
JP
N
1
N
N
N
ERO Copper Corp
549300KL8A21SEIO8I47
ERO Copper Corp
296006109
18300.00000000
NS
313947.79000000
0.012972573188
Long
EC
CORP
CA
N
2
N
N
N
Tosoh Corp
529900YSLFVJF2MDBX02
Tosoh Corp
000000000
10700.00000000
NS
167578.18000000
0.006924464111
Long
EC
CORP
JP
N
2
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
1398.00000000
NS
USD
98531.04000000
0.004071381192
Long
EC
CORP
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516106
24708.00000000
NS
USD
5038455.36000000
0.208192995769
Long
EC
CORP
US
N
1
N
N
N
Vroom Restricted Lockup
N/A
Vroom Restricted Lockup
000000000
9738.00000000
NS
USD
331744.45000000
0.013707945380
Long
EC
CORP
US
Y
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHFB3
22789.08000000
PA
USD
24900.78000000
0.001028920098
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
4.00000000
N
N
N
N
N
N
Insmed Inc
529900Q55QAG41CCAC11
Insmed Inc
457669307
13580.00000000
NS
USD
529755.80000000
0.021889932359
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAM5
320000.00000000
PA
USD
354400.00000000
0.014644090783
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
78581.00000000
NS
4772644.52000000
0.197209479764
Long
EC
CORP
GB
N
2
N
N
N
Kraft Heinz Co/The
N/A
Kraft Heinz Co/The
500754106
2652.00000000
NS
USD
87356.88000000
0.003609655985
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417F4U9
319511.54000000
PA
USD
341657.45000000
0.014117558450
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
745000.00000000
PA
USD
784338.24000000
0.032409481917
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
Aflac Inc
001055BJ0
155000.00000000
PA
USD
181598.00000000
0.007503774261
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.60000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBB5
180000.00000000
PA
USD
179276.58000000
0.007407851334
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
T ROWE PRICE LIMITED DURATION INFLATION FOCUSED BOND FUND
5493009ZRV6DHHWWGU69
T ROWE PRICE LIMITED DURATION INFLATION FOCUSED BOND FUND
872798202
26012.16400000
NS
USD
136043.62000000
0.005621430930
Long
EC
RF
US
N
1
N
N
N
Independence Plaza Trust
N/A
Independence Plaza Trust 2018-INDP
45378YAN4
895000.00000000
PA
USD
918478.18000000
0.037952251271
Long
ABS-MBS
CORP
US
N
2
2035-07-10
Fixed
4.15800000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2019-C17 Commercial Mortgage Trust
12597BAY5
280000.00000000
PA
USD
306565.84000000
0.012667545124
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.27830000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
1926.00000000
NS
USD
178463.16000000
0.007374240170
Long
EC
CORP
US
N
1
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
CDS BARCLAYS BANK PLC
000000000
1.00000000
NC
3052.32000000
0.000126124297
N/A
DCR
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
BARCLAYS BANK PLC
BARCLAYS BANK PLC
Y
Default Event
2024-06-20
1005.29000000
USD
0.00000000
USD
112500.00000000
EUR
2047.03000000
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
Autoliv Inc
000000000
11033.00000000
NS
985797.80000000
0.040733951685
Long
EC
CORP
SE
N
2
N
N
N
T ROWE PRICE REAL ASSETS FUND INC
5493008NLR7XEV5QEO07
T ROWE PRICE REAL ASSETS FUND INC
87279W209
1851655.14900000
NS
USD
21960630.07000000
0.907430757363
Long
EC
RF
US
N
1
N
N
N
Stroeer SE & Co KGaA
529900MBF3N1ATE55378
Stroeer SE & Co KGaA
000000000
10364.00000000
NS
925891.98000000
0.038258595403
Long
EC
CORP
DE
N
2
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AJ8
455000.00000000
PA
USD
520522.73000000
0.021508414540
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.95000000
N
N
N
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
21500.00000000
NS
1874611.21000000
0.077460430990
Long
EC
CORP
JP
N
2
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AK9
430000.00000000
PA
USD
487342.22000000
0.020137369391
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL -CL A
571903202
12451.00000000
NS
USD
1579658.37000000
0.065272744292
Long
EC
CORP
US
N
1
N
N
N
Arcutis Biotherapeutics Inc
N/A
Arcutis Biotherapeutics Inc
03969K108
1080.00000000
NS
USD
29289.60000000
0.001210269642
Long
EC
CORP
US
N
1
N
N
N
Homeward Opportunities Fund I
N/A
Homeward Opportunities Fund I Trust 2019-3
43800KAA5
270244.02000000
PA
USD
274974.64000000
0.011362171533
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.67500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
355000.00000000
PA
USD
381193.32000000
0.015751212144
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.87500000
N
N
N
N
N
N
PGT Innovations Inc
549300LRW9WM59C1S579
PGT Innovations Inc
69336V101
12766.00000000
NS
USD
237702.92000000
0.009822074322
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Tru
5493008SQ2WS8HE83M61
SMB Private Education Loan Trust 2016-B
78449GAB5
215863.65000000
PA
USD
220552.88000000
0.009113420985
Long
ABS-O
CORP
US
N
2
2032-02-17
Fixed
2.43000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAG4
480000.00000000
PA
USD
491808.96000000
0.020321938652
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2017-C39
95000XAK3
1335000.00000000
PA
USD
1464952.77000000
0.060533017374
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
4.02500000
N
N
N
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
000000000
6200.00000000
NS
787964.14000000
0.032559306998
Long
EC
CORP
JP
N
2
N
N
N
HONOR TECHNOLOGY SER D CVT PFD PP
N/A
HONOR TECHNOLOGY SER D CVT PFD PP
000000000
34928.00000000
NS
USD
84109.42000000
0.003475468347
Long
EP
CORP
US
Y
3
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EGH56
2242.20000000
PA
USD
2578.93000000
0.000106563445
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
1208.00000000
NS
USD
1557631.44000000
0.064362573969
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
312944LP4
13114.44000000
PA
USD
14436.40000000
0.000596523567
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
CAVA GROUP SER E CVT PFD
N/A
CAVA GROUP SER E CVT PFD
000000000
5461.00000000
NS
USD
123746.26000000
0.005113294203
Long
EP
CORP
US
Y
3
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NCG4
615000.00000000
PA
USD
599633.55000000
0.024777336746
Long
ABS-O
CORP
US
N
2
2028-05-15
Floating
0.78688000
N
N
N
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
805.00000000
NS
USD
82303.20000000
0.003400833895
Long
EC
CORP
US
N
1
N
N
N
Gibraltar Industries Inc
N/A
Gibraltar Industries Inc
374689107
8633.00000000
NS
USD
565116.18000000
0.023351051476
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K3B27
108896.54000000
PA
USD
115118.48000000
0.004756787449
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-PC1 Mortgage Trust
12593GAJ1
220000.00000000
PA
USD
234368.29000000
0.009684284750
Long
ABS-MBS
CORP
US
N
2
2050-07-10
Variable
4.57631300
N
N
N
N
N
N
Tetra Tech Inc
549300UJ1LP7JGJC5P32
Tetra Tech Inc
88162G103
1900.00000000
NS
USD
226575.00000000
0.009362259789
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAQ7
845000.00000000
PA
USD
927288.64000000
0.038316306508
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2018-2
24381HAA9
302471.31000000
PA
USD
308523.58000000
0.012748440503
Long
ABS-MBS
CORP
US
N
2
2058-04-25
Variable
3.47900000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2018-CH2
81747EAW7
247389.73000000
PA
USD
253536.99000000
0.010476350729
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.00000000
N
N
N
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
2020.00000000
NS
USD
1839351.40000000
0.076003467507
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F0124C7
1390000.00000000
PA
USD
1425265.82000000
0.058893120933
Long
ABS-MBS
USGSE
US
N
2
2035-01-12
Fixed
1.50000000
N
N
N
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
000000000
850000.00000000
PA
USD
929755.50000000
0.038418239132
Long
DBT
CORP
NL
N
2
2026-11-03
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QCLD6
41445.94000000
PA
USD
44252.83000000
0.001828562245
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962GT95
405000.00000000
PA
USD
481144.46000000
0.019881273002
Long
DBT
CORP
US
N
2
2026-01-05
Fixed
5.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31402RRN1
33903.85000000
PA
USD
39381.32000000
0.001627267565
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BN1
200000.00000000
PA
USD
199734.40000000
0.008253184780
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.62500000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2015-4
89171UAU3
48653.00000000
PA
USD
48850.67000000
0.002018548663
Long
ABS-MBS
CORP
US
N
2
2055-04-25
Variable
2.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36181KC81
200950.81000000
PA
USD
217136.87000000
0.008972268726
Long
ABS-MBS
USGA
US
N
2
2043-06-20
Fixed
3.50000000
N
N
N
N
N
N
Replimune Group Inc
549300AY704NEIRC4K64
Replimune Group Inc
76029N106
1193.00000000
NS
USD
61654.24000000
0.002547602392
Long
EC
CORP
US
N
1
N
N
N
Kratos Defense & Security Solu
5493000EKBN0UY1F3F88
Kratos Defense & Security Solutions Inc
50077B207
16767.00000000
NS
USD
354957.39000000
0.014667122583
Long
EC
CORP
US
N
1
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
145000.00000000
PA
USD
164144.79000000
0.006782593697
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
SMC Corp/Japan
N/A
SMC Corp/Japan
000000000
1100.00000000
NS
699658.80000000
0.028910459889
Long
EC
CORP
JP
N
2
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
16347.00000000
NS
1124092.31000000
0.046448391187
Long
EC
CORP
ES
N
2
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
19867.00000000
NS
USD
2765685.07000000
0.114280313893
Long
EC
CORP
US
N
1
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174700
4600.00000000
NS
USD
223238.00000000
0.009224372286
Long
EC
CORP
PR
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
13437.00000000
NS
USD
1462617.45000000
0.060436520088
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ERQN3
57709.35000000
PA
USD
60872.56000000
0.002515302750
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3622A2QW5
52455.92000000
PA
USD
60540.37000000
0.002501576394
Long
ABS-MBS
USGA
US
N
2
2040-06-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EH3N0
23499.80000000
PA
USD
28165.57000000
0.001163823826
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
6.50000000
N
N
N
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
5368.00000000
NS
USD
665202.56000000
0.027486700559
Long
EC
CORP
US
N
1
N
N
N
Zentalis Pharmaceuticals Inc
N/A
Zentalis Pharmaceuticals Inc
98943L107
1018.00000000
NS
USD
51877.28000000
0.002143610603
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EKEW1
76142.02000000
PA
USD
90259.53000000
0.003729595799
Long
ABS-MBS
USGSE
US
N
2
2039-05-01
Fixed
5.50000000
N
N
N
N
N
N
CyberAgent Inc
3538006T5KZABPGS8Q08
CyberAgent Inc
000000000
20900.00000000
NS
1428327.07000000
0.059019614226
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36184Y5N3
54922.15000000
PA
USD
60611.29000000
0.002504506865
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
3.50000000
N
N
N
N
N
N
BAYVIEW OPPORTUNITY MASTER FUN
549300ZGMKIELA840327
Bayview Mortgage Fund IVc Trust 2017-RT3
07326TAA6
223322.00000000
PA
USD
225837.43000000
0.009331782808
Long
ABS-MBS
CORP
US
N
2
2058-01-28
Variable
3.50000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
28063.00000000
NS
USD
2182740.14000000
0.090192564241
Long
EC
CORP
US
N
1
N
N
N
SERVICETITAN INC
N/A
SERVICETITAN INC SR A-1 CVT PFD STOCK PP
000000000
3.00000000
NS
USD
101.39000000
0.000004189515
Long
EP
CORP
US
Y
3
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
1281.59000000
0.000052956321
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-248399.93000000
USD
208851.95000000
EUR
2021-02-19
1281.59000000
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
629000.00000000
PA
USD
751655.00000000
0.031058984362
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
N
XOMETRY SER SEED-1 CVT PFD STOCK PP
N/A
XOMETRY SER SEED-1 CVT PFD STOCK PP
000000000
1432.00000000
NS
USD
11456.00000000
0.000473371060
Long
EP
CORP
US
Y
3
N
N
N
2021-01-26
T. ROWE PRICE PERSONAL STRATEGY FUNDS, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President