0001752724-21-175717.txt : 20210819
0001752724-21-175717.hdr.sgml : 20210819
20210819121805
ACCESSION NUMBER: 0001752724-21-175717
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210819
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Voya BALANCED PORTFOLIO INC
CENTRAL INDEX KEY: 0000846799
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05773
FILM NUMBER: 211189342
BUSINESS ADDRESS:
STREET 1: 7337 E. DOUBLETREE RANCH ROAD
STREET 2: STE 100
CITY: SCOTTSDALE
STATE: AZ
ZIP: 85258
BUSINESS PHONE: 480-477-3000
MAIL ADDRESS:
STREET 1: 7337 E. DOUBLETREE RANCH ROAD
STREET 2: STE 100
CITY: SCOTTSDALE
STATE: AZ
ZIP: 85258-2034
FORMER COMPANY:
FORMER CONFORMED NAME: ING BALANCED PORTFOLIO INC
DATE OF NAME CHANGE: 20090508
FORMER COMPANY:
FORMER CONFORMED NAME: ING VP BALANCED PORTFOLIO INC
DATE OF NAME CHANGE: 20020501
FORMER COMPANY:
FORMER CONFORMED NAME: AETNA INVESTMENT ADVISERS FUND INC
DATE OF NAME CHANGE: 20020322
0000846799
S000008663
Voya Balanced Portfolio
C000028776
Class I
IBPIX
C000028777
Class S
IBPSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000846799
XXXXXXXX
S000008663
C000028776
C000028777
Voya BALANCED PORTFOLIO INC
811-05773
0000846799
549300SR3YSJO26U8B04
7337 East Doubletree Ranch Road
Suite 100
Scottsdale
85258
1-800-992-0180
VOYA BALANCED PORTFOLIO
S000008663
PX3K2LVY4N2W4J8E8Q69
2021-12-31
2021-06-30
N
417720221.88
28344624.47
389375597.41
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
860580.64000000
4933703.79000000
0.00000000
4472857.72000000
USD
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
28000.00000000
PA
USD
26981.52000000
0.006929432706
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAW8
15000.00000000
PA
USD
15841.92000000
0.004068544640
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd
55821UAE4
250000.00000000
PA
USD
249372.75000000
0.064044267709
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
2.14208000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNKW8
22556.17000000
PA
USD
24051.23000000
0.006176871421
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
1207.00000000
NS
15176.71000000
0.003897704453
Long
EC
CORP
SE
N
2
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAM6
62000.00000000
PA
USD
61808.08000000
0.015873639850
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.55000000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
538.00000000
NS
USD
328718.00000000
0.084421828739
Long
EC
CORP
US
N
1
N
N
N
AMER AIRLINE 17-2 A PTT
N/A
American Airlines 2017-2 Class A Pass Through Trust
02377CAA2
19265.54000000
PA
USD
19111.48000000
0.004908237734
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.60000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505104
5576.00000000
NS
USD
229898.48000000
0.059042857726
Long
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556H206
5471.00000000
NS
USD
247289.20000000
0.063509167406
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
19000.00000000
PA
USD
21264.10000000
0.005461076693
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
TORO CO/THE
YJKE4YIT6BWQHVEW0D14
TORO CO
891092108
127.00000000
NS
USD
13954.76000000
0.003583881499
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA3
35565MAH7
132481.58000000
PA
USD
134221.33000000
0.034470914688
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Floating
3.69150000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBJ5
25000.00000000
PA
USD
26939.51000000
0.006918643638
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
CANTOR FITZGERALD SECURITIES
549300DWZ3YOKJO5X179
CANTOR FITZGERALD SECURITIES
000000000
3686400.00000000
PA
USD
3686400.00000000
0.946746541005
Long
RA
CORP
US
N
2
Repurchase
Y
0.05000000
2021-07-01
65088.55296000
USD
65432.80801382
USD
ADAS
36597.54700800
USD
36022.87241625
USD
UST
7041857.60563200
USD
3661614.01855181
USD
AMBS
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
12000.00000000
PA
USD
13511.75000000
0.003470107035
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
699.00000000
NS
87853.01000000
0.022562536169
Long
EC
CORP
FR
N
2
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GD9
5000.00000000
PA
USD
5042.95000000
0.001295137659
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
2.40000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
2126.00000000
NS
USD
1445042.20000000
0.371117812624
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AB0
50000.00000000
PA
USD
64277.05000000
0.016507724271
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.00000000
N
N
N
N
N
N
Boston Beer Co Inc/The
529900Q02MQ0DCQNRM58
Boston Beer Co Inc/The
100557107
23.00000000
NS
USD
23478.40000000
0.006029756398
Long
EC
CORP
US
N
1
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
1096.00000000
NS
192183.21000000
0.049356767932
Long
EC
CORP
FR
N
2
N
N
N
Avalara Inc
549300Q16CMW239SS315
Avalara Inc
05338G106
201.00000000
NS
USD
32521.80000000
0.008352295371
Long
EC
CORP
US
N
1
N
N
N
FANUC Corp
529900QTSW745LOKW705
FANUC Corp
000000000
300.00000000
NS
71939.35000000
0.018475567158
Long
EC
CORP
JP
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DW7
35000.00000000
PA
USD
34444.74000000
0.008846147583
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
96500.00000000
PA
USD
103079.08000000
0.026472917328
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAD7
32000.00000000
PA
USD
31800.45000000
0.008167037228
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
1.45000000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
35000.00000000
PA
USD
43290.50000000
0.011117928367
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
13648.00000000
NS
USD
413670.88000000
0.106239549358
Long
EC
CORP
US
N
1
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AX4
200000.00000000
PA
USD
198575.25000000
0.050998380823
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
Scentre Group
N/A
Scentre Group
000000000
7306.00000000
NS
14950.45000000
0.003839596035
Long
EC
CORP
AU
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FMA1
29185.70000000
PA
USD
31948.87000000
0.008205154666
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAP6
1000.00000000
PA
USD
995.90000000
0.000255768467
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.12500000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267108
2221.00000000
NS
USD
45863.65000000
0.011778768444
Long
EC
CORP
US
N
1
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2012-C8
92936YAK7
1495300.07000000
PA
USD
15313.22000000
0.003932763147
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Variable
1.94050700
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214ET6
43000.00000000
PA
USD
43502.01000000
0.011172248669
Long
DBT
CORP
AU
N
2
2031-06-03
Fixed
2.15000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFB0
79000.00000000
PA
USD
86044.95000000
0.022098187604
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.12500000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AT3
3000.00000000
PA
USD
3133.32000000
0.000804703741
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.70000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JL5
13000.00000000
PA
USD
15088.60000000
0.003875075916
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BZ8
79000.00000000
PA
USD
80380.25000000
0.020643371216
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307M4H6
10554.26000000
PA
USD
11117.42000000
0.002855191767
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 16-C3 Mortgage Trust
23312VAS5
110000.00000000
PA
USD
93792.38000000
0.024087893700
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
3.63063900
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CY1
14000.00000000
PA
USD
15486.74000000
0.003977326802
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.70000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ2
36262DAD0
37805.28000000
PA
USD
38307.10000000
0.009838084424
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Variable
3.50000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAE3
21000.00000000
PA
USD
22675.81000000
0.005823634082
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2019-C LLC
83401CAB0
95827.81000000
PA
USD
97874.50000000
0.025136269620
Long
ABS-O
CORP
US
N
2
2048-11-16
Fixed
2.37000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
217000.00000000
PA
USD
216906.76000000
0.055706305542
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
0010EPAN8
32000.00000000
PA
USD
35057.33000000
0.009003473826
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.85000000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc
41283LAY1
33000.00000000
PA
USD
35329.92000000
0.009073480781
Long
DBT
CORP
US
N
2
2025-06-08
Fixed
3.35000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CJ5
13000.00000000
PA
USD
14298.07000000
0.003672050866
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
4.10000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
200000.00000000
PA
USD
215130.76000000
0.055250190672
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
413000.00000000
NS
USD
413000.00000000
0.106067252993
Long
STIV
RF
US
N
1
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CB0
21000.00000000
PA
USD
22087.90000000
0.005672646192
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
GUARDIAN LIFE GLOB FUND
635400NHILJ5JEKILC36
Guardian Life Global Funding
40139LBA0
30000.00000000
PA
USD
29291.15000000
0.007522595199
Long
DBT
CORP
US
N
2
2027-11-19
Fixed
1.25000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
1295.00000000
NS
USD
316329.65000000
0.081240234905
Long
EC
CORP
US
N
1
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AN6
17000.00000000
PA
USD
16735.90000000
0.004298137867
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block Inc
093671105
2624.00000000
NS
USD
61611.52000000
0.015823159029
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
35000.00000000
PA
USD
35653.02000000
0.009156459787
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
23000.00000000
PA
USD
25957.76000000
0.006666509193
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
SIGNATURE BANK/NEW YORK NY
VLP5AP0XK2GM6GKD1007
SIGNATURE BANK
82669G104
259.00000000
NS
USD
63623.35000000
0.016339840098
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Financial Square Government Fund
N/A
Goldman Sachs Financial Square Government Fund
38141W273
268000.00000000
NS
USD
268000.00000000
0.068828144799
Long
STIV
RF
US
N
1
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
2483.00000000
NS
152477.00000000
0.039159362069
Long
EC
CORP
SE
N
2
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
35000.00000000
PA
USD
34437.42000000
0.008844267650
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272W109
2404.00000000
NS
USD
103323.92000000
0.026535797488
Long
EC
CORP
US
N
1
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCD5
21000.00000000
PA
USD
20803.98000000
0.005342908014
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAM5
24000.00000000
PA
USD
31686.29000000
0.008137718493
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.20000000
N
N
N
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
525.00000000
NS
USD
158455.50000000
0.040694769023
Long
EC
CORP
US
N
1
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
5941.00000000
NS
215403.55000000
0.055320248991
Long
EC
CORP
DE
N
2
N
N
N
Nabtesco Corp
529900DVHQXYRTGW7739
Nabtesco Corp
000000000
400.00000000
NS
15090.83000000
0.003875648628
Long
EC
CORP
JP
N
2
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QSYA0
6089.56000000
PA
USD
6606.44000000
0.001696675406
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
37000.00000000
PA
USD
38090.30000000
0.009782405536
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
1578.00000000
NS
135481.32000000
0.034794507129
Long
EC
CORP
DE
N
2
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
000000000
2341.00000000
NS
USD
326101.30000000
0.083749804088
Long
EC
CORP
IE
N
1
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAE4
97500.00000000
PA
USD
110344.27000000
0.028338773855
Long
ABS-O
CORP
US
N
2
2048-11-25
Fixed
4.94000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
3325.00000000
NS
349332.35000000
0.089716035705
Long
EC
CORP
FR
N
2
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
6781.00000000
NS
91664.52000000
0.023541413640
Long
EC
CORP
GB
N
2
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-4
362334FK5
224624.66000000
PA
USD
178018.68000000
0.045719013000
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
3.05939100
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
7237.00000000
NS
120044.74000000
0.030830062489
Long
EC
CORP
GB
N
2
N
N
N
Tri Pointe Homes Inc
N/A
Tri Pointe Homes Inc
87265H109
13721.00000000
NS
USD
294041.03000000
0.075516039514
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-5
46653JBM2
333739.88000000
PA
USD
337484.98000000
0.086673377131
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBV7
31000.00000000
PA
USD
29611.91000000
0.007604973243
Long
DBT
CORP
US
N
2
2041-11-19
Fixed
2.52500000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBA9
4000.00000000
PA
USD
4492.92000000
0.001153878165
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.15000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
1426.00000000
NS
91256.69000000
0.023436674153
Long
EC
CORP
FR
N
2
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
9000.00000000
PA
USD
10483.01000000
0.002692261679
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
1872.00000000
NS
USD
452537.28000000
0.116221274011
Long
EC
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
66538.00000000
NS
184066.27000000
0.047272163747
Long
EC
CORP
IT
N
2
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081102
661.00000000
NS
USD
13286.10000000
0.003412155278
Long
EC
CORP
US
N
1
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
WiseTech Global Ltd
000000000
884.00000000
NS
21124.68000000
0.005425270648
Long
EC
CORP
AU
N
2
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's Co/The
95058W100
3069.00000000
NS
USD
71875.98000000
0.018459292384
Long
EC
CORP
US
N
1
N
N
N
CHEMED CORP
54930020031IDJT2IM79
CHEMED CORP
16359R103
273.00000000
NS
USD
129538.50000000
0.033268263563
Long
EC
CORP
US
N
1
N
N
N
J.G. Wentworth XXXIX LLC
N/A
J.G. Wentworth XXXIX LLC
46620VAA2
249581.00000000
PA
USD
274587.42000000
0.070519935462
Long
ABS-O
CORP
US
N
2
2072-09-15
Fixed
3.53000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308GZ4
17000.00000000
PA
USD
16876.77000000
0.004334316303
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397SMB7
139776.78000000
PA
USD
148760.83000000
0.038204969954
Long
ABS-MBS
USGSE
US
N
2
2041-04-25
Fixed
5.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAA0
58935.89000000
PA
USD
59557.36000000
0.015295606708
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WE4G1
12951.85000000
PA
USD
13598.24000000
0.003492319521
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
Benefit Street Partners CLO Lt
549300D98ZLKNSI8CN63
Benefit Street Partners CLO VIII Ltd
08180XAQ5
250000.00000000
PA
USD
249429.75000000
0.064058906531
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
1.38825000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAB2
25000.00000000
PA
USD
26521.45000000
0.006811276869
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
BJ's Wholesale Club Holdings I
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings Inc
05550J101
1221.00000000
NS
USD
58095.18000000
0.014920087541
Long
EC
CORP
US
N
1
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
000000000
1900.00000000
NS
144819.11000000
0.037192651764
Long
EC
CORP
JP
N
2
N
N
N
Trex Co Inc
N/A
Trex Co Inc
89531P105
130.00000000
NS
USD
13287.30000000
0.003412463464
Long
EC
CORP
US
N
1
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAE7
50000.00000000
PA
USD
52187.24000000
0.013402801908
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DK3
7000.00000000
PA
USD
8140.12000000
0.002090557306
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
1357.00000000
NS
USD
249294.47000000
0.064024163727
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CF5
10000.00000000
PA
USD
12732.63000000
0.003270012318
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.80000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-J2
12667F6H3
98604.36000000
PA
USD
82545.70000000
0.021199505194
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
0.49150000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAG2
3000000.00000000
PA
USD
32758.50000000
0.008413085005
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
0.22116700
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust
93935FAC5
154992.88000000
PA
USD
104899.40000000
0.026940414524
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
1.07630000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C9
90291JAX5
2098018.72000000
PA
USD
104023.12000000
0.026715367036
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
1.04206800
N
N
N
N
N
N
American Campus Communities In
529900MR3ZXRO3W6UX26
American Campus Communities Inc
024835100
2025.00000000
NS
USD
94608.00000000
0.024297362400
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMD1
20000.00000000
PA
USD
20096.18000000
0.005161129802
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
46000.00000000
PA
USD
46658.88000000
0.011983000555
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
3.36300000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
20000.00000000
PA
USD
20748.70000000
0.005328710925
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AS6
10000.00000000
PA
USD
12173.79000000
0.003126490227
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.15000000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC
03076C106
1980.00000000
NS
USD
492782.40000000
0.126557083514
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395GJR4
13680.35000000
PA
USD
16046.61000000
0.004121113420
Long
ABS-MBS
USGSE
US
N
2
2034-09-15
Fixed
5.50000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAE3
68000.00000000
PA
USD
68602.06000000
0.017618479549
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XSX3
61064.45000000
PA
USD
62502.35000000
0.016051943269
Long
ABS-MBS
CORP
US
N
2
2030-02-25
Floating
2.89150000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
16000.00000000
PA
USD
17546.24000000
0.004506250550
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Advanced Drainage Systems Inc
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790R104
108.00000000
NS
USD
12589.56000000
0.003233268875
Long
EC
CORP
US
N
1
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
139.00000000
NS
14158.05000000
0.003636090729
Long
EC
CORP
FR
N
2
N
N
N
Alleghany Corp
549300DCJE6AYX159479
Alleghany Corp
017175100
19.00000000
NS
USD
12674.33000000
0.003255039628
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QPD27
25225.38000000
PA
USD
26852.96000000
0.006896415743
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
Lixil Corp
353800KB8G4F9WUJJ886
Lixil Corp
000000000
4900.00000000
NS
126799.14000000
0.032564737195
Long
EC
CORP
JP
N
2
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
2026.00000000
NS
USD
51966.90000000
0.013346213873
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
50000.00000000
PA
USD
50537.29000000
0.012979059380
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180101
7094.00000000
NS
USD
370661.50000000
0.095193818633
Long
EC
CORP
US
N
1
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-1
33850TAZ1
92498.86560000
PA
USD
96353.45000000
0.024745631375
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
4.00357200
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-278.17000000
-0.00007144001
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-1820969.70000000
MXN
90829.70000000
USD
2021-07-23
-278.17000000
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
STIFEL FINANCIAL CORP
860630102
5445.00000000
NS
USD
353162.70000000
0.090699751691
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
961.82000000
0.000247015993
N/A
DFE
CORP
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
-807548.40000000
CZK
38502.89000000
USD
2021-08-06
961.82000000
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group PLC
000000000
335.00000000
NS
25638.99000000
0.006584642224
Long
EC
CORP
GB
N
2
N
N
N
London Stock Exchange Group PL
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
481.00000000
NS
53155.47000000
0.013651464127
Long
EC
CORP
GB
N
2
N
N
N
CONTL AIRLINES 2012-2 A
N/A
Continental Airlines 2012-2 Class A Pass Through Trust
210795QB9
2501.66000000
PA
USD
2649.55000000
0.000680461235
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
2032.00000000
NS
65598.24000000
0.016847034184
Long
EC
CORP
AU
N
2
N
N
N
Fisher & Paykel Healthcare Cor
N/A
Fisher & Paykel Healthcare Corp Ltd
000000000
1235.00000000
NS
26866.62000000
0.006899923924
Long
EC
CORP
NZ
N
2
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECG4
56000.00000000
PA
USD
59592.01000000
0.015304505571
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.20000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AT6
25000.00000000
PA
USD
25490.59000000
0.006546529923
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.50000000
N
N
N
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
6700.00000000
NS
137582.99000000
0.035334261036
Long
EC
CORP
JP
N
2
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
200000.00000000
PA
USD
209626.20000000
0.053836501669
Long
DBT
CORP
CL
N
2
2026-08-05
Fixed
3.75000000
N
N
N
N
N
N
Brookfield Renewable Corp
N/A
Brookfield Renewable Corp
11284V105
2072.00000000
NS
USD
86899.68000000
0.022317700589
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FV5
35000.00000000
PA
USD
37754.25000000
0.009696100693
Long
DBT
CORP
US
N
2
2061-05-20
Fixed
3.55000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
770.00000000
NS
USD
17140.20000000
0.004401970774
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
5650.00000000
NS
USD
807554.50000000
0.207397306192
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
35000.00000000
PA
USD
39153.23000000
0.010055388745
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2020-2 Ltd
53948KAA7
86211.75000000
PA
USD
89833.80000000
0.023071245501
Long
ABS-O
CORP
US
N
2
2047-07-20
Fixed
2.75000000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
758.00000000
NS
74259.28000000
0.019071374912
Long
EC
CORP
NL
N
2
N
N
N
ALPHABET INC-CL A
5493006MHB84DD0ZWV18
ALPHABET INC
02079K305
1673.00000000
NS
USD
4085114.67000000
1.049145015037
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
8694.00000000
NS
USD
427918.68000000
0.109898689811
Long
EC
CORP
US
N
1
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
000000000
36500.00000000
NS
55798.45000000
0.014330238045
Long
EC
CORP
SG
N
2
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
9671.00000000
NS
USD
429875.95000000
0.110401358703
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WKM2
36218.27000000
PA
USD
41471.85000000
0.010650860063
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.00000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-1
80287AAE3
100000.00000000
PA
USD
101959.14000000
0.026185292729
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
3.03000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNKY4
17601.39000000
PA
USD
18662.02000000
0.004792806771
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
000000000
2281.00000000
NS
203826.58000000
0.052347034933
Long
EC
CORP
DE
N
2
N
N
N
Gracechurch Mortgage Finance P
N/A
Grace Trust 2020-GRCE
38406JAL2
178000.00000000
PA
USD
170813.00000000
0.043868439916
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Variable
2.76923000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBZ2
34000.00000000
PA
USD
33215.64000000
0.008530488356
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
2.14200000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
91500.01000000
PA
USD
92418.58000000
0.023735072412
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
1227.00000000
NS
USD
981722.70000000
0.252127433390
Long
EC
CORP
US
N
1
N
N
N
Quidel Corp
549300X2FQ6S98OQLQ46
Quidel Corp
74838J101
1379.00000000
NS
USD
176677.48000000
0.045374564090
Long
EC
CORP
US
N
1
N
N
N
Hongkong Land Holdings Ltd
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd
000000000
10500.00000000
NS
USD
50005.58000000
0.012842504854
Long
EC
CORP
HK
N
2
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
28319.00000000
NS
163443.14000000
0.041975701889
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEWE5
34178.81000000
PA
USD
35894.81000000
0.009218556642
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
OLD REPUBLIC INTERNATIONAL CORP
549300IV6O2YY2A1KH37
OLD REPUBLIC INTL CORP
680223104
19186.00000000
NS
USD
477923.26000000
0.122740937844
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
93000.00000000
PA
USD
98873.11000000
0.025392734074
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
697.00000000
NS
USD
111276.05000000
0.028578074933
Long
EC
CORP
US
N
1
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
1798.00000000
NS
73652.52000000
0.018915545938
Long
EC
CORP
GB
N
2
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
2607.00000000
NS
USD
109911.12000000
0.028227531650
Long
EC
CORP
US
N
1
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AE0
23000.00000000
PA
USD
23397.85000000
0.006009069432
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.15000000
N
N
N
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
1300.00000000
NS
113638.33000000
0.029184759074
Long
EC
CORP
JP
N
2
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
2188.00000000
NS
USD
865725.96000000
0.222336984073
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
10915.00000000
NS
USD
249844.35000000
0.064165384698
Long
EC
CORP
US
N
1
N
N
N
SCENTRE GROUP TRUST 1/2
N/A
Scentre Group Trust 1 / Scentre Group Trust 2
80622GAD6
40000.00000000
PA
USD
43761.55000000
0.011238904104
Long
DBT
CORP
AU
N
2
2026-01-28
Fixed
3.62500000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610105
1396.00000000
NS
USD
64034.52000000
0.016445437368
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
466330AN7
870000.00000000
PA
USD
874332.34000000
0.224547286942
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
2.52300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BAPB2
540218.58000000
PA
USD
613701.70000000
0.157611751759
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
4.25000000
N
N
N
N
N
N
Ashland Global Holdings Inc
529900E4L9R04SB8HB11
Ashland Global Holdings Inc
044186104
648.00000000
NS
USD
56700.00000000
0.014561775410
Long
EC
CORP
US
N
1
N
N
N
WISCONSIN PUBLIC SERVICE
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp
976843BH4
26000.00000000
PA
USD
29478.81000000
0.007570790310
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.67100000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd
27830KAU8
250000.00000000
PA
USD
249770.75000000
0.064146482640
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
1.43825000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
783549108
5021.00000000
NS
USD
373210.93000000
0.095848566906
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
53000.00000000
PA
USD
51515.23000000
0.013230215335
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AA8
73808.59020000
PA
USD
74698.12000000
0.019184078431
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.90000000
N
N
N
N
N
N
AMETEK INC
549300WZDEF9KKE40E98
AMETEK INC
031100100
3927.00000000
NS
USD
524254.50000000
0.134639793424
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
45000.00000000
PA
USD
48182.41000000
0.012374275717
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
1938.00000000
NS
USD
110407.86000000
0.028355105130
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
32000.00000000
PA
USD
31440.58000000
0.008074614898
Long
DBT
CORP
US
N
2
2052-01-25
Fixed
2.80200000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DA2
33000.00000000
PA
USD
40111.68000000
0.010301539250
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.50000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
214.00000000
NS
USD
68268.14000000
0.017532721735
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
14118.00000000
NS
USD
673146.24000000
0.172878383873
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
2127.00000000
NS
USD
504247.89000000
0.129501667118
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I 2017-HR2
61691NAN5
75000.00000000
PA
USD
67127.43000000
0.017239762955
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
2.73000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899101
1295.00000000
NS
USD
27920.20000000
0.007170505852
Long
EC
CORP
US
N
1
N
N
WASHINGTON GAS LIGHT CO
DL22T1SB4DUBS063O841
Washington Gas Light Co
93884PDY3
36000.00000000
PA
USD
40515.43000000
0.010405230905
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.65000000
N
N
N
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp
70438V106
276.00000000
NS
USD
52660.80000000
0.013524422267
Long
EC
CORP
US
N
1
N
N
N
ALLISON TRANSMISSION HOLDING
529900RP7DJ882LI9T83
ALLISON TRANSMISSION HOLDINGS INC
01973R101
7243.00000000
NS
USD
287836.82000000
0.073922665394
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
23172.00000000
NS
USD
1049459.88000000
0.269523793216
Long
EC
CORP
US
N
1
N
N
N
LB-UBS Commercial Mortgage Tru
N/A
LB-UBS Commercial Mortgage Trust 2006-C7
50180CAU4
242525.82000000
PA
USD
784.81000000
0.000201556031
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.62913500
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
45000.00000000
PA
USD
52444.93000000
0.013468982224
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP
88033G407
665.00000000
NS
USD
44548.35000000
0.011440971210
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
19000.00000000
PA
USD
23690.38000000
0.006084197406
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
Ollie's Bargain Outlet Holding
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings Inc
681116109
305.00000000
NS
USD
25659.65000000
0.006589948155
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396HWV7
128890.17000000
PA
USD
147977.33000000
0.038003750359
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Fixed
5.50000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBC1
9000.00000000
PA
USD
11053.10000000
0.002838673012
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
35000.00000000
PA
USD
37794.93000000
0.009706548189
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
NOVARTIS AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG
000000000
2403.00000000
NS
219217.49000000
0.056299750538
Long
EC
CORP
CH
N
2
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2018-2
03066LAG3
100000.00000000
PA
USD
104807.82000000
0.026916894817
Long
ABS-O
CORP
US
N
2
2024-07-18
Fixed
4.01000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust
93363NAH8
20217.15000000
PA
USD
19709.22000000
0.005061750179
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
2.51357400
N
N
N
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
000000000
2643.00000000
NS
88802.31000000
0.022806336758
Long
EC
CORP
FR
N
2
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAR6
200000.00000000
PA
USD
224506.00000000
0.057657953270
Long
DBT
CORP
KZ
N
2
2025-04-24
Fixed
4.75000000
N
N
N
N
N
N
RIO TINTO LTD
529900X2VMAQT2PE0V24
RIO TINTO LTD
000000000
2098.00000000
NS
198902.39000000
0.051082397387
Long
EC
CORP
AU
N
2
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446104
922.00000000
NS
USD
100009.34000000
0.025684542294
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
2310.00000000
NS
USD
689142.30000000
0.176986514970
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACSH5
214171.39000000
PA
USD
220752.62000000
0.056694004829
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Fixed
3.00000000
N
N
N
N
N
N
Nexstar Media Group Inc
52990083ZRR5UT591988
Nexstar Media Group Inc
65336K103
403.00000000
NS
USD
59595.64000000
0.015305437833
Long
EC
CORP
US
N
1
N
N
N
Brother Industries Ltd
549300O5FACQ67KI6R92
Brother Industries Ltd
114813108
1900.00000000
NS
37949.52000000
0.009746250215
Long
EC
CORP
JP
N
2
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAJ7
70000.00000000
PA
USD
84030.37000000
0.021580800275
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2006-AR2
17307G6K9
65360.78000000
PA
USD
57853.59000000
0.014858042051
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
2.77500000
N
N
N
N
N
N
MASIMO CORP
549300Q4A8JK0PIYCU29
MASIMO CORP
574795100
455.00000000
NS
USD
110314.75000000
0.028331192487
Long
EC
CORP
US
N
1
N
N
N
Newark BSL CLO 1 Ltd.
549300R0C043JWD1XY94
Newark BSL CLO 1 Ltd
65023TAJ1
250000.00000000
PA
USD
250038.00000000
0.064215118169
Long
ABS-CBDO
CORP
KY
N
2
2029-12-21
Floating
1.28138000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
782.24000000
0.000200895999
N/A
DFE
CORP
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
-9282256.72000000
HUF
32088.87000000
USD
2021-08-06
782.24000000
N
N
N
CCL INDUSTRIES INC
549300TD3EMSRRC0YH75
CCL Industries Inc
124900AD3
25000.00000000
PA
USD
26281.26000000
0.006749590928
Long
DBT
CORP
CA
N
2
2030-06-01
Fixed
3.05000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCG4
1623000.00000000
PA
USD
1613173.24000000
0.414297467722
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
75000.00000000
PA
USD
80238.82000000
0.020607048960
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
1171.00000000
NS
USD
79030.79000000
0.020296800961
Long
EC
CORP
GB
N
1
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB
000000000
6347.00000000
NS
84353.15000000
0.021663697098
Long
EC
CORP
SE
N
2
N
N
N
Carlyle Global Market Strategi
549300VC6J79YJCFU884
Carlyle US Clo 2017-2 Ltd
14315JAS8
250000.00000000
PA
USD
250006.25000000
0.064206964088
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
1.58800000
N
N
N
N
N
N
Selective Insurance Group Inc
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300107
590.00000000
NS
USD
47878.50000000
0.012296225114
Long
EC
CORP
US
N
1
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
000000000
14719.00000000
NS
USD
448782.31000000
0.115256917224
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
20000.00000000
PA
USD
21964.73000000
0.005641013495
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
International Bancshares Corp
549300Y16R531AU8TX77
International Bancshares Corp
459044103
1586.00000000
NS
USD
68102.84000000
0.017490269152
Long
EC
CORP
US
N
1
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBP3
17000.00000000
PA
USD
16103.23000000
0.004135654649
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.50000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding 2021-I Ltd
12563EAA1
250000.00000000
PA
USD
249691.25000000
0.064126065336
Long
ABS-CBDO
CORP
KY
N
2
2033-04-25
Floating
1.24579000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-D Trust
83401AAB4
68670.99000000
PA
USD
70541.74000000
0.018116630952
Long
ABS-O
CORP
US
N
2
2048-02-25
Fixed
3.60000000
N
N
N
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
5500.00000000
NS
127180.20000000
0.032662601571
Long
EC
CORP
JP
N
2
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385KG0
1600000.00000000
PA
USD
1599945.33000000
0.410900256883
Long
DBT
USGSE
US
N
2
2021-08-11
None
0.00000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-C Trust
78490DAB0
71886.53000000
PA
USD
74193.97000000
0.019054601904
Long
ABS-O
CORP
US
N
2
2048-01-25
Fixed
3.59000000
N
N
N
N
N
N
BBCCRE Trust
N/A
BBCCRE Trust 2015-GTP
05490TAN2
2180000.00000000
PA
USD
53212.27000000
0.013666051584
Long
ABS-MBS
CORP
US
N
2
2033-08-10
Variable
0.74868700
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2007-13
61756HBN9
47293.06000000
PA
USD
36612.87000000
0.009402969842
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Fixed
6.00000000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
631.00000000
NS
281800.09000000
0.072372303727
Long
EC
CORP
FR
N
2
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAF6
100000.00000000
PA
USD
101155.66000000
0.025978941842
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.49000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
1021.00000000
NS
USD
452017.12000000
0.116087685773
Long
EC
CORP
US
N
1
N
N
N
Amkor Technology Inc
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652100
1745.00000000
NS
USD
41304.15000000
0.010607791108
Long
EC
CORP
US
N
1
N
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co/The
631005BJ3
15000.00000000
PA
USD
16452.87000000
0.004225449696
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
3.39500000
N
N
N
N
N
N
PROG Holdings Inc
549300DHYTLBOVRXIG52
PROG Holdings Inc
74319R101
1012.00000000
NS
USD
48707.56000000
0.012509145494
Long
EC
CORP
US
N
1
N
N
N
Toyo Suisan Kaisha Ltd
N/A
Toyo Suisan Kaisha Ltd
892306101
1000.00000000
NS
38542.54000000
0.009898550462
Long
EC
CORP
JP
N
2
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
32000.00000000
PA
USD
36199.41000000
0.009296784452
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAG9
33000.00000000
PA
USD
37279.25000000
0.009574110511
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
4.00000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
22051.00000000
NS
140724.95000000
0.036141183714
Long
EC
CORP
GB
N
2
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
27000.00000000
PA
USD
28105.67000000
0.007218138524
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
000000000
6288.00000000
NS
107168.84000000
0.027523255363
Long
EC
CORP
FR
N
2
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
15121.00000000
NS
USD
563862.09000000
0.144811871558
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
200000.00000000
PA
USD
210250.00000000
0.053996706881
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
20000.00000000
PA
USD
20812.37000000
0.005345062746
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
1300.00000000
NS
14288.54000000
0.003669603358
Long
EC
CORP
JP
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2N3
200000.00000000
PA
USD
197722.80000000
0.050779453390
Long
DBT
CORP
FR
N
2
2027-01-13
Fixed
1.32300000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RME9
115000.00000000
PA
USD
116796.21000000
0.029995770350
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
27000.00000000
PA
USD
36418.71000000
0.009353105392
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB HOME
48666K109
2032.00000000
NS
USD
82743.04000000
0.021250186336
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
5152.00000000
NS
USD
513654.40000000
0.131917460523
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GJJU4
274272.21000000
PA
USD
305679.65000000
0.078505086613
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
UNITED STATES ULTRA BOND
000000000
23.00000000
NC
USD
182130.52000000
0.046775021652
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
2021-09-21
4249681.98000000
USD
182130.52000000
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AZ3
20000.00000000
PA
USD
19047.77000000
0.004891875640
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFVW4
77342.13000000
PA
USD
86567.99000000
0.022232515487
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
9495.00000000
NS
154092.87000000
0.039574352122
Long
EC
CORP
GB
N
2
N
N
N
KBR Inc
254900OFQDXZRKRCV808
KBR Inc
48242W106
5535.00000000
NS
USD
211160.25000000
0.054230478593
Long
EC
CORP
US
N
1
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAZ4
200000.00000000
PA
USD
200387.80000000
0.051463882516
Long
DBT
CORP
DK
N
2
2026-09-11
Fixed
1.62100000
N
N
N
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
8000.00000000
NS
55064.12000000
0.014141646360
Long
EC
CORP
HK
N
2
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAE2
46000.00000000
PA
USD
46184.17000000
0.011861084851
Long
DBT
CORP
US
N
2
2029-06-07
Fixed
1.88700000
N
N
N
N
N
II-VI Inc
549300O5C25A0MMHHU33
II-VI Inc
902104108
862.00000000
NS
USD
62572.58000000
0.016069979838
Long
EC
CORP
US
N
1
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys Inc
023436108
397.00000000
NS
USD
97237.21000000
0.024972599887
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJK6
36000.00000000
PA
USD
35696.07000000
0.009167515950
Long
DBT
CORP
US
N
2
2026-10-24
Fixed
1.19700000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
760.00000000
NS
USD
184824.40000000
0.047466867782
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AZ6
12000.00000000
PA
USD
13014.62000000
0.003342433395
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
ST Engineering
254900OEXGGWCR24DG90
Singapore Technologies Engineering Ltd
000000000
11000.00000000
NS
31739.67000000
0.008151427621
Long
EC
CORP
SG
N
2
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAT9
17000.00000000
PA
USD
18201.86000000
0.004674627819
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.25000000
N
N
N
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical Inc
379577208
578.00000000
NS
USD
44812.34000000
0.011508769501
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125C109
307.00000000
NS
USD
29877.24000000
0.007673115675
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
2241.00000000
NS
USD
451852.83000000
0.116045492579
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAV6
25000.00000000
PA
USD
28121.59000000
0.007222227121
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.75000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAC8
109000.00000000
PA
USD
123639.77000000
0.031753343255
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.70000000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAV0
42000.00000000
PA
USD
43728.09000000
0.011230310859
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
Yamada Holdings Co Ltd
353800MDZ4K1DQKLO464
Yamada Holdings Co Ltd
000000000
30300.00000000
NS
140110.98000000
0.035983503057
Long
EC
CORP
JP
N
2
N
N
N
Medpace Holdings Inc
549300H8TYEUVTW14A54
Medpace Holdings Inc
58506Q109
489.00000000
NS
USD
86372.07000000
0.022182199032
Long
EC
CORP
US
N
1
N
N
N
Ajinomoto Co Inc
353800UT0TLROREPIC92
Ajinomoto Co Inc
000000000
2200.00000000
NS
57155.20000000
0.014678680528
Long
EC
CORP
JP
N
2
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
4432.00000000
NS
259424.53000000
0.066625780281
Long
EC
CORP
GB
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAF8
6000.00000000
PA
USD
6438.57000000
0.001653562792
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
4.37500000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
55000.00000000
PA
USD
58928.32000000
0.015134055752
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAC5
27000.00000000
PA
USD
27057.24000000
0.006948879226
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAL2
100000.00000000
PA
USD
101344.34000000
0.026027398911
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.77500000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
459.98000000
0.000118132724
N/A
DFE
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
-47308.49000000
PEN
12770.20000000
USD
2021-07-23
459.98000000
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
969.00000000
NS
134814.13000000
0.034623158435
Long
EC
CORP
GB
N
2
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
35000.00000000
PA
USD
41543.14000000
0.010669168863
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward Inc
980745103
740.00000000
NS
USD
90931.20000000
0.023353081344
Long
EC
CORP
US
N
1
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD
000000000
13800.00000000
NS
171196.99000000
0.043967056779
Long
EC
CORP
HK
N
2
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
4911.00000000
NS
USD
337041.93000000
0.086559592394
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
26000.00000000
PA
USD
25364.51000000
0.006514149877
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
Trend Micro Inc/Japan
3538005O5UJ5RNAGVE16
Trend Micro Inc/Japan
000000000
2600.00000000
NS
136145.11000000
0.034964982630
Long
EC
CORP
JP
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
65000.00000000
PA
USD
63677.35000000
0.016353708456
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group PLC
000000000
2537.00000000
NS
USD
98460.97000000
0.025286887687
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
61764PBV3
1565701.10000000
PA
USD
43137.10000000
0.011078531959
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.12856600
N
N
N
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
5923.00000000
NS
215398.84000000
0.055319039362
Long
EC
CORP
CH
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
1098000.00000000
PA
USD
1048246.88000000
0.269212268815
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
GoDaddy Inc
549300J8H1TB0I2CB447
GoDaddy Inc
380237107
2123.00000000
NS
USD
184616.08000000
0.047413366741
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Realty & Development
N/A
Sumitomo Realty & Development Co Ltd
000000000
1900.00000000
NS
67953.09000000
0.017451810142
Long
EC
CORP
JP
N
2
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
43000.00000000
PA
USD
42932.24000000
0.011025919519
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
20000.00000000
PA
USD
21106.68000000
0.005420647862
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QPY8
78371.66000000
PA
USD
89155.62000000
0.022897074339
Long
ABS-MBS
USGSE
US
N
2
2041-02-25
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2007-10
17313QAL2
38062.50000000
PA
USD
37678.29000000
0.009676592537
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.23376000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBF8
10000.00000000
PA
USD
11952.81000000
0.003069737826
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
34.00000000
NS
USD
11927.20000000
0.003063160629
Long
EC
CORP
US
N
1
N
N
N
Marriott Vacations Worldwide C
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp
57164Y107
221.00000000
NS
USD
35205.30000000
0.009041475694
Long
EC
CORP
US
N
1
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233W109
866.00000000
NS
USD
29617.20000000
0.007606331828
Long
EC
CORP
US
N
1
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
19085.00000000
NS
USD
372730.05000000
0.095725066614
Long
EC
CORP
US
N
1
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569109
198.00000000
NS
USD
15145.02000000
0.003889565781
Long
EC
CORP
US
N
1
N
N
N
Semtech Corp
549300J7WUY317SW6O61
Semtech Corp
816850101
1250.00000000
NS
USD
86000.00000000
0.022086643480
Long
EC
CORP
US
N
1
N
N
N
COLUMBIA PROPERTY TRUST
549300WBDIMT4TVGZ316
Columbia Property Trust Operating Partnership LP
19828JAB4
9000.00000000
PA
USD
9496.51000000
0.002438907333
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.65000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
480.00000000
NS
377594.51000000
0.096974364215
Long
EC
CORP
FR
N
2
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
75000.00000000
PA
USD
95097.56000000
0.024423091902
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
101000.00000000
PA
USD
105721.32000000
0.027151501199
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.40600000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAF3
46000.00000000
PA
USD
61673.43000000
0.015839058844
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABM4
17000.00000000
PA
USD
17618.06000000
0.004524695465
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.50000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DC4
34000.00000000
PA
USD
33613.74000000
0.008632728970
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.10000000
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
6309.00000000
NS
USD
314440.56000000
0.080755076099
Long
EC
CORP
US
N
1
N
N
N
Scientific Games Corp
529900JXALYBOHXKFM62
Scientific Games Corp
80874P109
1903.00000000
NS
USD
147368.32000000
0.037847343536
Long
EC
CORP
US
N
1
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
1200.00000000
NS
USD
28800.00000000
0.007396457351
Long
EC
CORP
US
N
1
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AS5
3000.00000000
PA
USD
3325.76000000
0.000854126458
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
6956.00000000
NS
USD
485111.44000000
0.124587016553
Long
EC
CORP
US
N
1
N
N
N
EXELIXIS INC
254900PJQB59O2O95R37
EXELIXIS INC
30161Q104
4483.00000000
NS
USD
81680.26000000
0.020977241651
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CCP0
13641.06000000
PA
USD
15014.92000000
0.003856153313
Long
ABS-MBS
USGA
US
N
2
2032-05-16
Fixed
7.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
46636VAM8
150000.00000000
PA
USD
150289.41000000
0.038597542064
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
5.61124300
N
N
N
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
5826.00000000
NS
56096.64000000
0.014406819629
Long
EC
CORP
GB
N
2
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
414.00000000
NS
79436.58000000
0.020401016532
Long
EC
CORP
DE
N
2
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-C5
17291DAU7
1298082.65000000
PA
USD
50316.28000000
0.012922299274
Long
ABS-MBS
CORP
US
N
2
2051-06-10
Variable
0.69323300
N
N
N
N
N
N
EAST WEST BANCORP INC
N/A
EAST WEST BANCORP INC
27579R104
401.00000000
NS
USD
28747.69000000
0.007383023022
Long
EC
CORP
US
N
1
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
128.00000000
NS
USD
12277.76000000
0.003153191951
Long
EC
CORP
US
N
1
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
43000.00000000
PA
USD
45031.89000000
0.011565154647
Long
DBT
CORP
US
N
2
2043-04-30
Fixed
4.75000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-1 Ltd
53948PAA6
88050.96000000
PA
USD
89585.56000000
0.023007492147
Long
ABS-O
CORP
US
N
2
2048-01-20
Fixed
2.29000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BF9
20000.00000000
PA
USD
22581.72000000
0.005799469753
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CF9
25000.00000000
PA
USD
27722.21000000
0.007119657776
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
Rohm Co Ltd
5493009V2FGDEP7JFE59
Rohm Co Ltd
000000000
1600.00000000
NS
147244.41000000
0.037815520792
Long
EC
CORP
JP
N
2
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAT8
11000.00000000
PA
USD
14673.76000000
0.003768536112
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
43.00000000
NC
USD
-14152.81000000
-0.00363474498
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
2021-09-30
5321629.39000000
USD
-14152.81000000
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
690.00000000
NS
54468.32000000
0.013988632149
Long
EC
CORP
DE
N
2
N
N
N
ACS Actividades de Construccio
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
970.00000000
NS
26004.14000000
0.006678420572
Long
EC
CORP
ES
N
2
N
N
N
Holcim Ltd
529900EHPFPYHV6IQO98
Holcim Ltd
000000000
4219.00000000
NS
253596.10000000
0.065128914520
Long
EC
CORP
CH
N
2
N
N
N
CommVault Systems Inc
65T5VRP62VXG39YFML83
CommVault Systems Inc
204166102
5888.00000000
NS
USD
460264.96000000
0.118205907884
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
4158.00000000
NS
206378.45000000
0.053002409851
Long
EC
CORP
NL
N
2
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBE8
3792190.79000000
PA
USD
222436.26000000
0.057126399671
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Variable
0.99182400
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
592.00000000
NS
USD
114830.24000000
0.029490867112
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BN9
20000.00000000
PA
USD
28308.64000000
0.007270265570
Long
DBT
CORP
US
N
2
2060-03-25
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307NG73
13380.67000000
PA
USD
14094.54000000
0.003619780000
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CZ8
23000.00000000
PA
USD
23802.64000000
0.006113028181
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.70000000
N
N
N
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
4368.00000000
NS
USD
452393.76000000
0.116184414999
Long
EC
CORP
US
N
1
N
N
N
Elmwood CLO IX Ltd
N/A
ELMW9 2021-2A A
29003UAA7
250000.00000000
PA
USD
250099.75000000
0.064230976893
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
0.01000000
N
N
N
N
N
N
COLUMBIA PROPERTY TRUST
549300WBDIMT4TVGZ316
Columbia Property Trust Operating Partnership LP
19828JAA6
5000.00000000
PA
USD
5390.99000000
0.001384521792
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.15000000
N
N
N
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G102
235.00000000
NS
USD
10739.50000000
0.002758133809
Long
EC
CORP
US
N
1
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
700.00000000
NS
36018.07000000
0.009250212452
Long
EC
CORP
JP
N
2
N
N
N
XLIT LTD
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAD7
22000.00000000
PA
USD
29935.72000000
0.007688134592
Long
DBT
CORP
KY
N
2
2045-03-31
Fixed
5.50000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
2374.00000000
NS
USD
129549.18000000
0.033271006416
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
671.00000000
NS
149137.68000000
0.038301753112
Long
EC
CORP
FR
N
2
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
35000.00000000
PA
USD
37100.00000000
0.009528075268
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
000000000
410.00000000
NS
42172.57000000
0.010830819979
Long
EC
CORP
NZ
N
2
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253103
1398.00000000
NS
USD
76246.92000000
0.019581843471
Long
EC
CORP
US
N
1
N
N
N
STAAR Surgical Co
5299006LRHI7OJ8BY308
STAAR Surgical Co
852312305
459.00000000
NS
USD
69997.50000000
0.017976858453
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
7792.00000000
NS
232041.85000000
0.059593321087
Long
EC
CORP
NL
N
2
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
ENTERCOM COMMUNICATIONS CORP
000000000
4498000.00000000
NC
USD
36368.31000000
0.009340161592
N/A
DE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
Call
Purchased
Entercom Communications Corp
Entercom Communications Corp
1.00000000
0.73250000
USD
2021-09-18
XXXX
2804.23000000
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BQ7
15000.00000000
PA
USD
21047.58000000
0.005405469716
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
Bear Stearns Mortgage Funding
N/A
Bear Stearns Mortgage Funding Trust 2006-AR5
07401NAP4
51573.89000000
PA
USD
48126.51000000
0.012359919399
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.28150000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAG4
100000.00000000
PA
USD
105407.98000000
0.027071028770
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.62000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
364.00000000
NS
USD
292146.40000000
0.075029457917
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-13T1
12668BZK2
16602.58000000
PA
USD
11231.64000000
0.002884525911
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAK7
35000.00000000
PA
USD
35804.38000000
0.009195332280
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.30000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
25000.00000000
PA
USD
32431.49000000
0.008329101827
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
947.00000000
NS
USD
50058.42000000
0.012856075299
Long
EC
CORP
US
N
1
N
N
N
EMCOR GROUP INC
529900X0SQJB2J7YDU43
EMCOR GROUP INC
29084Q100
2072.00000000
NS
USD
255249.68000000
0.065553589310
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617AT2L6
171047.23000000
PA
USD
190663.82000000
0.048966556011
Long
ABS-MBS
USGA
US
N
2
2047-09-15
Fixed
4.50000000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo Inc
92940PAG9
25000.00000000
PA
USD
26218.83000000
0.006733557566
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3.00000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
37000.00000000
PA
USD
41164.94000000
0.010572038996
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAB1
30000.00000000
PA
USD
33237.94000000
0.008536215474
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
ACS Actividades de Construccio
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
970.00000000
NS
1357.21000000
0.000348560620
Long
EC
CORP
ES
N
1
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust
92926UAA9
128549.46000000
PA
USD
128945.62000000
0.033115999271
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.04999100
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BE1
25000.00000000
PA
USD
29782.75000000
0.007648848617
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.12500000
N
N
N
N
N
N
TIMKEN CO/THE
B0I35MLPFXZSE70ASS73
TIMKEN CO
887389104
1885.00000000
NS
USD
151912.15000000
0.039014296481
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
75000.00000000
PA
USD
86227.63000000
0.022145103743
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
25000.00000000
PA
USD
32432.37000000
0.008329327830
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-COR2 Mortgage Trust
12595EAE5
743998.99000000
PA
USD
44577.67000000
0.011448501214
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Variable
1.30904700
N
N
N
N
N
N
New Residential Investment Cor
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828T201
1265.00000000
NS
USD
13396.35000000
0.003440469841
Long
EC
CORP
US
N
1
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
6131.00000000
NS
67074.74000000
0.017226231034
Long
EC
CORP
LU
N
2
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
1940.00000000
NS
205607.20000000
0.052804336318
Long
EC
CORP
FR
N
2
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
1529.00000000
NS
USD
128512.45000000
0.033004751929
Long
EC
CORP
US
N
1
N
N
N
BURLINGTON RESOURCES LLC
0FJ5X7MVCTSE8OEPQE56
Burlington Resources LLC
20825VAB8
8000.00000000
PA
USD
11070.80000000
0.002843218751
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.95000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
2435.00000000
NS
USD
272257.35000000
0.069921523539
Long
EC
CORP
US
N
1
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One Inc
12685J105
35.00000000
NS
USD
66948.35000000
0.017193771372
Long
EC
CORP
US
N
1
N
N
N
WORLD FUEL SERVICES CORP
D3W7PCXCBRQLL17DZ313
WORLD FUEL SERVICES CORP
981475106
6291.00000000
NS
USD
199613.43000000
0.051265007701
Long
EC
CORP
US
N
1
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AW8
25000.00000000
PA
USD
23677.54000000
0.006080899819
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.37500000
N
N
N
N
N
N
DBWF Mortgage Trust
N/A
DBWF Mortgage Trust
23306NAL6
130000.00000000
PA
USD
119430.94000000
0.030672425492
Long
ABS-MBS
CORP
US
N
2
2034-06-10
Variable
3.53513700
N
N
N
N
N
N
INDUSTRIAL AND COMMERCIAL BANK OF CHINA FINANCIAL SERVICES LLC
5493003O0P1GJ0O8CI80
INDUSTRIAL AND COMMERCIAL BANK OF CHINA FINANCIAL SERVICES LLC
000000000
3686400.00000000
PA
USD
3686400.00000000
0.946746541005
Long
RA
CORP
US
N
2
Repurchase
Y
0.04000000
2021-07-01
784992.54857142
USD
809251.06018011
USD
ADAS
3053544.03801380
USD
3016782.97157046
USD
UST
15791515.01370514
USD
462657.87987675
USD
AMBS
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
000000000
2521.00000000
NS
222730.58000000
0.057201987356
Long
EC
CORP
GB
N
2
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E103
16305.00000000
NS
USD
385124.10000000
0.098908124330
Long
EC
CORP
US
N
1
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBL5
25000.00000000
PA
USD
28080.90000000
0.007211777057
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.50000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BL3
9000.00000000
PA
USD
9796.99000000
0.002516077038
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.20000000
N
N
N
N
N
N
Homebanc Mortgage Trust
N/A
HomeBanc Mortgage Trust 2004-1
43739EAB3
35160.80000000
PA
USD
34704.01000000
0.008912733676
Long
ABS-MBS
CORP
US
N
2
2029-08-25
Floating
0.95150000
N
N
N
N
N
N
Brambles Ltd
N/A
Brambles Ltd
000000000
17274.00000000
NS
148244.85000000
0.038072455229
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSSU8
251390.37000000
PA
USD
328817.10000000
0.084447279744
Long
ABS-MBS
USGSE
US
N
2
2056-11-15
Fixed
5.00000000
N
N
N
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
557.00000000
NS
88107.42000000
0.022627874110
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401HHE5
19419.42000000
PA
USD
22188.94000000
0.005698595430
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
34000.00000000
PA
USD
35318.26000000
0.009070486243
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
3200.00000000
NS
96219.20000000
0.024711153097
Long
EC
CORP
JP
N
2
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGU3
27000.00000000
PA
USD
27727.27000000
0.007120957292
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
33000.00000000
PA
USD
40123.80000000
0.010304651926
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
5053.00000000
NS
255536.30000000
0.065627199470
Long
EC
CORP
IE
N
2
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AV6
25000.00000000
PA
USD
25241.54000000
0.006482568545
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.95000000
N
N
N
N
N
N
TeamViewer AG
3912000FZ0R0KEK9JS42
TeamViewer AG
000000000
422.00000000
NS
15849.00000000
0.004070362936
Long
EC
CORP
DE
N
2
N
N
N
Goodman Group
N/A
Goodman Group
000000000
11979.00000000
NS
189576.14000000
0.048687216471
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6L0
4885.24000000
PA
USD
5599.16000000
0.001437984310
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
7458.00000000
NS
USD
450612.36000000
0.115726913293
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBQ7
200000.00000000
PA
USD
200803.12000000
0.051570545595
Long
DBT
CORP
GB
N
2
2024-12-10
Fixed
1.00700000
N
N
N
N
N
N
Mello Warehouse Securitization
N/A
Mello Warehouse Securitization Trust 2021-1
58550LAC9
100000.00000000
PA
USD
100346.30000000
0.025771080845
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Floating
1.20613000
N
N
N
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
11168.00000000
NS
USD
381275.52000000
0.097919726489
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJG5
63000.00000000
PA
USD
62988.45000000
0.016176784169
Long
DBT
CORP
US
N
2
2025-09-25
Fixed
0.98100000
N
N
N
N
N
N
MERCK & CO. INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933Y105
15798.00000000
NS
USD
1228610.46000000
0.315533502400
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711X3H5
166433.58000000
PA
USD
167875.21000000
0.043113952470
Long
ABS-MBS
CORP
US
N
2
2031-03-25
Floating
2.09150000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
28000.00000000
PA
USD
30814.00000000
0.007913695723
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
SMC Corp
353800O40V08DOZ70X62
SMC Corp
000000000
300.00000000
NS
177478.43000000
0.045580265219
Long
EC
CORP
JP
N
2
N
N
N
CONTL AIRLINES 2012-1 A
N/A
Continental Airlines 2012-1 Class A Pass Through Trust
210795PZ7
35162.53000000
PA
USD
37402.10000000
0.009605661024
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389FJW3
1257.76000000
PA
USD
1399.81000000
0.000359501214
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.00000000
N
N
N
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
435.00000000
NS
USD
11975.55000000
0.003075577945
Long
EC
CORP
GB
N
1
N
N
N
Nitori Holdings Co Ltd
N/A
Nitori Holdings Co Ltd
000000000
700.00000000
NS
123618.00000000
0.031747752253
Long
EC
CORP
JP
N
2
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBP4
21000.00000000
PA
USD
25709.79000000
0.006602825182
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.20000000
N
N
N
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters Inc
02553E106
1279.00000000
NS
USD
48000.87000000
0.012327652353
Long
EC
CORP
US
N
1
N
N
MDU Resources Group Inc
N/A
MDU Resources Group Inc
552690109
4749.00000000
NS
USD
148833.66000000
0.038223674259
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AS9
10000.00000000
PA
USD
10787.22000000
0.002770389328
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
3.62500000
N
N
N
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG
000000000
40.00000000
NS
63801.76000000
0.016385659611
Long
EC
CORP
CH
N
2
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90278MBA4
60000.00000000
PA
USD
63923.21000000
0.016416850574
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
2.92100000
N
N
N
N
N
N
Clear Creek CLO Ltd
N/A
Clear Creek CLO
18452LAL2
250000.00000000
PA
USD
249859.75000000
0.064169339748
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
2.13825000
N
N
N
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics Inc
87157D109
341.00000000
NS
USD
53052.78000000
0.013625091133
Long
EC
CORP
US
N
1
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
2133.72000000
0.000547985034
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
-2370099.58000000
THB
76074.94000000
USD
2021-08-06
2133.72000000
N
N
N
Oshkosh Corp
549300FEKNPCFSA2B506
Oshkosh Corp
688239201
720.00000000
NS
USD
89740.80000000
0.023047361107
Long
EC
CORP
US
N
1
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AG4
59000.00000000
PA
USD
63949.82000000
0.016423684592
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.30000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCE4
31000.00000000
PA
USD
33148.35000000
0.008513206842
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
3.32800000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
21000.00000000
PA
USD
21443.89000000
0.005507250619
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES
159864107
257.00000000
NS
USD
95069.44000000
0.024415870083
Long
EC
CORP
US
N
1
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO Ltd
69701XAA2
400000.00000000
PA
USD
400406.40000000
0.102832946559
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
1.25576000
N
N
N
N
N
N
Welcia Holdings Co Ltd
N/A
Welcia Holdings Co Ltd
000000000
600.00000000
NS
19619.16000000
0.005038620840
Long
EC
CORP
JP
N
2
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CG6
55000.00000000
PA
USD
65724.82000000
0.016879542641
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.37500000
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AA7
46000.00000000
PA
USD
47139.92000000
0.012106541938
Long
DBT
CORP
AU
N
2
2031-04-29
Fixed
3.64900000
N
N
N
N
N
N
FACEBOOK INC-A
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC
30303M102
8299.00000000
NS
USD
2885645.29000000
0.741095566644
Long
EC
CORP
US
N
1
N
N
N
Adtalem Global Education Inc
549300Z467EZLMODV621
Adtalem Global Education Inc
00737L103
1105.00000000
NS
USD
39382.20000000
0.010114193149
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
2684.00000000
NS
USD
158114.44000000
0.040607177504
Long
EC
CORP
US
N
1
N
N
N
RETAIL PPTYS OF AMERICA
549300OVTYLM7DH6CM14
Retail Properties of America Inc
76131VAB9
20000.00000000
PA
USD
22204.47000000
0.005702583867
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
MASTERCARD INC - A
AR5L2ODV9HN37376R084
MASTERCARD INC
57636Q104
700.00000000
NS
USD
255563.00000000
0.065634056602
Long
EC
CORP
US
N
1
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164102
1461.00000000
NS
USD
86856.45000000
0.022306598199
Long
EC
CORP
US
N
1
N
N
N
iShares Core S&P Mid-Cap ETF
549300ODQWH5PC0IUZ78
iShares Core S&P Mid-Cap ETF
464287507
1304.00000000
NS
USD
350423.92000000
0.089996374279
Long
EC
RF
US
N
1
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBE8
12000.00000000
PA
USD
12062.31000000
0.003097859773
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.12500000
N
N
N
N
N
N
Polaris Inc
549300QJSN8UVWN1EI78
Polaris Inc
731068102
99.00000000
NS
USD
13559.04000000
0.003482252121
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHG8
799414.16000000
PA
USD
117457.28000000
0.030165547297
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Variable
1.44658300
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
55000.00000000
PA
USD
55485.75000000
0.014249929982
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.06900000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAT9
90000.00000000
PA
USD
97479.38000000
0.025034794334
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.04790000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Sol III Issuer LLC
86745QAA9
100000.00000000
PA
USD
100058.59000000
0.025697190749
Long
ABS-O
CORP
US
N
2
2056-04-28
Fixed
2.58000000
N
N
N
N
N
N
KENTUCKY UTILITIES CO
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BM8
25000.00000000
PA
USD
26489.94000000
0.006803184425
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.30000000
N
N
N
N
N
N
UNITED AIR 2013-1 A PTT
N/A
United Airlines 2013-1 Class A Pass Through Trust
909319AA3
8134.59000000
PA
USD
8619.25000000
0.002213608160
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.30000000
N
N
N
N
N
N
Datadog Inc
549300F6JNO0KRPO1K63
Datadog Inc
23804L103
1868.00000000
NS
USD
194421.44000000
0.049931593374
Long
EC
CORP
US
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
919.00000000
NS
USD
160567.68000000
0.041237222123
Long
EC
CORP
US
N
1
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BN9
21000.00000000
PA
USD
20977.79000000
0.005387546148
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAP4
10000.00000000
PA
USD
11270.19000000
0.002894426377
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
109000.00000000
PA
USD
136250.34000000
0.034992007949
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
3576.00000000
NS
USD
407056.08000000
0.104540726924
Long
EC
CORP
US
N
1
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RAL8
40000.00000000
PA
USD
29571.21000000
0.007594520611
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Variable
4.61564500
N
N
N
N
N
N
EVONIK INDUSTRIES AG
41GUOJQTALQHLF39XJ34
EVONIK INDUSTRIES AG
000000000
875.00000000
NS
29376.66000000
0.007544556000
Long
EC
CORP
DE
N
2
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAD6
30000.00000000
PA
USD
32665.74000000
0.008389262248
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGR4
60000.00000000
PA
USD
66117.02000000
0.016980268008
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59300000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAJ1
975957.32000000
PA
USD
45517.58000000
0.011689890250
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
1.04035400
N
N
N
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
7776.00000000
NS
167671.62000000
0.043061666194
Long
EC
CORP
GB
N
2
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BL3
15000.00000000
PA
USD
15702.31000000
0.004032689799
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJQ76
115107.05000000
PA
USD
126654.44000000
0.032527575133
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market Inc
85208M102
1462.00000000
NS
USD
36330.70000000
0.009330502538
Long
EC
CORP
US
N
1
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
777.00000000
NS
USD
127777.65000000
0.032816039538
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKG6
137000.00000000
PA
USD
136068.42000000
0.034945286994
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
1906.00000000
NS
USD
161171.36000000
0.041392260088
Long
EC
CORP
US
N
1
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
61000.00000000
PA
USD
57877.41000000
0.014864159537
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
GLAXOSMITHKLINE PLC
5493000HZTVUYLO1D793
GLAXOSMITHKLINE PLC
000000000
12476.00000000
NS
245266.55000000
0.062989707529
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022675
940000.00000000
PA
USD
972312.51000000
0.249710694883
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.50000000
N
N
N
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
11.00000000
NS
USD
15238.74000000
0.003913635086
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30318LAK3
658896.39000000
PA
USD
125612.93000000
0.032260093040
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Variable
1.87103900
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
1018.00000000
NS
13959.38000000
0.003585068014
Long
EC
CORP
FR
N
2
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
1125.00000000
NS
118815.50000000
0.030514367307
Long
EP
CORP
DE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
1000.00000000
PA
USD
816.84000000
0.000209782021
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
633.00000000
NS
63625.13000000
0.016340297240
Long
EC
CORP
NL
N
2
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498101
2596.00000000
NS
USD
62823.20000000
0.016134344426
Long
EC
CORP
US
N
1
N
N
N
AMER AIRLN 15-2 AA PTT
N/A
American Airlines 2015-2 Class AA Pass Through Trust
02377BAB2
3815.84000000
PA
USD
3957.45000000
0.001016357991
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
3.60000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAD5
60000.00000000
PA
USD
74809.87000000
0.019212778226
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
1152.00000000
NS
USD
23155.20000000
0.005946751710
Long
EC
CORP
US
N
1
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAG4
20000.00000000
PA
USD
19934.76000000
0.005119673685
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
565000.00000000
PA
USD
563830.27000000
0.144803699500
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
RBC DOMINION SECURITIES INC.
549300QJJX6CVVUXLE15
RBC DOMINION SECURITIES INC.
000000000
1915955.00000000
PA
USD
1915955.00000000
0.492058314065
Long
RA
CORP
US
N
2
Repurchase
Y
0.05000000
2021-07-01
124859.62602425
USD
128591.48439432
USD
UST
2655086.08655774
USD
1825682.68255873
USD
AMBS
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZX1
1941400.00000000
PA
USD
1941951.77000000
0.498734841864
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.12500000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
10009.00000000
NS
364131.11000000
0.093516674496
Long
EC
CORP
AU
N
2
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
4370.00000000
NS
USD
361923.40000000
0.092949687244
Long
EC
CORP
US
N
1
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note
000000000
20.00000000
NC
USD
-6318.64000000
-0.00162276219
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
2021-09-30
4412724.88000000
USD
-6318.64000000
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
767.00000000
NS
34746.40000000
0.008923620337
Long
EC
CORP
FR
N
2
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-1
33850TBA5
92498.87560000
PA
USD
95622.37000000
0.024557874359
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
4.00357200
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAX5
1221683.07000000
PA
USD
76414.20000000
0.019624804561
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
1.11961400
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2018-4
14315EAG5
100000.00000000
PA
USD
104875.45000000
0.026934263651
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
4.15000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
1338.00000000
NS
USD
198264.84000000
0.050918660881
Long
EC
CORP
US
N
1
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
8553.00000000
NS
60740.50000000
0.015599462422
Long
EC
CORP
DE
N
2
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DY0
30000.00000000
PA
USD
28784.28000000
0.007392420118
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890109
1570.00000000
NS
USD
83743.80000000
0.021507202957
Long
EC
CORP
US
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
35.00000000
NS
100761.84000000
0.025877800424
Long
EC
CORP
DK
N
2
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-IRON
05608JAJ2
343000.00000000
PA
USD
345393.32000000
0.088704408364
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
2.42300000
N
N
N
N
N
N
Pinterest Inc
N/A
Pinterest Inc
72352L106
181.00000000
NS
USD
14289.95000000
0.003669965476
Long
EC
CORP
US
N
1
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FJ8
28000.00000000
PA
USD
28787.65000000
0.007393285606
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.45000000
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275Y102
1879.00000000
NS
USD
183634.67000000
0.047161319615
Long
EC
CORP
US
N
1
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2018-CX11 Commercial Mortgage Trust
12652UAU3
170000.00000000
PA
USD
192218.08000000
0.049365723296
Long
ABS-MBS
CORP
US
N
2
2051-04-15
Variable
4.03310000
N
N
N
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
Wingstop Inc
974155103
377.00000000
NS
USD
59426.51000000
0.015262001623
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H6
61769JBA8
62000.00000000
PA
USD
68558.19000000
0.017607212793
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.41700000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
1327.00000000
NS
USD
379548.54000000
0.097476201006
Long
EC
CORP
US
N
1
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075105
121.00000000
NS
USD
40608.81000000
0.010429212891
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
4598.00000000
NS
USD
679630.38000000
0.174543650018
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAX2
79364.85000000
PA
USD
81103.23000000
0.020829047978
Long
ABS-MBS
CORP
US
N
2
2025-05-25
Floating
4.09150000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
568.00000000
NS
USD
144158.40000000
0.037022967273
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
147000.00000000
PA
USD
148104.38000000
0.038036379522
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DH7
29000.00000000
PA
USD
32376.43000000
0.008314961239
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90000000
N
N
N
N
N
N
NORTHERN NATURAL GAS CO
5493007M02M6CT9EXE41
Northern Natural Gas Co
665501AM4
16000.00000000
PA
USD
16464.49000000
0.004228433961
Long
DBT
CORP
US
N
2
2051-10-16
Fixed
3.40000000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAE4
44000.00000000
PA
USD
45253.60000000
0.011622094528
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
80000.00000000
PA
USD
86686.48000000
0.022262946259
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
352.00000000
NS
USD
158491.52000000
0.040704019731
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
1904.00000000
NS
USD
605624.32000000
0.155537307429
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
2091.00000000
NS
USD
81423.54000000
0.020911310452
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
163.00000000
NS
USD
27938.20000000
0.007175128638
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-J7
12667FTE5
77416.13000000
PA
USD
76163.54000000
0.019560429699
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
1.11150000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Stacr Remic Trust 2020-HQA2
35565LAH9
200000.00000000
PA
USD
203370.76000000
0.052229970586
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
3.19150000
N
N
N
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
1400.00000000
NS
40396.59000000
0.010374710246
Long
EC
CORP
JP
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
25000.00000000
PA
USD
28130.85000000
0.007224605287
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
Magellan Financial Group Ltd
549300X5WFW6USQQ9U26
Magellan Financial Group Ltd
000000000
2406.00000000
NS
97172.88000000
0.024956078564
Long
EC
CORP
AU
N
2
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCE3
15000.00000000
PA
USD
16668.69000000
0.004280876899
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9WG3
33717.74000000
PA
USD
37113.68000000
0.009531588586
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
4.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
48400.00000000
NS
260694.90000000
0.066952038528
Long
EC
CORP
JP
N
2
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
1753.00000000
NS
USD
311402.92000000
0.079974945032
Long
EC
CORP
IE
N
1
N
N
N
Sabra Health Care REIT Inc
549300E3BC7GU7TAZ621
Sabra Health Care REIT Inc
78573L106
3124.00000000
NS
USD
56856.80000000
0.014602045012
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
15000.00000000
PA
USD
17729.58000000
0.004553336192
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AC2
38000.00000000
PA
USD
41823.50000000
0.010741171321
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
1244.00000000
NS
USD
343082.76000000
0.088111007028
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
2006.00000000
NS
USD
1011966.82000000
0.259894771714
Long
EC
CORP
US
N
1
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EH2
13000.00000000
PA
USD
16506.82000000
0.004239305213
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.30000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
4639.00000000
NS
USD
460884.65000000
0.118365057560
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
646000.00000000
PA
USD
644473.32000000
0.165514563389
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.12500000
N
N
N
N
N
N
Colfax Corp
635400OP2DYYYMOIYL17
Colfax Corp
194014106
324.00000000
NS
USD
14842.44000000
0.003811856751
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
145500.00000000
PA
USD
52483.31000000
0.013478839030
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GK2F2
116076.29000000
PA
USD
127151.80000000
0.032655307843
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113109
4271.00000000
NS
USD
280305.73000000
0.071988520047
Long
EC
CORP
US
N
1
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AM1
30000.00000000
PA
USD
30482.97000000
0.007828680123
Long
DBT
CORP
US
N
2
2031-03-23
Fixed
2.55000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AP8
9000.00000000
PA
USD
9752.70000000
0.002504702417
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397NUJ2
212180.40000000
PA
USD
237729.59000000
0.061054054640
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
4.50000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAZ4
45000.00000000
PA
USD
52942.57000000
0.013596786843
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
3.90000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
18000.00000000
PA
USD
18677.36000000
0.004796746412
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0WK8
79853.49000000
PA
USD
83112.56000000
0.021345086993
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Fixed
3.50000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
9000.00000000
PA
USD
9272.43000000
0.002381358786
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
628.00000000
NS
47026.38000000
0.012077382433
Long
EC
CORP
AU
N
2
N
N
N
Fortune Brands Home & Security
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
2331.00000000
NS
USD
232190.91000000
0.059631602890
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA2 Trust
94985FAG3
15134.01000000
PA
USD
12102.64000000
0.003108217382
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.52150000
N
N
N
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys Inc
74758T303
1482.00000000
NS
USD
149222.58000000
0.038323557252
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BZ2
200000.00000000
PA
USD
198408.33000000
0.050955512189
Long
DBT
CORP
GB
N
2
2027-01-14
Fixed
1.45600000
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DD4
14000.00000000
PA
USD
14243.36000000
0.003658000166
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
781.00000000
NS
USD
33317.46000000
0.008556637915
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
19.00000000
NC
USD
10617.87000000
0.002726896618
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
2021-09-21
2506882.13000000
USD
10617.87000000
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DF1
17000.00000000
PA
USD
21320.84000000
0.005475648741
Long
DBT
CORP
US
N
2
2045-07-10
Fixed
4.80000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
17000.00000000
PA
USD
16801.02000000
0.004314862079
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A
902494103
530.00000000
NS
USD
39092.80000000
0.010039869026
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-4760.58000000
-0.00122261899
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
-373929.15000000
BRL
70247.82000000
USD
2021-07-23
-4760.58000000
N
N
N
PotlatchDeltic Corp
54930084YA8UJOTXDM59
PotlatchDeltic Corp
737630103
6804.00000000
NS
USD
361632.60000000
0.092875003571
Long
EC
CORP
US
N
1
N
N
N
Tohoku Electric Power Co Inc
353800KTF7EYIIYHY088
Tohoku Electric Power Co Inc
000000000
3100.00000000
NS
24305.29000000
0.006242119475
Long
EC
CORP
JP
N
2
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
13000.00000000
PA
USD
13986.77000000
0.003592102353
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO
201723103
5312.00000000
NS
USD
163184.64000000
0.041909313548
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1EY6
600000.00000000
PA
USD
646690.56000000
0.166083998150
Long
ABS-MBS
USGSE
US
N
2
2047-12-25
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFU3
30000.00000000
PA
USD
28569.70000000
0.007337311374
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
45000.00000000
PA
USD
57040.46000000
0.014649212837
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
250000.00000000
PA
USD
256111.26000000
0.065774861522
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
1676.00000000
NS
USD
148627.68000000
0.038170774180
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
120000.00000000
PA
USD
129097.08000000
0.033154897445
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
Jay Park CLO, Ltd.
N/A
Jay Park CLO Ltd
47206VAN4
250000.00000000
PA
USD
249688.00000000
0.064125230666
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
2.18825000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
4318.00000000
NS
270995.53000000
0.069597461115
Long
EC
CORP
FR
N
2
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
10000.00000000
PA
USD
10750.93000000
0.002761069278
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
Natera Inc
N/A
Natera Inc
632307104
172.00000000
NS
USD
19527.16000000
0.005014993268
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Tru
5493000RGRVHYZAIY180
SMB Private Education Loan Trust 2017-A
78448WAD7
100000.00000000
PA
USD
103951.10000000
0.026696870757
Long
ABS-O
CORP
US
N
2
2041-06-17
Fixed
3.50000000
N
N
N
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806109
413.00000000
NS
USD
57580.46000000
0.014787896412
Long
EC
CORP
US
N
1
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust
93362FAD5
25657.10000000
PA
USD
25542.20000000
0.006559784477
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Variable
3.07590600
N
N
N
N
N
N
Nissan Chemical Corp
3538002E4L1CUGJFFU25
Nissan Chemical Corp
000000000
2200.00000000
NS
107536.09000000
0.027617573036
Long
EC
CORP
JP
N
2
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304101
4776.00000000
NS
USD
293676.24000000
0.075422353622
Long
EC
CORP
US
N
1
N
N
N
CRANE CO
549300X1RO9ID7AUCA83
CRANE CO
224399105
2931.00000000
NS
USD
270736.47000000
0.069530928954
Long
EC
CORP
US
N
1
N
N
N
SYNNEX CORP
5493004HI6PFLF46NS53
SYNNEX CORP
87162W100
3133.00000000
NS
USD
381474.08000000
0.097970720953
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
51000.00000000
PA
USD
49047.78000000
0.012596521283
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
788.00000000
NS
109812.92000000
0.028202311785
Long
EC
CORP
DE
N
2
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBD5
22000.00000000
PA
USD
23588.82000000
0.006058114621
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
458.00000000
NS
183962.77000000
0.047245582728
Long
EC
CORP
CH
N
2
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BC3
41000.00000000
PA
USD
41480.69000000
0.010653130364
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
iShares MSCI Eurozone ETF
549300Q88WD2SU6SPH06
iShares MSCI Eurozone ETF
464286608
153023.00000000
NS
USD
7551685.05000000
1.939434597399
Long
EC
RF
US
N
1
N
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AA2
50000.00000000
PA
USD
51203.26000000
0.013150094751
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
5.25000000
N
N
N
N
N
N
Santen Pharmaceutical Co Ltd
529900TPT3I7C17MIM03
Santen Pharmaceutical Co Ltd
000000000
2100.00000000
NS
28983.44000000
0.007443568675
Long
EC
CORP
JP
N
2
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
346.00000000
NS
USD
201621.12000000
0.051780625529
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
20000.00000000
PA
USD
20226.94000000
0.005194711773
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796J59
2125000.00000000
PA
USD
2124556.51000000
0.545631653378
Long
DBT
UST
US
N
2
2021-12-09
None
0.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
21000.00000000
PA
USD
23346.14000000
0.005995789195
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DK3
40000.00000000
PA
USD
40430.81000000
0.010383498675
Long
DBT
CORP
US
N
2
2031-03-05
Fixed
2.00000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
932.00000000
NS
643376.04000000
0.165232758364
Long
EC
CORP
NL
N
2
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXQX9
1295926.87000000
PA
USD
120891.57000000
0.031047546585
Long
ABS-MBS
USGSE
US
N
2
2035-10-25
Variable
0.96139500
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A1Z30
47760.15000000
PA
USD
54697.26000000
0.014047428848
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Fixed
5.50000000
N
N
N
N
N
N
Kinnevik AB
2138006PZH76JOS6MN27
Kinnevik AB
000000000
3966.00000000
NS
158814.25000000
0.040786903713
Long
EC
CORP
SE
N
2
N
N
N
BRINK'S CO/THE
XFP140TFNOQMIVFTVQ13
BRINK'S CO/THE
109696104
288.00000000
NS
USD
22129.92000000
0.005683437828
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAR9
40000.00000000
PA
USD
49539.75000000
0.012722869725
Long
DBT
CORP
US
N
2
2039-04-22
Fixed
4.45700000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2M2
40000.00000000
PA
USD
41694.24000000
0.010707974582
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ALY45
8997.02000000
PA
USD
10038.14000000
0.002578009527
Long
ABS-MBS
USGSE
US
N
2
2042-01-15
Fixed
4.50000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-2CB
02149HAR1
120474.55000000
PA
USD
59109.92000000
0.015180694525
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
0.69150000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
85000.00000000
PA
USD
93613.13000000
0.024041858458
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
197500.00000000
PA
USD
214451.05000000
0.055075626574
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797103
908.00000000
NS
USD
312025.12000000
0.080134739330
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
15000.00000000
PA
USD
14397.36000000
0.003697550667
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
Santos Ltd
5299000RK70B5O2M7077
Santos Ltd
000000000
6345.00000000
NS
33701.62000000
0.008655298437
Long
EC
CORP
AU
N
2
N
N
N
Concentrix Corp
N/A
Concentrix Corp
20602D101
214.00000000
NS
USD
34411.20000000
0.008837533792
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
15000.00000000
PA
USD
16949.77000000
0.004353064268
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
7312.00000000
NS
USD
461240.96000000
0.118456565606
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBH7
6000.00000000
PA
USD
6609.72000000
0.001697517780
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
435.00000000
NS
USD
78043.35000000
0.020043205203
Long
EC
CORP
US
N
1
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAE0
66000.00000000
PA
USD
70286.29000000
0.018051025916
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Herbalife Nutrition Ltd
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd
000000000
3130.00000000
NS
USD
165044.90000000
0.042387068192
Long
EC
CORP
US
N
1
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
544.00000000
NS
28391.25000000
0.007291481589
Long
EC
CORP
DE
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
21000.00000000
PA
USD
21580.51000000
0.005542337563
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.06800000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C17
46640UAQ5
100000.00000000
PA
USD
79293.67000000
0.020364314180
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Variable
3.86700000
N
N
N
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
000000000
9534.00000000
NS
33283.13000000
0.008547821235
Long
EC
CORP
AU
N
2
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAW0
48000.00000000
PA
USD
50841.12000000
0.013057089437
Long
DBT
CORP
US
N
2
2023-11-28
Fixed
3.21600000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYA6
40000.00000000
PA
USD
39904.44000000
0.010248315576
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.43100000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAQ3
25000.00000000
PA
USD
31901.60000000
0.008193014716
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
794.20000000
0.000203967584
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
-5209213.85000000
RUB
71606.08000000
USD
2021-08-06
794.20000000
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779309
1690.00000000
NS
USD
96144.10000000
0.024691865807
Long
EC
CORP
US
N
1
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd
50188YAE4
250000.00000000
PA
USD
250022.75000000
0.064211201642
Long
ABS-CBDO
CORP
KY
N
2
2030-03-20
Floating
1.16825000
N
N
N
N
N
N
HERMAN MILLER INC
U98HXD3PNK7HYU2MU887
HERMAN MILLER INC
600544100
1189.00000000
NS
USD
56049.46000000
0.014394702794
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAN9
9000.00000000
PA
USD
9710.12000000
0.002493766960
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
Garmin Ltd
2549001E0HIPIJQ0W046
Garmin Ltd
000000000
520.00000000
NS
USD
75212.80000000
0.019316259288
Long
EC
CORP
CH
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKD3
51000.00000000
PA
USD
50073.67000000
0.012859991826
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DB8
50000.00000000
PA
USD
54445.20000000
0.013982694437
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.70000000
N
N
N
N
N
N
Hanover Insurance Group Inc/Th
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867105
3057.00000000
NS
USD
414651.48000000
0.106491388458
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
15000.00000000
PA
USD
15372.96000000
0.003948105659
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BM3
35000.00000000
PA
USD
39214.48000000
0.010071119058
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AQ9
20000.00000000
PA
USD
21203.17000000
0.005445428563
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.75000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DB2
2000.00000000
PA
USD
2123.87000000
0.000545455342
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
7354.00000000
NS
USD
100014.40000000
0.025685841810
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
27000.00000000
PA
USD
30426.07000000
0.007814066983
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
TERADYNE INC
C3X4YJ278QNZHRJULN75
TERADYNE INC
880770102
3165.00000000
NS
USD
423983.40000000
0.108888025551
Long
EC
CORP
US
N
1
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AJ0
19000.00000000
PA
USD
20461.54000000
0.005254962081
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
13764.00000000
NS
210826.30000000
0.054144713074
Long
EC
CORP
CH
N
2
N
N
N
ITT Inc
549300KDSERHTJOXUS80
ITT Inc
45073V108
3173.00000000
NS
USD
290615.07000000
0.074636179548
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
1817.00000000
NS
USD
151610.48000000
0.038936821158
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFD1
5000.00000000
PA
USD
5756.92000000
0.001478500460
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE &
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCK0
55000.00000000
PA
USD
55089.17000000
0.014148079737
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.96900000
N
N
N
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise Inc
05464C101
301.00000000
NS
USD
53216.80000000
0.013667214985
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JBCA2
584522.18000000
PA
USD
667220.47000000
0.171356519113
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.50000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-10CB
12667GAW3
58960.75000000
PA
USD
48195.67000000
0.012377681169
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.59150000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAN0
900000.00000000
PA
USD
885477.24000000
0.227409536162
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.80500000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
1257.00000000
NS
USD
407531.97000000
0.104662945677
Long
EC
CORP
US
N
1
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
3000.00000000
NS
290901.79000000
0.074709815390
Long
EC
CORP
JP
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MR9
20000.00000000
PA
USD
20427.52000000
0.005246225016
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.67800000
N
N
N
N
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
Eagle Materials Inc
26969P108
687.00000000
NS
USD
97629.57000000
0.025073366345
Long
EC
CORP
US
N
1
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
4840.00000000
NS
34973.90000000
0.008982047214
Long
EC
CORP
GB
N
2
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818108
2284.00000000
NS
USD
502320.12000000
0.129006574459
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
1401.00000000
NS
168321.82000000
0.043228651492
Long
EC
CORP
GB
N
2
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2020-PT-A
78449VAB2
100000.00000000
PA
USD
101109.56000000
0.025967102374
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.60000000
N
N
N
N
N
N
Compass Minerals International
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451N101
1136.00000000
NS
USD
67319.36000000
0.017289054693
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
459.98000000
0.000118132724
N/A
DFE
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
-47308.48000000
PEN
12770.20000000
USD
2021-07-23
459.98000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAE2
846892.24000000
PA
USD
44947.79000000
0.011543555964
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.17568100
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHLM2
133410.31000000
PA
USD
142571.17000000
0.036615332585
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
5061.00000000
NS
USD
213979.08000000
0.054954414560
Long
EC
CORP
US
N
1
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAN8
49000.00000000
PA
USD
48972.57000000
0.012577205743
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
APA Corp
N/A
APA Corp
03743Q108
7438.00000000
NS
USD
160883.94000000
0.041318444471
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAU0
70000.00000000
PA
USD
74602.64000000
0.019159557120
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
3.79700000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159QE9
21000.00000000
PA
USD
22506.69000000
0.005780200441
Long
DBT
CORP
CA
N
2
2026-08-03
Fixed
2.70000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
15000.00000000
PA
USD
15975.00000000
0.004102722437
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
573.00000000
NS
USD
305454.84000000
0.078447350586
Long
EC
CORP
US
N
1
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417106
2127.00000000
NS
USD
99713.76000000
0.025608631014
Long
EC
CORP
US
N
1
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AS3
20000.00000000
PA
USD
20322.20000000
0.005219176583
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CA2
61000.00000000
PA
USD
63013.89000000
0.016183317706
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.87500000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AL8
29000.00000000
PA
USD
30934.87000000
0.007944737730
Long
DBT
CORP
US
N
2
2051-06-11
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K9EE5
852926.74000000
PA
USD
890688.90000000
0.228748002166
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
9632.00000000
NS
98161.11000000
0.025209877211
Long
EC
CORP
NO
N
2
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAB9
26000.00000000
PA
USD
26430.29000000
0.006787865026
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.25000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
1121.00000000
NS
USD
527094.20000000
0.135369089256
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307M2M7
6308.12000000
PA
USD
6624.33000000
0.001701269941
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
CIMAREX ENERGY CO
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AD3
60000.00000000
PA
USD
66207.09000000
0.017003399915
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
361.00000000
NS
90513.87000000
0.023245902055
Long
EP
CORP
DE
N
2
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DC8
13000.00000000
PA
USD
14752.52000000
0.003788763368
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.87500000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DL8
27000.00000000
PA
USD
26876.31000000
0.006902412523
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.75000000
N
N
N
N
N
N
J2 GLOBAL INC
5493008OJYGLHD7MXA18
J2 GLOBAL INC
48123V102
408.00000000
NS
USD
56120.40000000
0.014412921706
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAF4
1265104.91000000
PA
USD
61543.43000000
0.015805672057
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
1.23134800
N
N
N
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
7255.00000000
NS
185507.85000000
0.047642392392
Long
EC
CORP
SE
N
2
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CA4
42000.00000000
PA
USD
46120.53000000
0.011844740735
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.65000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L3
61691UBF5
3350864.68000000
PA
USD
162071.27000000
0.041623376266
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
0.76397200
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust 2015-2
42770UAA1
21302.71120000
PA
USD
22446.52000000
0.005764747495
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
3.99000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
15362.00000000
NS
324905.65000000
0.083442735538
Long
EC
CORP
DE
N
2
N
N
N
Emergent BioSolutions Inc
549300YW6TUOX8BE5103
Emergent BioSolutions Inc
29089Q105
812.00000000
NS
USD
51147.88000000
0.013135871980
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
200000.00000000
PA
USD
205679.20000000
0.052822827462
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
Newark BSL CLO 2 Ltd.
N/A
Newark BSL CLO 2 Ltd
65023PAS9
250000.00000000
PA
USD
249096.50000000
0.063973320787
Long
ABS-CBDO
CORP
KY
N
2
2030-07-25
Floating
1.92575000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
22000.00000000
PA
USD
25189.73000000
0.006469262626
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
153.00000000
NS
28866.11000000
0.007413435816
Long
EC
CORP
AU
N
2
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
9791.00000000
NS
USD
970386.01000000
0.249215928387
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
9000.00000000
PA
USD
10440.85000000
0.002681434088
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life Inc
37959E102
172.00000000
NS
USD
16383.00000000
0.004207505583
Long
EC
CORP
US
N
1
N
N
N
United Utilities Group PLC
2138002IEYQAOC88ZJ59
United Utilities Group PLC
000000000
2160.00000000
NS
29153.95000000
0.007487359298
Long
EC
CORP
GB
N
2
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
29000.00000000
PA
USD
32149.65000000
0.008256719274
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
11773.00000000
NS
236023.29000000
0.060615840224
Long
EC
CORP
NL
N
2
N
N
N
REGAL BELOIT CORP
QH78R09VCJGQKPBPYU33
REGAL BELOIT CORP
758750103
2360.00000000
NS
USD
315083.60000000
0.080920222555
Long
EC
CORP
US
N
1
N
N
N
Liberty Broadband Corp
549300MIX43II8JLN536
Liberty Broadband Corp
530307305
328.00000000
NS
USD
56960.48000000
0.014628672258
Long
EC
CORP
US
N
1
N
N
N
Knight-Swift Transportation Ho
N/A
Knight-Swift Transportation Holdings Inc
499049104
5502.00000000
NS
USD
250120.92000000
0.064236413802
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
13000.00000000
PA
USD
15803.37000000
0.004058644174
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XJX3
178271.55000000
PA
USD
183998.70000000
0.047254810322
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Floating
3.09150000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
23000.00000000
PA
USD
24246.47000000
0.006227013238
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
167.00000000
NS
USD
45858.20000000
0.011777368768
Long
EC
CORP
SG
N
1
N
N
N
ASX Ltd
N/A
ASX Ltd
000000000
580.00000000
NS
33811.57000000
0.008683535954
Long
EC
CORP
AU
N
2
N
N
N
XLIT LTD
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAC9
71000.00000000
PA
USD
79735.61000000
0.020477813846
Long
DBT
CORP
KY
N
2
2025-03-31
Fixed
4.45000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
9000.00000000
PA
USD
9266.80000000
0.002379912881
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
112000.00000000
PA
USD
125263.17000000
0.032170267174
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RBC6
1300212.45090000
PA
USD
117189.58000000
0.030096796198
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Variable
1.24650200
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
4646.00000000
NS
316413.81000000
0.081261848997
Long
EC
CORP
DE
N
2
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-A-GS
20267WAA3
58309.54000000
PA
USD
59187.68000000
0.015200664960
Long
ABS-O
CORP
US
N
2
2050-08-25
Fixed
1.98000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
24000.00000000
PA
USD
26100.00000000
0.006703039474
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
30000.00000000
PA
USD
32798.33000000
0.008423314203
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BQ7
32000.00000000
PA
USD
31550.48000000
0.008102839574
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.90000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CL2
5000.00000000
PA
USD
5522.46000000
0.001418286106
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.87500000
N
N
N
N
N
N
SIERRA PACIFIC POWER CO
QB888G5GSVGE1LD1WV84
Sierra Pacific Power Co
826418BM6
68000.00000000
PA
USD
72343.27000000
0.018579302473
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.60000000
N
N
N
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
2000.00000000
NS
92120.55000000
0.023658531919
Long
EC
CORP
JP
N
2
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAG2
991830.42000000
PA
USD
67229.74000000
0.017266038356
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.20781900
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193BMR4
65275.29000000
PA
USD
70581.96000000
0.018126960310
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEJ42
198926.28000000
PA
USD
211804.44000000
0.054395920393
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
2351.00000000
NS
142929.27000000
0.036707300342
Long
EC
CORP
DE
N
2
N
N
N
OHA Loan Funding Ltd
N/A
OHA Loan Funding 2013-1 Ltd
67706HAW8
200000.00000000
PA
USD
200002.00000000
0.051364800806
Long
ABS-CBDO
CORP
KY
N
2
2031-07-23
Floating
1.26288000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
25000.00000000
PA
USD
31123.04000000
0.007993063819
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-LTV3
46651HAJ6
400000.00000000
PA
USD
407775.44000000
0.104725473992
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust
933636AA0
33881.57000000
PA
USD
32244.63000000
0.008281112174
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
2.71612700
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GLZ5
35000.00000000
PA
USD
36575.87000000
0.009393467449
Long
DBT
CORP
CA
N
2
2025-01-28
Fixed
2.25000000
N
N
N
N
N
N
Universal Display Corp
N/A
Universal Display Corp
91347P105
528.00000000
NS
USD
117390.24000000
0.030148329988
Long
EC
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBN4
22000.00000000
PA
USD
24470.41000000
0.006284525831
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
3.75000000
N
N
N
N
N
N
LAMAR ADVERTISING CO
529900Y8WW4MKVPTB543
LAMAR ADVERTISING CO-A
512816109
720.00000000
NS
USD
75182.40000000
0.019308451916
Long
EC
CORP
US
N
1
N
N
N
DECKERS OUTDOOR CORP
5493008LG4W3I6K8J118
DECKERS OUTDOOR CORP
243537107
1577.00000000
NS
USD
605678.39000000
0.155551193764
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines 2020-1 Class A Pass Through Trust
247361ZW1
11825.34000000
PA
USD
12016.23000000
0.003086025441
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAK6
52000.00000000
PA
USD
53978.10000000
0.013862733144
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries Inc
885160101
604.00000000
NS
USD
68252.00000000
0.017528576637
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust 2018-A-GS
20269DAA3
33744.98000000
PA
USD
35058.09000000
0.009003669010
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
3.21000000
N
N
N
N
N
N
Liberty Media Corp-Liberty Sir
N/A
Liberty Media Corp-Liberty SiriusXM
531229607
1534.00000000
NS
USD
71162.26000000
0.018275993789
Long
EC
CORP
US
N
1
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
24000.00000000
PA
USD
22814.46000000
0.005859242374
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAD3
40000.00000000
PA
USD
39703.60000000
0.010196735559
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust
93364FAD3
69702.52000000
PA
USD
70176.20000000
0.018022752444
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
3.03460200
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
135000.00000000
PA
USD
175674.04000000
0.045116859189
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NAC2
400000.00000000
PA
USD
352608.92000000
0.090557529117
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
3.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BP3
6000.00000000
PA
USD
8571.58000000
0.002201365482
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
6.12500000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
50000.00000000
PA
USD
55656.38000000
0.014293751424
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
1346.00000000
NS
USD
96992.76000000
0.024909819887
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CAH8
250000.00000000
PA
USD
252972.25000000
0.064968696467
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
2.01800000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
ENTERCOM COMMUNICATIONS CORP
000000000
-2570000.00000000
NC
USD
-22806.98000000
-0.00585732135
N/A
DE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
Call
Written
Entercom Communications Corp
Entercom Communications Corp
1.00000000
0.75100000
USD
2021-07-20
XXXX
-4935.20000000
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
19000.00000000
PA
USD
18395.70000000
0.004724410086
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
63.00000000
NS
29817.23000000
0.007657703820
Long
EC
CORP
FR
N
2
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBK8
56000.00000000
PA
USD
59845.55000000
0.015369620078
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FV0
6000.00000000
PA
USD
6470.94000000
0.001661876101
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.05000000
N
N
N
N
N
N
J.V.B. FINANCIAL GROUP, LLC
254900YUMD4CG5TD3D77
J.V.B. FINANCIAL GROUP, LLC
000000000
1268044.00000000
PA
USD
1268044.00000000
0.325660880762
Long
RA
CORP
US
N
2
Repurchase
Y
0.09000000
2021-07-01
2757123.27811973
USD
1290092.69685394
USD
AMBS
3331.15158800
USD
3312.18532708
USD
UST
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AP5
28000.00000000
PA
USD
29318.87000000
0.007529714290
Long
DBT
CORP
CA
N
2
2051-06-15
Fixed
4.10000000
N
N
N
N
N
N
WINTRUST FINANCIAL CORP
Q774KI4AW80FHFW33O61
WINTRUST FINANCIAL CORP
97650W108
296.00000000
NS
USD
22386.48000000
0.005749327936
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
18000.00000000
PA
USD
19064.46000000
0.004896161990
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BL7
24000.00000000
PA
USD
23788.96000000
0.006109514863
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
Venture Corp Ltd
254900B1NLZC3J1MAE72
Venture Corp Ltd
000000000
6700.00000000
NS
95849.86000000
0.024616298668
Long
EC
CORP
SG
N
2
N
N
N
VISA INC-CLASS A SHARES
549300JZ4OKEHW3DPJ59
VISA INC
92826C839
1939.00000000
NS
USD
453376.98000000
0.116436926971
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WKH3
21789.05000000
PA
USD
24949.93000000
0.006407676846
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
24794.00000000
NS
USD
6716694.60000000
1.724991151134
Long
EC
CORP
US
N
1
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AW6
28000.00000000
PA
USD
37814.19000000
0.009711494570
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.95000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAP6
1009859.98000000
PA
USD
100436.43000000
0.025794228161
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Variable
1.42534300
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
200000.00000000
PA
USD
202495.96000000
0.052005303194
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
118000.00000000
PA
USD
113766.15000000
0.029217585990
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-2
61946PAA1
83957.35000000
PA
USD
82758.96000000
0.021254274934
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
1.44000000
N
N
N
N
N
N
Cedar Funding Ltd
549300PPJP6KEORGHQ85
Cedar Funding IV CLO Ltd
150323BA0
300000.00000000
PA
USD
300604.20000000
0.077201602257
Long
ABS-CBDO
CORP
KY
N
2
2034-07-23
Floating
0.01000000
N
N
N
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
1593.00000000
NS
USD
107527.50000000
0.027615366940
Long
EC
CORP
US
N
1
N
N
N
Oversea-Chinese Banking Corp L
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
7600.00000000
NS
67729.24000000
0.017394320663
Long
EC
CORP
SG
N
2
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
Hannover Rueck SE
000000000
421.00000000
NS
70478.62000000
0.018100420382
Long
EC
CORP
DE
N
2
N
N
N
MISSISSIPPI POWER CO
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417BZ6
30000.00000000
PA
USD
35516.88000000
0.009121496117
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.25000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
3860.00000000
NS
USD
208864.60000000
0.053640906463
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBB9
12000.00000000
PA
USD
12470.10000000
0.003202588986
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.55000000
N
N
N
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAA1
12000.00000000
PA
USD
11830.17000000
0.003038241245
Long
DBT
CORP
US
N
2
2027-09-17
Fixed
1.35700000
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL
817565104
2968.00000000
NS
USD
159055.12000000
0.040848764292
Long
EC
CORP
US
N
1
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AC9
99000.00000000
PA
USD
99309.30000000
0.025504757016
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.60000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
000000000
85726.00000000
NS
203434.15000000
0.052246250497
Long
EC
CORP
GB
N
2
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
2122.00000000
NS
USD
173622.04000000
0.044589861602
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DQ0
72000.00000000
PA
USD
74939.72000000
0.019246126490
Long
DBT
CORP
US
N
2
2041-05-05
Fixed
2.87500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
18000.00000000
PA
USD
23340.90000000
0.005994443451
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
1946.00000000
NS
USD
253836.24000000
0.065190587619
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
746.00000000
NS
USD
416670.84000000
0.107010003393
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
935.15000000
0.000240166565
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
-317909.50000000
MYR
77391.55000000
USD
2021-08-06
935.15000000
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FBB0
1116047.35000000
PA
USD
74652.74000000
0.019172423874
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.18570600
N
N
N
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
17600.00000000
NS
93541.67000000
0.024023505998
Long
EC
CORP
JP
N
2
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
25000.00000000
PA
USD
30026.73000000
0.007711507911
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
2229.00000000
NS
56599.41000000
0.014535941742
Long
EC
CORP
FR
N
2
N
N
N
Hikari Tsushin Inc
3538001SOIIV8U3OXH94
Hikari Tsushin Inc
000000000
600.00000000
NS
105447.65000000
0.027081216876
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BKQN3
253994.37000000
PA
USD
265024.18000000
0.068063890434
Long
ABS-MBS
USGSE
US
N
2
2043-09-15
Fixed
3.50000000
N
N
N
N
N
N
TIS Inc
35380064HYEZXBQHDF07
TIS Inc
000000000
5000.00000000
NS
127606.42000000
0.032772064004
Long
EC
CORP
JP
N
2
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
11000.00000000
NS
85632.90000000
0.021992364331
Long
EC
CORP
HK
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262LAP5
200000.00000000
PA
USD
203380.28000000
0.052232415527
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
Swiss Life Holding AG
5493000KUC3Z24U77V93
Swiss Life Holding AG
000000000
160.00000000
NS
77832.56000000
0.019989069812
Long
EC
CORP
CH
N
2
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
1501.00000000
NS
111566.60000000
0.028652694401
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
1809000.00000000
PA
USD
1882773.28000000
0.483536537092
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
Albertsons Cos Inc
013091103
4906.00000000
NS
USD
96451.96000000
0.024770930854
Long
EC
CORP
US
N
1
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298108
14952.00000000
NS
USD
337167.60000000
0.086591867143
Long
EC
CORP
US
N
1
N
N
N
10X Genomics Inc
5493003Z6741WNLG7H43
10X Genomics Inc
88025U109
63.00000000
NS
USD
12336.66000000
0.003168318734
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
20000.00000000
PA
USD
21860.49000000
0.005614242429
Long
DBT
CORP
N/A
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
33000.00000000
PA
USD
33524.75000000
0.008609874430
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
744.00000000
NS
14636.97000000
0.003759087651
Long
EC
CORP
NL
N
2
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBN2
39000.00000000
PA
USD
37058.48000000
0.009517412042
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-65CB
12668AZ40
47792.28000000
PA
USD
43879.34000000
0.011269155101
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEUG2
26613.07000000
PA
USD
29060.77000000
0.007463428677
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
Tandem Diabetes Care Inc
549300JEPFOD0K4D3I05
Tandem Diabetes Care Inc
875372203
161.00000000
NS
USD
15681.40000000
0.004027319663
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
50000.00000000
PA
USD
51771.10000000
0.013295928235
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46400000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AS9
25000.00000000
PA
USD
23782.91000000
0.006107961094
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
1.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
17000.00000000
PA
USD
24793.16000000
0.006367414949
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
97.00000000
NS
84992.93000000
0.021828006317
Long
EC
CORP
FR
N
2
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
40000.00000000
PA
USD
42584.64000000
0.010936648388
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
000000000
4800.00000000
NS
23912.10000000
0.006141139855
Long
EC
CORP
JP
N
2
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
21000.00000000
PA
USD
21360.78000000
0.005485906189
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.70000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
1726.00000000
NS
USD
911690.46000000
0.234141652960
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
4000.00000000
PA
USD
4468.83000000
0.001147691337
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBM1
18000.00000000
PA
USD
17585.08000000
0.004516225494
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.74900000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374UNM9
41374.92000000
PA
USD
46681.56000000
0.011988825265
Long
ABS-MBS
USGA
US
N
2
2039-05-20
Fixed
4.75000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BJ2
48000.00000000
PA
USD
56690.57000000
0.014559353584
Long
DBT
CORP
US
N
2
2049-05-23
Fixed
3.87500000
N
N
N
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
11786.00000000
NS
USD
546045.38000000
0.140236158514
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBC6
25000.00000000
PA
USD
28299.71000000
0.007267972155
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BU3
200000.00000000
PA
USD
200828.07000000
0.051576953290
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.26500000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
200.00000000
NS
100724.69000000
0.025868259508
Long
EC
CORP
JP
N
2
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550101
2351.00000000
NS
USD
40319.65000000
0.010354950404
Long
EC
CORP
US
N
1
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
10000.00000000
NS
186588.97000000
0.047920047183
Long
EC
CORP
JP
N
2
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BA0
10000.00000000
PA
USD
10291.22000000
0.002643005896
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.20000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BD3
125000.00000000
PA
USD
135729.51000000
0.034858247641
Long
DBT
CORP
NL
N
2
2025-05-11
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNKH1
36129.19000000
PA
USD
38799.44000000
0.009964527889
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Bojangles Issuer, LLC
N/A
Bojangles Issuer LLC
09748RAA6
100000.00000000
PA
USD
104724.15000000
0.026895406568
Long
ABS-O
CORP
US
N
2
2050-10-20
Fixed
3.83200000
N
N
N
N
N
N
Patterson Cos Inc
YM48Q2087CUE26GWEK09
Patterson Cos Inc
703395103
2412.00000000
NS
USD
73300.68000000
0.018825185884
Long
EC
CORP
US
N
1
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
2324.00000000
NS
126386.57000000
0.032458780375
Long
EC
CORP
IE
N
2
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
1540.00000000
NS
USD
58874.20000000
0.015120156576
Long
EC
CORP
US
N
1
N
N
N
Brooks Automation Inc
35ZN6X1ANPH25YN32Y17
Brooks Automation Inc
114340102
971.00000000
NS
USD
92516.88000000
0.023760317959
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
24000.00000000
PA
USD
25488.49000000
0.006545990598
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AW9
43000.00000000
PA
USD
41937.29000000
0.010770395032
Long
DBT
CORP
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAJ3
41000.00000000
PA
USD
41098.52000000
0.010554980916
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
1.95000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAX6
31000.00000000
PA
USD
36194.12000000
0.009295425866
Long
DBT
CORP
N/A
N
2
2026-03-01
Fixed
5.35000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
1042.00000000
NS
USD
572631.10000000
0.147063941297
Long
EC
CORP
US
N
1
N
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp
03750L109
4067.00000000
NS
USD
192897.81000000
0.049540292530
Long
EC
CORP
US
N
1
N
N
N
ENEOS Holdings Inc
3538001KQ5SAOZSQTT44
ENEOS Holdings Inc
000000000
50200.00000000
NS
210378.29000000
0.054029654503
Long
EC
CORP
JP
N
2
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAY6
75000.00000000
PA
USD
80000.51000000
0.020545845844
Long
DBT
CORP
US
N
2
2024-04-14
Fixed
3.22400000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2013-CCRE13 Mortgage Trust
12630BBF4
177000.00000000
PA
USD
190578.94000000
0.048944757007
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
5.04562900
N
N
N
N
N
N
Zendesk Inc
549300SLI6BN94BKKO36
Zendesk Inc
98936J101
136.00000000
NS
USD
19630.24000000
0.005041466422
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
15000.00000000
PA
USD
19823.90000000
0.005091202461
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
2100.00000000
NS
60671.63000000
0.015581775130
Long
EC
CORP
JP
N
2
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
6481.00000000
NS
88569.72000000
0.022746602660
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BAPA4
540218.58000000
PA
USD
607855.35000000
0.156110283757
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
4.25000000
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793100
469.00000000
NS
USD
65608.41000000
0.016849646058
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEF5
47000.00000000
PA
USD
50234.54000000
0.012901306690
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
American Money Management Corp
549300I1YCI83LUUYL82
AMMC CLO 16 Ltd
00176JAX4
250000.00000000
PA
USD
247643.25000000
0.063600095036
Long
ABS-CBDO
CORP
KY
N
2
2029-04-14
Floating
2.13575000
N
N
N
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
10470.00000000
NS
138576.00000000
0.035589287290
Long
EC
CORP
IT
N
2
N
N
N
Maximus Inc
549300DQCDS8HJ7QF202
Maximus Inc
577933104
482.00000000
NS
USD
42401.54000000
0.010889624383
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397JR97
50629.51350000
PA
USD
58817.84000000
0.015105682120
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
5.50000000
N
N
N
N
N
N
Octagon Investment Partners 32
N/A
Octagon Investment Partners 32 Ltd
67578BAC0
250000.00000000
PA
USD
250004.75000000
0.064206578856
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
1.38375000
N
N
N
N
N
N
Playtika Holding Corp
254900E35Z4TKA4UFG64
Playtika Holding Corp
72815L107
615.00000000
NS
USD
14661.60000000
0.003765413163
Long
EC
CORP
IL
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
811.09000000
0.000208305298
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-581088.68000000
CNY
90443.84000000
USD
2021-08-06
811.09000000
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
46640JAE7
40000.00000000
PA
USD
39510.52000000
0.010147148476
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
3.98600000
N
N
N
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
3250.00000000
NS
214486.00000000
0.055084602483
Long
EC
CORP
FR
N
2
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278101
240.00000000
NS
USD
41582.40000000
0.010679251672
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398CKN7
46205.85000000
PA
USD
51415.00000000
0.013204474122
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Variable
5.33233500
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
75000.00000000
PA
USD
83796.75000000
0.021520801652
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62200000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
11600.00000000
NS
USD
562832.00000000
0.144547322365
Long
EC
CORP
US
N
1
N
N
N
FIVE BELOW INC
529900AAXP5Z6BGI7418
FIVE BELOW
33829M101
89.00000000
NS
USD
17201.03000000
0.004417593222
Long
EC
CORP
US
N
1
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
4602.00000000
NS
56105.35000000
0.014409056544
Long
EC
CORP
IT
N
2
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174700
322.00000000
NS
USD
24166.10000000
0.006206372500
Long
EC
CORP
PR
N
1
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
000000000
545.00000000
NS
179755.46000000
0.046165055333
Long
EC
CORP
NL
N
2
N
N
N
Elastic NV
2549003I48WHHH937I59
Elastic NV
000000000
133.00000000
NS
USD
19386.08000000
0.004978760900
Long
EC
CORP
US
N
1
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAH2
45000.00000000
PA
USD
45734.41000000
0.011745576842
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAA3
50746.49000000
PA
USD
54795.46000000
0.014072648713
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
4.01000000
N
N
N
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
928856301
6626.00000000
NS
159682.79000000
0.041009963403
Long
EC
CORP
SE
N
2
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
260000.00000000
PA
USD
290523.98000000
0.074612785683
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co/The
668138AC4
28000.00000000
PA
USD
30874.89000000
0.007929333580
Long
DBT
CORP
US
N
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
15730.00000000
NS
USD
133862.30000000
0.034378708088
Long
EC
CORP
US
N
1
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2005-7
07386HVR9
30064.01000000
PA
USD
28052.75000000
0.007204547533
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
2.81637700
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
29784.98000000
PA
USD
33032.76000000
0.008483520852
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAC3
100000.00000000
PA
USD
100360.50000000
0.025774727709
Long
ABS-O
CORP
US
N
2
2025-06-18
Fixed
0.53000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
14000.00000000
PA
USD
15625.41000000
0.004012940231
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.62500000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BJ7
5000.00000000
PA
USD
6619.14000000
0.001699937038
Long
DBT
CORP
US
N
2
2035-05-01
Fixed
5.40000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
78000.00000000
PA
USD
87445.66000000
0.022457919957
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
Scotts Miracle-Gro Co/The
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186106
87.00000000
NS
USD
16697.04000000
0.004288157786
Long
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
896.00000000
NS
USD
138602.24000000
0.035596026284
Long
EC
CORP
US
N
1
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AN5
10000.00000000
PA
USD
11107.76000000
0.002852710871
Long
DBT
CORP
US
N
2
2026-12-05
Fixed
3.50000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBF3
50000.00000000
PA
USD
66059.95000000
0.016965611209
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.10000000
N
N
N
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
Envista Holdings Corp
29415F104
765.00000000
NS
USD
33055.65000000
0.008489399494
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377NT20
288979.16000000
PA
USD
315944.56000000
0.081141335538
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.00000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAL0
13000.00000000
PA
USD
13343.28000000
0.003426840328
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133THQB6
66531.26000000
PA
USD
74630.00000000
0.019166583755
Long
ABS-MBS
USGSE
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAC1
200000.00000000
PA
USD
217150.00000000
0.055768774788
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
3770.00000000
NS
85901.08000000
0.022061238704
Long
EC
CORP
SE
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
18337.00000000
NS
USD
423951.44000000
0.108879817538
Long
EC
CORP
US
N
1
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
2732.00000000
NS
USD
463811.64000000
0.119116771334
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
501.00000000
NS
USD
97925.46000000
0.025149357240
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396QLY3
199099.64000000
PA
USD
228764.73000000
0.058751686423
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Variable
5.53776300
N
N
N
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
8384.00000000
NS
325513.26000000
0.083598782811
Long
EC
CORP
GB
N
2
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
110000.00000000
PA
USD
116644.69000000
0.029956856766
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBA3
51000.00000000
PA
USD
58635.66000000
0.015058894391
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.90000000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
97875.01000000
PA
USD
97528.42000000
0.025047388857
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515AS3
16000.00000000
PA
USD
21891.09000000
0.005622101165
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HMU5
2149.39000000
PA
USD
2451.26000000
0.000629536112
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
6.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
30000.00000000
PA
USD
29134.14000000
0.007482271666
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBT6
20000.00000000
PA
USD
26200.12000000
0.006728752437
Long
DBT
CORP
GB
N
2
2059-06-19
Fixed
5.12500000
N
N
N
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
779.00000000
NS
USD
289047.95000000
0.074233709539
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAH3
13000.00000000
PA
USD
13070.73000000
0.003356843645
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.12500000
N
N
N
N
N
N
OCTAGON INVESTMENT PARTNERS 30
549300CDNDWWERRAUA43
Octagon Investment Partners 30 Ltd
675920AN2
250000.00000000
PA
USD
248985.50000000
0.063944813608
Long
ABS-CBDO
CORP
KY
N
2
2030-03-17
Floating
2.13825000
N
N
N
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
1590.00000000
NS
USD
207304.20000000
0.053240162295
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS Irish FinCo UnLtd Co
85917PAA5
14000.00000000
PA
USD
14273.89000000
0.003665840924
Long
DBT
CORP
IE
N
2
2031-03-15
Fixed
2.70000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABY0
38000.00000000
PA
USD
38735.30000000
0.009948055362
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC
79466LAL8
22000.00000000
PA
USD
22324.71000000
0.005733464076
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories Inc
826919102
80.00000000
NS
USD
12260.00000000
0.003148630803
Long
EC
CORP
US
N
1
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AJ9
51000.00000000
PA
USD
52981.82000000
0.013606867084
Long
DBT
CORP
US
N
2
2051-06-03
Fixed
3.05000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC
142339100
1376.00000000
NS
USD
263338.88000000
0.067631069268
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAG4
100000.00000000
PA
USD
102522.24000000
0.026329908880
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.68000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300CA9X1CRUCWUL74
Alternative Loan Trust 2006-HY11
021466AA5
66855.01000000
PA
USD
64893.14000000
0.016665949389
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.33150000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAS2
75000.00000000
PA
USD
89459.75000000
0.022975181443
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.12500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBE2
20000.00000000
PA
USD
24741.50000000
0.006354147554
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
ROCHE HOLDING AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN
000000000
1398.00000000
NS
526819.71000000
0.135298594340
Long
EC
CORP
CH
N
2
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BG5
2000.00000000
PA
USD
2212.23000000
0.000568148084
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
455.81000000
0.000117061778
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-160078860.06000000
COP
43065.76000000
USD
2021-07-23
455.81000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
36000.00000000
PA
USD
37360.25000000
0.009594913047
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
12000.00000000
PA
USD
13956.60000000
0.003584354051
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAP9
24000.00000000
PA
USD
22919.01000000
0.005886093055
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
1583.00000000
NS
167822.21000000
0.043100340934
Long
EC
CORP
DE
N
2
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAE2
39000.00000000
PA
USD
38658.87000000
0.009928426500
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.20000000
N
N
N
N
N
N
Sinch AB
549300UXY7QM6IDCGI12
Sinch AB
000000000
860.00000000
NS
14471.41000000
0.003716568294
Long
EC
CORP
SE
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BWWW0
5942.13000000
PA
USD
6023.40000000
0.001546938236
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Fixed
4.00000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
5619.00000000
NS
USD
800145.60000000
0.205494541856
Long
EC
CORP
US
N
1
N
N
N
Tabcorp Holdings Ltd
213800OCCFUN67NEY278
Tabcorp Holdings Ltd
000000000
5925.00000000
NS
22988.74000000
0.005904001214
Long
EC
CORP
AU
N
2
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
413.00000000
NS
USD
171456.95000000
0.044033820080
Long
EC
CORP
US
N
1
N
N
N
Konami Holdings Corp
353800FC4A5QCMIZFV94
Konami Holdings Corp
000000000
1000.00000000
NS
59889.91000000
0.015381012677
Long
EC
CORP
JP
N
2
N
N
N
nVent Electric PLC
N/A
nVent Electric PLC
000000000
3214.00000000
NS
USD
100405.36000000
0.025786248719
Long
EC
CORP
GB
N
1
N
N
N
RLI Corp
529900AMTJE5ECN9PS55
RLI Corp
749607107
382.00000000
NS
USD
39953.38000000
0.010260884417
Long
EC
CORP
US
N
1
N
N
N
MINERALS TECHNOLOGIES INC
549300D3I1QU67GP6403
MINERALS TECHNOLOGIES INC
603158106
765.00000000
NS
USD
60182.55000000
0.015456168902
Long
EC
CORP
US
N
1
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JZ5
100000.00000000
PA
USD
110073.42000000
0.028269213769
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
NCR Corp
549300YKTY8JX1DV2R67
NCR Corp
62886E108
903.00000000
NS
USD
41185.83000000
0.010577403996
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEUR8
23747.92000000
PA
USD
24940.09000000
0.006405149723
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2007-AR7 Trust
94986KAA4
20645.12000000
PA
USD
20592.00000000
0.005288467006
Long
ABS-MBS
CORP
US
N
2
2037-12-28
Variable
2.87281500
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BS0
36000.00000000
PA
USD
36467.60000000
0.009365661392
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.65000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAE3
23000.00000000
PA
USD
23015.03000000
0.005910753050
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
1692.00000000
NS
USD
103736.52000000
0.026641762013
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
865.00000000
NS
USD
206527.40000000
0.053040663404
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAS2
739238.91000000
PA
USD
12178.22000000
0.003127627946
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
1.84085000
N
N
N
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAD5
200000.00000000
PA
USD
206743.53000000
0.053096170221
Long
DBT
CORP
CA
N
2
2025-02-10
Fixed
2.05000000
N
N
N
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
2804.00000000
NS
30486.88000000
0.007829684295
Long
EC
CORP
PT
N
2
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AR0
15000.00000000
PA
USD
16000.36000000
0.004109235428
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.05000000
N
N
N
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665205
458.00000000
NS
USD
21187.08000000
0.005441296306
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
60000.00000000
PA
USD
60459.00000000
0.015527167188
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAB2
19000.00000000
PA
USD
20864.43000000
0.005358432870
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.50000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
55000.00000000
PA
USD
59113.14000000
0.015181521490
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
52000.00000000
PA
USD
63771.27000000
0.016377829125
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
25000.00000000
PA
USD
25848.77000000
0.006638518225
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
3073.00000000
NS
USD
263724.86000000
0.067730197206
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
191000.00000000
PA
USD
198740.27000000
0.051040761496
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBL2
160000.00000000
PA
USD
187495.50000000
0.048152863519
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAN4
60000.00000000
PA
USD
60143.15000000
0.015446050137
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.00000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
13622.00000000
NS
151693.45000000
0.038958129633
Long
EC
CORP
FI
N
2
N
N
N
HealthEquity Inc
529900LRJU1RAFQHM467
HealthEquity Inc
42226A107
377.00000000
NS
USD
30340.96000000
0.007792208911
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2016-2 AA PTT
N/A
United Airlines 2016-2 Class AA Pass Through Trust
90932EAA1
89648.16000000
PA
USD
91780.48000000
0.023571194653
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
2.87500000
N
N
N
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
1790.00000000
NS
USD
570813.10000000
0.146597039926
Long
EC
CORP
US
N
1
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM INC
79466LAM6
35000.00000000
PA
USD
35667.33000000
0.009160134902
Long
DBT
CORP
US
N
2
2061-07-15
Fixed
3.05000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
105000.00000000
PA
USD
107318.34000000
0.027561650168
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
101.00000000
NS
24512.27000000
0.006295276376
Long
EC
CORP
FR
N
2
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
539.00000000
NS
USD
20940.15000000
0.005377879389
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DB0
10000.00000000
PA
USD
12166.27000000
0.003124558929
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
4.37500000
N
N
N
N
N
N
MIRAE ASSET SECURITIES (USA) INC.
25490087B4GFZLJZE912
MIRAE ASSET SECURITIES (USA) INC.
000000000
1611046.00000000
PA
USD
1611046.00000000
0.413751146891
Long
RA
CORP
US
N
2
Repurchase
Y
0.06000000
2021-07-01
147743.02756742
USD
147279.35284834
USD
ADAS
2116851.01739859
USD
1495990.30810228
USD
AMBS
N
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
000000000
200.00000000
NS
24210.94000000
0.006217888373
Long
EC
CORP
JP
N
2
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd
000000000
1671.00000000
NS
USD
75111.45000000
0.019290230435
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
2585.00000000
NS
USD
248780.40000000
0.063892139531
Long
EC
CORP
US
N
1
N
N
N
Iliad SA
969500FZ9BTRZS3JNB97
Iliad SA
000000000
332.00000000
NS
48644.01000000
0.012492824492
Long
EC
CORP
FR
N
2
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAP6
41000.00000000
PA
USD
40591.97000000
0.010424888018
Long
DBT
CORP
KY
N
2
2028-02-21
Fixed
2.75000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAV1
75000.00000000
PA
USD
89215.48000000
0.022912447670
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
4.30000000
N
N
N
N
N
N
GENTEX CORP
549300S3UD8XV1MN0287
GENTEX CORP
371901109
11030.00000000
NS
USD
364982.70000000
0.093735381063
Long
EC
CORP
US
N
1
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
413000.00000000
NS
USD
413000.00000000
0.106067252993
Long
STIV
RF
US
N
1
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBQ2
38000.00000000
PA
USD
38291.96000000
0.009834196147
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.37900000
N
N
N
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
000000000
4238.00000000
NS
108018.95000000
0.027741581834
Long
EC
CORP
SE
N
2
N
N
N
ARES CLO Ltd
N/A
ARES XLVI CLO Ltd
04016UAE7
300000.00000000
PA
USD
299080.80000000
0.076810360482
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
1.41375000
N
N
N
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
000000000
52.00000000
NS
21116.62000000
0.005423200668
Long
EC
CORP
FR
N
2
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust
92922F4V7
28493.08000000
PA
USD
28304.35000000
0.007269163806
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
1.07150000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAN6
12000.00000000
PA
USD
12193.92000000
0.003131660042
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
1.90000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460WAA5
39000.00000000
PA
USD
38699.40000000
0.009938835473
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.87500000
N
N
N
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
Panasonic Corp
000000000
2600.00000000
NS
29937.76000000
0.007688658508
Long
EC
CORP
JP
N
2
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCL3
25000.00000000
PA
USD
31038.71000000
0.007971406068
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AD4
36000.00000000
PA
USD
38777.10000000
0.009958790498
Long
DBT
CORP
CA
N
2
2025-06-15
Fixed
3.85000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAB3
7000.00000000
PA
USD
9295.49000000
0.002387281088
Long
DBT
CORP
US
N
2
2043-09-30
Fixed
5.70000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AX8
22000.00000000
PA
USD
20642.39000000
0.005301408238
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.45000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABX4
43000.00000000
PA
USD
42704.58000000
0.010967451551
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
5070.00000000
NS
USD
371529.60000000
0.095416765321
Long
EC
CORP
US
N
1
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
900.00000000
NS
62767.64000000
0.016120075427
Long
EC
CORP
JP
N
2
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190304
360.00000000
NS
USD
91843.20000000
0.023587302494
Long
EC
CORP
US
N
1
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE
742718109
2112.00000000
NS
USD
284972.16000000
0.073186959299
Long
EC
CORP
US
N
1
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
2359.00000000
NS
124305.96000000
0.031924435128
Long
EC
CORP
NO
N
2
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
12000.00000000
PA
USD
14704.65000000
0.003776469326
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAX5
408883.94050000
PA
USD
5757.49000000
0.001478646848
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
0.83427700
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAA3
23000.00000000
PA
USD
23388.29000000
0.006006614219
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.60000000
N
N
N
N
N
N
Itochu Techno-Solutions Corp
N/A
Itochu Techno-Solutions Corp
000000000
1400.00000000
NS
43310.05000000
0.011122949226
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
UNITED STATES TREASURY NOTE/BOND
91282CBL4
20500.00000000
PA
USD
19904.22000000
0.005111830359
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
Adevinta ASA
000000000
1562.00000000
NS
29963.80000000
0.007695346138
Long
EC
CORP
NO
N
2
N
N
N
Voya Short Term Bond Fund
5493006MN6OC470MML96
Voya Short Term Bond Fund
92913L551
491244.98900000
NS
USD
4902624.99000000
1.259099189217
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ANSU8
17634.17000000
PA
USD
19400.40000000
0.004982438583
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Rockland Park CLO Ltd
N/A
Rockland Park CLO Ltd
773663AE9
250000.00000000
PA
USD
250087.50000000
0.064227830830
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
0.01000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBE8
5000.00000000
PA
USD
5797.95000000
0.001489037843
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
Olympus Corp
5299000Y52IFDI1I2A21
Olympus Corp
000000000
3000.00000000
NS
59672.80000000
0.015325254175
Long
EC
CORP
JP
N
2
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDD8
35000.00000000
PA
USD
37275.00000000
0.009573019020
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
41793.00000000
NS
USD
5723969.28000000
1.470038009077
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
13000.00000000
PA
USD
15565.57000000
0.003997572036
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08300000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AH2
40000.00000000
PA
USD
43004.91000000
0.011044582733
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
Prosperity Bancshares Inc
N/A
Prosperity Bancshares Inc
743606105
227.00000000
NS
USD
16298.60000000
0.004185829853
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBL9
182000.00000000
PA
USD
187437.71000000
0.048138021808
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52200000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBR6
33000.00000000
PA
USD
33814.88000000
0.008684386033
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.18200000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
4544.00000000
NS
USD
526785.92000000
0.135289916344
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBW5
27000.00000000
PA
USD
26570.76000000
0.006823940734
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
1.04000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AZ7
37000.00000000
PA
USD
38556.57000000
0.009902153667
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
20000.00000000
PA
USD
21856.04000000
0.005613099574
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
16000.00000000
PA
USD
16976.67000000
0.004359972764
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CM8
23000.00000000
PA
USD
23092.78000000
0.005930720916
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.70000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BG1
47000.00000000
PA
USD
47009.43000000
0.012073029309
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
Simpson Manufacturing Co Inc
529900EJUNNL15LZ8056
Simpson Manufacturing Co Inc
829073105
663.00000000
NS
USD
73221.72000000
0.018804907263
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC22
36253BAW3
999686.66000000
PA
USD
20784.49000000
0.005337902564
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
1.10543400
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAY5
1076941.47000000
PA
USD
110314.02000000
0.028331005007
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.76024600
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BD2
26000.00000000
PA
USD
25008.98000000
0.006422842151
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.65000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AL7
34000.00000000
PA
USD
36123.63000000
0.009277322523
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.87500000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
9414.00000000
NS
USD
1168559.82000000
0.300111210813
Long
EC
CORP
IE
N
1
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
415.00000000
NS
USD
49285.40000000
0.012657547192
Long
EC
CORP
US
N
1
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
200000.00000000
PA
USD
216483.00000000
0.055597474890
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
49000.00000000
PA
USD
49444.27000000
0.012698348414
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
4043.00000000
NS
USD
465066.29000000
0.119438992349
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
3696.00000000
NS
USD
233882.88000000
0.060066137055
Long
EC
CORP
US
N
1
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
CISCO SYSTEMS INC
17275R102
22101.00000000
NS
USD
1171353.00000000
0.300828559311
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
71000.00000000
PA
USD
85629.85000000
0.021991581026
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
75000.00000000
PA
USD
80386.09000000
0.020644871053
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
8788.00000000
NS
USD
535189.20000000
0.137448058779
Long
EC
CORP
US
N
1
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
243.00000000
NS
USD
18395.10000000
0.004724255994
Long
EC
CORP
US
N
1
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
50000.00000000
PA
USD
55184.22000000
0.014172490614
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AM7
15000.00000000
PA
USD
15502.20000000
0.003981297262
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.35000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
12000.00000000
PA
USD
11299.78000000
0.002902025724
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A
20030N101
13107.00000000
NS
USD
747361.14000000
0.191938361050
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAM3
14000.00000000
PA
USD
13953.91000000
0.003583663201
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHS86
422126.37000000
PA
USD
458358.15000000
0.117716198202
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra Inc
70975L107
128.00000000
NS
USD
35079.68000000
0.009009213785
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings Inc
N/A
Southwest Gas Holdings Inc
844895102
467.00000000
NS
USD
30910.73000000
0.007938538060
Long
EC
CORP
US
N
1
N
N
N
Spire Inc
549300NXSY15DRY2R511
Spire Inc
84857L101
673.00000000
NS
USD
48637.71000000
0.012491206517
Long
EC
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
20000.00000000
PA
USD
22156.00000000
0.005690135732
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC
235825205
7213.00000000
NS
USD
171380.88000000
0.044014283673
Long
EC
CORP
US
N
1
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
LEAR CORP
521865204
286.00000000
NS
USD
50130.08000000
0.012874479123
Long
EC
CORP
US
N
1
N
N
N
Newcrest Mining Ltd
5299006MN50OZJUJI655
Newcrest Mining Ltd
000000000
739.00000000
NS
14014.28000000
0.003599167511
Long
EC
CORP
AU
N
2
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-1
61947DAB5
92508.90000000
PA
USD
92779.78000000
0.023827836314
Long
ABS-O
CORP
US
N
2
2046-12-20
Fixed
2.05000000
N
N
N
N
N
N
REINSURANCE GROUP OF AMERICA INC
LORM1GNEU1DKEW527V90
REINSURANCE GROUP OF AMERICA
759351604
219.00000000
NS
USD
24966.00000000
0.006411803966
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0RL5
143449.09000000
PA
USD
146829.84000000
0.037709050329
Long
ABS-MBS
CORP
US
N
2
2030-04-25
Floating
2.44150000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAD6
58000.00000000
PA
USD
62728.94000000
0.016110136438
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
Riserva CLO, Ltd.
549300640C8OB2I8SN35
Riserva Clo Ltd
76761RAY5
400000.00000000
PA
USD
399958.80000000
0.102717993284
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
1.24975000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
30037DAA3
18000.00000000
PA
USD
18347.93000000
0.004712141726
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
66000.00000000
PA
USD
64149.47000000
0.016474958992
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
Bluemountain CLO Ltd
5493001GLQHON6UV2U40
BlueMountain CLO XXVIII Ltd
09630PAG8
250000.00000000
PA
USD
248801.75000000
0.063897622669
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
2.16281000
N
N
N
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs Inc
227046109
1542.00000000
NS
USD
179673.84000000
0.046144093568
Long
EC
CORP
US
N
1
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AH8
17000.00000000
PA
USD
16735.66000000
0.004298076230
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.53200000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BA0
13000.00000000
PA
USD
15932.04000000
0.004091689388
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series 2005-5N
86359DUM7
37856.26000000
PA
USD
35666.78000000
0.009159993650
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.45150000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AJ4
25000.00000000
PA
USD
24506.63000000
0.006293827903
Long
DBT
CORP
US
N
2
2026-07-16
Fixed
0.87500000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576AB5
39000.00000000
PA
USD
40915.53000000
0.010507985161
Long
DBT
CORP
US
N
2
2051-05-20
Fixed
3.50000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84J9
848000.00000000
PA
USD
77996.07000000
0.020031062685
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Fixed
1.36401000
N
N
N
N
N
N
EVERCORE INC
529900P6KLPT95DW3W58
EVERCORE INC
29977A105
632.00000000
NS
USD
88966.64000000
0.022848540224
Long
EC
CORP
US
N
1
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
97750.00000000
PA
USD
105677.15000000
0.027140157396
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.64100000
N
N
N
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
300.00000000
NS
173601.91000000
0.044584691787
Long
EC
CORP
JP
N
2
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 8 Ltd
67707GAJ8
250000.00000000
PA
USD
249599.50000000
0.064102501969
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
2.08778000
N
N
N
N
N
N
Cree Inc
549300OGU88P3AW3TO93
Cree Inc
225447101
292.00000000
NS
USD
28595.56000000
0.007343952777
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
25000.00000000
PA
USD
26910.63000000
0.006911226635
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389MR90
391.52000000
PA
USD
392.71000000
0.000100856346
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
7.00000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2020-2
33851KAG1
306021.40000000
PA
USD
309077.82000000
0.079377809512
Long
ABS-MBS
CORP
US
N
2
2050-08-25
Variable
3.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
200000.00000000
PA
USD
226246.59000000
0.058104974093
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
861.00000000
NS
USD
217884.66000000
0.055957451224
Long
EC
CORP
US
N
1
N
N
N
Chase Funding Mortgage Loan As
N/A
Chase Funding Trust Series 2003-5
161546GR1
16450.35000000
PA
USD
15936.04000000
0.004092716674
Long
ABS-MBS
CORP
US
N
2
2033-07-25
Floating
0.69150000
N
N
N
N
N
N
LOUISIANA-PACIFIC CORP
549300C7E2UAO5BVRR75
LOUISIANA-PACIFIC CORP
546347105
5694.00000000
NS
USD
343291.26000000
0.088164554297
Long
EC
CORP
US
N
1
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC
858119100
1706.00000000
NS
USD
101677.60000000
0.026112987222
Long
EC
CORP
US
N
1
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
Nice Ltd
000000000
178.00000000
NS
43936.36000000
0.011283799059
Long
EC
CORP
IL
N
2
N
N
N
NU SKIN ENTERPRISES INC
54930050DETB6CP71D38
NU SKIN ENTERPRISES INC - A
67018T105
1114.00000000
NS
USD
63108.10000000
0.016207512853
Long
EC
CORP
US
N
1
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
580135101
3821.00000000
NS
USD
882612.79000000
0.226673884000
Long
EC
CORP
US
N
1
N
N
N
MANPOWERGROUP INC
ERO1WSFOSR0JJ6CRQ987
MANPOWERGROUP INC
56418H100
691.00000000
NS
USD
82166.81000000
0.021102198120
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHG7
18000.00000000
PA
USD
20312.29000000
0.005216631482
Long
DBT
CORP
US
N
2
2029-03-05
Fixed
3.97000000
N
N
N
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
6795.00000000
NS
14901.37000000
0.003826991239
Long
EC
CORP
AU
N
2
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
10120.00000000
NS
USD
611551.60000000
0.157059559989
Long
EC
CORP
US
N
1
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
000000000
206.00000000
NS
37266.00000000
0.009570707627
Long
EC
CORP
FR
N
2
N
N
N
Sohgo Security Services Co Ltd
N/A
Sohgo Security Services Co Ltd
000000000
1900.00000000
NS
86565.42000000
0.022231855456
Long
EC
CORP
JP
N
2
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAL7
13000.00000000
PA
USD
13554.85000000
0.003481176039
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.80000000
N
N
N
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co
784117103
1576.00000000
NS
USD
97664.72000000
0.025082393619
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445103
8497.00000000
NS
USD
93636.94000000
0.024047973376
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CR0
29000.00000000
PA
USD
36096.04000000
0.009270236820
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.25000000
N
N
N
N
N
N
Jamf Holding Corp
N/A
Jamf Holding Corp
47074L105
3248.00000000
NS
USD
109035.36000000
0.028002617710
Long
EC
CORP
US
N
1
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAK6
97500.00000000
PA
USD
106493.34000000
0.027349772484
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
50000.00000000
PA
USD
53334.28000000
0.013697386368
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG Industries Inc
693506BU0
32000.00000000
PA
USD
31945.23000000
0.008204219836
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103H107
564.00000000
NS
USD
319342.44000000
0.082013983958
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DKX0
47846.56000000
PA
USD
51576.28000000
0.013245894283
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
1127.00000000
NS
45666.11000000
0.011728035938
Long
EC
CORP
DE
N
2
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBH4
73000.00000000
PA
USD
79511.76000000
0.020420324367
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
-1111000.00000000
NC
USD
-711.06000000
-0.00018261545
N/A
DIR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
2021-09-28
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
2.72000000
USD
2021-09-24
XXXX
8975.88000000
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
3256.00000000
NS
USD
352299.20000000
0.090477986382
Long
EC
CORP
US
N
1
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29364NAR9
73000.00000000
PA
USD
75964.49000000
0.019509309393
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419KE92
64341.26000000
PA
USD
73736.99000000
0.018937239644
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
5.00000000
N
N
N
N
N
N
AMER AIRLINE 17-1 A PTT
N/A
American Airlines 2017-1 Class A Pass Through Trust
02378AAA5
8855.00000000
PA
USD
8963.74000000
0.002302080577
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BG9
30000.00000000
PA
USD
29148.45000000
0.007485946780
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
1.65000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAF0
28000.00000000
PA
USD
27919.54000000
0.007170336350
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637H109
1692.00000000
NS
USD
76833.72000000
0.019732546289
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
200000.00000000
PA
USD
206262.74000000
0.052972693042
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAF5
23000.00000000
PA
USD
33613.41000000
0.008632644218
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.62500000
N
N
N
N
N
N
Arrowhead Pharmaceuticals Inc
549300O3CSB8T7OZ3D66
Arrowhead Pharmaceuticals Inc
04280A100
204.00000000
NS
USD
16895.28000000
0.004339070068
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
195000.00000000
PA
USD
189303.69000000
0.048617245471
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
1788.00000000
NS
USD
230920.20000000
0.059305257323
Long
EC
CORP
US
N
1
N
N
N
Alliance Data Systems Corp
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581108
369.00000000
NS
USD
38446.11000000
0.009873785171
Long
EC
CORP
US
N
1
N
N
N
Medipal Holdings Corp
353800PJDODZEA4NP730
Medipal Holdings Corp
000000000
3400.00000000
NS
65003.07000000
0.016694181770
Long
EC
CORP
JP
N
2
N
N
N
LHC Group Inc
5299009NPLWAMRQYZX73
LHC Group Inc
50187A107
515.00000000
NS
USD
103133.90000000
0.026486996279
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P4
29429EAF8
890999.66000000
PA
USD
63699.08000000
0.016359289185
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Variable
2.10810600
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2020-C Trust
83390UAF4
124687.35000000
PA
USD
126589.36000000
0.032510861194
Long
ABS-O
CORP
US
N
2
2046-02-15
Fixed
1.95000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
1083.00000000
NS
USD
121989.12000000
0.031329420952
Long
EC
CORP
US
N
1
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
327.00000000
NS
15672.60000000
0.004025059635
Long
EC
CORP
GB
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
9000.00000000
PA
USD
11494.20000000
0.002951956947
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
9208.00000000
NS
117177.62000000
0.030093724614
Long
EC
CORP
GB
N
2
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BL3
75000.00000000
PA
USD
95162.61000000
0.024439798136
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
4.60000000
N
N
N
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
26300.00000000
NS
94841.20000000
0.024357253158
Long
EC
CORP
SG
N
2
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
8576.00000000
NS
USD
1270705.92000000
0.326344518879
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
309000.00000000
PA
USD
346466.25000000
0.088979959788
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AG2
57000.00000000
PA
USD
57957.86000000
0.014884820822
Long
DBT
CORP
US
N
2
2022-07-15
Variable
3.35000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
102000.00000000
PA
USD
101344.26000000
0.026027378365
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TZ28
286.33000000
PA
USD
327.90000000
0.000084211748
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R02
20753KAB8
62704.79000000
PA
USD
63182.42000000
0.016226599822
Long
ABS-MBS
CORP
US
N
2
2031-08-25
Floating
2.39150000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
97000.00000000
PA
USD
119155.06000000
0.030601573594
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Vontier Corp
N/A
Vontier Corp
928881101
792.00000000
NS
USD
25803.36000000
0.006626855964
Long
EC
CORP
US
N
1
N
N
N
Tempur Sealy International Inc
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023U101
1310.00000000
NS
USD
51338.90000000
0.013184930011
Long
EC
CORP
US
N
1
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BD2
2000.00000000
PA
USD
2109.46000000
0.000541754546
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.50000000
N
N
N
N
N
N
MEDTRONIC INC
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BT2
18000.00000000
PA
USD
22422.25000000
0.005758514439
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.37500000
N
N
N
N
N
N
JFE Holdings Inc
N/A
JFE Holdings Inc
000000000
4500.00000000
NS
52793.58000000
0.013558523017
Long
EC
CORP
JP
N
2
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
573.00000000
NS
USD
131514.96000000
0.033775860858
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
100000.00000000
PA
USD
111311.00000000
0.028587050842
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WET82
16337.67000000
PA
USD
17184.83000000
0.004413432714
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAL8
17000.00000000
PA
USD
17491.07000000
0.004492081711
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.87500000
N
N
N
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc
50212V100
1533.00000000
NS
USD
206924.34000000
0.053142606104
Long
EC
CORP
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
1564.00000000
NS
USD
241059.32000000
0.061909200680
Long
EC
CORP
US
N
1
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
23030.00000000
NS
196402.74000000
0.050440433685
Long
EC
CORP
SE
N
2
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
12103.00000000
NS
USD
485088.24000000
0.124581058296
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XGP3
73684.92000000
PA
USD
76422.77000000
0.019627005520
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Floating
3.74150000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DS4
18000.00000000
PA
USD
17255.60000000
0.004431607967
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
Iridium Communications Inc
549300U620NVQ4J1CT96
Iridium Communications Inc
46269C102
9571.00000000
NS
USD
382744.29000000
0.098296938109
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
10391.00000000
NS
USD
267776.07000000
0.068770634775
Long
EC
CORP
US
N
1
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
428236BX0
45000.00000000
PA
USD
46979.89000000
0.012065442804
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.05000000
N
N
N
N
N
N
CADENCE DESIGN SYSTEMS INC
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYS INC
127387108
1563.00000000
NS
USD
213849.66000000
0.054921176730
Long
EC
CORP
US
N
1
N
N
N
Novozymes A/S
529900T6WNZXD2R3JW38
Novozymes A/S
000000000
1833.00000000
NS
138299.20000000
0.035518199116
Long
EC
CORP
DK
N
2
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313385JZ0
1525000.00000000
PA
USD
1524956.80000000
0.391641594939
Long
DBT
USGSE
US
N
2
2021-08-04
None
0.00000000
N
N
N
N
N
N
Thungela Resources Ltd
213800EGYK3BN3SRIF27
Thungela Resources Ltd
000000000
561.00000000
NS
1544.30000000
0.000396609343
Long
EC
CORP
ZA
N
1
N
N
N
Weingarten Realty Investors
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741103
2886.00000000
NS
USD
92554.02000000
0.023769856307
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
1411.00000000
NS
USD
4854065.76000000
1.246628138046
Long
EC
CORP
US
N
1
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798101
1255.00000000
NS
USD
90924.75000000
0.023351424846
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DG2
35000.00000000
PA
USD
41066.71000000
0.010546811426
Long
DBT
CORP
US
N
2
2047-11-13
Fixed
3.75000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CW9
17000.00000000
PA
USD
16623.84000000
0.004269358457
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.45000000
N
N
N
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
837.00000000
NS
USD
156385.08000000
0.040163040786
Long
EC
CORP
US
N
1
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EN6
30000.00000000
PA
USD
30324.73000000
0.007788040699
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.25000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
11000.00000000
PA
USD
13574.35000000
0.003486184057
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
UNITED STATES 10 YEAR TREASURY NOTE/BOND
000000000
-64.00000000
NC
USD
-139493.55000000
-0.03582493379
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
2021-09-21
-9281506.45000000
USD
-139493.55000000
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
690.00000000
NS
120436.64000000
0.030930710810
Long
EC
CORP
DE
N
2
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
14.58000000
0.000003744456
N/A
DFE
CORP
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
-40551.30000000
PHP
842.64000000
USD
2021-08-06
14.58000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCH2
3094000.00000000
PA
USD
3099076.08000000
0.795909168580
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CJ9
17000.00000000
PA
USD
19684.35000000
0.005055363030
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.90000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
2995.00000000
NS
92207.03000000
0.023680741837
Long
EC
CORP
LU
N
2
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
270.00000000
NS
USD
100831.50000000
0.025895690605
Long
EC
CORP
US
N
1
N
N
N
Amdocs Ltd
549300HQV672RJ7RQV66
Amdocs Ltd
000000000
5415.00000000
NS
USD
418904.40000000
0.107583629479
Long
EC
CORP
US
N
1
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
CAMDEN PROPERTY TRUST
133131102
97.00000000
NS
USD
12868.99000000
0.003305032489
Long
EC
CORP
US
N
1
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
1016.00000000
NS
USD
661111.20000000
0.169787527620
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
22000.00000000
PA
USD
19770.78000000
0.005077560106
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
Avis Budget Group Inc
529900E95812SYWMCE44
Avis Budget Group Inc
053774105
199.00000000
NS
USD
15500.11000000
0.003980760505
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
61000.00000000
PA
USD
61502.24000000
0.015795093582
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
25756.00000000
NS
USD
519756.08000000
0.133484502741
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHDC3
47596.85000000
PA
USD
52680.18000000
0.013529399466
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
UMB Financial Corp
549300MGEH3N3CUCV828
UMB Financial Corp
902788108
1114.00000000
NS
USD
103668.84000000
0.026624380338
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ED8
39000.00000000
PA
USD
38430.98000000
0.009869899463
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
1.65000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
38000.00000000
PA
USD
40036.61000000
0.010282259665
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
2084.00000000
NS
USD
855377.80000000
0.219679354764
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGC2
80000.00000000
PA
USD
85818.69000000
0.022040079185
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
Foot Locker Inc
344849104
1378.00000000
NS
USD
84926.14000000
0.021810853213
Long
EC
CORP
US
N
1
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-1 Ltd
69701WAE6
250000.00000000
PA
USD
249793.75000000
0.064152389533
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
1.90100000
N
N
N
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd
000000000
6968.00000000
NS
308913.30000000
0.079335557249
Long
EC
CORP
AU
N
2
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CAW6
250000.00000000
PA
USD
249730.50000000
0.064136145577
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.28825000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R01
20754CAB5
156812.02000000
PA
USD
157622.58000000
0.040480857313
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
2.14150000
N
N
N
N
N
N
Five Guys Funding, LLC
549300LV8X8T05G1H175
Five Guys Funding LLC
33830JAA3
99250.00000000
PA
USD
103846.06000000
0.026669894233
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.60000000
N
N
N
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
Avient Corp
05368V106
600.00000000
NS
USD
29496.00000000
0.007575205070
Long
EC
CORP
US
N
1
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
57.00000000
NS
USD
16545.96000000
0.004249357204
Long
EC
CORP
IL
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENY86
42961.63000000
PA
USD
45493.47000000
0.011683698285
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co/The
650111107
1665.00000000
NS
USD
72510.75000000
0.018622314927
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
1883.74000000
0.000483784811
N/A
DFE
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
-288088.85000000
PLN
77450.57000000
USD
2021-08-06
1883.74000000
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BN9
40000.00000000
PA
USD
40352.59000000
0.010363410102
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
3.75000000
N
N
N
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
4036.00000000
NS
USD
368688.60000000
0.094687135622
Long
EC
CORP
US
N
1
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
1156.00000000
NS
120289.80000000
0.030892999150
Long
EC
CORP
FR
N
2
N
N
N
Oaktree CLO Ltd
N/A
Oaktree CLO Ltd
67402JAA9
450000.00000000
PA
USD
450906.30000000
0.115802403386
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
0.01000000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
612.00000000
NS
51229.69000000
0.013156882542
Long
EC
CORP
DK
N
2
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAA4
74000.00000000
PA
USD
78433.28000000
0.020143347585
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QS2P2
10398.65000000
PA
USD
11325.06000000
0.002908518169
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710409
20711.00000000
NS
USD
183913.68000000
0.047232975364
Long
EC
CORP
US
N
1
N
N
N
BOC Hong Kong Holdings Ltd
N/A
BOC Hong Kong Holdings Ltd
000000000
23000.00000000
NS
77954.17000000
0.020020301867
Long
EC
CORP
HK
N
2
N
N
N
Wellman Park CLO Ltd
N/A
Wellman Park CLO Ltd
949723AA8
250000.00000000
PA
USD
249999.50000000
0.064205230544
Long
ABS-CBDO
CORP
KY
N
2
2034-07-15
Floating
0.01000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713AZ9
6000.00000000
PA
USD
7526.05000000
0.001932850967
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.15000000
N
N
N
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
154310.00000000
NS
USD
66053938.60000000
16.96406735280
Long
EC
RF
US
N
1
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496107
1956.00000000
NS
USD
182181.84000000
0.046788201729
Long
EC
CORP
US
N
1
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-2 Ltd
53948QAA4
140843.45000000
PA
USD
142414.39000000
0.036575068121
Long
ABS-O
CORP
US
N
2
2048-03-20
Fixed
2.22000000
N
N
N
N
N
N
PRIMERICA INC
254900621R686KJR7022
PRIMERICA INC
74164M108
698.00000000
NS
USD
106891.72000000
0.027452085007
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-2 Trust
95002QAE0
100000.00000000
PA
USD
102411.70000000
0.026301519838
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
1048.00000000
NS
USD
916968.56000000
0.235497182180
Long
EC
CORP
US
N
1
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAC9
23000.00000000
PA
USD
23154.29000000
0.005946518003
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AU7
14000.00000000
PA
USD
13968.56000000
0.003587425635
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.00000000
N
N
N
N
N
N
SolarEdge Technologies Inc
5493000K6Y58XXPDF853
SolarEdge Technologies Inc
83417M104
422.00000000
NS
USD
116628.14000000
0.029952606371
Long
EC
CORP
IL
N
1
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
5000.00000000
NS
207610.05000000
0.053318711131
Long
EC
CORP
JP
N
2
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374CK47
2164.23000000
PA
USD
2471.02000000
0.000634610904
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGU8
28000.00000000
PA
USD
35505.56000000
0.009118588898
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
12000.00000000
PA
USD
15030.03000000
0.003860033885
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
53000.00000000
PA
USD
59194.38000000
0.015202385664
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AD2
30000.00000000
PA
USD
32360.71000000
0.008310924006
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.45000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
35000.00000000
PA
USD
39234.52000000
0.010076265760
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
MKS INSTRUMENTS INC
549300KEQATBHAGVF505
MKS INSTRUMENTS INC
55306N104
550.00000000
NS
USD
97872.50000000
0.025135755977
Long
EC
CORP
US
N
1
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
2641.00000000
NS
USD
931507.11000000
0.239230993466
Long
EC
CORP
US
N
1
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAK0
31000.00000000
PA
USD
31245.92000000
0.008024622037
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
Munich Re
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
000000000
680.00000000
NS
186360.92000000
0.047861479055
Long
EC
CORP
DE
N
2
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
2642.00000000
NS
USD
308057.20000000
0.079115692418
Long
EC
CORP
US
N
1
N
N
N
SOUTH JERSEY INDUSTRIES
549300DJYWYT5VXLFA46
South Jersey Industries Inc
838518AA6
41000.00000000
PA
USD
43463.92000000
0.011162466340
Long
DBT
CORP
US
N
2
2031-04-15
Variable
5.02000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC43
17328HBD2
60000.00000000
PA
USD
65019.92000000
0.016698509211
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.03800000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAZ7
41000.00000000
PA
USD
42004.12000000
0.010787558408
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.40000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAE6
200000.00000000
PA
USD
206998.39000000
0.053161623732
Long
DBT
CORP
KY
N
2
2023-01-19
Fixed
2.98500000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-2-GS
61946LAB8
74352.51000000
PA
USD
79230.07000000
0.020347980337
Long
ABS-O
CORP
US
N
2
2044-02-22
Fixed
4.74000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAD4
35000.00000000
PA
USD
34978.58000000
0.008983249138
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
1.26700000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
18000.00000000
PA
USD
17967.01000000
0.004614313305
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
272.00000000
NS
USD
47376.96000000
0.012167418891
Long
EC
CORP
US
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
14453.00000000
NS
170873.07000000
0.043883867180
Long
EC
CORP
IT
N
2
N
N
N
TEACHERS INSURANCE AND ANNUITY
54930043TEPI4UKGHU90
Tiaa Clo III Ltd
87272HAA8
250000.00000000
PA
USD
248688.50000000
0.063868537641
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Floating
1.33363000
N
N
N
N
N
N
MONONGAHELA POWER CO
N/A
Monongahela Power Co
610202BR3
20000.00000000
PA
USD
22075.48000000
0.005669456470
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.55000000
N
N
N
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
542.00000000
NS
USD
187407.34000000
0.048130222141
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2018-4
80285MAH2
150000.00000000
PA
USD
154208.16000000
0.039603961066
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.98000000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol II Issuer LLC
86745PAA1
198257.71000000
PA
USD
203468.76000000
0.052255139087
Long
ABS-O
CORP
US
N
2
2055-11-01
Fixed
2.73000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300KDXV3I7WKXA522
Commonbond Student Loan Trust 2017-B-GS
20268KAA8
40367.68000000
PA
USD
41176.11000000
0.010574907691
Long
ABS-O
CORP
US
N
2
2042-09-25
Fixed
2.68000000
N
N
N
N
N
N
MIZUHO FIN GRP CAYMAN 2
5493005X5HKEZQSVVC05
Mizuho Financial Group Cayman 2 Ltd
000000000
200000.00000000
PA
USD
207389.80000000
0.053262146210
Long
DBT
CORP
KY
N
2
2022-07-18
Fixed
4.20000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
14000.00000000
PA
USD
14142.84000000
0.003632184475
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
391.00000000
NS
USD
40339.47000000
0.010360040605
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDZP9
161213.93000000
PA
USD
179790.98000000
0.046174177631
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
7169.00000000
NS
USD
132268.05000000
0.033969270514
Long
EC
CORP
US
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
644.00000000
NS
25903.72000000
0.006652630563
Long
EC
CORP
DE
N
2
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAM0
25000.00000000
PA
USD
28121.10000000
0.007222101278
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
3.55000000
N
N
N
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
INGREDION INC
457187102
493.00000000
NS
USD
44616.50000000
0.011458473591
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XR63
361160.41000000
PA
USD
368015.67000000
0.094514312773
Long
ABS-MBS
CORP
US
N
2
2030-12-25
Floating
2.64150000
N
N
N
N
N
N
James Hardie Industries PLC
635400NSGXKTVOO7JU45
James Hardie Industries PLC
000000000
473.00000000
NS
16049.91000000
0.004121960930
Long
EC
CORP
IE
N
2
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
000000000
167.00000000
NS
31598.94000000
0.008115285141
Long
EC
CORP
IT
N
2
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4
46636DBC9
100000.00000000
PA
USD
99244.49000000
0.025488112418
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
3.87300000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EQ2
33000.00000000
PA
USD
32503.25000000
0.008347531333
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96300000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
8843.00000000
PA
USD
3370.77000000
0.000865685991
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QS6V5
6164.10000000
PA
USD
6734.67000000
0.001729607619
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AN5
75000.00000000
PA
USD
72395.55000000
0.018592729097
Long
DBT
CORP
US
N
2
2040-07-16
Fixed
2.37500000
N
N
N
N
N
N
DICK'S SPORTING GOODS INC
529900SSBV5I4LWSK313
DICK'S SPORTING GOODS INC
253393102
2047.00000000
NS
USD
205088.93000000
0.052671233473
Long
EC
CORP
US
N
1
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
925524AV2
40000.00000000
PA
USD
50842.07000000
0.013057333417
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.50000000
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687106
1491.00000000
NS
USD
262073.07000000
0.067305982127
Long
EC
CORP
US
N
1
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PacWest Bancorp
695263103
1494.00000000
NS
USD
61493.04000000
0.015792730825
Long
EC
CORP
US
N
1
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024U109
268.00000000
NS
USD
21984.04000000
0.005645972717
Long
EC
CORP
US
N
1
N
N
N
Marlette Funding Trust
549300Y3KZXU3NUCX480
Marlette Funding Trust 2019-2
57109HAC6
250000.00000000
PA
USD
255733.15000000
0.065677754769
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
4.11000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
101000.00000000
PA
USD
103729.34000000
0.026639918035
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
128500.00000000
NS
115341.94000000
0.029622282641
Long
EC
CORP
HK
N
2
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
400.00000000
NS
22922.87000000
0.005887084386
Long
EC
CORP
JP
N
2
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAE3
200000.00000000
PA
USD
209985.84000000
0.053928864930
Long
DBT
CORP
GB
N
2
2041-04-06
Fixed
3.20000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
38000.00000000
PA
USD
42465.00000000
0.010905922272
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
144.00000000
NS
USD
61488.00000000
0.015791436445
Long
EC
CORP
US
N
1
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
19462.06000000
PA
USD
20370.40000000
0.005231555376
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
206000.00000000
PA
USD
228176.23000000
0.058600547008
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EL0
20000.00000000
PA
USD
21012.09000000
0.005396355123
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.20000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CC8
44000.00000000
PA
USD
46448.06000000
0.011928857460
Long
DBT
CORP
US
N
2
2061-05-12
Fixed
3.25000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEE8
19000.00000000
PA
USD
19920.54000000
0.005116021685
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
1941.00000000
NS
USD
208366.35000000
0.053512945183
Long
EC
CORP
US
N
1
N
N
N
Adient PLC
5493002QLDY8O75RTR78
Adient PLC
000000000
912.00000000
NS
USD
41222.40000000
0.010586795955
Long
EC
CORP
US
N
1
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
2600.00000000
NS
56298.51000000
0.014458664172
Long
EC
CORP
JP
N
2
N
N
N
Pola Orbis Holdings Inc
353800E8OIV0XYBABS79
Pola Orbis Holdings Inc
000000000
4000.00000000
NS
105471.59000000
0.027087365181
Long
EC
CORP
JP
N
2
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson Inc
000000000
2600.00000000
NS
120423.03000000
0.030927215470
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419EC98
23465.87000000
PA
USD
25898.24000000
0.006651223182
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
15000.00000000
PA
USD
17780.07000000
0.004566303106
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49300000
N
N
N
N
N
N
Rakuten Group Inc
529900IMXUCQKUL1H943
Rakuten Group Inc
000000000
5300.00000000
NS
59843.13000000
0.015368998570
Long
EC
CORP
JP
N
2
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD4 Mortgage Trust
12515DAS3
803189.68000000
PA
USD
42952.42000000
0.011031102176
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.43845300
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
72000.00000000
PA
USD
81616.07000000
0.020960756283
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
Voya Floating Rate Fund
54930033N6GOK9FB2919
Voya Floating Rate Fund
92913L619
182804.68300000
NS
USD
1658038.47000000
0.425819820509
Long
EC
RF
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP
46651WAJ3
100000.00000000
PA
USD
98372.38000000
0.025264135876
Long
ABS-MBS
CORP
US
N
2
2038-12-05
Variable
3.99018600
N
N
N
N
N
N
Voya Emerging Markets Local Currency Debt Fund
549300ZQOPFIB5V6CL41
Voya Emerging Markets Local Currency Debt Fund
92913M500
127282.96400000
NS
USD
852795.86000000
0.219016257226
Long
EC
RF
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QSYY8
6006.62000000
PA
USD
6503.82000000
0.001670320390
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAQ2
16000.00000000
PA
USD
18062.93000000
0.004638947617
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.40000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO
163851108
1790.00000000
NS
USD
62292.00000000
0.015997920880
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F020687
1450000.00000000
PA
USD
1461328.14000000
0.375300391118
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAC5
8000.00000000
PA
USD
8384.66000000
0.002153360420
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.87500000
N
N
N
N
N
N
HKEX
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd
000000000
2700.00000000
NS
160730.40000000
0.041279012107
Long
EC
CORP
HK
N
2
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAP8
32000.00000000
PA
USD
31975.32000000
0.008211947593
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.40000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - CLP
000000000
1.00000000
NC
USD
-57.91000000
-0.00001487252
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-2119.79000000
USD
1515016.00000000
CLP
2021-07-23
-57.91000000
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VJ2
34000.00000000
PA
USD
37400.00000000
0.009605121699
Long
DBT
CORP
CA
N
2
N/A
Fixed
4.90000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAL3
26000.00000000
PA
USD
27479.36000000
0.007057288690
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.87500000
N
N
N
N
N
N
ASGN Inc
LZBNYYCBUKY537072438
ASGN Inc
00191U102
1771.00000000
NS
USD
171663.03000000
0.044086745841
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCW4
18000.00000000
PA
USD
19387.11000000
0.004979025426
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.20000000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AG5
20000.00000000
PA
USD
19764.47000000
0.005075939563
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
17000.00000000
PA
USD
16643.93000000
0.004274518000
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F82T9
1648786.49000000
PA
USD
117318.91000000
0.030130010915
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
0.97412500
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAP5
100000.00000000
PA
USD
105139.81000000
0.027002156966
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
3.15100000
N
N
N
N
N
N
Prime Mortgage Trust
N/A
Prime Mortgage Trust 2007-1
74162FAD7
10557.07000000
PA
USD
10080.28000000
0.002588831983
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.50000000
N
N
N
N
N
N
Progyny Inc
N/A
Progyny Inc
74340E103
883.00000000
NS
USD
52097.00000000
0.013379626341
Long
EC
CORP
US
N
1
N
N
N
Deer Creek CLO, Ltd.
N/A
Deer Creek Clo Ltd 2017-1
24380LAC7
250000.00000000
PA
USD
250032.75000000
0.064213769856
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
1.36825000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
30000.00000000
PA
USD
32180.86000000
0.008264734671
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
10000.00000000
PA
USD
12660.18000000
0.003251405605
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG
000000000
591.00000000
NS
222602.99000000
0.057169219509
Long
EC
CORP
CH
N
2
N
N
N
Bechtle AG
529900HA2QT774RUXW59
Bechtle AG
000000000
243.00000000
NS
45163.91000000
0.011599060213
Long
EC
CORP
DE
N
2
N
N
N
UNITED AIR 2016-1 AA PTT
N/A
United Airlines 2016-1 Class AA Pass Through Trust
90931LAA6
47288.41000000
PA
USD
49959.81000000
0.012830750137
Long
DBT
CORP
US
N
2
2028-07-07
Fixed
3.10000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL
31847R102
6378.00000000
NS
USD
397668.30000000
0.102129743785
Long
EC
CORP
US
N
1
N
N
N
JABIL INC
5493000CGCQY2OQU7669
JABIL INC
466313103
3900.00000000
NS
USD
226668.00000000
0.058213201214
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300EJIXF1G1X7PN20
Commonbond Student Loan Trust 2018-BGS
20268MAC0
75795.20000000
PA
USD
77765.66000000
0.019971888458
Long
ABS-O
CORP
US
N
2
2045-09-25
Fixed
3.99000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
3224.00000000
NS
USD
156492.96000000
0.040190746682
Long
EC
CORP
US
N
1
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
1916.00000000
NS
304219.47000000
0.078130081089
Long
EC
CORP
DE
N
2
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
5373.00000000
NS
213813.81000000
0.054911969682
Long
EC
CORP
GB
N
2
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
7106.00000000
NS
USD
257876.74000000
0.066228274631
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
2456.38000000
0.000630851038
N/A
DFE
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
-950628.76000000
ZAR
68729.44000000
USD
2021-08-06
2456.38000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FV94
52315.61000000
PA
USD
57891.13000000
0.014867683127
Long
ABS-MBS
USGA
US
N
2
2041-08-20
Fixed
4.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BT5
51000.00000000
PA
USD
63586.48000000
0.016330371092
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Yelp Inc
5299007OU2DOSXPQBO35
Yelp Inc
985817105
3486.00000000
NS
USD
139300.56000000
0.035775369829
Long
EC
CORP
US
N
1
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
3237.00000000
NS
16337.43000000
0.004195802230
Long
EC
CORP
GB
N
2
N
N
N
Australia & New Zealand Bankin
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
1084.00000000
NS
22881.01000000
0.005876333841
Long
EC
CORP
AU
N
2
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
1187.00000000
NS
USD
86567.91000000
0.022232494942
Long
EC
CORP
US
N
1
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBA0
25000.00000000
PA
USD
27700.62000000
0.007114113001
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
3134.00000000
NS
USD
116365.42000000
0.029885134244
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
9073.00000000
NS
USD
566518.12000000
0.145493996996
Long
EC
CORP
US
N
1
N
N
N
KITE REALTY GROUP LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAA1
21000.00000000
PA
USD
22677.43000000
0.005824050133
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.00000000
N
N
N
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
323.00000000
NS
21977.50000000
0.005644293105
Long
EC
CORP
CH
N
2
N
N
N
Endesa SA
549300LHK07F2CHV4X31
Endesa SA
000000000
5832.00000000
NS
141576.12000000
0.036359782416
Long
EC
CORP
ES
N
2
N
N
Direct Line Insurance Group PL
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
36093.00000000
NS
142358.33000000
0.036560670711
Long
EC
CORP
GB
N
2
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
4141.00000000
NS
56458.17000000
0.014499668283
Long
EC
CORP
SE
N
2
N
N
YETI Holdings Inc
549300DSQICIGNT5GO63
YETI Holdings Inc
98585X104
2317.00000000
NS
USD
212746.94000000
0.054637974597
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAA1
2380000.00000000
PA
USD
19184.23000000
0.004926921493
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
0.76879000
N
N
N
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
3145.00000000
NS
27538.60000000
0.007072502792
Long
EC
CORP
AU
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCD6
121000.00000000
PA
USD
126091.34000000
0.032382958983
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.15700000
N
N
N
N
N
N
GXO LOGISTICS INC
N/A
GXO Logistics Inc
36262GAC5
16000.00000000
PA
USD
15891.52000000
0.004081282983
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.65000000
N
N
N
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global PLC
000000000
11629.00000000
NS
USD
315843.64000000
0.081115417119
Long
EC
CORP
GB
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
60000.00000000
PA
USD
69143.07000000
0.017757422514
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236101
231.00000000
NS
USD
12275.34000000
0.003152570443
Long
EC
CORP
US
N
1
N
N
N
HUNTSMAN CORP
5299000V56320A7RIQ67
HUNTSMAN CORP
447011107
12979.00000000
NS
USD
344203.08000000
0.088398729219
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS Irish FinCo UnLtd Co
85917PAB3
72000.00000000
PA
USD
76600.30000000
0.019672599030
Long
DBT
CORP
IE
N
2
2051-03-15
Fixed
3.75000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AG0
42000.00000000
PA
USD
52536.00000000
0.013492370952
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
4.12500000
N
N
N
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779103
3606.00000000
NS
USD
171717.72000000
0.044100791406
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QNH7
143870.92000000
PA
USD
160397.34000000
0.041193475160
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2BP4
239672.38000000
PA
USD
257334.48000000
0.066089010639
Long
ABS-MBS
USGSE
US
N
2
2033-04-15
Fixed
3.00000000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
21676.00000000
NS
201431.92000000
0.051732034914
Long
EC
CORP
IT
N
2
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
16000.00000000
PA
USD
18495.51000000
0.004750043434
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
3457.00000000
NS
USD
327758.17000000
0.084175323821
Long
EC
CORP
US
N
1
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAL2
59000.00000000
PA
USD
59042.85000000
0.015163469511
Long
DBT
CORP
US
N
2
2024-03-11
Fixed
1.10000000
N
N
N
N
N
N
Electrolux AB
549300Y3HHZB1ZGFPJ93
Electrolux AB
000000000
1612.00000000
NS
44671.65000000
0.011472637293
Long
EC
CORP
SE
N
2
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAE0
33000.00000000
PA
USD
33454.11000000
0.008591732564
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.50000000
N
N
N
N
N
N
Iida Group Holdings Co Ltd
35380051BV8PV1I4S949
Iida Group Holdings Co Ltd
000000000
800.00000000
NS
20577.61000000
0.005284771345
Long
EC
CORP
JP
N
2
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159TF3
25000.00000000
PA
USD
26076.90000000
0.006697106899
Long
DBT
CORP
CA
N
2
2025-02-03
Fixed
2.20000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
21000.00000000
PA
USD
20934.40000000
0.005376402666
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46200000
N
N
N
N
N
N
Washington Federal Inc
N/A
Washington Federal Inc
938824109
937.00000000
NS
USD
29777.86000000
0.007647592760
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BJ7
200000.00000000
PA
USD
204064.11000000
0.052408037729
Long
DBT
CORP
GB
N
2
2023-03-13
Fixed
3.26200000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
10000.00000000
PA
USD
10013.77000000
0.002571750789
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHU6
40000.00000000
PA
USD
46767.54000000
0.012010906772
Long
DBT
CORP
US
N
2
2040-04-23
Fixed
4.07800000
N
N
N
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec Inc
576323109
639.00000000
NS
USD
67797.90000000
0.017411954023
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BW2
14000.00000000
PA
USD
14007.45000000
0.003597413421
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.75000000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines 2017-2 Class AA Pass Through Trust
02376AAA7
4188.16000000
PA
USD
4270.05000000
0.001096640372
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
000000000
800.00000000
NS
17258.47000000
0.004432345045
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
2588400.00000000
PA
USD
2628439.31000000
0.675039557559
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
178.00000000
NS
66421.95000000
0.017058580568
Long
EC
CORP
DE
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
16000.00000000
PA
USD
18805.18000000
0.004829573328
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCV8
100000.00000000
PA
USD
110040.00000000
0.028260630797
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393GYQ1
56895.07000000
PA
USD
65427.75000000
0.016803248697
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
5.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-RIVR
36255WAL9
100000.00000000
PA
USD
92682.33000000
0.023802809065
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
2.17300000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
150000.00000000
PA
USD
158171.57000000
0.040621849713
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP
458140100
10163.00000000
NS
USD
570550.82000000
0.146529680800
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-23CB
02151EAC6
26424.57000000
PA
USD
11457.46000000
0.002942521328
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
0.59150000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395PBA9
40601.80400000
PA
USD
46252.69000000
0.011878682256
Long
ABS-MBS
USGSE
US
N
2
2035-02-15
Fixed
5.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QAX1
20000.00000000
PA
USD
28125.92000000
0.007223339158
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
5.95000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP
303250104
74.00000000
NS
USD
37198.32000000
0.009553325952
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
11000.00000000
PA
USD
11842.57000000
0.003041425831
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
547.78000000
0.000140681646
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-96558.81000000
RON
23757.84000000
USD
2021-08-06
547.78000000
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
2200.00000000
NS
60095.76000000
0.015433879369
Long
EC
CORP
JP
N
2
N
N
N
F5 Networks Inc
54930015FPK9KT966303
F5 Networks Inc
315616102
970.00000000
NS
USD
181060.20000000
0.046500140533
Long
EC
CORP
US
N
1
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
000000000
3946.00000000
NS
133539.92000000
0.034295913993
Long
EC
CORP
JO
N
2
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
11000.00000000
PA
USD
11003.01000000
0.002825808826
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
5313.00000000
NS
USD
446982.69000000
0.114794736232
Long
EC
CORP
US
N
1
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
1600.00000000
NS
211632.58000000
0.054351783061
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
112000.00000000
PA
USD
108984.90000000
0.027989658500
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDR2
80000.00000000
PA
USD
101483.42000000
0.026063117636
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BM5
40000.00000000
PA
USD
40301.92000000
0.010350396960
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.70000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
2987.00000000
NS
38943.49000000
0.010001523017
Long
EC
CORP
DE
N
2
N
N
N
Dycom Industries Inc
549300F56EKTHQI3WT60
Dycom Industries Inc
267475101
543.00000000
NS
USD
40469.79000000
0.010393509575
Long
EC
CORP
US
N
1
N
N
N
Techtronic Industries Co Ltd
549300HZW2SBE758OK89
Techtronic Industries Co Ltd
000000000
2500.00000000
NS
43567.43000000
0.011189049927
Long
EC
CORP
HK
N
2
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
25000.00000000
PA
USD
28156.25000000
0.007231128552
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
NuVasive Inc
549300C5ZB4NZ6TWM881
NuVasive Inc
670704105
837.00000000
NS
USD
56731.86000000
0.014569957741
Long
EC
CORP
US
N
1
N
N
N
Mercari Inc
3538009SK4V5AXSTUJ26
Mercari Inc
000000000
800.00000000
NS
42290.74000000
0.010861168568
Long
EC
CORP
JP
N
2
N
N
N
ARES CLO Ltd
N/A
ARES XLIV CLO Ltd
04016NAP8
400000.00000000
PA
USD
400210.80000000
0.102782712286
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
1.46237000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-2
59980AAC1
200000.00000000
PA
USD
210929.00000000
0.054171088636
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.25000000
N
N
N
N
N
N
Sanderson Farms Inc
529900KZGVFTWHUO2759
Sanderson Farms Inc
800013104
202.00000000
NS
USD
37969.94000000
0.009751494508
Long
EC
CORP
US
N
1
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NV3
44000.00000000
PA
USD
45453.73000000
0.011673492201
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Check Point Software Technolog
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
1573.00000000
NS
USD
182672.49000000
0.046914211166
Long
EC
CORP
IL
N
1
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
1228.00000000
NS
172484.19000000
0.044297637332
Long
EC
CORP
DE
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VQT0
283157.15000000
PA
USD
296044.64000000
0.076030609511
Long
ABS-MBS
USGA
US
N
2
2050-07-20
Fixed
3.00000000
N
N
N
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
8102.00000000
NS
61564.86000000
0.015811175741
Long
EC
CORP
IL
N
2
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
3567.00000000
NS
USD
406994.70000000
0.104524963225
Long
EC
CORP
US
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
1597.00000000
NS
167256.07000000
0.042954944046
Long
EC
CORP
BE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389X5U3
394.55000000
PA
USD
399.33000000
0.000102556503
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
7.00000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC-CLASS A
928563402
1611.00000000
NS
USD
257711.67000000
0.066185881116
Long
EC
CORP
US
N
1
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AL8
80000.00000000
PA
USD
86125.95000000
0.022118990140
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CW7
4000.00000000
PA
USD
4854.11000000
0.001246639499
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
PRA HEALTH SCIENCES INC
549300R1HR1VWWHIAK47
PRA HEALTH SCIENCES INC
69354M108
497.00000000
NS
USD
82109.37000000
0.021087446297
Long
EC
CORP
US
N
2
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
2039.00000000
NS
USD
112369.29000000
0.028858842399
Long
EC
CORP
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CP7
15000.00000000
PA
USD
14733.83000000
0.003783963375
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.95000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAB0
5000.00000000
PA
USD
6040.96000000
0.001551448020
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
1553.00000000
NS
USD
239922.97000000
0.061617361641
Long
EC
CORP
US
N
1
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
5000.00000000
PA
USD
5700.64000000
0.001464046549
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp
87724P106
4855.00000000
NS
USD
128269.10000000
0.032942254433
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC
084670702
8032.00000000
NS
USD
2232253.44000000
0.573290533574
Long
EC
CORP
US
N
1
N
N
N
Renaissance Home Equity Loan T
N/A
Renaissance Home Equity Loan Trust 2005-3
75970NBE6
120138.43000000
PA
USD
129490.04000000
0.033255817997
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.14000000
N
N
N
N
N
N
Corporate Office Properties Tr
YY1J47X6LF9TYY8JY420
Corporate Office Properties Trust
22002T108
7857.00000000
NS
USD
219917.43000000
0.056479510134
Long
EC
CORP
US
N
1
N
N
N
STERIS PLC
N/A
STERIS PLC
000000000
81.00000000
NS
USD
16710.30000000
0.004291563238
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
13268.00000000
NS
USD
2063704.72000000
0.530003609298
Long
EC
CORP
US
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
32420.00000000
NS
142174.34000000
0.036513418135
Long
EC
CORP
GB
N
2
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
2042.00000000
NS
321909.39000000
0.082673231743
Long
EC
CORP
FR
N
2
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
1103.00000000
NS
235897.38000000
0.060583503837
Long
EC
CORP
AU
N
2
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BC5
14000.00000000
PA
USD
17032.06000000
0.004374198104
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.35000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
450.00000000
NS
USD
59616.00000000
0.015310666717
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-COR1 Mortgage Trust
12594MBF4
20000.00000000
PA
USD
21663.23000000
0.005563581833
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
4.51032400
N
N
N
N
N
N
Dai Nippon Printing Co Ltd
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co Ltd
000000000
6700.00000000
NS
141781.76000000
0.036412595176
Long
EC
CORP
JP
N
2
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
100000.00000000
PA
USD
129026.62000000
0.033136801807
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
286072.00000000
NS
USD
19163963.28000000
4.921716565566
Long
EC
RF
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCE9
40000.00000000
PA
USD
47190.31000000
0.012119483170
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBD1
55000.00000000
PA
USD
64341.53000000
0.016524284117
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAN7
2058970.89000000
PA
USD
115213.63000000
0.029589329882
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Variable
0.93430100
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAC7
14000.00000000
PA
USD
13789.06000000
0.003541326187
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343V104
929.00000000
NS
USD
52051.87000000
0.013368035990
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-51
12668ACY9
48926.01000000
PA
USD
46109.04000000
0.011841789857
Long
ABS-MBS
CORP
US
N
2
2035-11-20
Floating
1.40630000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
30000.00000000
PA
USD
36281.75000000
0.009317931129
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
HIGHWOODS PROPERTIES INC
ZIIGTYKL9T0X3HLTDX53
HIGHWOODS PROPERTIES INC
431284108
6216.00000000
NS
USD
280776.72000000
0.072109480375
Long
EC
CORP
US
N
1
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
631.00000000
NS
USD
322415.76000000
0.082803278414
Long
EC
CORP
US
N
1
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
41896.00000000
NS
140631.59000000
0.036117206865
Long
EC
CORP
NZ
N
2
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4
46645UAV9
1259459.58000000
PA
USD
30941.14000000
0.007946348000
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.81036800
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525AS0
250000.00000000
PA
USD
271155.00000000
0.069638416429
Long
DBT
CORP
AU
N
2
2034-08-02
Fixed
3.93300000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AQ9
17000.00000000
PA
USD
16132.94000000
0.004143284814
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
617.00000000
NS
USD
72034.75000000
0.018500067923
Long
EC
CORP
US
N
1
N
N
N
Nippon Shinyaku Co Ltd
N/A
Nippon Shinyaku Co Ltd
000000000
500.00000000
NS
39778.80000000
0.010216048531
Long
EC
CORP
JP
N
2
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
3702.00000000
NS
USD
1079058.96000000
0.277125471441
Long
EC
CORP
US
N
1
N
N
N
Tetra Tech Inc
549300UJ1LP7JGJC5P32
Tetra Tech Inc
88162G103
145.00000000
NS
USD
17695.80000000
0.004544660763
Long
EC
CORP
US
N
1
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 ETF
464287655
33035.00000000
NS
USD
7577237.95000000
1.945997129866
Long
EC
RF
US
N
1
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
0.92000000
0.000000236275
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-606.53000000
ILS
187.02000000
USD
2021-08-06
0.92000000
N
N
N
Nomura Real Estate Holdings In
N/A
Nomura Real Estate Holdings Inc
000000000
4900.00000000
NS
124111.23000000
0.031874424289
Long
EC
CORP
JP
N
2
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
2111.00000000
NS
USD
622301.69000000
0.159820413538
Long
EC
CORP
IE
N
1
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938C108
3888.00000000
NS
USD
75155.04000000
0.019301425281
Long
EC
CORP
US
N
1
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAN2
10000.00000000
PA
USD
10695.03000000
0.002746712960
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.00000000
N
N
N
N
N
N
METROPOLITAN EDISON CO
N/A
Metropolitan Edison Co
591894CB4
12000.00000000
PA
USD
12726.62000000
0.003268468821
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ4
36259VAD5
115090.81000000
PA
USD
116418.57000000
0.029898784303
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Variable
3.00000000
N
N
N
N
N
N
Fox Factory Holding Corp
529900GE1HSV0617R721
Fox Factory Holding Corp
35138V102
1148.00000000
NS
USD
178697.68000000
0.045893394755
Long
EC
CORP
US
N
1
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
55312.00000000
NS
154063.43000000
0.039566791299
Long
EC
CORP
AU
N
2
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAK6
8000.00000000
PA
USD
8643.12000000
0.002219738488
Long
DBT
CORP
JP
N
2
2026-10-19
Fixed
3.01000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CK0
39000.00000000
PA
USD
41756.59000000
0.010723987398
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.50000000
N
N
N
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
9341.00000000
NS
88480.09000000
0.022723583755
Long
EC
CORP
GB
N
2
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
50000.00000000
PA
USD
55976.21000000
0.014375890623
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TopBuild Corp
89055F103
167.00000000
NS
USD
33029.26000000
0.008482621977
Long
EC
CORP
US
N
1
N
N
N
NESTLE SA
KY37LUS27QQX7BB93L28
NESTLE SA-REG
000000000
3980.00000000
NS
496095.38000000
0.127407927795
Long
EC
CORP
CH
N
2
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAA3
20000.00000000
PA
USD
20124.36000000
0.005168367030
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
Toll Brothers Inc
529900JB6IS9MSZGVR44
Toll Brothers Inc
889478103
479.00000000
NS
USD
27690.99000000
0.007111639811
Long
EC
CORP
US
N
1
N
N
N
FIRST INDUSTRIAL REALTY TRUST INC
N/A
FIRST INDUSTRIAL REALTY TR
32054K103
5626.00000000
NS
USD
293845.98000000
0.075465946493
Long
EC
CORP
US
N
1
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties Inc
444097109
2803.00000000
NS
USD
77979.46000000
0.020026796881
Long
EC
CORP
US
N
1
N
N
N
National Storage Affiliates Tr
N/A
National Storage Affiliates Trust
637870106
1083.00000000
NS
USD
54756.48000000
0.014062637814
Long
EC
CORP
US
N
1
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
000000000
11989.00000000
NS
USD
544660.27000000
0.139880432575
Long
EC
CORP
US
N
1
N
N
N
Ligand Pharmaceuticals Inc
5493008K7TB0IKP37H79
Ligand Pharmaceuticals Inc
53220K504
103.00000000
NS
USD
13512.57000000
0.003470317629
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
3366.00000000
NS
USD
329531.40000000
0.084630727295
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AHX27
66537.27000000
PA
USD
75448.73000000
0.019376851169
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.00000000
N
N
N
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
3500.00000000
NS
46929.54000000
0.012052511845
Long
EC
CORP
JP
N
2
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust
92922F2N7
55957.79000000
PA
USD
55953.10000000
0.014369955480
Long
ABS-MBS
CORP
US
N
2
2045-08-25
Floating
1.11150000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAJ2
18000.00000000
PA
USD
20990.92000000
0.005390918213
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.40000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BJ8
30000.00000000
PA
USD
31997.25000000
0.008217579687
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAN1
40000.00000000
PA
USD
39381.22000000
0.010113941464
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.95000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BP5
200000.00000000
PA
USD
211195.32000000
0.054239485320
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07300000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AP6
10000.00000000
PA
USD
14015.38000000
0.003599450015
Long
DBT
CORP
CA
N
2
2039-02-01
Fixed
6.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAN4
19000.00000000
PA
USD
24131.80000000
0.006197563524
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BM3
7000.00000000
PA
USD
7466.42000000
0.001917536704
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.93000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAB9
11000.00000000
PA
USD
10909.48000000
0.002801788317
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
GXO LOGISTICS INC
N/A
GXO Logistics Inc
36262GAA9
16000.00000000
PA
USD
15939.36000000
0.004093569321
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAT4
1397941.91000000
PA
USD
33340.22000000
0.008562483170
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.62134800
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160104
9171.00000000
NS
USD
1510830.54000000
0.388013668563
Long
EC
CORP
US
N
1
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
83192PAA6
28000.00000000
PA
USD
27422.27000000
0.007042626754
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.03200000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
000000000
146319.00000000
NS
245234.66000000
0.062981517493
Long
EC
CORP
GB
N
2
N
N
N
Sumitomo Mitsui Trust Holdings
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
6100.00000000
NS
194591.29000000
0.049975214495
Long
EC
CORP
JP
N
2
N
N
N
Navient Student Loan Trust
549300ZUZB9UCBWEBN39
Navient Private Education Refi Loan Trust 2019-A
63941BAB1
60298.37000000
PA
USD
61848.39000000
0.015883992322
Long
ABS-O
CORP
US
N
2
2043-01-15
Fixed
3.42000000
N
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
Nomura Holdings Inc
000000000
22700.00000000
NS
115531.33000000
0.029670922052
Long
EC
CORP
JP
N
2
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAD5
42000.00000000
PA
USD
52734.69000000
0.013543398803
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.45000000
N
N
N
N
N
N
CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
549300SOSI58J6VIW052
MICHELIN (CGDE)
000000000
1145.00000000
NS
182736.28000000
0.046930593805
Long
EC
CORP
FR
N
2
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508104
1615.00000000
NS
USD
310564.50000000
0.079759620804
Long
EC
CORP
US
N
1
N
N
N
Octagon Investment Partners XV
54930007Y57X4ONHQV20
Octagon Investment Partners XVII Ltd
67590GBG3
250000.00000000
PA
USD
250072.75000000
0.064224042714
Long
ABS-CBDO
CORP
KY
N
2
2031-01-25
Floating
1.17575000
N
N
N
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
1192.00000000
NS
35936.32000000
0.009229217300
Long
EC
CORP
SE
N
2
N
N
N
FUCHS PETROLUB SE
529900SNF9E1P5ZO4P98
FUCHS PETROLUB SE
000000000
2544.00000000
NS
123801.91000000
0.031794984283
Long
EP
CORP
DE
N
2
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
12912.00000000
NS
USD
862779.84000000
0.221580357305
Long
EC
CORP
US
N
1
N
N
N
Freedom Financial
N/A
FREED ABS Trust 2021-2
35635CAA0
138949.73000000
PA
USD
139046.97000000
0.035710242481
Long
ABS-O
CORP
US
N
2
2028-06-19
Fixed
0.68000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAA1
23000.00000000
PA
USD
22948.79000000
0.005893741198
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
Natwest Group PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
000000000
20927.00000000
NS
58894.32000000
0.015125323824
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UD9
77646.29000000
PA
USD
78851.64000000
0.020250791401
Long
ABS-MBS
CORP
US
N
2
2030-09-25
Floating
2.39150000
N
N
N
N
N
N
Voya High Yield Bond Fund
OTPD0VW0B2EUAT57PE57
Voya High Yield Bond Fund
92913L593
4091457.76700000
NS
USD
33181722.49000000
8.521777612853
Long
EC
RF
US
N
1
N
N
N
UGI CORP
DX6GCWD4Q1JO9CRE5I40
UGI CORP
902681105
10945.00000000
NS
USD
506862.95000000
0.130173270582
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Long Bond
000000000
14.00000000
NC
USD
60306.19000000
0.015487922304
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
2021-09-21
2190193.81000000
USD
60306.19000000
N
N
N
T&D Holdings Inc
3538008ARJ1MACEWA242
T&D Holdings Inc
000000000
11300.00000000
NS
146638.86000000
0.037660002572
Long
EC
CORP
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
2200.00000000
PA
USD
1976.56000000
0.000507622977
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR4 Trust
94983PAF5
14387.24000000
PA
USD
14119.72000000
0.003626246763
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
2.82664700
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RAN4
60000.00000000
PA
USD
34620.29000000
0.008891232586
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Variable
4.61564500
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAB9
15000.00000000
PA
USD
15179.94000000
0.003898533986
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
1.45000000
N
N
N
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
90.00000000
NS
USD
13035.60000000
0.003347821508
Long
EC
CORP
US
N
1
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR2
45661EAB0
34583.21000000
PA
USD
32886.70000000
0.008446009513
Long
ABS-MBS
CORP
US
N
2
2046-04-25
Floating
0.51150000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FL5
8000.00000000
PA
USD
8094.15000000
0.002078751224
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
12933.00000000
NS
USD
445153.86000000
0.114325053485
Long
EC
CORP
US
N
1
N
N
N
Benefit Street Partners CLO Lt
5493002BNZCV0YE1MG83
Benefit Street Partners CLO IV Ltd
08180FBL4
250000.00000000
PA
USD
248752.50000000
0.063884974213
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
2.33825000
N
N
N
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
6100.00000000
NS
115279.74000000
0.029606308347
Long
EC
CORP
JP
N
2
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAJ1
25000.00000000
PA
USD
30098.43000000
0.007729922008
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.00000000
N
N
N
N
N
N
Murata Manufacturing Co Ltd
529900QZG6DL8ZRI7140
Murata Manufacturing Co Ltd
000000000
1100.00000000
NS
83792.37000000
0.021519676774
Long
EC
CORP
JP
N
2
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
63.00000000
NS
USD
12576.06000000
0.003229801786
Long
EC
CORP
US
N
1
N
N
N
Genting Singapore Ltd
254900Y2N3AK93K1O866
Genting Singapore Ltd
000000000
131800.00000000
NS
82094.44000000
0.021083611953
Long
EC
CORP
SG
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
3988.00000000
NS
USD
1596954.72000000
0.410132204129
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EL6X6
79153.32000000
PA
USD
91245.96000000
0.023433918459
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.50000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAD8
31000.00000000
PA
USD
30311.67000000
0.007784686611
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.37500000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
2060.00000000
NS
USD
786508.00000000
0.201992113843
Long
EC
CORP
US
N
1
N
N
N
Telstra Corp Ltd
PCTXNQGRJVR3OG33JG65
Telstra Corp Ltd
000000000
17842.00000000
NS
50321.43000000
0.012923621905
Long
EC
CORP
AU
N
2
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
26000.00000000
PA
USD
26482.30000000
0.006801222309
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
200000.00000000
PA
USD
196058.00000000
0.050351897063
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
4700.00000000
NS
88649.88000000
0.022767189466
Long
EC
CORP
JP
N
2
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2K6
25000.00000000
PA
USD
26653.49000000
0.006845187571
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
2.95000000
N
N
N
N
N
N
BRUNSWICK CORP/DE
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP
117043109
587.00000000
NS
USD
58476.94000000
0.015018131693
Long
EC
CORP
US
N
1
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku Inc
77543R102
300.00000000
NS
USD
137775.00000000
0.035383573320
Long
EC
CORP
US
N
1
N
N
N
ADOBE SYSTEMS INC
FU4LY2G4933NH2E1CP29
ADOBE SYSTEMS INC
00724F101
1395.00000000
NS
USD
816967.80000000
0.209814843414
Long
EC
CORP
US
N
1
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
000000000
1000.00000000
NS
98277.27000000
0.025239709589
Long
EC
CORP
JP
N
2
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
21000.00000000
PA
USD
23147.25000000
0.005944709980
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
1110.00000000
NS
USD
92618.40000000
0.023786390471
Long
EC
CORP
US
N
1
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBD0
200000.00000000
PA
USD
207117.49000000
0.053192211165
Long
DBT
CORP
JP
N
2
2026-05-25
Fixed
2.22600000
N
N
N
N
N
N
Medibank Pvt Ltd
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd
000000000
12418.00000000
NS
29440.94000000
0.007561064482
Long
EC
CORP
AU
N
2
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BV0
15000.00000000
PA
USD
16076.31000000
0.004128741016
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36300000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
43000.00000000
PA
USD
45552.71000000
0.011698912387
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
1500.00000000
NS
111705.68000000
0.028688413126
Long
EC
CORP
JP
N
2
N
N
N
GPT Group/The
N/A
GPT Group/The
000000000
7917.00000000
NS
28961.55000000
0.007437946854
Long
EC
CORP
AU
N
2
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDG5
55000.00000000
PA
USD
58418.40000000
0.015003097366
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
2.87500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBM4
50000.00000000
PA
USD
49098.23000000
0.012609477924
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XLT9
169687.58000000
PA
USD
174070.68000000
0.044705081971
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Floating
2.94150000
N
N
N
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
51.00000000
NS
USD
14258.07000000
0.003661778009
Long
EC
CORP
US
N
1
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAD0
18000.00000000
PA
USD
18295.71000000
0.004698730511
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.50000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL GLBL
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2D0
43000.00000000
PA
USD
43083.06000000
0.011064653328
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
1.70000000
N
N
N
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HelloFresh SE
000000000
209.00000000
NS
20316.67000000
0.005217756360
Long
EC
CORP
DE
N
2
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20
46642CAD2
99979.39000000
PA
USD
103144.44000000
0.026489703177
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
3.53820000
N
N
N
N
N
N
Univar Solutions Inc
549300VSXHFQVR770L55
Univar Solutions Inc
91336L107
761.00000000
NS
USD
18553.18000000
0.004764854326
Long
EC
CORP
US
N
1
N
N
N
HILL-ROM HOLDINGS INC
JLZ01A0E2071OH26RE45
HILL-ROM HOLDINGS INC
431475102
557.00000000
NS
USD
63269.63000000
0.016248997220
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
2051.00000000
NS
USD
382224.36000000
0.098163408940
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBE2
25000.00000000
PA
USD
27284.85000000
0.007007334353
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
200000.00000000
PA
USD
211350.00000000
0.054279210460
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
200000.00000000
PA
USD
210852.39000000
0.054151413545
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CKR6
52495.34990000
PA
USD
58862.95000000
0.015117267335
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAH1
23000.00000000
PA
USD
24288.74000000
0.006237869081
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAP1
12000.00000000
PA
USD
13037.85000000
0.003348399357
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.25000000
N
N
N
N
N
N
Banc of America Merrill Lynch
549300UQK6PJ8BF5JQ90
BAMLL Commercial Mortgage Securities Trust 2015-200P
05526QAN6
900000.00000000
PA
USD
924466.32000000
0.237422767669
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
3.71566000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBW9
23000.00000000
PA
USD
23283.96000000
0.005979820038
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AJ1
986655.57000000
PA
USD
58845.12000000
0.015112688209
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
1.11944800
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EH2
15000.00000000
PA
USD
15784.90000000
0.004053900682
Long
DBT
CORP
AU
N
2
2025-02-19
Fixed
2.35000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PED0
47000.00000000
PA
USD
48167.26000000
0.012370384872
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AQ2
8000.00000000
PA
USD
9328.72000000
0.002395815264
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.35000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DB8
22000.00000000
PA
USD
23347.74000000
0.005996200109
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
1310.00000000
NS
USD
250524.40000000
0.064340036115
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BK7
80000.00000000
PA
USD
86225.43000000
0.022144538736
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.12500000
N
N
N
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
610.65000000
0.000156828009
N/A
DFE
CORP
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
-167972.33000000
TRY
19546.35000000
USD
2021-08-06
610.65000000
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways 2020-1 Class A Pass Through Trust
11044MAA4
11260.96000000
PA
USD
12162.25000000
0.003123526507
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
nCino Inc
549300WVRR2WR3L6MZ46
nCino Inc
63947U107
179.00000000
NS
USD
10725.68000000
0.002754584537
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEC2
17000.00000000
PA
USD
17011.47000000
0.004368910150
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.15000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
41000.00000000
PA
USD
43216.23000000
0.011098854239
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
CHEVRON CORP
N/A
CHEVRON CORP
166764100
610.00000000
NS
USD
63891.40000000
0.016408681084
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DQ8
18000.00000000
PA
USD
17395.53000000
0.004467544991
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
1903.30000000
PA
USD
2115.84000000
0.000543393066
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
NORTHWESTERN CORP
3BPWMBHR1R9SHUN7J795
NORTHWESTERN CORP
668074305
837.00000000
NS
USD
50404.14000000
0.012944863606
Long
EC
CORP
US
N
1
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAX7
30000.00000000
PA
USD
30606.00000000
0.007860276864
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
Geberit AG
000000000
66.00000000
NS
49577.31000000
0.012732515938
Long
EC
CORP
CH
N
2
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FT0
20000.00000000
PA
USD
21777.19000000
0.005592849203
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HN0
13000.00000000
PA
USD
12421.19000000
0.003190027850
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAV9
50000.00000000
PA
USD
57187.04000000
0.014686857723
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.96800000
N
N
N
N
N
N
ORIX CORP
35380016EMHNBOVYE123
ORIX Corp
686330AK7
150000.00000000
PA
USD
161787.66000000
0.041550539139
Long
DBT
CORP
JP
N
2
2024-12-04
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398FXL0
294313.40000000
PA
USD
318882.45000000
0.081895848666
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Fixed
4.00000000
N
N
N
N
N
N
Cabot Corp
K05C0SER542GQ6VLRO68
Cabot Corp
127055101
5708.00000000
NS
USD
324956.44000000
0.083455779499
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
2525.00000000
NS
91396.37000000
0.023472546972
Long
EC
CORP
CH
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EG1
140000.00000000
PA
USD
136756.92000000
0.035122108552
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.80000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
Unum Group
91529YAR7
30000.00000000
PA
USD
30396.64000000
0.007806508728
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.12500000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
337.00000000
NS
USD
103496.07000000
0.026580009299
Long
EC
CORP
US
N
1
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAR0
19000.00000000
PA
USD
20127.48000000
0.005169168313
Long
DBT
CORP
US
N
2
2051-06-08
Fixed
3.05000000
N
N
N
N
N
N
GEORGIA POWER COMPANY
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334FS5
33000.00000000
PA
USD
35756.42000000
0.009183015124
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.75000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AH6
40000.00000000
PA
USD
55274.99000000
0.014195802296
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4XA6
2797.77000000
PA
USD
3232.18000000
0.000830093108
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.50000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DB1
45000.00000000
PA
USD
53015.25000000
0.013615452625
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.10000000
N
N
N
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
11035.00000000
NS
167050.68000000
0.042902195492
Long
EC
CORP
GB
N
2
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAL8
23000.00000000
PA
USD
22744.73000000
0.005841334215
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
PACIFIC LIFE GF II
6354003EUPCHXTWUU869
Pacific Life Global Funding II
6944PL2E8
40000.00000000
PA
USD
40101.33000000
0.010298881148
Long
DBT
CORP
US
N
2
2026-04-14
Fixed
1.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1KE4
416814.03000000
PA
USD
484869.92000000
0.124524989040
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
17000.00000000
PA
USD
20136.49000000
0.005171482274
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
43000.00000000
PA
USD
49737.03000000
0.012773535458
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp
655663102
56.00000000
NS
USD
12292.56000000
0.003156992909
Long
EC
CORP
US
N
1
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAG8
19000.00000000
PA
USD
24526.90000000
0.006299033674
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.12500000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KK6
25000.00000000
PA
USD
26033.95000000
0.006686076419
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C23
92939HAJ4
500000.00000000
PA
USD
504557.50000000
0.129581181603
Long
ABS-MBS
CORP
US
N
2
2057-10-15
Variable
4.14642900
N
N
N
N
N
N
Ricoh Co Ltd
549300HFIB2GRUMDID72
Ricoh Co Ltd
000000000
4000.00000000
NS
45024.15000000
0.011563166849
Long
EC
CORP
JP
N
2
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FN8
34000.00000000
PA
USD
38572.16000000
0.009906157513
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.00000000
N
N
N
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
12508.00000000
NS
39624.10000000
0.010176318255
Long
EC
CORP
GB
N
2
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
684.00000000
NS
73427.78000000
0.018857827888
Long
EP
CORP
DE
N
2
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DC6
50000.00000000
PA
USD
55384.67000000
0.014223970471
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
10129.00000000
NS
38124.25000000
0.009791124624
Long
EC
CORP
GB
N
2
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
696.00000000
NS
USD
83951.52000000
0.021560549905
Long
EC
CORP
US
N
1
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol Issuer LLC
86745NAA6
97212.82000000
PA
USD
101876.51000000
0.026164071574
Long
ABS-O
CORP
US
N
2
2055-02-01
Fixed
3.35000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
1722.00000000
NS
USD
279859.44000000
0.071873903208
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
5842.00000000
NS
USD
770150.86000000
0.197791249662
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
5000.00000000
PA
USD
6160.40000000
0.001582122773
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
184.00000000
NS
USD
57214.80000000
0.014693987086
Long
EC
CORP
US
N
1
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
8500.00000000
NS
52156.52000000
0.013394912353
Long
EC
CORP
HK
N
2
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
000000000
529.00000000
NS
40493.02000000
0.010399475537
Long
EC
CORP
DE
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-CR28 Mortgage Trust
12593YBH5
1461167.80000000
PA
USD
36879.29000000
0.009471392209
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
0.78110500
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
10796.00000000
NS
143309.57000000
0.036804969534
Long
EC
CORP
NL
N
2
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
1771.85000000
0.000455049061
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
-1219102101.78000000
IDR
85132.83000000
USD
2021-08-06
1771.85000000
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAE4
10000.00000000
PA
USD
11483.81000000
0.002949288572
Long
DBT
CORP
AU
N
2
2050-05-13
Fixed
4.20000000
N
N
N
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
11382.25000000
PA
USD
12024.54000000
0.003088159627
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BP9
16000.00000000
PA
USD
16426.71000000
0.004218731247
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378G2A5
391622.59000000
PA
USD
400796.74000000
0.102933194238
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
1.75000000
N
N
N
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
51.00000000
NS
USD
16420.98000000
0.004217259661
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABN4
14000.00000000
PA
USD
13994.40000000
0.003594061901
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
6317.00000000
NS
USD
302205.28000000
0.077612793921
Long
EC
CORP
US
N
1
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
8859.00000000
NS
111291.79000000
0.028582117302
Long
EC
CORP
ES
N
2
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
2297.00000000
NS
USD
429607.91000000
0.110332520285
Long
EC
CORP
US
N
1
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
300.00000000
NS
129715.32000000
0.033313674730
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022671
1011000.00000000
PA
USD
1046306.03000000
0.268713816931
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
5200.00000000
NS
167248.86000000
0.042953092364
Long
EC
CORP
JP
N
2
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder
000000000
292.00000000
NS
18304.82000000
0.004701070154
Long
EC
CORP
SE
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DD9
70000.00000000
PA
USD
82867.52000000
0.021282155469
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
3.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CE7
200000.00000000
PA
USD
210016.92000000
0.053936846940
Long
DBT
CORP
GB
N
2
2025-11-07
Fixed
2.63300000
N
N
N
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR INC
62944T105
38.00000000
NS
USD
188985.40000000
0.048535501776
Long
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
160.00000000
NS
USD
108640.00000000
0.027901080787
Long
EC
CORP
US
N
1
N
N
N
THL Credit Wind River 2019-1 C
549300TGVPUHSOMYKZ89
THL Credit Wind River 2019-1 CLO Ltd
97316JAC7
400000.00000000
PA
USD
400042.00000000
0.102739360828
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
1.30556000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
229.00000000
NS
USD
54671.46000000
0.014040802855
Long
EC
CORP
US
N
1
N
N
N
SWIB REPO
N/A
SWIB REPO
000000000
2576599.00000000
PA
USD
2576599.00000000
0.661725854711
Long
RA
CORP
US
N
2
Repurchase
N
0.11000000
2021-07-01
1781280.62895634
USD
2628411.65904155
USD
UST
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
SYNOVUS FINANCIAL CORP
87161C501
3108.00000000
NS
USD
136379.04000000
0.035025060868
Long
EC
CORP
US
N
1
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAM0
43000.00000000
PA
USD
46645.23000000
0.011979494942
Long
DBT
CORP
US
N
2
2030-02-22
Fixed
3.70000000
N
N
N
N
N
N
ISHARES MSCI EAFE ETF
549300O0XO3KDQV68404
ISHARES MSCI EAFE ETF
464287465
5126.00000000
NS
USD
404338.88000000
0.103842891719
Long
EC
RF
US
N
1
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
450.00000000
NS
60711.30000000
0.015591963236
Long
EC
CORP
DK
N
2
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
5766.00000000
NS
USD
344460.84000000
0.088464927512
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
103000.00000000
PA
USD
115459.48000000
0.029652469432
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
9481.00000000
NS
USD
670780.75000000
0.172270875335
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCZ0
30000.00000000
PA
USD
37153.44000000
0.009541799806
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
4.62500000
N
N
N
N
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
Hancock Whitney Corp
410120109
2795.00000000
NS
USD
124209.80000000
0.031899739178
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A2GT4
419875.04000000
PA
USD
455927.27000000
0.117091896110
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
4.00000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-19CB
02147QAM4
91455.66000000
PA
USD
48110.60000000
0.012355833370
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.49150000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
10000.00000000
PA
USD
11506.90000000
0.002955218579
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
43000.00000000
PA
USD
45358.93000000
0.011649145529
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP
91529Y106
4418.00000000
NS
USD
125471.20000000
0.032223693738
Long
EC
CORP
US
N
1
N
N
N
Sunrun Inc
54930007SJ77CI66U531
Sunrun Inc
86771W105
474.00000000
NS
USD
26439.72000000
0.006790286853
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Grou
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
7400.00000000
NS
255092.61000000
0.065513250367
Long
EC
CORP
JP
N
2
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AU0
44000.00000000
PA
USD
46206.03000000
0.011866698968
Long
DBT
CORP
US
N
2
2051-05-01
Fixed
3.25000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAV3
14000.00000000
PA
USD
13686.34000000
0.003514945489
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-F
63941XAA5
54657.66000000
PA
USD
55020.93000000
0.014130554242
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
1.22000000
N
N
N
N
N
N
Wind River CLO Ltd
254900CL04BC1Q11T078
Wind River 2016-2 CLO Ltd
88433BAQ0
250000.00000000
PA
USD
249999.25000000
0.064205166338
Long
ABS-CBDO
CORP
KY
N
2
2031-11-01
Floating
1.36563000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
CCUBS Commercial Mortgage Trust 2017-C1
12508GAZ9
60000.00000000
PA
USD
65609.22000000
0.016849854083
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.53780500
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
1050.00000000
NS
USD
757522.50000000
0.194548016115
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Electric Industries L
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
7200.00000000
NS
106343.47000000
0.027311282655
Long
EC
CORP
JP
N
2
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
3798.00000000
NS
USD
546266.34000000
0.140292905778
Long
EC
CORP
US
N
1
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919101
671.00000000
NS
USD
97053.44000000
0.024925403812
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACA1
143000.00000000
PA
USD
145564.71000000
0.037384137826
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
2021-08-18
Voya BALANCED PORTFOLIO INC
Tin Bui
Tin Bui
Vice President