0001752724-23-036398.txt : 20230223
0001752724-23-036398.hdr.sgml : 20230223
20230223120539
ACCESSION NUMBER: 0001752724-23-036398
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221230
FILED AS OF DATE: 20230223
DATE AS OF CHANGE: 20230223
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: 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: 23658049
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
2022-12-31
2022-12-30
N
303509143.17
11554322.33
291954820.84
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
574858.74000000
5710429.34000000
0.00000000
2307679.11000000
USD
N
Fund's Securities Portfolio
N/A
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E103
1912.00000000
NS
USD
43689.20000000
0.014964370129
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
2200.00000000
PA
USD
1309.82000000
0.000448637907
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP - Energias de Portugal SA
000000000
1921.00000000
NS
9575.78000000
0.003279884186
Long
EC
CORP
PT
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AWPM1
1082181.49000000
PA
USD
963108.30000000
0.329882650072
Long
ABS-MBS
USGSE
US
N
2
2042-11-15
Fixed
3.00000000
N
N
N
N
N
N
HealthEquity Inc
529900LRJU1RAFQHM467
HealthEquity Inc
42226A107
401.00000000
NS
USD
24717.64000000
0.008466255131
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
2291.00000000
NS
USD
279914.38000000
0.095875923266
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
398.00000000
NS
190274.79000000
0.065172683037
Long
EC
CORP
CH
N
2
N
N
N
ZOZO Inc
549300GC7XPQMZA0OW13
ZOZO Inc
000000000
400.00000000
NS
9878.30000000
0.003383502958
Long
EC
CORP
JP
N
2
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
441.00000000
NS
USD
70282.17000000
0.024072960945
Long
EC
CORP
US
N
1
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
106.00000000
NS
USD
8191.68000000
0.002805803985
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
62954HAY4
14000.00000000
PA
USD
12129.87000000
0.004154707897
Long
DBT
CORP
N/A
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
10416.00000000
NS
61031.64000000
0.020904480982
Long
EC
CORP
SE
N
2
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AE8
200000.00000000
PA
USD
151029.70000000
0.051730503906
Long
DBT
CORP
CH
N
2
2032-02-11
Fixed
2.09500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCY5
219300.00000000
PA
USD
188366.71000000
0.064519129863
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252108
320.00000000
NS
USD
50697.60000000
0.017364878529
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
97000.00000000
PA
USD
77148.72000000
0.026424883061
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
268.00000000
NS
29106.05000000
0.009969367834
Long
EC
CORP
DE
N
2
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DB8
50000.00000000
PA
USD
49324.35000000
0.016894514657
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.70000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
156.00000000
NS
USD
43199.52000000
0.014796645548
Long
EC
CORP
US
N
1
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust
92926UAA9
99546.11000000
PA
USD
88207.88000000
0.030212852709
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.37210900
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
6443.00000000
NS
USD
216033.79000000
0.073995623493
Long
EC
CORP
US
N
1
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
000000000
6080.00000000
NS
123734.41000000
0.042381355322
Long
EC
CORP
AU
N
2
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAB1
30000.00000000
PA
USD
29190.84000000
0.009998409999
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
5212.00000000
NS
48730.04000000
0.016690952339
Long
EC
CORP
DE
N
2
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
68000.00000000
PA
USD
58987.23000000
0.020204232226
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CM8
23000.00000000
PA
USD
19628.56000000
0.006723149815
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.70000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
8382.00000000
NS
USD
702327.78000000
0.240560432596
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
72000.00000000
PA
USD
68271.81000000
0.023384374953
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377NT20
197777.15000000
PA
USD
189812.64000000
0.065014387998
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.00000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
953.00000000
NS
USD
348645.52000000
0.119417627356
Long
EC
CORP
US
N
1
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
43960.00000000
NS
140199.21000000
0.048020858020
Long
EC
CORP
GB
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAE2
824875.46000000
PA
USD
29073.56000000
0.009958239400
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.01248900
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FV0
6000.00000000
PA
USD
4799.25000000
0.001643833106
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.05000000
N
N
N
N
N
N
MASIMO CORP
549300Q4A8JK0PIYCU29
MASIMO CORP
574795100
52.00000000
NS
USD
7693.40000000
0.002635133743
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Hol
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
52.00000000
NS
USD
12244.96000000
0.004194128380
Long
EC
CORP
US
N
1
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
7400.00000000
NS
149185.73000000
0.051098909608
Long
EC
CORP
JP
N
2
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAG6
128000.00000000
PA
USD
109562.43000000
0.037527186461
Long
DBT
CORP
CA
N
2
2037-05-04
Fixed
4.58800000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
5951.00000000
NS
USD
310939.75000000
0.106502694185
Long
EC
CORP
US
N
1
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
15959.00000000
NS
USD
471269.27000000
0.161418560804
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396HWV7
91242.93000000
PA
USD
91381.35000000
0.031299825684
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Fixed
5.50000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
7461.00000000
NS
88400.90000000
0.030278965678
Long
EC
CORP
SE
N
2
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
1814.00000000
NS
102790.07000000
0.035207526186
Long
EC
CORP
DE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAP6
1000.00000000
PA
USD
964.76000000
0.000330448388
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.12500000
N
N
N
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
4459.00000000
NS
USD
451295.39000000
0.154577132414
Long
EC
CORP
US
N
1
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
503.00000000
NS
18087.65000000
0.006195359250
Long
EC
CORP
FR
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
41000.00000000
PA
USD
36072.38000000
0.012355466471
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
iShares Core S&P Mid-Cap ETF
549300ODQWH5PC0IUZ78
iShares Core S&P Mid-Cap ETF
464287507
466.00000000
NS
USD
112720.74000000
0.038608966851
Long
EC
RF
US
N
1
N
N
N
Benefit Street Partners CLO Lt
5493002BNZCV0YE1MG83
Benefit Street Partners CLO IV Ltd
08180FBL4
250000.00000000
PA
USD
236873.25000000
0.081133529262
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
6.39257000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
7818.00000000
NS
USD
963021.24000000
0.329852830389
Long
EC
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
4000.00000000
PA
USD
3500.04000000
0.001198829322
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
2193.00000000
NS
USD
74605.86000000
0.025553905835
Long
EC
CORP
US
N
1
N
N
N
Voya High Yield Bond Fund
OTPD0VW0B2EUAT57PE57
Voya High Yield Bond Fund
92913L593
550310.90300000
NS
USD
3615542.63000000
1.238391138600
Long
EC
RF
US
N
1
N
N
N
Prime Mortgage Trust
N/A
Prime Mortgage Trust 2007-1
74162FAD7
8548.30000000
PA
USD
7047.60000000
0.002413935135
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.50000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DH7
4000.00000000
PA
USD
3879.49000000
0.001328798061
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
11000.00000000
PA
USD
11783.72000000
0.004036145033
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Voya Small Company Fund
54930063SJ5DSISZGB11
Voya Small Company Fund
92918A824
455831.46100000
NS
USD
5830084.39000000
1.996913211854
Long
EC
RF
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KPN3
600000.00000000
PA
USD
516164.70000000
0.176796087324
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
7.67768000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 8 Ltd
67707GAJ8
250000.00000000
PA
USD
235930.25000000
0.080810534082
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
6.09371000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
17000.00000000
PA
USD
14269.77000000
0.004887663768
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAW4
170000.00000000
PA
USD
163070.40000000
0.055854669407
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.60000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAZ3
30000.00000000
PA
USD
25943.72000000
0.008886210518
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.57300000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE
742718109
2679.00000000
NS
USD
406029.24000000
0.139072627344
Long
EC
CORP
US
N
1
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
Nokia Oyj
000000000
6506.00000000
NS
30224.83000000
0.010352570960
Long
EC
CORP
FI
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGC9
585300.00000000
PA
USD
582007.69000000
0.199348545889
Long
DBT
UST
US
N
2
2027-12-31
Fixed
3.87500000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2022-1
042855AC0
600000.00000000
PA
USD
458319.24000000
0.156982932729
Long
ABS-MBS
CORP
US
N
2
2056-12-25
Fixed
3.65000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
101000.00000000
PA
USD
95105.10000000
0.032575279875
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
64000.00000000
PA
USD
59659.59000000
0.020434528132
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CT7
49000.00000000
PA
USD
47331.65000000
0.016211977546
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NAC2
400000.00000000
PA
USD
266661.40000000
0.091336529135
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
3.00000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BF0
27000.00000000
PA
USD
26885.72000000
0.009208863180
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A2GT4
249348.02000000
PA
USD
234327.20000000
0.080261459401
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
4.00000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
18000.00000000
PA
USD
16496.85000000
0.005650480424
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
DECKERS OUTDOOR CORP
5493008LG4W3I6K8J118
DECKERS OUTDOOR CORP
243537107
160.00000000
NS
USD
63865.60000000
0.021875165416
Long
EC
CORP
US
N
1
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
1903.00000000
NS
70525.60000000
0.024156340284
Long
EC
CORP
IE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHLM2
102041.36000000
PA
USD
91593.30000000
0.031372422533
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
46000.00000000
PA
USD
39883.82000000
0.013660956131
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-CR28 Mortgage Trust
12593YBH5
1301558.58000000
PA
USD
21301.57000000
0.007296187108
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
0.63068000
N
N
N
N
N
N
Celsius Holdings Inc
N/A
Celsius Holdings Inc
15118V207
325.00000000
NS
USD
33813.00000000
0.011581586460
Long
EC
CORP
US
N
1
N
N
N
UGI CORP
DX6GCWD4Q1JO9CRE5I40
UGI CORP
902681105
677.00000000
NS
USD
25096.39000000
0.008595984107
Long
EC
CORP
US
N
1
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
932.00000000
NS
19168.48000000
0.006565563789
Long
EC
CORP
GB
N
2
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
495.00000000
NS
USD
78858.45000000
0.027010497642
Long
EC
CORP
IE
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
130000.00000000
PA
USD
127275.83000000
0.043594358070
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.71700000
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
Misc Capital Two Labuan Ltd
60475DAB7
200000.00000000
PA
USD
181491.87000000
0.062164368266
Long
DBT
CORP
MY
N
2
2027-04-06
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QN6Q0
767895.38000000
PA
USD
677825.96000000
0.232168099862
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
1208.00000000
NS
60802.85000000
0.020826116117
Long
EC
CORP
DE
N
2
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
2006.00000000
NS
USD
279917.24000000
0.095876902869
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
5200.00000000
NS
70941.24000000
0.024298704777
Long
EC
CORP
JP
N
2
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CZ9
61000.00000000
PA
USD
60750.43000000
0.020808161285
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.35000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
42000.00000000
PA
USD
34598.71000000
0.011850706866
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515AS3
7000.00000000
PA
USD
7001.67000000
0.002398203249
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.95000000
N
N
N
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TopBuild Corp
89055F103
183.00000000
NS
USD
28637.67000000
0.009808938902
Long
EC
CORP
US
N
1
N
N
N
Bluemountain CLO Ltd
549300NUS8PQQUZMPR50
BlueMountain CLO 2014-2 Ltd
09626QBA4
500000.00000000
PA
USD
481055.00000000
0.164770356802
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
5.64257000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
1009.00000000
NS
USD
517586.73000000
0.177283159261
Long
EC
CORP
US
N
1
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
1821.00000000
NS
USD
529911.00000000
0.181504452803
Long
EC
CORP
US
N
1
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
56000.00000000
PA
USD
33845.53000000
0.011592728595
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
SunPower Corp
549300TXO070764WUH65
SunPower Corp
867652406
279.00000000
NS
USD
5030.37000000
0.001722996039
Long
EC
CORP
US
N
1
N
N
N
Getinge AB
5493003PZ4F570G3W735
Getinge AB
000000000
2349.00000000
NS
48837.12000000
0.016727629247
Long
EC
CORP
SE
N
2
N
N
N
Genworth Mortgage Insurance Co
N/A
Triangle Re 2021-3 Ltd
89600HAC3
300000.00000000
PA
USD
281924.40000000
0.096564392801
Long
ABS-MBS
CORP
BM
N
2
2034-02-25
Floating
6.82768000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AS6
6000.00000000
PA
USD
5128.39000000
0.001756569727
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.15000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-2CB
02149HAR1
100437.41000000
PA
USD
47408.76000000
0.016238389167
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
4.98871000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EF0
19000.00000000
PA
USD
14869.34000000
0.005093027735
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
4.45000000
N
N
N
N
N
N
REGAL BELOIT CORP
QH78R09VCJGQKPBPYU33
REGAL BELOIT CORP
758750103
2568.00000000
NS
USD
308108.64000000
0.105532985930
Long
EC
CORP
US
N
1
N
N
N
Knight-Swift Transportation Ho
N/A
Knight-Swift Transportation Holdings Inc
499049104
584.00000000
NS
USD
30607.44000000
0.010483622059
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374UNM9
29194.04000000
PA
USD
29224.41000000
0.010009908353
Long
ABS-MBS
USGA
US
N
2
2039-05-20
Fixed
4.75000000
N
N
N
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
1303.00000000
NS
USD
210278.14000000
0.072024205455
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
6778.00000000
NS
USD
651094.68000000
0.223012135277
Long
EC
CORP
US
N
1
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAZ4
45000.00000000
PA
USD
36765.54000000
0.012592886767
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
3.90000000
N
N
N
N
N
N
MERCK & CO. INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933Y105
4318.00000000
NS
USD
479082.10000000
0.164094601562
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
49000.00000000
PA
USD
39820.06000000
0.013639117136
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
43000.00000000
PA
USD
36484.07000000
0.012496478014
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BT9
63000.00000000
PA
USD
67311.02000000
0.023055286364
Long
DBT
CORP
US
N
2
2053-05-20
Fixed
6.00000000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
STIFEL FINANCIAL CORP
860630102
868.00000000
NS
USD
50665.16000000
0.017353767221
Long
EC
CORP
US
N
1
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BX6
34000.00000000
PA
USD
35846.63000000
0.012278142863
Long
DBT
CORP
US
N
2
2054-11-15
Fixed
5.70000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
25000.00000000
PA
USD
25534.62000000
0.008746086098
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAC1
49000.00000000
PA
USD
35833.77000000
0.012273738072
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
000000000
2401.00000000
NS
27216.89000000
0.009322295114
Long
EC
CORP
AU
N
2
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
78000.00000000
PA
USD
64863.29000000
0.022216892947
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
2534.00000000
NS
44061.48000000
0.015091883008
Long
EC
CORP
ES
N
2
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
1693.00000000
NS
83248.51000000
0.028514175501
Long
EC
CORP
IE
N
2
N
N
N
EXELIXIS INC
254900PJQB59O2O95R37
EXELIXIS INC
30161Q104
6180.00000000
NS
USD
99127.20000000
0.033952924536
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHS86
310842.68000000
PA
USD
288949.09000000
0.098970480832
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Telstra Group Ltd
894500WRW54CVN62K416
Telstra Group Ltd
000000000
10999.00000000
NS
29746.21000000
0.010188634636
Long
EC
CORP
AU
N
2
N
N
N
Mid-America Apartment Communit
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
1030.00000000
NS
USD
161699.70000000
0.055385178958
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
925000.00000000
NC
USD
-4461.76000000
-0.00152823645
N/A
DIR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2057-05-27
0.00000000
USD
0.00000000
USD
0.00000000
USD
1.00000000
USD
0.00000000
USD
2027-05-25
XXXX
-4461.77000000
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
338.00000000
NS
USD
67343.12000000
0.023066281216
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
14.00000000
NC
USD
-25937.73000000
-0.00888415883
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-03-22
1598093.98000000
USD
-25937.73000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
10525.00000000
NS
118317.08000000
0.040525818227
Long
EC
CORP
DE
N
2
N
N
N
Ollie's Bargain Outlet Holding
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings Inc
681116109
139.00000000
NS
USD
6510.76000000
0.002230057370
Long
EC
CORP
US
N
1
N
N
N
HF Sinclair Corp
N/A
HF Sinclair Corp
403949100
494.00000000
NS
USD
25633.66000000
0.008780009155
Long
EC
CORP
US
N
1
N
N
N
BRUNSWICK CORP/DE
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP
117043109
719.00000000
NS
USD
51825.52000000
0.017751212276
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
17000.00000000
PA
USD
14717.32000000
0.005040958035
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
432.00000000
NS
USD
42552.00000000
0.014574857807
Long
EC
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610105
6297.00000000
NS
USD
247912.89000000
0.084914812944
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CK0
31000.00000000
PA
USD
25769.80000000
0.008826639658
Long
DBT
CORP
US
N
2
2062-04-13
Fixed
4.10000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193BMR4
40013.04000000
PA
USD
38511.18000000
0.013190801196
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
000000000
73040.00000000
NS
138982.10000000
0.047603975026
Long
EC
CORP
GB
N
2
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
7435.00000000
NS
USD
495542.75000000
0.169732682808
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Europacific Partners
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
000000000
374.00000000
NS
USD
20689.68000000
0.007086603310
Long
EC
CORP
GB
N
1
N
N
N
Remy Cointreau SA
5493004V6A3Z027YT216
Remy Cointreau SA
000000000
233.00000000
NS
39286.83000000
0.013456475863
Long
EC
CORP
FR
N
2
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
7188.00000000
NS
USD
411081.72000000
0.140803196473
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-13T1
12668BZK2
15274.87000000
PA
USD
7782.42000000
0.002665624762
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-6262.02000000
-0.00214485925
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-11
0.00000000
USD
0.00000000
USD
260000.00000000
USD
-6262.02000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
1274.14000000
0.000436416838
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-17
0.00000000
USD
0.00000000
USD
265000.00000000
USD
1274.14000000
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCB5
19000.00000000
PA
USD
15109.72000000
0.005175362392
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.25000000
N
N
N
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
1444.00000000
NS
76729.39000000
0.026281254674
Long
EC
CORP
IT
N
2
N
N
N
Nippon Sanso Holdings Corp
353800F1K6653B4VPY57
Nippon Sanso Holdings Corp
000000000
1000.00000000
NS
14485.42000000
0.004961527937
Long
EC
CORP
JP
N
2
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
101000.00000000
PA
USD
87532.58000000
0.029981549798
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
25000.00000000
PA
USD
18711.74000000
0.006409121776
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389FJW3
901.03000000
PA
USD
906.38000000
0.000310452143
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WR34
628933.96000000
PA
USD
563041.91000000
0.192852410650
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AQ0
300000.00000000
PA
USD
189052.61000000
0.064754063473
Long
ABS-MBS
CORP
US
N
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
54000.00000000
PA
USD
46013.66000000
0.015760541260
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CY1
14000.00000000
PA
USD
10262.07000000
0.003514951378
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.70000000
N
N
N
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
813.00000000
NS
64058.92000000
0.021941381140
Long
EC
CORP
BE
N
2
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAX5
373980.03050000
PA
USD
2115.04000000
0.000724440854
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
0.61972200
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
38743.00000000
NS
223545.93000000
0.076568672288
Long
EC
CORP
GB
N
2
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BQ6
31000.00000000
PA
USD
27707.80000000
0.009490440993
Long
DBT
CORP
US
N
2
2052-08-16
Fixed
4.10000000
N
N
N
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
867.00000000
NS
USD
212050.86000000
0.072631395292
Long
EC
CORP
GB
N
1
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
2504.00000000
NS
35582.62000000
0.012187714488
Long
EC
CORP
NL
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
6342.30000000
0.002172356661
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
326000.00000000
USD
6342.30000000
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
51470.12000000
PA
USD
49831.44000000
0.017068202489
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
53000.00000000
PA
USD
49284.09000000
0.016880724852
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
1079.00000000
NS
USD
125239.53000000
0.042896887141
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
15545.28000000
0.005324549858
Long
ABS-MBS
CORP
US
N
2
2033-07-25
Floating
4.98871000
N
N
N
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G102
158.00000000
NS
USD
7541.34000000
0.002583050342
Long
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
7014.00000000
NS
USD
595699.02000000
0.204038083113
Long
EC
CORP
US
N
1
N
N
N
nVent Electric PLC
N/A
nVent Electric PLC
000000000
1876.00000000
NS
USD
72169.72000000
0.024719482210
Long
EC
CORP
GB
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CCP0
7319.42000000
PA
USD
7487.86000000
0.002564732439
Long
ABS-MBS
USGA
US
N
2
2032-05-16
Fixed
7.00000000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAJ2
18000.00000000
PA
USD
16586.84000000
0.005681303686
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.40000000
N
N
N
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
6925.00000000
NS
USD
221323.00000000
0.075807277085
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CC2
22000.00000000
PA
USD
19427.22000000
0.006654187091
Long
DBT
CORP
US
N
2
2062-08-05
Fixed
5.05000000
N
N
N
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
1400.00000000
NS
45657.83000000
0.015638662813
Long
EC
CORP
JP
N
2
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAQ6
14000.00000000
PA
USD
10231.58000000
0.003504507981
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
7484.00000000
NS
231831.82000000
0.079406744965
Long
EC
CORP
AU
N
2
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
24000.00000000
PA
USD
22252.32000000
0.007621836808
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EQ9
121000.00000000
PA
USD
103513.80000000
0.035455417280
Long
DBT
CORP
US
N
2
2052-08-08
Fixed
3.95000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAP5
98500.00000000
PA
USD
79040.18000000
0.027072743574
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
3.15100000
N
N
N
N
N
N
Doximity Inc
N/A
Doximity Inc
26622P107
1858.00000000
NS
USD
62354.48000000
0.021357578484
Long
EC
CORP
US
N
1
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
000000000
729.00000000
NS
46491.71000000
0.015924282348
Long
EC
CORP
DE
N
2
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AE5
9000.00000000
PA
USD
7927.19000000
0.002715211201
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAS3
17000.00000000
PA
USD
13113.09000000
0.004491479182
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.25000000
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
3762.00000000
NS
USD
413594.28000000
0.141663795381
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAT4
1344276.40000000
PA
USD
22780.58000000
0.007802775763
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.56704400
N
N
N
N
N
N
Navient Student Loan Trust
549300ZUZB9UCBWEBN39
Navient Private Education Refi Loan Trust 2019-A
63941BAB1
27567.85000000
PA
USD
26357.88000000
0.009028068084
Long
ABS-O
CORP
US
N
2
2043-01-15
Fixed
3.42000000
N
N
N
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
812.00000000
NS
USD
164381.28000000
0.056303670385
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDR7
50000.00000000
PA
USD
49716.12000000
0.017028703227
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFZA2
358212.71000000
PA
USD
306064.47000000
0.104832819379
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
42000.00000000
PA
USD
32400.49000000
0.011097775301
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAV1
54000.00000000
PA
USD
48825.59000000
0.016723680006
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
4.30000000
N
N
N
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959W103
68.00000000
NS
USD
7815.24000000
0.002676866227
Long
EC
CORP
US
N
1
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097AG8
134000.00000000
PA
USD
125324.22000000
0.042925895054
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC.
K5HU16E3LMSVCCJJJ255
MUFG SECURITIES AMERICA INC
000000000
1000000.00000000
PA
USD
1000000.00000000
0.342518749004
Long
RA
CORP
US
N
2
Repurchase
Y
4.30000000
2023-01-03
1227093.90000000
USD
1019999.99960000
USD
AMBS
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
625.00000000
NS
USD
65356.25000000
0.022385740989
Long
EC
CORP
US
N
1
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJV8
16000.00000000
PA
USD
14300.32000000
0.004898127716
Long
DBT
CORP
US
N
2
2027-01-13
Fixed
1.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ANSU8
8079.21000000
PA
USD
7766.44000000
0.002660151313
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
258.00000000
NS
USD
61806.48000000
0.021169878209
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
3377.00000000
NS
USD
585943.27000000
0.200696555828
Long
EC
CORP
US
N
1
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
590.00000000
NS
USD
75820.90000000
0.025970079816
Long
EC
CORP
US
N
1
N
N
N
BBCCRE Trust
N/A
BBCCRE Trust 2015-GTP
05490TAN2
2180000.00000000
PA
USD
31068.16000000
0.010641427297
Long
ABS-MBS
CORP
US
N
2
2033-08-10
Variable
0.59660000
N
N
N
N
N
N
iShares Core U.S. Aggregate Bond ETF
549300F7VSXTKBGHJE47
iShares Core U.S. Aggregate Bond ETF
464287226
45775.00000000
NS
USD
4439717.25000000
1.520686398404
Long
EC
RF
US
N
1
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BX1
22000.00000000
PA
USD
19193.23000000
0.006574041128
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
4.37500000
N
N
N
N
N
N
XLIT LTD
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAD7
24000.00000000
PA
USD
22792.25000000
0.007806772957
Long
DBT
CORP
KY
N
2
2045-03-31
Fixed
5.50000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
96250.00000000
PA
USD
88293.46000000
0.030242165464
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.64100000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
1616.00000000
NS
USD
535445.44000000
0.183400102269
Long
EC
CORP
US
N
1
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAD2
19000.00000000
PA
USD
14004.10000000
0.004796666812
Long
DBT
CORP
US
N
2
2032-01-30
Fixed
2.00000000
N
N
N
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
000000000
6461.00000000
NS
61721.34000000
0.021140716163
Long
EC
CORP
FR
N
2
N
N
N
Schwab US TIPS ETF
5493001H0ESLTZTZWE77
Schwab US TIPS ETF
808524870
56346.00000000
NS
USD
2918159.34000000
0.999524286533
Long
EC
RF
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
720.00000000
NS
USD
115660.80000000
0.039615992524
Long
EC
CORP
US
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
65000.00000000
PA
USD
50650.89000000
0.017348879478
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
Tetra Tech Inc
549300UJ1LP7JGJC5P32
Tetra Tech Inc
88162G103
85.00000000
NS
USD
12341.15000000
0.004227075259
Long
EC
CORP
US
N
1
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
2128.00000000
NS
85627.29000000
0.029328952251
Long
EC
CORP
FR
N
2
N
N
N
Bruker Corp
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp
116794108
245.00000000
NS
USD
16745.75000000
0.005735733341
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP IRS USD
000000000
-1737000.00000000
NC
USD
-68814.37000000
-0.02357021192
N/A
DIR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Call
Written
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2033-05-11
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
3.81500000
USD
2023-05-09
XXXX
-19223.02000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
12361.53000000
0.004234055791
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
538000.00000000
USD
12361.53000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKY4
114000.00000000
PA
USD
108567.32000000
0.037186342629
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
5.01500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
27000.00000000
PA
USD
24587.27000000
0.008421600961
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAJ9
21000.00000000
PA
USD
17158.83000000
0.005877220985
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BK7
8000.00000000
PA
USD
7029.46000000
0.002407721845
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.12500000
N
N
N
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
5500.00000000
NS
33732.46000000
0.011554000000
Long
EC
CORP
HK
N
2
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
2800.00000000
NS
118420.30000000
0.040561173012
Long
EC
CORP
JP
N
2
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAV0
42000.00000000
PA
USD
41565.46000000
0.014236949361
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs Inc
227046109
604.00000000
NS
USD
65491.72000000
0.022432142004
Long
EC
CORP
US
N
1
N
N
N
Bluemountain CLO Ltd
5493001GLQHON6UV2U40
BlueMountain CLO XXVIII Ltd
09630PAG8
250000.00000000
PA
USD
232192.75000000
0.079530370257
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.07914000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
200000.00000000
PA
USD
149142.75000000
0.051084188153
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP
91529Y106
6866.00000000
NS
USD
281711.98000000
0.096491634969
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
9712.00000000
NS
USD
518717.92000000
0.177670613044
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAS2
181324.08050000
PA
USD
372.87000000
0.000127714965
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
1.25774900
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFY2
190000.00000000
PA
USD
188767.97000000
0.064656568936
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.87500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
87000.00000000
PA
USD
75317.98000000
0.025797820287
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAN9
9000.00000000
PA
USD
8842.42000000
0.003028694636
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
200000.00000000
PA
USD
154940.00000000
0.053069854970
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
25000.00000000
PA
USD
14547.05000000
0.004982637367
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
QuidelOrtho Corp
549300YU8CMO9HF53113
QuidelOrtho Corp
219798105
358.00000000
NS
USD
30669.86000000
0.010505002079
Long
EC
CORP
US
N
1
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DF1
13000.00000000
PA
USD
10880.77000000
0.003726867728
Long
DBT
CORP
US
N
2
2029-09-13
Fixed
2.45000000
N
N
N
N
N
N
iShares 20+ Year Treasury Bond ETF
549300WWURKS1JGBZU59
iShares 20+ Year Treasury Bond ETF
464287432
56288.00000000
NS
USD
5604033.28000000
1.919486468446
Long
EC
RF
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
400000.00000000
PA
USD
364347.73000000
0.124795928682
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4XA6
2004.76000000
PA
USD
2083.09000000
0.000713497380
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.50000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
4296.00000000
NS
USD
145333.68000000
0.049779510261
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB82
1016834.61000000
PA
USD
829678.50000000
0.284180441896
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
KITE REALTY GROUP LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAA1
11000.00000000
PA
USD
10142.75000000
0.003474082041
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.00000000
N
N
N
N
N
N
Universal Display Corp
N/A
Universal Display Corp
91347P105
2940.00000000
NS
USD
317637.60000000
0.108796833388
Long
EC
CORP
US
N
1
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
2383.00000000
NS
80708.64000000
0.027644222406
Long
EC
CORP
IE
N
2
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AL8
36000.00000000
PA
USD
24842.48000000
0.008509015171
Long
DBT
CORP
US
N
2
2051-06-11
Fixed
3.85000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4
46645UAV9
1111744.91000000
PA
USD
19184.10000000
0.006570913932
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.58699100
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
4389.00000000
NS
USD
147777.63000000
0.050616608958
Long
EC
CORP
US
N
1
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HV8
38000.00000000
PA
USD
33200.16000000
0.011371677269
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
4.50000000
N
N
N
N
N
N
Avis Budget Group Inc
529900E95812SYWMCE44
Avis Budget Group Inc
053774105
223.00000000
NS
USD
36556.39000000
0.012521248970
Long
EC
CORP
US
N
1
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
000000000
1747.00000000
NS
26682.85000000
0.009139376401
Long
EC
CORP
SE
N
2
N
N
N
Singapore Exchange Ltd
549300IQ650PPXM76X03
Singapore Exchange Ltd
000000000
6200.00000000
NS
41458.70000000
0.014200382059
Long
EC
CORP
SG
N
2
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BJ8
13000.00000000
PA
USD
8905.17000000
0.003050187688
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY INVESTMENT MANAGEMENT INC.
6N8SC06AK49F0N7KIX52
USD CALL VERSUS CNH PUT
000000000
1868000.00000000
NC
USD
538.32000000
0.000184384692
N/A
DFE
CORP
US
N
2
MORGAN STANLEY INVESTMENT MANAGEMENT INC.
6N8SC06AK49F0N7KIX52
Call
Purchased
MORGAN STANLEY INVESTMENT MANAGEMENT INC.
6N8SC06AK49F0N7KIX52
MORGAN STANLEY INVESTMENT MANAGEMENT INC.
6N8SC06AK49F0N7KIX52
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2023-02-09
1.00000000
USD
7.47000000
USD
2023-02-09
XXXX
-8919.36000000
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BD4
10000.00000000
PA
USD
10131.18000000
0.003470119099
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.85000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
200000.00000000
PA
USD
193052.96000000
0.066124258350
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C23
92939HAJ4
500000.00000000
PA
USD
437542.05000000
0.149866355602
Long
ABS-MBS
CORP
US
N
2
2057-10-15
Variable
4.00426700
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
32000.00000000
PA
USD
24219.32000000
0.008295571188
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL GLBL
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2D0
43000.00000000
PA
USD
36413.85000000
0.012472426348
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
1.70000000
N
N
N
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp
017175AD2
2000.00000000
PA
USD
1842.99000000
0.000631258629
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
20000.00000000
PA
USD
17849.74000000
0.006113870614
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
000000000
1700.00000000
NS
22021.08000000
0.007542632773
Long
EC
CORP
JP
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
23145.00000000
NS
124476.69000000
0.042635600139
Long
EC
CORP
IT
N
2
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AQ9
17000.00000000
PA
USD
12270.42000000
0.004202848908
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.75000000
N
N
N
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
110.00000000
NS
USD
6010.40000000
0.002058674689
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
3287.00000000
NS
USD
562307.09000000
0.192600721023
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
16079.00000000
NS
USD
107729.30000000
0.036899305067
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JBCA2
348851.79000000
PA
USD
353645.41000000
0.121130183424
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.50000000
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664100
491.00000000
NS
USD
7924.74000000
0.002714372030
Long
EC
CORP
US
N
1
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAM5
24000.00000000
PA
USD
22893.58000000
0.007841480381
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.20000000
N
N
N
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
48.00000000
NS
USD
7106.88000000
0.002434239646
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WET82
11143.97000000
PA
USD
10460.52000000
0.003582924224
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
5594.00000000
NS
221289.40000000
0.075795768455
Long
EC
CORP
GB
N
2
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AM2
64000.00000000
PA
USD
59811.74000000
0.020486642360
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
4.95000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FBB0
1102725.33000000
PA
USD
50254.83000000
0.017213221503
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.04110700
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
248000.00000000
PA
USD
217581.81000000
0.074525849367
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBN2
69000.00000000
PA
USD
43474.84000000
0.014890947809
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AP6
10000.00000000
PA
USD
10386.21000000
0.003557471656
Long
DBT
CORP
CA
N
2
2039-02-01
Fixed
6.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-5
46653JBM2
149968.93000000
PA
USD
124514.72000000
0.042648626127
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
3.00000000
N
N
N
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
461.00000000
NS
USD
13364.39000000
0.004577554144
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
SWOP IRS USD
000000000
-1737000.00000000
NC
USD
-27764.37000000
-0.00950981727
N/A
DIR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Put
Written
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2033-05-11
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
3.81500000
USD
2023-05-09
XXXX
21826.98000000
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AR0
9000.00000000
PA
USD
7654.45000000
0.002621792638
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.05000000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAH9
30000.00000000
PA
USD
24780.64000000
0.008487833812
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
225.00000000
NS
9848.72000000
0.003373371253
Long
EC
CORP
GB
N
2
N
N
N
MP Materials Corp
N/A
MP Materials Corp
553368101
205.00000000
NS
USD
4977.40000000
0.001704852821
Long
EC
CORP
US
N
1
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
368.00000000
NS
USD
42290.56000000
0.014485309705
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BL3
75000.00000000
PA
USD
68560.84000000
0.023483373147
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
4.60000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
200000.00000000
PA
USD
187355.86000000
0.064172894785
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
Alfa Laval AB
549300UCKT2UK88AG251
Alfa Laval AB
000000000
2009.00000000
NS
58115.03000000
0.019905487373
Long
EC
CORP
SE
N
2
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281A109
1660.00000000
NS
USD
41533.20000000
0.014225899706
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617AT2L6
67759.07000000
PA
USD
66783.91000000
0.022874741306
Long
ABS-MBS
USGA
US
N
2
2047-09-15
Fixed
4.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-5940.53000000
-0.00203474290
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-11
0.00000000
USD
0.00000000
USD
216999.00000000
USD
-5940.53000000
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AP5
19000.00000000
PA
USD
11258.95000000
0.003856401469
Long
DBT
CORP
CA
N
2
2051-06-15
Fixed
4.10000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DD6
38000.00000000
PA
USD
37922.75000000
0.012989252888
Long
DBT
CORP
US
N
2
2027-08-01
Variable
5.11300000
N
N
N
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
338.00000000
NS
32922.70000000
0.011276642017
Long
EC
CORP
SE
N
2
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
41000.00000000
PA
USD
37076.30000000
0.012699327893
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAE7
27000.00000000
PA
USD
22783.62000000
0.007803817020
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.62500000
N
N
N
N
N
N
ROCHE HOLDING AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN
000000000
1305.00000000
NS
410080.01000000
0.140460092017
Long
EC
CORP
CH
N
2
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CT7
18000.00000000
PA
USD
18090.44000000
0.006196314877
Long
DBT
CORP
US
N
2
2027-11-21
Fixed
4.80000000
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBE8
3620090.05000000
PA
USD
150770.05000000
0.051641568913
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Variable
0.84517900
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EL0
19000.00000000
PA
USD
12316.37000000
0.004218587644
Long
DBT
CORP
US
N
2
2061-08-05
Fixed
2.85000000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
197500.00000000
PA
USD
159747.12000000
0.054716383699
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAE4
96000.00000000
PA
USD
90104.66000000
0.030862535422
Long
ABS-O
CORP
US
N
2
2048-11-25
Fixed
4.94000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEQ1
54000.00000000
PA
USD
55778.34000000
0.019105127238
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.30000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBA3
37000.00000000
PA
USD
31577.59000000
0.010815916623
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.90000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
4663.00000000
NS
USD
720620.02000000
0.246825867758
Long
EC
CORP
US
N
1
N
N
N
Casey's General Stores Inc
549300CAFWSI86V66Q65
Casey's General Stores Inc
147528103
41.00000000
NS
USD
9198.35000000
0.003150607334
Long
EC
CORP
US
N
1
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAA3
35813.46000000
PA
USD
33098.61000000
0.011336894490
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
4.01000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
54000.00000000
PA
USD
46926.43000000
0.016073182098
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115Q308
74.00000000
NS
USD
8527.02000000
0.002920664223
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
202773.46000000
PA
USD
200077.40000000
0.068530260752
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
5.57768000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC43
17328HBD2
60000.00000000
PA
USD
52361.83000000
0.017934908507
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.03800000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBV2
37000.00000000
PA
USD
32410.40000000
0.011101169662
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
175000.00000000
PA
USD
159970.25000000
0.054792809907
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DD9
70000.00000000
PA
USD
58504.88000000
0.020039018308
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
3.75000000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313103
83.00000000
NS
USD
5660.60000000
0.001938861630
Long
EC
CORP
US
N
1
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAF8
22000.00000000
PA
USD
21821.12000000
0.007474142724
Long
DBT
CORP
BM
N
2
2033-02-01
Fixed
6.65000000
N
N
N
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
2670.00000000
NS
63115.91000000
0.021618382535
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QNH7
87564.06000000
PA
USD
84299.99000000
0.028874327115
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Fixed
5.00000000
N
N
N
N
N
N
YETI Holdings Inc
549300DSQICIGNT5GO63
YETI Holdings Inc
98585X104
837.00000000
NS
USD
34576.47000000
0.011843089249
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
1722.00000000
NS
USD
536179.14000000
0.183651408275
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
1650.00000000
NS
USD
753225.00000000
0.257993684719
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp
87724P106
2092.00000000
NS
USD
63492.20000000
0.021747268915
Long
EC
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
4452.00000000
NS
111672.05000000
0.038249770864
Long
EC
CORP
FR
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDR4
95000.00000000
PA
USD
83098.27000000
0.028462715484
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
2.35000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAK7
42000.00000000
PA
USD
34409.23000000
0.011785806413
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAL6
45000.00000000
PA
USD
44248.50000000
0.015155940865
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAY5
1018594.61000000
PA
USD
72672.29000000
0.024891621858
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.60365900
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-MINI STANDARD & POOR'S 500 INDEX
000000000
-31.00000000
NC
USD
253413.38000000
0.086798833898
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2023-03-17
-6237963.38000000
USD
253413.38000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
20500.00000000
PA
USD
16713.11000000
0.005724553529
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2020-2 Ltd
53948KAA7
68131.75000000
PA
USD
56620.26000000
0.019393500623
Long
ABS-O
CORP
US
N
2
2047-07-20
Fixed
2.75000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCH6
29000.00000000
PA
USD
25293.94000000
0.008663648686
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
1.87800000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
5843.00000000
NS
USD
496771.86000000
0.170153676027
Long
EC
CORP
US
N
1
N
N
N
Watts Water Technologies Inc
549300REJOO94ERQN318
Watts Water Technologies Inc
942749102
793.00000000
NS
USD
115960.39000000
0.039718607716
Long
EC
CORP
US
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
Everest Re Group Ltd
000000000
18.00000000
NS
USD
5962.86000000
0.002042391347
Long
EC
CORP
BM
N
1
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550101
1961.00000000
NS
USD
19904.15000000
0.006817544558
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
18442.00000000
NS
USD
4422760.44000000
1.514878373056
Long
EC
CORP
US
N
1
N
N
N
CommVault Systems Inc
65T5VRP62VXG39YFML83
CommVault Systems Inc
204166102
124.00000000
NS
USD
7792.16000000
0.002668960895
Long
EC
CORP
US
N
1
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
11000.00000000
PA
USD
6815.50000000
0.002334436533
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
790.00000000
NS
USD
147627.30000000
0.050565118114
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
1713.00000000
NS
USD
505129.44000000
0.173016303874
Long
EC
CORP
US
N
1
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-2
262104AE2
150000.00000000
PA
USD
144385.73000000
0.049454819613
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
0.87000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2007-AR7 Trust
94986KAA4
13978.46000000
PA
USD
12165.59000000
0.004166942667
Long
ABS-MBS
CORP
US
N
2
2037-12-28
Variable
4.33232600
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
897.00000000
NS
USD
238081.74000000
0.081547459745
Long
EC
CORP
US
N
1
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAD3
27000.00000000
PA
USD
21662.72000000
0.007419887754
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBP4
14000.00000000
PA
USD
11973.49000000
0.004101144816
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.20000000
N
N
N
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
British Land Co PLC/The
000000000
9306.00000000
NS
44182.90000000
0.015133471635
Long
EC
CORP
GB
N
2
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
1963.00000000
NS
USD
167836.50000000
0.057487148017
Long
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
12153.00000000
NS
USD
333235.26000000
0.114139324379
Long
EC
CORP
US
N
1
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BS2
42000.00000000
PA
USD
33264.09000000
0.011393574493
Long
DBT
CORP
US
N
2
2031-11-10
Fixed
2.12500000
N
N
N
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
399.00000000
NS
USD
221943.75000000
0.076019895599
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
4908.00000000
NS
USD
381449.76000000
0.130653694603
Long
EC
CORP
IE
N
1
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
SWOP IRS USD
000000000
-1737000.00000000
NC
USD
-75155.40000000
-0.02574213358
N/A
DIR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Call
Written
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2033-05-11
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
3.88000000
USD
2023-05-09
XXXX
-24109.31000000
N
N
N
Victoria's Secret & Co
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400102
272.00000000
NS
USD
9732.16000000
0.003333447268
Long
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
2735.00000000
NS
USD
277684.55000000
0.095112164683
Long
EC
CORP
US
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBM8
56000.00000000
PA
USD
58230.24000000
0.019944948959
Long
DBT
CORP
US
N
2
2033-10-25
Fixed
5.83400000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQY8
100000.00000000
PA
USD
89114.50000000
0.030523387058
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
7.32768000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
5654.00000000
NS
35041.06000000
0.012002220034
Long
EC
CORP
GB
N
2
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
33000.00000000
PA
USD
28775.56000000
0.009856168813
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFZ9
156400.00000000
PA
USD
155569.13000000
0.053285343791
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.87500000
N
N
N
N
N
Valvoline Inc
549300CMHPBEY6VPOT75
Valvoline Inc
92047W101
247.00000000
NS
USD
8064.55000000
0.002762259577
Long
EC
CORP
US
N
1
N
N
N
FTI Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941109
176.00000000
NS
USD
27948.80000000
0.009572988012
Long
EC
CORP
US
N
1
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
Sompo Holdings Inc
000000000
2800.00000000
NS
123880.71000000
0.042431465815
Long
EC
CORP
JP
N
2
N
N
N
Lazard Ltd
254900RIBCDJSUFG1A11
Lazard Ltd
000000000
5063.00000000
NS
USD
175534.21000000
0.060123758016
Long
EC
CORP
US
N
1
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2D3
200000.00000000
PA
USD
172907.22000000
0.059223964688
Long
DBT
CORP
AU
N
2
2027-01-08
Fixed
1.62500000
N
N
N
N
N
N
ASX Ltd
549300VSBVYUCBIQKT71
ASX Ltd
000000000
2219.00000000
NS
102198.88000000
0.035005032527
Long
EC
CORP
AU
N
2
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
3146.00000000
NS
USD
235352.26000000
0.080612561670
Long
EC
CORP
US
N
1
N
N
N
GENTEX CORP
549300S3UD8XV1MN0287
GENTEX CORP
371901109
4247.00000000
NS
USD
115815.69000000
0.039669045253
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
695.00000000
NS
USD
245758.95000000
0.084177048110
Long
EC
CORP
US
N
1
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries Inc
885160101
312.00000000
NS
USD
23552.88000000
0.008067302993
Long
EC
CORP
US
N
1
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCB4
45000.00000000
PA
USD
36725.38000000
0.012579131214
Long
DBT
CORP
US
N
2
2082-03-15
Fixed
3.80000000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
76625.02000000
PA
USD
66468.21000000
0.022766608137
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
230.00000000
NS
USD
63960.70000000
0.021907738949
Long
EC
CORP
US
N
1
N
N
N
UMB Financial Corp
549300MGEH3N3CUCV828
UMB Financial Corp
902788108
4293.00000000
NS
USD
358551.36000000
0.122810563281
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
14000.00000000
PA
USD
8841.45000000
0.003028362393
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
6164.00000000
NS
USD
694867.72000000
0.238005222178
Long
EC
CORP
US
N
1
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
3000.00000000
NS
117480.25000000
0.040239188262
Long
EC
CORP
GB
N
2
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
2557.00000000
NS
USD
182109.54000000
0.062375931822
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
698.00000000
NS
USD
503600.02000000
0.172492448849
Long
EC
CORP
US
N
1
N
N
N
ASGN Inc
LZBNYYCBUKY537072438
ASGN Inc
00191U102
473.00000000
NS
USD
38540.04000000
0.013200686287
Long
EC
CORP
US
N
1
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2006-AR2
17307G6K9
52452.35000000
PA
USD
40907.81000000
0.014011691905
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
3.41171900
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133THQB6
41646.47000000
PA
USD
42124.94000000
0.014428581750
Long
ABS-MBS
USGSE
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAN4
19000.00000000
PA
USD
17313.83000000
0.005930311392
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAD0
18000.00000000
PA
USD
16553.54000000
0.005669897812
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.50000000
N
N
N
N
N
N
American Money Management Corp
549300I1YCI83LUUYL82
AMMC CLO 16 Ltd
00176JAX4
250000.00000000
PA
USD
243888.25000000
0.083536298286
Long
ABS-CBDO
CORP
KY
N
2
2029-04-14
Floating
5.96086000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
25000.00000000
PA
USD
24519.91000000
0.008398528898
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2022-1
69546MAA5
70541.15000000
PA
USD
67754.39000000
0.023207148902
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
2.03000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F032617
1501000.00000000
PA
USD
1363831.45000000
0.467137842107
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
3.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
2288.00000000
NS
USD
602956.64000000
0.206523954036
Long
EC
CORP
US
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
81.00000000
NS
USD
45289.53000000
0.015512513158
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
6534.00000000
NS
USD
418176.00000000
0.143233120383
Long
EC
CORP
US
N
1
N
N
N
Venture Corp Ltd
254900B1NLZC3J1MAE72
Venture Corp Ltd
000000000
5400.00000000
NS
68829.40000000
0.023575359982
Long
EC
CORP
SG
N
2
N
N
N
MKS INSTRUMENTS INC
549300KEQATBHAGVF505
MKS INSTRUMENTS INC
55306N104
317.00000000
NS
USD
26859.41000000
0.009199851512
Long
EC
CORP
US
N
1
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
8477.00000000
NS
136712.16000000
0.046826478016
Long
EC
CORP
GB
N
2
N
N
N
Entain PLC
213800GNI3K45LQR8L28
Entain PLC
000000000
1555.00000000
NS
24763.60000000
0.008481997292
Long
EC
CORP
GB
N
2
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
1700.00000000
NS
97910.98000000
0.033536346383
Long
EC
CORP
JP
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
120000.00000000
PA
USD
89956.22000000
0.030811691939
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
17000.00000000
PA
USD
12687.98000000
0.004345871036
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAC9
16000.00000000
PA
USD
12470.56000000
0.004271400610
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
16000.00000000
PA
USD
13907.71000000
0.004763651430
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
712.00000000
NS
119029.01000000
0.040769667600
Long
EC
CORP
FR
N
2
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
4386.00000000
NS
44527.85000000
0.015251623477
Long
EC
CORP
IT
N
2
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311A105
427.00000000
NS
USD
30449.37000000
0.010429480120
Long
EC
CORP
US
N
1
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
300.00000000
NS
10520.78000000
0.003603564404
Long
EC
CORP
JP
N
2
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAC4
21000.00000000
PA
USD
17131.22000000
0.005867764043
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396QLY3
140181.64000000
PA
USD
140308.13000000
0.048058165162
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Variable
5.53582900
N
N
N
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
833.00000000
NS
89597.67000000
0.030688881842
Long
EC
CORP
FR
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAX5
1214787.61000000
PA
USD
52062.82000000
0.017832491976
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
0.95168000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
4604.00000000
NS
USD
610444.36000000
0.209088638524
Long
EC
CORP
US
N
1
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
1800.00000000
NS
40650.08000000
0.013923414548
Long
EC
CORP
JP
N
2
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
1048.00000000
NS
USD
325204.88000000
0.111388768667
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VME7
1944472.86000000
PA
USD
1805936.42000000
0.618567083360
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.50000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABC5
23000.00000000
PA
USD
22890.89000000
0.007840559006
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A
902494103
6564.00000000
NS
USD
408609.00000000
0.139956243512
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
74000.00000000
PA
USD
54905.07000000
0.018806015890
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
8976.00000000
NS
USD
391443.36000000
0.134076689973
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCQ5
5000.00000000
PA
USD
4608.52000000
0.001578504505
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DL8
11000.00000000
PA
USD
9379.75000000
0.003212740235
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
5000.00000000
PA
USD
3454.16000000
0.001183114562
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AF7
15000.00000000
PA
USD
10535.82000000
0.003608715886
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.75000000
N
N
N
N
N
N
FNB Corp/PA
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
302520101
1024.00000000
NS
USD
13363.20000000
0.004577146546
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP IRS USD
000000000
-434000.00000000
NC
USD
-9714.80000000
-0.00332750114
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2033-12-19
0.00000000
USD
0.00000000
USD
0.00000000
USD
1.00000000
USD
2.94000000
USD
2023-12-16
XXXX
6516.80000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
39000.00000000
PA
USD
32640.09000000
0.011179842794
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.06900000
N
N
N
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
WiseTech Global Ltd
000000000
1481.00000000
NS
50935.29000000
0.017446291810
Long
EC
CORP
AU
N
2
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
Ingevity Corp
45688C107
1749.00000000
NS
USD
123199.56000000
0.042198159169
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CE7
400000.00000000
PA
USD
375928.88000000
0.128762689692
Long
DBT
CORP
GB
N
2
2025-11-07
Fixed
2.63300000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CJ3
19000.00000000
PA
USD
15831.36000000
0.005422537622
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
928.00000000
NS
USD
67159.36000000
0.023003339971
Long
EC
CORP
US
N
1
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
11000.00000000
PA
USD
8607.77000000
0.002948322612
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACA1
143000.00000000
PA
USD
123056.14000000
0.042149035130
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNKY4
12060.54000000
PA
USD
10887.58000000
0.003729200281
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
73000.00000000
PA
USD
49198.28000000
0.016851333318
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
6299.00000000
NS
167307.44000000
0.057305935047
Long
EC
CORP
ES
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDH6
18000.00000000
PA
USD
17191.92000000
0.005888554931
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91200000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBH4
73000.00000000
PA
USD
56837.32000000
0.019467847743
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
1597.00000000
NS
100248.44000000
0.034336970258
Long
EC
CORP
FR
N
2
N
N
Edenred
9695006LOD5B2D7Y0N70
Edenred
000000000
823.00000000
NS
44791.94000000
0.015342079254
Long
EC
CORP
FR
N
2
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
28000.00000000
PA
USD
23341.54000000
0.007994915080
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
177000.00000000
PA
USD
161955.20000000
0.055472692498
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAT9
90000.00000000
PA
USD
78439.64000000
0.026867047365
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.04790000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJC35
190391.95000000
PA
USD
194605.94000000
0.066656183117
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
45000.00000000
PA
USD
44762.44000000
0.015331974951
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.73700000
N
N
N
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
32006.00000000
NS
81085.39000000
0.027773266345
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1EY6
385474.59000000
PA
USD
362347.89000000
0.124110945987
Long
ABS-MBS
USGSE
US
N
2
2047-12-25
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TM0
1674000.00000000
PA
USD
1639473.75000000
0.561550497875
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEB3
33000.00000000
PA
USD
34516.26000000
0.011822466195
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.50000000
N
N
N
N
N
N
GEORGIA POWER COMPANY
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334FS5
33000.00000000
PA
USD
33110.34000000
0.011340912235
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.75000000
N
N
N
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
127.00000000
NS
USD
13967.46000000
0.004784116925
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-3691.70000000
-0.00126447646
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
280000.00000000
USD
-3691.70000000
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
4500.00000000
NS
26958.83000000
0.009233904726
Long
EC
CORP
HK
N
2
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc
50212V100
262.00000000
NS
USD
56636.54000000
0.019399076828
Long
EC
CORP
US
N
1
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's Co/The
95058W100
17462.00000000
NS
USD
395165.06000000
0.135351442001
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2018-2
03066LAG3
98817.12000000
PA
USD
98651.84000000
0.033790104823
Long
ABS-O
CORP
US
N
2
2024-07-18
Fixed
4.01000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAF4
17000.00000000
PA
USD
12534.66000000
0.004293356062
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.30000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C17
46640UAQ5
100000.00000000
PA
USD
81331.58000000
0.027857591036
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Variable
3.86700000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BC5
14000.00000000
PA
USD
11674.59000000
0.003998765961
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.35000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
206000.00000000
PA
USD
204513.29000000
0.070049636245
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5M74
1034026.25000000
PA
USD
916554.52000000
0.313937107584
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BC7
74000.00000000
PA
USD
62132.62000000
0.021281587274
Long
DBT
CORP
US
N
2
2047-02-12
Floating
6.73114000
N
N
N
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia Inc
78709Y105
541.00000000
NS
USD
113436.88000000
0.038854258228
Long
EC
CORP
US
N
1
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BQ7
13000.00000000
PA
USD
11292.85000000
0.003868012854
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CG6
55000.00000000
PA
USD
45777.74000000
0.015679734237
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.37500000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
508.00000000
NS
26131.91000000
0.008950669122
Long
EC
CORP
AT
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
168000.00000000
PA
USD
133216.09000000
0.045629008494
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
832.00000000
NS
21949.87000000
0.007518242013
Long
EC
CORP
LU
N
2
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEA5
20000.00000000
PA
USD
20461.33000000
0.007008389154
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.35000000
N
N
N
N
N
N
Benefit Street Partners CLO Lt
N/A
Benefit Street Partners Clo XXII Ltd
08186UAL6
500000.00000000
PA
USD
482768.00000000
0.165357091419
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
5.31332000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR4 Trust
94983PAF5
9086.54000000
PA
USD
8483.85000000
0.002905877688
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
2.87882500
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAJ3
99000.00000000
PA
USD
75537.75000000
0.025873095632
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
2.54200000
N
N
N
N
N
N
Homebanc Mortgage Trust
N/A
HomeBanc Mortgage Trust 2004-1
43739EAB3
22446.88000000
PA
USD
21246.08000000
0.007277180742
Long
ABS-MBS
CORP
US
N
2
2029-08-25
Floating
5.24871000
N
N
N
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines 2016-2 Class AA Pass Through Trust
023765AA8
1439.00000000
PA
USD
1251.13000000
0.000428535482
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.20000000
N
N
N
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd
50188YAE4
243199.03000000
PA
USD
239554.21000000
0.082051808328
Long
ABS-CBDO
CORP
KY
N
2
2030-03-20
Floating
5.22257000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
12000.00000000
PA
USD
11942.11000000
0.004090396577
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
CISCO SYSTEMS INC
17275R102
21736.00000000
NS
USD
1035503.04000000
0.354679205851
Long
EC
CORP
US
N
1
N
N
N
RXO Inc
549300KL8CA6GP8XPM30
RXO Inc
74982T103
347.00000000
NS
USD
5968.40000000
0.002044288901
Long
EC
CORP
US
N
1
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAT8
69000.00000000
PA
USD
47827.32000000
0.016381753814
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HMU5
1613.96000000
PA
USD
1666.51000000
0.000570810920
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
6.50000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
3183.00000000
NS
USD
435370.74000000
0.149122641218
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
3710.00000000
NS
USD
497511.00000000
0.170406845336
Long
EC
CORP
US
N
1
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DD4
8000.00000000
PA
USD
6481.37000000
0.002219990744
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust
93364FAD3
53535.83000000
PA
USD
44793.68000000
0.015342675236
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
3.36749900
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
439500.00000000
NC
USD
-460.31000000
-0.00015766480
N/A
DIR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2062-06-07
0.00000000
USD
0.00000000
USD
0.00000000
USD
1.00000000
USD
0.00000000
USD
2027-06-03
XXXX
-460.32000000
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
000000000
9378.00000000
NS
29027.21000000
0.009942363656
Long
EC
CORP
NL
N
2
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AN5
75000.00000000
PA
USD
51100.84000000
0.017502995789
Long
DBT
CORP
US
N
2
2040-07-16
Fixed
2.37500000
N
N
N
N
N
N
MEDTRONIC GLOB HLDS
N/A
MEDTRONIC GLOB HLDS
000000000
2000000.00000000
PA
USD
1998524.34000000
0.684532056792
Long
DBT
CORP
US
N
2
2023-01-05
None
0.00000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
3577.00000000
NS
USD
299037.20000000
0.102425847649
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
20839.76000000
PA
USD
18350.07000000
0.006285243020
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Variable
3.68230900
N
N
N
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
13537.00000000
NS
121897.26000000
0.041752097002
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEWE5
21486.60000000
PA
USD
20170.67000000
0.006908832654
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAX2
39853.33000000
PA
USD
40083.84000000
0.013729466732
Long
ABS-MBS
CORP
US
N
2
2025-05-25
Floating
8.38871000
N
N
N
N
N
N
Robert Half International Inc
529900VPCUY9H3HLIC08
Robert Half International Inc
770323103
1441.00000000
NS
USD
106389.03000000
0.036440237463
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
1405.00000000
NS
USD
177535.80000000
0.060809340119
Long
EC
CORP
US
N
1
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
Telia Co AB
000000000
23527.00000000
NS
60117.83000000
0.020591483924
Long
EC
CORP
SE
N
2
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DB1
40000.00000000
PA
USD
33752.65000000
0.011560915453
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.10000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A
20030N101
8256.00000000
NS
USD
288712.32000000
0.098889382668
Long
EC
CORP
US
N
1
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings Inc
302081104
208.00000000
NS
USD
35241.44000000
0.012070853941
Long
EC
CORP
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
6553.00000000
NS
182536.68000000
0.062522235281
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QPD27
18407.79000000
PA
USD
16609.94000000
0.005689215869
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
Sunrun Inc
54930007SJ77CI66U531
Sunrun Inc
86771W105
240.00000000
NS
USD
5764.80000000
0.001974552084
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
2777.00000000
NS
USD
289030.16000000
0.098998248827
Long
EC
CORP
US
N
1
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol Issuer LLC
86745NAA6
90834.12000000
PA
USD
75693.65000000
0.025926494305
Long
ABS-O
CORP
US
N
2
2055-02-01
Fixed
3.35000000
N
N
N
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
000000000
10700.00000000
NS
58028.02000000
0.019875684817
Long
EC
CORP
SG
N
2
N
N
N
Renaissance Home Equity Loan T
N/A
Renaissance Home Equity Loan Trust 2005-3
75970NBE6
63020.46000000
PA
USD
61908.24000000
0.021204732917
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.14000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BU5
16000.00000000
PA
USD
16366.34000000
0.005605778302
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
21000.00000000
PA
USD
16940.97000000
0.005802599851
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAK6
60000.00000000
PA
USD
60667.93000000
0.020779903488
Long
DBT
CORP
US
N
2
2033-04-22
Fixed
6.20000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
10516.00000000
NS
USD
475638.68000000
0.162915165651
Long
EC
CORP
US
N
1
N
N
N
USS Co Ltd
5299000RRQD6UZXG4W72
USS Co Ltd
000000000
600.00000000
NS
9520.25000000
0.003260864120
Long
EC
CORP
JP
N
2
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BL3
9000.00000000
PA
USD
8836.71000000
0.003026738854
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.20000000
N
N
N
N
N
N
Insperity Inc
5299000Q0KW7HY5DB751
Insperity Inc
45778Q107
369.00000000
NS
USD
41918.40000000
0.014357837928
Long
EC
CORP
US
N
1
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP
303250104
97.00000000
NS
USD
58062.26000000
0.019887412659
Long
EC
CORP
US
N
1
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical Inc
82489T104
606.00000000
NS
USD
124599.66000000
0.042677719669
Long
EC
CORP
US
N
1
N
N
N
RIO TINTO LTD
529900X2VMAQT2PE0V24
RIO TINTO LTD
000000000
2672.00000000
NS
210889.50000000
0.072233607718
Long
EC
CORP
AU
N
2
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
5474.00000000
NS
USD
533058.12000000
0.182582400409
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust 2018-A-GS
20269DAA3
21083.92000000
PA
USD
19548.54000000
0.006695741465
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
3.21000000
N
N
N
N
N
N
Primerica Inc
254900621R686KJR7022
Primerica Inc
74164M108
56.00000000
NS
USD
7941.92000000
0.002720256503
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
18826.00000000
NS
USD
1581384.00000000
0.541653669376
Long
EC
CORP
US
N
1
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAD8
70000.00000000
PA
USD
54877.03000000
0.018796411664
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
BellRing Brands Inc
549300S3BOK5CMTS8054
BellRing Brands Inc
07831C103
1343.00000000
NS
USD
34434.52000000
0.011794468712
Long
EC
CORP
US
N
1
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAE0
24000.00000000
PA
USD
18974.06000000
0.006498971294
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.50000000
N
N
N
N
N
N
Nihon M&A Center Holdings Inc
N/A
Nihon M&A Center Holdings Inc
000000000
1000.00000000
NS
12304.75000000
0.004214607576
Long
EC
CORP
JP
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
2202.00000000
NS
299065.87000000
0.102435667662
Long
EC
CORP
DK
N
2
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
7000.00000000
PA
USD
5972.84000000
0.002045809684
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHG8
782898.96000000
PA
USD
81777.75000000
0.028010412626
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Variable
1.32360400
N
N
N
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
342.00000000
NS
39080.83000000
0.013385917001
Long
EC
CORP
DE
N
2
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-4
91682NAA1
57189.29000000
PA
USD
55373.41000000
0.018966431121
Long
ABS-O
CORP
US
N
2
2031-09-20
Fixed
0.84000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAR3
18000.00000000
PA
USD
16364.22000000
0.005605052162
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.95000000
N
N
N
N
N
N
Sensata Technologies Holding P
529900MS7KFYCY9MS037
Sensata Technologies Holding PLC
000000000
2148.00000000
NS
USD
86736.24000000
0.029708788418
Long
EC
CORP
US
N
1
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
8119.00000000
NS
21294.77000000
0.007293857980
Long
EC
CORP
GB
N
2
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CJ5
11000.00000000
PA
USD
7661.35000000
0.002624156017
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
4.10000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
18000.00000000
PA
USD
16538.84000000
0.005664862786
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.59100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5NC2
816132.91000000
PA
USD
697944.51000000
0.239059080439
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGD7
585000.00000000
PA
USD
583011.91000000
0.199692510068
Long
DBT
UST
US
N
2
2024-12-31
Fixed
4.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
5000.00000000
PA
USD
3387.25000000
0.001160196632
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
13137.00000000
NS
USD
945207.15000000
0.323751170568
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd
55821UAE4
250000.00000000
PA
USD
238743.25000000
0.081774039323
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
6.22657000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FZ6
76000.00000000
PA
USD
57461.70000000
0.019681709599
Long
DBT
CORP
US
N
2
2053-02-14
Fixed
3.50000000
N
N
N
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
4900.00000000
NS
148601.79000000
0.050898899210
Long
EC
CORP
JP
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-7521.66000000
-0.00257630957
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
260000.00000000
USD
-7521.66000000
N
N
N
Coca-Cola Consolidated Inc
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated Inc
191098102
66.00000000
NS
USD
33815.76000000
0.011582531811
Long
EC
CORP
US
N
1
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
262171.00000000
NS
60758.54000000
0.020810939112
Long
EC
CORP
IT
N
2
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAS2
75000.00000000
PA
USD
63011.02000000
0.021582455743
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.12500000
N
N
N
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
8900.00000000
NS
190125.30000000
0.065121479910
Long
EC
CORP
JP
N
2
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
1780.00000000
NS
USD
36757.00000000
0.012589961657
Long
EC
CORP
US
N
1
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
ICE US MINI MSCI EAFE INDEX
000000000
-33.00000000
NC
USD
116592.30000000
0.039935048739
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EAFE INDEX
2023-03-17
-3333102.30000000
USD
116592.30000000
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAM7
27000.00000000
PA
USD
26244.53000000
0.008989243583
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise Inc
05464C101
112.00000000
NS
USD
18584.16000000
0.006365423234
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
SWOP IRS USD
000000000
-868000.00000000
NC
USD
-10589.43000000
-0.00362707831
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Written
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2033-06-09
0.00000000
USD
0.00000000
USD
0.00000000
USD
1.00000000
USD
2.99500000
USD
2023-06-07
XXXX
16014.77000000
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAC3
52000.00000000
PA
USD
49113.05000000
0.016822140445
Long
DBT
CORP
GB
N
2
2032-04-27
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R01
20754CAB5
58061.76000000
PA
USD
57697.77000000
0.019762568000
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
6.43871000
N
N
N
N
N
N
Rockland Park CLO Ltd
N/A
Rockland Park CLO Ltd
773663AE9
250000.00000000
PA
USD
234221.75000000
0.080225340799
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
6.14257000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
1686.45000000
PA
USD
1608.11000000
0.000550807825
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAJ1
17000.00000000
PA
USD
14274.16000000
0.004889167426
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.00000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAM0
25000.00000000
PA
USD
19839.36000000
0.006795352768
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
3.55000000
N
N
N
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498101
2755.00000000
NS
USD
79178.70000000
0.027120189271
Long
EC
CORP
US
N
1
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWL9
25000.00000000
PA
USD
24365.31000000
0.008345575500
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.35000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBB9
10000.00000000
PA
USD
8372.72000000
0.002867813580
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395GJR4
9687.96000000
PA
USD
9780.76000000
0.003350093679
Long
ABS-MBS
USGSE
US
N
2
2034-09-15
Fixed
5.50000000
N
N
N
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
2784.00000000
NS
USD
140285.76000000
0.048050503018
Long
EC
CORP
US
N
1
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAD1
18000.00000000
PA
USD
16157.93000000
0.005534393970
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.06100000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EP1
21000.00000000
PA
USD
19127.33000000
0.006551469143
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
3.35000000
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
43000.00000000
PA
USD
39884.66000000
0.013661243847
Long
DBT
CORP
US
N
2
2043-04-30
Fixed
4.75000000
N
N
N
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
000000000
257.00000000
NS
USD
33320.05000000
0.011412741842
Long
EC
CORP
IL
N
1
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AN5
5000.00000000
PA
USD
4441.15000000
0.001521177142
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.40000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
1269.00000000
NS
USD
82332.72000000
0.028200500256
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKQ1
56000.00000000
PA
USD
51381.64000000
0.017599175054
Long
DBT
CORP
US
N
2
2033-04-27
Fixed
4.57100000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
100000.00000000
PA
USD
90244.44000000
0.030910412693
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
17000.00000000
PA
USD
11599.28000000
0.003972970874
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
Inari Medical Inc
N/A
Inari Medical Inc
45332Y109
445.00000000
NS
USD
28284.20000000
0.009687868800
Long
EC
CORP
US
N
1
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
194500.00000000
PA
USD
168628.04000000
0.057758265307
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AQ9
11000.00000000
PA
USD
8553.75000000
0.002929819749
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
Performance Food Group Co
549300EUK8GR9IT1YK57
Performance Food Group Co
71377A103
931.00000000
NS
USD
54361.09000000
0.018619692541
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
45000.00000000
PA
USD
40618.59000000
0.013912628633
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines 2017-2 Class AA Pass Through Trust
02376AAA7
8320.94000000
PA
USD
7203.31000000
0.002467268729
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
3400.00000000
NS
60278.82000000
0.020646626017
Long
EC
CORP
JP
N
2
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
4816.00000000
NS
79974.78000000
0.027392861597
Long
EC
CORP
IT
N
2
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
6607.00000000
NS
USD
773085.07000000
0.264796131050
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAF4
1116423.82000000
PA
USD
40948.92000000
0.014025772851
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
1.03968000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
7091.00000000
NS
USD
219679.18000000
0.075244237915
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
5000.00000000
PA
USD
3967.63000000
0.001358987664
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DC6
50000.00000000
PA
USD
48349.20000000
0.016560507499
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAP7
22000.00000000
PA
USD
15223.41000000
0.005214303348
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL
817565104
1012.00000000
NS
USD
69969.68000000
0.023965927261
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
9000.00000000
PA
USD
8246.63000000
0.002824625391
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
12711.74000000
0.004354009282
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
521000.00000000
USD
12711.74000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-6700.21000000
-0.00229494754
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-11
0.00000000
USD
0.00000000
USD
216998.00000000
USD
-6700.21000000
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAA0
32615.97000000
PA
USD
29342.76000000
0.010050445447
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EN6
28000.00000000
PA
USD
22752.84000000
0.007793274293
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.25000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAK0
81000.00000000
PA
USD
58138.51000000
0.019913529714
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd
078774AC0
500000.00000000
PA
USD
419191.55000000
0.143580965299
Long
ABS-MBS
CORP
BM
N
2
2032-01-26
Floating
7.62768000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300EJIXF1G1X7PN20
Commonbond Student Loan Trust 2018-BGS
20268MAC0
44922.87000000
PA
USD
42144.37000000
0.014435236889
Long
ABS-O
CORP
US
N
2
2045-09-25
Fixed
3.99000000
N
N
N
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
9374.00000000
NS
86356.16000000
0.029578603892
Long
EC
CORP
GB
N
2
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCH6
34000.00000000
PA
USD
35371.31000000
0.012115336851
Long
DBT
CORP
US
N
2
2029-11-09
Fixed
6.15000000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
1064.00000000
NS
USD
360802.40000000
0.123581586685
Long
EC
CORP
US
N
1
N
N
N
Medpace Holdings Inc
549300H8TYEUVTW14A54
Medpace Holdings Inc
58506Q109
285.00000000
NS
USD
60536.85000000
0.020735006130
Long
EC
CORP
US
N
1
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
10676.00000000
NS
USD
622731.08000000
0.213297070487
Long
EC
CORP
US
N
1
N
N
N
Five Guys Funding, LLC
549300LV8X8T05G1H175
Five Guys Funding LLC
33830JAA3
98750.00000000
PA
USD
92740.35000000
0.031765308664
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.60000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2022-REV1
34528EAC5
100000.00000000
PA
USD
96062.13000000
0.032903080594
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
4.67000000
N
N
N
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
122.00000000
NS
USD
13810.40000000
0.004730320931
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
81000.00000000
PA
USD
76655.68000000
0.026256007617
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.40600000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAR8
20000.00000000
PA
USD
16535.99000000
0.005663886608
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.00000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
1023.00000000
NS
53917.77000000
0.018467847129
Long
EC
CORP
FR
N
2
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CK0
39000.00000000
PA
USD
35605.43000000
0.012195527341
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.50000000
N
N
N
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
135.00000000
NS
USD
44244.90000000
0.015154707797
Long
EC
CORP
US
N
1
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CP2
40000.00000000
PA
USD
34188.22000000
0.011710106345
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.27200000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
6000.00000000
PA
USD
4379.33000000
0.001500002633
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
MACOM Technology Solutions Hol
N/A
MACOM Technology Solutions Holdings Inc
55405Y100
448.00000000
NS
USD
28215.04000000
0.009664180203
Long
EC
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBT6
13000.00000000
PA
USD
11184.03000000
0.003830739964
Long
DBT
CORP
GB
N
2
2059-06-19
Fixed
5.12500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
31.00000000
NC
USD
1864.51000000
0.000638629632
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-03-31
6355557.37000000
USD
1864.51000000
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAP9
6000.00000000
PA
USD
4684.11000000
0.001604395497
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
3.75000000
N
N
N
N
N
N
Donaldson Co Inc
OZE6KXY9QQPR8EJ8WL20
Donaldson Co Inc
257651109
832.00000000
NS
USD
48979.84000000
0.016776513523
Long
EC
CORP
US
N
1
N
N
N
REINSURANCE GROUP OF AMERICA INC
LORM1GNEU1DKEW527V90
REINSURANCE GROUP OF AMERICA
759351604
600.00000000
NS
USD
85254.00000000
0.029201093427
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFG8
1184455.45000000
PA
USD
1031093.26000000
0.353168773522
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEUR8
15673.95000000
PA
USD
14713.07000000
0.005039502330
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAE4
56000.00000000
PA
USD
48326.33000000
0.016552674095
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
50000.00000000
PA
USD
48978.70000000
0.016776123051
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
Avient Corp
05368V106
1335.00000000
NS
USD
45069.60000000
0.015437183010
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
12000.00000000
PA
USD
10321.52000000
0.003535314118
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
abrdn plc
0TMBS544NMO7GLCE7H90
abrdn plc
000000000
6157.00000000
NS
13991.21000000
0.004792251746
Long
EC
CORP
GB
N
2
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
57000.00000000
PA
USD
52564.00000000
0.018004155522
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
1670.00000000
NS
USD
118236.00000000
0.040498046807
Long
EC
CORP
US
N
1
N
N
N
Bear Stearns Mortgage Funding
N/A
Bear Stearns Mortgage Funding Trust 2006-AR5
07401NAP4
38667.77000000
PA
USD
32902.69000000
0.011269788217
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
4.57871000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
20011.00000000
NS
USD
1025363.64000000
0.351206271247
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
56000.00000000
PA
USD
43096.99000000
0.014761527100
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NZ4
38000.00000000
PA
USD
35206.63000000
0.012058930864
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.15000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
8853.00000000
NS
USD
737100.78000000
0.252470837055
Long
EC
CORP
US
N
1
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWE5
26000.00000000
PA
USD
24081.81000000
0.008248471434
Long
DBT
CORP
US
N
2
2029-04-18
Fixed
3.35000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2013-CCRE13 Mortgage Trust
12630BBF4
177000.00000000
PA
USD
166802.82000000
0.057133093236
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
4.87628800
N
N
N
N
N
N
Electrolux AB
549300Y3HHZB1ZGFPJ93
Electrolux AB
000000000
3028.00000000
NS
40911.08000000
0.014012811942
Long
EC
CORP
SE
N
2
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
7000.00000000
NS
159663.05000000
0.054687588148
Long
EC
CORP
JP
N
2
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
10006.87000000
PA
USD
9311.95000000
0.003189517464
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
26000.00000000
PA
USD
22831.25000000
0.007820131188
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
1100.00000000
NS
20104.67000000
0.006886226417
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419EC98
15518.63000000
PA
USD
15398.62000000
0.005274316058
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
000000000
771.00000000
NS
12895.66000000
0.004417005330
Long
EC
CORP
FR
N
2
N
N
N
GameStop Corp
549300505KLOET039L77
GameStop Corp
36467W109
538.00000000
NS
USD
9931.48000000
0.003401718105
Long
EC
CORP
US
N
1
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
783549108
446.00000000
NS
USD
37272.22000000
0.012766434167
Long
EC
CORP
US
N
1
N
N
N
Calix Inc
5299002RQRZ4SXSCSJ58
Calix Inc
13100M509
1342.00000000
NS
USD
91833.06000000
0.031454544828
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBE2
25000.00000000
PA
USD
24327.83000000
0.008332737897
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.75000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GK2F2
77737.37000000
PA
USD
74810.48000000
0.025623992022
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AS9
10000.00000000
PA
USD
9682.20000000
0.003316335031
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
3.62500000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
1381.00000000
NS
USD
57421.98000000
0.019668104754
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-MINI RUSSELL 2000 INDEX
000000000
65.00000000
NC
USD
-206030.18000000
-0.07056919951
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL 2000 INDEX
2023-03-17
5961455.18000000
USD
-206030.18000000
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd
000000000
602.00000000
NS
USD
23405.76000000
0.008016911634
Long
EC
CORP
US
N
1
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660107
1040.00000000
NS
USD
33519.20000000
0.011480954451
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corp
529900JUV61FH7B8VW38
Ares Management Corp
03990B101
786.00000000
NS
USD
53793.84000000
0.018425398780
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
838.00000000
NS
USD
110456.78000000
0.037833518104
Long
EC
CORP
US
N
1
N
N
N
ADOBE SYSTEMS INC
FU4LY2G4933NH2E1CP29
ADOBE SYSTEMS INC
00724F101
2086.00000000
NS
USD
702001.58000000
0.240448702980
Long
EC
CORP
US
N
1
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
928856301
7252.00000000
NS
130997.21000000
0.044869000492
Long
EC
CORP
SE
N
2
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
1818.00000000
NS
250612.78000000
0.085839575890
Long
EC
CORP
DE
N
2
N
N
N
DICK'S SPORTING GOODS INC
529900SSBV5I4LWSK313
DICK'S SPORTING GOODS INC
253393102
1715.00000000
NS
USD
206297.35000000
0.070660710244
Long
EC
CORP
US
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAL7
54000.00000000
PA
USD
50986.19000000
0.017463726015
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.40000000
N
N
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block Inc
093671105
145.00000000
NS
USD
5293.95000000
0.001813277131
Long
EC
CORP
US
N
1
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
22000.00000000
PA
USD
18830.42000000
0.006449771901
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKG3
20000.00000000
PA
USD
19183.82000000
0.006570818027
Long
DBT
CORP
US
N
2
2025-02-04
Fixed
1.84300000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
28000.00000000
PA
USD
19955.67000000
0.006835191123
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
Westinghouse Air Brake Technol
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
3976.00000000
NS
USD
396844.56000000
0.135926702240
Long
EC
CORP
US
N
1
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
524.00000000
NS
54828.71000000
0.018779861158
Long
EC
CORP
NL
N
2
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
479.00000000
NS
USD
23892.52000000
0.008183636060
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-6282.12000000
-0.00215174388
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
195000.00000000
USD
-6282.12000000
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAN1
20000.00000000
PA
USD
21413.35000000
0.007334473853
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
5.95000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DH3
18000.00000000
PA
USD
19652.54000000
0.006731363415
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
6.90000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-8798.50000000
-0.00301365121
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
260000.00000000
USD
-8798.50000000
N
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
Hancock Whitney Corp
410120109
5391.00000000
NS
USD
260870.49000000
0.089353033887
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNQS5
473368.54000000
PA
USD
403574.13000000
0.138231706138
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CD1
12000.00000000
PA
USD
9359.02000000
0.003205639822
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBP9
34000.00000000
PA
USD
33714.77000000
0.011547940843
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.62500000
N
N
N
N
N
N
Gates Industrial Corp PLC
549300S6K4FWUSB9KM27
Gates Industrial Corp PLC
000000000
1264.00000000
NS
USD
14422.24000000
0.004939887602
Long
EC
CORP
US
N
1
N
N
N
Textainer Marine Containers Li
549300Q7RHLEMSLA9Y26
Textainer Marine Containers Ltd
88315LAS7
89333.44000000
PA
USD
73147.05000000
0.025054236059
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
1.94000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
4808.00000000
NS
USD
335309.92000000
0.114849934327
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBE2
20000.00000000
PA
USD
18519.33000000
0.006343217744
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H040616
1559000.00000000
PA
USD
1475453.10000000
0.505370350027
Long
ABS-MBS
USGA
US
N
2
2053-01-15
Fixed
4.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
6390.00000000
NS
USD
595484.10000000
0.203964468984
Long
EC
CORP
US
N
1
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
538.00000000
NS
11451.03000000
0.003922192470
Long
EC
CORP
NL
N
2
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
101500.00000000
NS
59198.68000000
0.020276657816
Long
EC
CORP
HK
N
2
N
N
N
Euronet Worldwide Inc
YG3575C4DSHJPA5KET68
Euronet Worldwide Inc
298736109
68.00000000
NS
USD
6417.84000000
0.002198230528
Long
EC
CORP
US
N
1
N
N
N
Dexus
N/A
Dexus
000000000
13941.00000000
NS
73191.25000000
0.025069375388
Long
EC
CORP
AU
N
2
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
605.00000000
NS
USD
47764.75000000
0.016360322416
Long
EC
CORP
SE
N
1
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
000000000
2600.00000000
NS
73605.71000000
0.025211335708
Long
EC
CORP
JP
N
2
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
000000000
2710.00000000
NS
84234.61000000
0.028851933240
Long
EC
CORP
NO
N
2
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKD6
21000.00000000
PA
USD
20608.15000000
0.007058677757
Long
DBT
CORP
US
N
2
2029-06-29
Fixed
4.45000000
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJK6
36000.00000000
PA
USD
32041.06000000
0.010974663787
Long
DBT
CORP
US
N
2
2026-10-24
Fixed
1.19700000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L3
61691UBF5
3337279.22450000
PA
USD
112295.61000000
0.038463351855
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
0.63716700
N
N
N
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
2777.00000000
NS
USD
207191.97000000
0.070967134368
Long
EC
CORP
US
N
1
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
34.00000000
NS
USD
5677.66000000
0.001944705000
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
1061.00000000
NS
USD
48243.67000000
0.016524361495
Long
EC
CORP
US
N
1
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
000000000
7234.00000000
NS
125027.54000000
0.042824276591
Long
EC
CORP
GB
N
2
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AQ2
4000.00000000
PA
USD
3531.30000000
0.001209536458
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.35000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713AZ9
6000.00000000
PA
USD
5376.38000000
0.001841510951
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.15000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
14000.00000000
PA
USD
10037.82000000
0.003438141549
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.06800000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
191.00000000
NS
138988.90000000
0.047606304153
Long
EC
CORP
FR
N
2
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837103
751.00000000
NS
USD
29702.05000000
0.010173509008
Long
EC
CORP
US
N
1
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
34.00000000
NS
47200.32000000
0.016166994559
Long
EC
CORP
NL
N
2
N
N
N
Sumitomo Mitsui Financial Grou
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
5200.00000000
NS
209208.68000000
0.071657895354
Long
EC
CORP
JP
N
2
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
2356.00000000
NS
USD
68842.32000000
0.023579785324
Long
EC
CORP
US
N
1
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
2058.00000000
NS
12815.96000000
0.004389706586
Long
EC
CORP
GB
N
2
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
24037.00000000
NS
116551.13000000
0.039920947242
Long
EC
CORP
IT
N
2
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
5000.00000000
NS
69691.49000000
0.023870641971
Long
EC
CORP
JP
N
2
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BZ8
56000.00000000
PA
USD
45874.79000000
0.015712975681
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCW4
57000.00000000
PA
USD
51644.11000000
0.017689075950
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.94700000
N
N
N
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
13938.00000000
NS
USD
311932.44000000
0.106842709122
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
19000.00000000
PA
USD
17713.14000000
0.006067082553
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Kobayashi Pharmaceutical Co Lt
529900WBSL04KD6TKP95
Kobayashi Pharmaceutical Co Ltd
000000000
900.00000000
NS
61688.34000000
0.021129413044
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
36153.57000000
PA
USD
33998.54000000
0.011645137388
Long
ABS-MBS
CORP
US
N
2
2045-08-25
Floating
5.40871000
N
N
N
N
N
N
Harley-Davidson Inc
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc
412822108
1192.00000000
NS
USD
49587.20000000
0.016984545710
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
2343.00000000
NS
USD
89034.00000000
0.030495814298
Long
EC
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAC5
8000.00000000
PA
USD
7935.99000000
0.002718225366
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.87500000
N
N
N
N
N
Coherent Corp
549300O5C25A0MMHHU33
Coherent Corp
19247G107
841.00000000
NS
USD
29519.10000000
0.010110845203
Long
EC
CORP
US
N
1
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BY4
16000.00000000
PA
USD
17293.18000000
0.005923238379
Long
DBT
CORP
US
N
2
2063-11-15
Fixed
5.90000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
7426.00000000
NS
USD
1341581.16000000
0.459516700611
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBY5
175000.00000000
PA
USD
155130.56000000
0.053135125343
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.87500000
N
N
N
N
N
N
Fluor Corp
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp
343412102
1431.00000000
NS
USD
49598.46000000
0.016988402471
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
1050.00000000
NS
USD
100075.50000000
0.034277735066
Long
EC
CORP
US
N
1
N
N
N
Bezeq The Israeli Telecommunic
213800XCGZCFSWY9U863
Bezeq The Israeli Telecommunication Corp Ltd
000000000
22294.00000000
NS
38245.59000000
0.013099831641
Long
EC
CORP
IL
N
2
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AD7
30000.00000000
PA
USD
25583.57000000
0.008762852391
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
3.87500000
N
N
N
N
N
N
Octagon Investment Partners 32
N/A
Octagon Investment Partners 32 Ltd
67578BAC0
250000.00000000
PA
USD
240587.25000000
0.082405643896
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
5.27914000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AU0
59000.00000000
PA
USD
47302.77000000
0.016202085604
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K9EE5
541002.16000000
PA
USD
478235.27000000
0.163804546410
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBR6
33000.00000000
PA
USD
28904.12000000
0.009900203023
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.18200000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
1281.00000000
NS
USD
150555.93000000
0.051568228798
Long
EC
CORP
US
N
1
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
55000.00000000
PA
USD
52607.26000000
0.018018972883
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
1864.00000000
NS
USD
538285.92000000
0.184373019925
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
17000.00000000
PA
USD
15022.23000000
0.005145395426
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CA2
131000.00000000
PA
USD
98272.03000000
0.033660012777
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.87500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
-1737000.00000000
NC
USD
-29082.86000000
-0.00996142482
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
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2033-05-12
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
3.79000000
USD
2023-05-10
XXXX
21029.59000000
N
N
N
ACS Actividades de Construccio
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
3826.00000000
NS
109475.16000000
0.037497294850
Long
EC
CORP
ES
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSSU8
270927.39000000
PA
USD
265518.11000000
0.090944930875
Long
ABS-MBS
USGSE
US
N
2
2056-11-15
Fixed
5.00000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
1089.00000000
NS
147363.53000000
0.050474771944
Long
EC
CORP
GB
N
2
N
N
N
FACEBOOK INC-A
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC
30303M102
2788.00000000
NS
USD
335507.92000000
0.114917753039
Long
EC
CORP
US
N
1
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust 2015-2
42770UAA1
13189.32120000
PA
USD
12505.04000000
0.004283210657
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
3.99000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
15000.00000000
PA
USD
12972.39000000
0.004443286794
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
1959.00000000
NS
USD
285152.04000000
0.097669920016
Long
EC
CORP
US
N
1
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
6000.00000000
PA
USD
5344.32000000
0.001830529800
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNEN8
945410.43000000
PA
USD
775950.50000000
0.265777594549
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBL2
112000.00000000
PA
USD
93732.31000000
0.032105073562
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBL3
38000.00000000
PA
USD
37508.99000000
0.012847532331
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
35000.00000000
PA
USD
30358.80000000
0.010398458197
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
577.00000000
NS
USD
242513.10000000
0.083065283629
Long
EC
CORP
US
N
1
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle Inc
22822V101
1038.00000000
NS
USD
140794.32000000
0.048224694353
Long
EC
CORP
US
N
1
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-C Trust
78490DAB0
33073.13000000
PA
USD
31954.38000000
0.010944974262
Long
ABS-O
CORP
US
N
2
2048-01-25
Fixed
3.59000000
N
N
N
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
5000.00000000
NS
75700.39000000
0.025928802881
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BAPA4
575714.02000000
PA
USD
547123.03000000
0.187399895787
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
4.25000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAP8
24000.00000000
PA
USD
19121.60000000
0.006549506510
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.40000000
N
N
N
N
N
N
Allegro MicroSystems Inc
N/A
Allegro MicroSystems Inc
01749D105
7849.00000000
NS
USD
235626.98000000
0.080706658421
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBM1
17000.00000000
PA
USD
13591.49000000
0.004655340151
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.74900000
N
N
N
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
1557.00000000
NS
120247.37000000
0.041186978743
Long
EC
CORP
NL
N
2
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
2266.00000000
NS
92152.35000000
0.031563907639
Long
EC
CORP
DE
N
2
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BS0
36000.00000000
PA
USD
32238.60000000
0.011042324941
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.65000000
N
N
N
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
4861.00000000
NS
USD
307409.64000000
0.105293565324
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAG4
100000.00000000
PA
USD
98403.39000000
0.033705006040
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.62000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446104
260.00000000
NS
USD
23467.60000000
0.008038092994
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PER9
40000.00000000
PA
USD
41399.38000000
0.014180063847
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.35000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P4
29429EAF8
857065.04000000
PA
USD
41344.52000000
0.014161273268
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Variable
1.89453700
N
N
N
N
N
N
Copa Holdings SA
529900BB9UQJV6QQHA59
Copa Holdings SA
000000000
2937.00000000
NS
USD
244270.29000000
0.083667154149
Long
EC
CORP
PA
N
1
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAG4
46000.00000000
PA
USD
40301.33000000
0.013803961134
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
3.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YES0
107000.00000000
PA
USD
98128.13000000
0.033610724329
Long
DBT
CORP
US
N
2
2037-04-20
Fixed
5.29700000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
18000.00000000
PA
USD
11175.95000000
0.003827972412
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
4400.00000000
NS
101359.54000000
0.034717542840
Long
EC
CORP
JP
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
JPY CALL VERSUS USD PUT
000000000
210000.00000000
NC
USD
4295.01000000
0.001471121452
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
Put
Purchased
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
JPY CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
FR
US
N/A
JPY
N/A
USD
2025-02-27
1.00000000
USD
107.50000000
USD
2025-02-27
XXXX
-6120.99000000
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
1129.00000000
NS
27448.57000000
0.009401649858
Long
EC
CORP
GB
N
2
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
1629.00000000
NS
USD
269778.69000000
0.092404259406
Long
EC
CORP
US
N
1
N
N
N
WASHINGTON GAS LIGHT CO
DL22T1SB4DUBS063O841
Washington Gas Light Co
93884PDY3
36000.00000000
PA
USD
26304.37000000
0.009009739905
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.65000000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
504.00000000
NS
45332.07000000
0.015527083906
Long
EC
CORP
FR
N
2
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDS7
32000.00000000
PA
USD
20696.27000000
0.007088860509
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-23CB
02151EAC6
23306.83000000
PA
USD
10568.34000000
0.003619854595
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
4.88871000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAF7
41000.00000000
PA
USD
23973.77000000
0.008211465709
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.85000000
N
N
N
N
N
N
JetBlue Airways Corp
54930070J9H97ZO93T57
JetBlue Airways Corp
477143101
3909.00000000
NS
USD
25330.32000000
0.008676109518
Long
EC
CORP
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAW9
42000.00000000
PA
USD
40812.27000000
0.013978967664
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
6.25000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AH2
40000.00000000
PA
USD
39789.33000000
0.013628591535
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BE1
32000.00000000
PA
USD
29786.09000000
0.010202294284
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.12500000
N
N
N
N
N
N
MONONGAHELA POWER CO
N/A
Monongahela Power Co
610202BR3
20000.00000000
PA
USD
18828.41000000
0.006449083438
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.55000000
N
N
N
N
N
N
Maximus Inc
549300DQCDS8HJ7QF202
Maximus Inc
577933104
733.00000000
NS
USD
53750.89000000
0.018410687600
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
79000.00000000
PA
USD
56301.12000000
0.019284189189
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938C108
1429.00000000
NS
USD
23507.05000000
0.008051605358
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
15000.00000000
PA
USD
9945.01000000
0.003406352384
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA
000000000
10.00000000
NS
30629.07000000
0.010491030739
Long
EC
CORP
CH
N
2
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-1
61947DAB5
65329.90000000
PA
USD
49457.99000000
0.016940288863
Long
ABS-O
CORP
US
N
2
2046-12-20
Fixed
2.05000000
N
N
N
N
N
N
Independence Realty Trust Inc
549300Z3L8NU44NQEB29
Independence Realty Trust Inc
45378A106
1175.00000000
NS
USD
19810.50000000
0.006785467677
Long
EC
CORP
US
N
1
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
27800.00000000
NS
114782.57000000
0.039315182283
Long
EC
CORP
SG
N
2
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BS1
8000.00000000
PA
USD
8356.12000000
0.002862127768
Long
DBT
CORP
US
N
2
2033-05-20
Fixed
5.40000000
N
N
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
6567.00000000
NS
60668.76000000
0.020780187778
Long
EC
CORP
AU
N
2
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
000000000
3020.00000000
NS
51461.69000000
0.017626593680
Long
EC
CORP
NO
N
2
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
354.00000000
NS
USD
83076.72000000
0.028455334205
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
333000.00000000
PA
USD
267327.36000000
0.091564632921
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304101
2647.00000000
NS
USD
144340.91000000
0.049439467923
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-1161.69000000
-0.00039790060
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
434289.00000000
USD
-1161.69000000
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
1261.00000000
NS
USD
448184.62000000
0.153511635365
Long
EC
CORP
US
N
1
N
N
N
Driven Brands Holdings Inc
N/A
Driven Brands Holdings Inc
26210V102
373.00000000
NS
USD
10186.63000000
0.003489111764
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
30000.00000000
PA
USD
26821.58000000
0.009186894027
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCE9
40000.00000000
PA
USD
31761.28000000
0.010878833892
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
Nexstar Media Group Inc
52990083ZRR5UT591988
Nexstar Media Group Inc
65336K103
1145.00000000
NS
USD
200409.35000000
0.068643959850
Long
EC
CORP
US
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
1268.00000000
NS
USD
143588.32000000
0.049181691738
Long
EC
CORP
US
N
1
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
2112.00000000
NS
USD
52905.60000000
0.018121159927
Long
EC
CORP
US
N
1
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637H109
1028.00000000
NS
USD
58493.20000000
0.020035017689
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
284000.00000000
PA
USD
257917.60000000
0.088341613698
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DG5
17000.00000000
PA
USD
17939.03000000
0.006144454113
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.30000000
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DA4
43000.00000000
PA
USD
40748.59000000
0.013957156070
Long
DBT
CORP
US
N
2
2033-08-03
Fixed
4.42000000
N
N
N
N
N
N
STAAR Surgical Co
5299006LRHI7OJ8BY308
STAAR Surgical Co
852312305
526.00000000
NS
USD
25532.04000000
0.008745202400
Long
EC
CORP
US
N
1
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
000000000
2465.00000000
NS
123916.44000000
0.042443704009
Long
EC
CORP
NL
N
2
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779309
117.00000000
NS
USD
5964.66000000
0.002043007881
Long
EC
CORP
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
851.00000000
NS
30585.17000000
0.010475994166
Long
EC
CORP
NO
N
2
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BG8
8000.00000000
PA
USD
7640.03000000
0.002616853517
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBZ2
18000.00000000
PA
USD
14571.87000000
0.004991138683
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.44000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
35000.00000000
PA
USD
33125.82000000
0.011346214426
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79100000
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBC7
65000.00000000
PA
USD
55623.11000000
0.019051958052
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2022-2
36266FAF6
100000.00000000
PA
USD
97665.85000000
0.033452384762
Long
ABS-O
CORP
US
N
2
2026-05-20
Fixed
4.33000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBD5
60000.00000000
PA
USD
46610.21000000
0.015964870820
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.70000000
N
N
N
N
N
N
WI TSY BILL
254900HROIFWPRGM1V77
United States Treasury Bill - WI Post Auction
912796Y78
150000.00000000
PA
USD
149000.90000000
0.051035601868
Long
DBT
UST
US
N
2
2023-02-28
None
0.00000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD4 Mortgage Trust
12515DAS3
655326.53000000
PA
USD
26195.76000000
0.008972538944
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.22620800
N
N
N
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354P105
1054.00000000
NS
USD
32336.72000000
0.011075932881
Long
EC
CORP
US
N
1
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
882.00000000
NS
70720.02000000
0.024222932779
Long
EC
CORP
FR
N
2
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
11243.00000000
NS
USD
395303.88000000
0.135398990454
Long
EC
CORP
US
N
1
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
1529.00000000
NS
USD
32185.45000000
0.011024120070
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-19CB
02147QAM4
76521.86000000
PA
USD
38977.60000000
0.013350558791
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
4.78871000
N
N
N
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
000000000
7047.00000000
NS
USD
326417.04000000
0.111803956194
Long
EC
CORP
US
N
1
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
8054.00000000
NS
80072.64000000
0.027426380482
Long
EC
CORP
DE
N
2
N
N
N
Pinnacle Financial Partners In
54930098EZ8JMSAZGS24
Pinnacle Financial Partners Inc
72346Q104
589.00000000
NS
USD
43232.60000000
0.014807976068
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGA3
1921000.00000000
PA
USD
1908993.75000000
0.653866151107
Long
DBT
UST
US
N
2
2025-12-15
Fixed
4.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BB8
8000.00000000
PA
USD
6721.57000000
0.002302263747
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBP9
27000.00000000
PA
USD
21473.93000000
0.007355223639
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
2292.00000000
NS
USD
286041.60000000
0.097974610995
Long
EC
CORP
US
N
1
N
N
N
Commerce Bancshares Inc/MO
N/A
Commerce Bancshares Inc/MO
200525103
1265.00000000
NS
USD
86108.55000000
0.029493792824
Long
EC
CORP
US
N
1
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AY3
19000.00000000
PA
USD
17843.29000000
0.006111661368
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55000000
N
N
N
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
257.00000000
NS
USD
28969.04000000
0.009922439340
Long
EC
CORP
US
N
1
N
N
N
International Bancshares Corp
549300Y16R531AU8TX77
International Bancshares Corp
459044103
1225.00000000
NS
USD
56056.00000000
0.019200230994
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
SWOP IRS USD
000000000
-868000.00000000
NC
USD
-45811.69000000
-0.01569136274
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Put
Written
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2033-06-09
0.00000000
USD
0.00000000
USD
0.00000000
USD
1.00000000
USD
2.99500000
USD
2023-06-07
XXXX
-19207.49000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-8501.44000000
-0.00291190259
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
477319.00000000
USD
-8501.44000000
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
25000.00000000
PA
USD
20019.21000000
0.006856954765
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBM4
26000.00000000
PA
USD
23567.11000000
0.008072177034
Long
DBT
CORP
US
N
2
2077-08-16
Floating
7.62986000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BR4
22000.00000000
PA
USD
15259.88000000
0.005226795007
Long
DBT
CORP
US
N
2
2051-05-25
Fixed
3.12500000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
2487.00000000
NS
USD
746448.18000000
0.255672496810
Long
EC
CORP
US
N
1
N
N
N
Tempur Sealy International Inc
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023U101
731.00000000
NS
USD
25095.23000000
0.008595586785
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
5231.00000000
NS
USD
865625.88000000
0.296493093523
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
20806.00000000
NS
USD
1323469.66000000
0.453313172288
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R02
20754WAC9
100000.00000000
PA
USD
90157.88000000
0.030880764270
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
7.38871000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKL2
37000.00000000
PA
USD
30733.33000000
0.010526741744
Long
DBT
CORP
US
N
2
2037-03-08
Fixed
3.84600000
N
N
N
N
N
N
Olympus Corp
5299000Y52IFDI1I2A21
Olympus Corp
000000000
3400.00000000
NS
59967.81000000
0.020540099261
Long
EC
CORP
JP
N
2
N
N
N
iShares Core S&P 500 ETF
5493007M4YMN8XL48C14
iShares Core S&P 500 ETF
464287200
145349.00000000
NS
USD
55844539.29000000
19.12780173635
Long
EC
RF
US
N
1
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467109
15766.00000000
NS
USD
92231.10000000
0.031590880991
Long
EC
CORP
US
N
1
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KU4
38000.00000000
PA
USD
36370.70000000
0.012457646664
Long
DBT
CORP
US
N
2
2032-07-27
Fixed
4.40000000
N
N
N
N
N
N
CHEVRON CORP
N/A
CHEVRON CORP
166764100
1867.00000000
NS
USD
335107.83000000
0.114780714713
Long
EC
CORP
US
N
1
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KK6
25000.00000000
PA
USD
23856.98000000
0.008171462944
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2020-PT-A
78449VAB2
65013.44000000
PA
USD
57806.52000000
0.019799816914
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.60000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
537.00000000
NS
USD
64397.04000000
0.022057193580
Long
EC
CORP
US
N
1
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496107
449.00000000
NS
USD
51239.88000000
0.017550619596
Long
EC
CORP
US
N
1
N
N
N
HEWLETT PACKAR 01/04/2023
N/A
HEWLETT PACKAR 01/04/2023
000000000
750000.00000000
PA
USD
749525.73000000
0.256726615386
Long
DBT
CORP
US
N
2
2023-01-04
None
0.00000000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAD6
30000.00000000
PA
USD
29586.01000000
0.010133763133
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.20000000
N
N
N
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
3810.00000000
NS
151523.80000000
0.051899742420
Long
EC
CORP
IE
N
2
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AC1
300000.00000000
PA
USD
197167.98000000
0.067533729853
Long
ABS-MBS
CORP
US
N
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp
70438V106
300.00000000
NS
USD
58278.00000000
0.019961307654
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCK9
22000.00000000
PA
USD
23664.63000000
0.008105579463
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-1
33850TBA5
88695.58560000
PA
USD
74712.25000000
0.025590346405
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.94948300
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
115000.00000000
PA
USD
76392.69000000
0.026165928611
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HelloFresh SE
000000000
1063.00000000
NS
23199.73000000
0.007946342496
Long
EC
CORP
DE
N
2
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
46.00000000
NS
8969.74000000
0.003072304123
Long
EC
CORP
AU
N
2
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
000000000
117.00000000
NS
11919.92000000
0.004082796086
Long
EC
CORP
FR
N
2
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
510.00000000
NS
USD
12897.90000000
0.004417772572
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
20000.00000000
PA
USD
19332.08000000
0.006621599857
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QSYY8
3789.91000000
PA
USD
3637.73000000
0.001245990728
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NY7
31000.00000000
PA
USD
25585.04000000
0.008763355894
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.75000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAF8
8000.00000000
PA
USD
6745.90000000
0.002310597228
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.20000000
N
N
N
N
N
N
Panasonic Holdings Corp
254900GE1G59KGWPHX32
Panasonic Holdings Corp
000000000
5300.00000000
NS
44355.81000000
0.015192696552
Long
EC
CORP
JP
N
2
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
3636.00000000
NS
USD
407486.52000000
0.139571773066
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311107
24061.00000000
NS
USD
244459.76000000
0.083732051177
Long
EC
CORP
US
N
1
N
N
N
IGO Ltd
2549005DZO8VGXM5QN07
IGO Ltd
000000000
6398.00000000
NS
58524.85000000
0.020045858407
Long
EC
CORP
AU
N
2
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
16000.00000000
PA
USD
15712.85000000
0.005381945725
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward Inc
980745103
581.00000000
NS
USD
56130.41000000
0.019225717814
Long
EC
CORP
US
N
1
N
N
N
SolarEdge Technologies Inc
5493000K6Y58XXPDF853
SolarEdge Technologies Inc
83417M104
251.00000000
NS
USD
71100.77000000
0.024353346793
Long
EC
CORP
IL
N
1
N
N
N
Ziff Davis Inc
5493008OJYGLHD7MXA18
Ziff Davis Inc
48123V102
110.00000000
NS
USD
8701.00000000
0.002980255635
Long
EC
CORP
US
N
1
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAA4
74000.00000000
PA
USD
73501.39000000
0.025175604152
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.75000000
N
N
N
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
1324.00000000
NS
USD
48855.60000000
0.016733958993
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505104
17619.00000000
NS
USD
583541.28000000
0.199873829218
Long
EC
CORP
US
N
1
N
N
N
UNITED AIRLINES 2012-1 A
N/A
United Airlines 2012-1 Class A Pass Through Trust
210795PZ7
12778.16000000
PA
USD
12383.70000000
0.004241649432
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DB8
22000.00000000
PA
USD
20017.12000000
0.006856238901
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
42000.00000000
PA
USD
38063.92000000
0.013037606260
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES XLIV CLO Ltd
04016NAP8
400000.00000000
PA
USD
380938.00000000
0.130478407208
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
5.37914000
N
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
2714.00000000
NS
USD
724203.76000000
0.248053365899
Long
EC
CORP
IE
N
1
N
N
N
METROPOLITAN EDISON CO
N/A
Metropolitan Edison Co
591894CB4
12000.00000000
PA
USD
11494.22000000
0.003936985855
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
5709.00000000
NS
109568.09000000
0.037529125117
Long
EC
CORP
GB
N
2
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
4171.00000000
NS
USD
624190.15000000
0.213796829319
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
10102.00000000
NS
USD
649053.50000000
0.222312992857
Long
EC
CORP
US
N
1
N
N
N
Option Care Health Inc
549300DI3Q5ACSYJRI17
Option Care Health Inc
68404L201
866.00000000
NS
USD
26057.94000000
0.008925333010
Long
EC
CORP
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8G0
26000.00000000
PA
USD
24275.93000000
0.008314961174
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381RKW8
1143360.06000000
PA
USD
1005618.79000000
0.344443289926
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
3.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAU6
19000.00000000
PA
USD
15849.97000000
0.005428911896
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CP9
37000.00000000
PA
USD
36944.45000000
0.012654166796
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.55000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.39.V1
000000000
1.00000000
NC
USD
-18427.12000000
-0.00631163409
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.39.V1
Y
Default Event
2027-12-20
29550.69000000
USD
0.00000000
USD
2460000.00000000
USD
-47977.81000000
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485205
792.00000000
NS
USD
45334.08000000
0.015527772368
Long
EC
CORP
US
N
1
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
171239AG1
77000.00000000
PA
USD
59948.39000000
0.020533447547
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.37500000
N
N
N
N
N
N
HIGHWOODS PROPERTIES INC
ZIIGTYKL9T0X3HLTDX53
HIGHWOODS PROPERTIES INC
431284108
10705.00000000
NS
USD
299525.90000000
0.102593236562
Long
EC
CORP
US
N
1
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova PLC
000000000
311.00000000
NS
USD
17272.94000000
0.005916305800
Long
EC
CORP
GB
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
4748.00000000
NS
USD
348978.00000000
0.119531507990
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
34000.00000000
PA
USD
33255.12000000
0.011390502100
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDY5
15000.00000000
PA
USD
10940.88000000
0.003747456530
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEE8
4000.00000000
PA
USD
3022.19000000
0.001035156738
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
1168.00000000
NS
USD
46790.08000000
0.016026479667
Long
EC
CORP
US
N
1
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
36743.00000000
NS
44999.34000000
0.015413117642
Long
EC
CORP
GB
N
2
N
N
N
Sunnova Sol III Issuer LLC
N/A
Sunnova Sol III Issuer LLC
86745QAA9
91664.86000000
PA
USD
70033.49000000
0.023987783383
Long
ABS-O
CORP
US
N
2
2056-04-28
Fixed
2.58000000
N
N
N
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
882.00000000
NS
USD
41551.02000000
0.014232003390
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
69000.00000000
PA
USD
64472.76000000
0.022083129100
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
Marlette Funding Trust
549300Y3KZXU3NUCX480
Marlette Funding Trust 2019-2
57109HAC6
80209.84000000
PA
USD
79618.24000000
0.027270739962
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
4.11000000
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAG8
9000.00000000
PA
USD
8527.68000000
0.002920890285
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.12500000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAN3
109000.00000000
PA
USD
99657.18000000
0.034134452622
Long
DBT
CORP
US
N
2
2062-06-01
Fixed
5.25000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC
235825205
2695.00000000
NS
USD
40775.35000000
0.013966321872
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
7000.00000000
PA
USD
6570.60000000
0.002250553692
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AH8
11000.00000000
PA
USD
8741.31000000
0.002994062565
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.53200000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
7048.00000000
NS
USD
777394.40000000
0.266272157371
Long
EC
CORP
US
N
1
N
N
N
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAE7
91813.39000000
PA
USD
78174.21000000
0.026776132613
Long
ABS-O
CORP
US
N
2
2047-01-18
Fixed
2.72000000
N
N
N
N
N
N
Boston Beer Co Inc/The
529900Q02MQ0DCQNRM58
Boston Beer Co Inc/The
100557107
102.00000000
NS
USD
33611.04000000
0.011512411373
Long
EC
CORP
US
N
1
N
N
N
Check Point Software Technolog
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
1014.00000000
NS
USD
127926.24000000
0.043817135689
Long
EC
CORP
IL
N
1
N
N
N
SMB Private Education Loan Tru
5493000RGRVHYZAIY180
SMB Private Education Loan Trust 2017-A
78448WAD7
100000.00000000
PA
USD
91727.59000000
0.031418419376
Long
ABS-O
CORP
US
N
2
2041-06-17
Fixed
3.50000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460DAH2
15000.00000000
PA
USD
12824.12000000
0.004392501539
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.95000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
31600.00000000
NS
212143.97000000
0.072663287213
Long
EC
CORP
JP
N
2
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAA6
25000.00000000
PA
USD
20587.11000000
0.007051471162
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.20000000
N
N
N
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
224.00000000
NS
USD
16683.52000000
0.005714418399
Long
EC
CORP
US
N
1
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
200.00000000
NS
15244.32000000
0.005221465415
Long
EC
CORP
JP
N
2
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
490.00000000
NS
USD
187390.70000000
0.064184828139
Long
EC
RF
US
N
1
N
N
N
LAMAR ADVERTISING CO
529900Y8WW4MKVPTB543
LAMAR ADVERTISING CO-A
512816109
1716.00000000
NS
USD
161990.40000000
0.055484749158
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395PBA9
30058.55400000
PA
USD
30146.55000000
0.010325758592
Long
ABS-MBS
USGSE
US
N
2
2035-02-15
Fixed
5.00000000
N
N
N
N
N
N
Univar Solutions Inc
549300VSXHFQVR770L55
Univar Solutions Inc
91336L107
1985.00000000
NS
USD
63123.00000000
0.021620810993
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
484.00000000
NS
95213.43000000
0.032612384932
Long
EC
CORP
FR
N
2
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308GZ4
17000.00000000
PA
USD
12714.81000000
0.004355060815
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENY86
30954.01000000
PA
USD
28199.49000000
0.009658854037
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAA3
120000.00000000
PA
USD
104345.22000000
0.035740194219
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417106
1984.00000000
NS
USD
90787.84000000
0.031096537381
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300KDXV3I7WKXA522
Commonbond Student Loan Trust 2017-B-GS
20268KAA8
26427.86000000
PA
USD
24342.16000000
0.008337646191
Long
ABS-O
CORP
US
N
2
2042-09-25
Fixed
2.68000000
N
N
N
N
N
N
arbor multifamily mortgage sec
N/A
Arbor Multifamily Mortgage Securities Trust 2021-MF2
03881VAW9
500000.00000000
PA
USD
271762.55000000
0.093083768652
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.00000000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
28.00000000
NS
USD
7211.96000000
0.002470231517
Long
EC
CORP
US
N
1
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAL2
98500.00000000
PA
USD
77056.09000000
0.026393155549
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.77500000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
5025.00000000
NS
USD
650838.00000000
0.222924217564
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
81000.00000000
PA
USD
67372.96000000
0.023076501975
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
35000.00000000
PA
USD
31937.50000000
0.010939192546
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
2625.00000000
NS
USD
1391722.50000000
0.476691049661
Long
EC
CORP
US
N
1
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAG6
27000.00000000
PA
USD
25591.59000000
0.008765599391
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
SingTel
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
000000000
5500.00000000
NS
10545.11000000
0.003611897885
Long
EC
CORP
SG
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2BP4
211581.97000000
PA
USD
196664.55000000
0.067361295639
Long
ABS-MBS
USGSE
US
N
2
2033-04-15
Fixed
3.00000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust
93363NAH8
15053.43000000
PA
USD
13434.09000000
0.004601427700
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
3.19053600
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAP6
16000.00000000
PA
USD
12868.47000000
0.004407692246
Long
DBT
CORP
KY
N
2
2028-02-21
Fixed
2.75000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
189000.00000000
PA
USD
181984.81000000
0.062333209459
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CM9
38000.00000000
PA
USD
30422.86000000
0.010420399948
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.37500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
99000.00000000
PA
USD
97048.22000000
0.033240834907
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
Medibank Pvt Ltd
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd
000000000
11623.00000000
NS
23188.36000000
0.007942448058
Long
EC
CORP
AU
N
2
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
13418.00000000
NS
100078.90000000
0.034278899629
Long
EC
CORP
GB
N
2
N
N
N
NATIONAL BANK FINANCIAL INC.
549300D83GR71RNG0O65
NATIONAL BANK FINANCIAL
000000000
1000000.00000000
PA
USD
1000000.00000000
0.342518749004
Long
RA
CORP
US
N
2
Repurchase
Y
4.34000000
2023-01-03
1085554.21052631
USD
1020000.06508369
USD
UST
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90278MBA4
60000.00000000
PA
USD
51790.17000000
0.017739104239
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
2.92100000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
250000.00000000
PA
USD
213725.00000000
0.073204819631
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
25000.00000000
PA
USD
21875.70000000
0.007492837397
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
5000.00000000
PA
USD
4397.56000000
0.001506246749
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
435.00000000
NS
21962.32000000
0.007522506371
Long
EC
CORP
GB
N
2
N
N
N
Marriott Vacations Worldwide C
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp
57164Y107
1237.00000000
NS
USD
166487.83000000
0.057025203256
Long
EC
CORP
US
N
1
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AV9
5000.00000000
PA
USD
3932.68000000
0.001347016633
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.70000000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol II Issuer LLC
86745PAA1
189821.61000000
PA
USD
149467.04000000
0.051195263558
Long
ABS-O
CORP
US
N
2
2055-11-01
Fixed
2.73000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
1193.00000000
NS
USD
449796.79000000
0.154063833817
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
2833.00000000
NS
USD
424836.68000000
0.145514528164
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
62954HAV0
100000.00000000
PA
USD
93445.11000000
0.032006702177
Long
DBT
CORP
N/A
N
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
000000000
4545.00000000
NS
84700.58000000
0.029011536701
Long
EC
CORP
JO
N
2
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
3198.00000000
NS
31596.35000000
0.010822342275
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2021-R01
20754RAB2
200000.00000000
PA
USD
195049.00000000
0.066807939474
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
5.47768000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAK1
12000.00000000
PA
USD
10978.38000000
0.003760300983
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-10958.13000000
-0.00375336497
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
303882.00000000
USD
-10958.13000000
N
N
N
F5 Inc
54930015FPK9KT966303
F5 Inc
315616102
2496.00000000
NS
USD
358200.96000000
0.122690544711
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
1571.00000000
NS
USD
63232.75000000
0.021658402426
Long
EC
CORP
US
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QAX1
20000.00000000
PA
USD
20321.81000000
0.006960600938
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
5.95000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-LTV3
46651HAJ6
44845.66000000
PA
USD
43506.14000000
0.014901668646
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-2
61946PAA1
57692.20000000
PA
USD
48234.66000000
0.016521275401
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
1.44000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
34000.00000000
PA
USD
30861.06000000
0.010570491664
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GJJU4
180051.86000000
PA
USD
178860.47000000
0.061263064430
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.50000000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
3965.00000000
NS
148396.21000000
0.050828484206
Long
EC
CORP
DE
N
2
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD
000000000
3600.00000000
NS
39756.21000000
0.013617247314
Long
EC
CORP
HK
N
2
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
3577.00000000
NS
51172.70000000
0.017527609187
Long
EC
CORP
FR
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
214000.00000000
PA
USD
224914.72000000
0.077037508527
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34200000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBH7
6000.00000000
PA
USD
4926.86000000
0.001687541923
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
Toyota Industries Corp
35380000WKGEAHEMW830
Toyota Industries Corp
000000000
600.00000000
NS
32595.42000000
0.011164542481
Long
EC
CORP
JP
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC22
36253BAW3
964754.74000000
PA
USD
7910.75000000
0.002709580193
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
0.93646100
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
235000.00000000
PA
USD
184992.47000000
0.063363389399
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBF1
15000.00000000
PA
USD
10095.45000000
0.003457880904
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818GD4
21000.00000000
PA
USD
20313.80000000
0.006957857363
Long
DBT
CORP
US
N
2
2063-01-20
Fixed
5.15000000
N
N
N
N
N
N
TIMKEN CO/THE
B0I35MLPFXZSE70ASS73
TIMKEN CO
887389104
1085.00000000
NS
USD
76676.95000000
0.026263292991
Long
EC
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAL5
21000.00000000
PA
USD
17816.19000000
0.006102379110
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJR54
1304969.69000000
PA
USD
1107416.38000000
0.379310873104
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
Voya Small Cap Growth Fund
549300LDPY03ZC4ZWD53
Voya Small Cap Growth Fund
92913L270
87716.79500000
NS
USD
2888514.06000000
0.989370222313
Long
EC
RF
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CR5
49000.00000000
PA
USD
48660.46000000
0.016667119885
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
4.70000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CW7
34000.00000000
PA
USD
31025.33000000
0.010626757219
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec Inc
576323109
572.00000000
NS
USD
48808.76000000
0.016717915415
Long
EC
CORP
US
N
1
N
N
N
U-Haul Holding Co
5493003WIDMLDHYC6Y24
U-Haul Holding Co
023586100
6753.00000000
NS
USD
406463.07000000
0.139221222252
Long
EC
CORP
US
N
1
N
N
N
ZIM Integrated Shipping Servic
21380089EIJRELKAIL21
ZIM Integrated Shipping Services Ltd
000000000
516.00000000
NS
USD
8870.04000000
0.003038155004
Long
EC
CORP
IL
N
1
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAR8
16000.00000000
PA
USD
12765.94000000
0.004372573798
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-RIVR
36255WAL9
100000.00000000
PA
USD
73514.93000000
0.025180241856
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
6.41800000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
873.00000000
NS
USD
85073.85000000
0.029139388675
Long
EC
CORP
US
N
1
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAF5
16000.00000000
PA
USD
17070.84000000
0.005847082761
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.62500000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
1952.00000000
NS
96113.47000000
0.032920665506
Long
EC
CORP
DE
N
2
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAP9
23000.00000000
PA
USD
17476.86000000
0.005986152223
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
5.25000000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
485.00000000
NS
USD
81523.65000000
0.027923378612
Long
EC
CORP
IE
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
78000.00000000
PA
USD
76469.37000000
0.026192192949
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
431.00000000
NS
USD
33113.73000000
0.011342073374
Long
EC
CORP
IL
N
1
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
Cullen/Frost Bankers Inc
229899109
427.00000000
NS
USD
57089.90000000
0.019554361128
Long
EC
CORP
US
N
1
N
N
N
Patterson Cos Inc
YM48Q2087CUE26GWEK09
Patterson Cos Inc
703395103
1618.00000000
NS
USD
45352.54000000
0.015534095264
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
2000.00000000
PA
USD
1654.17000000
0.000566584239
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
20000.00000000
NS
109309.41000000
0.037440522367
Long
EC
CORP
HK
N
2
N
N
N
FIRST INDUSTRIAL REALTY TRUST INC
N/A
FIRST INDUSTRIAL REALTY TR
32054K103
1557.00000000
NS
USD
75140.82000000
0.025737139665
Long
EC
CORP
US
N
1
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
Holcim AG
000000000
2503.00000000
NS
129563.51000000
0.044377931361
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QPY8
53763.34000000
PA
USD
53509.38000000
0.018327965897
Long
ABS-MBS
USGSE
US
N
2
2041-02-25
Fixed
5.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F82T9
1644506.69800000
PA
USD
85641.80000000
0.029333922198
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
0.88157000
N
N
N
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
4506.00000000
NS
51356.01000000
0.017590396299
Long
EC
CORP
AU
N
2
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAC8
109000.00000000
PA
USD
83048.81000000
0.028445774507
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.70000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
9000.00000000
NS
144059.89000000
0.049343213304
Long
EC
CORP
JP
N
2
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAJ4
80000.00000000
PA
USD
62516.12000000
0.021412943215
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
2.65000000
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBW9
123000.00000000
PA
USD
105233.52000000
0.036044453623
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024U109
498.00000000
NS
USD
25980.66000000
0.008898863161
Long
EC
CORP
US
N
1
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
1029.00000000
NS
65734.67000000
0.022515356934
Long
EC
CORP
FR
N
2
N
N
N
Rithm Capital Corp
549300WNTHGEO5LP2G31
Rithm Capital Corp
64828T201
2470.00000000
NS
USD
20179.90000000
0.006911994103
Long
EC
CORP
US
N
1
N
N
N
Open House Group Co Ltd
529900WQOGPBIJEHW865
Open House Group Co Ltd
000000000
300.00000000
NS
10922.97000000
0.003741322019
Long
EC
CORP
JP
N
2
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAC1
100000.00000000
PA
USD
92687.65000000
0.031747257926
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.94000000
N
N
N
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
54.00000000
NS
17548.21000000
0.006010590936
Long
EC
CORP
FR
N
2
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKJ3
53000.00000000
PA
USD
52361.22000000
0.017934699570
Long
DBT
CORP
US
N
2
2027-09-20
Fixed
4.55000000
N
N
N
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
4500.00000000
NS
39772.19000000
0.013622720763
Long
EC
CORP
JP
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
105.00000000
NS
10840.24000000
0.003712985443
Long
EC
CORP
DE
N
2
N
N
N
KBR Inc
254900OFQDXZRKRCV808
KBR Inc
48242W106
214.00000000
NS
USD
11299.20000000
0.003870187848
Long
EC
CORP
US
N
1
N
N
N
VISA INC-CLASS A SHARES
549300JZ4OKEHW3DPJ59
VISA INC
92826C839
5127.00000000
NS
USD
1065185.52000000
0.364846011768
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
4575.00000000
NS
USD
352092.00000000
0.120598111374
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
1114.00000000
NS
USD
613468.66000000
0.210124517976
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EL6X6
54640.12000000
PA
USD
56257.49000000
0.019269245096
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.50000000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
600.00000000
NS
9123.38000000
0.003124928704
Long
EC
CORP
JP
N
2
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAN3
17000.00000000
PA
USD
13066.62000000
0.004475562336
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKE8
63000.00000000
PA
USD
58149.81000000
0.019917400176
Long
DBT
CORP
US
N
2
2025-12-06
Fixed
1.53000000
N
N
N
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
22100.00000000
NS
79242.30000000
0.027141973464
Long
EC
CORP
JP
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
22000.00000000
PA
USD
21891.22000000
0.007498153288
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAE9
40000.00000000
PA
USD
36357.15000000
0.012453005535
Long
DBT
CORP
GB
N
2
2052-04-27
Fixed
4.75000000
N
N
N
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
110653.65000000
PA
USD
109251.58000000
0.037420714508
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
ENBRIDGE U S I 01/04/2023
N/A
ENBRIDGE U S I 01/04/2023
000000000
900000.00000000
PA
USD
899406.75000000
0.308063674856
Long
DBT
CORP
US
N
2
2023-01-04
None
0.00000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAB0
2000.00000000
PA
USD
1683.19000000
0.000576524133
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNKW8
16142.25000000
PA
USD
14663.36000000
0.005022475723
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-IRON
05608JAJ2
343000.00000000
PA
USD
320711.62000000
0.109849742873
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
6.66800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BDB47
530137.03000000
PA
USD
466986.31000000
0.159951566703
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398CKN7
32234.35000000
PA
USD
30935.48000000
0.010595981909
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Variable
5.07876000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CS9
37000.00000000
PA
USD
36244.04000000
0.012414263239
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.50000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAL2
26000.00000000
PA
USD
24942.51000000
0.008543277322
Long
DBT
CORP
US
N
2
2024-03-11
Fixed
1.10000000
N
N
N
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
7358.00000000
NS
20172.94000000
0.006909610172
Long
EC
CORP
AU
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397JR97
35767.60350000
PA
USD
35725.28000000
0.012236578213
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
5.50000000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
734.00000000
NS
USD
16639.78000000
0.005699436629
Long
EC
CORP
US
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAH6
12000.00000000
PA
USD
9885.26000000
0.003385886888
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AD2
30000.00000000
PA
USD
29488.19000000
0.010100257949
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.45000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
10000.00000000
PA
USD
8866.00000000
0.003036771228
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8K1
71000.00000000
PA
USD
57342.84000000
0.019640997821
Long
DBT
CORP
US
N
2
2062-08-15
Fixed
4.65000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAK6
54000.00000000
PA
USD
40610.96000000
0.013910015215
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAC2
9000.00000000
PA
USD
6295.23000000
0.002156234304
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
3.35000000
N
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653C108
2462.00000000
NS
USD
41460.08000000
0.014200854735
Long
EC
CORP
US
N
1
N
N
RBC DOMINION SECURITIES INC.
549300QJJX6CVVUXLE15
RBC DOMINION SECURITIES INC
000000000
1000000.00000000
PA
USD
1000000.00000000
0.342518749004
Long
RA
CORP
US
N
2
Repurchase
Y
4.30000000
2023-01-03
3061918.60833333
USD
1020000.00001388
USD
AMBS
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
7000.00000000
PA
USD
5511.89000000
0.001887925667
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08300000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
5000.00000000
PA
USD
4574.62000000
0.001566893119
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ER7
18000.00000000
PA
USD
15072.69000000
0.005162678922
Long
DBT
CORP
US
N
2
2062-08-08
Fixed
4.10000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
740000.00000000
NC
USD
-1731.78000000
-0.00059316711
N/A
DIR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2057-06-02
0.00000000
USD
0.00000000
USD
0.00000000
USD
1.00000000
USD
0.00000000
USD
2027-05-28
XXXX
-1731.79000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
35000.00000000
PA
USD
34763.50000000
0.011907150531
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
UNITED AIR 2016-2 AA PTT
N/A
United Airlines 2016-2 Class AA Pass Through Trust
90932EAA1
83868.69000000
PA
USD
71499.49000000
0.024489915869
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
2.87500000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BT5
51000.00000000
PA
USD
46104.08000000
0.015791511805
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BAPB2
575714.02000000
PA
USD
544642.39000000
0.186550230077
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
4.25000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-1 Ltd
53948PAA6
68770.56000000
PA
USD
52484.32000000
0.017976863628
Long
ABS-O
CORP
US
N
2
2048-01-20
Fixed
2.29000000
N
N
N
N
N
N
LOUISIANA-PACIFIC CORP
549300C7E2UAO5BVRR75
LOUISIANA-PACIFIC CORP
546347105
864.00000000
NS
USD
51148.80000000
0.017519422989
Long
EC
CORP
US
N
1
N
N
N
Ampol Ltd
5493009TD1CGVRZ27U11
Ampol Ltd
000000000
3961.00000000
NS
76140.26000000
0.026079466604
Long
EC
CORP
AU
N
2
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXQX9
1285136.68500000
PA
USD
94005.37000000
0.032198601732
Long
ABS-MBS
USGSE
US
N
2
2035-10-25
Variable
0.86843800
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
2039.00000000
NS
USD
204450.53000000
0.070028139768
Long
EC
CORP
US
N
1
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
1689.00000000
NS
USD
102843.21000000
0.035225727632
Long
EC
CORP
US
N
1
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BZ6
13000.00000000
PA
USD
13064.32000000
0.004474774542
Long
DBT
CORP
US
N
2
2032-10-11
Fixed
5.12500000
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
4500.00000000
NS
157029.95000000
0.053785702030
Long
EC
CORP
JP
N
2
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
268.00000000
NS
18613.92000000
0.006375616592
Long
EC
CORP
AU
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBE3
4000.00000000
PA
USD
3665.19000000
0.001255396293
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
4.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
5000.00000000
PA
USD
4393.29000000
0.001504784194
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PET5
29000.00000000
PA
USD
31677.63000000
0.010850182199
Long
DBT
CORP
US
N
2
2063-02-15
Fixed
6.05000000
N
N
N
N
N
N
WASTE MGMT INC 02/13/2023
N/A
WASTE MGMT INC 02/13/2023
000000000
1600000.00000000
PA
USD
1590510.00000000
0.544779495479
Long
DBT
CORP
US
N
2
2023-02-13
None
0.00000000
N
N
N
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
4437.00000000
NS
91428.11000000
0.031315841861
Long
EC
CORP
AU
N
2
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190304
35.00000000
NS
USD
10520.65000000
0.003603519876
Long
EC
CORP
US
N
1
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
81000.00000000
PA
USD
70714.54000000
0.024221055777
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
9000.00000000
PA
USD
8654.54000000
0.002964342214
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AZ7
37000.00000000
PA
USD
36319.85000000
0.012440229586
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
253.00000000
NS
USD
12437.48000000
0.004260070090
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
10000.00000000
PA
USD
9125.50000000
0.003125654844
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180101
7174.00000000
NS
USD
454114.20000000
0.155542627689
Long
EC
CORP
US
N
1
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
000000000
874.00000000
NS
41675.76000000
0.014274729179
Long
EC
CORP
NZ
N
2
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
4752.00000000
NS
USD
236887.20000000
0.081138307399
Long
EC
CORP
US
N
1
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EZ2
27000.00000000
PA
USD
25853.60000000
0.008855342729
Long
DBT
CORP
US
N
2
2052-09-09
Fixed
4.50000000
N
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
3009.00000000
NS
31078.32000000
0.010644907287
Long
EC
CORP
GB
N
2
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
36000.00000000
PA
USD
31756.78000000
0.010877292558
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
11000.00000000
PA
USD
9854.87000000
0.003375477744
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397SMB7
118391.82000000
PA
USD
116356.93000000
0.039854430101
Long
ABS-MBS
USGSE
US
N
2
2041-04-25
Fixed
5.00000000
N
N
N
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
3242.00000000
NS
77208.45000000
0.026445341706
Long
EC
CORP
GB
N
2
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
5627.00000000
NS
54899.47000000
0.018804097785
Long
EC
CORP
IT
N
2
N
N
N
WillScot Mobile Mini Holdings
549300HJ4VIXF476Q166
WillScot Mobile Mini Holdings Corp
971378104
221.00000000
NS
USD
9982.57000000
0.003419217388
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDM0
260500.00000000
PA
USD
250640.58000000
0.085849097911
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.50000000
N
N
N
N
N
N
Iridium Communications Inc
549300U620NVQ4J1CT96
Iridium Communications Inc
46269C102
8217.00000000
NS
USD
422353.80000000
0.144664095213
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WE4G1
8769.16000000
PA
USD
8232.15000000
0.002819665719
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG
000000000
403.00000000
NS
96882.50000000
0.033184072700
Long
EC
CORP
CH
N
2
N
N
N
EVERCORE INC
529900P6KLPT95DW3W58
EVERCORE INC
29977A105
1542.00000000
NS
USD
168201.36000000
0.057612119408
Long
EC
CORP
US
N
1
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
140.00000000
NS
USD
5590.20000000
0.001914748310
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHDC3
31287.27000000
PA
USD
31045.26000000
0.010633583617
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
40000.00000000
PA
USD
33730.24000000
0.011553239608
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FV94
36970.78000000
PA
USD
36933.14000000
0.012650292909
Long
ABS-MBS
USGA
US
N
2
2041-08-20
Fixed
4.50000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
18046.00000000
NS
USD
209874.98000000
0.071886115596
Long
EC
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
38000.00000000
PA
USD
34455.28000000
0.011801579402
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-1218.27000000
-0.00041728031
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
651427.00000000
USD
-1218.27000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
22000.00000000
PA
USD
14314.61000000
0.004903022309
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
200000.00000000
PA
USD
160553.73000000
0.054992662747
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BA3
22000.00000000
PA
USD
19930.54000000
0.006826583627
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484AD3
26000.00000000
PA
USD
25665.73000000
0.008790993731
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.00000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AZ8
19000.00000000
PA
USD
16957.13000000
0.005808134954
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
1631200.00000000
PA
USD
1344465.63000000
0.460504685667
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AX2
97000.00000000
PA
USD
102591.38000000
0.035139471136
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
6.12500000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
1255.00000000
NS
40153.88000000
0.013753456745
Long
EC
CORP
AT
N
2
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
631.00000000
NS
USD
44542.29000000
0.015256569448
Long
EC
CORP
US
N
1
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
000000000
1506.00000000
NS
29538.71000000
0.010117561996
Long
EC
CORP
NO
N
2
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA2 Trust
94985FAG3
10908.69000000
PA
USD
8839.12000000
0.003027564324
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
4.81871000
N
N
N
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
50.00000000
NS
8609.48000000
0.002948908319
Long
EC
CORP
DE
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME Ultra Long Term US Treasury Bond
000000000
45.00000000
NC
USD
-125135.74000000
-0.04286133712
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-03-22
6169198.24000000
USD
-125135.74000000
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
3899.00000000
NS
USD
248054.38000000
0.084963275922
Long
EC
CORP
US
N
1
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SWOP IRS USD
000000000
-868000.00000000
NC
USD
-13758.01000000
-0.00471237637
N/A
DIR
CORP
DE
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
DE
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2033-05-11
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
3.82000000
USD
2023-05-09
XXXX
11153.59000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACSH5
67704.20000000
PA
USD
65766.29000000
0.022526187377
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEJ42
151183.44000000
PA
USD
136523.24000000
0.046761769374
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp
017175AE0
18000.00000000
PA
USD
16738.08000000
0.005733106222
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEV3
29000.00000000
PA
USD
29988.25000000
0.010271537874
Long
DBT
CORP
US
N
2
2028-10-18
Fixed
6.29600000
N
N
N
N
N
N
Suntory Beverage & Food Ltd
549300FONLMVK7YYYH41
Suntory Beverage & Food Ltd
000000000
1800.00000000
NS
61293.96000000
0.020994330500
Long
EC
CORP
JP
N
2
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
1059.00000000
NS
USD
397252.08000000
0.136066285481
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398FXL0
179481.64000000
PA
USD
174937.56000000
0.059919394205
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Fixed
4.00000000
N
N
N
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy Inc
69318G106
544.00000000
NS
USD
22184.32000000
0.007598545533
Long
EC
CORP
US
N
1
N
N
N
Palantir Technologies Inc
549300UVN46B3BBDHO85
Palantir Technologies Inc
69608A108
9449.00000000
NS
USD
60662.58000000
0.020778071012
Long
EC
CORP
US
N
1
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAL4
18000.00000000
PA
USD
12032.33000000
0.004121298619
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.15000000
N
N
N
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
849.00000000
NS
USD
53138.91000000
0.018201072976
Long
EC
CORP
US
N
1
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
154.00000000
NS
USD
222599.30000000
0.076244433765
Long
EC
CORP
US
N
1
N
N
N
WISCONSIN PUBLIC SERVICE
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp
976843BH4
26000.00000000
PA
USD
19800.30000000
0.006781973985
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.67100000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAD5
31000.00000000
PA
USD
30247.82000000
0.010360445466
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A0A72
36048.46000000
PA
USD
35611.83000000
0.012197719461
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Fixed
5.25000000
N
N
N
N
N
N
Voya Short Term Bond Fund
5493006MN6OC470MML96
Voya Short Term Bond Fund
92913L551
1201712.63500000
NS
USD
11067773.37000000
3.790919888959
Long
EC
RF
US
N
1
N
N
N
SITC International Holdings Co
529900JUV4MOM9CE3V12
SITC International Holdings Co Ltd
000000000
28000.00000000
NS
62060.32000000
0.021256823169
Long
EC
CORP
HK
N
2
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BL3
15000.00000000
PA
USD
14078.91000000
0.004822290640
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H6
61769JBA8
62000.00000000
PA
USD
55694.13000000
0.019076283734
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.41700000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HN0
13000.00000000
PA
USD
9092.11000000
0.003114218143
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.25000000
N
N
N
N
N
N
National Storage Affiliates Tr
N/A
National Storage Affiliates Trust
637870106
863.00000000
NS
USD
31171.56000000
0.010676843735
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Stacr Remic Trust 2020-HQA2
35565LAH9
83161.21000000
PA
USD
84373.77000000
0.028899598149
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
7.48871000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
1616.00000000
NS
USD
261161.76000000
0.089452799323
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RBC6
1298560.87090000
PA
USD
79645.61000000
0.027280114700
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Variable
1.12934400
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TZ28
164.38000000
PA
USD
168.05000000
0.000057560275
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
17000.00000000
PA
USD
16010.11000000
0.005483762848
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
SWOP IRS USD
000000000
-1737000.00000000
NC
USD
-24872.65000000
-0.00851934896
N/A
DIR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Put
Written
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2033-05-11
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.00000000
USD
3.88000000
USD
2023-05-09
XXXX
26173.44000000
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
8579.00000000
NS
USD
1253735.06000000
0.429427764334
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAG2
982364.99720000
PA
USD
46357.56000000
0.015878333458
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.03132600
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-2
59980AAC1
200000.00000000
PA
USD
182679.96000000
0.062571311367
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.25000000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
637.00000000
NS
79019.36000000
0.027065612334
Long
EP
CORP
DE
N
2
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890109
125.00000000
NS
USD
5917.50000000
0.002026854697
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings I
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings Inc
05550J101
547.00000000
NS
USD
36189.52000000
0.012395589117
Long
EC
CORP
US
N
1
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C9
90291JAX5
1961312.70000000
PA
USD
75504.26000000
0.025861624679
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
0.92759600
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAF8
40000.00000000
PA
USD
34265.11000000
0.011736442611
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BM5
25000.00000000
PA
USD
20640.94000000
0.007069908947
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
2.12500000
N
N
N
N
N
N
Carlyle Global Market Strategi
549300VC6J79YJCFU884
Carlyle US Clo 2017-2 Ltd
14315JAS8
250000.00000000
PA
USD
243999.50000000
0.083574403497
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
5.64257000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJQ76
76973.62000000
PA
USD
73991.91000000
0.025343616449
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEUG2
20005.55000000
PA
USD
19180.94000000
0.006569831573
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
Prosperity Bancshares Inc
N/A
Prosperity Bancshares Inc
743606105
843.00000000
NS
USD
61269.24000000
0.020985863437
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KLZV2
269289.35000000
PA
USD
220056.00000000
0.075373305830
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
NESTLE SA
KY37LUS27QQX7BB93L28
NESTLE SA-REG
000000000
2492.00000000
NS
287849.51000000
0.098593854066
Long
EC
CORP
CH
N
2
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAC6
13000.00000000
PA
USD
12335.43000000
0.004225116052
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
6.25000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAH3
11000.00000000
PA
USD
9003.50000000
0.003083867556
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.12500000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AJ1
958905.21850000
PA
USD
40279.10000000
0.013796346943
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
0.94134000
N
N
N
N
N
N
Hayward Holdings Inc
N/A
Hayward Holdings Inc
421298100
653.00000000
NS
USD
6138.20000000
0.002102448585
Long
EC
CORP
US
N
1
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
1586.00000000
NS
USD
265385.38000000
0.090899468361
Long
EC
CORP
US
N
1
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
874.00000000
NS
47664.24000000
0.016325895857
Long
EP
CORP
DE
N
2
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DW5
92000.00000000
PA
USD
72045.33000000
0.024676876303
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
8000.00000000
PA
USD
7532.08000000
0.002579878619
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
1025.00000000
NS
USD
323756.50000000
0.110892671362
Long
EC
CORP
US
N
1
N
N
N
Trex Co Inc
N/A
Trex Co Inc
89531P105
290.00000000
NS
USD
12275.70000000
0.004204657407
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
117400.00000000
PA
USD
102981.81000000
0.035273200731
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
32000.00000000
PA
USD
31458.09000000
0.010774985632
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
25000.00000000
PA
USD
19519.05000000
0.006685640587
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
79000.00000000
PA
USD
74105.73000000
0.025382601933
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
N
N
N
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys Inc
74758T303
2425.00000000
NS
USD
272157.75000000
0.093219132061
Long
EC
CORP
US
N
1
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics Inc
87157D109
141.00000000
NS
USD
13417.56000000
0.004595765865
Long
EC
CORP
US
N
1
N
N
N
Concentrix Corp
N/A
Concentrix Corp
20602D101
131.00000000
NS
USD
17443.96000000
0.005974883356
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
10000.00000000
PA
USD
6145.28000000
0.002104873617
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1KE4
399882.85000000
PA
USD
391304.52000000
0.134029134670
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
4.50000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CJ9
17000.00000000
PA
USD
13996.20000000
0.004793960914
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.90000000
N
N
N
N
N
N
Aspen Technology Inc
254900545H80W6GA2J08
Aspen Technology Inc
29109X106
78.00000000
NS
USD
16021.20000000
0.005487561381
Long
EC
CORP
US
N
1
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd
03880RAJ8
300000.00000000
PA
USD
278501.52000000
0.095391992226
Long
ABS-CBDO
CORP
KY
N
2
2036-11-15
Floating
7.21786000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAP9
24000.00000000
PA
USD
16736.08000000
0.005732421184
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
OLD REPUBLIC INTERNATIONAL CORP
549300IV6O2YY2A1KH37
OLD REPUBLIC INTL CORP
680223104
1950.00000000
NS
USD
47092.50000000
0.016130064187
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
146.00000000
NS
USD
48212.12000000
0.016513555029
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2016-2 A PTT
N/A
United Airlines 2016-2 Class A Pass Through Trust
90932DAA3
12506.75000000
PA
USD
10129.98000000
0.003469708077
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CF9
28000.00000000
PA
USD
24987.23000000
0.008558594760
Long
DBT
CORP
US
N
2
2037-03-03
Fixed
3.62500000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
12000.00000000
PA
USD
9066.79000000
0.003105545568
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
Dynatrace Inc
N/A
Dynatrace Inc
268150109
1121.00000000
NS
USD
42934.30000000
0.014705802725
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
233225.75000000
0.079884192125
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
5.94257000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-1062.69000000
-0.00036399124
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
434284.00000000
USD
-1062.69000000
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBB9
54000.00000000
PA
USD
47642.11000000
0.016318315917
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
Washington Federal Inc
N/A
Washington Federal Inc
938824109
1709.00000000
NS
USD
57336.95000000
0.019638980385
Long
EC
CORP
US
N
1
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903BF3
88000.00000000
PA
USD
82026.95000000
0.028095768298
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92400000
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
20000.00000000
PA
USD
16957.62000000
0.005808302788
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-65CB
12668AZ40
37655.07000000
PA
USD
26732.78000000
0.009156478363
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
TERADYNE INC
C3X4YJ278QNZHRJULN75
TERADYNE INC
880770102
2425.00000000
NS
USD
211823.75000000
0.072553605859
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFVW4
40485.75000000
PA
USD
39665.01000000
0.013586009604
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDZP9
123034.67000000
PA
USD
120284.07000000
0.041199549181
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
10000.00000000
PA
USD
9561.51000000
0.003274996443
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
32000.00000000
PA
USD
19838.52000000
0.006795065052
Long
DBT
CORP
US
N
2
2052-01-25
Fixed
2.80200000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-7675.43000000
-0.00262897868
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
217059.00000000
USD
-7675.43000000
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
100000.00000000
PA
USD
64433.38000000
0.022069640711
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BP8
24000.00000000
PA
USD
22324.75000000
0.007646645441
Long
DBT
CORP
US
N
2
2032-08-16
Fixed
3.65000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-1250.17000000
-0.00042820666
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-17
0.00000000
USD
0.00000000
USD
330000.00000000
USD
-1250.17000000
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAN9
102000.00000000
PA
USD
94726.44000000
0.032445581726
Long
DBT
CORP
US
N
2
2052-12-15
Fixed
6.87500000
N
N
N
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
44.00000000
NS
USD
7449.64000000
0.002551641373
Long
EC
CORP
US
N
1
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
17000.00000000
PA
USD
14814.35000000
0.005074192629
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
17000.00000000
PA
USD
17318.64000000
0.005931958907
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
15000.00000000
PA
USD
10752.31000000
0.003682867770
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
DBWF Mortgage Trust
N/A
DBWF Mortgage Trust
23306NAL6
130000.00000000
PA
USD
100200.24000000
0.034320460854
Long
ABS-MBS
CORP
US
N
2
2034-06-10
Variable
3.42110000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
22322.00000000
NS
USD
921675.38000000
0.315691098146
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
234000.00000000
PA
USD
217648.81000000
0.074548798123
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A1Z30
34104.48000000
PA
USD
34052.22000000
0.011663523795
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Fixed
5.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
3801.55000000
0.001302102150
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
347000.00000000
USD
3801.55000000
N
N
N
Jack Henry & Associates Inc
529900X1QS8C54W0JB21
Jack Henry & Associates Inc
426281101
2009.00000000
NS
USD
352700.04000000
0.120806376474
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAD5
55000.00000000
PA
USD
50560.24000000
0.017317830154
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
4000.00000000
PA
USD
3660.00000000
0.001253618621
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-D Trust
83401AAB4
31653.13000000
PA
USD
30431.46000000
0.010423345609
Long
ABS-O
CORP
US
N
2
2048-02-25
Fixed
3.60000000
N
N
N
N
N
N
Wolfspeed Inc
549300OGU88P3AW3TO93
Wolfspeed Inc
977852102
209.00000000
NS
USD
14429.36000000
0.004942326336
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
3446.00000000
NS
196211.74000000
0.067206199724
Long
EC
CORP
FR
N
2
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
11923.00000000
NS
USD
319059.48000000
0.109283853947
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QSYA0
3411.26000000
PA
USD
3274.28000000
0.001121502289
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
ORIX CORP
35380016EMHNBOVYE123
ORIX Corp
686330AK7
150000.00000000
PA
USD
144569.81000000
0.049517870465
Long
DBT
CORP
JP
N
2
2024-12-04
Fixed
3.25000000
N
N
N
N
N
N
BBVA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
10711.00000000
NS
64515.00000000
0.022097597092
Long
EC
CORP
ES
N
2
N
N
N
Yokogawa Electric Corp
529900MV0U7C9WWF4L22
Yokogawa Electric Corp
000000000
900.00000000
NS
14283.88000000
0.004892496708
Long
EC
CORP
JP
N
2
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
127.00000000
NS
18025.73000000
0.006174150489
Long
EC
CORP
FR
N
2
N
N
N
Syneos Health Inc
549300F1ZGKDS8P6GU13
Syneos Health Inc
87166B102
335.00000000
NS
USD
12287.80000000
0.004208801884
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
1000.00000000
PA
USD
538.54000000
0.000184460047
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Tandem Diabetes Care Inc
549300JEPFOD0K4D3I05
Tandem Diabetes Care Inc
875372203
833.00000000
NS
USD
37443.35000000
0.012825049400
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAP6
1006716.96130000
PA
USD
69943.47000000
0.023956949845
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Variable
1.29604800
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
28000.00000000
PA
USD
26806.62000000
0.009181769947
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
1088.00000000
NS
USD
101020.80000000
0.034601518039
Long
EC
CORP
US
N
1
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-2-GS
61946LAB8
52304.13000000
PA
USD
48441.33000000
0.016592063751
Long
ABS-O
CORP
US
N
2
2044-02-22
Fixed
4.74000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
8679.00000000
NS
92969.07000000
0.031843649552
Long
EC
CORP
FI
N
2
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
1883.00000000
NS
USD
148361.57000000
0.050816619356
Long
EC
CORP
US
N
1
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBC1
9000.00000000
PA
USD
7356.46000000
0.002519725476
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Penn Entertainment Inc
N/A
Penn Entertainment Inc
707569109
7268.00000000
NS
USD
215859.60000000
0.073935960152
Long
EC
CORP
US
N
1
N
N
N
INTACT FINANCIAL CORP
5493009LXGE7Y4U9OY43
Intact Financial Corp
45823TAL0
84000.00000000
PA
USD
83134.98000000
0.028475289348
Long
DBT
CORP
CA
N
2
2032-09-22
Fixed
5.45900000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAM0
40000.00000000
PA
USD
33962.28000000
0.011632717658
Long
DBT
CORP
US
N
2
2030-02-22
Fixed
3.70000000
N
N
N
N
N
N
Bluemountain CLO Ltd
5493002GUQ80FGGGNP40
BlueMountain CLO XXX Ltd
09630QAQ4
455000.00000000
PA
USD
422929.78000000
0.144861379162
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
6.01361000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
-1737000.00000000
NC
USD
-66652.51000000
-0.02282973434
N/A
DIR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Written
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2033-05-12
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
3.79000000
USD
2023-05-10
XXXX
-16540.06000000
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
000000000
269.00000000
NS
68254.38000000
0.023378404851
Long
EC
CORP
NL
N
2
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAP5
61000.00000000
PA
USD
56603.00000000
0.019387588749
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp
017175AF7
2000.00000000
PA
USD
1416.80000000
0.000485280563
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.25000000
N
N
N
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
1175.00000000
NS
152350.46000000
0.052182888969
Long
EC
CORP
CH
N
2
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
35.00000000
NS
78351.17000000
0.026836744731
Long
EC
CORP
DK
N
2
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BM5
40000.00000000
PA
USD
35039.17000000
0.012001572674
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.70000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAD8
31000.00000000
PA
USD
26345.87000000
0.009023954433
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.37500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-C5
17291DAU7
1179618.03000000
PA
USD
35488.69000000
0.012155541702
Long
ABS-MBS
CORP
US
N
2
2051-06-10
Variable
0.67318200
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2005-7
07386HVR9
22358.34000000
PA
USD
18201.25000000
0.006234269380
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
3.89870100
N
N
N
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
8619.00000000
NS
USD
333296.73000000
0.114160379006
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
77.00000000
NS
USD
12759.67000000
0.004370426206
Long
EC
CORP
US
N
1
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233W109
3555.00000000
NS
USD
121865.40000000
0.041741184354
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
29000.00000000
PA
USD
27741.76000000
0.009502072930
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042616
1010000.00000000
PA
USD
972194.48000000
0.332994837078
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
4.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EJ2
32000.00000000
PA
USD
25529.55000000
0.008744349528
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGB1
462000.00000000
PA
USD
459798.28000000
0.157489531660
Long
DBT
UST
US
N
2
2029-12-31
Fixed
3.87500000
N
N
N
N
N
N
NGK Insulators Ltd
353800701BNCL25VYY16
NGK Insulators Ltd
000000000
2000.00000000
NS
25355.19000000
0.008684627959
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
25650.00000000
PA
USD
25557.71000000
0.008753994856
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHG7
18000.00000000
PA
USD
16640.81000000
0.005699789423
Long
DBT
CORP
US
N
2
2029-03-05
Fixed
3.97000000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
SYNOVUS FINANCIAL CORP
87161C501
545.00000000
NS
USD
20464.75000000
0.007009560568
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AB0
28000.00000000
PA
USD
25571.92000000
0.008758862048
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.00000000
N
N
N
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
American Airlines 2016-1 Class AA Pass Through Trust
02376UAA3
2143.14000000
PA
USD
1917.38000000
0.000656738598
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.57500000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAG9
33000.00000000
PA
USD
31203.57000000
0.010687807760
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
4.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
42.00000000
NC
USD
-18979.86000000
-0.00650095790
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2023-03-31
4552026.74000000
USD
-18979.86000000
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAV1
46000.00000000
PA
USD
46832.02000000
0.016040844903
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
Lantheus Holdings Inc
5299005HUB5IOJGO7S39
Lantheus Holdings Inc
516544103
606.00000000
NS
USD
30881.76000000
0.010577581802
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
6622.00000000
NS
USD
106283.10000000
0.036403954452
Long
EC
CORP
US
N
1
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AH0
40000.00000000
PA
USD
35338.95000000
0.012104252945
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BKQN3
143151.57000000
PA
USD
138156.54000000
0.047321205247
Long
ABS-MBS
USGSE
US
N
2
2043-09-15
Fixed
3.50000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2020-C Trust
83390UAF4
70532.61000000
PA
USD
63234.88000000
0.021659131991
Long
ABS-O
CORP
US
N
2
2046-02-15
Fixed
1.95000000
N
N
N
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W108
1797.00000000
NS
USD
151882.44000000
0.052022583344
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CAH8
217736.50000000
PA
USD
216353.18000000
0.074105020556
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
5.92768000
N
N
N
N
N
N
OHA Loan Funding Ltd
N/A
OHA Loan Funding 2013-1 Ltd
67706HAW8
200000.00000000
PA
USD
197953.40000000
0.067802750929
Long
ABS-CBDO
CORP
KY
N
2
2031-07-23
Floating
5.41457000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160104
10670.00000000
NS
USD
1884855.50000000
0.645598347914
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
62954HAN8
13000.00000000
PA
USD
8149.72000000
0.002791431899
Long
DBT
CORP
N/A
N
2
2051-11-30
Fixed
3.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
36000.00000000
PA
USD
27486.01000000
0.009414473760
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEK4
16000.00000000
PA
USD
14861.82000000
0.005090451994
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.75000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
38853.00000000
NS
USD
5048170.29000000
1.729092972493
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
7626.00000000
NS
USD
578279.58000000
0.198071598316
Long
EC
CORP
US
N
1
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BL7
24000.00000000
PA
USD
21141.44000000
0.007241339580
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
307.00000000
NS
USD
72860.31000000
0.024956022233
Long
EC
CORP
US
N
1
N
N
N
American Financial Group Inc/O
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
609.00000000
NS
USD
83603.52000000
0.028635773082
Long
EC
CORP
US
N
1
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AT3
7000.00000000
PA
USD
4664.10000000
0.001597541697
Long
DBT
CORP
AU
N
2
2051-11-02
Fixed
2.75000000
N
N
N
N
N
N
Ashland Inc
529900E4L9R04SB8HB11
Ashland Inc
044186104
549.00000000
NS
USD
59033.97000000
0.020220241553
Long
EC
CORP
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8J4
45000.00000000
PA
USD
35992.88000000
0.012328236230
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
Rohm Co Ltd
5493009V2FGDEP7JFE59
Rohm Co Ltd
000000000
1400.00000000
NS
100365.12000000
0.034376935346
Long
EC
CORP
JP
N
2
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG
000000000
425.00000000
NS
100936.98000000
0.034572808117
Long
EC
CORP
CH
N
2
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas Inc
68235P108
3566.00000000
NS
USD
270017.52000000
0.092486063159
Long
EC
CORP
US
N
1
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FT0
20000.00000000
PA
USD
14502.37000000
0.004967333630
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
80000.00000000
PA
USD
53893.02000000
0.018459369790
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
628.00000000
NS
61772.47000000
0.021158229147
Long
EC
CORP
FR
N
2
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
4513.00000000
NS
USD
370111.13000000
0.126770001240
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
221000.00000000
PA
USD
191958.30000000
0.065749316777
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4X7
277144.09000000
PA
USD
226327.14000000
0.077521288858
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
25000.00000000
PA
USD
23790.79000000
0.008148791628
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
AMER AIRLN 15-2 AA PTT
N/A
American Airlines 2015-2 Class AA Pass Through Trust
02377BAB2
3460.47000000
PA
USD
3110.74000000
0.001065486773
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
3.60000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDW3
56000.00000000
PA
USD
54331.11000000
0.018609423829
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
5.00000000
N
N
N
N
N
N
ACI Worldwide Inc
5493003BPVMZUJ6F5C02
ACI Worldwide Inc
004498101
1742.00000000
NS
USD
40066.00000000
0.013723356197
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R02
20754BAF8
100000.00000000
PA
USD
94945.68000000
0.032520675536
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
8.42768000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
61764PBV3
1453003.34000000
PA
USD
18519.47000000
0.006343265696
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
0.95405600
N
N
N
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
Envista Holdings Corp
29415F104
883.00000000
NS
USD
29730.61000000
0.010183291344
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDD8
25000.00000000
PA
USD
22000.00000000
0.007535412478
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
8000.00000000
PA
USD
5373.92000000
0.001840668355
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AA8
33512.41020000
PA
USD
31623.38000000
0.010831600556
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.90000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAB8
70000.00000000
PA
USD
58011.01000000
0.019869858573
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XH5A1
971413.94000000
PA
USD
828474.26000000
0.283767967117
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLC1
27000.00000000
PA
USD
27925.25000000
0.009564921695
Long
DBT
CORP
US
N
2
2028-11-10
Fixed
6.20400000
N
N
N
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
818.00000000
NS
USD
55018.68000000
0.018844929445
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307NG73
8542.22000000
PA
USD
8009.64000000
0.002743451872
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
Shimano Inc
529900L32YT3P9DECR10
Shimano Inc
000000000
100.00000000
NS
15801.89000000
0.005412443594
Long
EC
CORP
JP
N
2
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2K8
18000.00000000
PA
USD
16794.28000000
0.005752355776
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
2.16400000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
3624.00000000
NS
USD
336887.04000000
0.115390127496
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AC8
25000.00000000
PA
USD
20583.19000000
0.007050128489
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Origin Energy Ltd
ZSN2LWNPYW6ISMRUC664
Origin Energy Ltd
000000000
4138.00000000
NS
21658.01000000
0.007418274491
Long
EC
CORP
AU
N
2
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
439500.00000000
NC
USD
-414.97000000
-0.00014213500
N/A
DIR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2057-06-16
0.00000000
USD
0.00000000
USD
0.00000000
USD
1.00000000
USD
0.00000000
USD
2027-06-14
XXXX
-414.97000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CITIBANK NA
000000000
43301.00000000
PA
USD
43301.00000000
0.014831404350
Long
RA
CORP
US
N
2
Repurchase
Y
4.25000000
2023-01-03
48940.93792960
USD
44167.02116566
USD
UST
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779103
1039.00000000
NS
USD
44386.08000000
0.015203064594
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R02
20753KAB8
6696.50000000
PA
USD
6688.96000000
0.002291094211
Long
ABS-MBS
CORP
US
N
2
2031-08-25
Floating
6.68871000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAJ1
953036.34000000
PA
USD
29858.39000000
0.010227058390
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
0.87536000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDR2
80000.00000000
PA
USD
73613.37000000
0.025213959402
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
426.00000000
NS
152549.09000000
0.052250923468
Long
EC
CORP
FR
N
2
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
1076.00000000
NS
USD
91782.80000000
0.031437329836
Long
EC
CORP
US
N
1
N
N
N
MASTERCARD INC - A
AR5L2ODV9HN37376R084
MASTERCARD INC
57636Q104
1693.00000000
NS
USD
588706.89000000
0.201643147493
Long
EC
CORP
US
N
1
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
1300.00000000
NS
124512.16000000
0.042647749279
Long
EC
CORP
JP
N
2
N
N
N
Light & Wonder Inc
529900JXALYBOHXKFM62
Light & Wonder Inc
80874P109
809.00000000
NS
USD
47407.40000000
0.016237923341
Long
EC
CORP
US
N
1
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical Inc
379577208
923.00000000
NS
USD
68551.21000000
0.023480074691
Long
EC
CORP
US
N
1
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
21000.00000000
PA
USD
20191.23000000
0.006915874840
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113109
760.00000000
NS
USD
53458.40000000
0.018310504291
Long
EC
CORP
US
N
1
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAK6
96000.00000000
PA
USD
89097.76000000
0.030517653294
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
ALPHABET INC-CL A
5493006MHB84DD0ZWV18
ALPHABET INC
02079K305
29299.00000000
NS
USD
2585050.77000000
0.885428355853
Long
EC
CORP
US
N
1
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-2 Ltd
53948QAA4
114508.36000000
PA
USD
84055.58000000
0.028790612108
Long
ABS-O
CORP
US
N
2
2048-03-20
Fixed
2.22000000
N
N
N
N
N
N
UNITED AIR 2019-2 A PTT
N/A
United Airlines 2019-2 Class A Pass Through Trust
90932MAA3
14941.01000000
PA
USD
12022.70000000
0.004118000163
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307M4H6
6517.64000000
PA
USD
6111.65000000
0.002093354712
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
5120.00000000
NS
USD
595916.80000000
0.204112676846
Long
EC
CORP
US
N
1
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AN0
32000.00000000
PA
USD
30937.53000000
0.010596684072
Long
DBT
CORP
US
N
2
2062-07-15
Fixed
5.25000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
12623.00000000
NS
USD
424637.72000000
0.145446380634
Long
EC
CORP
US
N
1
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BN9
21000.00000000
PA
USD
17631.86000000
0.006039242629
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-COR2 Mortgage Trust
12595EAE5
690582.32000000
PA
USD
27436.73000000
0.009397594436
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Variable
1.15550200
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAG2
3000000.00000000
PA
USD
24220.95000000
0.008296129493
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
0.18357600
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397NUJ2
154354.85000000
PA
USD
150852.69000000
0.051669874662
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
4.50000000
N
N
N
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571B105
16402.00000000
NS
USD
300648.66000000
0.102977802913
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
64000.00000000
PA
USD
52608.27000000
0.018019318827
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBN5
20000.00000000
PA
USD
13814.43000000
0.004731701281
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
30000.00000000
PA
USD
20838.23000000
0.007137484471
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCN3
29000.00000000
PA
USD
24850.21000000
0.008511662841
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.27300000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBN4
34000.00000000
PA
USD
33131.39000000
0.011348122255
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.37500000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAJ7
70000.00000000
PA
USD
60728.76000000
0.020800738903
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.50000000
N
N
N
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
7573.00000000
NS
120539.16000000
0.041286922289
Long
EC
CORP
ES
N
2
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
182.00000000
NS
USD
10998.26000000
0.003767110256
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BM3
35000.00000000
PA
USD
34606.21000000
0.011853275756
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
200000.00000000
PA
USD
187964.07000000
0.064381218114
Long
DBT
CORP
CL
N
2
2026-08-05
Fixed
3.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAU0
70000.00000000
PA
USD
69320.10000000
0.023743433932
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
3.79700000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
14000.00000000
PA
USD
11871.10000000
0.004066074321
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
1175.80000000
0.000402733545
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-17
0.00000000
USD
0.00000000
USD
391000.00000000
USD
1175.80000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
103000.00000000
PA
USD
90474.70000000
0.030989281060
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
3133.00000000
NS
153268.45000000
0.052497317755
Long
EC
CORP
FR
N
2
N
N
N
Progyny Inc
N/A
Progyny Inc
74340E103
1233.00000000
NS
USD
38407.95000000
0.013155442985
Long
EC
CORP
US
N
1
N
N
N
NORTHERN NATURAL GAS CO
5493007M02M6CT9EXE41
Northern Natural Gas Co
665501AM4
16000.00000000
PA
USD
10860.67000000
0.003719983101
Long
DBT
CORP
US
N
2
2051-10-16
Fixed
3.40000000
N
N
N
N
N
N
Swedish Orphan Biovitrum AB
549300124Y3MQI87PT35
Swedish Orphan Biovitrum AB
000000000
767.00000000
NS
15874.57000000
0.005437337857
Long
EC
CORP
SE
N
2
N
N
N
Nomura Real Estate Holdings In
N/A
Nomura Real Estate Holdings Inc
000000000
5000.00000000
NS
106913.97000000
0.036620039255
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNKH1
28225.17000000
PA
USD
26300.96000000
0.009008571916
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
10184.00000000
NS
USD
620103.76000000
0.212397164128
Long
EC
CORP
US
N
1
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674X106
1629.00000000
NS
USD
50482.71000000
0.017291274675
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
1143.00000000
NS
USD
372823.74000000
0.127699121024
Long
EC
CORP
GB
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
45400.00000000
PA
USD
41349.47000000
0.014162968736
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KV2
37000.00000000
PA
USD
33836.24000000
0.011589546595
Long
DBT
CORP
US
N
2
2052-07-27
Fixed
4.90000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2007-13
61756HBN9
44937.10000000
PA
USD
26439.77000000
0.009056116944
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Fixed
6.00000000
N
N
N
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories Inc
826919102
142.00000000
NS
USD
19265.14000000
0.006598671652
Long
EC
CORP
US
N
1
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAF8
29000.00000000
PA
USD
27023.78000000
0.009256151318
Long
DBT
CORP
CA
N
2
2033-01-15
Fixed
4.20000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust
92922F4V7
19086.51000000
PA
USD
17569.05000000
0.006017729027
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
5.36871000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd
27830KAU8
250000.00000000
PA
USD
237731.25000000
0.081427410349
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
5.49257000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
85125.07000000
PA
USD
71141.74000000
0.024367379786
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
485.00000000
NS
USD
155384.30000000
0.053222036050
Long
EC
CORP
CA
N
1
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
2028.00000000
NS
USD
217604.40000000
0.074533586865
Long
EC
CORP
US
N
1
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903BG1
50000.00000000
PA
USD
44205.30000000
0.015141144055
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.39300000
N
N
N
N
N
N
SOUTH JERSEY INDUSTRIES
549300DJYWYT5VXLFA46
South Jersey Industries Inc
838518AA6
49000.00000000
PA
USD
38192.93000000
0.013081794604
Long
DBT
CORP
US
N
2
2031-04-15
Variable
5.02000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84J9
848000.00000000
PA
USD
60107.60000000
0.020587979957
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Variable
1.36401100
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
USD CALL VERSUS CNH PUT
000000000
989000.00000000
NC
USD
221.38000000
0.000075826800
N/A
DFE
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
Call
Purchased
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2023-02-07
1.00000000
USD
7.50000000
USD
2023-02-07
XXXX
-4377.47000000
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JCJ1
39000.00000000
PA
USD
38305.31000000
0.013120286861
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.55000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QS2P2
4827.35000000
PA
USD
4633.52000000
0.001587067473
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAL9
73000.00000000
PA
USD
64846.54000000
0.022211155758
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CC1
16000.00000000
PA
USD
12493.56000000
0.004279278541
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
36000.00000000
PA
USD
31827.49000000
0.010901512058
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
190.00000000
NS
USD
468574.20000000
0.160495448799
Long
EC
CORP
US
N
1
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAE3
17000.00000000
PA
USD
17139.76000000
0.005870689153
Long
DBT
CORP
US
N
2
2032-12-06
Fixed
5.37500000
N
N
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
3174.00000000
NS
USD
41262.00000000
0.014133008621
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings Inc
N/A
Southwest Gas Holdings Inc
844895102
578.00000000
NS
USD
35766.64000000
0.012250744788
Long
EC
CORP
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8H8
70000.00000000
PA
USD
61796.43000000
0.021166435896
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.85000000
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
3321.00000000
NS
USD
77047.20000000
0.026390110558
Long
EC
CORP
US
N
1
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAC1
200000.00000000
PA
USD
192459.00000000
0.065920815914
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
9084.00000000
NS
24480.32000000
0.008384968581
Long
EC
CORP
GB
N
2
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL
31847R102
1079.00000000
NS
USD
56474.86000000
0.019343698397
Long
EC
CORP
US
N
1
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
39000.00000000
PA
USD
31588.11000000
0.010819519920
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307M2M7
4029.49000000
PA
USD
3778.62000000
0.001294248195
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2007-10
17313QAL2
26596.90000000
PA
USD
22882.35000000
0.007837633896
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.87112600
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B3WP8
573019.81000000
PA
USD
488534.93000000
0.167332373068
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164102
5286.00000000
NS
USD
192410.40000000
0.065904169503
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QBB3
31000.00000000
PA
USD
30860.79000000
0.010570399184
Long
DBT
CORP
N/A
N
2
2026-03-01
Fixed
5.35000000
N
N
N
N
N
N
Oversea-Chinese Banking Corp L
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
13200.00000000
NS
120067.71000000
0.041125441825
Long
EC
CORP
SG
N
2
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CL2
5000.00000000
PA
USD
4884.00000000
0.001672861570
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.87500000
N
N
N
N
N
N
CubeSmart
N/A
CubeSmart
229663109
2247.00000000
NS
USD
90441.75000000
0.030977995067
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
3700.00000000
NS
115612.77000000
0.039599541349
Long
EC
CORP
JP
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PES7
30000.00000000
PA
USD
32590.27000000
0.011162778510
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
72.00000000
NS
9550.58000000
0.003271252713
Long
EC
CORP
DK
N
2
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust
93935FAC5
125032.67000000
PA
USD
77228.62000000
0.026452250309
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
3.00826000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAN7
2050215.02000000
PA
USD
79488.68000000
0.027226363233
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Variable
0.80544400
N
N
N
N
N
N
EAST WEST BANCORP INC
N/A
EAST WEST BANCORP INC
27579R104
1292.00000000
NS
USD
85142.80000000
0.029163005342
Long
EC
CORP
US
N
1
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
95000.00000000
PA
USD
85917.09000000
0.029428214184
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
Lixil Corp
353800KB8G4F9WUJJ886
Lixil Corp
000000000
4900.00000000
NS
73872.94000000
0.025302866994
Long
EC
CORP
JP
N
2
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125C109
2500.00000000
NS
USD
298600.00000000
0.102276098452
Long
EC
CORP
US
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBN3
19000.00000000
PA
USD
17144.86000000
0.005872435999
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DKX0
34994.84000000
PA
USD
32778.74000000
0.011227333018
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
TripAdvisor Inc
549300XVG45PT5BART17
TripAdvisor Inc
896945201
395.00000000
NS
USD
7102.10000000
0.002432602407
Long
EC
CORP
US
N
1
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EH2
12000.00000000
PA
USD
11829.74000000
0.004051907745
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.30000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCK0
55000.00000000
PA
USD
51299.78000000
0.017571136469
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.96900000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
195000.00000000
PA
USD
123267.68000000
0.042221491546
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
18503.00000000
NS
USD
340640.23000000
0.116675665440
Long
EC
CORP
US
N
1
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
361.00000000
NS
USD
104375.93000000
0.035750712969
Long
EC
CORP
US
N
1
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAL7
7000.00000000
PA
USD
5928.60000000
0.002030656655
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.80000000
N
N
N
N
N
N
Haleon PLC
549300PSB3WWEODCUP19
Haleon PLC
000000000
20347.00000000
NS
80505.67000000
0.027574701376
Long
EC
CORP
GB
N
2
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC
142339100
106.00000000
NS
USD
24978.90000000
0.008555741579
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
19000.00000000
PA
USD
15606.05000000
0.005345364722
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
800.00000000
NS
USD
246608.00000000
0.084467863654
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCV6
16000.00000000
PA
USD
15055.36000000
0.005156743073
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.59500000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
234.00000000
NS
USD
53443.26000000
0.018305318557
Long
EC
CORP
US
N
1
N
N
N
Dun & Bradstreet Holdings Inc
N/A
Dun & Bradstreet Holdings Inc
26484T106
1202.00000000
NS
USD
14736.52000000
0.005047534395
Long
EC
CORP
US
N
1
N
N
N
AREIT CRE Trust
N/A
AREIT 2021-CRE5 Trust
04002PAJ3
500000.00000000
PA
USD
465607.00000000
0.159479127167
Long
ABS-MBS
CORP
KY
N
2
2038-11-17
Floating
6.98914000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBJ9
75000.00000000
PA
USD
67056.80000000
0.022968211248
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.45000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAA1
2380000.00000000
PA
USD
7447.97000000
0.002551069367
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
0.42275600
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-22.00000000
NC
USD
38896.76000000
0.013322869575
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2023-03-22
-2641084.26000000
USD
38896.76000000
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 2016-C3 Mortgage Trust
23312VAS5
110000.00000000
PA
USD
79556.65000000
0.027249644233
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
3.47309800
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAW2
5000.00000000
PA
USD
3860.42000000
0.001322266229
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.25000000
N
N
N
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278101
140.00000000
NS
USD
18746.00000000
0.006420856468
Long
EC
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
1644.00000000
NS
30555.76000000
0.010465920690
Long
EC
CORP
CH
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QS6V5
3916.27000000
PA
USD
3759.04000000
0.001287541678
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAV7
110000.00000000
PA
USD
96970.99000000
0.033214382184
Long
DBT
CORP
US
N
2
2034-07-08
Fixed
4.30000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
LEAR CORP
521865204
465.00000000
NS
USD
57669.30000000
0.019752816491
Long
EC
CORP
US
N
1
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBP0
39000.00000000
PA
USD
37973.83000000
0.013006748746
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.50000000
N
N
N
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
000000000
1100.00000000
NS
35405.36000000
0.012126999615
Long
EC
CORP
JP
N
2
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAD4
11000.00000000
PA
USD
9758.22000000
0.003342373306
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
1.26700000
N
N
N
N
N
N
NOVARTIS AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG
000000000
1461.00000000
NS
132216.78000000
0.045286726083
Long
EC
CORP
CH
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
22000.00000000
PA
USD
14878.63000000
0.005096209734
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
MANPOWERGROUP INC
ERO1WSFOSR0JJ6CRQ987
MANPOWERGROUP INC
56418H100
70.00000000
NS
USD
5824.70000000
0.001995068957
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FMA1
19768.07000000
PA
USD
19119.01000000
0.006548619387
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CH7
40000.00000000
PA
USD
36723.18000000
0.012578377673
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
ZoomInfo Technologies Inc
N/A
ZoomInfo Technologies Inc
98980F104
2586.00000000
NS
USD
77864.46000000
0.026670037431
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
340.00000000
NS
USD
47154.60000000
0.016151334601
Long
EC
CORP
US
N
1
N
N
N
Nissan Chemical Corp
3538002E4L1CUGJFFU25
Nissan Chemical Corp
000000000
1600.00000000
NS
69771.53000000
0.023898057171
Long
EC
CORP
JP
N
2
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
0010EPAN8
32000.00000000
PA
USD
30768.77000000
0.010538880608
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.85000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-A-GS
20267WAA3
35520.32000000
PA
USD
30283.16000000
0.010372550079
Long
ABS-O
CORP
US
N
2
2050-08-25
Fixed
1.98000000
N
N
N
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174700
2539.00000000
NS
USD
168386.48000000
0.057675526478
Long
EC
CORP
PR
N
1
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
3750.00000000
NS
63784.00000000
0.021847215886
Long
EC
CORP
SE
N
2
N
N
N
Ono Pharmaceutical Co Ltd
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co Ltd
000000000
5000.00000000
NS
116867.94000000
0.040029460607
Long
EC
CORP
JP
N
2
N
N
N
Kemper Corp
549300FNI1JKTRY2PV09
Kemper Corp
488401100
111.00000000
NS
USD
5461.20000000
0.001870563392
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378G2A5
242592.67000000
PA
USD
210174.21000000
0.071988607482
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
1.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
15000.00000000
PA
USD
15033.57000000
0.005149279589
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
6137.00000000
NS
USD
673781.23000000
0.230782704002
Long
EC
CORP
US
N
1
N
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710839
3800.00000000
NS
USD
80104.00000000
0.027437121870
Long
EC
CORP
US
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNSX1
956682.07000000
PA
USD
845074.52000000
0.289453867406
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDK4
137800.00000000
PA
USD
123670.12000000
0.042359334791
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCE3
21000.00000000
PA
USD
18670.33000000
0.006394938075
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AN6
17000.00000000
PA
USD
14407.93000000
0.004934986159
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
Adevinta ASA
000000000
1367.00000000
NS
9051.90000000
0.003100445464
Long
EC
CORP
NO
N
2
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co PLC
000000000
214.00000000
NS
USD
7295.26000000
0.002498763328
Long
EC
CORP
IE
N
1
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAC1
163000.00000000
PA
USD
126151.45000000
0.043209236839
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393GYQ1
38388.24000000
PA
USD
38991.20000000
0.013355217046
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
5.50000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAE2
29000.00000000
PA
USD
27504.18000000
0.009420697325
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.15000000
N
N
N
N
N
N
Amdocs Ltd
549300HQV672RJ7RQV66
Amdocs Ltd
000000000
6486.00000000
NS
USD
589577.40000000
0.201941313489
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-14284.35000000
-0.00489265769
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-11
0.00000000
USD
0.00000000
USD
434000.00000000
USD
-14284.35000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
112000.00000000
PA
USD
108547.07000000
0.037179406624
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.87500000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAH3
30000.00000000
PA
USD
19266.38000000
0.006599096375
Long
DBT
CORP
US
N
2
2052-01-30
Fixed
3.20000000
N
N
N
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
2500.00000000
NS
78254.95000000
0.026803787577
Long
EC
CORP
JP
N
2
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432PA7
17000.00000000
PA
USD
17797.08000000
0.006095833577
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.80000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ALY45
6024.70000000
PA
USD
5897.54000000
0.002020018023
Long
ABS-MBS
USGSE
US
N
2
2042-01-15
Fixed
4.50000000
N
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
2407.00000000
NS
USD
574936.02000000
0.196926366328
Long
EC
CORP
US
N
1
N
N
N
Yakult Honsha Co Ltd
353800YJPSPGG7KI0S71
Yakult Honsha Co Ltd
000000000
400.00000000
NS
26039.04000000
0.008918859406
Long
EC
CORP
JP
N
2
N
N
N
Lattice Semiconductor Corp
549300LRBBPZDQ2II567
Lattice Semiconductor Corp
518415104
1216.00000000
NS
USD
78894.08000000
0.027022701585
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBE8
3000.00000000
PA
USD
2682.25000000
0.000918720914
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040610
1341000.00000000
PA
USD
1257821.04000000
0.430827289092
Long
ABS-MBS
USGSE
US
N
2
2053-01-15
Fixed
4.00000000
N
N
N
N
N
N
J.G. Wentworth XXXIX LLC
N/A
J.G. Wentworth XXXIX LLC
46620VAA2
228952.48000000
PA
USD
191329.75000000
0.065534026617
Long
ABS-O
CORP
US
N
2
2072-09-15
Fixed
3.53000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CK4
44000.00000000
PA
USD
31388.16000000
0.010751033296
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
FIVE BELOW INC
529900AAXP5Z6BGI7418
FIVE BELOW
33829M101
80.00000000
NS
USD
14149.60000000
0.004846503290
Long
EC
CORP
US
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAN8
25000.00000000
PA
USD
21969.95000000
0.007525119789
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
CONCORD MINUTEMEN CAPITAL COMPANY, LLC
N/A
CONCORD MINUTE 01/03/2023
000000000
1000000.00000000
PA
USD
999517.11000000
0.342353350125
Long
DBT
CORP
US
N
2
2023-01-03
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGR4
80000.00000000
PA
USD
73773.49000000
0.025268803504
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59300000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDF6
19000.00000000
PA
USD
15201.72000000
0.005206874117
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
321.00000000
NS
USD
164412.99000000
0.056314531654
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP IRS USD
000000000
-434000.00000000
NC
USD
-26258.14000000
-0.00899390526
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2033-12-19
0.00000000
USD
0.00000000
USD
0.00000000
USD
1.00000000
USD
2.94000000
USD
2023-12-16
XXXX
-10026.54000000
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAG8
96000.00000000
PA
USD
86587.48000000
0.029657835329
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAE9
74000.00000000
PA
USD
67552.76000000
0.023138086847
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9WG3
27776.05000000
PA
USD
26689.82000000
0.009141763757
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
4.00000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NV3
41000.00000000
PA
USD
34231.87000000
0.011725057288
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCZ0
30000.00000000
PA
USD
26784.04000000
0.009174035874
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
4.62500000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
2715.00000000
NS
111021.92000000
0.038027089150
Long
EC
CORP
NL
N
2
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAF9
8000.00000000
PA
USD
7345.87000000
0.002516098202
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AS9
23000.00000000
PA
USD
17651.64000000
0.006046017650
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
1.50000000
N
N
N
N
N
N
Computershare Ltd
N/A
Computershare Ltd
000000000
1064.00000000
NS
18743.50000000
0.006420000171
Long
EC
CORP
AU
N
2
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
57.00000000
NS
USD
14215.80000000
0.004869178032
Long
EC
CORP
US
N
1
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
78000.00000000
PA
USD
47369.83000000
0.016225054912
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
150000.00000000
PA
USD
144969.26000000
0.049654689579
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CB6
63000.00000000
PA
USD
60799.95000000
0.020825122813
Long
DBT
CORP
NL
N
2
2028-11-13
Fixed
3.87500000
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AV5
31000.00000000
PA
USD
28713.25000000
0.009834826469
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.50000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAH9
10000.00000000
PA
USD
10008.17000000
0.003427985868
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
5.00000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
446.00000000
NS
22378.77000000
0.007665148304
Long
EC
CORP
GB
N
2
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-J2
12667F6H3
74821.51000000
PA
USD
58629.61000000
0.020081740671
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
4.78871000
N
N
N
N
N
N
Hirose Electric Co Ltd
N/A
Hirose Electric Co Ltd
000000000
400.00000000
NS
50168.56000000
0.017183672410
Long
EC
CORP
JP
N
2
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJJ0
55000.00000000
PA
USD
57275.49000000
0.019617929183
Long
DBT
CORP
US
N
2
2033-10-21
Fixed
5.85000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBW5
137000.00000000
PA
USD
119319.10000000
0.040869028864
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
1.04000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAR0
21000.00000000
PA
USD
18884.19000000
0.006468189134
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AA7
92000.00000000
PA
USD
73213.37000000
0.025076951902
Long
DBT
CORP
AU
N
2
2031-04-29
Fixed
3.64900000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
5013.00000000
NS
80418.26000000
0.027544761812
Long
EC
CORP
GB
N
2
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
4325.00000000
NS
USD
194538.50000000
0.066633083653
Long
EC
CORP
GB
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
55000.00000000
PA
USD
51254.33000000
0.017555568992
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
1209.00000000
NS
USD
79358.76000000
0.027181863197
Long
EC
RF
US
N
1
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DB2
2000.00000000
PA
USD
1983.45000000
0.000679368812
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
3608.42000000
0.001235951504
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-10
0.00000000
USD
0.00000000
USD
211000.00000000
USD
3608.42000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0WK8
41116.28000000
PA
USD
37931.12000000
0.012992119770
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Fixed
3.50000000
N
N
N
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
1685.00000000
NS
119098.32000000
0.040793407574
Long
EC
CORP
DK
N
2
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
000000000
2300.00000000
NS
131233.05000000
0.044949780114
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
42000.00000000
PA
USD
32998.64000000
0.011302652891
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC
858119100
441.00000000
NS
USD
43085.70000000
0.014757660063
Long
EC
CORP
US
N
1
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899101
1114.00000000
NS
USD
17946.54000000
0.006147026429
Long
EC
CORP
US
N
1
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAB3
7000.00000000
PA
USD
6408.88000000
0.002195161560
Long
DBT
CORP
US
N
2
2043-09-30
Fixed
5.70000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBD1
31000.00000000
PA
USD
24945.31000000
0.008544236374
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMZD9
317177.38000000
PA
USD
270728.61000000
0.092729624816
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAF6
17000.00000000
PA
USD
15137.14000000
0.005184754256
Long
DBT
CORP
GB
N
2
2062-04-27
Fixed
4.95000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
0.00000000
0.000000
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-17
0.00000000
USD
0.00000000
USD
289000.00000000
USD
0.00000000
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-J7
12667FTE5
50224.75000000
PA
USD
50014.04000000
0.017130746413
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
4.17882500
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFV8
1000800.00000000
PA
USD
1021519.68000000
0.349889642877
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
Eagle Materials Inc
26969P108
401.00000000
NS
USD
53272.85000000
0.018246949937
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAR9
40000.00000000
PA
USD
35271.63000000
0.012081194582
Long
DBT
CORP
US
N
2
2039-04-22
Fixed
4.45700000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAD1
23000.00000000
PA
USD
20607.78000000
0.007058551025
Long
DBT
CORP
GB
N
2
2042-04-27
Fixed
4.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
18000.00000000
PA
USD
16019.09000000
0.005486838666
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
100000.00000000
PA
USD
97746.69000000
0.033480073978
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
5921.00000000
NS
USD
508317.85000000
0.174108394078
Long
EC
CORP
US
N
1
N
N
N
Beacon Container Finance II LL
N/A
Beacon Container Finance II LLC
07359BAA5
88333.38000000
PA
USD
75014.60000000
0.025693906949
Long
ABS-O
CORP
US
N
2
2046-10-22
Fixed
2.25000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SWOP IRS USD
000000000
-868000.00000000
NC
USD
-34626.10000000
-0.01186008845
N/A
DIR
CORP
DE
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
DE
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2033-05-11
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
3.82000000
USD
2023-05-09
XXXX
-9714.50000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGC2
38000.00000000
PA
USD
26692.63000000
0.009142726235
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC
084670702
2856.00000000
NS
USD
882218.40000000
0.302176342716
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZW5
547620.17000000
PA
USD
464534.16000000
0.159111659353
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
5300.00000000
NS
103772.95000000
0.035544181014
Long
EC
CORP
JP
N
2
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796YM5
325000.00000000
PA
USD
321674.63000000
0.110179591854
Long
DBT
UST
US
N
2
2023-03-30
None
0.00000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AL8
80000.00000000
PA
USD
77228.67000000
0.026452267435
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys Inc
023436108
149.00000000
NS
USD
12447.46000000
0.004263488427
Long
EC
CORP
US
N
1
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
Wingstop Inc
974155103
89.00000000
NS
USD
12248.18000000
0.004195231291
Long
EC
CORP
US
N
1
N
N
N
Omnicell Inc
5493008RH0GTKHHPZI77
Omnicell Inc
68213N109
322.00000000
NS
USD
16235.24000000
0.005560874094
Long
EC
CORP
US
N
1
N
N
N
Frontier Communications Parent
N/A
Frontier Communications Parent Inc
35909D109
5696.00000000
NS
USD
145134.08000000
0.049711143519
Long
EC
CORP
US
N
1
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAJ5
14000.00000000
PA
USD
14175.23000000
0.004855282046
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
5.15000000
N
N
N
N
N
N
Banc of America Merrill Lynch
549300UQK6PJ8BF5JQ90
BAMLL Commercial Mortgage Securities Trust 2015-200P
05526QAN6
100000.00000000
PA
USD
81644.39000000
0.027964734326
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
3.59580000
N
N
N
N
N
N
Mazda Motor Corp
52990044YZJLICDQKK92
Mazda Motor Corp
000000000
2900.00000000
NS
21738.56000000
0.007445864376
Long
EC
CORP
JP
N
2
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DK3
7000.00000000
PA
USD
5852.70000000
0.002004659482
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CC3
15000.00000000
PA
USD
12984.96000000
0.004447592255
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines 2020-1 Class A Pass Through Trust
247361ZW1
10063.35000000
PA
USD
8559.83000000
0.002931902263
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
501.00000000
NS
273170.30000000
0.093565949421
Long
EC
CORP
NL
N
2
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAG1
26000.00000000
PA
USD
22060.34000000
0.007556080059
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.20000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AU5
26000.00000000
PA
USD
20287.31000000
0.006948784041
Long
DBT
CORP
US
N
2
2062-02-15
Fixed
3.87500000
N
N
N
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
Schlumberger Ltd
806857108
890.00000000
NS
USD
47579.40000000
0.016296836566
Long
EC
CORP
US
N
1
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAE7
50000.00000000
PA
USD
49626.74000000
0.016998088901
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.25000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797103
67.00000000
NS
USD
13717.58000000
0.004698528340
Long
EC
CORP
US
N
1
N
N
N
FRETE 2021-ML08 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30318LAK3
647268.94360000
PA
USD
89345.54000000
0.030602522589
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Variable
1.86080300
N
N
N
N
N
N
Mitsubishi Electric Corp
549300TRXM9Y6561AX39
Mitsubishi Electric Corp
000000000
5300.00000000
NS
52517.38000000
0.017988187298
Long
EC
CORP
JP
N
2
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081102
2920.00000000
NS
USD
52092.80000000
0.017842760688
Long
EC
CORP
US
N
1
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
30037DAA3
16000.00000000
PA
USD
13203.38000000
0.004522405200
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
1158.00000000
NS
USD
287311.38000000
0.098409534452
Long
EC
CORP
US
N
1
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
1508.00000000
NS
145410.75000000
0.049805908181
Long
EC
CORP
FR
N
2
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
1440.00000000
NS
USD
86486.40000000
0.029623213533
Long
EC
CORP
US
N
1
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
4243.00000000
NS
USD
61396.21000000
0.021029353042
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDM8
53000.00000000
PA
USD
44781.47000000
0.015338493082
Long
DBT
CORP
US
N
2
N/A
Fixed
4.35000000
N
N
N
N
N
N
Bojangles Issuer, LLC
N/A
Bojangles Issuer LLC
09748RAA6
99250.00000000
PA
USD
89321.91000000
0.030594428871
Long
ABS-O
CORP
US
N
2
2050-10-20
Fixed
3.83200000
N
N
N
N
N
N
MISSISSIPPI POWER CO
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417BZ6
30000.00000000
PA
USD
24460.08000000
0.008378036002
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
70000.00000000
PA
USD
60753.64000000
0.020809260770
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
6732.00000000
NS
189781.52000000
0.065003728814
Long
EC
CORP
GB
N
2
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
180000.00000000
PA
USD
155879.67000000
0.053391709563
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
18000.00000000
PA
USD
13605.45000000
0.004660121713
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
1244.00000000
NS
USD
483007.88000000
0.165439254816
Long
EC
CORP
US
N
1
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd
000000000
2200.00000000
NS
USD
111980.00000000
0.038355249513
Long
EC
CORP
HK
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5NE8
902203.68000000
PA
USD
771436.28000000
0.264231389562
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN ELEC 02/01/2023
N/A
AMERICAN ELEC 02/01/2023
000000000
2000000.00000000
PA
USD
1991339.34000000
0.682071059580
Long
DBT
CORP
US
N
2
2023-02-01
None
0.00000000
N
N
N
N
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co/The
631005BJ3
13000.00000000
PA
USD
11645.61000000
0.003988839768
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
3.39500000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
2971.00000000
NS
USD
132447.18000000
0.045365642402
Long
EC
CORP
US
N
1
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
87901J105
1248.00000000
NS
USD
26445.12000000
0.009057949419
Long
EC
CORP
US
N
1
N
N
N
2023-02-22
Voya BALANCED PORTFOLIO INC
Tin Bui
Tin Bui
Vice President