0001752724-21-028818.txt : 20210219
0001752724-21-028818.hdr.sgml : 20210219
20210219103122
ACCESSION NUMBER: 0001752724-21-028818
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210219
PERIOD START: 20201231
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: 21652677
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
2020-12-31
2020-12-31
N
396612706.36
23151227.41
373461478.95
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1277157.69000000
5649340.56000000
0.00000000
1193240.90000000
USD
N
TDK Corp
3538005O8WNU39U8NX03
TDK Corp
000000000
200.00000000
NS
30176.71000000
0.008080273790
Long
EC
CORP
JP
N
2
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
1970.00000000
NS
USD
186086.20000000
0.049827414737
Long
EC
CORP
US
N
1
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
Nomura Holdings Inc
000000000
6500.00000000
NS
34365.97000000
0.009202011970
Long
EC
CORP
JP
N
2
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Corp
000000000
3900.00000000
NS
392995.55000000
0.105230545089
Long
EC
CORP
JP
N
2
N
N
N
ITT Inc
549300KDSERHTJOXUS80
ITT Inc
45073V108
2909.00000000
NS
USD
224051.18000000
0.059993116460
Long
EC
CORP
US
N
1
N
N
N
Novozymes A/S
529900T6WNZXD2R3JW38
Novozymes A/S
000000000
1975.00000000
NS
112495.88000000
0.030122485541
Long
EC
CORP
DK
N
2
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBW4
74000.00000000
PA
USD
86773.45000000
0.023234913074
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BU9
49000.00000000
PA
USD
52465.46000000
0.014048426131
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
15000.00000000
PA
USD
16553.87000000
0.004432550860
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
COCA-COLA CO
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO
191216100
1091.00000000
NS
USD
59830.44000000
0.016020511718
Long
EC
CORP
US
N
1
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793100
376.00000000
NS
USD
44819.20000000
0.012001023539
Long
EC
CORP
US
N
1
N
N
N
MINERALS TECHNOLOGIES INC
549300D3I1QU67GP6403
MINERALS TECHNOLOGIES INC
603158106
717.00000000
NS
USD
44540.04000000
0.011926274197
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BA8
26000.00000000
PA
USD
26029.27000000
0.006969733551
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.65000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-A-GS
20267WAA3
78028.38000000
PA
USD
79987.63000000
0.021417906399
Long
ABS-O
CORP
US
N
2
2050-08-25
Fixed
1.98000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
1683.00000000
NS
USD
163755.90000000
0.043848136750
Long
EC
CORP
US
N
1
N
N
N
Shinsei Bank Ltd
549300PZYOQ2NW83V760
Shinsei Bank Ltd
000000000
1500.00000000
NS
18530.77000000
0.004961895950
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307M2M7
8238.03000000
PA
USD
8790.83000000
0.002353878644
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
6389.00000000
NS
236364.46000000
0.063290184750
Long
EC
CORP
CH
N
2
N
N
N
UGI CORP
DX6GCWD4Q1JO9CRE5I40
UGI CORP
902681105
1965.00000000
NS
USD
68696.40000000
0.018394507565
Long
EC
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBM4
50000.00000000
PA
USD
48373.24000000
0.012952671888
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
4.87500000
N
N
N
N
N
N
Toyota Auto Loan Extended Note
549300XP7ILZSI1BWP36
Toyota Auto Loan Extended Note Trust 2020-1
89237JAA4
100000.00000000
PA
USD
103113.23000000
0.027610138076
Long
ABS-O
CORP
US
N
2
2033-05-25
Fixed
1.35000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EA4
25000.00000000
PA
USD
25713.71000000
0.006885237554
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
45000.00000000
PA
USD
54137.12000000
0.014496038561
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
2925.00000000
NS
USD
87750.00000000
0.023496399212
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WKH3
23148.31000000
PA
USD
26924.69000000
0.007209495896
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECG4
56000.00000000
PA
USD
60503.63000000
0.016200768596
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389X5U3
406.13000000
PA
USD
411.38000000
0.000110153261
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
7.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
105000.00000000
PA
USD
111547.47000000
0.029868534316
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
987.00000000
NS
USD
268710.75000000
0.071951396635
Long
EC
CORP
US
N
1
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2M6
250000.00000000
PA
USD
250860.57000000
0.067171739025
Long
DBT
CORP
CA
N
2
2024-11-15
Fixed
0.55000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XSX3
62063.37000000
PA
USD
62810.46000000
0.016818457468
Long
ABS-MBS
CORP
US
N
2
2030-02-25
Floating
2.94800000
N
N
N
N
N
N
LHC Group Inc
5299009NPLWAMRQYZX73
LHC Group Inc
50187A107
365.00000000
NS
USD
77861.80000000
0.020848683033
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education Inc
38526M106
333.00000000
NS
USD
31005.63000000
0.008302229747
Long
EC
CORP
US
N
1
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAE6
200000.00000000
PA
USD
208239.00000000
0.055759164395
Long
DBT
CORP
KY
N
2
2023-01-19
Fixed
2.98500000
N
N
N
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
11297.00000000
NS
115553.66000000
0.030941252716
Long
EC
CORP
IT
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132QNKY4
22814.72000000
PA
USD
24360.74000000
0.006522959226
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
1324.00000000
NS
171481.84000000
0.045916874876
Long
EC
CORP
DE
N
2
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A
902494103
1296.00000000
NS
USD
83514.24000000
0.022362209948
Long
EC
CORP
US
N
1
N
N
N
Adient PLC
5493002QLDY8O75RTR78
Adient PLC
000000000
274.00000000
NS
USD
9526.98000000
0.002550994021
Long
EC
CORP
US
N
1
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417106
328.00000000
NS
USD
13421.76000000
0.003593880696
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
4454.00000000
NS
USD
483526.24000000
0.129471516408
Long
EC
CORP
US
N
1
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
1112.00000000
NS
41970.07000000
0.011238125580
Long
EC
CORP
GB
N
2
N
N
N
Medibank Pvt Ltd
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd
000000000
53412.00000000
NS
123709.91000000
0.033125212899
Long
EC
CORP
AU
N
2
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
30000.00000000
PA
USD
30396.05000000
0.008139005416
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
11599.00000000
NS
65506.07000000
0.017540248109
Long
EC
CORP
IT
N
2
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BB4
18000.00000000
PA
USD
23391.42000000
0.006263409031
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31397SMB7
160627.71000000
PA
USD
174968.78000000
0.046850556178
Long
ABS-MBS
USGSE
US
N
2
2041-04-25
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
21000.00000000
PA
USD
22878.21000000
0.006125989235
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.06800000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
UNION PACIFIC CORP
907818108
1844.00000000
NS
USD
383957.68000000
0.102810517721
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAY6
75000.00000000
PA
USD
81137.34000000
0.021725758765
Long
DBT
CORP
US
N
2
2024-04-14
Fixed
3.22400000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD4 Mortgage Trust
12515DAS3
808319.94000000
PA
USD
44897.16000000
0.012021898517
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.29325100
N
N
N
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
11307.00000000
NS
278870.97000000
0.074671950313
Long
EC
CORP
SE
N
2
N
N
N
TIS Inc
35380064HYEZXBQHDF07
TIS Inc
000000000
5300.00000000
NS
108647.50000000
0.029092023173
Long
EC
CORP
JP
N
2
N
N
N
RIO TINTO LTD
529900X2VMAQT2PE0V24
RIO TINTO LTD
000000000
1502.00000000
NS
132088.29000000
0.035368651774
Long
EC
CORP
AU
N
2
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP Assurances
000000000
6780.00000000
NS
110154.27000000
0.029495483793
Long
EC
CORP
FR
N
2
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBE8
3800557.44000000
PA
USD
239360.63000000
0.064092454909
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Variable
0.87325000
N
N
N
N
N
N
Penn National Gaming Inc
N/A
Penn National Gaming Inc
707569109
1126.00000000
NS
USD
97252.62000000
0.026040870473
Long
EC
CORP
US
N
1
N
N
N
VEREIT Inc
5493002H54FNIBW75H44
VEREIT Inc
92339V308
1816.00000000
NS
USD
68626.64000000
0.018375828262
Long
EC
CORP
US
N
1
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
2710.00000000
NS
125937.18000000
0.033721598370
Long
EC
CORP
IE
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287Y109
2400.00000000
NS
USD
257160.00000000
0.068858507368
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6L0
5663.28000000
PA
USD
6584.00000000
0.001762966295
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAG9
33000.00000000
PA
USD
38547.61000000
0.010321709780
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
4.00000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust
933636AA0
36942.24000000
PA
USD
34002.67000000
0.009104732861
Long
ABS-MBS
CORP
US
N
2
2037-04-25
Variable
3.20841900
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516106
3139.00000000
NS
USD
667665.30000000
0.178777554750
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-2 Trust
95002QAE0
100000.00000000
PA
USD
104082.94000000
0.027869792700
Long
ABS-MBS
CORP
US
N
2
2049-12-25
Variable
3.00000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
53300.00000000
NS
235992.14000000
0.063190490399
Long
EC
CORP
JP
N
2
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP
91529Y106
4476.00000000
NS
USD
102679.44000000
0.027493984195
Long
EC
CORP
US
N
1
N
N
N
CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA
549300SOSI58J6VIW052
MICHELIN (CGDE)
000000000
1416.00000000
NS
182318.58000000
0.048818577089
Long
EC
CORP
FR
N
2
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust
92922F2N7
62706.80000000
PA
USD
63231.41000000
0.016931173243
Long
ABS-MBS
CORP
US
N
2
2045-08-25
Floating
1.16800000
N
N
N
N
N
N
JACK IN THE BOX INC
5493002OJW26P0SUUP68
JACK IN THE BOX INC
466367109
114.00000000
NS
USD
10579.20000000
0.002832741955
Long
EC
CORP
US
N
1
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
5009.00000000
NS
248123.18000000
0.066438761153
Long
EC
CORP
DE
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
9000.00000000
PA
USD
11887.67000000
0.003183104729
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo Inc
92940PAG9
25000.00000000
PA
USD
27504.45000000
0.007364735468
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3.00000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
13000.00000000
PA
USD
14380.22000000
0.003850522961
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WE4G1
15302.27000000
PA
USD
16147.68000000
0.004323787300
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A2GT4
504001.95000000
PA
USD
548514.50000000
0.146873113002
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
4.00000000
N
N
N
N
N
N
Iida Group Holdings Co Ltd
35380051BV8PV1I4S949
Iida Group Holdings Co Ltd
000000000
800.00000000
NS
16174.55000000
0.004330982152
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
215000.00000000
PA
USD
249869.37000000
0.066906330126
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62200000
N
N
N
N
N
N
BNSF FUNDING TRUST I
N/A
BNSF Funding Trust I
05567SAA0
60000.00000000
PA
USD
68625.00000000
0.018375389127
Long
DBT
CORP
US
N
2
2055-12-15
Fixed
6.61300000
N
N
N
N
N
N
Techtronic Industries Co Ltd
549300HZW2SBE758OK89
Techtronic Industries Co Ltd
000000000
2500.00000000
NS
35733.56000000
0.009568205026
Long
EC
CORP
HK
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFU3
30000.00000000
PA
USD
30255.81000000
0.008101454020
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
4274.00000000
NS
USD
325807.02000000
0.087239792686
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292HMU5
2532.77000000
PA
USD
2879.99000000
0.000771161193
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
6.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BJ7
5000.00000000
PA
USD
6883.27000000
0.001843100396
Long
DBT
CORP
US
N
2
2035-05-01
Fixed
5.40000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
66000.00000000
PA
USD
67817.02000000
0.018159040174
Long
DBT
CORP
US
N
2
2024-06-02
Fixed
1.65400000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAB9
18000.00000000
PA
USD
21224.35000000
0.005683143027
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.40000000
N
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
18108.00000000
NS
120758.39000000
0.032334898458
Long
EC
CORP
GB
N
2
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
375.00000000
NS
USD
54435.00000000
0.014575800468
Long
EC
CORP
IE
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
19000.00000000
PA
USD
20947.69000000
0.005609063097
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
Countrywide Alternative Loan T
549300CA9X1CRUCWUL74
Alternative Loan Trust 2006-HY11
021466AA5
75059.76000000
PA
USD
72708.72000000
0.019468867366
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Floating
0.38800000
N
N
N
N
N
N
Sunrun Inc
54930007SJ77CI66U531
Sunrun Inc
86771W105
508.00000000
NS
USD
35245.04000000
0.009437396354
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
555.00000000
NS
USD
19264.05000000
0.005158242840
Long
EC
CORP
US
N
1
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
88.00000000
NS
35683.46000000
0.009554789988
Long
EC
CORP
DK
N
2
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457BZ0
31000.00000000
PA
USD
31631.51000000
0.008469818651
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
2.50000000
N
N
N
N
N
N
ABC-Mart Inc
353800AXWW4CMTSJWL33
ABC-Mart Inc
000000000
1400.00000000
NS
77843.28000000
0.020843724021
Long
EC
CORP
JP
N
2
N
N
N
Boston Beer Co Inc/The
529900Q02MQ0DCQNRM58
Boston Beer Co Inc/The
100557107
17.00000000
NS
USD
16902.93000000
0.004526016993
Long
EC
CORP
US
N
1
N
N
N
Trustmark Corp
5493000HPQ4D2RZ79739
Trustmark Corp
898402102
399.00000000
NS
USD
10896.69000000
0.002917754738
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
78000.00000000
PA
USD
89651.63000000
0.024005589613
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAK6
8000.00000000
PA
USD
8868.36000000
0.002374638483
Long
DBT
CORP
JP
N
2
2026-10-19
Fixed
3.01000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
112000.00000000
PA
USD
128503.27000000
0.034408708057
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.87500000
N
N
N
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
898.00000000
NS
USD
75782.22000000
0.020291843810
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
5409.00000000
NS
USD
1266787.80000000
0.339201730674
Long
EC
CORP
US
N
1
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBP3
17000.00000000
PA
USD
16859.16000000
0.004514296908
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XJX3
181920.23000000
PA
USD
184725.37000000
0.049463031774
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Floating
3.14800000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
2343.00000000
NS
USD
487765.74000000
0.130606707115
Long
EC
CORP
US
N
1
N
N
N
DexCom Inc
549300YSK3QDSFR5EU59
DexCom Inc
252131107
150.00000000
NS
USD
55458.00000000
0.014849724302
Long
EC
CORP
US
N
1
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO
163851108
1432.00000000
NS
USD
35499.28000000
0.009505472987
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
11000.00000000
PA
USD
12070.76000000
0.003232129866
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc
50212V100
2731.00000000
NS
USD
284624.82000000
0.076212631300
Long
EC
CORP
US
N
1
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAD0
97000.00000000
PA
USD
100112.73000000
0.026806708494
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.57300000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
46495.00000000
NS
USD
6169421.55000000
1.651956600007
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FMA1
35899.19000000
PA
USD
39715.85000000
0.010634523836
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.00000000
N
N
N
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AP1
20000.00000000
PA
USD
21551.67000000
0.005770787943
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
8843.11000000
PA
USD
3842.33000000
0.001028842388
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ACSH5
377150.63000000
PA
USD
389913.78000000
0.104405354227
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Fixed
3.00000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
4135.00000000
NS
USD
178301.20000000
0.047742862396
Long
EC
CORP
US
N
1
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
4314.00000000
NS
182512.42000000
0.048870480702
Long
EC
CORP
DE
N
2
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
1378.00000000
NS
USD
137510.62000000
0.036820563230
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
2846.00000000
NS
USD
109969.44000000
0.029445992745
Long
EC
CORP
US
N
1
N
N
N
WISCONSIN PUBLIC SERVICE
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp
976843BH4
26000.00000000
PA
USD
30495.25000000
0.008165567727
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.67100000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BB7
22000.00000000
PA
USD
24642.56000000
0.006598420824
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
N
DELTA AIR LINES 2002-1G1
N/A
Delta Air Lines 2002-1 Class G-1 Pass Through Trust
247367AX3
19972.01000000
PA
USD
20538.35000000
0.005499456077
Long
DBT
CORP
US
N
2
2023-01-02
Fixed
6.71800000
N
N
N
N
N
N
Concentrix Corp
N/A
Concentrix Corp
20602D101
182.00000000
NS
USD
17963.40000000
0.004809973989
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCL3
25000.00000000
PA
USD
32943.17000000
0.008821035597
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
549300M8ZYFG0OCMTT87
Loanpal Solar Loan 2021-1 Ltd
53948PAA6
100000.00000000
PA
USD
101030.78000000
0.027052530366
Long
ABS-O
CORP
US
N
2
2048-01-20
Fixed
2.29000000
N
N
N
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries Inc
885160101
1257.00000000
NS
USD
116888.43000000
0.031298657716
Long
EC
CORP
US
N
1
N
N
N
WORLD FUEL SERVICES CORP
D3W7PCXCBRQLL17DZ313
WORLD FUEL SERVICES CORP
981475106
6197.00000000
NS
USD
193098.52000000
0.051705070237
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374CK47
2420.85000000
PA
USD
2804.60000000
0.000750974373
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 1/2
N/A
Scentre Group Trust 1 / Scentre Group Trust 2
80622GAD6
40000.00000000
PA
USD
44033.41000000
0.011790616296
Long
DBT
CORP
AU
N
2
2026-01-28
Fixed
3.62500000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EL0
20000.00000000
PA
USD
22379.38000000
0.005992419904
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.20000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
44.94000000
0.000012033369
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-23654.25000000
PEN
6581.23000000
USD
2021-02-05
44.94000000
N
N
N
Wells Fargo Commercial Mortgag
549300AGZIS1CJS4RM30
Wells Fargo Commercial Mortgage Trust 2018-C44
95001JAX5
80000.00000000
PA
USD
94649.76000000
0.025343915058
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Fixed
4.21200000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
United States Treasury Note/Bond
000000000
9.00000000
NC
USD
-2838.94000000
-0.00076016943
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2021-03-22
1561526.44000000
USD
-2838.94000000
N
N
N
McDonald's Japan
529900FY9FV0AYNRC729
McDonald's Holdings Co Japan Ltd
000000000
2100.00000000
NS
101768.61000000
0.027250095588
Long
EC
CORP
JP
N
2
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
2008.00000000
NS
USD
332324.00000000
0.088984813355
Long
EC
CORP
US
N
1
N
N
N
Domtar Corp
XYSIJOU3HNVROZWNA008
Domtar Corp
257559203
838.00000000
NS
USD
26522.70000000
0.007101856950
Long
EC
CORP
US
N
1
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
2162.00000000
NS
107453.72000000
0.028772370393
Long
EC
CORP
FR
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBD2
855000.00000000
PA
USD
855066.79000000
0.228957158420
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.12500000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
000000000
7624.00000000
NS
90763.37000000
0.024303274933
Long
EC
CORP
FR
N
2
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
6046.00000000
NS
38391.83000000
0.010279997312
Long
EC
CORP
GB
N
2
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
11088.00000000
NS
USD
322882.56000000
0.086456723972
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHG8
799872.49000000
PA
USD
119855.29000000
0.032093079676
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Variable
1.33395000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAE2
849382.88000000
PA
USD
48016.97000000
0.012857275169
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.03446200
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BJ9
10000.00000000
PA
USD
11674.41000000
0.003126001116
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
4.85000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAK9
25000.00000000
PA
USD
30539.05000000
0.008177295844
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
Outfront Media Inc
549300RZWDYU5722I639
Outfront Media Inc
69007J106
816.00000000
NS
USD
15960.96000000
0.004273790176
Long
EC
CORP
US
N
1
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAK7
35000.00000000
PA
USD
37446.53000000
0.010026878837
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.30000000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
6530.00000000
NS
USD
172261.40000000
0.046125613941
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
46640JAE7
40000.00000000
PA
USD
38801.02000000
0.010389564168
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
3.98600000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
STANDARD & POORS'S 500
000000000
-22.00000000
NC
USD
-120546.80000000
-0.03227824201
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2021-03-19
-4003133.20000000
USD
-120546.80000000
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust
93362FAD5
29396.82000000
PA
USD
28273.80000000
0.007570740650
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Variable
3.09510100
N
N
N
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
753.00000000
NS
USD
77626.77000000
0.020785750171
Long
EC
CORP
US
N
1
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
1143.00000000
NS
130783.45000000
0.035019260987
Long
EC
CORP
FR
N
2
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AU9
5000.00000000
PA
USD
5710.58000000
0.001529094785
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
55000.00000000
PA
USD
60258.73000000
0.016135192890
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical Inc
379577208
461.00000000
NS
USD
30066.42000000
0.008050741962
Long
EC
CORP
US
N
1
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
119.00000000
NS
86361.81000000
0.023124690193
Long
EC
CORP
FR
N
2
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAN2
10000.00000000
PA
USD
10894.07000000
0.002917053193
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.00000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAX6
13000.00000000
PA
USD
15900.03000000
0.004257475240
Long
DBT
CORP
CA
N
2
2050-05-13
Fixed
3.95000000
N
N
N
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
4807.00000000
NS
USD
195596.83000000
0.052374030796
Long
EC
CORP
US
N
1
N
N
N
Blackbaud Inc
54930056X3HKFMNG3754
Blackbaud Inc
09227Q100
123.00000000
NS
USD
7079.88000000
0.001895745719
Long
EC
CORP
US
N
1
N
N
N
Santen Pharmaceutical Co Ltd
529900TPT3I7C17MIM03
Santen Pharmaceutical Co Ltd
000000000
900.00000000
NS
14617.12000000
0.003913956545
Long
EC
CORP
JP
N
2
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I 2017-HR2
61691NAN5
75000.00000000
PA
USD
65370.59000000
0.017503971275
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
2.73000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K9EE5
1121285.50000000
PA
USD
1176044.40000000
0.314903803012
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
N/A
Brookfield Finance Inc
11271LAE2
14000.00000000
PA
USD
16782.62000000
0.004493802157
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.35000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BH0
27000.00000000
PA
USD
35171.48000000
0.009417699543
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.25000000
N
N
N
N
N
N
GoDaddy Inc
N/A
GoDaddy Inc
380237107
3454.00000000
NS
USD
286509.30000000
0.076717229526
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AX8
22000.00000000
PA
USD
21538.23000000
0.005767189178
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.45000000
N
N
N
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779309
3190.00000000
NS
USD
168591.50000000
0.045142942312
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AJ1
990002.85000000
PA
USD
62833.60000000
0.016824653556
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
0.96168700
N
N
N
N
N
N
HKEX
213800YTVSXYQN17BW16
Hong Kong Exchanges & Clearing Ltd
000000000
2600.00000000
NS
142614.49000000
0.038187202171
Long
EC
CORP
HK
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
43000.00000000
PA
USD
44451.25000000
0.011902499322
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
KBR Inc
254900OFQDXZRKRCV808
KBR Inc
48242W106
4767.00000000
NS
USD
147443.31000000
0.039480192285
Long
EC
CORP
US
N
1
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AN5
28000.00000000
PA
USD
39811.55000000
0.010660148969
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.95000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938C108
3652.00000000
NS
USD
35862.64000000
0.009602768162
Long
EC
CORP
US
N
1
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAM0
41000.00000000
PA
USD
45772.90000000
0.012256391242
Long
DBT
CORP
US
N
2
2030-02-22
Fixed
3.70000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QAX1
20000.00000000
PA
USD
28688.75000000
0.007681849833
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
5.95000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBN4
22000.00000000
PA
USD
25118.40000000
0.006725834233
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
3.75000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
20000.00000000
PA
USD
22325.00000000
0.005977858831
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
580135101
1424.00000000
NS
USD
305561.92000000
0.081818858763
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2016-1 AA PTT
N/A
United Airlines 2016-1 Class AA Pass Through Trust
90931LAA6
48818.61000000
PA
USD
49585.15000000
0.013277179252
Long
DBT
CORP
US
N
2
2028-07-07
Fixed
3.10000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
1798.00000000
NS
USD
218295.18000000
0.058451859777
Long
EC
CORP
US
N
1
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAC7
14000.00000000
PA
USD
14417.05000000
0.003860384755
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
10796.00000000
NS
352754.88000000
0.094455492703
Long
EC
CORP
AU
N
2
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
593.00000000
NS
USD
23820.81000000
0.006378384744
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
492.00000000
NS
207339.26000000
0.055518245304
Long
EC
CORP
CH
N
2
N
N
N
ALLISON TRANSMISSION HOLDING
529900RP7DJ882LI9T83
ALLISON TRANSMISSION HOLDINGS INC
01973R101
7604.00000000
NS
USD
327960.52000000
0.087816425116
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739FFU0
80000.00000000
PA
USD
83210.83000000
0.022280967299
Long
DBT
CORP
GB
N
2
2021-06-12
Fixed
10.17900000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160104
8484.00000000
NS
USD
1335211.92000000
0.357523331122
Long
EC
CORP
US
N
1
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
5341.00000000
NS
USD
300110.79000000
0.080359235668
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
14618.00000000
NS
USD
1857509.26000000
0.497376400163
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
5659.00000000
NS
USD
862092.06000000
0.230838281480
Long
EC
CORP
US
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AJ9
25000.00000000
PA
USD
25960.00000000
0.006951185453
Long
DBT
CORP
US
N
2
N/A
Fixed
3.70000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
1454.00000000
NS
USD
4735576.22000000
1.268022670855
Long
EC
CORP
US
N
1
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
2091.00000000
NS
187052.67000000
0.050086201802
Long
EC
CORP
FR
N
2
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
4242.00000000
NS
USD
539794.50000000
0.144538200169
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFV1
17000.00000000
PA
USD
17118.08000000
0.004583626683
Long
DBT
CORP
US
N
2
2060-11-20
Fixed
3.00000000
N
N
N
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
6059.00000000
NS
200082.09000000
0.053575027486
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EL6X6
95131.61000000
PA
USD
110764.91000000
0.029658991955
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
41000.00000000
PA
USD
43238.66000000
0.011577809877
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
182.00000000
NS
22113.11000000
0.005921122055
Long
EC
CORP
GB
N
2
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBC3
17000.00000000
PA
USD
18651.94000000
0.004994341063
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
2.80000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
2855.00000000
NS
276713.54000000
0.074094265566
Long
EC
CORP
FR
N
2
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2020-3
03066PAC3
100000.00000000
PA
USD
100294.48000000
0.026855374825
Long
ABS-O
CORP
US
N
2
2025-06-18
Fixed
0.53000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP
549300TMJ1FKCKECR148
Health Care Service Corp A Mutual Legal Reserve Co
42218SAH1
8000.00000000
PA
USD
8662.28000000
0.002319457424
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.20000000
N
N
N
N
N
N
Sumitomo Electric Industries L
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
9900.00000000
NS
131182.90000000
0.035126219809
Long
EC
CORP
JP
N
2
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust
93364FAD3
76380.38000000
PA
USD
73999.50000000
0.019814493373
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
3.09703000
N
N
N
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
76.00000000
NS
USD
20821.72000000
0.005575332711
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Lease & Finance
353800MZ3QX9RLMH7B09
Mitsubishi UFJ Lease & Finance Co Ltd
000000000
9100.00000000
NS
43697.18000000
0.011700585592
Long
EC
CORP
JP
N
2
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
1616.00000000
NS
397005.13000000
0.106304171213
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31397JR97
56438.86350000
PA
USD
66022.39000000
0.017678500654
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
5.50000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-D Trust
83401AAB4
96554.28000000
PA
USD
100952.12000000
0.027031467953
Long
ABS-O
CORP
US
N
2
2048-02-25
Fixed
3.60000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
75000.00000000
PA
USD
89325.60000000
0.023918290114
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
ASTELLAS PHARMA INC
529900IB708DY2HBBB35
ASTELLAS PHARMA INC
000000000
13700.00000000
NS
212127.51000000
0.056800372181
Long
EC
CORP
JP
N
2
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
124.00000000
NS
USD
14849.00000000
0.003976045947
Long
EC
CORP
US
N
1
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
30000.00000000
PA
USD
33442.44000000
0.008954722745
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
Service Properties Trust
529900IS770AG1K9QG27
Service Properties Trust
81761L102
1720.00000000
NS
USD
19762.80000000
0.005291790750
Long
EC
CORP
US
N
1
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
97000.00000000
PA
USD
103046.98000000
0.027592398629
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BP5
200000.00000000
PA
USD
217302.48000000
0.058186049230
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07300000
N
N
N
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
720.00000000
NS
USD
263685.60000000
0.070605836173
Long
EC
CORP
US
N
1
N
N
N
Nihon M&A Center Inc
N/A
Nihon M&A Center Inc
000000000
900.00000000
NS
60185.92000000
0.016115696903
Long
EC
CORP
JP
N
2
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
5215.00000000
NS
USD
165628.40000000
0.044349527149
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-1265.61000000
-0.00033888635
N/A
DFE
CORP
US
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
-9282256.72000000
HUF
30003.64000000
USD
2021-01-08
-1265.61000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-269.90000000
-0.00007226983
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-24139.70000000
RON
5788.24000000
USD
2021-01-08
-269.90000000
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BW2
14000.00000000
PA
USD
14043.45000000
0.003760347664
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.75000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CK3
17000.00000000
PA
USD
20213.32000000
0.005412424343
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79400000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
1126.00000000
NS
USD
237890.02000000
0.063698676679
Long
EC
CORP
US
N
1
N
N
N
PRIMERICA INC
254900621R686KJR7022
PRIMERICA INC
74164M108
607.00000000
NS
USD
81295.51000000
0.021768111192
Long
EC
CORP
US
N
1
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AR0
15000.00000000
PA
USD
16378.00000000
0.004385458989
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.05000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
12000.00000000
PA
USD
13747.44000000
0.003681086477
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Emergent BioSolutions Inc
549300YW6TUOX8BE5103
Emergent BioSolutions Inc
29089Q105
296.00000000
NS
USD
26521.60000000
0.007101562408
Long
EC
CORP
US
N
1
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI Inc
55354G100
448.00000000
NS
USD
200045.44000000
0.053565213890
Long
EC
CORP
US
N
1
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
000000000
4163.00000000
NS
102647.86000000
0.027485528169
Long
EC
CORP
FR
N
2
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CK0
39000.00000000
PA
USD
41514.88000000
0.011116241524
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.50000000
N
N
N
N
N
N
Scotts Miracle-Gro Co/The
2TH9E0JTOUXOEGI2R879
Scotts Miracle-Gro Co/The
810186106
269.00000000
NS
USD
53568.66000000
0.014343824736
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
398000.00000000
NS
USD
398000.00000000
0.106570562811
Long
STIV
RF
US
N
1
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
000000000
1100.00000000
NS
17680.12000000
0.004734121454
Long
EC
CORP
JP
N
2
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-1
33850TAZ1
93709.68560000
PA
USD
98765.15000000
0.026445873421
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
4.01280100
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
2023.00000000
NS
292377.22000000
0.078288454493
Long
EC
CORP
FR
N
2
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAL8
30000.00000000
PA
USD
31355.75000000
0.008395979710
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.87500000
N
N
N
N
N
N
HealthEquity Inc
529900LRJU1RAFQHM467
HealthEquity Inc
42226A107
174.00000000
NS
USD
12129.54000000
0.003247869106
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
16000.00000000
PA
USD
18872.99000000
0.005053530568
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BQ7
32000.00000000
PA
USD
32184.36000000
0.008617852660
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.90000000
N
N
N
N
N
N
GSAA Home Equity Trust
N/A
GSAA Home Equity Trust 2006-4
362334FK5
246930.62000000
PA
USD
195869.94000000
0.052447160159
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
3.41367300
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VJ2
34000.00000000
PA
USD
36895.78000000
0.009879407135
Long
DBT
CORP
CA
N
2
N/A
Fixed
4.90000000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939AAA5
21000.00000000
PA
USD
24486.29000000
0.006556577151
Long
DBT
CORP
BM
N
2
2050-06-30
Fixed
3.63500000
N
N
N
N
N
N
WILLIS TOWERS WATSON PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
97063PAB0
58000.00000000
PA
USD
58585.81000000
0.015687243076
Long
DBT
CORP
IE
N
2
2021-03-15
Fixed
5.75000000
N
N
N
N
N
N
Weingarten Realty Investors
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741103
2028.00000000
NS
USD
43946.76000000
0.011767414439
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAM0
25000.00000000
PA
USD
29416.95000000
0.007876836476
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
3.55000000
N
N
N
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
6300.00000000
NS
248656.68000000
0.066581613905
Long
EC
CORP
JP
N
2
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
5530.00000000
NS
USD
552115.20000000
0.147837255277
Long
EC
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610105
2494.00000000
NS
USD
89185.44000000
0.023880760139
Long
EC
CORP
US
N
1
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BL3
21000.00000000
PA
USD
23376.81000000
0.006259496980
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.20000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
1314.00000000
NS
USD
53624.34000000
0.014358733904
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAE6
110000.00000000
PA
USD
110119.17000000
0.029486085234
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
1.58900000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
25000.00000000
PA
USD
28625.25000000
0.007664846741
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
ORIX CORP
35380016EMHNBOVYE123
ORIX Corp
686330AK7
150000.00000000
PA
USD
164131.11000000
0.043948604943
Long
DBT
CORP
JP
N
2
2024-12-04
Fixed
3.25000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
811.00000000
NS
116820.99000000
0.031280599629
Long
EC
CORP
DE
N
2
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
200000.00000000
PA
USD
212600.00000000
0.056926888577
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBJ5
25000.00000000
PA
USD
27439.69000000
0.007347394991
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300KDXV3I7WKXA522
Commonbond Student Loan Trust 2017-B-GS
20268KAA8
51714.06000000
PA
USD
53068.13000000
0.014209800204
Long
ABS-O
CORP
US
N
2
2042-09-25
Fixed
2.68000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Stacr Remic Trust 2020-HQA2
35565LAH9
200000.00000000
PA
USD
202671.88000000
0.054268483210
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
3.24800000
N
N
N
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
Foot Locker Inc
344849104
804.00000000
NS
USD
32513.76000000
0.008706054528
Long
EC
CORP
US
N
1
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-16.04000000
-0.00000429495
N/A
DFE
CORP
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
-40551.30000000
PHP
828.19000000
USD
2021-01-08
-16.04000000
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
Adevinta ASA
000000000
1821.00000000
NS
30611.11000000
0.008196591007
Long
EC
CORP
NO
N
2
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
317.00000000
NS
USD
292996.76000000
0.078454345766
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
1252.00000000
NS
USD
217747.84000000
0.058305301155
Long
EC
CORP
US
N
1
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CA4
42000.00000000
PA
USD
46986.02000000
0.012581222602
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.65000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
19000.00000000
PA
USD
24770.13000000
0.006632579635
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGU3
27000.00000000
PA
USD
29014.87000000
0.007769173431
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15000000
N
N
N
N
N
N
Scout24 AG
5493007EIKM2ENQS7U66
Scout24 AG
000000000
713.00000000
NS
58261.63000000
0.015600438943
Long
EC
CORP
DE
N
2
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC
235825205
8455.00000000
NS
USD
165041.60000000
0.044192402510
Long
EC
CORP
US
N
1
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
400.00000000
NS
45983.57000000
0.012312801344
Long
EC
CORP
DE
N
2
N
N
N
Slack Technologies Inc
549300VIZRB02KN4IJ45
Slack Technologies Inc
83088V102
177.00000000
NS
USD
7476.48000000
0.002001941410
Long
EC
CORP
US
N
1
N
N
N
DECKERS OUTDOOR CORP
5493008LG4W3I6K8J118
DECKERS OUTDOOR CORP
243537107
1494.00000000
NS
USD
428449.32000000
0.114723832081
Long
EC
CORP
US
N
1
N
N
N
Science Applications Internati
549300LZPNZIXQGZPZ48
Science Applications International Corp
808625107
344.00000000
NS
USD
32556.16000000
0.008717407774
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
5000.00000000
PA
USD
6317.02000000
0.001691478333
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AA8
91800.31020000
PA
USD
92317.95000000
0.024719537409
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.90000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAW0
48000.00000000
PA
USD
51507.24000000
0.013791848129
Long
DBT
CORP
US
N
2
2023-11-28
Fixed
3.21600000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHU6
40000.00000000
PA
USD
49252.28000000
0.013188048239
Long
DBT
CORP
US
N
2
2040-04-23
Fixed
4.07800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377NT20
357507.57000000
PA
USD
392086.70000000
0.104987186657
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAA3
23000.00000000
PA
USD
23752.63000000
0.006360128510
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.60000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd
27830KAU8
250000.00000000
PA
USD
247684.25000000
0.066321230959
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
1.46838000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CE7
200000.00000000
PA
USD
212950.43000000
0.057020721547
Long
DBT
CORP
GB
N
2
2025-11-07
Fixed
2.63300000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AW9
24000.00000000
PA
USD
24373.16000000
0.006526284871
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
1.60000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
1752.00000000
NS
USD
914894.40000000
0.244976912363
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DC8
13000.00000000
PA
USD
15621.01000000
0.004182763385
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.87500000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Tru
N/A
IndyMac INDX Mortgage Loan Trust 2006-AR2
45661EAB0
37578.44000000
PA
USD
34867.09000000
0.009336194484
Long
ABS-MBS
CORP
US
N
2
2046-04-25
Floating
0.56800000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAL9
51000.00000000
PA
USD
57991.53000000
0.015528115553
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
10459.00000000
NS
32147.98000000
0.008608111361
Long
EC
CORP
GB
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DG2
35000.00000000
PA
USD
44149.61000000
0.011821730617
Long
DBT
CORP
US
N
2
2047-11-13
Fixed
3.75000000
N
N
N
N
N
N
JD Sports Fashion PLC
213800HROV6Y9MUU8375
JD Sports Fashion PLC
000000000
6383.00000000
NS
74989.20000000
0.020079500625
Long
EC
CORP
GB
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
15000.00000000
PA
USD
18471.05000000
0.004945905010
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49300000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-2558.22000000
-0.00068500237
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-317909.50000000
MYR
76527.25000000
USD
2021-01-08
-2558.22000000
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
2800.00000000
NS
57393.21000000
0.015367906259
Long
EC
CORP
JP
N
2
N
N
N
Grubhub Inc
529900CR2K1AJ5W4RR39
Grubhub Inc
400110102
260.00000000
NS
USD
19310.20000000
0.005170600206
Long
EC
CORP
US
N
1
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBF3
50000.00000000
PA
USD
69448.72000000
0.018595952705
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.10000000
N
N
N
N
N
N
TORO CO/THE
YJKE4YIT6BWQHVEW0D14
TORO CO
891092108
164.00000000
NS
USD
15553.76000000
0.004164756173
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H6
61769JBA8
62000.00000000
PA
USD
70483.20000000
0.018872950484
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.41700000
N
N
N
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
1969.00000000
NS
190326.18000000
0.050962733970
Long
EC
CORP
FR
N
2
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
9508.00000000
NS
USD
119325.40000000
0.031951193556
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHLM2
155639.24000000
PA
USD
169317.94000000
0.045337457688
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
197.00000000
NS
USD
55579.61000000
0.014882287232
Long
EC
CORP
US
N
1
N
N
N
GLAXOSMITHKLINE PLC
5493000HZTVUYLO1D793
GLAXOSMITHKLINE PLC
000000000
13458.00000000
NS
246254.48000000
0.065938388262
Long
EC
CORP
GB
N
2
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAD5
19000.00000000
PA
USD
20260.34000000
0.005425014664
Long
DBT
CORP
US
N
2
2030-05-27
Fixed
2.60000000
N
N
N
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
179849.00000000
NS
USD
67241944.12000000
18.00505484770
Long
EC
RF
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
RUSSELL 2000 INDEX
000000000
82.00000000
NC
USD
249132.97000000
0.066709147808
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
FINANCIAL TIMES STOCK EXCHANGE
RUSSELL 2000 INDEX
2021-03-19
7847547.03000000
USD
249132.97000000
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
16000.00000000
PA
USD
17047.55000000
0.004564741201
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
000000000
415.00000000
NS
USD
67059.85000000
0.017956296373
Long
EC
CORP
IL
N
1
N
N
N
Selective Insurance Group Inc
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300107
619.00000000
NS
USD
41460.62000000
0.011101712582
Long
EC
CORP
US
N
1
N
N
N
Nexstar Media Group Inc
52990083ZRR5UT591988
Nexstar Media Group Inc
65336K103
966.00000000
NS
USD
105477.54000000
0.028243218094
Long
EC
CORP
US
N
1
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AG2
57000.00000000
PA
USD
57959.24000000
0.015519469414
Long
DBT
CORP
US
N
2
2022-07-15
Variable
2.85000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
868.00000000
NS
USD
62513.36000000
0.016738904418
Long
EC
CORP
US
N
1
N
N
N
RBC DOMINION SECURITIES INC.
549300QJJX6CVVUXLE15
RBC DOMINION SECURITIES INC.
000000000
3520843.00000000
PA
USD
3520843.00000000
0.942759346934
Long
RA
CORP
US
N
2
Repurchase
Y
0.08000000
2021-01-04
640983.58319784
USD
699417.77657565
USD
UST
4407390.36489057
USD
2891842.08426934
USD
AMBS
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBH0
55000.00000000
PA
USD
59221.93000000
0.015857573896
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.07900000
N
N
N
N
N
N
MDU RESOURCES GROUP INC
N/A
MDU RESOURCES GROUP INC
552690109
614.00000000
NS
USD
16172.76000000
0.004330502852
Long
EC
CORP
US
N
1
N
N
N
BRITISH AIR 20-1 A PPT
N/A
British Airways 2020-1 Class A Pass Through Trust
11044MAA4
19000.00000000
PA
USD
20350.31000000
0.005449105502
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.25000000
N
N
N
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
481.00000000
NS
USD
48985.04000000
0.013116490658
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
821.00000000
NS
USD
67280.95000000
0.018015499266
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
3413.00000000
NS
USD
121707.58000000
0.032589058540
Long
EC
CORP
US
N
1
N
N
N
Stanley Electric Co Ltd
N/A
Stanley Electric Co Ltd
000000000
2200.00000000
NS
70970.79000000
0.019003510134
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419EC98
30815.15000000
PA
USD
34608.56000000
0.009266969138
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WKM2
41990.00000000
PA
USD
48603.05000000
0.013014207017
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.00000000
N
N
N
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2019-1
24380RAD2
200000.00000000
PA
USD
201314.32000000
0.053904975840
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
4.40200000
N
N
N
N
N
N
MIZUHO FIN GRP CAYMAN 2
5493005X5HKEZQSVVC05
Mizuho Financial Group Cayman 2 Ltd
000000000
200000.00000000
PA
USD
210380.64000000
0.056332621129
Long
DBT
CORP
KY
N
2
2022-07-18
Fixed
4.20000000
N
N
N
N
N
N
MRCD Mortgage Trust
N/A
MRCD 2019-MARK Mortgage Trust
55348UAS7
50000.00000000
PA
USD
49335.52000000
0.013210337017
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Fixed
2.71752000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BD2
2000.00000000
PA
USD
2137.83000000
0.000572436548
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.50000000
N
N
N
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
3239.00000000
NS
USD
133511.58000000
0.035749759352
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
2125.00000000
NS
USD
550885.00000000
0.147507850488
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBE2
20000.00000000
PA
USD
26352.29000000
0.007056227077
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
509.00000000
NS
USD
75520.33000000
0.020221718773
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
371.00000000
NS
USD
216270.74000000
0.057909785129
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCZ0
30000.00000000
PA
USD
38172.69000000
0.010221319239
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
4.62500000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAR1
52000.00000000
PA
USD
57546.55000000
0.015408965380
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.00000000
N
N
N
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278101
352.00000000
NS
USD
45379.84000000
0.012151143439
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BT2
29000.00000000
PA
USD
30091.17000000
0.008057369152
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
15127.00000000
NS
USD
297396.82000000
0.079632528858
Long
EC
CORP
US
N
1
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
WASTE MANAGEMENT INC
94106L109
1184.00000000
NS
USD
139629.12000000
0.037387823877
Long
EC
CORP
US
N
1
N
N
N
ARES CLO Ltd
N/A
ARES XLVI CLO Ltd
04016UAE7
300000.00000000
PA
USD
296979.60000000
0.079520811847
Long
ABS-CBDO
CORP
KY
N
2
2030-01-15
Floating
1.46688000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BE9
40000.00000000
PA
USD
54192.36000000
0.014510829912
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.95000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
10000.00000000
PA
USD
11951.74000000
0.003200260448
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
LEAR CORP
521865204
48.00000000
NS
USD
7633.44000000
0.002043969841
Long
EC
CORP
US
N
1
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RAL8
40000.00000000
PA
USD
23339.23000000
0.006249434363
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Variable
4.46982300
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CF9
25000.00000000
PA
USD
28273.39000000
0.007570630866
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
1749.00000000
NS
USD
288672.45000000
0.077296445890
Long
EC
CORP
IE
N
1
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
101.77000000
0.000027250467
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
-1820969.70000000
MXN
91271.27000000
USD
2021-02-05
101.77000000
N
N
N
SMB Private Education Loan Tru
5493000RGRVHYZAIY180
SMB Private Education Loan Trust 2017-A
78448WAD7
100000.00000000
PA
USD
104372.60000000
0.027947353578
Long
ABS-O
CORP
US
N
2
2041-06-17
Fixed
3.50000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
2371.00000000
NS
USD
779418.83000000
0.208701264770
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-F
63941XAA5
75149.26000000
PA
USD
75956.08000000
0.020338397473
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
1.22000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133THQB6
76805.16000000
PA
USD
86181.86000000
0.023076505839
Long
ABS-MBS
USGSE
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
COLUMBIA PROPERTY TRUST
549300WBDIMT4TVGZ316
Columbia Property Trust Operating Partnership LP
19828JAA6
5000.00000000
PA
USD
5278.06000000
0.001413280966
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.15000000
N
N
N
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
2846.00000000
NS
USD
436775.62000000
0.116953325742
Long
EC
CORP
US
N
1
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CG6
25000.00000000
PA
USD
30642.13000000
0.008204897085
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.37500000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CW7
4000.00000000
PA
USD
5043.96000000
0.001350597125
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
Wind River CLO Ltd
254900CL04BC1Q11T078
THL Credit Wind River 2016-2 Clo Ltd
88433BAQ0
250000.00000000
PA
USD
249592.25000000
0.066832127024
Long
ABS-CBDO
CORP
KY
N
2
2031-11-01
Floating
1.40438000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAP3
10000.00000000
PA
USD
11349.83000000
0.003039089876
Long
DBT
CORP
US
N
2
2025-04-13
Fixed
4.10000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RME9
165000.00000000
PA
USD
165822.77000000
0.044401572677
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
Octagon Investment Partners XV
54930007Y57X4ONHQV20
Octagon Investment Partners XVII Ltd
67590GBG3
250000.00000000
PA
USD
248002.75000000
0.066406514186
Long
ABS-CBDO
CORP
KY
N
2
2031-01-25
Floating
1.21475000
N
N
N
N
N
N
Southwest Gas Holdings Inc
N/A
Southwest Gas Holdings Inc
844895102
626.00000000
NS
USD
38029.50000000
0.010182977935
Long
EC
CORP
US
N
1
N
N
N
FACEBOOK INC-A
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC
30303M102
9290.00000000
NS
USD
2537656.40000000
0.679496157712
Long
EC
CORP
US
N
1
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2018-B
88161NAC3
100000.00000000
PA
USD
101924.99000000
0.027291968715
Long
ABS-O
CORP
US
N
2
2021-10-20
Fixed
4.36000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAE4
10000.00000000
PA
USD
12256.81000000
0.003281947587
Long
DBT
CORP
AU
N
2
2050-05-13
Fixed
4.20000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150104
770.00000000
NS
USD
9725.10000000
0.002604043669
Long
EC
CORP
US
N
1
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAE3
25000.00000000
PA
USD
28721.13000000
0.007690520072
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.26600000
N
N
N
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
2185.00000000
NS
17349.42000000
0.004645571492
Long
EC
CORP
GB
N
2
N
N
N
Generac Holdings Inc
529900S2H2AHJHSFFI84
Generac Holdings Inc
368736104
792.00000000
NS
USD
180108.72000000
0.048226853411
Long
EC
CORP
US
N
1
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBD0
200000.00000000
PA
USD
210630.98000000
0.056399653477
Long
DBT
CORP
JP
N
2
2026-05-25
Fixed
2.22600000
N
N
N
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
10239.00000000
NS
161949.84000000
0.043364536673
Long
EC
CORP
GB
N
2
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CD9
200000.00000000
PA
USD
217336.79000000
0.058195236255
Long
DBT
CORP
DE
N
2
2031-09-18
Fixed
3.54700000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
44.95000000
0.000012036047
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-23654.24000000
PEN
6581.23000000
USD
2021-02-05
44.95000000
N
N
N
TOTAL SE
529900S21EQ1BO4ESM68
TOTAL SE
000000000
2561.00000000
NS
110537.82000000
0.029598185149
Long
EC
CORP
FR
N
2
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder
000000000
292.00000000
NS
15246.58000000
0.004082504049
Long
EC
CORP
SE
N
2
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAJ1
980584.60000000
PA
USD
48663.86000000
0.013030489821
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
0.90525700
N
N
N
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
2481.00000000
NS
193073.37000000
0.051698335941
Long
EC
CORP
SE
N
2
N
N
N
TEACHERS INSURANCE AND ANNUITY
54930043TEPI4UKGHU90
Tiaa Clo III Ltd
87272HAA8
250000.00000000
PA
USD
248091.75000000
0.066430345292
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Floating
1.38013000
N
N
N
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
2102.00000000
NS
USD
798444.70000000
0.213795731287
Long
EC
CORP
US
N
1
N
N
N
Newark BSL CLO 1 Ltd.
549300R0C043JWD1XY94
NBCLO 2016-1A A1R 12/29
65023TAJ1
250000.00000000
PA
USD
249459.25000000
0.066796514248
Long
ABS-MBS
CORP
KY
N
2
2029-12-21
Floating
1.31650000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00080QAF2
200000.00000000
PA
USD
230625.10000000
0.061753383681
Long
DBT
CORP
NL
N
2
2025-07-28
Fixed
4.75000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DC9
50000.00000000
PA
USD
57105.03000000
0.015290741674
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.87500000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AM2
6000.00000000
PA
USD
5975.70000000
0.001600084703
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AS9
10000.00000000
PA
USD
10888.16000000
0.002915470701
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
3.62500000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31396HWV7
141380.70000000
PA
USD
163394.41000000
0.043751342296
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Fixed
5.50000000
N
N
N
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp
70438V106
210.00000000
NS
USD
43241.10000000
0.011578463225
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAA1
2380000.00000000
PA
USD
25024.27000000
0.006700629492
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
0.61192000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
10000.00000000
PA
USD
10032.53000000
0.002686362734
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
57.00000000
NS
USD
14247.72000000
0.003815044068
Long
EC
CORP
IL
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31395GJR4
17104.47000000
PA
USD
20197.11000000
0.005408083868
Long
ABS-MBS
USGSE
US
N
2
2034-09-15
Fixed
5.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
102000.00000000
PA
USD
105972.83000000
0.028375839537
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
1293.00000000
NS
207283.96000000
0.055503437886
Long
EC
CORP
DK
N
2
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
000000000
1331.00000000
NS
19807.05000000
0.005303639362
Long
EC
CORP
AU
N
2
N
N
N
Booz Allen Hamilton Holding Co
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
2099.00000000
NS
USD
182990.82000000
0.048998579589
Long
EC
CORP
US
N
1
N
N
N
Seiko Epson Corp
549300NIOFQDR749W206
Seiko Epson Corp
000000000
2600.00000000
NS
38636.34000000
0.010345468589
Long
EC
CORP
JP
N
2
N
N
N
Benefit Street Partners CLO Lt
549300D98ZLKNSI8CN63
Benefit Street Partners CLO VIII Ltd
08180XAQ5
250000.00000000
PA
USD
247543.00000000
0.066283409120
Long
ABS-CBDO
CORP
KY
N
2
2031-01-20
Floating
1.41838000
N
N
N
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life Inc
37959E102
539.00000000
NS
USD
51183.44000000
0.013705145747
Long
EC
CORP
US
N
1
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAR5
13000.00000000
PA
USD
12373.38000000
0.003313160981
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
N
MEDTRONIC INC
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BT2
18000.00000000
PA
USD
24247.80000000
0.006492717821
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.37500000
N
N
N
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
1215.00000000
NS
43456.88000000
0.011636241607
Long
EC
CORP
DE
N
2
N
N
N
KENTUCKY UTILITIES CO
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BM8
25000.00000000
PA
USD
28332.31000000
0.007586407594
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.30000000
N
N
N
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
5400.00000000
NS
110007.73000000
0.029456245476
Long
EC
CORP
JP
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2018-COR3 Mortgage Trust
12595VAD9
110000.00000000
PA
USD
131110.27000000
0.035106772020
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Fixed
4.22800000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
1669.00000000
NS
38169.72000000
0.010220523976
Long
EC
CORP
LU
N
2
N
N
N
JABIL INC
5493000CGCQY2OQU7669
JABIL INC
466313103
3478.00000000
NS
USD
147919.34000000
0.039607656568
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
460.00000000
NS
USD
173318.80000000
0.046408748898
Long
EC
CORP
US
N
1
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
50000.00000000
PA
USD
52397.03000000
0.014030102956
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
11000.00000000
PA
USD
11807.67000000
0.003161683511
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
273.00000000
NS
USD
61998.30000000
0.016600989257
Long
EC
CORP
US
N
1
N
N
N
Bank of Hawaii Corp
5493006Q8BQ8AD8M2U33
Bank of Hawaii Corp
062540109
638.00000000
NS
USD
48883.56000000
0.013089317842
Long
EC
CORP
US
N
1
N
N
N
CHEMED CORP
54930020031IDJT2IM79
CHEMED CORP
16359R103
221.00000000
NS
USD
117706.81000000
0.031517791428
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QAX6
31000.00000000
PA
USD
37388.14000000
0.010011244025
Long
DBT
CORP
NL
N
2
2026-03-01
Fixed
5.35000000
N
N
N
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
2540.00000000
NS
USD
139242.80000000
0.037284380812
Long
EC
CORP
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAP4
10000.00000000
PA
USD
11266.86000000
0.003016873395
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
742.00000000
NS
28335.78000000
0.007587336739
Long
EC
CORP
DE
N
2
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
237.00000000
NS
USD
88282.50000000
0.023638984199
Long
EC
CORP
US
N
1
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 ETF
464287655
18969.00000000
NS
USD
3719062.14000000
0.995835541179
Long
EC
RF
US
N
1
N
N
Smith & Nephew PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
000000000
3365.00000000
NS
69899.50000000
0.018716655917
Long
EC
CORP
GB
N
2
N
N
N
Amdocs Ltd
N/A
Amdocs Ltd
000000000
5913.00000000
NS
USD
419409.09000000
0.112303172787
Long
EC
CORP
US
N
1
N
N
N
RH
5493008MTS3OGGMHGK69
RH
74967X103
112.00000000
NS
USD
50122.24000000
0.013420993281
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
977.00000000
NS
USD
42440.88000000
0.011364192130
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA3
35565MAH7
200000.00000000
PA
USD
202383.90000000
0.054191372178
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Floating
3.74800000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
72000.00000000
PA
USD
83702.75000000
0.022412686372
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-XL
056054AL3
189859.57000000
PA
USD
187329.44000000
0.050160311185
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.80900000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BU3
200000.00000000
PA
USD
209455.40000000
0.056084874024
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.26500000
N
N
N
N
N
N
Homebanc Mortgage Trust
N/A
HomeBanc Mortgage Trust 2004-1
43739EAB3
40817.44000000
PA
USD
39673.74000000
0.010623248242
Long
ABS-MBS
CORP
US
N
2
2029-08-25
Floating
1.00800000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
2246.00000000
NS
USD
424538.92000000
0.113676762913
Long
EC
CORP
US
N
1
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CAW6
250000.00000000
PA
USD
249299.25000000
0.066753671811
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.31838000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
4963.00000000
NS
51811.98000000
0.013873446906
Long
EC
CORP
IT
N
2
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
1231.00000000
NS
30420.49000000
0.008145549598
Long
EC
CORP
SE
N
2
N
N
N
International Bancshares Corp
549300Y16R531AU8TX77
International Bancshares Corp
459044103
1217.00000000
NS
USD
45564.48000000
0.012200583612
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBK8
56000.00000000
PA
USD
66322.16000000
0.017758768638
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXQX9
1300000.00000000
PA
USD
118625.78000000
0.031763859644
Long
ABS-MBS
USGSE
US
N
2
2035-10-25
Variable
0.87420000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAX5
488514.18050000
PA
USD
8134.05000000
0.002178015795
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
0.74131400
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
TRIMBLE INC
896239100
1248.00000000
NS
USD
83328.96000000
0.022312598406
Long
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
586.00000000
NS
USD
40896.94000000
0.010950778676
Long
EC
CORP
US
N
1
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
5581.00000000
NS
237339.42000000
0.063551245142
Long
EC
CORP
IE
N
2
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO
201723103
6837.00000000
NS
USD
140431.98000000
0.037602801872
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
7670.00000000
NS
USD
661921.00000000
0.177239430920
Long
EC
CORP
US
N
1
N
N
N
Ceridian HCM Holding Inc
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677J108
366.00000000
NS
USD
39000.96000000
0.010443101149
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
9275.00000000
NS
USD
310990.75000000
0.083272510694
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAG2
994238.52000000
PA
USD
72144.83000000
0.019317877228
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.04353200
N
N
N
N
N
N
HIGHWOODS PROPERTIES INC
ZIIGTYKL9T0X3HLTDX53
HIGHWOODS PROPERTIES INC
431284108
7974.00000000
NS
USD
316009.62000000
0.084616389590
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-J7
12667FTE5
90011.41000000
PA
USD
87227.60000000
0.023356518654
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
1.16800000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-LTV3
46651HAJ6
400000.00000000
PA
USD
418653.08000000
0.112100739593
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-819.26000000
-0.00021936934
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
-160078860.06000000
COP
46048.63000000
USD
2021-02-05
-819.26000000
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
400.00000000
NS
17138.57000000
0.004589113192
Long
EC
CORP
JP
N
2
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KK6
25000.00000000
PA
USD
26347.09000000
0.007054834697
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2020-2
33851KAG1
508379.50000000
PA
USD
518084.01000000
0.138724885751
Long
ABS-MBS
CORP
US
N
2
2050-08-01
Variable
3.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
200000.00000000
PA
USD
221410.53000000
0.059286042197
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
15147.00000000
NS
USD
621027.00000000
0.166289439474
Long
EC
CORP
US
N
1
N
N
N
BOC Hong Kong Holdings Ltd
N/A
BOC Hong Kong Holdings Ltd
000000000
24500.00000000
NS
74265.06000000
0.019885601109
Long
EC
CORP
HK
N
2
N
N
N
London Stock Exchange Group PL
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
1008.00000000
NS
124424.27000000
0.033316493671
Long
EC
CORP
GB
N
2
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAW8
15000.00000000
PA
USD
16520.34000000
0.004423572692
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95000000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203CB5
15000.00000000
PA
USD
16193.11000000
0.004335951875
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.00000000
N
N
N
N
N
N
Euronet Worldwide Inc
YG3575C4DSHJPA5KET68
Euronet Worldwide Inc
298736109
1170.00000000
NS
USD
169556.40000000
0.045401308985
Long
EC
CORP
US
N
1
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AP8
9000.00000000
PA
USD
10100.01000000
0.002704431532
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R06
20754JAB0
154892.96000000
PA
USD
155234.16000000
0.041566311052
Long
ABS-MBS
CORP
US
N
2
2039-09-25
Floating
2.24800000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAG2
3000000.00000000
PA
USD
34533.00000000
0.009246736797
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
0.17499600
N
N
N
N
N
N
SIGNATURE BANK/NEW YORK NY
VLP5AP0XK2GM6GKD1007
SIGNATURE BANK
82669G104
711.00000000
NS
USD
96191.19000000
0.025756656421
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
8190.00000000
NS
304151.53000000
0.081441205356
Long
EC
CORP
GB
N
2
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253103
2422.00000000
NS
USD
157381.56000000
0.042141310113
Long
EC
CORP
US
N
1
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
38000.00000000
PA
USD
40185.00000000
0.010760145895
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABH7
18000.00000000
PA
USD
18745.38000000
0.005019361047
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAD3
17000.00000000
PA
USD
16856.55000000
0.004513598041
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's Co/The
95058W100
657.00000000
NS
USD
14401.44000000
0.003856204939
Long
EC
CORP
US
N
1
N
N
N
KION Group AG
5299005KY91C4C6U9H17
KION Group AG
000000000
705.00000000
NS
61138.69000000
0.016370815585
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132QNKH1
47858.11000000
PA
USD
52058.69000000
0.013939507267
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
647.00000000
NS
USD
108954.80000000
0.029174307429
Long
EC
CORP
US
N
1
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
5000.00000000
PA
USD
5922.52000000
0.001585844948
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
CCUBS Commercial Mortgage Trust 2017-C1
12508GAZ9
60000.00000000
PA
USD
64328.86000000
0.017225032199
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.39196100
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
1211.00000000
NS
USD
42518.21000000
0.011384898415
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
SWOP CDS CDX.NA.HY.35.V1
000000000
700000.00000000
NC
USD
2166.52000000
0.000580118733
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Put
Purchased
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS CDX.NA.HY.35.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
US
IHS MARKIT LTD
CDX.NA.HY.35.V1
Default Event
2025-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
0.01000000
USD
103.50000000
USD
2021-02-17
XXXX
-5883.48000000
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
30000.00000000
PA
USD
32081.52000000
0.008590315684
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-23CB
02151EAC6
28128.79000000
PA
USD
12380.07000000
0.003314952330
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
0.64800000
N
N
N
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
000000000
960.00000000
NS
16439.34000000
0.004401883708
Long
EC
CORP
FR
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-COR1 Mortgage Trust
12594MBF4
20000.00000000
PA
USD
21335.91000000
0.005713014916
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Variable
4.38133800
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
40000.00000000
PA
USD
39436.15000000
0.010559629901
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
KKR GROUP FINANCE CO VII
N/A
KKR Group Finance Co VII LLC
48252DAA3
21000.00000000
PA
USD
23439.53000000
0.006276291216
Long
DBT
CORP
US
N
2
2050-02-25
Fixed
3.62500000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
2619.00000000
NS
USD
202055.85000000
0.054103531793
Long
EC
CORP
US
N
1
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBL5
25000.00000000
PA
USD
28016.41000000
0.007501820556
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.50000000
N
N
N
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
5600.00000000
NS
158011.27000000
0.042309924558
Long
EC
CORP
JP
N
2
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
17000.00000000
PA
USD
20633.46000000
0.005524923228
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HN0
13000.00000000
PA
USD
13984.54000000
0.003744573614
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.25000000
N
N
N
N
N
N
Evolution Gaming Group AB
549300SUH6ZR1RF6TA88
Evolution Gaming Group AB
000000000
870.00000000
NS
87465.06000000
0.023420102187
Long
EC
CORP
SE
N
2
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
9298.00000000
NS
USD
276150.60000000
0.073943529805
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
100000.00000000
PA
USD
114513.01000000
0.030662602826
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
Bayer AG
000000000
943.00000000
NS
55552.93000000
0.014875143256
Long
EC
CORP
DE
N
2
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
1459.00000000
NS
USD
106186.02000000
0.028432924407
Long
EC
CORP
US
N
1
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAX7
30000.00000000
PA
USD
32837.85000000
0.008792834562
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEJ42
242111.81000000
PA
USD
262707.59000000
0.070343959098
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
1722.00000000
NS
177876.98000000
0.047629271029
Long
EC
CORP
BE
N
2
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
1392.00000000
NS
22956.75000000
0.006147019517
Long
EC
CORP
IT
N
2
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
2406.00000000
NS
USD
159373.44000000
0.042674666326
Long
EC
CORP
US
N
1
N
N
N
ADOBE SYSTEMS INC
FU4LY2G4933NH2E1CP29
ADOBE SYSTEMS INC
00724F101
1537.00000000
NS
USD
768684.44000000
0.205826968329
Long
EC
CORP
US
N
1
N
N
N
GLP J-Reit
353800E27V9KA51K2I90
GLP J-Reit
000000000
10.00000000
NS
15780.13000000
0.004225370189
Long
EC
CORP
JP
N
2
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust 2019-COR4
48128YAW1
100000.00000000
PA
USD
118856.76000000
0.031825708058
Long
ABS-MBS
CORP
US
N
2
2052-03-10
Fixed
4.02910000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
200000.00000000
PA
USD
232738.18000000
0.062319193040
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
2420.00000000
NS
USD
571942.80000000
0.153146397215
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAY7
2196000.00000000
PA
USD
2194970.63000000
0.587736822595
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.62500000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
29000.00000000
PA
USD
33593.25000000
0.008995104419
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556H206
6028.00000000
NS
USD
224603.28000000
0.060140949645
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DA2
50000.00000000
PA
USD
64057.68000000
0.017152419623
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.50000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159TF3
25000.00000000
PA
USD
26574.37000000
0.007115692380
Long
DBT
CORP
CA
N
2
2025-02-03
Fixed
2.20000000
N
N
N
N
N
N
EVERCORE INC
529900P6KLPT95DW3W58
EVERCORE INC
29977A105
577.00000000
NS
USD
63262.28000000
0.016939439156
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
Comm 2013-CCRE13 Mortgage Trust
12630BBF4
177000.00000000
PA
USD
191836.10000000
0.051367038051
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
4.88561700
N
N
N
N
N
N
Rohm Co Ltd
5493009V2FGDEP7JFE59
Rohm Co Ltd
000000000
600.00000000
NS
58164.47000000
0.015574422873
Long
EC
CORP
JP
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-270.18000000
-0.00007234481
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-24139.71000000
RON
5787.96000000
USD
2021-01-08
-270.18000000
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
3501.00000000
NS
USD
76286.79000000
0.020426950113
Long
EC
CORP
US
N
1
N
N
N
10X Genomics Inc
5493003Z6741WNLG7H43
10X Genomics Inc
88025U109
49.00000000
NS
USD
6938.40000000
0.001857862293
Long
EC
CORP
US
N
1
N
N
N
ACS Actividades de Construccio
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
1085.00000000
NS
36046.90000000
0.009652106584
Long
EC
CORP
ES
N
2
N
N
N
DiaSorin SpA
8156002878BDF0EE4348
DiaSorin SpA
000000000
167.00000000
NS
34867.84000000
0.009336395308
Long
EC
CORP
IT
N
2
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
444.00000000
NS
USD
73020.24000000
0.019552281591
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEUG2
32976.97000000
PA
USD
35903.29000000
0.009613652819
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
206000.00000000
PA
USD
233295.55000000
0.062468437348
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAQ3
25000.00000000
PA
USD
31484.53000000
0.008430462517
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
Scientific Games Corp
529900JXALYBOHXKFM62
Scientific Games Corp
80874P109
2207.00000000
NS
USD
91568.43000000
0.024518842012
Long
EC
CORP
US
N
1
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TopBuild Corp
89055F103
133.00000000
NS
USD
24482.64000000
0.006555599808
Long
EC
CORP
US
N
1
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAA1
12000.00000000
PA
USD
12096.15000000
0.003238928425
Long
DBT
CORP
US
N
2
2027-09-17
Fixed
1.35700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGU8
28000.00000000
PA
USD
36682.86000000
0.009822394562
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAG4
100000.00000000
PA
USD
102875.04000000
0.027546359075
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.68000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAE3
25000.00000000
PA
USD
26325.03000000
0.007048927796
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
Daikin Industries Ltd
549300Y7FWSTSHMW5Y57
Daikin Industries Ltd
000000000
700.00000000
NS
155727.01000000
0.041698279147
Long
EC
CORP
JP
N
2
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
2191.00000000
NS
52608.09000000
0.014086617486
Long
EC
CORP
AU
N
2
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward Inc
980745103
64.00000000
NS
USD
7777.92000000
0.002082656562
Long
EC
CORP
US
N
1
N
N
N
Okta Inc
549300N8J06I8MRHU620
Okta Inc
679295105
218.00000000
NS
USD
55428.68000000
0.014841873425
Long
EC
CORP
US
N
1
N
N
N
Vivendi SA
969500FU4DRAEVJW7U54
Vivendi SA
000000000
2908.00000000
NS
93795.42000000
0.025115152508
Long
EC
CORP
FR
N
2
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20
46642CAD2
100000.00000000
PA
USD
105399.16000000
0.028222230655
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Fixed
3.53820000
N
N
N
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J107
816.00000000
NS
USD
108421.92000000
0.029031620692
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132GK2F2
144850.28000000
PA
USD
157988.66000000
0.042303870386
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AJ5
12000.00000000
PA
USD
12268.86000000
0.003285174158
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
LOUISIANA-PACIFIC CORP
549300C7E2UAO5BVRR75
LOUISIANA-PACIFIC CORP
546347105
1478.00000000
NS
USD
54937.26000000
0.014710288234
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-1
80287AAE3
100000.00000000
PA
USD
103587.66000000
0.027737173935
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
3.03000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
31000.00000000
PA
USD
34242.91000000
0.009169060781
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
3300.00000000
NS
98117.95000000
0.026272575762
Long
EC
CORP
JP
N
2
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
594.00000000
NS
USD
93133.26000000
0.024937849082
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31393GYQ1
62887.91000000
PA
USD
72722.52000000
0.019472562526
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
5.50000000
N
N
N
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
1600.00000000
NS
30854.89000000
0.008261866816
Long
EC
CORP
JP
N
2
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BL3
75000.00000000
PA
USD
99218.40000000
0.026567238013
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
4.60000000
N
N
N
N
N
N
Welcia Holdings Co Ltd
N/A
Welcia Holdings Co Ltd
000000000
1500.00000000
NS
56583.60000000
0.015151120848
Long
EC
CORP
JP
N
2
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RAN4
60000.00000000
PA
USD
29839.41000000
0.007989956577
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Variable
4.46982300
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
50000.00000000
PA
USD
56692.06000000
0.015180162666
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
1606.00000000
NS
USD
80091.22000000
0.021445644200
Long
EC
CORP
US
N
1
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
56.00000000
NS
USD
10731.28000000
0.002873463691
Long
EC
CORP
US
N
1
N
N
N
TechnipFMC PLC
549300D5I93QWCJTCK36
TechnipFMC PLC
000000000
23095.00000000
NS
USD
217093.00000000
0.058129957769
Long
EC
CORP
GB
N
1
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2M2
40000.00000000
PA
USD
41772.46000000
0.011185212492
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
2.80000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFM1
12000.00000000
PA
USD
12080.42000000
0.003234716478
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
000000000
2386.00000000
NS
169116.98000000
0.045283647586
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F52N8
308557.44000000
PA
USD
309375.06000000
0.082839885085
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
3.50000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
783549108
2896.00000000
NS
USD
178856.96000000
0.047891675602
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AM1
19000.00000000
PA
USD
23751.02000000
0.006359697408
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.37500000
N
N
N
N
N
N
Singapore Airlines Ltd
549300ZG62N2599PWR15
Singapore Airlines Ltd
000000000
14900.00000000
NS
48346.41000000
0.012945487747
Long
EC
CORP
SG
N
2
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
30.00000000
NS
USD
6796.50000000
0.001819866407
Long
EC
CORP
US
N
1
N
N
N
XLIT LTD
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAD7
22000.00000000
PA
USD
30825.77000000
0.008254069492
Long
DBT
CORP
KY
N
2
2045-03-31
Fixed
5.50000000
N
N
N
N
N
N
Genting Singapore Ltd
254900Y2N3AK93K1O866
Genting Singapore Ltd
000000000
258000.00000000
NS
166162.66000000
0.044492583403
Long
EC
CORP
SG
N
2
N
N
N
XLIT LTD
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAC9
71000.00000000
PA
USD
81088.57000000
0.021712699855
Long
DBT
CORP
KY
N
2
2025-03-31
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137ALY45
11058.80000000
PA
USD
12397.05000000
0.003319498984
Long
ABS-MBS
USGSE
US
N
2
2042-01-15
Fixed
4.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
35000.00000000
PA
USD
37014.97000000
0.009911322073
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.40600000
N
N
N
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
276.00000000
NS
40272.68000000
0.010783623551
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WET82
19214.38000000
PA
USD
20440.00000000
0.005473121366
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Vanguard Value ETF
N/A
Vanguard Value ETF
922908744
124536.00000000
NS
USD
14814802.56000000
3.966889062200
Long
EC
RF
US
N
1
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
22000.00000000
PA
USD
25699.20000000
0.006881352280
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAC5
8000.00000000
PA
USD
8340.70000000
0.002233349480
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.87500000
N
N
N
N
N
N
Cantel Medical Corp
549300ZFW3JXCDHTGW91
Cantel Medical Corp
138098108
437.00000000
NS
USD
34461.82000000
0.009227677268
Long
EC
CORP
US
N
1
N
N
N
Trex Co Inc
N/A
Trex Co Inc
89531P105
135.00000000
NS
USD
11302.20000000
0.003026336218
Long
EC
CORP
US
N
1
N
N
N
NU SKIN ENTERPRISES INC
54930050DETB6CP71D38
NU SKIN ENTERPRISES INC - A
67018T105
763.00000000
NS
USD
41682.69000000
0.011161175208
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
USD CALL VERSUS AUD PUT
000000000
3724000.00000000
NC
USD
13871.04000000
0.003714182260
N/A
DFE
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
USD CALL VERSUS AUD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
US
US
N/A
AUD
N/A
USD
2021-03-15
1.00000000
USD
0.72800000
USD
2021-03-15
XXXX
-17462.70000000
N
N
N
Reckitt Benckiser Group PLC
5493003JFSMOJG48V108
Reckitt Benckiser Group PLC
000000000
1390.00000000
NS
124063.59000000
0.033219916107
Long
EC
CORP
GB
N
2
N
N
N
Barratt Developments PLC
2138006R85VEOF5YNK29
Barratt Developments PLC
000000000
2748.00000000
NS
25122.54000000
0.006726942781
Long
EC
CORP
GB
N
2
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAD6
30000.00000000
PA
USD
32567.07000000
0.008720329092
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.20000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CS1
18000.00000000
PA
USD
18107.24000000
0.004848489341
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
26000.00000000
PA
USD
26351.59000000
0.007056039641
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132QSYA0
8662.48000000
PA
USD
9470.30000000
0.002535817087
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-8032.09000000
-0.00215071445
N/A
DFE
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
-950628.76000000
ZAR
56621.46000000
USD
2021-01-08
-8032.09000000
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
1446.00000000
NS
USD
374383.86000000
0.100246981576
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
770.00000000
NS
USD
67167.10000000
0.017985014194
Long
EC
CORP
US
N
1
N
N
N
T&D Holdings Inc
3538008ARJ1MACEWA242
T&D Holdings Inc
000000000
9900.00000000
NS
117105.64000000
0.031356819002
Long
EC
CORP
JP
N
2
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-2027.56000000
-0.00054291007
N/A
DFE
CORP
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
-288088.85000000
PLN
75092.11000000
USD
2021-01-08
-2027.56000000
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
2712.00000000
NS
USD
44883.60000000
0.012018267620
Long
EC
CORP
US
N
1
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
24000.00000000
PA
USD
24617.49000000
0.006591707950
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAQ2
12000.00000000
PA
USD
11729.39000000
0.003140722848
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
25000.00000000
PA
USD
32567.87000000
0.008720543305
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374UNM9
47895.13000000
PA
USD
54275.18000000
0.014533006229
Long
ABS-MBS
USGA
US
N
2
2039-05-20
Fixed
4.75000000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABM4
17000.00000000
PA
USD
18367.32000000
0.004918129722
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132GFVW4
92714.29000000
PA
USD
102953.63000000
0.027567402745
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
14000.00000000
PA
USD
16010.89000000
0.004287159694
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.62500000
N
N
N
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
3994.00000000
NS
USD
347398.12000000
0.093021138612
Long
EC
CORP
US
N
1
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAB9
15000.00000000
PA
USD
15250.82000000
0.004083639373
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
1.45000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAP9
24000.00000000
PA
USD
24635.72000000
0.006596589310
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AQ9
17000.00000000
PA
USD
16788.24000000
0.004495306998
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHG7
18000.00000000
PA
USD
20996.35000000
0.005622092553
Long
DBT
CORP
US
N
2
2029-03-05
Fixed
3.97000000
N
N
N
N
N
N
Yamada Holdings Co Ltd
353800MDZ4K1DQKLO464
Yamada Holdings Co Ltd
000000000
16100.00000000
NS
85539.65000000
0.022904544329
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307NG73
14868.25000000
PA
USD
15851.70000000
0.004244534147
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637H109
763.00000000
NS
USD
32587.73000000
0.008725861122
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAV1
25000.00000000
PA
USD
30815.98000000
0.008251448070
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
4.30000000
N
N
N
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
12915.00000000
NS
34859.87000000
0.009334261219
Long
EC
CORP
GB
N
2
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
3714.00000000
NS
65025.79000000
0.017411645822
Long
EC
CORP
IT
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BAPA4
528879.93000000
PA
USD
614845.40000000
0.164634221909
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
4.25000000
N
N
N
N
N
N
Alleghany Corp
549300DCJE6AYX159479
Alleghany Corp
017175100
15.00000000
NS
USD
9055.35000000
0.002424707904
Long
EC
CORP
US
N
1
N
N
N
ROCHE HOLDING AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN
000000000
1849.00000000
NS
644004.06000000
0.172441897303
Long
EC
CORP
CH
N
2
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
4816.00000000
NS
USD
445383.68000000
0.119258264935
Long
EC
CORP
US
N
1
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
2192.00000000
NS
51362.74000000
0.013753156053
Long
EC
CORP
GB
N
2
N
N
N
Spire Inc
549300NXSY15DRY2R511
Spire Inc
84857L101
829.00000000
NS
USD
53089.16000000
0.014215431307
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
1136.00000000
NS
USD
31319.52000000
0.008386278576
Long
EC
CORP
US
N
1
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
23000.00000000
PA
USD
26368.50000000
0.007060567551
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
19000.00000000
PA
USD
22603.64000000
0.006052468935
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
45000.00000000
PA
USD
50151.34000000
0.013428785250
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
WW GRAINGER INC
549300TWZSP6O1IH2V34
WW Grainger Inc
384802AE4
35000.00000000
PA
USD
36877.41000000
0.009874488288
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
1.85000000
N
N
N
N
N
N
Telefonica Deutschland Holding
391200ECRPJ3SWQJUM30
Telefonica Deutschland Holding AG
000000000
27908.00000000
NS
76865.94000000
0.020582026348
Long
EC
CORP
DE
N
2
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
1135.00000000
NS
113174.78000000
0.030304271358
Long
EC
CORP
GB
N
2
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AP6
10000.00000000
PA
USD
13867.86000000
0.003713330766
Long
DBT
CORP
CA
N
2
2039-02-01
Fixed
6.75000000
N
N
N
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
Avient Corp
05368V106
676.00000000
NS
USD
27229.28000000
0.007291054508
Long
EC
CORP
US
N
1
N
N
N
F5 Networks Inc
N/A
F5 Networks Inc
315616102
2197.00000000
NS
USD
386540.18000000
0.103502021436
Long
EC
CORP
US
N
1
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BP3
6000.00000000
PA
USD
8896.77000000
0.002382245693
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
6.12500000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AS5
20000.00000000
PA
USD
20432.66000000
0.005471155969
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.60000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAV9
50000.00000000
PA
USD
59464.83000000
0.015922614071
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.96800000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-2015.08000000
-0.00053956836
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-167972.33000000
TRY
20551.53000000
USD
2021-01-08
-2015.08000000
N
N
N
Dryden Senior Loan Fund
N/A
Dryden Senior Loan Fund
26245EAB5
250000.00000000
PA
USD
249471.75000000
0.066799861314
Long
ABS-CBDO
CORP
KY
N
2
2028-04-15
Floating
1.58688000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
2675.00000000
NS
137485.39000000
0.036813807514
Long
EC
CORP
SE
N
2
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
50000.00000000
PA
USD
55922.44000000
0.014974085187
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BJ8
30000.00000000
PA
USD
33611.03000000
0.008999865285
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-RIVR
36255WAL9
100000.00000000
PA
USD
84495.05000000
0.022624836766
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
2.25900000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AJ4
25000.00000000
PA
USD
25108.60000000
0.006723210134
Long
DBT
CORP
US
N
2
2026-07-16
Fixed
0.87500000
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-10CB
12667GAW3
65438.43000000
PA
USD
51510.50000000
0.013792721044
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.64800000
N
N
N
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One Inc
12685J105
29.00000000
NS
USD
64603.88000000
0.017298672993
Long
EC
CORP
US
N
1
N
N
N
Ajinomoto Co Inc
353800UT0TLROREPIC92
Ajinomoto Co Inc
000000000
2400.00000000
NS
54383.38000000
0.014561978427
Long
EC
CORP
JP
N
2
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CW9
17000.00000000
PA
USD
17234.35000000
0.004614759746
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.45000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust
92922F4V7
34019.74000000
PA
USD
33210.57000000
0.008892636020
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
1.12800000
N
N
N
N
N
N
TIMKEN CO/THE
B0I35MLPFXZSE70ASS73
TIMKEN CO
887389104
1527.00000000
NS
USD
118128.72000000
0.031630764257
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XLT9
172633.42000000
PA
USD
174520.03000000
0.046730396529
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Floating
2.99800000
N
N
N
N
N
N
PALAFOX TRADING LLC
549300YY6K5SUDBFFZ89
PALAFOX TRADING LLC
000000000
1174429.00000000
PA
USD
1174429.00000000
0.314471255054
Long
RA
CORP
US
N
2
Repurchase
Y
0.13000000
2021-01-04
1163392.18602960
USD
1198351.39767757
USD
UST
N
N
Knight-Swift Transportation Ho
N/A
Knight-Swift Transportation Holdings Inc
499049104
7936.00000000
NS
USD
331883.52000000
0.088866868126
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola European Partners PL
549300LTH67W4GWMRF57
Coca-Cola European Partners PLC
000000000
322.00000000
NS
USD
16045.26000000
0.004296362785
Long
EC
CORP
GB
N
1
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
5032.00000000
NS
USD
213356.80000000
0.057129533305
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
2290.00000000
NS
USD
277296.10000000
0.074250254880
Long
EC
CORP
US
N
1
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
6687.00000000
NS
24709.46000000
0.006616334318
Long
EC
CORP
GB
N
2
N
N
N
Red Electrica Corp SA
5493009HMD0C90GUV498
Red Electrica Corp SA
000000000
4237.00000000
NS
86989.63000000
0.023292798562
Long
EC
CORP
ES
N
2
N
N
N
Denso Corp
549300RYPA10CQM3QK38
Denso Corp
000000000
400.00000000
NS
23808.31000000
0.006375037679
Long
EC
CORP
JP
N
2
N
N
N
VISA INC-CLASS A SHARES
549300JZ4OKEHW3DPJ59
VISA INC
92826C839
2360.00000000
NS
USD
516202.80000000
0.138221163117
Long
EC
CORP
US
N
1
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
2290.00000000
NS
USD
51776.90000000
0.013864053702
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
20000.00000000
PA
USD
22713.20000000
0.006081805294
Long
DBT
CORP
N/A
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-270.04000000
-0.00007230732
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-24139.70000000
RON
5788.10000000
USD
2021-01-08
-270.04000000
N
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AB0
50000.00000000
PA
USD
61322.47000000
0.016420025479
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.00000000
N
N
N
N
N
N
Avalara Inc
N/A
Avalara Inc
05338G106
1243.00000000
NS
USD
204958.27000000
0.054880698961
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CCP0
16221.33000000
PA
USD
17945.03000000
0.004805055142
Long
ABS-MBS
USGA
US
N
2
2032-05-16
Fixed
7.00000000
N
N
N
N
N
N
BBCCRE Trust
N/A
BBCCRE Trust 2015-GTP
05490TAN2
2180000.00000000
PA
USD
58619.33000000
0.015696218567
Long
ABS-MBS
CORP
US
N
2
2033-08-10
Variable
0.59660000
N
N
N
N
N
N
Proofpoint Inc
529900C5FODDK0WSR085
Proofpoint Inc
743424103
1963.00000000
NS
USD
267772.83000000
0.071700254267
Long
EC
CORP
US
N
1
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-1
33850TBA5
93709.69560000
PA
USD
96861.63000000
0.025936176944
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
4.01280100
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
7641.00000000
NS
71044.41000000
0.019023223010
Long
EC
CORP
NL
N
2
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
14812.00000000
NS
149216.95000000
0.039955111413
Long
EC
CORP
ES
N
2
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
571.00000000
NS
35105.22000000
0.009399957419
Long
EC
CORP
IT
N
2
N
N
N
OWL ROCK TECHNOLOGY FINA
254900G5EZJSOD3UKL16
Owl Rock Technology Finance Corp
691205AC2
38000.00000000
PA
USD
39758.99000000
0.010646075228
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.75000000
N
N
N
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp
87724P106
6198.00000000
NS
USD
158978.70000000
0.042568968678
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBL2
60000.00000000
PA
USD
67008.15000000
0.017942452910
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190304
1414.00000000
NS
USD
352552.62000000
0.094401334507
Long
EC
CORP
US
N
1
N
N
N
OCP CLO Ltd
254900MN6N176YEZLX15
OCP CLO Ltd
671078AA1
500000.00000000
PA
USD
501033.50000000
0.134159351965
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
2.01838000
N
N
N
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec Inc
576323109
796.00000000
NS
USD
54271.28000000
0.014531961944
Long
EC
CORP
US
N
1
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG
000000000
454.00000000
NS
118082.49000000
0.031618385470
Long
EC
CORP
CH
N
2
N
N
N
Herbalife Nutrition Ltd
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd
000000000
1187.00000000
NS
USD
57035.35000000
0.015272083793
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC
084670702
3748.00000000
NS
USD
869048.76000000
0.232701043878
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
7789.00000000
NS
USD
156169.45000000
0.041816749197
Long
EC
CORP
US
N
1
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
000000000
2284.00000000
NS
39818.92000000
0.010662122399
Long
EC
CORP
AU
N
2
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922N103
4731.00000000
NS
USD
171285.86000000
0.045864398245
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BT0
93000.00000000
PA
USD
117959.94000000
0.031585570841
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389FJW3
1308.38000000
PA
USD
1481.68000000
0.000396742390
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.00000000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E103
1409.00000000
NS
USD
31322.07000000
0.008386961377
Long
EC
CORP
US
N
1
N
N
N
Marubeni Corp
4P4N3ORD02UGQT1T1W12
Marubeni Corp
000000000
20400.00000000
NS
135913.21000000
0.036392832369
Long
EC
CORP
JP
N
2
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AH2
40000.00000000
PA
USD
43878.42000000
0.011749115363
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
3200.00000000
NS
94880.84000000
0.025405790248
Long
EC
CORP
JP
N
2
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBA0
25000.00000000
PA
USD
28363.16000000
0.007594668151
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.70000000
N
N
N
N
N
N
SYNNEX CORP
5493004HI6PFLF46NS53
SYNNEX CORP
87162W100
3135.00000000
NS
USD
255314.40000000
0.068364319853
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAA0
79604.10000000
PA
USD
81185.75000000
0.021738721280
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AZ6
12000.00000000
PA
USD
13260.76000000
0.003550770493
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
NORTHWESTERN CORP
3BPWMBHR1R9SHUN7J795
NORTHWESTERN CORP
668074305
778.00000000
NS
USD
45365.18000000
0.012147218001
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
28000.00000000
PA
USD
29884.67000000
0.008002075631
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys Inc
023436108
310.00000000
NS
USD
90932.30000000
0.024348508514
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-1198.25000000
-0.00032084969
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
-304775525.44000000
IDR
20516.70000000
USD
2021-01-08
-1198.25000000
N
N
N
PRA HEALTH SCIENCES INC
549300R1HR1VWWHIAK47
PRA HEALTH SCIENCES INC
69354M108
358.00000000
NS
USD
44907.52000000
0.012024672564
Long
EC
CORP
US
N
1
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
916.00000000
NS
443503.66000000
0.118754860942
Long
EC
CORP
NL
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YT1
3185000.00000000
PA
USD
3225103.07000000
0.863570475613
Long
DBT
UST
US
N
2
2021-11-30
Fixed
1.50000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAB0
5000.00000000
PA
USD
6359.17000000
0.001702764637
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
20000.00000000
PA
USD
21483.00000000
0.005752400504
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
Koninklijke DSM NV
000000000
643.00000000
NS
110576.79000000
0.029608619960
Long
EC
CORP
NL
N
2
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
1594.00000000
NS
USD
84625.46000000
0.022659756031
Long
EC
CORP
GB
N
1
N
N
N
Goldman Sachs Financial Square Government Fund
N/A
Goldman Sachs Financial Square Government Fund
38141W273
398000.00000000
NS
USD
398000.00000000
0.106570562811
Long
STIV
RF
US
N
1
N
N
PotlatchDeltic Corp
54930084YA8UJOTXDM59
PotlatchDeltic Corp
737630103
867.00000000
NS
USD
43367.34000000
0.011612265908
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAV3
111000.00000000
PA
USD
110583.75000000
0.029610483606
Long
DBT
UST
US
N
2
2030-11-15
Fixed
0.87500000
N
N
N
N
N
N
Arrowhead Pharmaceuticals Inc
549300O3CSB8T7OZ3D66
Arrowhead Pharmaceuticals Inc
04280A100
249.00000000
NS
USD
19105.77000000
0.005115860959
Long
EC
CORP
US
N
1
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BZ8
43000.00000000
PA
USD
45556.66000000
0.012198489688
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.95000000
N
N
N
N
N
N
Dai Nippon Printing Co Ltd
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co Ltd
000000000
3400.00000000
NS
61157.99000000
0.016375983454
Long
EC
CORP
JP
N
2
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
14812.00000000
NS
5079.26000000
0.001360049238
Long
EC
CORP
ES
N
1
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
SYNOVUS FINANCIAL CORP
87161C501
1999.00000000
NS
USD
64707.63000000
0.017326453636
Long
EC
CORP
US
N
1
N
N
N
FTI Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941109
273.00000000
NS
USD
30499.56000000
0.008166721795
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
United States 10 Year Treasury Note/Bond
000000000
-8.00000000
NC
USD
-1484.90000000
-0.00039760459
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2021-03-22
-1249390.10000000
USD
-1484.90000000
N
N
N
Renaissance Home Equity Loan T
N/A
Renaissance Home Equity Loan Trust 2005-3
75970NBE6
144170.71000000
PA
USD
151971.76000000
0.040692753755
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.14000000
N
N
N
N
N
N
Pearson PLC
2138004JBXWWJKIURC57
Pearson PLC
000000000
3804.00000000
NS
34914.13000000
0.009348790161
Long
EC
CORP
GB
N
2
N
N
N
CCL INDUSTRIES INC
549300TD3EMSRRC0YH75
CCL Industries Inc
124900AD3
37000.00000000
PA
USD
40409.59000000
0.010820283289
Long
DBT
CORP
CA
N
2
2030-06-01
Fixed
3.05000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFB0
79000.00000000
PA
USD
87752.87000000
0.023497167698
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.12500000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
2806.00000000
NS
USD
270217.80000000
0.072354932230
Long
EC
CORP
US
N
1
N
N
N
Itochu Techno-Solutions Corp
N/A
Itochu Techno-Solutions Corp
000000000
1400.00000000
NS
49991.24000000
0.013385916036
Long
EC
CORP
JP
N
2
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
8219.00000000
NS
USD
209584.50000000
0.056119442516
Long
EC
CORP
US
N
1
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
43105.00000000
NS
146006.28000000
0.039095405611
Long
EC
CORP
NZ
N
2
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBE2
25000.00000000
PA
USD
28017.22000000
0.007502037446
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.75000000
N
N
N
N
N
N
Dentsu Group Inc
5299007PBBE83ZLJZG91
Dentsu Group Inc
000000000
1000.00000000
NS
29761.87000000
0.007969194060
Long
EC
CORP
JP
N
2
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DJ2
53000.00000000
PA
USD
53328.28000000
0.014279459330
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
200000.00000000
PA
USD
208005.51000000
0.055696643890
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
Fortum Oyj
000000000
707.00000000
NS
17081.12000000
0.004573730080
Long
EC
CORP
FI
N
2
N
N
N
Husqvarna AB
549300GYQIIJ3UXB7655
Husqvarna AB
000000000
2375.00000000
NS
30822.61000000
0.008253223354
Long
EC
CORP
SE
N
2
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAP4
12000.00000000
PA
USD
11802.39000000
0.003160269710
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.35000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0HW2
238587.13000000
PA
USD
249977.85000000
0.066935377298
Long
ABS-MBS
CORP
US
N
2
2028-07-25
Floating
5.70013000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
24000.00000000
PA
USD
25710.00000000
0.006884244145
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBA8
2265000.00000000
PA
USD
2262257.22000000
0.605753832057
Long
DBT
UST
US
N
2
2023-12-15
Fixed
0.12500000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
25346.00000000
NS
USD
5637457.32000000
1.509515073910
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DD9
100000.00000000
PA
USD
125581.78000000
0.033626434606
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
3.75000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBH1
17000.00000000
PA
USD
18304.76000000
0.004901378329
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
139000.00000000
NS
116558.76000000
0.031210383552
Long
EC
CORP
HK
N
2
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
4119.00000000
NS
USD
288082.86000000
0.077138574187
Long
EC
CORP
US
N
1
N
N
N
Santos Ltd
5299000RK70B5O2M7077
Santos Ltd
000000000
6550.00000000
NS
31719.78000000
0.008493454288
Long
EC
CORP
AU
N
2
N
N
N
CADENCE DESIGN SYSTEMS INC
GCT7RXJOGLXPV0NXZY22
CADENCE DESIGN SYS INC
127387108
3485.00000000
NS
USD
475458.55000000
0.127311269514
Long
EC
CORP
US
N
1
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
243.00000000
NS
USD
58208.22000000
0.015586137602
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAE7
40000.00000000
PA
USD
39260.14000000
0.010512500542
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.90000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CY1
14000.00000000
PA
USD
16870.09000000
0.004517223582
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.70000000
N
N
N
N
N
N
Sabra Health Care REIT Inc
549300E3BC7GU7TAZ621
Sabra Health Care REIT Inc
78573L106
1439.00000000
NS
USD
24995.43000000
0.006692907142
Long
EC
CORP
US
N
1
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAB3
7000.00000000
PA
USD
9075.87000000
0.002430202446
Long
DBT
CORP
US
N
2
2043-09-30
Fixed
5.70000000
N
N
N
N
N
N
TELEPHONE & DATA SYSTEMS INC
N/A
TELEPHONE AND DATA SYSTEMS
879433829
4337.00000000
NS
USD
80538.09000000
0.021565300449
Long
EC
CORP
US
N
1
N
N
N
GrafTech International Ltd
549300GY32W00XP57351
GrafTech International Ltd
384313508
14776.00000000
NS
USD
157512.16000000
0.042176280253
Long
EC
CORP
US
N
1
N
N
N
VOYA SHORT TERM BOND FUND
5493006MN6OC470MML96
VOYA SHORT TERM BOND-R6
92913L551
462057.87800000
NS
USD
4620578.78000000
1.237230354517
Long
EC
RF
US
N
1
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BD3
125000.00000000
PA
USD
138611.36000000
0.037115303133
Long
DBT
CORP
NL
N
2
2025-05-11
Fixed
3.25000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JZ5
100000.00000000
PA
USD
113052.94000000
0.030271646842
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159QE9
21000.00000000
PA
USD
23165.80000000
0.006202995839
Long
DBT
CORP
CA
N
2
2026-08-03
Fixed
2.70000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BG1
47000.00000000
PA
USD
47558.14000000
0.012734416447
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ4
36259VAD5
173976.17000000
PA
USD
178244.28000000
0.047727621199
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Variable
3.00000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
17000.00000000
PA
USD
17628.13000000
0.004720200340
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-J2
12667F6H3
107436.46000000
PA
USD
87613.98000000
0.023459977785
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
0.54800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
1048000.00000000
PA
USD
1034654.37000000
0.277044468658
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GD9
5000.00000000
PA
USD
5085.53000000
0.001361728126
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
2.40000000
N
N
N
N
N
N
Alliance Data Systems Corp
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581108
162.00000000
NS
USD
12004.20000000
0.003214307412
Long
EC
CORP
US
N
1
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd
000000000
1337.00000000
NS
USD
57758.40000000
0.015465691444
Long
EC
CORP
US
N
1
N
N
N
VOYA EMERGING MARKETS LOCAL CURRENCY DEBT FUND
549300ZQOPFIB5V6CL41
VOYA EMER LOC CRNCY DEBT-P
92913M500
124355.61930000
NS
USD
891629.79000000
0.238747458642
Long
EC
RF
US
N
1
N
N
N
FireEye Inc
549300E9D2UJUFLLY524
FireEye Inc
31816Q101
551.00000000
NS
USD
12706.06000000
0.003402241118
Long
EC
CORP
US
N
1
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AT6
25000.00000000
PA
USD
26296.47000000
0.007041280421
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.50000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAZ4
200000.00000000
PA
USD
201085.31000000
0.053843654924
Long
DBT
CORP
DK
N
2
2026-09-11
Fixed
1.62100000
N
N
N
N
N
N
Fortescue Metals Group Ltd
529900VEJFORCO6I4826
Fortescue Metals Group Ltd
000000000
6422.00000000
NS
115996.82000000
0.031059915557
Long
EC
CORP
AU
N
2
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
75000.00000000
PA
USD
97913.73000000
0.026217892746
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
2757.00000000
NS
USD
70992.75000000
0.019009390258
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
11000.00000000
PA
USD
12015.56000000
0.003217349225
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAT7
22000.00000000
PA
USD
22443.03000000
0.006009463161
Long
DBT
CORP
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AZ3
20000.00000000
PA
USD
20054.55000000
0.005369911257
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
1.75000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMWARE INC-CLASS A
928563402
1351.00000000
NS
USD
189491.26000000
0.050739171422
Long
EC
CORP
US
N
1
N
N
COLUMBIA PROPERTY TRUST
549300WBDIMT4TVGZ316
Columbia Property Trust Operating Partnership LP
19828JAB4
9000.00000000
PA
USD
9419.16000000
0.002522123573
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.65000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
1469.00000000
NS
USD
62021.18000000
0.016607115725
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Mitsui Financial Grou
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
7200.00000000
NS
223186.71000000
0.059761641448
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Mitsui Trust Holdings
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
5700.00000000
NS
175871.94000000
0.047092391026
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
13000.00000000
PA
USD
16436.05000000
0.004401002761
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08300000
N
N
N
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837103
7250.00000000
NS
USD
230985.00000000
0.061849752389
Long
EC
CORP
US
N
1
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
000000000
275.00000000
NS
20437.43000000
0.005472433209
Long
EC
CORP
DE
N
2
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAR6
200000.00000000
PA
USD
228500.00000000
0.061184355784
Long
DBT
CORP
KZ
N
2
2025-04-24
Fixed
4.75000000
N
N
N
N
N
N
ENEOS Holdings Inc
3538001KQ5SAOZSQTT44
ENEOS Holdings Inc
000000000
44700.00000000
NS
160549.10000000
0.042989467200
Long
EC
CORP
JP
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DW7
35000.00000000
PA
USD
37149.09000000
0.009947234746
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
4923.00000000
NS
USD
486638.55000000
0.130304884821
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
9025.00000000
NS
164728.72000000
0.044108624124
Long
EC
CORP
DE
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKG6
37000.00000000
PA
USD
37782.98000000
0.010116968450
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
ACADIA Pharmaceuticals Inc
529900O3044NO0PEA039
ACADIA Pharmaceuticals Inc
004225108
196.00000000
NS
USD
10478.16000000
0.002805686955
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
25000.00000000
PA
USD
26782.56000000
0.007171438423
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
OHA Loan Funding Ltd
N/A
OHA Loan Funding 2013-1 Ltd
67706HAW8
200000.00000000
PA
USD
199923.80000000
0.053532642928
Long
ABS-CBDO
CORP
KY
N
2
2031-07-23
Floating
1.29913000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-8.93000000
-0.00000239114
N/A
DFE
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
-606.53000000
ILS
179.83000000
USD
2021-01-08
-8.93000000
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AD2
30000.00000000
PA
USD
32159.31000000
0.008611145141
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.45000000
N
N
N
N
N
N
DICK'S SPORTING GOODS INC
529900SSBV5I4LWSK313
DICK'S SPORTING GOODS INC
253393102
1141.00000000
NS
USD
64135.61000000
0.017173286567
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
1033000.00000000
PA
USD
965532.19000000
0.258535952011
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
30000.00000000
PA
USD
32064.59000000
0.008585782418
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AQ7
37000.00000000
PA
USD
38719.21000000
0.010367658294
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
FIRST INDUSTRIAL REALTY TRUST INC
N/A
FIRST INDUSTRIAL REALTY TR
32054K103
1666.00000000
NS
USD
70188.58000000
0.018794061491
Long
EC
CORP
US
N
1
N
N
N
Bear Stearns Mortgage Funding
N/A
Bear Stearns Mortgage Funding Trust 2006-AR5
07401NAP4
56990.59000000
PA
USD
51595.98000000
0.013815609616
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
0.33800000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAJ1
25000.00000000
PA
USD
28336.11000000
0.007587425101
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.00000000
N
N
N
N
N
N
MERCK & CO. INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933Y105
11321.00000000
NS
USD
926057.80000000
0.247966082768
Long
EC
CORP
US
N
1
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
CAMDEN PROPERTY TRUST
133131102
594.00000000
NS
USD
59352.48000000
0.015892530647
Long
EC
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
15000.00000000
PA
USD
15815.75000000
0.004234907986
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
Extended Stay America Inc
549300IESZBC3BJUJW64
Extended Stay America Inc
30224P200
8528.00000000
NS
USD
126299.68000000
0.033818663267
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DQ7
34000.00000000
PA
USD
42563.88000000
0.011397127253
Long
DBT
CORP
US
N
2
2047-05-03
Fixed
4.05000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBJ2
13000.00000000
PA
USD
15596.98000000
0.004176328986
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
FAIRFAX US INC
549300JGURHUEU25AZ92
Fairfax US Inc
304071AA1
34000.00000000
PA
USD
37313.87000000
0.009991357101
Long
DBT
CORP
US
N
2
2024-08-13
Fixed
4.87500000
N
N
N
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
000000000
1707.00000000
NS
150653.10000000
0.040339662452
Long
EC
CORP
DE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAP6
1000.00000000
PA
USD
999.30000000
0.000267577797
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.12500000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
2402.00000000
NS
57605.23000000
0.015424677844
Long
EC
CORP
FR
N
2
N
N
N
ISHARES MSCI EAFE ETF
549300O0XO3KDQV68404
ISHARES MSCI EAFE ETF
464287465
1219.00000000
NS
USD
88938.24000000
0.023814568573
Long
EC
RF
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAL3
26000.00000000
PA
USD
27349.91000000
0.007323355028
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.87500000
N
N
N
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84J9
848000.00000000
PA
USD
81478.98000000
0.021817238080
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Fixed
1.36401000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
12973.00000000
NS
USD
799915.18000000
0.214189474708
Long
EC
CORP
US
N
1
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
323.00000000
NS
21512.89000000
0.005760404007
Long
EC
CORP
CH
N
2
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
212.00000000
NS
USD
113288.56000000
0.030334737686
Long
EC
CORP
US
N
1
N
N
N
CommVault Systems Inc
65T5VRP62VXG39YFML83
CommVault Systems Inc
204166102
713.00000000
NS
USD
39478.81000000
0.010571052765
Long
EC
CORP
US
N
1
N
N
N
iShares Core MSCI Emerging Markets ETF
5493007C24Z3ZDJ0VD06
iShares Core MSCI Emerging Markets ETF
46434G103
243549.00000000
NS
USD
15109779.96000000
4.045873754498
Long
EC
RF
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CP7
15000.00000000
PA
USD
15077.44000000
0.004037214237
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.95000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
135000.00000000
PA
USD
182978.47000000
0.048995272689
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market Inc
85208M102
5859.00000000
NS
USD
117765.90000000
0.031533613675
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
5615.00000000
NS
USD
311688.65000000
0.083459384051
Long
EC
CORP
US
N
1
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
20512.00000000
NS
121077.39000000
0.032420315567
Long
EC
CORP
IL
N
2
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BK7
80000.00000000
PA
USD
88416.91000000
0.023674974524
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.12500000
N
N
N
N
N
N
Trend Micro Inc/Japan
3538005O5UJ5RNAGVE16
Trend Micro Inc/Japan
000000000
1400.00000000
NS
80602.40000000
0.021582520431
Long
EC
CORP
JP
N
2
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446104
586.00000000
NS
USD
59191.86000000
0.015849522196
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
United States 10 Year Treasury Note/Bond
000000000
-42.00000000
NC
USD
-4173.40000000
-0.00111749142
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2021-03-22
-5795107.85000000
USD
-4173.40000000
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BF9
21000.00000000
PA
USD
23053.10000000
0.006172818697
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
3.03100000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAH3
13000.00000000
PA
USD
13624.00000000
0.003648033537
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.12500000
N
N
N
N
N
N
Tempur Sealy International Inc
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023U101
283.00000000
NS
USD
7641.00000000
0.002045994146
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
18800.00000000
NS
75778.67000000
0.020290893243
Long
EC
CORP
JP
N
2
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
7486.00000000
NS
USD
1110173.80000000
0.297265946442
Long
EC
CORP
US
N
1
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AV6
25000.00000000
PA
USD
26076.49000000
0.006982377425
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.95000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2018-4
14315EAG5
100000.00000000
PA
USD
105547.76000000
0.028262020569
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
4.15000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
5959.00000000
NS
15316.19000000
0.004101143186
Long
EC
CORP
ES
N
2
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081FA6
13000.00000000
PA
USD
13976.81000000
0.003742503788
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
FIVE BELOW INC
529900AAXP5Z6BGI7418
FIVE BELOW
33829M101
150.00000000
NS
USD
26247.00000000
0.007028034075
Long
EC
CORP
US
N
1
N
N
N
DBWF Mortgage Trust
N/A
DBWF Mortgage Trust
23306NAL6
130000.00000000
PA
USD
108915.89000000
0.029163888684
Long
ABS-MBS
CORP
US
N
2
2034-06-10
Variable
3.42110000
N
N
N
N
N
N
Wind River CLO Ltd
254900O4MB1WR6URTC91
THL Credit Wind River 2017-2 Clo Ltd
88433RAC6
250000.00000000
PA
USD
249999.25000000
0.066941107474
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
1.44838000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
371.00000000
NS
USD
101064.11000000
0.027061454981
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
15000.00000000
PA
USD
15317.32000000
0.004101445761
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
165.00000000
NS
USD
52395.75000000
0.014029760217
Long
EC
CORP
US
N
1
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DC4
34000.00000000
PA
USD
34895.99000000
0.009343932899
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.10000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
983.00000000
NS
USD
268575.26000000
0.071915117124
Long
EC
CORP
US
N
1
N
N
N
EXELON GENERATION CO LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAS2
8000.00000000
PA
USD
8742.91000000
0.002341047334
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
26000.00000000
PA
USD
30601.83000000
0.008194106146
Long
DBT
CORP
CH
N
2
2031-04-01
Fixed
4.19400000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJG5
63000.00000000
PA
USD
63720.69000000
0.017062185417
Long
DBT
CORP
US
N
2
2025-09-25
Fixed
0.98100000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
35000.00000000
PA
USD
38646.41000000
0.010348164985
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
1787.00000000
NS
USD
178092.42000000
0.047686958371
Long
EC
CORP
US
N
1
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAH2
45000.00000000
PA
USD
46054.26000000
0.012331729668
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAE7
50000.00000000
PA
USD
52727.25000000
0.014118524391
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.25000000
N
N
N
N
N
N
BRUNSWICK CORP/DE
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP
117043109
469.00000000
NS
USD
35756.56000000
0.009574363626
Long
EC
CORP
US
N
1
N
N
N
NBCUNIVERSAL ENTERPRISE
N/A
NBCUniversal Enterprise Inc
63946CAE8
120000.00000000
PA
USD
122550.00000000
0.032814629327
Long
DBT
CORP
US
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
20000.00000000
PA
USD
21385.67000000
0.005726338914
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAT8
11000.00000000
PA
USD
14923.44000000
0.003995978391
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
United States 05 Year Treasury Note/Bond
000000000
31.00000000
NC
USD
9331.12000000
0.002498549522
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2021-03-31
3901754.83000000
USD
9331.12000000
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE
742718109
3254.00000000
NS
USD
452761.56000000
0.121233804694
Long
EC
CORP
US
N
1
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BP4
29000.00000000
PA
USD
30347.60000000
0.008126032190
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.25000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DF1
17000.00000000
PA
USD
22500.92000000
0.006024964090
Long
DBT
CORP
US
N
2
2045-07-10
Fixed
4.80000000
N
N
N
N
N
N
Vishay Intertechnology Inc
5493009O8F3QQJTCQR75
Vishay Intertechnology Inc
928298108
16013.00000000
NS
USD
331629.23000000
0.088798778104
Long
EC
CORP
US
N
1
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE
21H022622
1011000.00000000
PA
USD
1068066.70000000
0.285991128992
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FP4
6000.00000000
PA
USD
6348.44000000
0.001699891517
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
200000.00000000
PA
USD
218857.21000000
0.058602351871
Long
DBT
CORP
CL
N
2
2026-08-05
Fixed
3.75000000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BG5
2000.00000000
PA
USD
2244.02000000
0.000600870538
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.80000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DD2
33000.00000000
PA
USD
37078.97000000
0.009928459048
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.60000000
N
N
N
N
N
N
PROG Holdings Inc
549300DHYTLBOVRXIG52
PROG Holdings Inc
74319R101
235.00000000
NS
USD
12659.45000000
0.003389760581
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings I
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings Inc
05550J101
1635.00000000
NS
USD
60952.80000000
0.016321040705
Long
EC
CORP
US
N
1
N
N
N
Marui Group Co Ltd
52990081ZYFHQZEEMU57
Marui Group Co Ltd
000000000
1200.00000000
NS
21132.01000000
0.005658417585
Long
EC
CORP
JP
N
2
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
50000.00000000
PA
USD
54563.59000000
0.014610232400
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
4100.00000000
NS
USD
257152.00000000
0.068856365246
Long
EC
CORP
US
N
1
N
N
N
Gracechurch Mortgage Finance P
N/A
Grace Trust 2020-GRCE
38406JAL2
178000.00000000
PA
USD
167962.67000000
0.044974563500
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Variable
2.67990000
N
N
N
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
731572AA1
17000.00000000
PA
USD
17312.46000000
0.004635674889
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
1.70000000
N
N
N
N
N
N
CHARLES RIVER LABORATORIES INTERNATIONAL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABORATORIES
159864107
627.00000000
NS
USD
156662.22000000
0.041948695870
Long
EC
CORP
US
N
1
N
N
N
VOYA HIGH YIELD BOND FUND
OTPD0VW0B2EUAT57PE57
VOYA HIGH YIELD BOND-P
92913L593
3923531.15100000
NS
USD
31623661.08000000
8.467716983532
Long
EC
RF
US
N
1
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
1366.00000000
NS
107971.65000000
0.028911054040
Long
EC
CORP
DE
N
2
N
N
N
Lonza Group AG
549300EFW4H2TCZ71055
Lonza Group AG
000000000
228.00000000
NS
146870.03000000
0.039326687832
Long
EC
CORP
CH
N
2
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2007-AR7 Trust
94986KAA4
24548.52000000
PA
USD
22987.59000000
0.006155277396
Long
ABS-MBS
CORP
US
N
2
2037-12-28
Variable
2.90946800
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
16288.00000000
NS
210292.40000000
0.056308993524
Long
EC
CORP
CH
N
2
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
4064.00000000
NS
73862.12000000
0.019777707785
Long
EC
CORP
SE
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
36000.00000000
PA
USD
38344.77000000
0.010267396280
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132QS2P2
12872.13000000
PA
USD
14044.52000000
0.003760634172
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA2 Trust
94985FAG3
18069.30000000
PA
USD
14578.46000000
0.003903604741
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
0.57800000
N
N
N
N
N
N
United Utilities Group PLC
2138002IEYQAOC88ZJ59
United Utilities Group PLC
000000000
6250.00000000
NS
76443.73000000
0.020468973189
Long
EC
CORP
GB
N
2
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
1763.00000000
NS
70419.24000000
0.018855824219
Long
EC
CORP
AT
N
2
N
N
N
Fox Factory Holding Corp
529900GE1HSV0617R721
Fox Factory Holding Corp
35138V102
412.00000000
NS
USD
43552.52000000
0.011661850673
Long
EC
CORP
US
N
1
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
175000.00000000
PA
USD
176861.22000000
0.047357285816
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAF8
6000.00000000
PA
USD
6336.70000000
0.001696747953
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
4.37500000
N
N
N
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
620.00000000
NS
USD
85597.20000000
0.022919954218
Long
EC
CORP
US
N
1
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAK6
97750.00000000
PA
USD
106609.57000000
0.028546336371
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBZ2
34000.00000000
PA
USD
34193.64000000
0.009155867988
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
2.14200000
N
N
N
N
N
N
Lawson Inc
529900IWO8XQO92PR233
Lawson Inc
000000000
1700.00000000
NS
79111.27000000
0.021183247659
Long
EC
CORP
JP
N
2
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
25000.00000000
PA
USD
27238.46000000
0.007293512593
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BAPB2
528879.93000000
PA
USD
619695.44000000
0.165932894000
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
4.25000000
N
N
N
N
N
N
Quidel Corp
549300X2FQ6S98OQLQ46
Quidel Corp
74838J101
586.00000000
NS
USD
105274.90000000
0.028188958147
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
1400.00000000
NS
108038.18000000
0.028928868461
Long
EC
CORP
JP
N
2
N
N
N
LB-UBS Commercial Mortgage Tru
N/A
LB-UBS Commercial Mortgage Trust 2006-C7
50180CAU4
417023.08000000
PA
USD
903.11000000
0.000241821459
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.70471400
N
N
N
N
N
N
Xilinx Inc
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919101
790.00000000
NS
USD
111998.30000000
0.029989250916
Long
EC
CORP
US
N
1
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
8385.00000000
NS
175872.23000000
0.047092468678
Long
EC
CORP
GB
N
2
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DL8
2000.00000000
PA
USD
2668.51000000
0.000714534202
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.75000000
N
N
N
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
575.26000000
0.000154034628
N/A
DFE
CORP
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
-373929.15000000
BRL
72532.96000000
USD
2021-02-05
575.26000000
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - CLP
000000000
1.00000000
NC
USD
99.58000000
0.000026664061
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
-2032.46000000
USD
1515016.00000000
CLP
2021-02-05
99.58000000
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BWWW0
14675.97000000
PA
USD
14998.46000000
0.004016066139
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Fixed
4.00000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
1964.00000000
NS
USD
264806.12000000
0.070905872472
Long
EC
CORP
US
N
1
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
664.00000000
NS
54904.64000000
0.014701553733
Long
EC
CORP
FR
N
2
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
14623.00000000
NS
USD
324484.37000000
0.086885633000
Long
EC
CORP
US
N
1
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2005-7
07386HVR9
34598.08000000
PA
USD
32228.79000000
0.008629749469
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
3.06996000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBM1
20000.00000000
PA
USD
20525.14000000
0.005495918898
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
5.25000000
N
N
N
N
N
N
HELEN OF TROY LTD
N/A
HELEN OF TROY LTD
000000000
126.00000000
NS
USD
27995.94000000
0.007496339402
Long
EC
CORP
US
N
1
N
N
N
Konami Holdings Corp
353800FC4A5QCMIZFV94
Konami Holdings Corp
000000000
500.00000000
NS
28133.11000000
0.007533068759
Long
EC
CORP
JP
N
2
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
386.00000000
NS
USD
49180.26000000
0.013168763787
Long
EC
CORP
US
N
1
N
N
N
Brambles Ltd
N/A
Brambles Ltd
000000000
6328.00000000
NS
51904.16000000
0.013898129506
Long
EC
CORP
AU
N
2
N
N
N
Ashland Global Holdings Inc
529900E4L9R04SB8HB11
Ashland Global Holdings Inc
044186104
2122.00000000
NS
USD
168062.40000000
0.045001267727
Long
EC
CORP
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DY0
12000.00000000
PA
USD
12129.02000000
0.003247729868
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
14000.00000000
PA
USD
14688.43000000
0.003933050884
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
HUNTSMAN CORP
5299000V56320A7RIQ67
HUNTSMAN CORP
447011107
324.00000000
NS
USD
8145.36000000
0.002181044219
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ANSU8
20495.58000000
PA
USD
22597.77000000
0.006050897153
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAD7
21000.00000000
PA
USD
23966.25000000
0.006417328520
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31396QLY3
215378.09000000
PA
USD
246611.83000000
0.066034074168
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Variable
5.54073800
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
16000.00000000
PA
USD
19421.91000000
0.005200512260
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
25000.00000000
PA
USD
33433.60000000
0.008952355700
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR4 Trust
94983PAF5
17116.81000000
PA
USD
16261.01000000
0.004354133134
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
4.01846300
N
N
N
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
FORTINET INC
34959E109
839.00000000
NS
USD
124616.67000000
0.033368011702
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAF3
46000.00000000
PA
USD
64422.53000000
0.017250113768
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
50000.00000000
PA
USD
52724.98000000
0.014117916564
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46400000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAB3
5000.00000000
PA
USD
6269.14000000
0.001678657734
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
250000.00000000
PA
USD
261485.41000000
0.070016701785
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AL8
80000.00000000
PA
USD
87717.58000000
0.023487718263
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties Inc
444097109
2242.00000000
NS
USD
53852.84000000
0.014419918260
Long
EC
CORP
US
N
1
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
000000000
12129.00000000
NS
USD
346282.95000000
0.092722534857
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCX8
25000.00000000
PA
USD
33076.42000000
0.008856715314
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.20000000
N
N
N
N
N
N
CITADEL SECURITIES LLC
12UUJYTN7D3SW8KCSG25
CITADEL SECURITIES LLC
000000000
2391571.00000000
PA
USD
2391571.00000000
0.640379566514
Long
RA
CORP
US
N
2
Repurchase
Y
0.13000000
2021-01-04
2187586.25638280
USD
2439439.59869312
USD
UST
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
1351.00000000
NS
USD
638036.77000000
0.170844064505
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389MR90
2826.11000000
PA
USD
2901.34000000
0.000776877981
Long
ABS-MBS
USGSE
US
N
2
2029-06-01
Fixed
7.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
309000.00000000
PA
USD
358211.34000000
0.095916542987
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
75000.00000000
PA
USD
83337.94000000
0.022315002938
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
61764PBV3
1623219.19000000
PA
USD
48569.15000000
0.013005129775
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.00078600
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-65CB
12668AZ40
53468.76000000
PA
USD
49577.99000000
0.013275262053
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Yokogawa Electric Corp
529900MV0U7C9WWF4L22
Yokogawa Electric Corp
000000000
1700.00000000
NS
33906.80000000
0.009079062208
Long
EC
CORP
JP
N
2
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
1114.00000000
NS
USD
110531.08000000
0.029596380411
Long
EC
CORP
US
N
1
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBL2
28000.00000000
PA
USD
28134.97000000
0.007533566802
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.75000000
N
N
N
N
N
N
FactSet Research Systems Inc
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075105
97.00000000
NS
USD
32252.50000000
0.008636098183
Long
EC
CORP
US
N
1
N
N
N
Cabot Corp
K05C0SER542GQ6VLRO68
Cabot Corp
127055101
7341.00000000
NS
USD
329464.08000000
0.088219026210
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
25000.00000000
PA
USD
28486.72000000
0.007627753223
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters Inc
02553E106
951.00000000
NS
USD
19086.57000000
0.005110719866
Long
EC
CORP
US
N
1
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
38000.00000000
PA
USD
41542.49000000
0.011123634522
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713AZ9
6000.00000000
PA
USD
7773.79000000
0.002081550692
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.15000000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
35000.00000000
PA
USD
46192.86000000
0.012368841929
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAU0
70000.00000000
PA
USD
76000.41000000
0.020350267506
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
3.79700000
N
N
N
N
N
N
Medpace Holdings Inc
549300H8TYEUVTW14A54
Medpace Holdings Inc
58506Q109
304.00000000
NS
USD
42316.80000000
0.011330967820
Long
EC
CORP
US
N
1
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AN0
12000.00000000
PA
USD
13899.26000000
0.003721738595
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
525.00000000
NS
USD
43155.00000000
0.011555408638
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP
46651WAJ3
100000.00000000
PA
USD
91483.91000000
0.024496210494
Long
ABS-MBS
CORP
US
N
2
2038-12-05
Variable
3.86147000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
000000000
232.00000000
NS
15266.94000000
0.004087955749
Long
EC
CORP
FR
N
2
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
472.00000000
NS
USD
92124.96000000
0.024667861397
Long
EC
CORP
US
N
1
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
23000.00000000
PA
USD
24589.64000000
0.006584250688
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
191000.00000000
PA
USD
204227.17000000
0.054684935799
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHDC3
65880.89000000
PA
USD
74156.11000000
0.019856428086
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
Prosperity Bancshares Inc
N/A
Prosperity Bancshares Inc
743606105
143.00000000
NS
USD
9918.48000000
0.002655824110
Long
EC
CORP
US
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
1500.00000000
NS
34717.79000000
0.009296217135
Long
EC
CORP
JP
N
2
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
740.00000000
NS
USD
151056.20000000
0.040447598618
Long
EC
CORP
US
N
1
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
1546.00000000
NS
USD
23406.44000000
0.006267430864
Long
EC
CORP
US
N
1
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd
50188YAA2
250000.00000000
PA
USD
250009.00000000
0.066943718185
Long
ABS-CBDO
CORP
KY
N
2
2030-03-20
Floating
1.52838000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS INC
17275R102
20163.00000000
NS
USD
902294.25000000
0.241603030260
Long
EC
CORP
US
N
1
N
N
N
HERMAN MILLER INC
U98HXD3PNK7HYU2MU887
HERMAN MILLER INC
600544100
1215.00000000
NS
USD
41067.00000000
0.010996314831
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
44.95000000
0.000012036047
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-23654.24000000
PEN
6581.23000000
USD
2021-02-05
44.95000000
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-COR2 Mortgage Trust
12595EAE5
747546.40000000
PA
USD
46515.70000000
0.012455287257
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Variable
1.16354600
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MR9
20000.00000000
PA
USD
20612.91000000
0.005519420652
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.67800000
N
N
N
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
313.00000000
NS
USD
29443.91000000
0.007884055427
Long
EC
CORP
US
N
1
N
N
N
MEIJI Holdings Co Ltd
5299002D52YIP6DWMV49
MEIJI Holdings Co Ltd
000000000
900.00000000
NS
63341.77000000
0.016960723814
Long
EC
CORP
JP
N
2
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co/The
668138AC4
28000.00000000
PA
USD
32570.67000000
0.008721293047
Long
DBT
CORP
US
N
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAV0
42000.00000000
PA
USD
44217.28000000
0.011839850290
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAH5
80000.00000000
PA
USD
84757.38000000
0.022695079620
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
4.26714100
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAC8
59000.00000000
PA
USD
71375.37000000
0.019111842592
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.70000000
N
N
N
N
N
N
Ligand Pharmaceuticals Inc
5493008K7TB0IKP37H79
Ligand Pharmaceuticals Inc
53220K504
73.00000000
NS
USD
7259.85000000
0.001943935428
Long
EC
CORP
US
N
1
N
N
Perspecta Inc
549300XIT2GJKMZC0O65
Perspecta Inc
715347100
1550.00000000
NS
USD
37324.00000000
0.009994069563
Long
EC
CORP
US
N
1
N
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
Hancock Whitney Corp
410120109
1744.00000000
NS
USD
59330.88000000
0.015886746918
Long
EC
CORP
US
N
1
N
N
N
Pinterest Inc
N/A
Pinterest Inc
72352L106
852.00000000
NS
USD
56146.80000000
0.015034160995
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
864.00000000
NS
USD
181699.20000000
0.048652728659
Long
EC
CORP
US
N
1
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDG5
55000.00000000
PA
USD
59167.80000000
0.015843079764
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
2.87500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BT9
11000.00000000
PA
USD
10941.59000000
0.002929777397
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JL5
13000.00000000
PA
USD
15651.93000000
0.004191042686
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
N
Axon Enterprise Inc
549300QP2IEEGFE16681
Axon Enterprise Inc
05464C101
240.00000000
NS
USD
29407.20000000
0.007874225765
Long
EC
CORP
US
N
1
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAV1
33000.00000000
PA
USD
35800.53000000
0.009586137263
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Fisher & Paykel Healthcare Cor
N/A
Fisher & Paykel Healthcare Corp Ltd
000000000
1430.00000000
NS
33960.79000000
0.009093518853
Long
EC
CORP
NZ
N
2
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAN9
9000.00000000
PA
USD
9747.85000000
0.002610135328
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
nVent Electric PLC
N/A
nVent Electric PLC
000000000
2565.00000000
NS
USD
59738.85000000
0.015995987100
Long
EC
CORP
GB
N
1
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2020-PT-A
78449VAB2
100000.00000000
PA
USD
101258.46000000
0.027113495154
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.60000000
N
N
N
N
N
N
Navient Student Loan Trust
549300ZUZB9UCBWEBN39
Navient Private Education Refi Loan Trust 2019-A
63941BAB1
81850.57000000
PA
USD
85657.55000000
0.022936113850
Long
ABS-O
CORP
US
N
2
2043-01-15
Fixed
3.42000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FJ8
28000.00000000
PA
USD
29176.20000000
0.007812371996
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.45000000
N
N
N
N
N
N
Patterson Cos Inc
YM48Q2087CUE26GWEK09
Patterson Cos Inc
703395103
1046.00000000
NS
USD
30992.98000000
0.008298842517
Long
EC
CORP
US
N
1
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AE0
23000.00000000
PA
USD
23585.49000000
0.006315374229
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.15000000
N
N
N
N
N
N
Adtalem Global Education Inc
549300Z467EZLMODV621
Adtalem Global Education Inc
00737L103
882.00000000
NS
USD
29943.90000000
0.008017935366
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137A1Z30
54818.47000000
PA
USD
62547.64000000
0.016748083410
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Fixed
5.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C17
46640UAQ5
100000.00000000
PA
USD
74427.03000000
0.019928971043
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Variable
3.86700000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-2-GS
61946LAB8
83717.71000000
PA
USD
86883.93000000
0.023264495777
Long
ABS-O
CORP
US
N
2
2044-02-22
Fixed
4.74000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL 2018-CX11 Commercial Mortgage Trust
12652UAU3
170000.00000000
PA
USD
197937.60000000
0.053000807621
Long
ABS-MBS
CORP
US
N
2
2051-04-15
Variable
4.03310000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC
142339100
1285.00000000
NS
USD
200691.30000000
0.053738152744
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC REMICS
31398CKN7
52022.85000000
PA
USD
59105.07000000
0.015826282851
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Variable
5.14809300
N
N
N
N
N
N
STATE OF WISCONSIN INVESTMENT BOARD
VY0GIYI3352UC4XOP168
STATE OF WISCONSIN INVESTMENT BOARD
000000000
2431090.00000000
PA
USD
2431090.00000000
0.650961380765
Long
RA
CORP
US
N
2
Repurchase
N
0.16000000
2021-01-04
1724300.68183566
USD
2485892.40393405
USD
UST
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AA2
50000.00000000
PA
USD
52124.81000000
0.013957211904
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
5.25000000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304101
2558.00000000
NS
USD
109789.36000000
0.029397773582
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L3
61691UBF5
4552039.87000000
PA
USD
225646.89000000
0.060420392120
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
0.64323000
N
N
N
N
N
N
Hikari Tsushin Inc
3538001SOIIV8U3OXH94
Hikari Tsushin Inc
000000000
600.00000000
NS
140780.43000000
0.037696104668
Long
EC
CORP
JP
N
2
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2018-2
03066LAG3
100000.00000000
PA
USD
106020.98000000
0.028388732433
Long
ABS-O
CORP
US
N
2
2024-07-18
Fixed
4.01000000
N
N
N
N
N
N
CLP Holdings Ltd
25490002BUTSMP94GO68
CLP Holdings Ltd
000000000
11000.00000000
NS
101713.08000000
0.027235226585
Long
EC
CORP
HK
N
2
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CN0
18000.00000000
PA
USD
18664.88000000
0.004997805945
Long
DBT
CORP
US
N
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515AS3
15000.00000000
PA
USD
21040.88000000
0.005634016139
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.95000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CL2
5000.00000000
PA
USD
5669.22000000
0.001518020015
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.87500000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
5522.00000000
NS
334361.06000000
0.089530267201
Long
EC
CORP
GB
N
1
N
N
N
MANPOWERGROUP INC
ERO1WSFOSR0JJ6CRQ987
MANPOWERGROUP INC
56418H100
487.00000000
NS
USD
43917.66000000
0.011759622471
Long
EC
CORP
US
N
1
N
N
N
Semtech Corp
549300J7WUY317SW6O61
Semtech Corp
816850101
1000.00000000
NS
USD
72090.00000000
0.019303195660
Long
EC
CORP
US
N
1
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
599.00000000
NS
USD
48090.72000000
0.012877022855
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAY5
1080628.94000000
PA
USD
115926.09000000
0.031040976522
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.61766000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2K6
25000.00000000
PA
USD
26843.13000000
0.007187656964
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
2.95000000
N
N
N
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
1350.00000000
NS
USD
45225.00000000
0.012109682671
Long
EC
CORP
US
N
1
N
N
N
New Residential Investment Cor
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828T201
6679.00000000
NS
USD
66389.26000000
0.017776735685
Long
EC
CORP
US
N
1
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
847.00000000
NS
USD
409194.17000000
0.109567972351
Long
EC
CORP
US
N
1
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAD5
200000.00000000
PA
USD
210339.25000000
0.056321538326
Long
DBT
CORP
CA
N
2
2025-02-10
Fixed
2.05000000
N
N
N
N
N
N
SMC Corp
353800O40V08DOZ70X62
SMC Corp
000000000
200.00000000
NS
122147.52000000
0.032706859176
Long
EC
CORP
JP
N
2
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081102
1055.00000000
NS
USD
18409.75000000
0.004929491001
Long
EC
CORP
US
N
1
N
N
N
AMETEK INC
549300WZDEF9KKE40E98
AMETEK INC
031100100
4206.00000000
NS
USD
508673.64000000
0.136205115834
Long
EC
CORP
US
N
1
N
N
N
Magellan Financial Group Ltd
549300X5WFW6USQQ9U26
Magellan Financial Group Ltd
000000000
1268.00000000
NS
52518.53000000
0.014062636432
Long
EC
CORP
AU
N
2
N
N
N
Nexon Co Ltd
5299005SFO0GAJFLKN43
Nexon Co Ltd
000000000
3000.00000000
NS
92564.72000000
0.024785613836
Long
EC
CORP
JP
N
2
N
N
N
COMMONBOND STUDENT LOAN TRUST
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust 2018-A-GS
20269DAA3
43230.94000000
PA
USD
44901.34000000
0.012023017775
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
3.21000000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAF5
23000.00000000
PA
USD
33858.15000000
0.009066035430
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.62500000
N
N
N
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
12875.00000000
NS
225781.53000000
0.060456444031
Long
EC
CORP
NL
N
2
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2018-4
80285MAH2
150000.00000000
PA
USD
156617.25000000
0.041936654468
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
3.98000000
N
N
N
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block Inc
093671105
1514.00000000
NS
USD
24012.04000000
0.006429589490
Long
EC
CORP
US
N
1
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2018-1
24380PAD6
200000.00000000
PA
USD
203696.80000000
0.054542921152
Long
ABS-MBS
CORP
US
N
2
2057-12-25
Variable
3.93900000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAJ7
30000.00000000
PA
USD
36985.68000000
0.009903479230
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.50000000
N
N
N
N
N
N
Switch Inc
549300EZ98N5Y55J4X37
Switch Inc
87105L104
16892.00000000
NS
USD
276522.04000000
0.074042988523
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DQ8
18000.00000000
PA
USD
18095.80000000
0.004845426106
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust 2015-2
42770UAA1
24207.30120000
PA
USD
25669.47000000
0.006873391620
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
3.99000000
N
N
N
N
N
N
NOVARTIS AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG
000000000
2590.00000000
NS
243869.10000000
0.065299666430
Long
EC
CORP
CH
N
2
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GLZ5
35000.00000000
PA
USD
37206.88000000
0.009962708899
Long
DBT
CORP
CA
N
2
2025-01-28
Fixed
2.25000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAG4
100000.00000000
PA
USD
106420.10000000
0.028495602893
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.62000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
4078.00000000
NS
USD
55746.26000000
0.014926910308
Long
EC
CORP
US
N
1
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AG0
42000.00000000
PA
USD
55599.06000000
0.014887495266
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
4.12500000
N
N
N
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
3426.00000000
NS
157569.00000000
0.042191500029
Long
EC
CORP
FR
N
2
N
N
N
Mitsubishi Corp
KVIPTY4PULAPGC1VVD26
Mitsubishi Corp
000000000
5200.00000000
NS
128189.58000000
0.034324712781
Long
EC
CORP
JP
N
2
N
N
N
Compass Minerals International
2549008X9G8XP7YJGC47
Compass Minerals International Inc
20451N101
489.00000000
NS
USD
30181.08000000
0.008081443924
Long
EC
CORP
US
N
1
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
687.00000000
NS
USD
82020.93000000
0.021962353448
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132QPD27
30010.60000000
PA
USD
32441.63000000
0.008686740622
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BN9
21000.00000000
PA
USD
21667.70000000
0.005801856743
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
28000.00000000
PA
USD
31309.60000000
0.008383622345
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
3340.00000000
NS
157317.60000000
0.042124183849
Long
EC
CORP
GB
N
2
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A
20030N101
12481.00000000
NS
USD
654004.40000000
0.175119640675
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
4434.00000000
NS
USD
70101.54000000
0.018770755205
Long
EC
CORP
US
N
1
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
197.00000000
NS
USD
144777.27000000
0.038766319462
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M9WG3
37771.31000000
PA
USD
41649.47000000
0.011152280046
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
4.00000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EZ2
14000.00000000
PA
USD
14972.45000000
0.004009101565
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
2.55000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
73209.00000000
NS
173044.48000000
0.046335295540
Long
EC
CORP
IT
N
2
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
17000.00000000
PA
USD
17769.02000000
0.004757925783
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
297.00000000
NS
USD
21487.95000000
0.005753725942
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
9740.00000000
NS
USD
806374.60000000
0.215919082810
Long
EC
CORP
US
N
1
N
N
N
Avis Budget Group Inc
529900E95812SYWMCE44
Avis Budget Group Inc
053774105
238.00000000
NS
USD
8877.40000000
0.002377059081
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC43
17328HBD2
60000.00000000
PA
USD
67694.24000000
0.018126163959
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.03800000
N
N
N
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
620.00000000
NS
USD
130621.60000000
0.034975923184
Long
EC
CORP
GB
N
1
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
80000.00000000
PA
USD
89446.24000000
0.023950593311
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
Cantor Commercial Real Estate
N/A
Cantor Commercial Real Estate Lending 2019-CF2
12528YAF0
60000.00000000
PA
USD
66369.26000000
0.017771380380
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
2.87440000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAF4
1271543.04000000
PA
USD
63055.06000000
0.016883952844
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
1.09714600
N
N
N
N
N
N
CHEVRON CORP
N/A
CHEVRON CORP
166764100
3959.00000000
NS
USD
334337.55000000
0.089523972041
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
7405.00000000
NS
USD
260952.20000000
0.069873926685
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NAC2
400000.00000000
PA
USD
329862.40000000
0.088325682457
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
3.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BV0
15000.00000000
PA
USD
16311.11000000
0.004367548172
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36300000
N
N
N
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp
655663102
295.00000000
NS
USD
59280.25000000
0.015873189965
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P4
29429EAF8
958029.77000000
PA
USD
72971.12000000
0.019539128963
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Variable
1.95757000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
34977.00000000
NS
120696.87000000
0.032318425541
Long
EC
CORP
GB
N
2
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
200000.00000000
PA
USD
213684.14000000
0.057217183576
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAE1
30000.00000000
PA
USD
29738.56000000
0.007962952453
Long
DBT
CORP
US
N
2
2040-12-21
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UD9
78923.88000000
PA
USD
78984.05000000
0.021149182566
Long
ABS-MBS
CORP
US
N
2
2030-09-25
Floating
2.44800000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
20000.00000000
PA
USD
21594.13000000
0.005782157255
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
1600.00000000
NS
124216.13000000
0.033260761015
Long
EC
CORP
JP
N
2
N
N
N
Tetra Tech Inc
549300UJ1LP7JGJC5P32
Tetra Tech Inc
88162G103
616.00000000
NS
USD
71320.48000000
0.019097144958
Long
EC
CORP
US
N
1
N
N
N
Toll Brothers Inc
529900JB6IS9MSZGVR44
Toll Brothers Inc
889478103
312.00000000
NS
USD
13562.64000000
0.003631603462
Long
EC
CORP
US
N
1
N
N
N
Orkla ASA
549300PZS8G8RG6RVZ52
Orkla ASA
000000000
1331.00000000
NS
13512.89000000
0.003618282141
Long
EC
CORP
NO
N
2
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EH2
15000.00000000
PA
USD
16124.32000000
0.004317532304
Long
DBT
CORP
AU
N
2
2025-02-19
Fixed
2.35000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R02
20753KAB8
107355.96000000
PA
USD
107638.88000000
0.028821949803
Long
ABS-MBS
CORP
US
N
2
2031-08-25
Floating
2.44800000
N
N
N
N
N
N
Essity AB
549300G8E6YUVJ1DA153
Essity AB
000000000
3030.00000000
NS
97624.11000000
0.026140342579
Long
EC
CORP
SE
N
2
N
N
N
EAST WEST BANCORP INC
N/A
EAST WEST BANCORP INC
27579R104
472.00000000
NS
USD
23935.12000000
0.006408992988
Long
EC
CORP
US
N
1
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series 2005-5N
86359DUM7
37856.26000000
PA
USD
34620.95000000
0.009270286750
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Floating
0.50800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEUR8
27488.42000000
PA
USD
29005.70000000
0.007766718024
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29364NAR9
73000.00000000
PA
USD
77656.93000000
0.020793825970
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
3.10000000
N
N
N
N
N
N
Amada Co Ltd
529900QF5O6TQGCPDX85
Amada Co Ltd
000000000
6800.00000000
NS
74828.46000000
0.020036460041
Long
EC
CORP
JP
N
2
N
N
N
II-VI Inc
549300O5C25A0MMHHU33
II-VI Inc
902104108
405.00000000
NS
USD
30763.80000000
0.008237476080
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
4400.00000000
NS
USD
399432.00000000
0.106954002625
Long
EC
CORP
US
N
1
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
6000.00000000
PA
USD
6486.80000000
0.001736939514
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
35000.00000000
PA
USD
37107.96000000
0.009936221562
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAD4
10000.00000000
PA
USD
11111.71000000
0.002975329619
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
3.00000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
89.00000000
NS
USD
10645.29000000
0.002850438559
Long
EC
CORP
US
N
1
N
N
N
INGREDION INC
PKSTQ48QDN0XSVS7YK88
INGREDION INC
457187102
952.00000000
NS
USD
74893.84000000
0.020053966532
Long
EC
CORP
US
N
1
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DC6
50000.00000000
PA
USD
55973.23000000
0.014987684983
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
000000000
1272.00000000
NS
41259.04000000
0.011047736466
Long
EC
CORP
FR
N
2
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
1861.00000000
NS
USD
290762.64000000
0.077856126103
Long
EC
CORP
US
N
1
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
11500.00000000
NS
80291.10000000
0.021499165114
Long
EC
CORP
HK
N
2
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
15000.00000000
PA
USD
18559.47000000
0.004969580812
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
UNITED AIR 2016-2 AA PTT
N/A
United Airlines 2016-2 Class AA Pass Through Trust
90932EAA1
63106.07000000
PA
USD
63639.70000000
0.017040499110
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
2.87500000
N
N
N
N
N
N
Urban Edge Properties
N/A
Urban Edge Properties
91704F104
836.00000000
NS
USD
10817.84000000
0.002896641450
Long
EC
CORP
US
N
1
N
N
N
JVB FINANCIAL GROUP LLC
254900YUMD4CG5TD3D77
JVB FINANCIAL GROUP LLC
000000000
1065594.00000000
PA
USD
1065594.00000000
0.285329025900
Long
RA
CORP
US
N
2
Repurchase
Y
0.13000000
2021-01-04
178083.34799280
USD
188203.19779585
USD
UST
1630180.43743321
USD
898702.68346154
USD
AMBS
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XGP3
75081.94000000
PA
USD
77113.65000000
0.020648354474
Long
ABS-MBS
CORP
US
N
2
2029-09-25
Floating
3.79800000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90278MBA4
60000.00000000
PA
USD
66081.77000000
0.017694400553
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
2.92100000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust
92926UAA9
148407.64000000
PA
USD
149060.69000000
0.039913270417
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.32392900
N
N
N
N
N
N
IAC/InterActiveCorp
549300TO56L57RP6P031
IAC/InterActiveCorp
44891N109
50.00000000
NS
USD
9467.50000000
0.002535067345
Long
EC
CORP
US
N
1
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
28464.00000000
NS
51305.31000000
0.013737778296
Long
EC
CORP
GB
N
2
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
3472.00000000
NS
USD
245887.04000000
0.065840000604
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
12671.00000000
NS
USD
785982.13000000
0.210458688325
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711XAX2
106073.99000000
PA
USD
108389.35000000
0.029022899578
Long
ABS-MBS
CORP
US
N
2
2025-05-25
Floating
4.14800000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CJ9
17000.00000000
PA
USD
20782.41000000
0.005564806859
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.90000000
N
N
N
N
N
N
Sundrug Co Ltd
N/A
Sundrug Co Ltd
000000000
3300.00000000
NS
131890.82000000
0.035315776173
Long
EC
CORP
JP
N
2
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAT9
17000.00000000
PA
USD
18509.05000000
0.004956080089
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.25000000
N
N
N
N
N
N
VOYA FLOATING RATE FUND
54930033N6GOK9FB2919
VOYA FLOATING RATE-P
92913L619
179398.62540000
NS
USD
1607411.68000000
0.430408963333
Long
EC
RF
US
N
1
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343V104
14849.00000000
NS
USD
872378.75000000
0.233592699427
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBQ7
200000.00000000
PA
USD
201453.74000000
0.053942307668
Long
DBT
CORP
GB
N
2
2024-12-10
Fixed
1.00700000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604103
7392.00000000
NS
USD
79833.60000000
0.021376662520
Long
EC
CORP
US
N
1
N
N
N
BROOKFIELD FINANCE LLC
N/A
Brookfield Finance LLC
11271RAB5
23000.00000000
PA
USD
24439.46000000
0.006544037706
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
1057.00000000
NS
USD
121481.01000000
0.032528390971
Long
EC
CORP
US
N
1
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc
41283LAY1
33000.00000000
PA
USD
35767.34000000
0.009577250135
Long
DBT
CORP
US
N
2
2025-06-08
Fixed
3.35000000
N
N
N
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
519.00000000
NS
USD
54557.28000000
0.014608542801
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDZP9
181814.62000000
PA
USD
205570.18000000
0.055044547185
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
Nippon Shinyaku Co Ltd
N/A
Nippon Shinyaku Co Ltd
000000000
500.00000000
NS
32819.93000000
0.008788036209
Long
EC
CORP
JP
N
2
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra Inc
70975L107
64.00000000
NS
USD
11200.00000000
0.002998970611
Long
EC
CORP
US
N
1
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
200000.00000000
PA
USD
229916.00000000
0.061563511355
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
GENTEX CORP
549300S3UD8XV1MN0287
GENTEX CORP
371901109
10440.00000000
NS
USD
354229.20000000
0.094850264342
Long
EC
CORP
US
N
1
N
N
N
ASX Ltd
N/A
ASX Ltd
000000000
580.00000000
NS
32188.33000000
0.008618915688
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31397QNH7
192596.87000000
PA
USD
214831.29000000
0.057524350464
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Fixed
5.00000000
N
N
N
N
N
N
Jay Park CLO, Ltd.
N/A
Jay Park CLO Ltd
47206VAN4
250000.00000000
PA
USD
250006.75000000
0.066943115713
Long
ABS-CBDO
CORP
KY
N
2
2027-10-20
Floating
2.21838000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300CBYHI3C2Y5HE76
BlueMountain CLO 2015-1 Ltd
09627XAY7
250000.00000000
PA
USD
250007.50000000
0.066943316537
Long
ABS-CBDO
CORP
KY
N
2
2027-04-13
Floating
2.72413000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
9981.00000000
NS
USD
583589.07000000
0.156264863417
Long
EC
CORP
US
N
1
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust
93935FAC5
165030.17000000
PA
USD
110510.06000000
0.029590751986
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
1.56943000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
73000.00000000
PA
USD
76173.61000000
0.020396644444
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272W109
499.00000000
NS
USD
21047.82000000
0.005635874430
Long
EC
CORP
US
N
1
N
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co/The
631005BJ3
15000.00000000
PA
USD
17023.08000000
0.004558188985
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
3.39500000
N
N
N
N
N
N
Interpublic Group of Cos Inc/T
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
10304.00000000
NS
USD
242350.08000000
0.064892925685
Long
EC
CORP
US
N
1
N
N
N
Enphase Energy Inc
5493008U7KIGMI59Z314
Enphase Energy Inc
29355A107
888.00000000
NS
USD
155817.36000000
0.041722471736
Long
EC
CORP
US
N
1
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
700.00000000
NS
37596.76000000
0.010067105208
Long
EC
CORP
JP
N
2
N
N
N
Altice USA Inc
54930064K3612MGCER95
Altice USA Inc
02156K103
11837.00000000
NS
USD
448267.19000000
0.120030368663
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
35000.00000000
PA
USD
40160.58000000
0.010753607068
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
SIERRA PACIFIC POWER CO
QB888G5GSVGE1LD1WV84
Sierra Pacific Power Co
826418BM6
68000.00000000
PA
USD
73927.69000000
0.019795265152
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.60000000
N
N
N
N
N
N
DRB PRIME STUDENT LOAN TRUST
5493007XMCQZSUDOLZ66
DRB Prime Student Loan Trust 2015-B
23340LAB0
7208.54000000
PA
USD
7238.63000000
0.001938253449
Long
ABS-O
CORP
US
N
2
2031-07-25
Fixed
3.17000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
8000.00000000
PA
USD
8579.85000000
0.002297385536
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-1195.49000000
-0.00032011065
N/A
DFE
CORP
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
-304775525.46000000
IDR
20519.46000000
USD
2021-01-08
-1195.49000000
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
1496.00000000
NS
USD
335792.16000000
0.089913466027
Long
EC
CORP
US
N
1
N
N
N
Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
19784.00000000
NS
235339.73000000
0.063015797683
Long
EC
CORP
SE
N
2
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
428236BX0
45000.00000000
PA
USD
47744.21000000
0.012784239524
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.05000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378G2A5
564649.04000000
PA
USD
578440.65000000
0.154886295536
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
1.75000000
N
N
N
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
Qantas Airways Ltd
000000000
5371.00000000
NS
20139.92000000
0.005392770375
Long
EC
CORP
AU
N
2
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
4704.00000000
NS
34028.03000000
0.009111523388
Long
EC
CORP
AU
N
2
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAB1
30000.00000000
PA
USD
34090.32000000
0.009128202484
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
728.00000000
NS
USD
258723.92000000
0.069277270771
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132GJJU4
334295.12000000
PA
USD
370973.51000000
0.099333808413
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBL9
276000.00000000
PA
USD
296867.98000000
0.079490923892
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52200000
N
N
N
N
N
N
Bojangles Issuer, LLC
N/A
Bojangles Issuer LLC
09748RAA6
100000.00000000
PA
USD
102727.66000000
0.027506895835
Long
ABS-O
CORP
US
N
2
2050-10-20
Fixed
3.83200000
N
N
N
N
N
N
Simpson Manufacturing Co Inc
529900EJUNNL15LZ8056
Simpson Manufacturing Co Inc
829073105
530.00000000
NS
USD
49528.50000000
0.013262010352
Long
EC
CORP
US
N
1
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2019-C LLC
83401CAB0
95827.81000000
PA
USD
99682.68000000
0.026691556055
Long
ABS-O
CORP
US
N
2
2048-11-16
Fixed
2.37000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137B2BP4
254223.76000000
PA
USD
276848.91000000
0.074130512945
Long
ABS-MBS
USGSE
US
N
2
2033-04-15
Fixed
3.00000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2020-A
12597PAD0
100000.00000000
PA
USD
103164.28000000
0.027623807491
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.51000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4
46645UAV9
1268212.28000000
PA
USD
34026.90000000
0.009111220813
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.68008500
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB HOME
48666K109
3917.00000000
NS
USD
131297.84000000
0.035156996745
Long
EC
CORP
US
N
1
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CQ4
20000.00000000
PA
USD
26189.54000000
0.007012648285
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.40000000
N
N
N
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
2653.00000000
NS
USD
401637.67000000
0.107544604367
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0GW3
93290.38000000
PA
USD
97512.50000000
0.026110457301
Long
ABS-MBS
CORP
US
N
2
2028-04-25
Floating
4.84800000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAT4
1649174.22000000
PA
USD
40030.24000000
0.010718706548
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.50483200
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEWE5
39789.24000000
PA
USD
41984.94000000
0.011242107249
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DB8
27000.00000000
PA
USD
28960.38000000
0.007754582904
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C9
90291JAX5
3092805.42000000
PA
USD
158819.89000000
0.042526444881
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
0.88429300
N
N
N
N
N
N
HARTFORD FINANCIAL SERVICES GROUP INC/THE
IU7C3FTM7Y3BQM112U94
HARTFORD FINANCIAL SVCS GRP
416515104
6150.00000000
NS
USD
301227.00000000
0.080658117899
Long
EC
CORP
US
N
1
N
N
N
ASM Pacific Technology Ltd
529900PYFA1HFYKPT360
ASM Pacific Technology Ltd
000000000
6700.00000000
NS
88484.73000000
0.023693134362
Long
EC
CORP
HK
N
2
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
239.00000000
NS
USD
94749.16000000
0.025370530922
Long
EC
CORP
US
N
1
N
N
N
Clear Creek CLO Ltd
N/A
Clear Creek CLO
18452LAL2
250000.00000000
PA
USD
245647.50000000
0.065775860121
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
2.16838000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DK3
7000.00000000
PA
USD
8368.81000000
0.002240876361
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBH7
6000.00000000
PA
USD
7245.61000000
0.001940122451
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
15000.00000000
PA
USD
20276.63000000
0.005429376560
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
848.00000000
NS
112735.33000000
0.030186601926
Long
EC
CORP
DE
N
2
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
WALMART INC
931142103
1903.00000000
NS
USD
274317.45000000
0.073452675968
Long
EC
CORP
US
N
1
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
425.00000000
NS
66109.36000000
0.017701788196
Long
EC
CORP
FR
N
2
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAB2
25000.00000000
PA
USD
28315.46000000
0.007581895749
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FT0
20000.00000000
PA
USD
23601.18000000
0.006319575466
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
917.00000000
NS
USD
238071.54000000
0.063747281424
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
4704.00000000
NS
USD
517110.72000000
0.138464272527
Long
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
126.00000000
NS
45839.15000000
0.012274130689
Long
EC
CORP
DE
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
3505.00000000
NS
185035.50000000
0.049546073806
Long
EC
CORP
FR
N
2
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DB8
50000.00000000
PA
USD
54729.74000000
0.014654721593
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.70000000
N
N
N
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
300.00000000
NS
192582.42000000
0.051566876600
Long
EC
CORP
JP
N
2
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAD5
42000.00000000
PA
USD
52306.84000000
0.014005953210
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.45000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132QSYY8
8727.62000000
PA
USD
9471.21000000
0.002536060754
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113109
3329.00000000
NS
USD
204567.05000000
0.054775943847
Long
EC
CORP
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796A82
5875000.00000000
PA
USD
5874865.35000000
1.573084690425
Long
DBT
UST
US
N
2
2021-01-26
None
0.00000000
N
N
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
289.00000000
NS
102809.53000000
0.027528817775
Long
EC
CORP
FR
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806109
620.00000000
NS
USD
82088.00000000
0.021980312462
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC-CL A
5493006MHB84DD0ZWV18
ALPHABET INC
02079K305
1941.00000000
NS
USD
3401874.24000000
0.910903649170
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206R102
1908.00000000
NS
USD
54874.08000000
0.014693370827
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132QNKW8
26631.49000000
PA
USD
28905.02000000
0.007739759420
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AS3
20000.00000000
PA
USD
21181.33000000
0.005671623766
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
EVONIK INDUSTRIES AG
41GUOJQTALQHLF39XJ34
EVONIK INDUSTRIES AG
000000000
875.00000000
NS
28598.80000000
0.007657764351
Long
EC
CORP
DE
N
2
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
7150.00000000
NS
USD
652294.50000000
0.174661788903
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
19000.00000000
PA
USD
20004.92000000
0.005356622068
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BL3
15000.00000000
PA
USD
15956.41000000
0.004272571844
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
2330.00000000
NS
USD
411314.90000000
0.110135830114
Long
EC
CORP
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B2 Mortgage Trust
08161CAG6
4640318.81000000
PA
USD
100308.84000000
0.026859219934
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
0.41657700
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
43000.00000000
PA
USD
45330.60000000
0.012137958679
Long
DBT
CORP
US
N
2
2043-04-30
Fixed
4.75000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
8371.00000000
NS
USD
334756.29000000
0.089636096054
Long
EC
CORP
US
N
1
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797103
559.00000000
NS
USD
163602.53000000
0.043807069596
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-4263.11000000
-0.00114151264
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-5209213.85000000
RUB
66071.98000000
USD
2021-01-15
-4263.11000000
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
WALT DISNEY CO/THE
254687106
2119.00000000
NS
USD
383920.42000000
0.102800540789
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
United States Treasury Note/Bond
000000000
19.00000000
NC
USD
-32125.29000000
-0.00860203576
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2021-03-22
4089812.79000000
USD
-32125.29000000
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
5721.00000000
NS
72324.05000000
0.019365866113
Long
EC
CORP
FR
N
2
N
N
N
Banc of America Merrill Lynch
N/A
BAMLL Re-REMIC Trust 2016-FRR16
05523HAC3
80000.00000000
PA
USD
78807.61000000
0.021101938069
Long
ABS-MBS
CORP
US
N
2
2021-05-27
Variable
0.85958600
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
40208.00000000
NS
207684.39000000
0.055610659119
Long
EC
CORP
GB
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAR9
40000.00000000
PA
USD
52012.46000000
0.013927128480
Long
DBT
CORP
US
N
2
2039-04-22
Fixed
4.45700000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAF6
100000.00000000
PA
USD
102112.11000000
0.027342072946
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.49000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BM3
35000.00000000
PA
USD
40226.86000000
0.010771354548
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
J.G. Wentworth XXXIX LLC
N/A
J.G. Wentworth XXXIX LLC
46620VAA2
258199.97000000
PA
USD
290356.09000000
0.077747266148
Long
ABS-O
CORP
US
N
2
2072-09-15
Fixed
3.53000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CAH8
250000.00000000
PA
USD
251232.85000000
0.067271422666
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
2.07734000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
2463.00000000
NS
USD
280511.07000000
0.075111112072
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FY7
19000.00000000
PA
USD
22335.18000000
0.005980584681
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BL9
41000.00000000
PA
USD
44326.06000000
0.011868977792
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.80000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
26000.00000000
PA
USD
26596.70000000
0.007121671577
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP
303250104
116.00000000
NS
USD
59280.64000000
0.015873294393
Long
EC
CORP
US
N
1
N
N
N
Natwest Group PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
000000000
86478.00000000
NS
197687.84000000
0.052933930577
Long
EC
CORP
GB
N
2
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2006-AR2
17307G6K9
72274.20000000
PA
USD
63969.84000000
0.017128899124
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
3.49010000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBF8
10000.00000000
PA
USD
12455.11000000
0.003335045433
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
3101.00000000
NS
USD
329822.36000000
0.088314961137
Long
EC
CORP
US
N
1
N
N
N
iShares 20+ Year Treasury Bond ETF
549300WWURKS1JGBZU59
iShares 20+ Year Treasury Bond ETF
464287432
45473.00000000
NS
USD
7172456.29000000
1.920534431065
Long
EC
RF
US
N
1
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFH2
30000.00000000
PA
USD
39273.74000000
0.010516142149
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.45000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
53000.00000000
PA
USD
59768.04000000
0.016003803168
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
458.00000000
NS
USD
64793.26000000
0.017349382373
Long
EC
CORP
US
N
1
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAM1
8000.00000000
PA
USD
10381.50000000
0.002779804768
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.00000000
N
N
N
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
829.00000000
NS
USD
40712.19000000
0.010901309049
Long
EC
CORP
US
N
1
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
Wingstop Inc
974155103
316.00000000
NS
USD
41885.80000000
0.011215561004
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
20000.00000000
PA
USD
22553.78000000
0.006039118161
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
EXELIXIS INC
N/A
EXELIXIS INC
30161Q104
3141.00000000
NS
USD
63039.87000000
0.016879885491
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
2390.00000000
NS
USD
317248.60000000
0.084948145359
Long
EC
CORP
US
N
1
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-4601.81000000
-0.00123220472
N/A
DFE
CORP
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
-179252.28000000
EUR
214552.84000000
USD
2021-02-05
-4601.81000000
N
N
N
West Pharmaceutical Services I
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
77.00000000
NS
USD
21814.87000000
0.005841263752
Long
EC
CORP
US
N
1
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BN9
40000.00000000
PA
USD
41007.91000000
0.010980492583
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
3.75000000
N
N
N
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
630.00000000
NS
137650.41000000
0.036857994132
Long
EC
CORP
AU
N
2
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798101
1386.00000000
NS
USD
51988.86000000
0.013920809221
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
1583.00000000
NS
USD
187569.67000000
0.050224636427
Long
EC
CORP
US
N
1
N
N
N
Univar Solutions Inc
549300VSXHFQVR770L55
Univar Solutions Inc
91336L107
8791.00000000
NS
USD
167116.91000000
0.044748098376
Long
EC
CORP
US
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAH1
23000.00000000
PA
USD
26385.96000000
0.007065242732
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAP8
290000.00000000
PA
USD
287504.75000000
0.076983776428
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
5.02677000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
17000.00000000
PA
USD
26013.83000000
0.006965599256
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar Inc
336433107
86.00000000
NS
USD
8507.12000000
0.002277910970
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
3231.00000000
NS
USD
492178.23000000
0.131788218528
Long
EC
CORP
US
N
1
N
N
N
Newcrest Mining Ltd
5299006MN50OZJUJI655
Newcrest Mining Ltd
000000000
2490.00000000
NS
49694.87000000
0.013306558454
Long
EC
CORP
AU
N
2
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
STIFEL FINANCIAL CORP
860630102
4425.00000000
NS
USD
223285.50000000
0.059788093976
Long
EC
CORP
US
N
1
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories Inc
826919102
633.00000000
NS
USD
80606.22000000
0.021583543295
Long
EC
CORP
US
N
1
N
N
N
Marlette Funding Trust
549300Y3KZXU3NUCX480
Marlette Funding Trust 2019-2
57109HAC6
250000.00000000
PA
USD
256231.55000000
0.068609900737
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
4.11000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BM3
7000.00000000
PA
USD
7616.44000000
0.002039417832
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.93000000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
606.00000000
NS
USD
128884.08000000
0.034510675736
Long
EC
CORP
US
N
1
N
N
N
Sydney Airport
N/A
Sydney Airport
000000000
8933.00000000
NS
44216.79000000
0.011839719085
Long
EC
CORP
AU
N
2
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FV0
6000.00000000
PA
USD
6889.28000000
0.001844709665
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.05000000
N
N
N
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
485.00000000
NS
USD
27839.00000000
0.007454316326
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAX5
1223875.99000000
PA
USD
79351.35000000
0.021247532737
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
0.96061200
N
N
N
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
5900.00000000
NS
123543.46000000
0.033080643376
Long
EC
CORP
JP
N
2
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAN4
8000.00000000
PA
USD
9894.80000000
0.002649483429
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AQ8
3000.00000000
PA
USD
3445.73000000
0.000922646696
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.25000000
N
N
N
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
100.00000000
NS
37356.28000000
0.010002713025
Long
EC
CORP
JP
N
2
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBE8
5000.00000000
PA
USD
5513.90000000
0.001476430719
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
213.00000000
NS
USD
12285.84000000
0.003289720812
Long
EC
CORP
US
N
1
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABB7
20000.00000000
PA
USD
20348.14000000
0.005448524452
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
5.12500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDR2
80000.00000000
PA
USD
104373.01000000
0.027947463361
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CT6
23000.00000000
PA
USD
31554.60000000
0.008449224827
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R01
20754CAB5
200000.00000000
PA
USD
199991.16000000
0.053550679594
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
2.19800000
N
N
N
N
N
N
Olympus Corp
5299000Y52IFDI1I2A21
Olympus Corp
000000000
3300.00000000
NS
72249.86000000
0.019346000611
Long
EC
CORP
JP
N
2
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
Compass Group PLC
000000000
2623.00000000
NS
48922.60000000
0.013099771397
Long
EC
CORP
GB
N
2
N
N
N
Check Point Software Technolog
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
995.00000000
NS
USD
132245.45000000
0.035410733758
Long
EC
CORP
IL
N
1
N
N
N
Hongkong Land Holdings Ltd
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd
000000000
11000.00000000
NS
USD
45431.83000000
0.012165064554
Long
EC
CORP
HK
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505104
21158.00000000
NS
USD
641298.98000000
0.171717570926
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
122.00000000
NS
USD
69608.32000000
0.018638688037
Long
EC
CORP
US
N
1
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAU2
10000.00000000
PA
USD
10861.58000000
0.002908353501
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.90000000
N
N
N
N
N
N
Direct Line Insurance Group PL
213800FF2R23ALJQOP04
Direct Line Insurance Group PLC
000000000
38939.00000000
NS
170308.10000000
0.045602588111
Long
EC
CORP
GB
N
2
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FL5
8000.00000000
PA
USD
8363.44000000
0.002239438461
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
30000.00000000
PA
USD
38311.39000000
0.010258458277
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
33000.00000000
PA
USD
41441.59000000
0.011096617010
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines 2020-1 Class A Pass Through Trust
247361ZW1
12412.67000000
PA
USD
11832.75000000
0.003168399063
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JBCA2
648751.17000000
PA
USD
745987.53000000
0.199749524930
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.50000000
N
N
N
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR INC
62944T105
39.00000000
NS
USD
159114.54000000
0.042605341907
Long
EC
CORP
US
N
1
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBC1
9000.00000000
PA
USD
11620.06000000
0.003111448075
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
815.00000000
NS
88002.10000000
0.023563902828
Long
EC
CORP
NL
N
2
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2007-10
17313QAL2
42694.62000000
PA
USD
41553.32000000
0.011126534419
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.36093000
N
N
N
N
N
N
Commerce Bancshares Inc/MO
N/A
Commerce Bancshares Inc/MO
200525103
2616.00000000
NS
USD
171871.20000000
0.046021131947
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457108
2810.00000000
NS
USD
474440.40000000
0.127038644342
Long
EC
CORP
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CT9
36000.00000000
PA
USD
37433.73000000
0.010023451442
Long
DBT
CORP
US
N
2
2060-09-01
Fixed
2.45000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFD1
5000.00000000
PA
USD
6065.67000000
0.001624175542
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAA3
57009.03000000
PA
USD
61710.45000000
0.016523913034
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
4.01000000
N
N
N
N
N
N
JetBlue Airways Corp
54930070J9H97ZO93T57
JetBlue Airways Corp
477143101
820.00000000
NS
USD
11922.80000000
0.003192511322
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
1639.00000000
NS
USD
526266.51000000
0.140915874772
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31397QPY8
95739.60000000
PA
USD
108679.11000000
0.029100487232
Long
ABS-MBS
USGSE
US
N
2
2041-02-25
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128M4XA6
3380.33000000
PA
USD
3910.08000000
0.001046983483
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-3274.76000000
-0.00087686687
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-2370099.58000000
THB
75834.21000000
USD
2021-01-08
-3274.76000000
N
N
N
FHLMC Multifamily Structured P
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137F82T9
1650000.00000000
PA
USD
124489.53000000
0.033333968030
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
0.88349000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401HHE5
23035.17000000
PA
USD
26552.34000000
0.007109793511
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
964.00000000
NS
61273.83000000
0.016407001378
Long
EC
CORP
AU
N
2
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
398000.00000000
NS
USD
398000.00000000
0.106570562811
Long
STIV
RF
US
N
1
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDV1
13000.00000000
PA
USD
16831.89000000
0.004506994950
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.87500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
38000.00000000
PA
USD
42838.49000000
0.011470658264
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENY86
55421.94000000
PA
USD
58924.26000000
0.015777868219
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687GA8
12000.00000000
PA
USD
15247.13000000
0.004082651319
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
Just Eat Takeaway.com NV
724500FVZIBSSQ7SHI95
Just Eat Takeaway.com NV
000000000
491.00000000
NS
55361.37000000
0.014823850147
Long
EC
CORP
NL
N
2
N
N
N
REGAL BELOIT CORP
QH78R09VCJGQKPBPYU33
REGAL BELOIT CORP
758750103
4561.00000000
NS
USD
560136.41000000
0.149985056444
Long
EC
CORP
US
N
1
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAD4
11000.00000000
PA
USD
11933.92000000
0.003195488871
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70400000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DB0
10000.00000000
PA
USD
12868.02000000
0.003445608376
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
4.37500000
N
N
N
N
N
N
Medipal Holdings Corp
353800PJDODZEA4NP730
Medipal Holdings Corp
000000000
6200.00000000
NS
116592.80000000
0.031219498280
Long
EC
CORP
JP
N
2
N
N
N
Prime Mortgage Trust
N/A
Prime Mortgage Trust 2007-1
74162FAD7
12249.78000000
PA
USD
11389.66000000
0.003049754965
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.50000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912796B73
275000.00000000
PA
USD
274990.38000000
0.073632863226
Long
DBT
UST
US
N
2
2021-02-09
None
0.00000000
N
N
N
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
2801.00000000
NS
USD
311639.26000000
0.083446159126
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BKQN3
333855.47000000
PA
USD
349633.15000000
0.093619601942
Long
ABS-MBS
USGSE
US
N
2
2043-09-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193BMR4
73729.05000000
PA
USD
80785.87000000
0.021631647319
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
4.00000000
N
N
N
N
N
N
Goodman Group
N/A
Goodman Group
000000000
12013.00000000
NS
175599.83000000
0.047019529428
Long
EC
CORP
AU
N
2
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
1928.00000000
NS
USD
898023.84000000
0.240459562931
Long
EC
CORP
US
N
1
N
N
N
UMB Financial Corp
549300MGEH3N3CUCV828
UMB Financial Corp
902788108
1157.00000000
NS
USD
79821.43000000
0.021373403817
Long
EC
CORP
US
N
1
N
N
N
ASGN Inc
LZBNYYCBUKY537072438
ASGN Inc
00191U102
814.00000000
NS
USD
67993.42000000
0.018206273961
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJQ76
132987.44000000
PA
USD
146338.03000000
0.039184236728
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
200000.00000000
PA
USD
224439.00000000
0.060096961172
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
MISSISSIPPI POWER CO
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417BZ6
30000.00000000
PA
USD
36313.87000000
0.009723591868
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.25000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BE1
25000.00000000
PA
USD
31288.17000000
0.008377884136
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAS2
741609.47000000
PA
USD
15910.34000000
0.004260235900
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
1.68634800
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AN6
17000.00000000
PA
USD
17218.99000000
0.004610646872
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
2482.00000000
NS
USD
227624.22000000
0.060949852348
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617AT2L6
241171.04000000
PA
USD
266935.58000000
0.071476067826
Long
ABS-MBS
USGA
US
N
2
2047-09-15
Fixed
4.50000000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
2247.00000000
NS
USD
235912.53000000
0.063169173608
Long
EC
CORP
US
N
1
N
N
N
Enagas SA
213800OU3FQKGM4M2U23
Enagas SA
000000000
1801.00000000
NS
39621.28000000
0.010609201278
Long
EC
CORP
ES
N
2
N
N
N
SolarEdge Technologies Inc
5493000K6Y58XXPDF853
SolarEdge Technologies Inc
83417M104
337.00000000
NS
USD
107543.44000000
0.028796394290
Long
EC
CORP
IL
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDM0
251000.00000000
PA
USD
258333.32000000
0.069172681671
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BT5
51000.00000000
PA
USD
66507.13000000
0.017808297173
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
CONTL AIRLINES 2012-1 A
N/A
Continental Airlines 2012-1 Class A Pass Through Trust
210795PZ7
15771.50000000
PA
USD
15907.21000000
0.004259397795
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311A105
447.00000000
NS
USD
26569.68000000
0.007114436561
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-19CB
02147QAM4
100230.09000000
PA
USD
52040.63000000
0.013934671427
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
0.54800000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BQ1
20000.00000000
PA
USD
21649.23000000
0.005796911119
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
Orion Oyj
74370029VAHCXDR7B745
Orion Oyj
000000000
568.00000000
NS
26090.90000000
0.006986235922
Long
EC
CORP
FI
N
2
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
2720.00000000
NS
88082.06000000
0.023585313336
Long
EC
CORP
CH
N
2
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD
000000000
14800.00000000
NS
180354.61000000
0.048292694204
Long
EC
CORP
HK
N
2
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
12000.00000000
PA
USD
14517.10000000
0.003887174666
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
United States 2 Year Treasury Note/Bond
000000000
31.00000000
NC
USD
5192.17000000
0.001390282610
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2021-03-31
6845081.25000000
USD
5192.17000000
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill Inc
169656105
45.00000000
NS
USD
62401.95000000
0.016709072693
Long
EC
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BJ7
200000.00000000
PA
USD
206740.58000000
0.055357939614
Long
DBT
CORP
GB
N
2
2023-03-13
Fixed
3.26200000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
27000.00000000
PA
USD
35513.78000000
0.009509355583
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
180.00000000
NS
USD
99077.40000000
0.026529483115
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B0WK8
108943.07000000
PA
USD
114910.95000000
0.030769157323
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Fixed
3.50000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AT3
3000.00000000
PA
USD
3174.56000000
0.000850036798
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBC4
542000.00000000
PA
USD
542317.58000000
0.145213793273
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
WEX Inc
T9M5IGROL1TL1G5OV478
WEX Inc
96208T104
346.00000000
NS
USD
70421.38000000
0.018856397237
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CF5
10000.00000000
PA
USD
13191.93000000
0.003532340212
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.80000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-13T1
12668BZK2
17519.76000000
PA
USD
12226.65000000
0.003273871788
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABM6
33000.00000000
PA
USD
34013.27000000
0.009107571173
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
98250.00000000
PA
USD
105012.29000000
0.028118640320
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.64100000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
1430.00000000
NS
USD
773243.90000000
0.207047833199
Long
EC
CORP
US
N
1
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL
31847R102
1269.00000000
NS
USD
65518.47000000
0.017543568398
Long
EC
CORP
US
N
1
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
425.00000000
NS
USD
15436.00000000
0.004133224139
Long
EC
CORP
US
N
1
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys Inc
74758T303
1950.00000000
NS
USD
237646.50000000
0.063633470490
Long
EC
CORP
US
N
1
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-2
59980AAC1
200000.00000000
PA
USD
214044.18000000
0.057313589771
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.25000000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
540.00000000
NS
206036.93000000
0.055169526608
Long
EC
CORP
FR
N
2
N
N
N
SEI Investments Co
5LJTIFADGZ6XH1RVOC11
SEI Investments Co
784117103
1611.00000000
NS
USD
92584.17000000
0.024790821870
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
530.00000000
NS
USD
188139.40000000
0.050377190313
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DS4
18000.00000000
PA
USD
18432.68000000
0.004935630858
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
3525.00000000
NS
245901.08000000
0.065843760028
Long
EC
CORP
DK
N
2
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
25000.00000000
PA
USD
27244.43000000
0.007295111152
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-2751.25000000
-0.00073668909
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
-807548.40000000
CZK
34848.41000000
USD
2021-01-08
-2751.25000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
34000.00000000
PA
USD
35934.74000000
0.009622074035
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
200000.00000000
PA
USD
210988.00000000
0.056495251021
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAH3
5000.00000000
PA
USD
5766.98000000
0.001544196744
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.41700000
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
18483.20000000
0.004949158358
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.50000000
N
N
N
N
N
N
Cree Inc
549300OGU88P3AW3TO93
Cree Inc
225447101
215.00000000
NS
USD
22768.50000000
0.006096612711
Long
EC
CORP
US
N
1
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
209.00000000
NS
23247.24000000
0.006224802639
Long
EC
CORP
DE
N
2
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
6809.00000000
NS
USD
317231.31000000
0.084943515698
Long
EC
CORP
US
N
1
N
N
N
Liberty Global PLC
549300BSGXG3QLIQYT84
Liberty Global PLC
000000000
6244.00000000
NS
USD
151229.68000000
0.040494050531
Long
EC
CORP
GB
N
1
N
N
N
Ollie's Bargain Outlet Holding
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings Inc
681116109
224.00000000
NS
USD
18316.48000000
0.004904516538
Long
EC
CORP
US
N
1
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581801
336.00000000
NS
USD
12062.40000000
0.003229891348
Long
EC
CORP
US
N
1
N
N
N
Fiat Chrysler Automobiles NV
549300LKT9PW7ZIBDF31
Fiat Chrysler Automobiles NV
000000000
3011.00000000
NS
54396.61000000
0.014565520961
Long
EC
CORP
GB
N
2
N
N
N
BX Trust
N/A
BX Trust
05608FAN1
100000.00000000
PA
USD
95900.37000000
0.025678784936
Long
ABS-MBS
CORP
US
N
2
2032-11-15
Floating
2.15900000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAV1
58000.00000000
PA
USD
62503.05000000
0.016736143758
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BSSU8
245196.28000000
PA
USD
332768.35000000
0.089103794837
Long
ABS-MBS
USGSE
US
N
2
2056-11-15
Fixed
5.00000000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
1475.00000000
NS
79454.15000000
0.021275059002
Long
EC
CORP
NL
N
2
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
1170.00000000
NS
USD
20826.00000000
0.005576478746
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJK6
36000.00000000
PA
USD
36488.14000000
0.009770255315
Long
DBT
CORP
US
N
2
2026-10-24
Fixed
1.19700000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
45000.00000000
PA
USD
53996.34000000
0.014458342571
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
Nitori Holdings Co Ltd
N/A
Nitori Holdings Co Ltd
000000000
700.00000000
NS
146371.04000000
0.039193075658
Long
EC
CORP
JP
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAN7
2061631.78000000
PA
USD
119461.67000000
0.031987681925
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Variable
0.81086600
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PCV8
100000.00000000
PA
USD
112875.00000000
0.030224000696
Long
DBT
NUSS
DO
N
2
2025-01-27
Fixed
5.50000000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AV1
29000.00000000
PA
USD
29163.08000000
0.007808858916
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.15000000
N
N
N
N
N
N
TERADYNE INC
C3X4YJ278QNZHRJULN75
TERADYNE INC
880770102
3390.00000000
NS
USD
406427.10000000
0.108827047207
Long
EC
CORP
US
N
1
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
100.00000000
NS
56251.71000000
0.015062252245
Long
EC
CORP
JP
N
2
N
N
N
Mitsubishi Chemical Holdings C
353800YNKX4RQUGAR072
Mitsubishi Chemical Holdings Corp
000000000
6600.00000000
NS
39985.10000000
0.010706619625
Long
EC
CORP
JP
N
2
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
157.00000000
NS
15129.78000000
0.004051229069
Long
EC
CORP
FR
N
2
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FB7
39000.00000000
PA
USD
53026.62000000
0.014198685269
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.75000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EQ2
33000.00000000
PA
USD
35142.23000000
0.009409867410
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96300000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
962.00000000
NS
USD
256074.78000000
0.068567923181
Long
EC
CORP
US
N
1
N
N
N
Etsy Inc
54930089Q7XT501AEA40
Etsy Inc
29786A106
560.00000000
NS
USD
99629.60000000
0.026677343077
Long
EC
CORP
US
N
1
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAD6
58000.00000000
PA
USD
61120.77000000
0.016366017232
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHS86
507561.18000000
PA
USD
555016.55000000
0.148614135937
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
000000000
2894.00000000
NS
30665.80000000
0.008211235088
Long
EC
CORP
PT
N
2
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
4049.00000000
NS
USD
370726.44000000
0.099267651657
Long
EC
CORP
US
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
438.00000000
NS
USD
57855.42000000
0.015491670027
Long
EC
CORP
US
N
1
N
N
N
Prestige Consumer Healthcare I
N/A
Prestige Consumer Healthcare Inc
74112D101
994.00000000
NS
USD
34660.78000000
0.009280951839
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-51
12668ACY9
52396.11000000
PA
USD
48783.83000000
0.013062613616
Long
ABS-MBS
CORP
US
N
2
2035-11-20
Floating
1.89943000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CY4
28000.00000000
PA
USD
30265.69000000
0.008104099540
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.75000000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
218.00000000
NS
23398.81000000
0.006265387816
Long
EC
CORP
NL
N
2
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HelloFresh SE
000000000
209.00000000
NS
16166.51000000
0.004328829320
Long
EC
CORP
DE
N
2
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
36144.00000000
NS
367753.42000000
0.098471580264
Long
EC
CORP
IT
N
2
N
N
N
Australia & New Zealand Bankin
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
5918.00000000
NS
103849.92000000
0.027807398045
Long
EC
CORP
AU
N
2
N
N
N
Corporate Office Properties Tr
YY1J47X6LF9TYY8JY420
Corporate Office Properties Trust
22002T108
10377.00000000
NS
USD
270632.16000000
0.072465883432
Long
EC
CORP
US
N
1
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
16000.00000000
PA
USD
18116.56000000
0.004850984913
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0RL5
145909.01000000
PA
USD
148656.91000000
0.039805152172
Long
ABS-MBS
CORP
US
N
2
2030-04-25
Floating
2.49800000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
100000.00000000
PA
USD
137519.72000000
0.036822999894
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
925524AV2
40000.00000000
PA
USD
51782.66000000
0.013865596030
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.50000000
N
N
N
N
N
N
Dycom Industries Inc
549300F56EKTHQI3WT60
Dycom Industries Inc
267475101
1090.00000000
NS
USD
82316.80000000
0.022041577147
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
6700.00000000
NS
88794.79000000
0.023776157650
Long
EC
CORP
JP
N
2
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CP5
15000.00000000
PA
USD
15796.31000000
0.004229702630
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAL8
23000.00000000
PA
USD
24352.75000000
0.006520819782
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
261.00000000
NS
USD
62538.21000000
0.016745558384
Long
EC
CORP
US
N
1
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
000000000
3005.00000000
NS
103283.92000000
0.027655842923
Long
EC
CORP
JO
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
9000.00000000
PA
USD
9299.34000000
0.002490039943
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
OLD REPUBLIC INTERNATIONAL CORP
N/A
OLD REPUBLIC INTL CORP
680223104
5149.00000000
NS
USD
101486.79000000
0.027174633990
Long
EC
CORP
US
N
1
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
33019.00000000
NS
99203.32000000
0.026563200113
Long
EC
CORP
AU
N
2
N
N
N
MASIMO CORP
549300Q4A8JK0PIYCU29
MASIMO CORP
574795100
364.00000000
NS
USD
97690.32000000
0.026158071315
Long
EC
CORP
US
N
1
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAE0
66000.00000000
PA
USD
74495.01000000
0.019947173724
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDD8
35000.00000000
PA
USD
36983.36000000
0.009902858014
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
44.95000000
0.000012036047
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-23654.24000000
PEN
6581.23000000
USD
2021-02-05
44.95000000
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31307M4H6
11706.68000000
PA
USD
12481.09000000
0.003342001974
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Octagon Investment Partners XI
549300QEN35HTPJ3BX33
Octagon Investment Partners XIV Ltd
67590ABB7
250000.00000000
PA
USD
249136.00000000
0.066709959137
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
1.61188000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BF9
20000.00000000
PA
USD
23670.17000000
0.006338048589
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2R1
78000.00000000
PA
USD
78115.23000000
0.020916542776
Long
DBT
CORP
US
N
2
2030-11-19
Fixed
2.55000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAG4
20000.00000000
PA
USD
20804.33000000
0.005570676273
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XW61
70000.00000000
PA
USD
70736.08000000
0.018940662956
Long
DBT
CORP
CA
N
2
2023-10-05
Floating
0.89400000
N
N
N
N
N
N
MASTERCARD INC - A
AR5L2ODV9HN37376R084
MASTERCARD INC
57636Q104
892.00000000
NS
USD
318390.48000000
0.085253901123
Long
EC
CORP
US
N
1
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AM7
15000.00000000
PA
USD
16761.83000000
0.004488235318
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.35000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-2
61946PAA1
97760.59000000
PA
USD
97230.76000000
0.026035017125
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
1.44000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CKR6
58762.60990000
PA
USD
66847.93000000
0.017899551564
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AQ2
8000.00000000
PA
USD
9699.93000000
0.002597304018
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.35000000
N
N
N
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
626.00000000
NS
USD
179762.16000000
0.048134056691
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2007-13
61756HBN9
50133.46000000
PA
USD
39009.36000000
0.010445350377
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Fixed
6.00000000
N
N
N
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
3883.00000000
NS
USD
1031402.46000000
0.276173720218
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
120000.00000000
PA
USD
131059.04000000
0.035093054407
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
Haemonetics Corp
549300ZEL6TXZS6F5F95
Haemonetics Corp
405024100
227.00000000
NS
USD
26956.25000000
0.007217946567
Long
EC
CORP
US
N
1
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
500.00000000
NS
87757.93000000
0.023498522591
Long
EC
CORP
JP
N
2
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAD8
31000.00000000
PA
USD
31547.41000000
0.008447299595
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.37500000
N
N
N
N
N
N
Otsuka Corp
529900RG9DJ58J3UIE72
Otsuka Corp
000000000
800.00000000
NS
42197.65000000
0.011299063592
Long
EC
CORP
JP
N
2
N
N
N
Deer Creek CLO, Ltd.
N/A
Deer Creek Clo Ltd 2017-1
24380LAC7
250000.00000000
PA
USD
249589.50000000
0.066831390670
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
1.39838000
N
N
N
N
N
N
Nice Ltd
254900YTY4EF5Z4W0A51
Nice Ltd
000000000
186.00000000
NS
52622.66000000
0.014090518826
Long
EC
CORP
IL
N
2
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
1282.00000000
NS
USD
20665.84000000
0.005533593466
Long
EC
CORP
US
N
1
N
N
N
Wyndham Destinations Inc
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations Inc
98310W108
2692.00000000
NS
USD
120763.12000000
0.032336164988
Long
EC
CORP
US
N
1
N
N
N
BRINK'S CO/THE
XFP140TFNOQMIVFTVQ13
BRINK'S CO/THE
109696104
244.00000000
NS
USD
17568.00000000
0.004704099616
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4
46636DBC9
100000.00000000
PA
USD
95136.75000000
0.025474314049
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
3.87300000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
50000.00000000
PA
USD
57990.12000000
0.015527738004
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496107
562.00000000
NS
USD
42768.20000000
0.011451837046
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
200000.00000000
PA
USD
209416.35000000
0.056074417792
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
145500.00000000
PA
USD
59218.50000000
0.015856655461
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G102
655.00000000
NS
USD
30974.95000000
0.008294014709
Long
EC
CORP
US
N
1
N
N
N
Nissan Chemical Corp
3538002E4L1CUGJFFU25
Nissan Chemical Corp
000000000
1200.00000000
NS
75245.48000000
0.020148123498
Long
EC
CORP
JP
N
2
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CR3
18000.00000000
PA
USD
18151.92000000
0.004860453091
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
2.10000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
5000.00000000
NS
76920.58000000
0.020596657041
Long
EC
CORP
JP
N
2
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-C Trust
78490DAB0
100000.00000000
PA
USD
103860.38000000
0.027810198870
Long
ABS-O
CORP
US
N
2
2048-01-25
Fixed
3.59000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAK6
52000.00000000
PA
USD
58503.96000000
0.015665326492
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
9758.00000000
NS
USD
1143052.12000000
0.306069617464
Long
EC
CORP
IE
N
1
N
N
N
Lixil Corp
353800KB8G4F9WUJJ886
Lixil Corp
000000000
5300.00000000
NS
114939.34000000
0.030776759178
Long
EC
CORP
JP
N
2
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
516.00000000
NS
323014.78000000
0.086492127891
Long
EC
CORP
FR
N
2
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AS9
25000.00000000
PA
USD
24775.56000000
0.006634033600
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
1.50000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300EJIXF1G1X7PN20
Commonbond Student Loan Trust 2018-BGS
20268MAC0
99472.07000000
PA
USD
102769.88000000
0.027518200883
Long
ABS-O
CORP
US
N
2
2045-09-25
Fixed
3.99000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
1233.00000000
NS
USD
531533.97000000
0.142326317427
Long
EC
CORP
US
N
1
N
N
N
Logitech International SA
549300SN6PRK6IJJC215
Logitech International SA
000000000
476.00000000
NS
46217.23000000
0.012375367368
Long
EC
CORP
CH
N
2
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BL7
24000.00000000
PA
USD
24222.34000000
0.006485900518
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-2CB
02149HAR1
134691.10000000
PA
USD
62895.53000000
0.016841236257
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
0.74800000
N
N
N
N
N
N
a2 Milk Co Ltd/The
529900PVC9CV0KFA2U62
a2 Milk Co Ltd/The
000000000
8267.00000000
NS
71902.25000000
0.019252922738
Long
EC
CORP
NZ
N
2
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132QS6V5
7698.31000000
PA
USD
8480.31000000
0.002270732184
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
65000.00000000
PA
USD
65422.66000000
0.017517913811
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
LAMAR ADVERTISING CO
529900Y8WW4MKVPTB543
LAMAR ADVERTISING CO-A
512816109
481.00000000
NS
USD
40028.82000000
0.010718326321
Long
EC
CORP
US
N
1
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
483.00000000
NS
35961.81000000
0.009629322440
Long
EC
CORP
DE
N
2
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics Inc
87157D109
387.00000000
NS
USD
37306.80000000
0.009989464001
Long
EC
CORP
US
N
1
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F012627
1386000.00000000
PA
USD
1398558.82000000
0.374485428572
Long
ABS-MBS
USGSE
US
N
2
2051-02-15
Fixed
1.50000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
4777.00000000
NS
46809.03000000
0.012533830833
Long
EC
CORP
NL
N
2
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
14000.00000000
NS
75818.89000000
0.020301662761
Long
EC
CORP
HK
N
2
N
N
N
WASHINGTON GAS LIGHT CO
DL22T1SB4DUBS063O841
Washington Gas Light Co
93884PDY3
36000.00000000
PA
USD
43295.58000000
0.011593051074
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.65000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CW8
40000.00000000
PA
USD
42607.55000000
0.011408820561
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
2.50000000
N
N
N
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
445.00000000
NS
76323.47000000
0.020436771742
Long
EC
CORP
DE
N
2
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
746.00000000
NS
USD
493516.30000000
0.132146507154
Long
EC
CORP
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CN2
15000.00000000
PA
USD
15071.47000000
0.004035615679
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.55000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAA4
74000.00000000
PA
USD
79334.73000000
0.021243082478
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.75000000
N
N
N
N
N
N
RETAIL PPTYS OF AMERICA
549300OVTYLM7DH6CM14
Retail Properties of America Inc
76131VAB9
20000.00000000
PA
USD
21264.19000000
0.005693810794
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
Duke Realty Corp
N/A
Duke Realty Corp
264411505
295.00000000
NS
USD
11791.15000000
0.003157260029
Long
EC
CORP
US
N
1
N
N
N
CyrusOne Inc
5493006S177ZK2ZNBU43
CyrusOne Inc
23283R100
157.00000000
NS
USD
11484.55000000
0.003075163208
Long
EC
CORP
US
N
1
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
Wesfarmers Ltd
000000000
4975.00000000
NS
193364.06000000
0.051776172617
Long
EC
CORP
AU
N
2
N
N
N
Toshiba Corp
549300LBHTST91VKHO68
Toshiba Corp
000000000
1600.00000000
NS
44813.47000000
0.011999489244
Long
EC
CORP
JP
N
2
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX ENERGY INC
98212B103
1619.00000000
NS
USD
13194.85000000
0.003533122087
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP
458140100
11661.00000000
NS
USD
580951.02000000
0.155558485344
Long
EC
CORP
US
N
1
N
N
N
Geberit AG
52990093Z5OHD6T7BS47
Geberit AG
000000000
70.00000000
NS
43817.98000000
0.011732931632
Long
EC
CORP
CH
N
2
N
N
N
Universal Display Corp
N/A
Universal Display Corp
91347P105
423.00000000
NS
USD
97205.40000000
0.026028226598
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
USD CALL VERSUS AUD PUT
000000000
-2314000.00000000
NC
USD
-2393.21000000
-0.00064081843
N/A
DFE
CORP
GB
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
Call
Written
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
USD CALL VERSUS AUD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
GB
US
N/A
AUD
N/A
USD
2021-01-15
1.00000000
USD
0.74500000
USD
2021-01-15
XXXX
12358.54000000
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
3163.00000000
NS
USD
89196.60000000
0.023883748399
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DKX0
64841.62000000
PA
USD
69763.74000000
0.018680304109
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
649.00000000
NS
USD
468279.46000000
0.125388958806
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389USU4
523.16000000
PA
USD
556.50000000
0.000149011352
Long
ABS-MBS
USGSE
US
N
2
2032-04-01
Fixed
7.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
727.00000000
NS
USD
49654.10000000
0.013295641665
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
57507.27000000
0.015398447561
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
3.90000000
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
2588.00000000
NS
218340.86000000
0.058464091293
Long
EC
CORP
NL
N
1
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAE4
98000.00000000
PA
USD
108478.43000000
0.029046752105
Long
ABS-O
CORP
US
N
2
2048-11-25
Fixed
4.94000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AN5
10000.00000000
PA
USD
11379.57000000
0.003047053214
Long
DBT
CORP
US
N
2
2026-12-05
Fixed
3.50000000
N
N
N
N
N
N
DEUTSCHE LUFTHANSA-REG
529900PH63HYJ86ASW55
DEUTSCHE LUFTHANSA AG
000000000
1263.00000000
NS
16711.68000000
0.004474806892
Long
EC
CORP
DE
N
2
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAL0
51000.00000000
PA
USD
56885.67000000
0.015232004692
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.95000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCE3
15000.00000000
PA
USD
17197.35000000
0.004604852433
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65000000
N
N
N
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
214.00000000
NS
39992.91000000
0.010708710872
Long
EP
CORP
DE
N
2
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co/The
650111107
2315.00000000
NS
USD
119847.55000000
0.032091007173
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
1000.00000000
PA
USD
905.39000000
0.000242431964
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AH8
17000.00000000
PA
USD
17611.66000000
0.004715790246
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.53200000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CR0
45000.00000000
PA
USD
59780.75000000
0.016007206464
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.25000000
N
N
N
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890109
1462.00000000
NS
USD
61623.30000000
0.016500577294
Long
EC
CORP
US
N
1
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AN5
75000.00000000
PA
USD
76874.68000000
0.020584366616
Long
DBT
CORP
US
N
2
2040-07-16
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AHX27
72848.95000000
PA
USD
83693.92000000
0.022410322005
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.00000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432100
2983.00000000
NS
USD
299135.24000000
0.080098017295
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Home & Security
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
2494.00000000
NS
USD
213785.68000000
0.057244372458
Long
EC
CORP
US
N
1
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
4466.00000000
NS
59076.22000000
0.015818557824
Long
EC
CORP
SE
N
2
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBC6
48000.00000000
PA
USD
55743.19000000
0.014926088269
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBD5
22000.00000000
PA
USD
24282.84000000
0.006502100315
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
18000.00000000
NS
92104.19000000
0.024662299913
Long
EC
CORP
HK
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAT9
90000.00000000
PA
USD
101269.94000000
0.027116569099
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.04790000
N
N
N
N
N
N
J2 GLOBAL INC
5493008OJYGLHD7MXA18
J2 GLOBAL INC
48123V102
342.00000000
NS
USD
33409.98000000
0.008946031085
Long
EC
CORP
US
N
1
N
N
Chase Funding Mortgage Loan As
N/A
Chase Funding Trust Series 2003-5
161546GR1
16450.35000000
PA
USD
15833.64000000
0.004239698306
Long
ABS-MBS
CORP
US
N
2
2033-07-25
Floating
0.74800000
N
N
N
N
N
N
BURLINGTON RESOURCES LLC
0FJ5X7MVCTSE8OEPQE56
Burlington Resources LLC
20825VAB8
8000.00000000
PA
USD
11319.91000000
0.003031078340
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.95000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
236.00000000
NS
45322.71000000
0.012135846012
Long
EC
CORP
FR
N
2
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
20000.00000000
PA
USD
22914.83000000
0.006135794798
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2020-C Trust
83390UAF4
165934.14000000
PA
USD
169628.76000000
0.045420684477
Long
ABS-O
CORP
US
N
2
2046-02-15
Fixed
1.95000000
N
N
N
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG
000000000
705.00000000
NS
53615.38000000
0.014356334728
Long
EC
CORP
DE
N
2
N
N
N
Sumitomo Realty & Development
N/A
Sumitomo Realty & Development Co Ltd
000000000
4600.00000000
NS
142014.90000000
0.038026652815
Long
EC
CORP
JP
N
2
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust
93363NAH8
26149.56000000
PA
USD
25174.72000000
0.006740914771
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
2.53173600
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKD3
51000.00000000
PA
USD
51744.30000000
0.013855324555
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC22
36253BAW3
1143349.01000000
PA
USD
23905.71000000
0.006401118012
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
0.98034000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGR4
60000.00000000
PA
USD
68174.66000000
0.018254803732
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59300000
N
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
29261A100
89.00000000
NS
USD
7359.41000000
0.001970594134
Long
EC
CORP
US
N
1
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBA3
51000.00000000
PA
USD
61022.91000000
0.016339813726
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.90000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
25000.00000000
PA
USD
31084.19000000
0.008323265383
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.62500000
N
N
N
N
N
N
HILL-ROM HOLDINGS INC
JLZ01A0E2071OH26RE45
HILL-ROM HOLDINGS INC
431475102
444.00000000
NS
USD
43498.68000000
0.011647434193
Long
EC
CORP
US
N
1
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC
03076C106
3164.00000000
NS
USD
614860.12000000
0.164638163413
Long
EC
CORP
US
N
1
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BJ2
48000.00000000
PA
USD
58771.86000000
0.015737060798
Long
DBT
CORP
US
N
2
2049-05-23
Fixed
3.87500000
N
N
N
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
000000000
3226.00000000
NS
24002.98000000
0.006427163537
Long
EC
CORP
AU
N
2
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCD5
13000.00000000
PA
USD
13125.49000000
0.003514549890
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
Mitsui Chemicals Inc
353800H2UB5ZEZRZQC02
Mitsui Chemicals Inc
000000000
800.00000000
NS
23500.27000000
0.006292555276
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419KE92
75772.85000000
PA
USD
88144.07000000
0.023601917458
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
5.00000000
N
N
N
N
N
N
TRI Pointe Group Inc
N/A
TRI Pointe Group Inc
87265H109
11192.00000000
NS
USD
193062.00000000
0.051695291450
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
15000.00000000
PA
USD
17220.49000000
0.004611048520
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
1697.00000000
NS
USD
21568.87000000
0.005775393505
Long
EC
CORP
US
N
1
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
000000000
2000.00000000
NS
184503.45000000
0.049403609314
Long
EC
CORP
JP
N
2
N
N
N
Werner Enterprises Inc
549300P6XRGOCHHJST37
Werner Enterprises Inc
950755108
5409.00000000
NS
USD
212140.98000000
0.056803978979
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-270.18000000
-0.00007234481
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-24139.70000000
RON
5787.96000000
USD
2021-01-08
-270.18000000
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024U109
522.00000000
NS
USD
49485.60000000
0.013250523223
Long
EC
CORP
US
N
1
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
20000.00000000
PA
USD
24407.97000000
0.006535605778
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BA0
10000.00000000
PA
USD
10435.60000000
0.002794290867
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.20000000
N
N
N
N
N
N
GREIF INC
54930070FVGKR0Z1FI24
GREIF INC-CL A
397624107
161.00000000
NS
USD
7547.68000000
0.002021006295
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RBC6
1300648.35000000
PA
USD
117295.33000000
0.031407611390
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Variable
1.13182700
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
20000.00000000
PA
USD
20708.34000000
0.005544973489
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508104
2217.00000000
NS
USD
363876.21000000
0.097433398224
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
34.00000000
NS
USD
13541.86000000
0.003626039300
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
97000.00000000
PA
USD
123171.68000000
0.032981093618
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Teijin Ltd
3538000RF6UCIMPKCO54
Teijin Ltd
000000000
3400.00000000
NS
63981.56000000
0.017132037333
Long
EC
CORP
JP
N
2
N
N
N
Tractor Supply Co
549300OJ9VZHZRO6I137
Tractor Supply Co
892356106
2493.00000000
NS
USD
350465.94000000
0.093842594150
Long
EC
CORP
US
N
1
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AG6
19000.00000000
PA
USD
21613.59000000
0.005787367966
Long
DBT
CORP
US
N
2
2025-12-21
Fixed
4.00000000
N
N
N
N
N
N
WINTRUST FINANCIAL CORP
Q774KI4AW80FHFW33O61
WINTRUST FINANCIAL CORP
97650W108
250.00000000
NS
USD
15272.50000000
0.004089444523
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
1461.00000000
NS
USD
221998.95000000
0.059443600615
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 16-C3 Mortgage Trust
23312VAS5
110000.00000000
PA
USD
85898.19000000
0.023000548876
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
3.49008500
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565EAW5
90000.00000000
PA
USD
95964.51000000
0.025695959398
Long
DBT
CORP
US
N
2
2023-04-12
Fixed
3.45000000
N
N
N
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
2486.00000000
NS
103133.08000000
0.027615453216
Long
EC
CORP
NO
N
2
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
10000.00000000
PA
USD
13321.28000000
0.003566975645
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
32.00000000
NS
71208.07000000
0.019067045468
Long
EC
CORP
DK
N
2
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
60000.00000000
PA
USD
73423.21000000
0.019660182947
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
Skechers USA Inc
529900D2R54KZPA4XR56
Skechers USA Inc
830566105
214.00000000
NS
USD
7691.16000000
0.002059425250
Long
EC
CORP
US
N
1
N
N
N
NuVasive Inc
549300C5ZB4NZ6TWM881
NuVasive Inc
670704105
473.00000000
NS
USD
26644.09000000
0.007134360972
Long
EC
CORP
US
N
1
N
N
N
Five Guys Funding, LLC
549300LV8X8T05G1H175
Five Guys Funding LLC
33830JAA3
99250.00000000
PA
USD
103575.81000000
0.027734000917
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.60000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5
46636VAM8
150000.00000000
PA
USD
151303.56000000
0.040513833026
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
5.42428500
N
N
N
N
N
N
LafargeHolcim Ltd
529900EHPFPYHV6IQO98
LafargeHolcim Ltd
000000000
4363.00000000
NS
239475.50000000
0.064123213101
Long
EC
CORP
CH
N
2
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
2298.00000000
NS
USD
174096.48000000
0.046616984565
Long
EC
CORP
US
N
1
N
N
N
FRANKLIN RESOURCES INC
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613AL5
18000.00000000
PA
USD
17922.90000000
0.004799129498
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.60000000
N
N
N
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
11000.00000000
NS
99899.54000000
0.026749623624
Long
EC
CORP
HK
N
2
N
N
N
Albertsons Cos Inc
549300YKWOC0AOR16R51
Albertsons Cos Inc
013091103
8603.00000000
NS
USD
151240.74000000
0.040497012014
Long
EC
CORP
US
N
1
N
N
REINSURANCE GROUP OF AMERICA INC
LORM1GNEU1DKEW527V90
REINSURANCE GROUP OF AMERICA
759351604
599.00000000
NS
USD
69424.10000000
0.018589360325
Long
EC
CORP
US
N
1
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QBR8
50000.00000000
PA
USD
50406.83000000
0.013497196589
Long
DBT
CORP
GB
N
2
2021-03-11
Fixed
4.74200000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BQ7
15000.00000000
PA
USD
20592.87000000
0.005514054637
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBP5
15000.00000000
PA
USD
16596.95000000
0.004444086187
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Fannie Mae Connecticut Avenue Securities
30711X3H5
169175.94000000
PA
USD
168748.04000000
0.045184858281
Long
ABS-MBS
CORP
US
N
2
2031-03-25
Floating
2.14800000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
1532.00000000
NS
USD
236065.88000000
0.063210235407
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
12000.00000000
PA
USD
15302.83000000
0.004097565843
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAP9
37000.00000000
PA
USD
39953.35000000
0.010698118079
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.49300000
N
N
N
N
N
N
Texas Roadhouse Inc
5299002Y1CNRPDGXTQ75
Texas Roadhouse Inc
882681109
187.00000000
NS
USD
14615.92000000
0.003913635227
Long
EC
CORP
US
N
1
N
N
N
MIRAE ASSET SECURITIES USA INC.
25490087B4GFZLJZE912
MIRAE ASSET SECURITIES USA INC.
000000000
1094294.00000000
PA
USD
1094294.00000000
0.293013888092
Long
RA
CORP
US
N
2
Repurchase
Y
0.13000000
2021-01-04
684481.69429981
USD
807242.51062633
USD
UST
225491.49931295
USD
209825.18247693
USD
AMBS
99132.27285246
USD
99128.39209525
USD
ADAS
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BT5
50000.00000000
PA
USD
51690.66000000
0.013840961628
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.89400000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAC1
200000.00000000
PA
USD
221712.00000000
0.059366765381
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
Public Service Enterprise Grou
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
3704.00000000
NS
USD
215943.20000000
0.057822081304
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
15000.00000000
PA
USD
15992.39000000
0.004282206037
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57200000
N
N
N
N
N
N
Tsuruha Holdings Inc
N/A
Tsuruha Holdings Inc
000000000
100.00000000
NS
14220.38000000
0.003807723366
Long
EC
CORP
JP
N
2
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FN8
34000.00000000
PA
USD
41903.52000000
0.011220305804
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.00000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EH2
13000.00000000
PA
USD
17137.31000000
0.004588775808
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.30000000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORP
00130H105
6299.00000000
NS
USD
148026.50000000
0.039636350291
Long
EC
CORP
US
N
1
N
N
N
Mediobanca Banca di Credito Fi
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
000000000
1680.00000000
NS
15551.38000000
0.004164118892
Long
EC
CORP
IT
N
2
N
N
N
CANTOR FITZGERALD SECURITIES
549300DWZ3YOKJO5X179
CANTOR FITZGERALD SECURITIES
000000000
2449384.00000000
PA
USD
2449384.00000000
0.655859877941
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2021-01-04
6838193.21822049
USD
2497470.57502617
USD
AMBS
956.89268266
USD
901.10508812
USD
ADAS
N
N
DRB PRIME STUDENT LOAN TRUST
N/A
DRB Prime Student Loan Trust 2015-D
23341KAB1
15307.05000000
PA
USD
15439.26000000
0.004134097054
Long
ABS-O
CORP
US
N
2
2040-01-25
Fixed
3.20000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DB1
45000.00000000
PA
USD
55755.50000000
0.014929384459
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.10000000
N
N
N
N
N
N
Alexandria Real Estate Equitie
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
668.00000000
NS
USD
119050.96000000
0.031877708066
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
1507.00000000
NS
USD
55472.67000000
0.014853652418
Long
EC
CORP
US
N
1
N
N
N
Sohgo Security Services Co Ltd
N/A
Sohgo Security Services Co Ltd
000000000
1200.00000000
NS
62250.21000000
0.016668441997
Long
EC
CORP
JP
N
2
N
N
N
SLM Corp
N/A
SLM Corp
78442P106
2733.00000000
NS
USD
33861.87000000
0.009067031516
Long
EC
CORP
US
N
1
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AS6
10000.00000000
PA
USD
12915.55000000
0.003458335257
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.15000000
N
N
N
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
301.00000000
NS
USD
45688.79000000
0.012233869508
Long
EC
CORP
US
N
1
N
N
N
GEORGIA POWER COMPANY
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334FS5
33000.00000000
PA
USD
36562.48000000
0.009790160983
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.75000000
N
N
N
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
2086.00000000
NS
USD
65229.22000000
0.017466117304
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
20613.00000000
NS
USD
165728.52000000
0.044376335804
Long
EC
CORP
US
N
1
N
N
N
METROPOLITAN EDISON CO
N/A
Metropolitan Edison Co
591894CB4
12000.00000000
PA
USD
13105.64000000
0.003509234750
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
NCR Corp
549300YKTY8JX1DV2R67
NCR Corp
62886E108
997.00000000
NS
USD
37457.29000000
0.010029759991
Long
EC
CORP
US
N
1
N
N
N
Shionogi & Co Ltd
35380049VXDTHZI3DY35
Shionogi & Co Ltd
000000000
300.00000000
NS
16401.46000000
0.004391740761
Long
EC
CORP
JP
N
2
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-1189.96000000
-0.00031862991
N/A
DFE
CORP
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
-304775525.44000000
IDR
20524.99000000
USD
2021-01-08
-1189.96000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TZ28
310.79000000
PA
USD
361.03000000
0.000096671282
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.00000000
N
N
N
N
N
N
Intertek Group PLC
2138003GAT25WW1RN369
Intertek Group PLC
000000000
902.00000000
NS
69670.84000000
0.018655428719
Long
EC
CORP
GB
N
2
N
N
N
Rakuten Inc
529900IMXUCQKUL1H943
Rakuten Inc
000000000
5700.00000000
NS
54850.15000000
0.014686963205
Long
EC
CORP
JP
N
2
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
000000000
200.00000000
NS
28907.09000000
0.007740313694
Long
EC
CORP
JP
N
2
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
90.00000000
NS
USD
64276.20000000
0.017210931681
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2013-GC17
17321RAL0
100000.00000000
PA
USD
101639.26000000
0.027215460155
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
5.10920900
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
30000.00000000
PA
USD
34217.38000000
0.009162224734
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
27000.00000000
PA
USD
28462.71000000
0.007621324180
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A1KE4
407557.60000000
PA
USD
487580.88000000
0.130557208034
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
4.50000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
2342.00000000
NS
USD
1652679.14000000
0.442530015316
Long
EC
CORP
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAG0
22000.00000000
PA
USD
22441.63000000
0.006009088290
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.30000000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
3207.00000000
NS
USD
274230.57000000
0.073429412524
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAF8
175000.00000000
PA
USD
225377.51000000
0.060348261521
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.20000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
158000.00000000
PA
USD
159798.46000000
0.042788471905
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31397NUJ2
239049.00000000
PA
USD
269482.73000000
0.072158106040
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
4.50000000
N
N
N
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
000000000
3309.00000000
NS
86097.75000000
0.023053984106
Long
EC
CORP
SE
N
2
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
6500.00000000
NS
132516.58000000
0.035483332945
Long
EC
CORP
JP
N
2
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
000000000
121165.00000000
NS
199012.43000000
0.053288609727
Long
EC
CORP
GB
N
2
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
1427.00000000
NS
USD
317550.31000000
0.085028932807
Long
EC
CORP
US
N
1
N
N
N
Toyo Suisan Kaisha Ltd
N/A
Toyo Suisan Kaisha Ltd
892306101
1000.00000000
NS
48666.99000000
0.013031327926
Long
EC
CORP
JP
N
2
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AQ0
39000.00000000
PA
USD
38661.12000000
0.010352103812
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.90000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AH6
40000.00000000
PA
USD
58351.94000000
0.015624620821
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.87500000
N
N
N
N
N
N
TeamViewer AG
3912000FZ0R0KEK9JS42
TeamViewer AG
000000000
772.00000000
NS
41469.59000000
0.011104114436
Long
EC
CORP
DE
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBR6
81000.00000000
PA
USD
86046.92000000
0.023040373599
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.18200000
N
N
N
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174700
2034.00000000
NS
USD
114554.88000000
0.030673814156
Long
EC
CORP
PR
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FV94
62096.00000000
PA
USD
69197.04000000
0.018528561551
Long
ABS-MBS
USGA
US
N
2
2041-08-20
Fixed
4.50000000
N
N
N
N
N
N
NESTLE SA
KY37LUS27QQX7BB93L28
NESTLE SA-REG
000000000
4290.00000000
NS
507126.53000000
0.135790853564
Long
EC
CORP
CH
N
2
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
83192PAA6
28000.00000000
PA
USD
28532.36000000
0.007639974028
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.03200000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
30037DAA3
18000.00000000
PA
USD
19083.60000000
0.005109924604
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABQ7
21000.00000000
PA
USD
22329.62000000
0.005979095906
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2020-2 Ltd
53948KAA7
93633.71000000
PA
USD
97342.13000000
0.026064838139
Long
ABS-O
CORP
US
N
2
2047-07-20
Fixed
2.75000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP
88033G407
865.00000000
NS
USD
34539.45000000
0.009248463883
Long
EC
CORP
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
932.00000000
NS
USD
51726.00000000
0.013850424452
Long
EC
CORP
US
N
1
N
N
N
EMCOR GROUP INC
529900X0SQJB2J7YDU43
EMCOR GROUP INC
29084Q100
2218.00000000
NS
USD
202858.28000000
0.054318394649
Long
EC
CORP
US
N
1
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol Issuer LLC
86745NAA6
98408.83000000
PA
USD
104535.39000000
0.027990943080
Long
ABS-O
CORP
US
N
2
2055-02-01
Fixed
3.35000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-CR28 Mortgage Trust
12593YBH5
1494744.30000000
PA
USD
39223.14000000
0.010502593228
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
0.69423100
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
3976.00000000
NS
USD
1394303.68000000
0.373346050018
Long
EC
CORP
US
N
1
N
N
N
MKS INSTRUMENTS INC
549300KEQATBHAGVF505
MKS INSTRUMENTS INC
55306N104
439.00000000
NS
USD
66047.55000000
0.017685237627
Long
EC
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
36000.00000000
PA
USD
39882.63000000
0.010679181722
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
000000000
45264.00000000
NS
90804.01000000
0.024314156912
Long
EC
CORP
GB
N
2
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162100
982.00000000
NS
USD
225781.44000000
0.060456419932
Long
EC
CORP
US
N
1
N
N
N
Novocure Ltd
213800YPP55UMHWA4826
Novocure Ltd
000000000
340.00000000
NS
USD
58833.60000000
0.015753592623
Long
EC
CORP
JE
N
1
N
N
N
Hanover Insurance Group Inc/Th
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867105
2600.00000000
NS
USD
303992.00000000
0.081398488769
Long
EC
CORP
US
N
1
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
000000000
10400.00000000
NS
15828.44000000
0.004238305927
Long
EC
CORP
SG
N
2
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
12000.00000000
PA
USD
15356.49000000
0.004111934125
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BG9
30000.00000000
PA
USD
30305.70000000
0.008114812827
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
1.65000000
N
N
N
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498101
2072.00000000
NS
USD
46889.36000000
0.012555340414
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
10000.00000000
PA
USD
10692.05000000
0.002862959261
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DB2
2000.00000000
PA
USD
2158.30000000
0.000577917702
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2012-C8
92936YAK7
1521483.14000000
PA
USD
28768.66000000
0.007703246953
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Variable
1.78839300
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC
858119100
1365.00000000
NS
USD
50327.55000000
0.013475968161
Long
EC
CORP
US
N
1
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-1192.73000000
-0.00031937162
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
-304775525.44000000
IDR
20522.22000000
USD
2021-01-08
-1192.73000000
N
N
N
Skandinaviska Enskilda Banken
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
000000000
6192.00000000
NS
63762.05000000
0.017073260187
Long
EC
CORP
SE
N
2
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
22453.00000000
NS
USD
677631.54000000
0.181446167327
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
4390.00000000
NS
USD
480661.10000000
0.128704331528
Long
EC
CORP
US
N
1
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
2000.00000000
NS
57520.24000000
0.015401920476
Long
EC
CORP
JP
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
27000.00000000
PA
USD
37299.96000000
0.009987632487
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol II Issuer LLC
86745PAA1
200000.00000000
PA
USD
201633.40000000
0.053990414370
Long
ABS-O
CORP
US
N
2
2055-11-01
Fixed
2.73000000
N
N
N
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
1600.00000000
NS
221591.71000000
0.059334555901
Long
EC
CORP
JP
N
2
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
3394.00000000
NS
USD
203741.82000000
0.054554975943
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Trust
N/A
Invitation Homes 2017-SFR2 Trust
46187BAA1
170916.67000000
PA
USD
171024.96000000
0.045794538296
Long
ABS-O
CORP
US
N
2
2036-12-17
Floating
1.00300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
103000.00000000
PA
USD
119553.29000000
0.032012214575
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18300000
N
N
N
N
N
N
CURTISS-WRIGHT CORP
TEL51ETZWP7D0ZM4X325
CURTISS-WRIGHT CORP
231561101
252.00000000
NS
USD
29320.20000000
0.007850930190
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
2237.00000000
NS
USD
112409.25000000
0.030099289039
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBV7
56000.00000000
PA
USD
57649.15000000
0.015436438093
Long
DBT
CORP
US
N
2
2041-11-19
Fixed
2.52500000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236101
399.00000000
NS
USD
18916.59000000
0.005065205132
Long
EC
CORP
US
N
1
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBM1
18000.00000000
PA
USD
18073.97000000
0.004839580791
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.74900000
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL
817565104
5316.00000000
NS
USD
261015.60000000
0.069890903001
Long
EC
CORP
US
N
1
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAA1
18000.00000000
PA
USD
18713.47000000
0.005010816658
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
71000.00000000
PA
USD
89238.94000000
0.023895085579
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
1125.00000000
NS
USD
461553.75000000
0.123588047500
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-C5
17291DAU7
1468293.46000000
PA
USD
63256.73000000
0.016937953059
Long
ABS-MBS
CORP
US
N
2
2051-06-10
Variable
0.59452700
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCE9
40000.00000000
PA
USD
50446.54000000
0.013507829546
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398FXL0
368744.72000000
PA
USD
397191.42000000
0.106354053198
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Fixed
4.00000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
260000.00000000
PA
USD
296858.78000000
0.079488460452
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
43000.00000000
PA
USD
46120.30000000
0.012349412884
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FBB0
1117169.88000000
PA
USD
78068.05000000
0.020903909613
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.05856800
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
7131.00000000
NS
USD
391705.83000000
0.104885202913
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308GZ4
17000.00000000
PA
USD
18432.84000000
0.004935673701
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBE8
12000.00000000
PA
USD
12686.84000000
0.003397094671
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.12500000
N
N
N
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
62.00000000
NS
USD
8487.18000000
0.002272571731
Long
EC
CORP
US
N
1
N
N
N
Yelp Inc
5299007OU2DOSXPQBO35
Yelp Inc
985817105
7318.00000000
NS
USD
239079.06000000
0.064017060252
Long
EC
CORP
US
N
1
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAB9
11000.00000000
PA
USD
11178.24000000
0.002993144040
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
8403.00000000
NS
237058.42000000
0.063476003111
Long
EC
CORP
NL
N
2
N
N
N
Anaplan Inc
N/A
Anaplan Inc
03272L108
2320.00000000
NS
USD
166692.00000000
0.044634322251
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
31395PBA9
46870.05400000
PA
USD
53588.73000000
0.014349198785
Long
ABS-MBS
USGSE
US
N
2
2035-02-15
Fixed
5.00000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
1324.00000000
NS
USD
98333.48000000
0.026330287202
Long
EC
CORP
US
N
1
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
Deutsche Boerse AG
000000000
693.00000000
NS
117998.01000000
0.031595764664
Long
EC
CORP
DE
N
2
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBN1
15000.00000000
PA
USD
16136.49000000
0.004320791007
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
CRANE CO
549300X1RO9ID7AUCA83
CRANE CO
224399105
3999.00000000
NS
USD
310562.34000000
0.083157797391
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCW4
18000.00000000
PA
USD
19744.04000000
0.005286767474
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.20000000
N
N
N
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147K108
859.00000000
NS
USD
16844.99000000
0.004510502675
Long
EC
CORP
US
N
1
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233W109
1232.00000000
NS
USD
30307.20000000
0.008115214475
Long
EC
CORP
US
N
1
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAL7
13000.00000000
PA
USD
14055.00000000
0.003763440352
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.80000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust 2020-PJ2
36262DAD0
70566.35000000
PA
USD
72074.07000000
0.019298930160
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Variable
3.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
15000.00000000
PA
USD
16279.95000000
0.004359204608
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
8747.00000000
NS
USD
410671.65000000
0.109963590128
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
3948.00000000
NS
USD
141930.60000000
0.038004080206
Long
EC
CORP
US
N
1
N
N
N
2021-02-18
Voya BALANCED PORTFOLIO INC
Tin Bui
Tin Bui
Vice President