0001752724-22-183821.txt : 20220819
0001752724-22-183821.hdr.sgml : 20220819
20220819141937
ACCESSION NUMBER: 0001752724-22-183821
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220819
DATE AS OF CHANGE: 20220819
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Voya BALANCED PORTFOLIO INC
CENTRAL INDEX KEY: 0000846799
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05773
FILM NUMBER: 221180212
BUSINESS ADDRESS:
STREET 1: 7337 E. DOUBLETREE RANCH ROAD
STREET 2: STE 100
CITY: SCOTTSDALE
STATE: AZ
ZIP: 85258
BUSINESS PHONE: 480-477-3000
MAIL ADDRESS:
STREET 1: 7337 E. DOUBLETREE RANCH ROAD
STREET 2: STE 100
CITY: SCOTTSDALE
STATE: AZ
ZIP: 85258-2034
FORMER COMPANY:
FORMER CONFORMED NAME: ING BALANCED PORTFOLIO INC
DATE OF NAME CHANGE: 20090508
FORMER COMPANY:
FORMER CONFORMED NAME: ING VP BALANCED PORTFOLIO INC
DATE OF NAME CHANGE: 20020501
FORMER COMPANY:
FORMER CONFORMED NAME: AETNA INVESTMENT ADVISERS FUND INC
DATE OF NAME CHANGE: 20020322
0000846799
S000008663
Voya Balanced Portfolio
C000028776
Class I
IBPIX
C000028777
Class S
IBPSX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000846799
XXXXXXXX
S000008663
C000028776
C000028777
Voya BALANCED PORTFOLIO INC
811-05773
0000846799
549300SR3YSJO26U8B04
7337 East Doubletree Ranch Road
Suite 100
Scottsdale
85258
1-800-992-0180
VOYA BALANCED PORTFOLIO
S000008663
PX3K2LVY4N2W4J8E8Q69
2022-12-31
2022-06-30
N
395893457.62
89014124.21
306879333.41
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
584403.06000000
9557014.72000000
0.00000000
2504534.74000000
USD
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BAPB2
563630.36000000
PA
USD
564446.38000000
0.183931049943
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397SMB7
122621.12000000
PA
USD
126448.00000000
0.041204469064
Long
ABS-MBS
USGSE
US
N
2
2041-04-25
Fixed
5.00000000
N
N
N
N
N
N
Persimmon PLC
213800XI72Y57UWN6F31
Persimmon PLC
000000000
4787.00000000
NS
108913.35000000
0.035490610850
Long
EC
CORP
GB
N
2
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2012-C8
92936YAK7
185918.86000000
PA
USD
6.14000000
0.000002000786
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Variable
1.49083900
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
44000.00000000
PA
USD
37059.88000000
0.012076368776
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
Hitachi Metals Ltd
N/A
Hitachi Metals Ltd
000000000
1700.00000000
NS
25734.89000000
0.008385996448
Long
EC
CORP
JP
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
45000.00000000
PA
USD
46303.95000000
0.015088650475
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
1679.00000000
NS
USD
41437.72000000
0.013502936004
Long
EC
CORP
US
N
1
N
N
N
LB-UBS Commercial Mortgage Tru
N/A
LB-UBS Commercial Mortgage Trust 2006-C7
50180CAU4
72103.76000000
PA
USD
0.11000000
0.000000035844
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
0.63735000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAJ2
18000.00000000
PA
USD
17001.65000000
0.005540174312
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.40000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
57000.00000000
PA
USD
53560.40000000
0.017453244376
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
610.00000000
NS
27706.55000000
0.009028483505
Long
EC
CORP
GB
N
2
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AY1
27000.00000000
PA
USD
26923.95000000
0.008773464703
Long
DBT
CORP
US
N
2
2027-05-23
Fixed
4.30000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHU6
40000.00000000
PA
USD
35244.04000000
0.011484657376
Long
DBT
CORP
US
N
2
2040-04-23
Fixed
4.07800000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-CLASS A
20030N101
20018.00000000
NS
USD
785506.32000000
0.255965858395
Long
EC
CORP
US
N
1
N
N
N
Sage Therapeutics Inc
5493000JX4BJS9W6CN35
Sage Therapeutics Inc
78667J108
2798.00000000
NS
USD
90375.40000000
0.029449816315
Long
EC
CORP
US
N
1
N
N
N
LIBERTY STREET FDG LLC
N/A
LIBERTY STREET FDG LLC
000000000
2056000.00000000
PA
USD
2055911.53000000
0.669941343770
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.55000000
N
N
N
N
N
Seagen Inc
N/A
Seagen Inc
81181C104
571.00000000
NS
USD
101032.74000000
0.032922627560
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
000000000
4893.00000000
NS
56589.52000000
0.018440316384
Long
EC
CORP
GB
N
2
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
11709.00000000
NS
USD
338038.83000000
0.110153664061
Long
EC
CORP
US
N
1
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AT1
20000.00000000
PA
USD
14703.77000000
0.004791384886
Long
DBT
CORP
US
N
2
2051-11-30
Fixed
3.10000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAZ3
30000.00000000
PA
USD
26125.56000000
0.008513300556
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.57300000
N
N
N
N
N
N
Avis Budget Group Inc
529900E95812SYWMCE44
Avis Budget Group Inc
053774105
255.00000000
NS
USD
37505.40000000
0.012221546359
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193BMR4
43637.69000000
PA
USD
44177.32000000
0.014395664741
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
4.00000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
3308.00000000
NS
USD
359414.20000000
0.117119063055
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AHX27
44775.37000000
PA
USD
46904.55000000
0.015284362579
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.00000000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
Chart Industries Inc
16115Q308
66.00000000
NS
USD
11047.08000000
0.003599812303
Long
EC
CORP
US
N
1
N
N
N
Yamato Holdings Co Ltd
N/A
Yamato Holdings Co Ltd
000000000
4300.00000000
NS
68813.60000000
0.022423667060
Long
EC
CORP
JP
N
2
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485205
439.00000000
NS
USD
20453.01000000
0.006664837860
Long
EC
CORP
US
N
1
N
N
N
F5 Inc
54930015FPK9KT966303
F5 Inc
315616102
1490.00000000
NS
USD
228029.60000000
0.074305948682
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
7094.00000000
NS
USD
478774.06000000
0.156013783880
Long
EC
CORP
US
N
1
N
N
N
National Storage Affiliates Tr
N/A
National Storage Affiliates Trust
637870106
949.00000000
NS
USD
47516.43000000
0.015483750395
Long
EC
CORP
US
N
1
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AV5
39000.00000000
PA
USD
38318.85000000
0.012486617972
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.50000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
20122.00000000
NS
USD
2137157.62000000
0.696416274192
Long
EC
CORP
US
N
1
N
N
N
Mirvac Group
N/A
Mirvac Group
000000000
8510.00000000
NS
11632.26000000
0.003790499630
Long
EC
CORP
AU
N
2
N
N
N
New Residential Investment Cor
549300WNTHGEO5LP2G31
New Residential Investment Corp
64828T201
12187.00000000
NS
USD
113582.84000000
0.037012215432
Long
EC
CORP
US
N
1
N
N
N
Inari Medical Inc
N/A
Inari Medical Inc
45332Y109
317.00000000
NS
USD
21552.83000000
0.007023226282
Long
EC
CORP
US
N
1
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAK6
152000.00000000
PA
USD
118902.02000000
0.038745528634
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
27000.00000000
PA
USD
24554.12000000
0.008001229580
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
656.00000000
NS
28264.54000000
0.009210310673
Long
EC
CORP
IT
N
2
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AZ8
19000.00000000
PA
USD
17704.23000000
0.005769117719
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
10040.00000000
NS
USD
399993.60000000
0.130342306063
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
532.00000000
NS
USD
126445.76000000
0.041203739135
Long
EC
CORP
US
N
1
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BJ8
11000.00000000
PA
USD
7685.87000000
0.002504525122
Long
DBT
CORP
US
N
2
2055-08-18
Fixed
2.75000000
N
N
N
N
N
N
FAIR ISAAC CORP
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORP
303250104
40.00000000
NS
USD
16036.00000000
0.005225506658
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBP4
21000.00000000
PA
USD
18936.28000000
0.006170594738
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.20000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP
91529Y106
5581.00000000
NS
USD
189865.62000000
0.061869796799
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AJ1
964570.06000000
PA
USD
46357.96000000
0.015106250227
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
1.10265500
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QNH7
92401.07000000
PA
USD
93749.59000000
0.030549333172
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Fixed
5.00000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
7373.00000000
NS
USD
436923.98000000
0.142376475843
Long
EC
CORP
US
N
1
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637H109
1130.00000000
NS
USD
49720.00000000
0.016201807872
Long
EC
CORP
US
N
1
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
850.00000000
NS
USD
94911.00000000
0.030927791371
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
69000.00000000
PA
USD
66374.46000000
0.021628846511
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
DOMINION RES 110106 5.31%
N/A
DOMINION RES I 07/25/2022
000000000
750000.00000000
PA
USD
748954.69000000
0.244055108461
Long
DBT
CORP
US
N
2
2022-07-25
None
0.00000000
N
N
N
N
N
N
Accenture PLC
N/A
Accenture PLC
000000000
2323.00000000
NS
USD
644980.95000000
0.210174123761
Long
EC
CORP
IE
N
1
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
16479.00000000
NS
USD
345894.21000000
0.112713425878
Long
EC
CORP
US
N
1
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BR5
40000.00000000
PA
USD
35620.15000000
0.011607216948
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.30000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
105000.00000000
PA
USD
87749.82000000
0.028594242246
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0WK8
45418.42000000
PA
USD
43804.23000000
0.014274089269
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Fixed
3.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBW9
123000.00000000
PA
USD
107071.36000000
0.034890378185
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NAC2
400000.00000000
PA
USD
295587.00000000
0.096320269180
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAN7
2053512.79000000
PA
USD
88589.98000000
0.028868017606
Long
ABS-MBS
CORP
US
N
2
2052-09-01
Variable
0.93168900
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBE8
3630943.30000000
PA
USD
172462.91000000
0.056198932682
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Variable
0.98712500
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNEN8
979438.06000000
PA
USD
854203.00000000
0.278351425789
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA GROUP LTD
000000000
4600.00000000
NS
50262.22000000
0.016378496212
Long
EC
CORP
HK
N
2
N
N
N
Lazard Ltd
254900RIBCDJSUFG1A11
Lazard Ltd
000000000
186.00000000
NS
USD
6028.26000000
0.001964374704
Long
EC
CORP
US
N
1
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
144000.00000000
PA
USD
140568.75000000
0.045805870482
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2018-2
03066LAG3
100000.00000000
PA
USD
100177.62000000
0.032643977320
Long
ABS-O
CORP
US
N
2
2024-07-18
Fixed
4.01000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AC1
300000.00000000
PA
USD
233163.53000000
0.075978896137
Long
ABS-MBS
CORP
US
N
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-2
59980AAC1
200000.00000000
PA
USD
193169.02000000
0.062946245957
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.25000000
N
N
N
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys Inc
74758T303
2379.00000000
NS
USD
300087.06000000
0.097786663137
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
2699.00000000
NS
USD
404930.97000000
0.131951202285
Long
EC
CORP
US
N
1
N
N
N
CommVault Systems Inc
65T5VRP62VXG39YFML83
CommVault Systems Inc
204166102
820.00000000
NS
USD
51578.00000000
0.016807257571
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
20000.00000000
PA
USD
15018.10000000
0.004893812767
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG Industries Inc
693506BU0
32000.00000000
PA
USD
28785.98000000
0.009380227622
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
nVent Electric PLC
N/A
nVent Electric PLC
000000000
2063.00000000
NS
USD
64633.79000000
0.021061630081
Long
EC
CORP
GB
N
1
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QAX1
20000.00000000
PA
USD
20733.07000000
0.006756098486
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
5.95000000
N
N
N
N
N
N
Aspen Technology Inc
N/A
Aspen Technology Inc
29109X106
107.00000000
NS
USD
19653.76000000
0.006404393473
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
120000.00000000
PA
USD
120374.52000000
0.039225358926
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
404.00000000
NS
36958.35000000
0.012043284110
Long
EC
CORP
SE
N
2
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AD2
30000.00000000
PA
USD
30115.52000000
0.009813472828
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.45000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
8098.00000000
NS
USD
508473.42000000
0.165691646403
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAP9
6000.00000000
PA
USD
5036.48000000
0.001641192303
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
3.75000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
195000.00000000
PA
USD
138523.91000000
0.045139536918
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
2100.00000000
NS
58985.54000000
0.019221085807
Long
EC
CORP
JP
N
2
N
N
N
American Money Management Corp
549300I1YCI83LUUYL82
AMMC CLO 16 Ltd
00176JAX4
250000.00000000
PA
USD
241124.25000000
0.078572984150
Long
ABS-CBDO
CORP
KY
N
2
2029-04-14
Floating
2.98843000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
250.00000000
NS
USD
68152.50000000
0.022208240366
Long
EC
CORP
CA
N
1
N
N
N
INDUSTRIAL AND COMMERCIAL BANK OF CHINA FINANCIAL SERVICES LLC
5493003O0P1GJ0O8CI80
IND & COM BK CHINA FIN SVCS LLC
000000000
3299028.00000000
PA
USD
3299028.00000000
1.075024493615
Long
RA
CORP
US
N
2
Repurchase
Y
1.50000000
2022-07-01
5139299.71662720
USD
5144074.39635464
USD
UST
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CL1
20000.00000000
PA
USD
17926.95000000
0.005841693476
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.91500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAA0
36593.78000000
PA
USD
34592.30000000
0.011272280741
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
Carlyle Global Market Strategi
549300VC6J79YJCFU884
Carlyle US Clo 2017-2 Ltd
14315JAS8
250000.00000000
PA
USD
239586.25000000
0.078071809964
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
2.46271000
N
N
N
N
N
N
Venture Corp Ltd
254900B1NLZC3J1MAE72
Venture Corp Ltd
000000000
11300.00000000
NS
135356.96000000
0.044107551491
Long
EC
CORP
SG
N
2
N
N
N
Assa Abloy AB
549300YECS8HKCIMMB67
Assa Abloy AB
000000000
704.00000000
NS
15023.39000000
0.004895536572
Long
EC
CORP
SE
N
2
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0RL5
118816.31000000
PA
USD
118730.66000000
0.038689689097
Long
ABS-MBS
CORP
US
N
2
2030-04-25
Floating
3.97357000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160BV5
20000.00000000
PA
USD
18458.01000000
0.006014745207
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
3.70000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAK7
42000.00000000
PA
USD
35960.62000000
0.011718162836
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAV7
139000.00000000
PA
USD
121460.69000000
0.039579299345
Long
DBT
CORP
US
N
2
2034-07-08
Fixed
4.30000000
N
N
N
N
N
N
ALLETE Inc
549300NNLSIMY6Z8OT86
ALLETE Inc
018522300
119.00000000
NS
USD
6994.82000000
0.002279338892
Long
EC
CORP
US
N
1
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2022-1
69546MAA5
93617.23000000
PA
USD
90447.04000000
0.029473160996
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
2.03000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCN3
37000.00000000
PA
USD
32776.31000000
0.010680520462
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.27300000
N
N
N
N
N
N
Tetra Tech Inc
549300UJ1LP7JGJC5P32
Tetra Tech Inc
88162G103
93.00000000
NS
USD
12699.15000000
0.004138157450
Long
EC
CORP
US
N
1
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AF7
6000.00000000
PA
USD
5858.14000000
0.001908939235
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.30000000
N
N
N
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
10500.00000000
NS
71232.01000000
0.023211732510
Long
EC
CORP
HK
N
2
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BN9
21000.00000000
PA
USD
18045.61000000
0.005880360140
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
744.00000000
NS
USD
79444.32000000
0.025887803886
Long
EC
CORP
US
N
1
N
N
N
Synaptics Inc
549300AJ3LI4FWNRQX29
Synaptics Inc
87157D109
348.00000000
NS
USD
41081.40000000
0.013386825220
Long
EC
CORP
US
N
1
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-65CB
12668AZ40
39701.53000000
PA
USD
31492.89000000
0.010262303964
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCQ5
9000.00000000
PA
USD
8636.86000000
0.002814415654
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
38000.00000000
PA
USD
34580.00000000
0.011268272651
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
51000.00000000
PA
USD
34236.00000000
0.011156176474
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEWE5
23959.76000000
PA
USD
23508.62000000
0.007660541926
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QPD27
19422.28000000
PA
USD
18495.03000000
0.006026808581
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAD5
39000.00000000
PA
USD
40232.35000000
0.013110152955
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.45000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2E1
45000.00000000
PA
USD
44539.24000000
0.014513600347
Long
DBT
CORP
CA
N
2
2032-06-08
Fixed
4.45600000
N
N
N
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
12391.00000000
NS
147920.95000000
0.048201665572
Long
EC
CORP
GB
N
2
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
3605.00000000
NS
USD
334183.50000000
0.108897362454
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307M4H6
7921.92000000
PA
USD
7779.98000000
0.002535191898
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
GameStop Corp
549300505KLOET039L77
GameStop Corp
36467W109
228.00000000
NS
USD
27884.40000000
0.009086437881
Long
EC
CORP
US
N
1
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713AZ9
6000.00000000
PA
USD
5570.11000000
0.001815081497
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.15000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KK6
25000.00000000
PA
USD
24155.01000000
0.007871175204
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
5000.00000000
NS
116935.04000000
0.038104566606
Long
EC
CORP
JP
N
2
N
N
N
TIS Inc
35380064HYEZXBQHDF07
TIS Inc
000000000
1700.00000000
NS
44728.23000000
0.014575184813
Long
EC
CORP
JP
N
2
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
1987.00000000
NS
USD
506029.29000000
0.164895199809
Long
EC
CORP
US
N
1
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
386.00000000
NS
USD
40302.26000000
0.013132933896
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
12000.00000000
PA
USD
8358.31000000
0.002723647078
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AT3
7000.00000000
PA
USD
5133.39000000
0.001672771490
Long
DBT
CORP
AU
N
2
2051-11-02
Fixed
2.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
32000.00000000
PA
USD
31747.06000000
0.010345128049
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDR2
80000.00000000
PA
USD
78659.97000000
0.025632214827
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical Inc
82489T104
546.00000000
NS
USD
104378.82000000
0.034012984465
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
69000.00000000
PA
USD
60361.64000000
0.019669503100
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-13T1
12668BZK2
15460.62000000
PA
USD
8534.15000000
0.002780946473
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAD5
55000.00000000
PA
USD
51686.38000000
0.016842574384
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BQ7
15000.00000000
PA
USD
13550.92000000
0.004415716056
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
8.78000000
0.000002861059
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-606.53000000
ILS
182.67000000
USD
2022-07-29
8.78000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Z5
57000.00000000
PA
USD
52843.51000000
0.017219637898
Long
DBT
CORP
US
N
2
2053-04-25
Fixed
4.61100000
N
N
N
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EMGMKT
000000000
-61.00000000
NC
USD
11743.42000000
0.003826722337
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EMERGING MARKETS INDEX
2022-09-16
-3069978.42000000
USD
11743.42000000
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
100.00000000
NS
11241.10000000
0.003663035850
Long
EC
CORP
JP
N
2
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AC9
97000.00000000
PA
USD
87447.56000000
0.028495747507
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.60000000
N
N
N
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
2157.00000000
NS
USD
38631.87000000
0.012588618976
Long
EC
CORP
US
N
1
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBJ9
75000.00000000
PA
USD
72682.12000000
0.023684266774
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K9EE5
575347.71000000
PA
USD
537571.54000000
0.175173588272
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
66000.00000000
PA
USD
46845.72000000
0.015265192178
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
644.00000000
NS
USD
318097.36000000
0.103655517126
Long
EC
CORP
US
N
1
N
N
N
Warner Bros Discovery Inc
5493006ZCRFWKF6B1K26
Warner Bros Discovery Inc
934423104
11828.00000000
NS
USD
158731.76000000
0.051724486701
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
374.00000000
NS
USD
36913.80000000
0.012028767004
Long
EC
CORP
US
N
1
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CD1
12000.00000000
PA
USD
10566.19000000
0.003443109017
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233W109
733.00000000
NS
USD
20245.46000000
0.006597205414
Long
EC
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
1432.00000000
NS
USD
246146.48000000
0.080209532934
Long
EC
CORP
US
N
1
N
N
N
American Eagle Outfitters Inc
5299001Z9HXK01DHW793
American Eagle Outfitters Inc
02553E106
497.00000000
NS
USD
5556.46000000
0.001810633495
Long
EC
CORP
US
N
1
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
195500.00000000
PA
USD
177572.77000000
0.057864036664
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
963.00000000
NS
USD
82557.99000000
0.026902427440
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEUR8
17368.43000000
PA
USD
17041.44000000
0.005553140320
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
USD CALL VERSUS AUD PUT
000000000
2683000.00000000
NC
USD
11494.96000000
0.003745758918
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
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
AUD
2022-08-18
1.00000000
USD
0.65000000
USD
2022-08-18
XXXX
-7602.63000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP IRS USD
000000000
-206000.00000000
NC
USD
-207.39000000
-0.00006758030
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2032-07-14
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
3.07000000
USD
2022-07-12
XXXX
1981.35000000
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
000000000
305.00000000
NS
13173.78000000
0.004292820847
Long
EC
CORP
GB
N
2
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
204.00000000
NS
35182.01000000
0.011464444219
Long
EC
CORP
FR
N
2
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797103
150.00000000
NS
USD
41221.50000000
0.013432478343
Long
EC
CORP
US
N
1
N
N
N
Symrise AG
529900D82I6R9601CF26
Symrise AG
000000000
354.00000000
NS
38609.27000000
0.012581254518
Long
EC
CORP
DE
N
2
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
1528.00000000
NS
USD
210100.00000000
0.068463391674
Long
EC
CORP
US
N
1
N
N
N
VISA INC-CLASS A SHARES
549300JZ4OKEHW3DPJ59
VISA INC
92826C839
3915.00000000
NS
USD
770824.35000000
0.251181577278
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
000000000
7076.00000000
NS
140736.99000000
0.045860693333
Long
EC
CORP
DE
N
2
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
20000.00000000
PA
USD
19528.87000000
0.006363696695
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAB8
39000.00000000
PA
USD
32839.04000000
0.010700961721
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.30000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
43000.00000000
PA
USD
39960.85000000
0.013021681700
Long
DBT
CORP
US
N
2
2043-04-30
Fixed
4.75000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BR2
8000.00000000
PA
USD
6485.04000000
0.002113221482
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.15000000
N
N
N
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
WiseTech Global Ltd
000000000
1380.00000000
NS
36186.71000000
0.011791836745
Long
EC
CORP
AU
N
2
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
641.00000000
NS
USD
77977.65000000
0.025409873364
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
2132.00000000
NS
USD
276797.56000000
0.090197523868
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1EY6
419227.50000000
PA
USD
424137.45000000
0.138209844660
Long
ABS-MBS
USGSE
US
N
2
2047-12-25
Fixed
4.00000000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAH9
30000.00000000
PA
USD
25660.33000000
0.008361700253
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
JPY CALL VERSUS USD PUT
000000000
210000.00000000
NC
USD
4784.79000000
0.001559176353
N/A
DFE
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
Put
Purchased
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
JPY CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
FR
US
N/A
JPY
N/A
USD
2025-02-27
1.00000000
USD
107.50000000
USD
2025-02-27
XXXX
-5631.21000000
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
200000.00000000
PA
USD
185077.00000000
0.060309372398
Long
DBT
CORP
CL
N
2
2026-08-05
Fixed
3.75000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938C108
1996.00000000
NS
USD
27924.04000000
0.009099355010
Long
EC
CORP
US
N
1
N
N
N
Calix Inc
5299002RQRZ4SXSCSJ58
Calix Inc
13100M509
755.00000000
NS
USD
25775.70000000
0.008399294834
Long
EC
CORP
US
N
1
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
8707.00000000
NS
USD
473486.66000000
0.154290826540
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
20983.00000000
NS
158409.03000000
0.051619321587
Long
EC
CORP
GB
N
2
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
180000.00000000
PA
USD
159374.29000000
0.051933862156
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
MISUMI Group Inc
353800SJWGE5BEK2V032
MISUMI Group Inc
000000000
600.00000000
NS
12671.69000000
0.004129209308
Long
EC
CORP
JP
N
2
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAC6
23000.00000000
PA
USD
23112.87000000
0.007531582444
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
6.25000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust
92926UAA9
105476.87000000
PA
USD
99098.57000000
0.032292357031
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.19625000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEN7
2000.00000000
PA
USD
1973.20000000
0.000642988883
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.75000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd
27830KAU8
250000.00000000
PA
USD
241131.25000000
0.078575265176
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
2.31271000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBM1
17000.00000000
PA
USD
13930.63000000
0.004539448728
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.74900000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NY7
31000.00000000
PA
USD
27030.20000000
0.008808087432
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC (NEW YORK)
000000000
1830000.00000000
PA
USD
1830000.00000000
0.596325591451
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.59000000
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
225000.00000000
PA
USD
147985.88000000
0.048222823725
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CG6
55000.00000000
PA
USD
48549.61000000
0.015820423441
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.37500000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
Deutsche Post AG
000000000
5664.00000000
NS
213851.77000000
0.069685947119
Long
EC
CORP
DE
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
248000.00000000
PA
USD
220872.42000000
0.071973703001
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova PLC
000000000
342.00000000
NS
USD
21364.74000000
0.006961935091
Long
EC
CORP
GB
N
1
N
N
N
ORIX CORP
35380016EMHNBOVYE123
ORIX Corp
686330AK7
150000.00000000
PA
USD
147720.17000000
0.048136239204
Long
DBT
CORP
JP
N
2
2024-12-04
Fixed
3.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
35000.00000000
PA
USD
34786.40000000
0.011335530357
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAK0
81000.00000000
PA
USD
62754.86000000
0.020449360112
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KPN3
600000.00000000
PA
USD
498712.68000000
0.162511002112
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
4.67566000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CES6
302600.00000000
PA
USD
296689.84000000
0.096679641702
Long
DBT
UST
US
N
2
2029-05-31
Fixed
2.75000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAN1
40000.00000000
PA
USD
35621.32000000
0.011607598206
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396HWV7
99766.51000000
PA
USD
104892.42000000
0.034180346664
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Fixed
5.50000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-C Trust
78490DAB0
39916.64000000
PA
USD
39344.88000000
0.012820961112
Long
ABS-O
CORP
US
N
2
2048-01-25
Fixed
3.59000000
N
N
N
N
N
N
LAMAR ADVERTISING CO
529900Y8WW4MKVPTB543
LAMAR ADVERTISING CO-A
512816109
1633.00000000
NS
USD
143655.01000000
0.046811562187
Long
EC
CORP
US
N
1
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
406.00000000
NS
10888.19000000
0.003548036252
Long
EC
CORP
CH
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374UNM9
31727.16000000
PA
USD
32723.46000000
0.010663298709
Long
ABS-MBS
USGA
US
N
2
2039-05-20
Fixed
4.75000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VJ2
34000.00000000
PA
USD
31610.14000000
0.010300511164
Long
DBT
CORP
CA
N
2
N/A
Fixed
4.90000000
N
N
N
N
N
N
Sonic Healthcare Ltd
549300NQQ5L2NONWR862
Sonic Healthcare Ltd
000000000
6148.00000000
NS
140133.16000000
0.045663928698
Long
EC
CORP
AU
N
2
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAN8
20000.00000000
PA
USD
13890.76000000
0.004526456651
Long
DBT
CORP
N/A
N
2
2051-11-30
Fixed
3.25000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBF1
15000.00000000
PA
USD
11105.86000000
0.003618966411
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
30037DAA3
16000.00000000
PA
USD
13805.93000000
0.004498813864
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAC3
52000.00000000
PA
USD
51031.30000000
0.016629109374
Long
DBT
CORP
GB
N
2
2032-04-27
Fixed
4.25000000
N
N
N
N
N
N
Adecco Group AG
NI14Y5UMU60O7JE9P611
Adecco Group AG
000000000
2122.00000000
NS
72328.03000000
0.023568882660
Long
EC
CORP
CH
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EL0
25000.00000000
PA
USD
18178.98000000
0.005923820218
Long
DBT
CORP
US
N
2
2061-08-05
Fixed
2.85000000
N
N
N
N
N
N
Commerce Bancshares Inc/MO
N/A
Commerce Bancshares Inc/MO
200525103
418.00000000
NS
USD
27441.70000000
0.008942179225
Long
EC
CORP
US
N
1
N
N
N
SingTel
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
000000000
7600.00000000
NS
13832.51000000
0.004507475249
Long
EC
CORP
SG
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R02
20754WAC9
100000.00000000
PA
USD
86786.77000000
0.028280421830
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
4.62357000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAW4
83000.00000000
PA
USD
82915.54000000
0.027018939033
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.60000000
N
N
N
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
7800.00000000
NS
136931.77000000
0.044620720619
Long
EC
CORP
JP
N
2
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAM5
24000.00000000
PA
USD
22639.85000000
0.007377443683
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393GYQ1
43375.40000000
PA
USD
46085.20000000
0.015017368386
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
5.50000000
N
N
N
N
N
N
BOC Hong Kong Holdings Ltd
N/A
BOC Hong Kong Holdings Ltd
000000000
3500.00000000
NS
13898.42000000
0.004528952746
Long
EC
CORP
HK
N
2
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F030678
938000.00000000
PA
USD
873878.91000000
0.284763037083
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.00000000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
2974.00000000
NS
USD
271615.42000000
0.088508866655
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
45000.00000000
PA
USD
44862.48000000
0.014618931650
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.73700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
21000.00000000
PA
USD
16294.18000000
0.005309637445
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.06800000
N
N
N
N
N
N
Sumitomo Mitsui Trust Holdings
353800P843RLCDBLNT17
Sumitomo Mitsui Trust Holdings Inc
000000000
6600.00000000
NS
203979.39000000
0.066468923708
Long
EC
CORP
JP
N
2
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
25000.00000000
PA
USD
19129.14000000
0.006233440286
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
8843.00000000
PA
USD
2032.96000000
0.000662462335
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
9000.00000000
PA
USD
6390.91000000
0.002082548188
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
8000.00000000
PA
USD
6427.69000000
0.002094533355
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CURRENCY CONTRACT - ZAR
000000000
1.00000000
NC
USD
-1377.44000000
-0.00044885394
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-59654.95000000
USD
950628.76000000
ZAR
2022-07-29
-1377.44000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SWOP IRS USD
000000000
-206000.00000000
NC
USD
-5152.21000000
-0.00167890419
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Call
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2032-07-14
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
3.07000000
USD
2022-07-12
XXXX
-2963.47000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GK2F2
83164.53000000
PA
USD
84243.77000000
0.027451757361
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
2813.00000000
NS
97679.79000000
0.031830031991
Long
EC
CORP
FR
N
2
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAM0
50000.00000000
PA
USD
44514.92000000
0.014505675408
Long
DBT
CORP
US
N
2
2030-02-22
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9WG3
28283.72000000
PA
USD
28579.52000000
0.009312950364
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
22000.00000000
PA
USD
17326.74000000
0.005646108458
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEK4
16000.00000000
PA
USD
16018.68000000
0.005219862746
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.75000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
66000.00000000
PA
USD
64159.08000000
0.020906940616
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
Bluemountain CLO Ltd
549300NUS8PQQUZMPR50
BlueMountain CLO 2014-2 Ltd
09626QBA4
500000.00000000
PA
USD
480305.00000000
0.156512657487
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
2.46271000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDS7
32000.00000000
PA
USD
22901.96000000
0.007462855105
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BJ5
35000.00000000
PA
USD
28014.01000000
0.009128672722
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
5.20000000
N
N
N
N
N
N
Herbalife Nutrition Ltd
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd
000000000
3908.00000000
NS
USD
79918.60000000
0.026042353231
Long
EC
CORP
US
N
1
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZT2
20000.00000000
PA
USD
18729.31000000
0.006103151291
Long
DBT
CORP
CA
N
2
2027-03-10
Fixed
2.80000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
2032.00000000
NS
USD
283626.56000000
0.092422828493
Long
EC
CORP
US
N
1
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia Inc
78709Y105
921.00000000
NS
USD
173148.00000000
0.056422176780
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
128691.02000000
PA
USD
83498.03000000
0.027208749794
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
1.43590200
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550101
3113.00000000
NS
USD
33340.23000000
0.010864279985
Long
EC
CORP
US
N
1
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
7320.00000000
NS
USD
1219951.20000000
0.397534492285
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
16807.00000000
NS
USD
881191.01000000
0.287145765147
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A2GT4
280545.91000000
PA
USD
279327.27000000
0.091021857645
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
4.00000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
22000.00000000
PA
USD
18497.76000000
0.006027698181
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
5936.00000000
NS
USD
387264.64000000
0.126194434697
Long
EC
CORP
US
N
1
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL
817565104
1113.00000000
NS
USD
76930.56000000
0.025068667591
Long
EC
CORP
US
N
1
N
N
N
Bluemountain CLO Ltd
5493002GUQ80FGGGNP40
BlueMountain CLO XXX Ltd
09630QAQ4
455000.00000000
PA
USD
424734.17000000
0.138404292423
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
3.00121000
N
N
N
N
N
N
GENTEX CORP
549300S3UD8XV1MN0287
GENTEX CORP
371901109
2840.00000000
NS
USD
79434.80000000
0.025884701689
Long
EC
CORP
US
N
1
N
N
N
Pinterest Inc
N/A
Pinterest Inc
72352L106
7151.00000000
NS
USD
129862.16000000
0.042317010584
Long
EC
CORP
US
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
6026.00000000
NS
USD
75927.60000000
0.024741842064
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
8367.00000000
NS
USD
407389.23000000
0.132752253295
Long
EC
CORP
US
N
1
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AF7
19000.00000000
PA
USD
14700.27000000
0.004790244372
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.75000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
12852.00000000
NS
USD
989604.00000000
0.322473328198
Long
EC
CORP
US
N
1
N
N
N
BJ's Wholesale Club Holdings I
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings Inc
05550J101
601.00000000
NS
USD
37454.32000000
0.012204901380
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEE8
4000.00000000
PA
USD
3230.92000000
0.001052830754
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAD2
55000.00000000
PA
USD
43762.57000000
0.014260513900
Long
DBT
CORP
US
N
2
2032-01-30
Fixed
2.00000000
N
N
N
N
N
N
UNITED AIR 2014-1 A PTT
N/A
United Airlines 2014-1 Class A Pass Through Trust
90932PAA6
10464.20000000
PA
USD
9866.90000000
0.003215237693
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEV9
791000.00000000
PA
USD
800454.92000000
0.260837023824
Long
DBT
UST
US
N
2
2029-06-30
Fixed
3.25000000
N
N
N
N
N
N
SiTime Corp
N/A
SiTime Corp
82982T106
33.00000000
NS
USD
5379.99000000
0.001753128808
Long
EC
CORP
US
N
1
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAA3
39142.93000000
PA
USD
37805.81000000
0.012319438256
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
4.01000000
N
N
N
N
N
N
FTI Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941109
193.00000000
NS
USD
34904.05000000
0.011373867901
Long
EC
CORP
US
N
1
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBN5
20000.00000000
PA
USD
15171.61000000
0.004943835686
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
Newcrest Mining Ltd
5299006MN50OZJUJI655
Newcrest Mining Ltd
000000000
1368.00000000
NS
19488.84000000
0.006350652480
Long
EC
CORP
AU
N
2
N
N
N
Coca-Cola Europacific Partners
549300LTH67W4GWMRF57
Coca-Cola Europacific Partners PLC
000000000
1003.00000000
NS
USD
51764.83000000
0.016868138178
Long
EC
CORP
GB
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
1969.31000000
0.000641721284
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-2370099.58000000
THB
69103.34000000
USD
2022-08-05
1969.31000000
N
N
N
Bear Stearns Mortgage Funding
N/A
Bear Stearns Mortgage Funding Trust 2006-AR5
07401NAP4
40939.42000000
PA
USD
36488.23000000
0.011890090347
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Floating
1.81357000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
6128.00000000
NS
USD
626281.60000000
0.204080735265
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
7122.00000000
NS
USD
206965.32000000
0.067441921780
Long
EC
CORP
US
N
1
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272W109
322.00000000
NS
USD
9128.70000000
0.002974687118
Long
EC
CORP
US
N
1
N
N
N
Corporate Office Properties Tr
YY1J47X6LF9TYY8JY420
Corporate Office Properties Trust
22002T108
324.00000000
NS
USD
8485.56000000
0.002765112888
Long
EC
CORP
US
N
1
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
600.00000000
NS
48934.07000000
0.015945703953
Long
EC
CORP
JP
N
2
N
N
N
Hayward Holdings Inc
N/A
Hayward Holdings Inc
421298100
395.00000000
NS
USD
5684.05000000
0.001852210097
Long
EC
CORP
US
N
1
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AR0
13000.00000000
PA
USD
11661.11000000
0.003799900720
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.05000000
N
N
N
N
N
N
Gjensidige Forsikring ASA
5967007LIEEXZX6FAO47
Gjensidige Forsikring ASA
000000000
1990.00000000
NS
40509.48000000
0.013200458808
Long
EC
CORP
NO
N
2
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAP3
32000.00000000
PA
USD
28810.66000000
0.009388269871
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.37500000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAR1
58000.00000000
PA
USD
51264.70000000
0.016705165326
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.50000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AN0
32000.00000000
PA
USD
33037.15000000
0.010765518040
Long
DBT
CORP
US
N
2
2062-07-15
Fixed
5.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
221000.00000000
PA
USD
195771.37000000
0.063794250275
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46200000
N
N
N
N
N
N
UNITED AIR 2016-1 AA PTT
N/A
United Airlines 2016-1 Class AA Pass Through Trust
90931LAA6
6100.37000000
PA
USD
5584.19000000
0.001819669619
Long
DBT
CORP
US
N
2
2028-07-07
Fixed
3.10000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617AT2L6
73523.66000000
PA
USD
75920.25000000
0.024739446986
Long
ABS-MBS
USGA
US
N
2
2047-09-15
Fixed
4.50000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAF8
40000.00000000
PA
USD
35045.97000000
0.011420114091
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
1549.00000000
NS
USD
164627.72000000
0.053645749999
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAK0
29000.00000000
PA
USD
24351.58000000
0.007935229697
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Getinge AB
5493003PZ4F570G3W735
Getinge AB
000000000
950.00000000
NS
22017.54000000
0.007174657138
Long
EC
CORP
SE
N
2
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
9000.00000000
PA
USD
8289.42000000
0.002701198516
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
61764PBV3
1479560.65000000
PA
USD
25542.03000000
0.008323150899
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
1.10305900
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AH2
40000.00000000
PA
USD
40137.16000000
0.013079134249
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
35000.00000000
PA
USD
31464.30000000
0.010252987599
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NF4
17000.00000000
PA
USD
12337.63000000
0.004020352189
Long
DBT
CORP
US
N
2
2042-11-03
Fixed
2.90400000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
1027.00000000
NS
USD
287159.47000000
0.093574066004
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
58284.69000000
0.018992706140
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.41700000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAL9
92000.00000000
PA
USD
83569.64000000
0.027232084699
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
35000.00000000
PA
USD
23085.22000000
0.007522572388
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-D Trust
83401AAB4
37806.90000000
PA
USD
37260.84000000
0.012141853798
Long
ABS-O
CORP
US
N
2
2048-02-25
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACSH5
76825.35000000
PA
USD
75937.77000000
0.024745156070
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Fixed
3.00000000
N
N
N
N
N
N
BBVA SECURITIES INC.
549300RJFN0Z663VE860
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
642.97000000
0.000209518833
N/A
DFE
CORP
US
N
2
BBVA SECURITIES INC.
549300RJFN0Z663VE860
-581088.68000000
CNY
87424.65000000
USD
2022-08-05
642.97000000
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GE1
16000.00000000
PA
USD
11932.67000000
0.003888391527
Long
DBT
CORP
US
N
2
2051-12-04
Fixed
2.87500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAN4
19000.00000000
PA
USD
18144.59000000
0.005912613859
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AJ0
19000.00000000
PA
USD
18932.68000000
0.006169421638
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
Moderna Inc
549300EI6OKH5K5Q2G38
Moderna Inc
60770K107
370.00000000
NS
USD
52854.50000000
0.017223219111
Long
EC
CORP
US
N
1
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
000000000
89600.00000000
NS
108430.06000000
0.035333125497
Long
EC
CORP
SG
N
2
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
4732.00000000
NS
USD
449965.88000000
0.146626322144
Long
EC
CORP
US
N
1
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
19000.00000000
NS
119698.35000000
0.039005021507
Long
EC
CORP
HK
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
168000.00000000
PA
USD
139751.62000000
0.045539599700
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
46000.00000000
PA
USD
42674.86000000
0.013906071655
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2021-CRE5 Trust
04002PAJ3
500000.00000000
PA
USD
469452.45000000
0.152976234920
Long
ABS-MBS
CORP
KY
N
2
2038-11-17
Floating
4.17343000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDV0
344900.00000000
PA
USD
333798.53000000
0.108771915752
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
9000.00000000
PA
USD
7585.08000000
0.002471681594
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
46000.00000000
PA
USD
38899.41000000
0.012675799822
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
CURRENCY CONTRACT - EUR
000000000
1.00000000
NC
USD
-0.28000000
-0.00000009124
N/A
DFE
CORP
US
N
2
BROWN BROTHERS HARRIMAN & CO.
5493006KMX1VFTPYPW14
-13.93000000
USD
13.02000000
EUR
2022-07-08
-0.28000000
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CC3
17000.00000000
PA
USD
15565.50000000
0.005072189067
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AM7
15000.00000000
PA
USD
11210.19000000
0.003652963487
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.35000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
2461.00000000
NS
24244.91000000
0.007900470106
Long
EC
CORP
NL
N
2
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAD3
27000.00000000
PA
USD
21585.52000000
0.007033878678
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
Air Liquide SA
000000000
331.00000000
NS
44553.73000000
0.014518322073
Long
EC
CORP
FR
N
2
N
N
N
AMER AIRLN 15-2 AA PTT
N/A
American Airlines 2015-2 Class AA Pass Through Trust
02377BAB2
3578.93000000
PA
USD
3321.76000000
0.001082431965
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
3.60000000
N
N
N
N
N
N
voestalpine AG
529900ZAXBMQDIWPNB72
voestalpine AG
000000000
990.00000000
NS
21158.62000000
0.006894768626
Long
EC
CORP
AT
N
2
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-2CB
02149HAR1
103049.50000000
PA
USD
49238.34000000
0.016044853673
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
2.22357000
N
N
N
N
N
N
REINSURANCE GROUP OF AMERICA INC
LORM1GNEU1DKEW527V90
REINSURANCE GROUP OF AMERICA
759351604
661.00000000
NS
USD
77528.69000000
0.025263574818
Long
EC
CORP
US
N
1
N
N
N
Benefit Street Partners CLO Lt
5493002BNZCV0YE1MG83
Benefit Street Partners CLO IV Ltd
08180FBL4
250000.00000000
PA
USD
236240.50000000
0.076981560594
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
3.21271000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
55000.00000000
PA
USD
53535.35000000
0.017445081558
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
666.00000000
NS
59575.62000000
0.019413369853
Long
EC
CORP
FR
N
2
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
1343.00000000
NS
USD
119621.01000000
0.038979819419
Long
EC
CORP
IE
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
5787.00000000
NS
USD
169327.62000000
0.055177264013
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403C6L0
3650.55000000
PA
USD
3845.65000000
0.001253147273
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164102
5291.00000000
NS
USD
205396.62000000
0.066930743663
Long
EC
CORP
US
N
1
N
N
N
National Instruments Corp
549300TP4OOPCYWDUP86
National Instruments Corp
636518102
1315.00000000
NS
USD
41067.45000000
0.013382279459
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEW7
745000.00000000
PA
USD
752333.59000000
0.245156160123
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.25000000
N
N
N
N
N
N
ALPHABET INC-CL A
5493006MHB84DD0ZWV18
ALPHABET INC
02079K305
1567.00000000
NS
USD
3414900.42000000
1.112782793827
Long
EC
CORP
US
N
1
N
N
N
Yakult Honsha Co Ltd
353800YJPSPGG7KI0S71
Yakult Honsha Co Ltd
000000000
500.00000000
NS
28839.73000000
0.009397742650
Long
EC
CORP
JP
N
2
N
N
N
iShares Russell 2000 ETF
549300O80OAR5VTWR172
iShares Russell 2000 ETF
464287655
53904.00000000
NS
USD
9129181.44000000
2.974844000916
Long
EC
RF
US
N
1
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNKH1
28656.24000000
PA
USD
28053.83000000
0.009141648506
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
260000.00000000
PA
USD
258209.47000000
0.084140390664
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
2117.00000000
NS
USD
76466.04000000
0.024917298649
Long
EC
CORP
US
N
1
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
000000000
5185.00000000
NS
102303.11000000
0.033336591572
Long
EC
CORP
JO
N
2
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DB8
50000.00000000
PA
USD
50342.03000000
0.016404503177
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.70000000
N
N
N
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
4763.00000000
NS
113292.90000000
0.036917735300
Long
EC
CORP
AU
N
2
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
000000000
200000.00000000
PA
USD
179311.80000000
0.058430718682
Long
DBT
CORP
IL
N
2
2032-02-22
Fixed
3.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FBB0
1113493.10000000
PA
USD
59120.25000000
0.019264982539
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.18291400
N
N
N
N
N
N
Syneos Health Inc
549300F1ZGKDS8P6GU13
Syneos Health Inc
87166B102
528.00000000
NS
USD
37847.04000000
0.012332873504
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2020-1 A PTT
N/A
United Airlines 2020-1 Class A Pass Through Trust
90931GAA7
130357.15000000
PA
USD
128310.61000000
0.041811420982
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAC9
21000.00000000
PA
USD
16997.07000000
0.005538681869
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
81575.02000000
PA
USD
73014.81000000
0.023792677463
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
1952.00000000
NS
USD
337871.68000000
0.110099196399
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKL2
132000.00000000
PA
USD
114243.01000000
0.037227339075
Long
DBT
CORP
US
N
2
2037-03-08
Fixed
3.84600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHLM2
108667.22000000
PA
USD
103055.76000000
0.033581850838
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
SUN COMMUNITIES OPER LP
549300PUNBPJCGT6X741
Sun Communities Operating LP
866677AH0
50000.00000000
PA
USD
45522.44000000
0.014833986861
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
8300.00000000
NS
128063.24000000
0.041730812752
Long
EC
CORP
JP
N
2
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
10000.00000000
PA
USD
9528.42000000
0.003104940268
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CURRENCY CONTRACT - HUF
000000000
1.00000000
NC
USD
180.52000000
0.000058824423
N/A
DFE
CORP
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
-24252.41000000
USD
9282256.72000000
HUF
2022-07-29
180.52000000
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GLZ5
35000.00000000
PA
USD
33580.58000000
0.010942600672
Long
DBT
CORP
CA
N
2
2025-01-28
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396QLY3
146828.88000000
PA
USD
155452.76000000
0.050655988551
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Variable
5.53606500
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXQX9
1288786.62500000
PA
USD
102388.17000000
0.033364309307
Long
ABS-MBS
USGSE
US
N
2
2035-10-25
Variable
0.95871300
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180101
8392.00000000
NS
USD
554291.60000000
0.180622003391
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B3WP8
587159.06000000
PA
USD
530502.80000000
0.172870161735
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAV1
69000.00000000
PA
USD
64922.63000000
0.021155751766
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
4.30000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
18000.00000000
PA
USD
12891.49000000
0.004200833551
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
000000000
5117.00000000
NS
75917.30000000
0.024738485696
Long
EC
CORP
SE
N
2
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
11000.00000000
PA
USD
9818.18000000
0.003199361746
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
51813.00000000
NS
243287.73000000
0.079277977860
Long
EC
CORP
GB
N
2
N
N
N
Sompo Holdings Inc
353800CWW4SRGEYEB512
Sompo Holdings Inc
000000000
3600.00000000
NS
159004.64000000
0.051813407645
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
41000.00000000
PA
USD
29559.56000000
0.009632307158
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BM5
25000.00000000
PA
USD
21439.06000000
0.006986153079
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
2.12500000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
2646.00000000
NS
USD
249570.72000000
0.081325359132
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAG2
3000000.00000000
PA
USD
26152.65000000
0.008522128130
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
0.22048300
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
5000.00000000
PA
USD
5022.64000000
0.001636682387
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
125000.00000000
PA
USD
111263.49000000
0.036256429771
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324P102
2505.00000000
NS
USD
1286643.15000000
0.419266796399
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-IRON
05608JAJ2
343000.00000000
PA
USD
317669.72000000
0.103516165937
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
3.67400000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BA1
200000.00000000
PA
USD
171344.00000000
0.055834323574
Long
DBT
NUSS
ZA
N
2
2029-09-30
Fixed
4.85000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
14463.00000000
NS
127759.26000000
0.041631757531
Long
EC
CORP
FI
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31401HHE5
15373.93000000
PA
USD
16177.88000000
0.005271739813
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
5.00000000
N
N
N
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
2300.00000000
NS
42539.40000000
0.013861930527
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FV94
39530.81000000
PA
USD
41350.49000000
0.013474511150
Long
ABS-MBS
USGA
US
N
2
2041-08-20
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
439500.00000000
NC
USD
-3546.98000000
-0.00115582237
N/A
DIR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2057-06-16
0.00000000
USD
0.00000000
USD
0.00000000
USD
1.00000000
USD
0.00000000
USD
2027-06-14
XXXX
-3546.98000000
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAY5
1024310.96000000
PA
USD
83614.96000000
0.027246852719
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.75120500
N
N
N
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
1774.00000000
NS
USD
107167.34000000
0.034921654322
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QS6V5
4190.36000000
PA
USD
4226.60000000
0.001377284013
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
2565.00000000
NS
88923.83000000
0.028976806294
Long
EC
CORP
DE
N
2
N
N
N
NOVARTIS AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG
000000000
1930.00000000
NS
163626.62000000
0.053319530573
Long
EC
CORP
CH
N
2
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAX5
391685.97050000
PA
USD
2967.43000000
0.000966969644
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
0.79606100
N
N
N
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
1652.00000000
NS
USD
115375.68000000
0.037596432030
Long
EC
CORP
US
N
1
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs Inc
227046109
1908.00000000
NS
USD
92862.36000000
0.030260219535
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
1253.00000000
NS
USD
353082.87000000
0.115055929663
Long
EC
CORP
US
N
1
N
N
N
Dun & Bradstreet Holdings Inc
N/A
Dun & Bradstreet Holdings Inc
26484T106
423.00000000
NS
USD
6357.69000000
0.002071723087
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WKM2
23827.75000000
PA
USD
25105.36000000
0.008180857186
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
5.00000000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAV0
42000.00000000
PA
USD
41500.05000000
0.013523246918
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
1497.00000000
NS
USD
122739.03000000
0.039995860469
Long
EC
CORP
US
N
1
N
N
N
FIRST INDUSTRIAL REALTY TRUST INC
N/A
FIRST INDUSTRIAL REALTY TR
32054K103
576.00000000
NS
USD
27348.48000000
0.008911802465
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAF3
46000.00000000
PA
USD
43785.88000000
0.014268109720
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G102
170.00000000
NS
USD
7794.50000000
0.002539923400
Long
EC
CORP
US
N
1
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-2 Ltd
53948QAA4
120741.91000000
PA
USD
103418.15000000
0.033699939598
Long
ABS-O
CORP
US
N
2
2048-03-20
Fixed
2.22000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CK0
25000.00000000
PA
USD
22669.40000000
0.007387072875
Long
DBT
CORP
US
N
2
2062-04-13
Fixed
4.10000000
N
N
N
N
N
N
MERCK & CO. INC.
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933Y105
10033.00000000
NS
USD
914708.61000000
0.298067843095
Long
EC
CORP
US
N
1
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAA8
21000.00000000
PA
USD
17692.98000000
0.005765451783
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
2796.00000000
NS
18936.07000000
0.006170526307
Long
EC
CORP
GB
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAA1
2380000.00000000
PA
USD
5418.67000000
0.001765733110
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
0.76793400
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAP8
30000.00000000
PA
USD
24430.87000000
0.007961067214
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.40000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA (TORONTO)
000000000
1830000.00000000
PA
USD
1830000.00000000
0.596325591451
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.57000000
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
195.00000000
NS
18899.08000000
0.006158472709
Long
EC
CORP
NL
N
2
N
N
N
Toll Brothers Inc
529900JB6IS9MSZGVR44
Toll Brothers Inc
889478103
1059.00000000
NS
USD
47231.40000000
0.015390870240
Long
EC
CORP
US
N
1
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BS2
42000.00000000
PA
USD
35060.55000000
0.011424865145
Long
DBT
CORP
US
N
2
2031-11-10
Fixed
2.12500000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-2
61946PAA1
62720.15000000
PA
USD
54434.60000000
0.017738112043
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
1.44000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
5000.00000000
PA
USD
4740.86000000
0.001544861280
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
1568.00000000
NS
82535.12000000
0.026894974999
Long
EC
CORP
FR
N
2
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
7543.00000000
NS
USD
450090.81000000
0.146667031956
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
15000.00000000
PA
USD
15277.73000000
0.004978416053
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BZ8
43000.00000000
PA
USD
36867.35000000
0.012013630761
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
746.00000000
NS
USD
102836.10000000
0.033510272215
Long
EC
CORP
US
N
1
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
1097.00000000
NS
79691.50000000
0.025968350202
Long
EC
CORP
NL
N
2
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DB2
2000.00000000
PA
USD
1998.93000000
0.000651373286
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
ACI Worldwide Inc
5493003BPVMZUJ6F5C02
ACI Worldwide Inc
004498101
1290.00000000
NS
USD
33398.10000000
0.010883137560
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust 2018-A-GS
20269DAA3
23212.48000000
PA
USD
22687.15000000
0.007392856908
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
3.21000000
N
N
N
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
2061.00000000
NS
USD
565270.47000000
0.184199588717
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
186.00000000
NS
USD
87061.02000000
0.028369789204
Long
EC
CORP
US
N
1
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
16347.00000000
NS
170196.07000000
0.055460257981
Long
EC
CORP
ES
N
2
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EN6
28000.00000000
PA
USD
23864.69000000
0.007776571245
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1KE4
434862.45000000
PA
USD
449204.47000000
0.146378208336
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
25000.00000000
PA
USD
24831.31000000
0.008091554984
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCS2
27000.00000000
PA
USD
26762.32000000
0.008720795793
Long
DBT
CORP
US
N
2
2028-05-10
Fixed
4.92700000
N
N
N
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
314.00000000
NS
USD
19621.86000000
0.006393998508
Long
EC
RF
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
5941.00000000
NS
USD
501836.27000000
0.163528858207
Long
EC
CORP
US
N
1
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
000000000
1035.00000000
NS
55207.59000000
0.017989999322
Long
EC
CORP
NZ
N
2
N
N
N
Mazda Motor Corp
52990044YZJLICDQKK92
Mazda Motor Corp
000000000
2100.00000000
NS
17141.22000000
0.005585654729
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHDC3
31848.86000000
PA
USD
32833.94000000
0.010699299830
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AA8
43341.50020000
PA
USD
41560.98000000
0.013543101628
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.90000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BG8
8000.00000000
PA
USD
7811.83000000
0.002545570571
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
Marlette Funding Trust
549300Y3KZXU3NUCX480
Marlette Funding Trust 2019-2
57109HAC6
178208.21000000
PA
USD
177331.14000000
0.057785298876
Long
ABS-O
CORP
US
N
2
2029-07-16
Fixed
4.11000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AWPM1
1066089.90000000
PA
USD
1002253.61000000
0.326595342496
Long
ABS-MBS
USGSE
US
N
2
2042-11-15
Fixed
3.00000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CH7
51000.00000000
PA
USD
49161.04000000
0.016019664619
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
10000.00000000
PA
USD
9125.00000000
0.002973481432
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
140.00000000
NS
USD
14449.40000000
0.004708495629
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
150000.00000000
PA
USD
143289.39000000
0.046692420896
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
23000.00000000
PA
USD
20318.00000000
0.006620843370
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899101
1494.00000000
NS
USD
22962.78000000
0.007482673969
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GSA1
36261PAT9
90000.00000000
PA
USD
83017.45000000
0.027052147525
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.04790000
N
N
N
N
N
N
WELLS FARGO & CO
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
949746101
19451.00000000
NS
USD
761895.67000000
0.248272068872
Long
EC
CORP
US
N
1
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries Inc
885160101
162.00000000
NS
USD
12106.26000000
0.003944957734
Long
EC
CORP
US
N
1
N
N
N
Textainer Marine Containers Li
549300Q7RHLEMSLA9Y26
Textainer Marine Containers Ltd
88315LAS7
93333.40000000
PA
USD
80761.36000000
0.026316975829
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
1.94000000
N
N
N
N
N
N
Envestnet Inc
549300HLWZ5OKIDM8737
Envestnet Inc
29404K106
203.00000000
NS
USD
10712.31000000
0.003490723823
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2020-PT-A
78449VAB2
73361.48000000
PA
USD
66896.07000000
0.021798818857
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.60000000
N
N
N
N
N
N
Tempur Sealy International Inc
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023U101
595.00000000
NS
USD
12715.15000000
0.004143371226
Long
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
229.00000000
NS
USD
40894.82000000
0.013326026078
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
945.00000000
NS
USD
145567.80000000
0.047434865809
Long
EC
CORP
US
N
1
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CK0
39000.00000000
PA
USD
36732.32000000
0.011969629753
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.50000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAN3
22000.00000000
PA
USD
18751.33000000
0.006110326750
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Nihon M&A Center Holdings Inc
N/A
Nihon M&A Center Holdings Inc
000000000
1300.00000000
NS
13858.20000000
0.004515846618
Long
EC
CORP
JP
N
2
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAG6
21000.00000000
PA
USD
20099.33000000
0.006549587349
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
MASTERCARD INC - A
AR5L2ODV9HN37376R084
MASTERCARD INC
57636Q104
771.00000000
NS
USD
243235.08000000
0.079260821280
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
2158.08000000
0.000703234061
N/A
DFE
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
-1820969.70000000
MXN
92167.91000000
USD
2022-08-05
2158.08000000
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
850.00000000
NS
157823.66000000
0.051428572346
Long
EC
CORP
AU
N
2
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAB7
16000.00000000
PA
USD
13985.83000000
0.004557436255
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON & JOHNSON
478160104
9970.00000000
NS
USD
1769774.70000000
0.576700516236
Long
EC
CORP
US
N
1
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
5100.00000000
NS
85475.24000000
0.027853045381
Long
EC
CORP
JP
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAU0
70000.00000000
PA
USD
69778.72000000
0.022738162008
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
3.79700000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAR9
40000.00000000
PA
USD
37322.93000000
0.012162086506
Long
DBT
CORP
US
N
2
2039-04-22
Fixed
4.45700000
N
N
N
N
N
N
OLD REPUBLIC INTERNATIONAL CORP
549300IV6O2YY2A1KH37
OLD REPUBLIC INTL CORP
680223104
11898.00000000
NS
USD
266039.28000000
0.086691820216
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
8318.00000000
NS
USD
821319.32000000
0.267635917633
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389FJW3
1148.27000000
PA
USD
1193.59000000
0.000388944405
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.00000000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
89375.05000000
PA
USD
78195.07000000
0.025480722058
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
4961.00000000
NS
USD
451351.78000000
0.147077932874
Long
EC
CORP
US
N
1
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAT8
100000.00000000
PA
USD
73836.06000000
0.024060290792
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.60000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAC8
109000.00000000
PA
USD
92961.14000000
0.030292408083
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.70000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCB4
45000.00000000
PA
USD
36157.60000000
0.011782350931
Long
DBT
CORP
US
N
2
2082-03-15
Fixed
3.80000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
1313.00000000
NS
USD
425713.99000000
0.138723577527
Long
EC
CORP
US
N
1
N
N
N
New York Times Co/The
529900J1WEMMIW7BOH57
New York Times Co/The
650111107
1305.00000000
NS
USD
36409.50000000
0.011864435312
Long
EC
CORP
US
N
1
N
N
N
SOUTH JERSEY INDUSTRIES
549300DJYWYT5VXLFA46
South Jersey Industries Inc
838518AA6
67000.00000000
PA
USD
59739.83000000
0.019466879485
Long
DBT
CORP
US
N
2
2031-04-15
Variable
5.02000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAL0
13000.00000000
PA
USD
9950.28000000
0.003242407981
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.95000000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
1300.00000000
NS
USD
115804.00000000
0.037736004804
Long
EC
CORP
US
N
1
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAG4
136000.00000000
PA
USD
122143.30000000
0.039801735308
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
3.90000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
27000.00000000
PA
USD
24847.65000000
0.008096879553
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AE1
13000.00000000
PA
USD
12712.19000000
0.004142406677
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.05000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
36000.00000000
PA
USD
32267.80000000
0.010514816896
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
640.00000000
NS
118320.36000000
0.038555988337
Long
EC
CORP
FR
N
2
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAB0
2000.00000000
PA
USD
1821.92000000
0.000593692634
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
Wyndham Hotels & Resorts Inc
98311A105
1902.00000000
NS
USD
124999.44000000
0.040732439884
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
1054.81000000
0.000343721419
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-9282256.72000000
HUF
25487.74000000
USD
2022-07-29
1054.81000000
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L3
61691UBF5
3343328.41000000
PA
USD
128169.50000000
0.041765438739
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
0.76088300
N
N
N
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
6209.00000000
NS
USD
297286.92000000
0.096874206775
Long
EC
CORP
US
N
1
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAA6
34000.00000000
PA
USD
31412.27000000
0.010236033052
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.20000000
N
N
N
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
2031.00000000
NS
USD
40315.35000000
0.013137199417
Long
EC
CORP
US
N
1
N
N
N
QuidelOrtho Corp
549300YU8CMO9HF53113
QuidelOrtho Corp
219798105
322.00000000
NS
USD
31291.96000000
0.010196828718
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BKQN3
163902.71000000
PA
USD
164727.57000000
0.053678287217
Long
ABS-MBS
USGSE
US
N
2
2043-09-15
Fixed
3.50000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
LEAR CORP
521865204
406.00000000
NS
USD
51111.34000000
0.016655191287
Long
EC
CORP
US
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAL7
25000.00000000
PA
USD
24778.22000000
0.008074255025
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.40000000
N
N
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VBA6
31000.00000000
PA
USD
29095.07000000
0.009480947992
Long
DBT
CORP
JP
N
2
2027-03-10
Fixed
2.80000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-1060.27000000
-0.00034550062
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-07-14
0.00000000
USD
0.00000000
USD
75400.00000000
USD
-1060.27000000
N
N
N
Euronet Worldwide Inc
YG3575C4DSHJPA5KET68
Euronet Worldwide Inc
298736109
71.00000000
NS
USD
7141.89000000
0.002327263266
Long
EC
CORP
US
N
1
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAS2
75000.00000000
PA
USD
67511.79000000
0.021999457979
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.12500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCJ7
34000.00000000
PA
USD
34864.45000000
0.011360963807
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAQ3
37000.00000000
PA
USD
34664.47000000
0.011295798128
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.05000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BL7
24000.00000000
PA
USD
21454.83000000
0.006991291906
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
Trex Co Inc
N/A
Trex Co Inc
89531P105
319.00000000
NS
USD
17359.98000000
0.005656940077
Long
EC
CORP
US
N
1
N
N
N
Australia & New Zealand Bankin
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
000000000
4635.00000000
NS
70594.37000000
0.023003950515
Long
EC
CORP
AU
N
2
N
N
N
Copa Holdings SA
529900BB9UQJV6QQHA59
Copa Holdings SA
000000000
998.00000000
NS
USD
63243.26000000
0.020608510614
Long
EC
CORP
PA
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
3113.00000000
NS
USD
170218.84000000
0.055467677835
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
25000.00000000
PA
USD
24003.22000000
0.007821712766
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAY4
18000.00000000
PA
USD
15895.98000000
0.005179879603
Long
DBT
CORP
N/A
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAP6
1000.00000000
PA
USD
964.41000000
0.000314263586
Long
DBT
UST
US
N
2
2023-10-15
Fixed
0.12500000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
198500.00000000
PA
USD
173499.10000000
0.056536586570
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac Stacr Remic Trust 2020-HQA2
35565LAH9
95870.05000000
PA
USD
95200.40000000
0.031022095539
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Floating
4.72357000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAJ1
250000.00000000
PA
USD
198017.81000000
0.064526277413
Long
DBT
CORP
FR
N
2
2032-01-20
Fixed
2.27700000
N
N
N
N
N
N
DICK'S SPORTING GOODS INC
529900SSBV5I4LWSK313
DICK'S SPORTING GOODS INC
253393102
2260.00000000
NS
USD
170336.20000000
0.055505920880
Long
EC
CORP
US
N
1
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
9000.00000000
PA
USD
7777.56000000
0.002534403315
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
2908.00000000
NS
322504.16000000
0.105091521288
Long
EC
CORP
DK
N
2
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAK1
81000.00000000
PA
USD
75960.10000000
0.024752432546
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779103
1251.00000000
NS
USD
34239.87000000
0.011157437556
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
2601.00000000
NS
USD
193280.31000000
0.062982511025
Long
EC
CORP
US
N
1
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
69779.00000000
NS
185735.19000000
0.060523850836
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2BP4
211581.97000000
PA
USD
206355.43000000
0.067243182428
Long
ABS-MBS
USGSE
US
N
2
2033-04-15
Fixed
3.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159QE9
21000.00000000
PA
USD
19806.12000000
0.006454041652
Long
DBT
CORP
CA
N
2
2026-08-03
Fixed
2.70000000
N
N
N
N
N
N
Randstad NV
7245009EAAUUQJ0U4T57
Randstad NV
000000000
849.00000000
NS
41032.69000000
0.013370952531
Long
EC
CORP
NL
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - TRY
000000000
1.00000000
NC
USD
-41.09000000
-0.00001338962
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-9951.99000000
USD
167972.33000000
TRY
2022-07-29
-41.09000000
N
N
N
International Bancshares Corp
549300Y16R531AU8TX77
International Bancshares Corp
459044103
6114.00000000
NS
USD
245049.12000000
0.079851946130
Long
EC
CORP
US
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORP
15135B101
4617.00000000
NS
USD
390644.37000000
0.127295756823
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BM3
35000.00000000
PA
USD
35288.07000000
0.011499005034
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
767.00000000
NS
USD
17525.95000000
0.005711023223
Long
EC
CORP
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
68000.00000000
PA
USD
59752.96000000
0.019471158039
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
447.00000000
NS
USD
49594.65000000
0.016160961198
Long
EC
CORP
US
N
1
N
N
N
Zalando SE
529900YRFFGH5AXU4S86
Zalando SE
000000000
1002.00000000
NS
26395.42000000
0.008601237400
Long
EC
CORP
DE
N
2
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
33000.00000000
PA
USD
30056.75000000
0.009794321978
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
20000.00000000
PA
USD
19452.22000000
0.006338719451
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46625H100
3254.00000000
NS
USD
366432.94000000
0.119406196542
Long
EC
CORP
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
11.00000000
NS
501.38000000
0.000163380177
Long
EC
CORP
GB
N
2
N
N
N
Santos Ltd
5299000RK70B5O2M7077
Santos Ltd
000000000
23529.00000000
NS
119296.35000000
0.038874025394
Long
EC
CORP
AU
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377NT20
211893.28000000
PA
USD
212210.87000000
0.069151241838
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.00000000
N
N
N
N
N
N
Navient Student Loan Trust
549300ZUZB9UCBWEBN39
Navient Private Education Refi Loan Trust 2019-A
63941BAB1
33036.93000000
PA
USD
32461.45000000
0.010577919874
Long
ABS-O
CORP
US
N
2
2043-01-15
Fixed
3.42000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ALY45
6623.32000000
PA
USD
6806.36000000
0.002217927132
Long
ABS-MBS
USGSE
US
N
2
2042-01-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA1
35564KQY8
100000.00000000
PA
USD
84735.02000000
0.027611836567
Long
ABS-MBS
CORP
US
N
2
2042-01-25
Floating
4.32566000
N
N
N
N
N
N
XLIT LTD
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAD7
24000.00000000
PA
USD
24926.68000000
0.008122632346
Long
DBT
CORP
KY
N
2
2045-03-31
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2007-10
17313QAL2
28965.96000000
PA
USD
26382.16000000
0.008596916484
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
3.39569600
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CF4
19000.00000000
PA
USD
16050.25000000
0.005230150177
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CQ3
15000.00000000
PA
USD
12903.93000000
0.004204887261
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.62500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
2783.84000000
0.000907144827
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-07-14
0.00000000
USD
0.00000000
USD
188600.00000000
USD
2783.84000000
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
000000000
400.00000000
NS
21510.69000000
0.007009494500
Long
EC
CORP
JP
N
2
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAE7
50000.00000000
PA
USD
49825.44000000
0.016236166654
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
18000.00000000
PA
USD
16377.25000000
0.005336706717
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
6533.00000000
NS
USD
496899.98000000
0.161920313915
Long
EC
CORP
US
N
1
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AQ4
25000.00000000
PA
USD
19730.63000000
0.006429442406
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAP5
99000.00000000
PA
USD
84887.88000000
0.027661647676
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
3.15100000
N
N
N
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
000000000
15048.00000000
NS
185186.02000000
0.060344897762
Long
EC
CORP
AU
N
2
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHG8
798613.06000000
PA
USD
98481.21000000
0.032091183497
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Variable
1.44279800
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BS0
36000.00000000
PA
USD
32820.66000000
0.010694972396
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.65000000
N
N
N
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
6341.00000000
NS
USD
290227.57000000
0.094573840074
Long
EC
CORP
GB
N
1
N
N
N
Vanguard FTSE Emerging Markets ETF
N/A
Vanguard FTSE Emerging Markets ETF
922042858
73877.00000000
NS
USD
3076977.05000000
1.002666753674
Long
EC
RF
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
39000.00000000
PA
USD
33576.19000000
0.010941170142
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.06900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395GJR4
10085.42000000
PA
USD
10652.25000000
0.003471152612
Long
ABS-MBS
USGSE
US
N
2
2034-09-15
Fixed
5.50000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
4691.00000000
NS
USD
704916.57000000
0.229704803567
Long
EC
CORP
US
N
1
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AN5
75000.00000000
PA
USD
54686.06000000
0.017820053045
Long
DBT
CORP
US
N
2
2040-07-16
Fixed
2.37500000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO
163851108
212.00000000
NS
USD
6788.24000000
0.002212022531
Long
EC
CORP
US
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
3314.00000000
NS
USD
297431.50000000
0.096921319756
Long
EC
CORP
IE
N
1
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
Dassault Systemes SE
000000000
3862.00000000
NS
143052.44000000
0.046615208137
Long
EC
CORP
FR
N
2
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
30000.00000000
PA
USD
21708.33000000
0.007073897664
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
New Jersey Resources Corp
549300QKBSQBIX4DQ583
New Jersey Resources Corp
646025106
602.00000000
NS
USD
26807.06000000
0.008735374813
Long
EC
CORP
US
N
1
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NV3
41000.00000000
PA
USD
35800.41000000
0.011665956648
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAC4
54000.00000000
PA
USD
43059.47000000
0.014031401046
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
HIGHWOODS PROPERTIES INC
ZIIGTYKL9T0X3HLTDX53
HIGHWOODS PROPERTIES INC
431284108
9946.00000000
NS
USD
340053.74000000
0.110810244607
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
35000.00000000
PA
USD
31348.96000000
0.010215402794
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
114.00000000
NS
USD
6565.26000000
0.002139362050
Long
EC
CORP
US
N
1
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
230.00000000
NS
USD
59685.00000000
0.019449012527
Long
EC
CORP
US
N
1
N
N
N
Schwab US TIPS ETF
5493001H0ESLTZTZWE77
Schwab US TIPS ETF
808524870
55358.00000000
NS
USD
3088976.40000000
1.006576873612
Long
EC
RF
US
N
1
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
28465.00000000
NS
74863.86000000
0.024395210706
Long
EC
CORP
AU
N
2
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231G102
7236.00000000
NS
USD
619691.04000000
0.201933128931
Long
EC
CORP
US
N
1
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAL2
34000.00000000
PA
USD
32409.83000000
0.010561098930
Long
DBT
CORP
US
N
2
2024-03-11
Fixed
1.10000000
N
N
N
N
N
N
Homebanc Mortgage Trust
N/A
HomeBanc Mortgage Trust 2004-1
43739EAB3
25474.36000000
PA
USD
24578.29000000
0.008009105639
Long
ABS-MBS
CORP
US
N
2
2029-08-25
Floating
2.48357000
N
N
N
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAA1
33000.00000000
PA
USD
28427.99000000
0.009263572650
Long
DBT
CORP
US
N
2
2027-09-17
Fixed
1.35700000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
78000.00000000
PA
USD
78418.07000000
0.025553389056
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust 2012-C4
90270RAL8
40000.00000000
PA
USD
37720.31000000
0.012291577142
Long
ABS-MBS
CORP
US
N
2
2045-12-10
Variable
4.60642500
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAD6
30000.00000000
PA
USD
29930.70000000
0.009753247202
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.20000000
N
N
N
N
N
N
Natera Inc
N/A
Natera Inc
632307104
222.00000000
NS
USD
7867.68000000
0.002563769906
Long
EC
CORP
US
N
1
N
N
N
Performance Food Group Co
549300EUK8GR9IT1YK57
Performance Food Group Co
71377A103
3507.00000000
NS
USD
161251.86000000
0.052545688954
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
391.00000000
NS
239636.32000000
0.078088125823
Long
EC
CORP
FR
N
2
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446104
523.00000000
NS
USD
43069.05000000
0.014034522794
Long
EC
CORP
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAD3
23000.00000000
PA
USD
20766.35000000
0.006766943139
Long
DBT
CORP
CA
N
2
2027-02-02
Fixed
1.95000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - MXN
000000000
1.00000000
NC
USD
-346.38000000
-0.00011287172
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-90356.21000000
USD
1820969.70000000
MXN
2022-08-05
-346.38000000
N
N
N
BellRing Brands Inc
549300S3BOK5CMTS8054
BellRing Brands Inc
07831C103
3377.00000000
NS
USD
84053.53000000
0.027389765568
Long
EC
CORP
US
N
1
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
11208.00000000
NS
151911.31000000
0.049501968187
Long
EC
CORP
GB
N
2
N
N
N
PDC Energy Inc
5493008W8H2T511J5Y59
PDC Energy Inc
69327R101
489.00000000
NS
USD
30127.29000000
0.009817308212
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAM6
2000.00000000
PA
USD
1847.23000000
0.000601940176
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
150000.00000000
PA
USD
148997.33000000
0.048552415812
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EJQ76
84043.75000000
PA
USD
85056.29000000
0.027716525924
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
925000.00000000
NC
USD
-10807.67000000
-0.00352179792
N/A
DIR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Put
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2057-05-27
0.00000000
USD
0.00000000
USD
0.00000000
USD
1.00000000
USD
0.00000000
USD
2027-05-25
XXXX
-10807.68000000
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DL8
27000.00000000
PA
USD
23036.14000000
0.007506579131
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.75000000
N
N
N
N
N
N
MISSISSIPPI POWER CO
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417BZ6
30000.00000000
PA
USD
26216.70000000
0.008542999526
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.25000000
N
N
N
N
N
N
KITE REALTY GROUP LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAA1
11000.00000000
PA
USD
10535.99000000
0.003433268015
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CURRENCY CONTRACT - CNY
000000000
1.00000000
NC
USD
-22.75000000
-0.00000741333
N/A
DFE
CORP
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
-86804.43000000
USD
581088.68000000
CNY
2022-08-05
-22.75000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEUG2
20649.99000000
PA
USD
20808.52000000
0.006780684697
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
35000.00000000
PA
USD
34919.47000000
0.011378892678
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
4400.00000000
NS
256572.60000000
0.083606998603
Long
EC
CORP
JP
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEJ7
30000.00000000
PA
USD
30001.10000000
0.009776187815
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
STAAR Surgical Co
5299006LRHI7OJ8BY308
STAAR Surgical Co
852312305
579.00000000
NS
USD
41068.47000000
0.013382611837
Long
EC
CORP
US
N
1
N
N
N
Domino's Pizza Inc
25490005ZWM1IF9UXU57
Domino's Pizza Inc
25754A201
114.00000000
NS
USD
44426.94000000
0.014477006159
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAM3
14000.00000000
PA
USD
12120.31000000
0.003949536081
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGC7
103000.00000000
PA
USD
100195.98000000
0.032649960128
Long
DBT
CORP
US
N
2
2027-11-25
Fixed
4.18300000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
14000.00000000
PA
USD
11945.94000000
0.003892715702
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
T&D Holdings Inc
3538008ARJ1MACEWA242
T&D Holdings Inc
000000000
1500.00000000
NS
17955.83000000
0.005851104341
Long
EC
CORP
JP
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395PBA9
32204.79400000
PA
USD
33725.55000000
0.010989840738
Long
ABS-MBS
USGSE
US
N
2
2035-02-15
Fixed
5.00000000
N
N
N
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett Inc
25960P109
2510.00000000
NS
USD
56173.80000000
0.018304849458
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
6030.00000000
NS
USD
914087.70000000
0.297865512754
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
10000.00000000
PA
USD
7943.64000000
0.002588522306
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
200000.00000000
PA
USD
184909.86000000
0.060254907994
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
52000.00000000
PA
USD
38273.26000000
0.012471761970
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Voya High Yield Bond Fund
OTPD0VW0B2EUAT57PE57
Voya High Yield Bond Fund
92913L593
525667.41200000
NS
USD
3495688.29000000
1.139108408232
Long
EC
RF
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEM3
86000.00000000
PA
USD
82156.49000000
0.026771594257
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
2.63000000
N
N
N
N
N
N
Mello Warehouse Securitization
N/A
Mello Warehouse Securitization Trust 2021-1
58550LAC9
100000.00000000
PA
USD
98204.80000000
0.032001112264
Long
ABS-MBS
CORP
US
N
2
2055-02-25
Floating
1.76786000
N
N
N
N
N
N
arbor multifamily mortgage sec
N/A
Arbor Multifamily Mortgage Securities Trust 2021-MF2
03881VAW9
500000.00000000
PA
USD
338104.50000000
0.110175063352
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBM4
50000.00000000
PA
USD
39872.32000000
0.012992833227
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CAH8
250000.00000000
PA
USD
246136.53000000
0.080206290617
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
2.92566000
N
N
N
N
N
N
Open House Group Co Ltd
529900WQOGPBIJEHW865
Open House Group Co Ltd
000000000
400.00000000
NS
15922.29000000
0.005188453006
Long
EC
CORP
JP
N
2
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAF6
1897.57000000
PA
USD
1898.37000000
0.000618604706
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.49000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
1336.00000000
NS
USD
82578.16000000
0.026909000056
Long
EC
CORP
US
N
1
N
N
N
Sanderson Farms Inc
529900KZGVFTWHUO2759
Sanderson Farms Inc
800013104
54.00000000
NS
USD
11638.62000000
0.003792572106
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2013-1 A PTT
N/A
United Airlines 2013-1 Class A Pass Through Trust
909319AA3
6908.38000000
PA
USD
6614.49000000
0.002155404186
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.30000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFB0
79000.00000000
PA
USD
79910.15000000
0.026039599705
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.12500000
N
N
N
N
N
N
Asahi Kasei Corp
353800GPI4Z3MGDGN142
Asahi Kasei Corp
000000000
1600.00000000
NS
12171.79000000
0.003966311404
Long
EC
CORP
JP
N
2
N
N
N
Lixil Corp
353800KB8G4F9WUJJ886
Lixil Corp
000000000
4800.00000000
NS
90218.75000000
0.029398770193
Long
EC
CORP
JP
N
2
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
5985.00000000
NS
132327.18000000
0.043120264414
Long
EC
CORP
FR
N
2
N
N
N
Cognex Corp
549300JQTYZCLC43S226
Cognex Corp
192422103
5073.00000000
NS
USD
215703.96000000
0.070289503565
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EL6X6
58965.49000000
PA
USD
63159.83000000
0.020581324033
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.50000000
N
N
N
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp
70438V106
733.00000000
NS
USD
127849.86000000
0.041661280536
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
28000.00000000
PA
USD
20403.16000000
0.006648593690
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307NG73
9475.28000000
PA
USD
9305.43000000
0.003032276529
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
1101.00000000
NS
104246.56000000
0.033969886092
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2019-R02
20753KAB8
14799.61000000
PA
USD
14803.19000000
0.004823781984
Long
ABS-MBS
CORP
US
N
2
2031-08-25
Floating
3.92357000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - COP
000000000
1.00000000
NC
USD
-218.89000000
-0.00007132770
N/A
DFE
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
-38545.45000000
USD
160078860.02000000
COP
2022-08-05
-218.89000000
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP IRS USD
000000000
-618000.00000000
NC
USD
-15456.63000000
-0.00503671258
N/A
DIR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Call
Written
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
CH
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2032-07-14
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
3.07000000
USD
2022-07-12
XXXX
-8929.01000000
N
N
N
RBC CAPITAL MARKETS, LLC
549300LCO2FLSSVFFR64
RBC DOMINION SECURITIES INC
000000000
17391007.00000000
PA
USD
17391007.00000000
5.667050565690
Long
RA
CORP
US
N
2
Repurchase
Y
1.55000000
2022-07-01
32547795.16832553
USD
15782105.88767159
USD
AMBS
3254171.60722646
USD
1956721.43404511
USD
UST
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
11000.00000000
PA
USD
7935.02000000
0.002585713385
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBE3
15000.00000000
PA
USD
12760.30000000
0.004158083849
Long
DBT
CORP
US
N
2
2062-03-01
Fixed
3.90000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
4685.00000000
NS
224093.73000000
0.073023402231
Long
EC
CORP
FR
N
2
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
732.00000000
NS
USD
26125.08000000
0.008513144143
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BQ4
180000.00000000
PA
USD
157534.36000000
0.051334300765
Long
DBT
CORP
US
N
2
2027-02-03
Fixed
1.35000000
N
N
N
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG
000000000
562.00000000
NS
179604.85000000
0.058526212242
Long
EC
CORP
CH
N
2
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBG9
15000.00000000
PA
USD
10686.77000000
0.003482401333
Long
DBT
CORP
US
N
2
2061-12-10
Fixed
2.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJF7
57000.00000000
PA
USD
45606.36000000
0.014861333115
Long
DBT
CORP
US
N
2
2031-07-23
Fixed
1.89800000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDY5
15000.00000000
PA
USD
11707.40000000
0.003814984824
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
1400.00000000
NS
24763.83000000
0.008069565885
Long
EC
CORP
JP
N
2
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
14668.00000000
NS
USD
922763.88000000
0.300692741262
Long
EC
CORP
US
N
1
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAB1
30000.00000000
PA
USD
29566.55000000
0.009634584926
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
63.00000000
NS
USD
15045.66000000
0.004902793496
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA3
35565MAH7
12681.06000000
PA
USD
12674.95000000
0.004130271614
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Floating
5.22357000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HMU5
1716.55000000
PA
USD
1844.89000000
0.000601177661
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
236203.16000000
PA
USD
227987.97000000
0.074292383089
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
2.57566000
N
N
N
N
N
N
Sunnova Sol III Issuer LLC
N/A
Sunnova Sol III Issuer LLC
86745QAA9
94600.95000000
PA
USD
81035.63000000
0.026406349720
Long
ABS-O
CORP
US
N
2
2056-04-28
Fixed
2.58000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBG6
34000.00000000
PA
USD
32419.34000000
0.010564197868
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.00000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
17000.00000000
PA
USD
16071.67000000
0.005237130119
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Amdocs Ltd
549300HQV672RJ7RQV66
Amdocs Ltd
000000000
5008.00000000
NS
USD
417216.48000000
0.135954570600
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
19000.00000000
PA
USD
16597.02000000
0.005408321184
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
39000.00000000
PA
USD
38447.18000000
0.012528435712
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSSU8
264251.92000000
PA
USD
288275.33000000
0.093937681236
Long
ABS-MBS
USGSE
US
N
2
2056-11-15
Fixed
5.00000000
N
N
N
N
N
N
Bruker Corp
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp
116794108
311.00000000
NS
USD
19518.36000000
0.006360271896
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME E-MINI STANDARD & POOR'S 500 INDEX
000000000
-24.00000000
NC
USD
-42765.60000000
-0.01393564028
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
STANDARD & POOR'S FINANCIAL SERVICES LLC
STANDARD & POORS'S 500
2022-09-16
-4504634.40000000
USD
-42765.60000000
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
78000.00000000
PA
USD
54224.75000000
0.017669730117
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
18904.00000000
NS
USD
4855114.32000000
1.582092305158
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCZ0
30000.00000000
PA
USD
27794.39000000
0.009057107134
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397JR97
38709.88350000
PA
USD
40536.31000000
0.013209201659
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
5.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505104
22510.00000000
NS
USD
700736.30000000
0.228342616693
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
5569.00000000
NS
USD
86765.02000000
0.028273334354
Long
EC
CORP
US
N
1
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
100.00000000
NS
32639.34000000
0.010635887284
Long
EC
CORP
JP
N
2
N
N
N
SEB SA
969500WP61NBK098AC47
SEB SA
000000000
416.00000000
NS
40146.79000000
0.013082272290
Long
EC
CORP
FR
N
2
N
N
N
METROPOLITAN EDISON CO
N/A
Metropolitan Edison Co
591894CB4
12000.00000000
PA
USD
11819.11000000
0.003851386754
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-19CB
02147QAM4
79050.47000000
PA
USD
40890.26000000
0.013324540152
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
2.02357000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QBB3
31000.00000000
PA
USD
31624.02000000
0.010305034115
Long
DBT
CORP
N/A
N
2
2026-03-01
Fixed
5.35000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBE8
5000.00000000
PA
USD
4491.73000000
0.001463679534
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
400000.00000000
PA
USD
369988.61000000
0.120564850649
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
928856301
7241.00000000
NS
112665.54000000
0.036713303156
Long
EC
CORP
SE
N
2
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
14000.00000000
PA
USD
12667.97000000
0.004127997105
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAE4
96500.00000000
PA
USD
92655.63000000
0.030192854295
Long
ABS-O
CORP
US
N
2
2048-11-25
Fixed
4.94000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAA4
74000.00000000
PA
USD
74081.78000000
0.024140361352
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.75000000
N
N
N
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
2524.00000000
NS
25751.21000000
0.008391314499
Long
EC
CORP
SE
N
2
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBC7
76000.00000000
PA
USD
67789.85000000
0.022090066882
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
1435.00000000
NS
USD
41945.05000000
0.013668255054
Long
EC
CORP
US
N
1
N
N
N
TIMKEN CO/THE
B0I35MLPFXZSE70ASS73
TIMKEN CO
887389104
905.00000000
NS
USD
48010.25000000
0.015644667063
Long
EC
CORP
US
N
1
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
771.00000000
NS
USD
41741.94000000
0.013602069431
Long
EC
CORP
US
N
1
N
N
N
Insperity Inc
5299000Q0KW7HY5DB751
Insperity Inc
45778Q107
1791.00000000
NS
USD
178795.53000000
0.058262486435
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
14000.00000000
PA
USD
13324.17000000
0.004341827079
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAJ4
28000.00000000
PA
USD
22524.36000000
0.007339809999
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
2.65000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
15000.00000000
PA
USD
10757.90000000
0.003505579825
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
WPP PLC
549300LSGBXPYHXGDT93
WPP PLC
000000000
9329.00000000
NS
94234.57000000
0.030707369229
Long
EC
CORP
GB
N
2
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAJ7
70000.00000000
PA
USD
62765.38000000
0.020452788170
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCY5
219300.00000000
PA
USD
196453.39000000
0.064016493980
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
Flowserve Corp
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354P105
2192.00000000
NS
USD
62756.96000000
0.020450044420
Long
EC
CORP
US
N
1
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
1552.00000000
NS
166938.06000000
0.054398599653
Long
EC
CORP
CH
N
2
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC43
17328HBD2
60000.00000000
PA
USD
55367.11000000
0.018041980665
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.03800000
N
N
N
N
N
N
Oversea-Chinese Banking Corp L
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
000000000
25800.00000000
NS
211638.61000000
0.068964764635
Long
EC
CORP
SG
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
22000.00000000
PA
USD
22063.82000000
0.007189737984
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
LAM RESEARCH CORP
512807108
610.00000000
NS
USD
259951.50000000
0.084708050265
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-587.22000000
-0.00019135208
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-167972.33000000
TRY
9323.68000000
USD
2022-07-29
-587.22000000
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
24827.00000000
NS
74301.10000000
0.024211829181
Long
EC
CORP
NZ
N
2
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAE0
23000.00000000
PA
USD
17051.99000000
0.005556578154
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.15000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAC1
206000.00000000
PA
USD
164486.81000000
0.053599832928
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK (TORONTO)
000000000
1800000.00000000
PA
USD
1800000.00000000
0.586549762083
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.56000000
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAF6
17000.00000000
PA
USD
16324.54000000
0.005319530585
Long
DBT
CORP
GB
N
2
2062-04-27
Fixed
4.95000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAG2
986544.12000000
PA
USD
52265.82000000
0.017031391270
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.20185400
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
3137G0UD9
74990.84000000
PA
USD
74463.07000000
0.024264608884
Long
ABS-MBS
CORP
US
N
2
2030-09-25
Floating
3.92357000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAG9
33000.00000000
PA
USD
32250.54000000
0.010509192535
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
4.00000000
N
N
N
N
N
N
Figs Inc
N/A
Figs Inc
30260D103
829.00000000
NS
USD
7552.19000000
0.002460964026
Long
EC
CORP
US
N
1
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
1228.00000000
NS
USD
244752.68000000
0.079755347901
Long
EC
CORP
US
N
1
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
2877.00000000
NS
125875.74000000
0.041017991860
Long
EC
CORP
DE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
347900.00000000
PA
USD
324872.01000000
0.105863111207
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.50000000
N
N
N
N
N
N
Epiroc AB
5493004Q73OEYW1SPE91
Epiroc AB
000000000
3590.00000000
NS
55663.18000000
0.018138458325
Long
EC
CORP
SE
N
2
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
1695.00000000
NS
USD
225485.85000000
0.073477039817
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
15000.00000000
PA
USD
14441.47000000
0.004705911551
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
2244.00000000
NS
USD
158359.08000000
0.051603044832
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-24.00000000
NC
USD
10412.02000000
0.003392871029
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
2022-09-21
-3067412.02000000
USD
10412.02000000
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P4
29429EAF8
872215.52000000
PA
USD
50416.24000000
0.016428685320
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Variable
2.05411500
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374CK47
1624.50000000
PA
USD
1709.16000000
0.000556948550
Long
ABS-MBS
USGSE
US
N
2
2036-07-01
Fixed
5.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Long Bond Future
000000000
4.00000000
NC
USD
7366.72000000
0.002400526590
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
2022-09-21
547133.28000000
USD
7366.72000000
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
1311.00000000
NS
USD
322571.55000000
0.105113481059
Long
EC
CORP
US
N
1
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2022-2
36266FAF6
100000.00000000
PA
USD
98825.41000000
0.032203344846
Long
ABS-O
CORP
US
N
2
2026-05-20
Fixed
4.33000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711X3H5
145512.99000000
PA
USD
144032.83000000
0.046934678982
Long
ABS-MBS
CORP
US
N
2
2031-03-25
Floating
3.62357000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
000000000
3846.00000000
NS
94278.60000000
0.030721716888
Long
EC
CORP
FR
N
2
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AV9
5000.00000000
PA
USD
4358.05000000
0.001420118439
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.70000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508104
3019.00000000
NS
USD
463869.35000000
0.151156920489
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Hol
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
150.00000000
NS
USD
35154.00000000
0.011455316853
Long
EC
CORP
US
N
1
N
N
N
Halma PLC
2138007FRGLUR9KGBT40
Halma PLC
000000000
4284.00000000
NS
105181.40000000
0.034274513969
Long
EC
CORP
GB
N
2
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD4 Mortgage Trust
12515DAS3
773363.16000000
PA
USD
35369.65000000
0.011525588773
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.38851700
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAK6
8000.00000000
PA
USD
7552.57000000
0.002461087853
Long
DBT
CORP
JP
N
2
2026-10-19
Fixed
3.01000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
38258.00000000
NS
USD
5230633.76000000
1.704459437485
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHS86
329890.54000000
PA
USD
322670.51000000
0.105145728262
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
10332.00000000
NS
167034.65000000
0.054430074565
Long
EC
CORP
CH
N
2
N
N
N
TORO CO/THE
YJKE4YIT6BWQHVEW0D14
TORO CO
891092108
75.00000000
NS
USD
5684.25000000
0.001852275269
Long
EC
CORP
US
N
1
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
1119.00000000
NS
USD
532106.88000000
0.173392868815
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-COR2 Mortgage Trust
12595EAE5
695392.53000000
PA
USD
32953.64000000
0.010738305389
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Variable
1.30977100
N
N
N
N
N
N
Power Integrations Inc
54930085LGXSCIHD5W31
Power Integrations Inc
739276103
361.00000000
NS
USD
27078.61000000
0.008823862362
Long
EC
CORP
US
N
1
N
N
N
Eiffage SA
969500OQXKE5WDM9M994
Eiffage SA
000000000
831.00000000
NS
75172.58000000
0.024495810507
Long
EC
CORP
FR
N
2
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445103
6947.00000000
NS
USD
63426.11000000
0.020668094294
Long
EC
CORP
US
N
1
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AB0
28000.00000000
PA
USD
27037.77000000
0.008810554200
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.00000000
N
N
N
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
1446.00000000
NS
USD
77650.20000000
0.025303170186
Long
EC
CORP
US
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BT9
37000.00000000
PA
USD
31595.50000000
0.010295740559
Long
DBT
CORP
US
N
2
2033-02-07
Fixed
2.62300000
N
N
N
N
N
N
Electrolux AB
549300Y3HHZB1ZGFPJ93
Electrolux AB
000000000
1775.00000000
NS
23974.68000000
0.007812412694
Long
EC
CORP
SE
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
65000.00000000
PA
USD
57054.71000000
0.018591903653
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2013-CCRE13 Mortgage Trust
12630BBF4
177000.00000000
PA
USD
173402.33000000
0.056505053003
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
5.04118200
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-4
91682NAA1
93837.38000000
PA
USD
90375.56000000
0.029449868453
Long
ABS-O
CORP
US
N
2
2031-09-20
Fixed
0.84000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AG4
7000.00000000
PA
USD
6211.52000000
0.002024091987
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.30000000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
1495.00000000
NS
USD
716523.60000000
0.233487081726
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
5502.00000000
NS
USD
452319.42000000
0.147393248992
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
2169.23000000
0.000706867411
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-07-14
0.00000000
USD
0.00000000
USD
199000.00000000
USD
2169.23000000
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 8 Ltd
67707GAJ8
250000.00000000
PA
USD
234261.75000000
0.076336763182
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
2.94429000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGU8
28000.00000000
PA
USD
25696.85000000
0.008373600696
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
65000.00000000
PA
USD
55724.03000000
0.018158286966
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
11000.00000000
PA
USD
9995.33000000
0.003257088018
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
MINERALS TECHNOLOGIES INC
549300D3I1QU67GP6403
MINERALS TECHNOLOGIES INC
603158106
4143.00000000
NS
USD
254131.62000000
0.082811578471
Long
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
2075.00000000
NS
USD
171353.50000000
0.055837419253
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDD8
35000.00000000
PA
USD
31277.35000000
0.010192067889
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
NORTHERN NATURAL GAS CO
5493007M02M6CT9EXE41
Northern Natural Gas Co
665501AM4
16000.00000000
PA
USD
11948.94000000
0.003893693285
Long
DBT
CORP
US
N
2
2051-10-16
Fixed
3.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FMA1
21307.03000000
PA
USD
21675.07000000
0.007063059528
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.00000000
N
N
N
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TopBuild Corp
89055F103
166.00000000
NS
USD
27748.56000000
0.009042172925
Long
EC
CORP
US
N
1
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
10000.00000000
NS
71053.18000000
0.023153458791
Long
EC
CORP
HK
N
2
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BP5
200000.00000000
PA
USD
181971.53000000
0.059297420904
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07300000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGC2
77000.00000000
PA
USD
60669.07000000
0.019769682541
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp
017175AF7
6000.00000000
PA
USD
4372.02000000
0.001424670717
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.25000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC-CL A
902494103
3388.00000000
NS
USD
291571.28000000
0.095011702730
Long
EC
CORP
US
N
1
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
2009.00000000
NS
USD
69109.60000000
0.022520121909
Long
EC
CORP
US
N
1
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
1085.00000000
NS
USD
71121.75000000
0.023175803078
Long
EC
CORP
IL
N
1
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779309
1355.00000000
NS
USD
61923.50000000
0.020178452329
Long
EC
CORP
US
N
1
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AF8
17000.00000000
PA
USD
17040.18000000
0.005552729736
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.65000000
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
722.00000000
NS
USD
231076.10000000
0.075298684154
Long
EC
CORP
US
N
1
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
1952.00000000
NS
68018.21000000
0.022164480496
Long
EC
CORP
NO
N
2
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
485.00000000
NS
USD
84807.10000000
0.027635324626
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307M2M7
5108.56000000
PA
USD
5010.78000000
0.001632817676
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XAX2
46007.38000000
PA
USD
46286.42000000
0.015082938132
Long
ABS-MBS
CORP
US
N
2
2025-05-25
Floating
5.62357000
N
N
N
N
N
N
MASIMO CORP
549300Q4A8JK0PIYCU29
MASIMO CORP
574795100
276.00000000
NS
USD
36064.92000000
0.011752150136
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378G2A5
265013.86000000
PA
USD
245511.15000000
0.080002503678
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
1.75000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
43.00000000
NS
USD
75206.57000000
0.024506886522
Long
EC
CORP
US
N
1
N
N
N
Lumentum Holdings Inc
549300JLWRRC38DWEF52
Lumentum Holdings Inc
55024U109
170.00000000
NS
USD
13501.40000000
0.004399579420
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
55000.00000000
PA
USD
55335.13000000
0.018031559631
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
MSILF Government Portfolio
549300BI6Y5SI6BYPB26
MSILF Government Portfolio
61747C707
1729000.00000000
NS
USD
1729000.00000000
0.563413632579
Long
STIV
RF
US
N
1
N
N
Mitsubishi HC Capital Inc
353800MZ3QX9RLMH7B09
Mitsubishi HC Capital Inc
000000000
36900.00000000
NS
170307.36000000
0.055496523049
Long
EC
CORP
JP
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
8703.00000000
NS
226650.38000000
0.073856514702
Long
EC
CORP
GB
N
2
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBT6
20000.00000000
PA
USD
18445.87000000
0.006010789255
Long
DBT
CORP
GB
N
2
2059-06-19
Fixed
5.12500000
N
N
N
N
N
N
CITADEL SECURITIES LLC
12UUJYTN7D3SW8KCSG25
CITADEL SECURITIES LLC
000000000
6065531.00000000
PA
USD
6065531.00000000
1.976519869422
Long
RA
CORP
US
N
2
Repurchase
Y
1.55000000
2022-07-01
6915667.57583784
USD
6266792.61201709
USD
UST
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAG8
96000.00000000
PA
USD
90129.22000000
0.029369595859
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's Co/The
95058W100
8842.00000000
NS
USD
166936.96000000
0.054398241206
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A0A72
35118.64000000
PA
USD
37057.84000000
0.012075704019
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Fixed
5.25000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust
93363NAH8
16260.08000000
PA
USD
15301.73000000
0.004986236717
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
2.52132800
N
N
N
N
N
N
ADT Inc
N/A
ADT Inc
00090Q103
894.00000000
NS
USD
5498.10000000
0.001791616248
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
397.67000000
0.000129585135
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-96558.81000000
RON
20779.39000000
USD
2022-07-29
397.67000000
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EJ2
37000.00000000
PA
USD
32125.16000000
0.010468336086
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AP8
7000.00000000
PA
USD
6293.64000000
0.002050851691
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YES0
145000.00000000
PA
USD
140572.06000000
0.045806949082
Long
DBT
CORP
US
N
2
2037-04-20
Fixed
5.29700000
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
CISCO SYSTEMS INC
17275R102
22059.00000000
NS
USD
940595.76000000
0.306503455136
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-A-GS
20267WAA3
38751.12000000
PA
USD
37209.86000000
0.012125241405
Long
ABS-O
CORP
US
N
2
2050-08-25
Fixed
1.98000000
N
N
N
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
5956.00000000
NS
71451.83000000
0.023283363270
Long
EC
CORP
IT
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFVW4
56122.39000000
PA
USD
56887.60000000
0.018537449025
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAG8
9000.00000000
PA
USD
8590.84000000
0.002799419532
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCD6
211000.00000000
PA
USD
164239.26000000
0.053519166043
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.15700000
N
N
N
N
N
N
Option Care Health Inc
549300DI3Q5ACSYJRI17
Option Care Health Inc
68404L201
1238.00000000
NS
USD
34404.02000000
0.011210927636
Long
EC
CORP
US
N
1
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
15000.00000000
PA
USD
11895.67000000
0.003876334671
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
103000.00000000
PA
USD
91607.59000000
0.029851338955
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
845.00000000
NS
16951.95000000
0.005523979021
Long
EC
CORP
GB
N
2
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-2-GS
61946LAB8
57176.90000000
PA
USD
55512.95000000
0.018089504230
Long
ABS-O
CORP
US
N
2
2044-02-22
Fixed
4.74000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
200000.00000000
PA
USD
165697.83000000
0.053994457091
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
SolarEdge Technologies Inc
5493000K6Y58XXPDF853
SolarEdge Technologies Inc
83417M104
242.00000000
NS
USD
66230.56000000
0.021581955117
Long
EC
CORP
IL
N
1
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EW9
23000.00000000
PA
USD
20089.81000000
0.006546485153
Long
DBT
CORP
AU
N
2
2028-11-20
Fixed
1.95300000
N
N
N
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
1154.00000000
NS
76754.03000000
0.025011143353
Long
EP
CORP
DE
N
2
N
N
N
American Financial Group Inc/O
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
182.00000000
NS
USD
25263.42000000
0.008232362772
Long
EC
CORP
US
N
1
N
N
N
LCM Ltd Partnership
N/A
LCM XXIV Ltd
50188YAE4
250000.00000000
PA
USD
245573.75000000
0.080022902575
Long
ABS-CBDO
CORP
KY
N
2
2030-03-20
Floating
2.04271000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
31265.00000000
NS
171464.92000000
0.055873726684
Long
EC
CORP
IT
N
2
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
7321.00000000
NS
USD
477475.62000000
0.155590672950
Long
EC
CORP
US
N
1
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
718000.00000000
NS
USD
718000.00000000
0.233968182875
Long
STIV
RF
US
N
1
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
100000.00000000
PA
USD
89966.24000000
0.029316487037
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
9.00000000
NS
USD
10338.93000000
0.003369053850
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJG5
63000.00000000
PA
USD
58352.43000000
0.019014779963
Long
DBT
CORP
US
N
2
2025-09-25
Fixed
0.98100000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAD8
88000.00000000
PA
USD
70704.46000000
0.023039824550
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WE4G1
9826.21000000
PA
USD
9641.14000000
0.003141671318
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
48.00000000
NS
112684.70000000
0.036719546653
Long
EC
CORP
DK
N
2
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBH4
73000.00000000
PA
USD
58836.02000000
0.019172363073
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.90000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCH6
45000.00000000
PA
USD
39505.08000000
0.012873164041
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
1.87800000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWE5
55000.00000000
PA
USD
52798.97000000
0.017205124050
Long
DBT
CORP
US
N
2
2029-04-18
Fixed
3.35000000
N
N
N
N
N
N
Nomura Real Estate Holdings In
N/A
Nomura Real Estate Holdings Inc
000000000
4600.00000000
NS
112540.89000000
0.036672684585
Long
EC
CORP
JP
N
2
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
116.00000000
NS
USD
9131.52000000
0.002975606046
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CET4
387500.00000000
PA
USD
380219.24000000
0.123898613756
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CURRENCY CONTRACT - PLN
000000000
1.00000000
NC
USD
-502.17000000
-0.00016363760
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-64549.60000000
USD
288088.85000000
PLN
2022-07-29
-502.17000000
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AQ9
15000.00000000
PA
USD
11928.77000000
0.003887120669
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
Greif Inc
54930070FVGKR0Z1FI24
Greif Inc
397624107
595.00000000
NS
USD
37116.10000000
0.012094688680
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
2015.00000000
NS
USD
36914.80000000
0.012029092865
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAH3
11000.00000000
PA
USD
9291.99000000
0.003027896957
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.12500000
N
N
N
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
2731.00000000
NS
114431.70000000
0.037288825783
Long
EC
CORP
NO
N
2
N
N
N
Rohm Co Ltd
5493009V2FGDEP7JFE59
Rohm Co Ltd
000000000
1300.00000000
NS
91129.70000000
0.029695613252
Long
EC
CORP
JP
N
2
N
N
N
Middleby Corp/The
JDFO86U9VQRBKW5KYA35
Middleby Corp/The
596278101
154.00000000
NS
USD
19305.44000000
0.006290889577
Long
EC
CORP
US
N
1
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EH2
12000.00000000
PA
USD
12491.33000000
0.004070437022
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.30000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CZ8
21000.00000000
PA
USD
18140.66000000
0.005911333226
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.70000000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
350.00000000
NS
USD
42462.00000000
0.013836708887
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123AW0
80000.00000000
PA
USD
74562.40000000
0.024296976655
Long
DBT
NUSS
TR
N
2
2025-02-05
Fixed
7.37500000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAR0
30000.00000000
PA
USD
28886.55000000
0.009412999461
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAB5
38000.00000000
PA
USD
37339.85000000
0.012167600074
Long
DBT
CORP
GB
N
2
2029-04-27
Fixed
4.05000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381RKW8
1123553.96000000
PA
USD
1078709.66000000
0.351509385794
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
3.50000000
N
N
N
N
N
N
Kingfisher PLC
213800KBMEV7I92FY281
Kingfisher PLC
000000000
8470.00000000
NS
25312.48000000
0.008248349512
Long
EC
CORP
GB
N
2
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG
000000000
451.00000000
NS
60722.77000000
0.019787181275
Long
EP
CORP
DE
N
2
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DD6
38000.00000000
PA
USD
38351.23000000
0.012497169351
Long
DBT
CORP
US
N
2
2027-08-01
Variable
5.11300000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAT4
1354866.76000000
PA
USD
26533.51000000
0.008646235543
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.69360500
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
177000.00000000
PA
USD
161555.48000000
0.052644626865
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653C108
7067.00000000
NS
USD
116322.82000000
0.037905067997
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBY5
175000.00000000
PA
USD
157970.96000000
0.051476571668
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QS2P2
6016.04000000
PA
USD
6068.03000000
0.001977334196
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Rockland Park CLO Ltd
N/A
Rockland Park CLO Ltd
773663AE9
250000.00000000
PA
USD
232705.25000000
0.075829560568
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
2.96271000
N
N
N
N
N
N
Genworth Mortgage Insurance Co
N/A
Triangle Re 2021-3 Ltd
89600HAC3
300000.00000000
PA
USD
286426.77000000
0.093335307665
Long
ABS-MBS
CORP
BM
N
2
2034-02-25
Floating
3.82566000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
50000.00000000
PA
USD
49564.25000000
0.016151055025
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBB9
10000.00000000
PA
USD
8755.83000000
0.002853183335
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.55000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AL8
80000.00000000
PA
USD
79081.18000000
0.025769470730
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
UNITED AIR 2016-2 A PTT
N/A
United Airlines 2016-2 Class A Pass Through Trust
90932DAA3
26674.25000000
PA
USD
22851.48000000
0.007446405642
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
3.10000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AN6
17000.00000000
PA
USD
14577.02000000
0.004750082007
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
ULTRA LONG TERM US TREASURY BOND
000000000
21.00000000
NC
USD
-80419.27000000
-0.02620550204
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
2022-09-21
3321638.02000000
USD
-80419.27000000
N
N
N
TERADYNE INC
C3X4YJ278QNZHRJULN75
TERADYNE INC
880770102
1935.00000000
NS
USD
173279.25000000
0.056464946034
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
INTEL CORP
458140100
15709.00000000
NS
USD
587673.69000000
0.191499923917
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X887
1277.00000000
NS
USD
58933.55000000
0.019204144295
Long
EC
CORP
US
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
637.00000000
NS
USD
47475.61000000
0.015470448750
Long
EC
CORP
US
N
1
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CP2
40000.00000000
PA
USD
35063.85000000
0.011425940486
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.27200000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AU0
74000.00000000
PA
USD
61824.77000000
0.020146280074
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.45000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967424
12550.00000000
NS
USD
577174.50000000
0.188078647586
Long
EC
CORP
US
N
1
N
N
N
Benefit Street Partners CLO Lt
N/A
Benefit Street Partners Clo XXII Ltd
08186UAL6
500000.00000000
PA
USD
486937.60000000
0.158673963016
Long
ABS-CBDO
CORP
KY
N
2
2035-04-20
Floating
1.66668000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DD7
3000.00000000
PA
USD
2697.10000000
0.000878879646
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.10000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-1
61947DAB5
70855.84000000
PA
USD
61258.94000000
0.019961898156
Long
ABS-O
CORP
US
N
2
2046-12-20
Fixed
2.05000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAE2
835210.95000000
PA
USD
34174.62000000
0.011136175127
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.16389700
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
3728.00000000
NS
USD
615269.12000000
0.200492197751
Long
EC
CORP
US
N
1
N
N
N
ACS Actividades de Construccio
95980020140005558665
ACS Actividades de Construccion y Servicios SA
000000000
3630.00000000
NS
88469.52000000
0.028828764393
Long
EC
CORP
ES
N
2
N
N
N
J.G. Wentworth XXXIX LLC
N/A
J.G. Wentworth XXXIX LLC
46620VAA2
235453.55000000
PA
USD
218430.42000000
0.071177950490
Long
ABS-O
CORP
US
N
2
2072-09-15
Fixed
3.53000000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
1794.00000000
NS
USD
169676.52000000
0.055290956909
Long
EC
CORP
US
N
1
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304101
4930.00000000
NS
USD
245267.50000000
0.079923107651
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
1838.00000000
NS
USD
484349.76000000
0.157830686940
Long
EC
CORP
US
N
1
N
N
N
Kobayashi Pharmaceutical Co Lt
529900WBSL04KD6TKP95
Kobayashi Pharmaceutical Co Ltd
000000000
900.00000000
NS
55738.16000000
0.018162891381
Long
EC
CORP
JP
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCW4
57000.00000000
PA
USD
52854.93000000
0.017223359231
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.94700000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBD9
100000.00000000
PA
USD
72295.42000000
0.023558256333
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
Prime Mortgage Trust
N/A
Prime Mortgage Trust 2007-1
74162FAD7
9352.22000000
PA
USD
8176.87000000
0.002664522862
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.50000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAG6
27000.00000000
PA
USD
25590.60000000
0.008338977967
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAF9
225000.00000000
PA
USD
177453.79000000
0.057825265725
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AU7
16000.00000000
PA
USD
15086.57000000
0.004916124468
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.55000000
N
N
N
N
N
N
OGLETHORPE POWER CORP
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AQ9
20000.00000000
PA
USD
15954.20000000
0.005198851230
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.75000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CK7
46000.00000000
PA
USD
43703.16000000
0.014241154500
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
4.25000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBL5
25000.00000000
PA
USD
24590.60000000
0.008013116988
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.50000000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
1656.00000000
NS
42081.26000000
0.013712640578
Long
EC
CORP
AT
N
2
N
N
N
Ollie's Bargain Outlet Holding
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings Inc
681116109
145.00000000
NS
USD
8518.75000000
0.002775928214
Long
EC
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
20000.00000000
PA
USD
18040.53000000
0.005878704766
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
Mitsubishi Heavy Industries Lt
353800TJ98PCAZROVE69
Mitsubishi Heavy Industries Ltd
000000000
1400.00000000
NS
48932.41000000
0.015945163024
Long
EC
CORP
JP
N
2
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
118.00000000
NS
USD
23368.72000000
0.007614953975
Long
EC
CORP
US
N
1
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
1351.00000000
NS
83601.05000000
0.027242319993
Long
EP
CORP
DE
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDM0
260500.00000000
PA
USD
251687.77000000
0.082015223118
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.50000000
N
N
N
N
N
N
Watts Water Technologies Inc
549300REJOO94ERQN318
Watts Water Technologies Inc
942749102
830.00000000
NS
USD
101957.20000000
0.033223873001
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
52000.00000000
PA
USD
44387.46000000
0.014464141168
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
200000.00000000
PA
USD
189659.23000000
0.061802542351
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FV0
6000.00000000
PA
USD
4956.02000000
0.001614973528
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.05000000
N
N
N
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp
88076W103
234.00000000
NS
USD
8660.34000000
0.002822066870
Long
EC
CORP
US
N
1
N
N
N
iShares Core S&P Mid-Cap ETF
549300ODQWH5PC0IUZ78
iShares Core S&P Mid-Cap ETF
464287507
446.00000000
NS
USD
100898.58000000
0.032878910051
Long
EC
RF
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
3582.00000000
NS
USD
406951.02000000
0.132609457755
Long
EC
CORP
US
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBH9
99000.00000000
PA
USD
96961.59000000
0.031595998636
Long
DBT
CORP
US
N
2
2033-06-13
Fixed
4.28900000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAE0
30000.00000000
PA
USD
24438.78000000
0.007963644774
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
95.03000000
0.000030966568
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-317909.50000000
MYR
72260.37000000
USD
2022-08-05
95.03000000
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
2866.58000000
0.000934106564
N/A
DFE
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
-288088.85000000
PLN
66914.01000000
USD
2022-07-29
2866.58000000
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
1331.00000000
NS
USD
75733.90000000
0.024678722792
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAX2
58000.00000000
PA
USD
57460.79000000
0.018724229279
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
N
Envista Holdings Corp
549300BX623VURJZ5269
Envista Holdings Corp
29415F104
572.00000000
NS
USD
22044.88000000
0.007183566177
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
510.00000000
NS
USD
310610.40000000
0.101215809011
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
627.00000000
NS
USD
158957.04000000
0.051797896663
Long
EC
CORP
US
N
1
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
9890.00000000
NS
283186.55000000
0.092279446404
Long
EC
CORP
AU
N
2
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
Misc Capital Two Labuan Ltd
60475DAB7
200000.00000000
PA
USD
188064.90000000
0.061283012417
Long
DBT
CORP
MY
N
2
2027-04-06
Fixed
3.75000000
N
N
N
N
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co/The
631005BJ3
13000.00000000
PA
USD
12220.34000000
0.003982131955
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
3.39500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RBC6
1299222.42090000
PA
USD
91106.67000000
0.029688108673
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Variable
1.24528700
N
N
N
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
32.00000000
NS
USD
6610.88000000
0.002154227828
Long
EC
CORP
US
N
1
N
N
N
GEORGIA POWER COMPANY
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334FS5
33000.00000000
PA
USD
33514.92000000
0.010921204640
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.75000000
N
N
N
N
N
N
Fluor Corp
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp
343412102
831.00000000
NS
USD
20226.54000000
0.006591040124
Long
EC
CORP
US
N
1
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
Hancock Whitney Corp
410120109
5880.00000000
NS
USD
260660.40000000
0.084939053113
Long
EC
CORP
US
N
1
N
N
N
MANPOWERGROUP INC
ERO1WSFOSR0JJ6CRQ987
MANPOWERGROUP INC
56418H100
1271.00000000
NS
USD
97117.11000000
0.031646676535
Long
EC
CORP
US
N
1
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AA7
116000.00000000
PA
USD
98517.21000000
0.032102914492
Long
DBT
CORP
AU
N
2
2031-04-29
Fixed
3.64900000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DB8
22000.00000000
PA
USD
19680.75000000
0.006413188461
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275Y102
182.00000000
NS
USD
10730.72000000
0.003496722923
Long
EC
CORP
US
N
1
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CV8
3000.00000000
PA
USD
2712.46000000
0.000883884870
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
4.15000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CL2
5000.00000000
PA
USD
4975.88000000
0.001621445127
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.87500000
N
N
N
N
N
N
Beiersdorf AG
L47NHHI0Z9X22DV46U41
Beiersdorf AG
000000000
1438.00000000
NS
147564.24000000
0.048085427702
Long
EC
CORP
DE
N
2
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AD7
30000.00000000
PA
USD
27176.07000000
0.008855620773
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
3.87500000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
65.00000000
NS
USD
8643.70000000
0.002816644543
Long
EC
CORP
US
N
1
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
200000.00000000
PA
USD
187127.56000000
0.060977569887
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
Hanover Insurance Group Inc/Th
JJYR6MFKFF6CF8DBZ078
Hanover Insurance Group Inc/The
410867105
631.00000000
NS
USD
92283.75000000
0.030071673114
Long
EC
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAF8
6000.00000000
PA
USD
5896.49000000
0.001921436003
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
4.37500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
43000.00000000
PA
USD
37776.09000000
0.012309753667
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
JetBlue Airways Corp
54930070J9H97ZO93T57
JetBlue Airways Corp
477143101
18470.00000000
NS
USD
154593.90000000
0.050376119591
Long
EC
CORP
US
N
1
N
N
N
Straumann Holding AG
50670046ML5FVIM60Z37
Straumann Holding AG
000000000
579.00000000
NS
69749.89000000
0.022728767436
Long
EC
CORP
CH
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
142.00000000
NS
12943.42000000
0.004217755511
Long
EC
CORP
DE
N
2
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBC1
9000.00000000
PA
USD
8139.33000000
0.002652290041
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd
55821UAE4
250000.00000000
PA
USD
235673.75000000
0.076796878884
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
3.04429000
N
N
N
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
636.00000000
NS
USD
42522.96000000
0.013856573372
Long
EC
CORP
SG
N
1
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
5800.00000000
NS
124612.12000000
0.040606227410
Long
EC
CORP
JP
N
2
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CE7
400000.00000000
PA
USD
381860.69000000
0.124433498260
Long
DBT
CORP
GB
N
2
2025-11-07
Fixed
2.63300000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159TF3
25000.00000000
PA
USD
23952.62000000
0.007805224201
Long
DBT
CORP
CA
N
2
2025-02-03
Fixed
2.20000000
N
N
N
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
9600.00000000
NS
183986.32000000
0.059953962345
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055HAB9
92000.00000000
PA
USD
88952.50000000
0.028986148728
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAL3
17000.00000000
PA
USD
14211.75000000
0.004631054767
Long
DBT
CORP
US
N
2
2052-04-05
Fixed
4.40000000
N
N
N
N
N
N
WASHINGTON GAS LIGHT CO
DL22T1SB4DUBS063O841
Washington Gas Light Co
93884PDY3
36000.00000000
PA
USD
29882.14000000
0.009737423393
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.65000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
200000.00000000
PA
USD
192451.90000000
0.062712564531
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
Ziff Davis Inc
5493008OJYGLHD7MXA18
Ziff Davis Inc
48123V102
1261.00000000
NS
USD
93982.33000000
0.030625174056
Long
EC
CORP
US
N
1
N
N
N
UCB SA
2138008J191VLSGY5A09
UCB SA
000000000
1076.00000000
NS
91179.89000000
0.029711968214
Long
EC
CORP
BE
N
2
N
N
N
Lattice Semiconductor Corp
549300LRBBPZDQ2II567
Lattice Semiconductor Corp
518415104
1498.00000000
NS
USD
72653.00000000
0.023674777702
Long
EC
CORP
US
N
1
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AS3
68000.00000000
PA
USD
67719.12000000
0.022067018735
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.50000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-2
262104AE2
150000.00000000
PA
USD
142398.71000000
0.046402183039
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
0.87000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4XA6
2147.81000000
PA
USD
2311.51000000
0.000753230911
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.50000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBL6
40000.00000000
PA
USD
30165.64000000
0.009829804980
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
724.00000000
NS
USD
164138.04000000
0.053486182394
Long
EC
CORP
US
N
1
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
1049.00000000
NS
USD
47813.42000000
0.015580527847
Long
EC
CORP
US
N
1
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BC7
74000.00000000
PA
USD
58590.65000000
0.019092406565
Long
DBT
CORP
US
N
2
2047-02-12
Floating
3.53629000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAF4
25000.00000000
PA
USD
20190.97000000
0.006579449249
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.30000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113109
105.00000000
NS
USD
7640.85000000
0.002489854860
Long
EC
CORP
US
N
1
N
N
N
Check Point Software Technolog
2549003ZVBH73EPNS513
Check Point Software Technologies Ltd
000000000
1384.00000000
NS
USD
168543.52000000
0.054921756420
Long
EC
CORP
IL
N
1
N
N
N
COMMERCIAL METALS CO
549300OQS2LO07ZJ7N73
COMMERCIAL METALS CO
201723103
233.00000000
NS
USD
7712.30000000
0.002513137627
Long
EC
CORP
US
N
1
N
N
N
Sensata Technologies Holding P
529900MS7KFYCY9MS037
Sensata Technologies Holding PLC
000000000
134.00000000
NS
USD
5535.54000000
0.001803816483
Long
EC
CORP
US
N
1
N
N
N
Crowdstrike Holdings Inc
549300YBY08K9KM4HX32
Crowdstrike Holdings Inc
22788C105
500.00000000
NS
USD
84280.00000000
0.027463563304
Long
EC
CORP
US
N
1
N
N
N
UMB Financial Corp
549300MGEH3N3CUCV828
UMB Financial Corp
902788108
848.00000000
NS
USD
73012.80000000
0.023792022482
Long
EC
CORP
US
N
1
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain
000000000
3466.00000000
NS
149763.87000000
0.048802201287
Long
EC
CORP
FR
N
2
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2020-C Trust
83390UAF4
79393.24000000
PA
USD
75620.74000000
0.024641848364
Long
ABS-O
CORP
US
N
2
2046-02-15
Fixed
1.95000000
N
N
N
N
N
N
Columbia Sportswear Co
549300OTMCIEUXAH5Z60
Columbia Sportswear Co
198516106
83.00000000
NS
USD
5941.14000000
0.001935985696
Long
EC
CORP
US
N
1
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp
017175AE0
23000.00000000
PA
USD
21544.62000000
0.007020550963
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419EC98
16590.13000000
PA
USD
17131.31000000
0.005582425447
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE
54930033ER6EOI5DL570
Alliant Energy Finance LLC
01882YAD8
38000.00000000
PA
USD
34444.90000000
0.011224248833
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.60000000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496107
494.00000000
NS
USD
43308.98000000
0.014112706619
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EG1
110000.00000000
PA
USD
79129.92000000
0.025785353194
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.80000000
N
N
N
N
N
N
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
MSCI EAFE
000000000
-33.00000000
NC
USD
-24885.28000000
-0.00810914170
N/A
DE
CORP
US
N
1
ICE FUTURES U.S., INC.
5493004R83R1LVX2IL36
Short
MSCI
MSCI EAFE INDEX
2022-09-16
-3038504.72000000
USD
-24885.28000000
N
N
N
DECKERS OUTDOOR CORP
5493008LG4W3I6K8J118
DECKERS OUTDOOR CORP
243537107
185.00000000
NS
USD
47239.75000000
0.015393591179
Long
EC
CORP
US
N
1
N
N
N
Davide Campari-Milano NV
213800ED5AN2J56N6Z02
Davide Campari-Milano NV
000000000
5796.00000000
NS
61146.32000000
0.019925199693
Long
EC
CORP
IT
N
2
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
Covestro AG
000000000
1137.00000000
NS
39509.44000000
0.012874584795
Long
EC
CORP
DE
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAX5
1217144.85000000
PA
USD
58425.08000000
0.019038453763
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
1.11509200
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CA2
131000.00000000
PA
USD
105019.45000000
0.034221740784
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.87500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
9000.00000000
PA
USD
6268.53000000
0.002042669322
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903BF3
45000.00000000
PA
USD
44334.77000000
0.014446971553
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92400000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AS6
10000.00000000
PA
USD
9120.86000000
0.002972132368
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.15000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
234000.00000000
PA
USD
219359.74000000
0.071480779615
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAA3
120000.00000000
PA
USD
106260.30000000
0.034626085379
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
Interpublic Group of Cos Inc/T
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
2831.00000000
NS
USD
77937.43000000
0.025396767235
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
13000.00000000
PA
USD
11235.96000000
0.003661360924
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08300000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EF0
22000.00000000
PA
USD
18829.95000000
0.006135945940
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
4.45000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBH4
200000.00000000
PA
USD
178757.39000000
0.058250058097
Long
DBT
CORP
FR
N
2
2028-01-19
Fixed
2.79700000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XJX3
129009.18000000
PA
USD
130263.51000000
0.042447794888
Long
ABS-MBS
CORP
US
N
2
2029-10-25
Floating
4.62357000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CITIGROUP GLOBAL MARKETS INC
000000000
3217439.00000000
PA
USD
3217439.00000000
1.048437822204
Long
RA
CORP
US
N
2
Repurchase
Y
1.50000000
2022-07-01
6534602.52180500
USD
6562313.63956272
USD
UST
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
1522.00000000
NS
USD
204769.88000000
0.066726513553
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNKW8
17506.49000000
PA
USD
16725.13000000
0.005450067234
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-RIVR
36255WAL9
100000.00000000
PA
USD
86472.53000000
0.028178023276
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
3.42400000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
4236.00000000
NS
USD
503109.72000000
0.163943825871
Long
EC
CORP
US
N
1
N
N
N
REGAL BELOIT CORP
QH78R09VCJGQKPBPYU33
REGAL BELOIT CORP
758750103
1451.00000000
NS
USD
164717.52000000
0.053675012314
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397NUJ2
168734.92000000
PA
USD
172816.96000000
0.056314303762
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
4.50000000
N
N
N
N
N
N
SWISS RE TREASURY (US)
549300G1I1ZMYS87KM16
Swiss Re Treasury US Corp
87089HAB9
23000.00000000
PA
USD
21325.03000000
0.006948995151
Long
DBT
CORP
US
N
2
2042-12-06
Fixed
4.25000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAH3
59000.00000000
PA
USD
43066.84000000
0.014033802642
Long
DBT
CORP
US
N
2
2052-01-30
Fixed
3.20000000
N
N
N
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
Everest Re Group Ltd
000000000
27.00000000
NS
USD
7567.56000000
0.002465972509
Long
EC
CORP
BM
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
1000.00000000
PA
USD
636.68000000
0.000207469168
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Shimano Inc
529900L32YT3P9DECR10
Shimano Inc
000000000
200.00000000
NS
33691.37000000
0.010978702809
Long
EC
CORP
JP
N
2
N
N
N
Prosperity Bancshares Inc
N/A
Prosperity Bancshares Inc
743606105
927.00000000
NS
USD
63286.29000000
0.020622532412
Long
EC
CORP
US
N
1
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
32000.00000000
PA
USD
25435.44000000
0.008288417378
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FN8
34000.00000000
PA
USD
28393.60000000
0.009252366291
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDW3
56000.00000000
PA
USD
54980.56000000
0.017916019104
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
5.00000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
17000.00000000
PA
USD
11945.48000000
0.003892565806
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
Indutrade AB
549300FISLQ6CEFP1867
Indutrade AB
000000000
3386.00000000
NS
62126.41000000
0.020244572780
Long
EC
CORP
SE
N
2
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
358000.00000000
PA
USD
334441.55000000
0.108981450879
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAL0
20000.00000000
PA
USD
17987.74000000
0.005861502565
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.80000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAL1
24000.00000000
PA
USD
23928.83000000
0.007797471968
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
4.70000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAE0
15000.00000000
PA
USD
13234.65000000
0.004312656004
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
1.75000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAR3
28000.00000000
PA
USD
21706.34000000
0.007073249201
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
2.65000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAP5
61000.00000000
PA
USD
57807.62000000
0.018837247643
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
112000.00000000
PA
USD
110482.08000000
0.036001798743
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.87500000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
Americredit Automobile Receivables Trust 2019-1
03066GAG4
100000.00000000
PA
USD
99273.01000000
0.032349200220
Long
ABS-O
CORP
US
N
2
2025-03-18
Fixed
3.62000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F040677
2741000.00000000
PA
USD
2703686.00000000
0.881025766693
Long
ABS-MBS
USGSE
US
N
2
2051-07-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMZD9
326686.25000000
PA
USD
295283.07000000
0.096221230253
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
24000.00000000
PA
USD
22139.54000000
0.007214412177
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2014-C23
92939HAJ4
500000.00000000
PA
USD
451310.35000000
0.147064432454
Long
ABS-MBS
CORP
US
N
2
2057-10-15
Variable
4.14884400
N
N
N
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
238.00000000
NS
USD
6118.98000000
0.001993936812
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAV0
100000.00000000
PA
USD
95499.76000000
0.031119645281
Long
DBT
CORP
N/A
N
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZW5
569423.12000000
PA
USD
514382.66000000
0.167617237134
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
Beacon Container Finance II LL
N/A
Beacon Container Finance II LLC
07359BAA5
93333.36000000
PA
USD
83572.57000000
0.027233039472
Long
ABS-O
CORP
US
N
2
2046-10-22
Fixed
2.25000000
N
N
N
N
N
N
Tele2 AB
213800EKD193RVI9HL76
Tele2 AB
000000000
3837.00000000
NS
43752.80000000
0.014257330239
Long
EC
CORP
SE
N
2
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AE5
13000.00000000
PA
USD
11811.27000000
0.003848832004
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
N
HF Sinclair Corp
N/A
HF Sinclair Corp
403949100
808.00000000
NS
USD
36489.28000000
0.011890432501
Long
EC
CORP
US
N
1
N
N
N
OHA Loan Funding Ltd
N/A
OHA Loan Funding 2013-1 Ltd
67706HAW8
200000.00000000
PA
USD
196761.00000000
0.064116732076
Long
ABS-CBDO
CORP
KY
N
2
2031-07-23
Floating
2.27400000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903BG1
41000.00000000
PA
USD
39976.01000000
0.013026621752
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.39300000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
101000.00000000
PA
USD
96264.43000000
0.031368821396
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.40600000
N
N
N
N
N
N
NESTLE SA
KY37LUS27QQX7BB93L28
NESTLE SA-REG
000000000
3469.00000000
NS
405431.60000000
0.132114338067
Long
EC
CORP
CH
N
2
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAL6
45000.00000000
PA
USD
44583.30000000
0.014527957782
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
5.12500000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
4327.00000000
NS
USD
125266.65000000
0.040819513196
Long
EC
CORP
US
N
1
N
N
N
FORTUNE BRANDS HOME & SE
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964CAF3
25000.00000000
PA
USD
22139.35000000
0.007214350263
Long
DBT
CORP
US
N
2
2032-03-25
Fixed
4.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAP9
24000.00000000
PA
USD
17525.87000000
0.005710997154
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
Repligen Corp
54930006QJ0T5AUO1E71
Repligen Corp
759916109
49.00000000
NS
USD
7957.60000000
0.002593071325
Long
EC
CORP
US
N
1
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
153.00000000
NS
USD
9089.73000000
0.002961988316
Long
EC
CORP
US
N
1
N
N
N
Victoria's Secret & Co
5493006T3O70U3UWVF17
Victoria's Secret & Co
926400102
299.00000000
NS
USD
8363.03000000
0.002725185142
Long
EC
CORP
US
N
1
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
237.00000000
NS
USD
16703.76000000
0.005443103585
Long
EC
CORP
US
N
1
N
N
N
Mercedes-Benz Group AG
529900R27DL06UVNT076
Mercedes-Benz Group AG
000000000
241.00000000
NS
13996.94000000
0.004561056570
Long
EC
CORP
DE
N
2
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical Inc
379577208
1015.00000000
NS
USD
56982.10000000
0.018568242887
Long
EC
CORP
US
N
1
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co/The
668138AC4
28000.00000000
PA
USD
20903.91000000
0.006811768576
Long
DBT
CORP
US
N
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
NU SKIN ENTERPRISES INC
54930050DETB6CP71D38
NU SKIN ENTERPRISES INC - A
67018T105
2637.00000000
NS
USD
114182.10000000
0.037207490882
Long
EC
CORP
US
N
1
N
N
N
ADOBE SYSTEMS INC
FU4LY2G4933NH2E1CP29
ADOBE SYSTEMS INC
00724F101
2074.00000000
NS
USD
759208.44000000
0.247396405474
Long
EC
CORP
US
N
1
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
1782.00000000
NS
USD
63064.98000000
0.020550416119
Long
EC
CORP
US
N
1
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
4000.00000000
NS
62406.82000000
0.020335947457
Long
EC
CORP
JP
N
2
N
N
N
Medibank Pvt Ltd
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd
000000000
18979.00000000
NS
42687.16000000
0.013910079745
Long
EC
CORP
AU
N
2
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAB9
15000.00000000
PA
USD
14600.11000000
0.004757606137
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
1.45000000
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
3718.00000000
NS
USD
403997.88000000
0.131647144664
Long
EC
CORP
US
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAM5
63000.00000000
PA
USD
62645.02000000
0.020413567542
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.05000000
N
N
N
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
Ingevity Corp
45688C107
5005.00000000
NS
USD
316015.70000000
0.102977185360
Long
EC
CORP
US
N
1
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2018-4
14315EAG5
100000.00000000
PA
USD
100053.44000000
0.032603511904
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
4.15000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAQ6
100000.00000000
PA
USD
84065.85000000
0.027393780176
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAQ0
20000.00000000
PA
USD
16408.72000000
0.005346961562
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.00000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
663.00000000
NS
USD
211550.04000000
0.068935903128
Long
EC
CORP
US
N
1
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
3007.14000000
0.000979909584
N/A
DFE
CORP
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
-1219102101.78000000
IDR
84477.30000000
USD
2022-08-05
3007.14000000
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AM8
200000.00000000
PA
USD
155019.80000000
0.050514903782
Long
DBT
NUSS
HU
N
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
CANTOR FITZGERALD SECURITIES
549300DWZ3YOKJO5X179
CANTOR FITZGERALD SECURITIES
000000000
11477164.00000000
PA
USD
11477164.00000000
3.739959896441
Long
RA
CORP
US
N
2
Repurchase
Y
1.55000000
2022-07-01
452269.12458400
USD
403655.46753989
USD
ADAS
106789.50198128
USD
105063.87961508
USD
UST
34555247.70229986
USD
11220514.87995057
USD
AMBS
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
1049.00000000
NS
USD
80133.11000000
0.026112253669
Long
EC
CORP
US
N
1
N
N
N
Univar Solutions Inc
549300VSXHFQVR770L55
Univar Solutions Inc
91336L107
449.00000000
NS
USD
11166.63000000
0.003638768983
Long
EC
CORP
US
N
1
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAK0
30000.00000000
PA
USD
25843.55000000
0.008421404502
Long
DBT
CORP
US
N
2
2026-08-05
Fixed
1.40000000
N
N
N
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
22180.00000000
NS
171757.21000000
0.055968972589
Long
EC
CORP
GB
N
2
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AN2
44000.00000000
PA
USD
39612.50000000
0.012908168028
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC
235825205
2965.00000000
NS
USD
41717.55000000
0.013594121681
Long
EC
CORP
US
N
1
N
N
N
Five Guys Funding, LLC
549300LV8X8T05G1H175
Five Guys Funding LLC
33830JAA3
99250.00000000
PA
USD
96424.76000000
0.031421066687
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
4.60000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-J2
12667F6H3
82151.78000000
PA
USD
67254.05000000
0.021915470570
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
2.02357000
N
N
N
N
N
N
Schroders PLC
2138001YYBULX5SZ2H24
Schroders PLC
000000000
963.00000000
NS
31458.58000000
0.010251123674
Long
EC
CORP
GB
N
2
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAM0
25000.00000000
PA
USD
21518.00000000
0.007011876544
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
3.55000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAE7
28000.00000000
PA
USD
24578.41000000
0.008009144743
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.62500000
N
N
N
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
8178.00000000
NS
USD
401458.02000000
0.130819503398
Long
EC
CORP
US
N
1
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd
000000000
1946.00000000
NS
USD
75699.40000000
0.024667480588
Long
EC
CORP
US
N
1
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
3645.00000000
NS
34104.51000000
0.011113329014
Long
EC
CORP
IT
N
2
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AM1
6000.00000000
PA
USD
5004.34000000
0.001630719131
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.90000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAA0
17000.00000000
PA
USD
17088.43000000
0.005568452528
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
257.00000000
NS
USD
44941.59000000
0.014644710512
Long
EC
CORP
US
N
1
N
N
N
Light & Wonder Inc
529900JXALYBOHXKFM62
Light & Wonder Inc
80874P109
908.00000000
NS
USD
42666.92000000
0.013903484319
Long
EC
CORP
US
N
1
N
N
N
Ajinomoto Co Inc
353800UT0TLROREPIC92
Ajinomoto Co Inc
000000000
2200.00000000
NS
53648.34000000
0.017481900590
Long
EC
CORP
JP
N
2
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081102
1833.00000000
NS
USD
40930.89000000
0.013337779884
Long
EC
CORP
US
N
1
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C9
90291JAX5
2080820.81000000
PA
USD
84816.13000000
0.027638267151
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
1.03036900
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460DAH2
15000.00000000
PA
USD
12983.52000000
0.004230822537
Long
DBT
CORP
US
N
2
2028-11-09
Fixed
1.95000000
N
N
N
N
N
N
EPAM Systems Inc
549300XCR4R530HJP604
EPAM Systems Inc
29414B104
288.00000000
NS
USD
84896.64000000
0.027664502218
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDK4
137800.00000000
PA
USD
127613.03000000
0.041584106880
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA (PARIS)
000000000
1830000.00000000
PA
USD
1830000.00000000
0.596325591451
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.55000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNKY4
12847.54000000
PA
USD
12234.21000000
0.003986651647
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
EVERCORE INC
529900P6KLPT95DW3W58
EVERCORE INC
29977A105
728.00000000
NS
USD
68148.08000000
0.022206800061
Long
EC
CORP
US
N
1
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2D3
200000.00000000
PA
USD
177699.84000000
0.057905443819
Long
DBT
CORP
AU
N
2
2027-01-08
Fixed
1.62500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
142000.00000000
PA
USD
117859.59000000
0.038405841374
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKD6
40000.00000000
PA
USD
40527.08000000
0.013206193962
Long
DBT
CORP
US
N
2
2029-06-29
Fixed
4.45000000
N
N
N
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
364.00000000
NS
USD
109436.60000000
0.035661117607
Long
EC
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAD4
35000.00000000
PA
USD
31409.99000000
0.010235290089
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
1.26700000
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAE9
40000.00000000
PA
USD
38713.92000000
0.012615355869
Long
DBT
CORP
GB
N
2
2052-04-27
Fixed
4.75000000
N
N
N
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
2273.00000000
NS
144409.34000000
0.047057368899
Long
EC
CORP
DK
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
42000.00000000
PA
USD
40350.33000000
0.013148598034
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
NIPPON EXPRESS HOLDINGS INC
N/A
NIPPON EXPRESS HOLDINGS INC
000000000
1700.00000000
NS
92604.37000000
0.030176150661
Long
EC
CORP
JP
N
2
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AQ2
6000.00000000
PA
USD
5607.28000000
0.001827193749
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.35000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCT0
30000.00000000
PA
USD
29494.66000000
0.009611158780
Long
DBT
CORP
US
N
2
2033-05-10
Fixed
5.26800000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2005-7
07386HVR9
24366.21000000
PA
USD
21078.06000000
0.006868517265
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
2.94346000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5M74
1084825.26000000
PA
USD
1017740.26000000
0.331641837425
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBT2
5000.00000000
PA
USD
4240.56000000
0.001381833032
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.60000000
N
N
N
N
N
N
Palantir Technologies Inc
549300UVN46B3BBDHO85
Palantir Technologies Inc
69608A108
6593.00000000
NS
USD
59798.51000000
0.019486001007
Long
EC
CORP
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAN9
16000.00000000
PA
USD
14670.46000000
0.004780530457
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.50000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
1345.00000000
NS
USD
649070.10000000
0.211506618183
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R01
20754CAB5
70035.63000000
PA
USD
68601.12000000
0.022354428119
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
3.67357000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAN8
25000.00000000
PA
USD
22356.26000000
0.007285032768
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-1 Ltd
53948PAA6
72855.07000000
PA
USD
63193.61000000
0.020592331617
Long
ABS-O
CORP
US
N
2
2048-01-20
Fixed
2.29000000
N
N
N
N
N
N
Securitas AB
635400TTYKE8EIWDS617
Securitas AB
000000000
2517.00000000
NS
21761.53000000
0.007091233468
Long
EC
CORP
SE
N
2
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
1500.00000000
NS
128374.41000000
0.041832210912
Long
EC
CORP
JP
N
2
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCE3
21000.00000000
PA
USD
18545.33000000
0.006043199388
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
Chase Funding Mortgage Loan As
N/A
Chase Funding Trust Series 2003-5
161546GR1
16450.35000000
PA
USD
15388.57000000
0.005014534484
Long
ABS-MBS
CORP
US
N
2
2033-07-25
Floating
2.22357000
N
N
N
N
N
N
MONONGAHELA POWER CO
N/A
Monongahela Power Co
610202BR3
20000.00000000
PA
USD
19044.28000000
0.006205787723
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.55000000
N
N
N
N
N
N
Great Wolf Trust
N/A
Great Wolf Trust 2019-WOLF
39152TAN0
900000.00000000
PA
USD
839632.23000000
0.273603380413
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
4.05600000
N
N
N
N
N
N
Carlsberg AS
5299001O0WJQYB5GYZ19
Carlsberg AS
000000000
721.00000000
NS
92145.77000000
0.030026710816
Long
EC
CORP
DK
N
2
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
Blackstone Inc
09260D107
688.00000000
NS
USD
62766.24000000
0.020453068410
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W108
913.00000000
NS
USD
73176.95000000
0.023845512562
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F82T9
1646314.18800000
PA
USD
96224.84000000
0.031355920560
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
0.97314100
N
N
N
N
N
N
Crane Holdings Co
N/A
Crane Holdings Co
224441105
1867.00000000
NS
USD
163474.52000000
0.053269967118
Long
EC
CORP
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
163040.00000000
NS
USD
61506840.00000000
20.04267909361
Long
EC
RF
US
N
1
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAE4
61000.00000000
PA
USD
53306.63000000
0.017370550635
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
428236BX0
45000.00000000
PA
USD
45183.46000000
0.014723526507
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.05000000
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc
28618M106
1177.00000000
NS
USD
20950.60000000
0.006826983025
Long
EC
CORP
US
N
1
N
N
N
LANDESBANK BADEN-WURTTEMBERG
B81CK4ESI35472RHJ606
LANDESBANK BADEN-WURTTEMBERG (NEW YORK)
000000000
1700000.00000000
PA
USD
1700000.00000000
0.553963664190
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.57000000
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AJ4
25000.00000000
PA
USD
22341.61000000
0.007280258905
Long
DBT
CORP
US
N
2
2026-07-16
Fixed
0.87500000
N
N
N
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
1441.00000000
NS
89654.09000000
0.029214769532
Long
EC
CORP
IE
N
2
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
22630.00000000
NS
USD
251871.90000000
0.082075223900
Long
EC
CORP
US
N
1
N
N
N
NORTHWESTERN MUTUAL GLBL
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2D0
43000.00000000
PA
USD
37988.46000000
0.012378956763
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
1.70000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-23CB
02151EAC6
24034.37000000
PA
USD
11305.09000000
0.003683887694
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
2.12357000
N
N
N
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
3565.00000000
NS
USD
72048.65000000
0.023477843619
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QN6Q0
790106.18000000
PA
USD
738341.14000000
0.240596566668
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
783549108
866.00000000
NS
USD
61537.96000000
0.020052819887
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
668.00000000
NS
USD
136231.92000000
0.044392666813
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBE2
20000.00000000
PA
USD
18205.56000000
0.005932481603
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281A109
2021.00000000
NS
USD
50019.75000000
0.016299484701
Long
EC
CORP
US
N
1
N
N
N
adidas AG
549300JSX0Z4CW0V5023
adidas AG
000000000
1056.00000000
NS
187579.11000000
0.061124712412
Long
EC
CORP
DE
N
2
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAC4
21000.00000000
PA
USD
17763.09000000
0.005788297896
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.62500000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AQ0
300000.00000000
PA
USD
213987.02000000
0.069730019816
Long
ABS-MBS
CORP
US
N
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAR8
16000.00000000
PA
USD
13302.48000000
0.004334759155
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.95000000
N
N
N
N
N
N
SG Holdings Co Ltd
N/A
SG Holdings Co Ltd
000000000
1000.00000000
NS
16909.92000000
0.005510283084
Long
EC
CORP
JP
N
2
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR INC
62944T105
45.00000000
NS
USD
180186.30000000
0.058715684108
Long
EC
CORP
US
N
1
N
N
N
Medpace Holdings Inc
549300H8TYEUVTW14A54
Medpace Holdings Inc
58506Q109
314.00000000
NS
USD
46996.38000000
0.015314286393
Long
EC
CORP
US
N
1
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
3200.00000000
NS
94241.42000000
0.030709601377
Long
EC
CORP
JP
N
2
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
96750.00000000
PA
USD
92898.47000000
0.030271986375
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.64100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QSYA0
3858.70000000
PA
USD
3892.03000000
0.001268260705
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
UNITED AIRLINES 2012-1 A
N/A
United Airlines 2012-1 Class A Pass Through Trust
210795PZ7
13368.78000000
PA
USD
13132.44000000
0.004279349754
Long
DBT
CORP
US
N
2
2024-04-11
Fixed
4.15000000
N
N
N
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665205
372.00000000
NS
USD
17216.16000000
0.005610074751
Long
EC
CORP
US
N
1
N
N
N
Mineral Resources Ltd
5299007V1ACKFFX2P066
Mineral Resources Ltd
000000000
435.00000000
NS
14599.74000000
0.004757485568
Long
EC
CORP
AU
N
2
N
N
N
Kyowa Kirin Co Ltd
529900TBXKVTQGYA3582
Kyowa Kirin Co Ltd
000000000
1900.00000000
NS
42896.18000000
0.013978191207
Long
EC
CORP
JP
N
2
N
N
N
Voya Floating Rate Fund
54930033N6GOK9FB2919
Voya Floating Rate Fund
92913L619
190855.26100000
NS
USD
1591732.88000000
0.518683634480
Long
EC
RF
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QSYY8
4634.23000000
PA
USD
4674.27000000
0.001523162198
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust
93364FAD3
57121.77000000
PA
USD
54635.21000000
0.017803483014
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
3.10670800
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2021-ARIA
05608RAN5
400000.00000000
PA
USD
367459.92000000
0.119740849250
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
3.91750000
N
N
N
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
5103.00000000
NS
40018.78000000
0.013040558826
Long
EC
CORP
AU
N
2
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
7795.00000000
NS
USD
496307.65000000
0.161727296682
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDF0
104000.00000000
PA
USD
102193.53000000
0.033300883726
Long
DBT
CORP
US
N
2
2030-06-14
Fixed
4.56500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
22.00000000
NC
USD
51519.66000000
0.016788246842
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
2022-09-30
2417980.34000000
USD
51519.66000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A1Z30
36992.12000000
PA
USD
38784.64000000
0.012638400758
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Fixed
5.50000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
75000.00000000
PA
USD
60297.41000000
0.019648573049
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
1046.25000000
0.000340932049
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-07-14
0.00000000
USD
0.00000000
USD
188600.00000000
USD
1046.25000000
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AU5
30000.00000000
PA
USD
23743.77000000
0.007737168135
Long
DBT
CORP
US
N
2
2062-02-15
Fixed
3.87500000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
3998.00000000
NS
USD
510704.52000000
0.166418674833
Long
EC
CORP
US
N
1
N
N
N
FNB Corp/PA
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
302520101
5862.00000000
NS
USD
63661.32000000
0.020744740055
Long
EC
CORP
US
N
1
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311107
3752.00000000
NS
USD
31254.16000000
0.010184511173
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300KDXV3I7WKXA522
Commonbond Student Loan Trust 2017-B-GS
20268KAA8
28860.62000000
PA
USD
27687.60000000
0.009022308440
Long
ABS-O
CORP
US
N
2
2042-09-25
Fixed
2.68000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAF4
1241364.32000000
PA
USD
52151.27000000
0.016994063894
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
1.22483600
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
78000.00000000
PA
USD
65418.48000000
0.021317329933
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190304
39.00000000
NS
USD
10989.42000000
0.003581023159
Long
EC
CORP
US
N
1
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust
93362FAD5
21319.60000000
PA
USD
19956.74000000
0.006503122832
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Variable
2.85292600
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CW7
34000.00000000
PA
USD
32490.44000000
0.010587366584
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
Voya Short Term Bond Fund
5493006MN6OC470MML96
Voya Short Term Bond Fund
92913L551
406990.99100000
NS
USD
3821645.41000000
1.245325114446
Long
EC
RF
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
9000.00000000
PA
USD
8562.65000000
0.002790233511
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
1359.00000000
NS
66836.63000000
0.021779449680
Long
EC
CORP
FR
N
2
N
N
N
BBVA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
16702.00000000
NS
75870.49000000
0.024723232143
Long
EC
CORP
ES
N
2
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAR6
200000.00000000
PA
USD
187344.96000000
0.061048412064
Long
DBT
CORP
KZ
N
2
2025-04-24
Fixed
4.75000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAD8
31000.00000000
PA
USD
26891.33000000
0.008762835118
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31416CKR6
39287.38990000
PA
USD
40562.69000000
0.013217797871
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.00000000
N
N
N
N
N
N
Kesko Oyj
743700OX6HSVMCAHPB95
Kesko Oyj
000000000
1908.00000000
NS
45154.55000000
0.014714105866
Long
EC
CORP
FI
N
2
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBA3
47000.00000000
PA
USD
41935.51000000
0.013665146340
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.90000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust 2022-REV1
34528EAC5
100000.00000000
PA
USD
98134.52000000
0.031978210754
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
4.67000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
2252.00000000
NS
231498.68000000
0.075436386487
Long
EC
CORP
DE
N
2
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
580135101
211.00000000
NS
USD
52091.68000000
0.016974645839
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
786.00000000
NS
USD
238708.20000000
0.077785687731
Long
EC
CORP
US
N
1
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB
000000000
2099.00000000
NS
25193.56000000
0.008209598124
Long
EC
CORP
SE
N
2
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP
88033G407
609.00000000
NS
USD
32009.04000000
0.010430497109
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BL3
75000.00000000
PA
USD
73369.77000000
0.023908345076
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
4.60000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CY1
14000.00000000
PA
USD
11154.91000000
0.003634949892
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.70000000
N
N
N
N
N
N
NTT
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
7000.00000000
NS
201132.19000000
0.065541132328
Long
EC
CORP
JP
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-LTV3
46651HAJ6
64854.67000000
PA
USD
64034.03000000
0.020866191700
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AW5
31000.00000000
PA
USD
25259.53000000
0.008231095173
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.85000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DC6
50000.00000000
PA
USD
49446.11000000
0.016112557809
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.30000000
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
16666.16000000
0.005430851212
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.50000000
N
N
N
N
N
N
Octagon Investment Partners 32
N/A
Octagon Investment Partners 32 Ltd
67578BAC0
250000.00000000
PA
USD
241228.75000000
0.078607036622
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
2.24429000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AD4
36000.00000000
PA
USD
35398.96000000
0.011535139758
Long
DBT
CORP
CA
N
2
2025-06-15
Fixed
3.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5NE8
980560.03000000
PA
USD
887203.02000000
0.289104844611
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAL5
21000.00000000
PA
USD
17861.27000000
0.005820290927
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JBCA2
388931.13000000
PA
USD
410626.91000000
0.133807286869
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACA1
143000.00000000
PA
USD
124286.69000000
0.040500182472
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
Olympus Corp
5299000Y52IFDI1I2A21
Olympus Corp
000000000
4500.00000000
NS
91193.37000000
0.029716360820
Long
EC
CORP
JP
N
2
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
87901J105
1052.00000000
NS
USD
22060.44000000
0.007188636574
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
40065.82000000
0.013055887327
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
3.90000000
N
N
N
N
N
N
Goldman Sachs Financial Square Government Fund
N/A
Goldman Sachs Financial Square Government Fund
38141W273
1470000.00000000
NS
USD
1470000.00000000
0.479015639034
Long
STIV
RF
US
N
1
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
42000.00000000
PA
USD
34685.68000000
0.011302709639
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
55284.03000000
PA
USD
55169.44000000
0.017977567725
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
2772.00000000
NS
45175.58000000
0.014720958722
Long
EC
CORP
SE
N
2
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BT5
51000.00000000
PA
USD
48723.74000000
0.015877165613
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
1.80000000
0.000000586549
N/A
DFE
CORP
US
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
-1515016.00000000
CLP
1640.53000000
USD
2022-08-05
1.80000000
N
N
N
GXO Logistics Inc
5493007CNWMXN78JRN66
GXO Logistics Inc
36262G101
280.00000000
NS
USD
12115.60000000
0.003948001276
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-CR28 Mortgage Trust
12593YBH5
1403090.47000000
PA
USD
25535.26000000
0.008320944820
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
0.77575400
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-1
33850TBA5
90005.37560000
PA
USD
82574.20000000
0.026907709646
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.96105800
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd
078774AC0
500000.00000000
PA
USD
479181.85000000
0.156146666729
Long
ABS-MBS
CORP
BM
N
2
2032-01-26
Floating
4.62566000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
200000.00000000
PA
USD
147808.58000000
0.048165048573
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
25000.00000000
PA
USD
22952.94000000
0.007479467497
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
93000.00000000
PA
USD
73508.98000000
0.023953708183
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CJ9
17000.00000000
PA
USD
15078.29000000
0.004913426340
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.90000000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AP5
28000.00000000
PA
USD
18185.78000000
0.005926036073
Long
DBT
CORP
CA
N
2
2051-06-15
Fixed
4.10000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAP6
1007882.52130000
PA
USD
79895.55000000
0.026034842135
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Variable
1.42155000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CK4
51000.00000000
PA
USD
39034.54000000
0.012719833416
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.40000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
49000.00000000
PA
USD
39807.04000000
0.012971561022
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 YEAR US TREASURY NOTE
000000000
43.00000000
NC
USD
18801.65000000
0.006126724074
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
2022-09-30
9011870.27000000
USD
18801.65000000
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AN5
5000.00000000
PA
USD
4759.99000000
0.001551095001
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.40000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - PHP
000000000
1.00000000
NC
USD
-2.16000000
-0.00000070385
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-737.94000000
USD
40551.30000000
PHP
2022-08-05
-2.16000000
N
N
N
Concentrix Corp
N/A
Concentrix Corp
20602D101
197.00000000
NS
USD
26721.08000000
0.008707357287
Long
EC
CORP
US
N
1
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
10734.00000000
NS
26713.30000000
0.008704822088
Long
EC
CORP
GB
N
2
N
N
N
abrdn plc
0TMBS544NMO7GLCE7H90
abrdn plc
000000000
17495.00000000
NS
34149.46000000
0.011127976465
Long
EC
CORP
GB
N
2
N
N
N
Eisai Co Ltd
353800HDEE0ZYEX4QV91
Eisai Co Ltd
000000000
400.00000000
NS
16912.04000000
0.005510973910
Long
EC
CORP
JP
N
2
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBH7
6000.00000000
PA
USD
4829.49000000
0.001573742339
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC
142339100
108.00000000
NS
USD
25769.88000000
0.008397398323
Long
EC
CORP
US
N
1
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAB3
7000.00000000
PA
USD
7138.56000000
0.002326178149
Long
DBT
CORP
US
N
2
2043-09-30
Fixed
5.70000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
12000.00000000
PA
USD
10720.99000000
0.003493552296
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Kering SA
549300VGEJKB7SVUZR78
Kering SA
000000000
90.00000000
NS
46640.63000000
0.015198361349
Long
EC
CORP
FR
N
2
N
N
N
UGI CORP
DX6GCWD4Q1JO9CRE5I40
UGI CORP
902681105
9338.00000000
NS
USD
360540.18000000
0.117485976000
Long
EC
CORP
US
N
1
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BA0
10000.00000000
PA
USD
9319.56000000
0.003036880944
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
2.20000000
N
N
N
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
2000.00000000
NS
27419.97000000
0.008935098266
Long
EC
CORP
JP
N
2
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E103
2183.00000000
NS
USD
39490.47000000
0.012868403212
Long
EC
CORP
US
N
1
N
N
N
YETI Holdings Inc
549300DSQICIGNT5GO63
YETI Holdings Inc
98585X104
920.00000000
NS
USD
39808.40000000
0.012972004193
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBR6
33000.00000000
PA
USD
29365.88000000
0.009569194404
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.18200000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
190.00000000
NS
USD
408332.80000000
0.133059725939
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419KE92
36859.58000000
PA
USD
38828.75000000
0.012652774485
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
5.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BB8
12000.00000000
PA
USD
10328.49000000
0.003365651862
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F042673
2021000.00000000
PA
USD
2029289.25000000
0.661266181547
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
MIZUHO FIN GRP CAYMAN 2
5493005X5HKEZQSVVC05
Mizuho Financial Group Cayman 2 Ltd
000000000
200000.00000000
PA
USD
200135.60000000
0.065216382535
Long
DBT
CORP
KY
N
2
2022-07-18
Fixed
4.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H032670
1950000.00000000
PA
USD
1895156.27000000
0.617557477377
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.50000000
N
N
N
N
N
N
Bojangles Issuer, LLC
N/A
Bojangles Issuer LLC
09748RAA6
99750.00000000
PA
USD
94736.04000000
0.030870778734
Long
ABS-O
CORP
US
N
2
2050-10-20
Fixed
3.83200000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CJ3
25000.00000000
PA
USD
23139.92000000
0.007540396983
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
116940.00000000
PA
USD
27736.25000000
0.009038161576
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.50000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP INC
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610105
5297.00000000
NS
USD
189049.93000000
0.061603995257
Long
EC
CORP
US
N
1
N
N
N
WISCONSIN PUBLIC SERVICE
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp
976843BH4
26000.00000000
PA
USD
22102.26000000
0.007202264080
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.67100000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JL5
13000.00000000
PA
USD
11221.82000000
0.003656753250
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CURRENCY CONTRACT - IDR
000000000
1.00000000
NC
USD
-635.32000000
-0.00020702599
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-82105.48000000
USD
1219102101.78000000
IDR
2022-08-05
-635.32000000
N
N
N
Sartorius Stedim Biotech
52990006IVXY7GCSSR39
Sartorius Stedim Biotech
000000000
74.00000000
NS
23348.42000000
0.007608338997
Long
EC
CORP
FR
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
20000.00000000
PA
USD
19752.34000000
0.006436516848
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417106
2338.00000000
NS
USD
100534.00000000
0.032760107656
Long
EC
CORP
US
N
1
N
N
N
ARES CLO Ltd
N/A
ARES XLIV CLO Ltd
04016NAP8
400000.00000000
PA
USD
380973.20000000
0.124144299900
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
2.34429000
N
N
N
N
N
N
Ono Pharmaceutical Co Ltd
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co Ltd
000000000
6600.00000000
NS
169549.24000000
0.055249481324
Long
EC
CORP
JP
N
2
N
N
N
CHOW TAI FOOK
254900VXRL7SRSF44G79
Chow Tai Fook Jewellery Group Ltd
000000000
7200.00000000
NS
13600.01000000
0.004431712572
Long
EC
CORP
HK
N
2
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
000000000
1861.00000000
NS
22072.79000000
0.007192660957
Long
EC
CORP
IT
N
2
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
2456.00000000
NS
USD
15620.16000000
0.005090000628
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
29.00000000
NS
USD
6292.71000000
0.002050548640
Long
EC
CORP
US
N
1
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125C109
786.00000000
NS
USD
76619.28000000
0.024967233586
Long
EC
CORP
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAG6
140000.00000000
PA
USD
128878.69000000
0.041996536087
Long
DBT
CORP
CA
N
2
2037-05-04
Fixed
4.58800000
N
N
N
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097AE3
160000.00000000
PA
USD
153557.68000000
0.050038455927
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
Telecom Italia SpA/Milano
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
000000000
262094.00000000
NS
68723.32000000
0.022394248330
Long
EC
CORP
IT
N
2
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CJ5
13000.00000000
PA
USD
9808.89000000
0.003196334497
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
4.10000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR53
24000.00000000
PA
USD
21811.86000000
0.007107634052
Long
DBT
CORP
CA
N
2
2032-04-07
Fixed
3.60000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
10364.00000000
NS
USD
476951.28000000
0.155419811005
Long
EC
CORP
US
N
1
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAL2
99000.00000000
PA
USD
82876.84000000
0.027006328213
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.77500000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
4896.00000000
NS
USD
379929.60000000
0.123804231382
Long
EC
CORP
US
N
1
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959W103
74.00000000
NS
USD
7747.06000000
0.002524464555
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCV6
57000.00000000
PA
USD
54242.87000000
0.017675634718
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.59500000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
318.00000000
NS
USD
107185.08000000
0.034927435096
Long
EC
CORP
US
N
1
N
N
N
Nemetschek SE
529900R0S2IX1S358J38
Nemetschek SE
000000000
363.00000000
NS
22083.80000000
0.007196248686
Long
EC
CORP
DE
N
2
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-1 Ltd
69701WAE6
250000.00000000
PA
USD
230737.75000000
0.075188429092
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
2.76271000
N
N
N
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
8168.00000000
NS
350115.46000000
0.114088966535
Long
EC
CORP
GB
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBV7
19000.00000000
PA
USD
13622.17000000
0.004438933651
Long
DBT
CORP
US
N
2
2041-11-19
Fixed
2.52500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AZ7
37000.00000000
PA
USD
36400.19000000
0.011861401546
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
ROCHE HOLDING AG
549300U41AUUVOAAOB37
ROCHE HOLDING AG-GENUSSCHEIN
000000000
1722.00000000
NS
575664.34000000
0.187586545370
Long
EC
CORP
CH
N
2
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward Inc
980745103
653.00000000
NS
USD
60395.97000000
0.019680689907
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308GZ4
17000.00000000
PA
USD
12794.18000000
0.004169124019
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
541.00000000
NS
255590.00000000
0.083286807606
Long
EC
CORP
NL
N
2
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol Issuer LLC
86745NAA6
93634.76000000
PA
USD
83313.15000000
0.027148504617
Long
ABS-O
CORP
US
N
2
2055-02-01
Fixed
3.35000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
45000.00000000
PA
USD
38621.78000000
0.012585331039
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBN3
50000.00000000
PA
USD
47436.84000000
0.015457815119
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
5.50000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAC1
200000.00000000
PA
USD
192481.00000000
0.062722047086
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
1980.00000000
NS
USD
84902.40000000
0.027666379177
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252108
85.00000000
NS
USD
9911.00000000
0.003229608162
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDF6
19000.00000000
PA
USD
16458.89000000
0.005363310007
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WET82
13046.68000000
PA
USD
12801.02000000
0.004171352908
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
1624600.00000000
PA
USD
1337502.72000000
0.435839945667
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAN9
9000.00000000
PA
USD
9006.46000000
0.002934853872
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
836.00000000
NS
99614.48000000
0.032460471968
Long
EC
CORP
FR
N
2
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BL3
15000.00000000
PA
USD
14204.15000000
0.004628578223
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
5736.00000000
NS
USD
456241.44000000
0.148671282269
Long
EC
CORP
US
N
1
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BF0
27000.00000000
PA
USD
27570.39000000
0.008984114275
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.87500000
N
N
N
N
N
N
Dai Nippon Printing Co Ltd
529900S7NFNQ4FT6OP83
Dai Nippon Printing Co Ltd
000000000
5600.00000000
NS
120458.90000000
0.039252855075
Long
EC
CORP
JP
N
2
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AG5
27000.00000000
PA
USD
26156.20000000
0.008523284937
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEX5
2247000.00000000
PA
USD
2248316.61000000
0.732638651491
Long
DBT
UST
US
N
2
2024-06-30
Fixed
3.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 YEAR US TREASURY NOTE
000000000
-10.00000000
NC
USD
6144.60000000
0.002002285371
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
2022-09-21
-1191457.10000000
USD
6144.60000000
N
N
N
Amedisys Inc
5299001RBS9GK9STN379
Amedisys Inc
023436108
208.00000000
NS
USD
21864.96000000
0.007124937269
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
000000000
3267.00000000
NS
USD
319839.30000000
0.104223147399
Long
EC
CORP
IE
N
1
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
2326.00000000
NS
USD
259953.76000000
0.084708786711
Long
EC
CORP
US
N
1
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
5000.00000000
PA
USD
4803.13000000
0.001565152643
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571B105
10933.00000000
NS
USD
228390.37000000
0.074423509547
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
617.00000000
NS
USD
47181.99000000
0.015374769449
Long
EC
CORP
US
N
1
N
N
N
Ashland Global Holdings Inc
529900E4L9R04SB8HB11
Ashland Global Holdings Inc
044186104
604.00000000
NS
USD
62242.20000000
0.020282304223
Long
EC
CORP
US
N
1
N
N
N
Banc of America Merrill Lynch
549300UQK6PJ8BF5JQ90
BAMLL Commercial Mortgage Securities Trust 2015-200P
05526QAN6
100000.00000000
PA
USD
90356.32000000
0.029443598888
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
3.71566000
N
N
N
N
N
N
iShares MSCI Japan ETF
5493008I6YRUC6I0S051
iShares MSCI Japan ETF
46434G822
116591.00000000
NS
USD
6159502.53000000
2.007141524180
Long
EC
RF
US
N
1
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
Holcim AG
000000000
4018.00000000
NS
172330.24000000
0.056155700706
Long
EC
CORP
CH
N
2
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
USD CALL VERSUS AUD PUT
000000000
1258000.00000000
NC
USD
3751.80000000
0.001222565220
N/A
DFE
CORP
GB
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
Call
Purchased
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
USD CALL VERSUS AUD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
AUD
2022-08-18
1.00000000
USD
0.64000000
USD
2022-08-18
XXXX
-5466.98000000
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
2593.00000000
NS
USD
290649.37000000
0.094711288235
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
43000.00000000
PA
USD
37379.28000000
0.012180448772
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
3462.61000000
0.001128329484
N/A
DFE
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
-160078860.02000000
COP
41789.17000000
USD
2022-08-05
3462.61000000
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253103
522.00000000
NS
USD
17105.94000000
0.005574158354
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
2525.00000000
NS
USD
297066.25000000
0.096802299033
Long
EC
CORP
US
N
1
N
N
N
Ampol Ltd
5493009TD1CGVRZ27U11
Ampol Ltd
000000000
5711.00000000
NS
134793.74000000
0.043924020070
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XSX3
54609.37000000
PA
USD
54800.74000000
0.017857422782
Long
ABS-MBS
CORP
US
N
2
2030-02-25
Floating
4.42357000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAF7
41000.00000000
PA
USD
28012.60000000
0.009128213258
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.85000000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol II Issuer LLC
86745PAA1
193049.64000000
PA
USD
166079.89000000
0.054118955536
Long
ABS-O
CORP
US
N
2
2055-11-01
Fixed
2.73000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BL3
9000.00000000
PA
USD
9011.07000000
0.002936356091
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.20000000
N
N
N
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG
000000000
532.00000000
NS
122805.44000000
0.040017500896
Long
EC
CORP
CH
N
2
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
Athene Global Funding
04685A2K6
12000.00000000
PA
USD
11038.06000000
0.003596873037
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
2.95000000
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664100
541.00000000
NS
USD
11431.33000000
0.003725024384
Long
EC
CORP
US
N
1
N
N
N
Hexcel Corp
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291108
591.00000000
NS
USD
30915.21000000
0.010074060594
Long
EC
CORP
US
N
1
N
N
N
LOUISIANA-PACIFIC CORP
549300C7E2UAO5BVRR75
LOUISIANA-PACIFIC CORP
546347105
728.00000000
NS
USD
38154.48000000
0.012433056203
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
439500.00000000
NC
USD
-3497.03000000
-0.00113954561
N/A
DIR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2062-06-07
0.00000000
USD
0.00000000
USD
0.00000000
USD
1.00000000
USD
0.00000000
USD
2027-06-03
XXXX
-3497.04000000
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AM2
48000.00000000
PA
USD
48348.07000000
0.015754749419
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
4.95000000
N
N
N
N
N
N
UNITED AIR 2016-2 AA PTT
N/A
United Airlines 2016-2 Class AA Pass Through Trust
90932EAA1
83833.34000000
PA
USD
76646.05000000
0.024975956884
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
2.87500000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BX7
24000.00000000
PA
USD
17591.98000000
0.005732539824
Long
DBT
CORP
US
N
2
2061-08-12
Fixed
3.20000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
433.00000000
NS
USD
74458.68000000
0.024263178355
Long
EC
CORP
US
N
1
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAL7
30000.00000000
PA
USD
26840.99000000
0.008746431276
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
RIO TINTO LTD
529900X2VMAQT2PE0V24
RIO TINTO LTD
000000000
2575.00000000
NS
183697.57000000
0.059859869988
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENY86
32688.26000000
PA
USD
31247.31000000
0.010182279025
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
EAST WEST BANCORP INC
N/A
EAST WEST BANCORP INC
27579R104
1422.00000000
NS
USD
92145.60000000
0.030026655420
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KLZV2
278084.06000000
PA
USD
242532.84000000
0.079031988666
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
1901.00000000
NS
250783.42000000
0.081720530741
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133THQB6
50123.64000000
PA
USD
52571.30000000
0.017130935281
Long
ABS-MBS
USGSE
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBZ2
23000.00000000
PA
USD
19176.41000000
0.006248843735
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.44000000
N
N
N
N
N
N
FRETE 2021-ML08 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30318LAK3
652735.15000000
PA
USD
105167.28000000
0.034269912812
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Variable
1.87000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515AS3
7000.00000000
PA
USD
7643.11000000
0.002490591306
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.95000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
27000.00000000
PA
USD
24652.01000000
0.008033128111
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2007-AR7 Trust
94986KAA4
15133.13000000
PA
USD
14359.10000000
0.004679070382
Long
ABS-MBS
CORP
US
N
2
2037-12-28
Variable
2.76676300
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
671.00000000
NS
31557.77000000
0.010283445825
Long
EC
CORP
AT
N
2
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
6450.00000000
NS
USD
422023.50000000
0.137520990843
Long
EC
CORP
US
N
1
N
N
N
Bluemountain CLO Ltd
5493001GLQHON6UV2U40
BlueMountain CLO XXVIII Ltd
09630PAG8
250000.00000000
PA
USD
230292.00000000
0.075043176560
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
3.04429000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AP6
10000.00000000
PA
USD
10996.26000000
0.003583252048
Long
DBT
CORP
CA
N
2
2039-02-01
Fixed
6.75000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AT6
23000.00000000
PA
USD
19233.13000000
0.006267326569
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDR4
95000.00000000
PA
USD
83754.70000000
0.027292388532
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
2.35000000
N
N
N
N
N
N
RPM INTERNATIONAL INC
549300TJCKW4BRXPJ474
RPM International Inc
749685AY9
47000.00000000
PA
USD
39057.69000000
0.012727377098
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
Atlas Copco AB
000000000
9991.00000000
NS
93516.21000000
0.030473283736
Long
EC
CORP
SE
N
2
N
N
N
Westinghouse Air Brake Technol
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
929740108
1041.00000000
NS
USD
85445.28000000
0.027843282586
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Y8
32000.00000000
PA
USD
22283.40000000
0.007261290538
Long
DBT
CORP
US
N
2
2052-01-25
Fixed
2.80200000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
SYNOVUS FINANCIAL CORP
87161C501
2139.00000000
NS
USD
77110.95000000
0.025127449653
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
740000.00000000
NC
USD
-6754.24000000
-0.00220094325
N/A
DIR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Call
Purchased
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
GB
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2057-06-02
0.00000000
USD
0.00000000
USD
0.00000000
USD
1.00000000
USD
0.00000000
USD
2027-05-28
XXXX
-6754.25000000
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL
31847R102
1187.00000000
NS
USD
62816.04000000
0.020469296287
Long
EC
CORP
US
N
1
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
200000.00000000
PA
USD
154925.00000000
0.050484012161
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
HelloFresh SE
391200ZAF4V6XD2M9G57
HelloFresh SE
000000000
1295.00000000
NS
42249.17000000
0.013767355895
Long
EC
CORP
DE
N
2
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BC5
14000.00000000
PA
USD
12846.60000000
0.004186205651
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.35000000
N
N
N
N
N
N
SITC International Holdings Co
529900JUV4MOM9CE3V12
SITC International Holdings Co Ltd
000000000
18000.00000000
NS
51195.23000000
0.016682527764
Long
EC
CORP
HK
N
2
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
707.00000000
NS
USD
417928.91000000
0.136186723737
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
679.00000000
NS
USD
260763.16000000
0.084972538587
Long
EC
CORP
US
N
1
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
3875.00000000
NS
USD
515375.00000000
0.167940602018
Long
EC
CORP
US
N
1
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AK1
20000.00000000
PA
USD
16629.37000000
0.005418862787
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BDB47
522254.11000000
PA
USD
491448.90000000
0.160144019650
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
3.00000000
N
N
N
N
N
N
ASM International NV
7245001I22ND6ZFHX623
ASM International NV
000000000
447.00000000
NS
111217.29000000
0.036241374993
Long
EC
CORP
NL
N
2
N
N
N
iShares 20+ Year Treasury Bond ETF
549300WWURKS1JGBZU59
iShares 20+ Year Treasury Bond ETF
464287432
55269.00000000
NS
USD
6348750.03000000
2.068809899791
Long
EC
RF
US
N
1
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
Eagle Materials Inc
26969P108
441.00000000
NS
USD
48483.54000000
0.015798893806
Long
EC
CORP
US
N
1
N
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines 2020-1 Class A Pass Through Trust
247361ZW1
10650.68000000
PA
USD
9339.40000000
0.003043346026
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AE8
200000.00000000
PA
USD
158998.98000000
0.051811563272
Long
DBT
CORP
CH
N
2
2032-02-11
Fixed
2.09500000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAF5
21000.00000000
PA
USD
23741.67000000
0.007736483827
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.62500000
N
N
N
N
N
N
Nissan Chemical Corp
3538002E4L1CUGJFFU25
Nissan Chemical Corp
000000000
2100.00000000
NS
96930.55000000
0.031585883911
Long
EC
CORP
JP
N
2
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90278MBA4
60000.00000000
PA
USD
54386.60000000
0.017722470716
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
2.92100000
N
N
N
N
N
N
NuVasive Inc
549300C5ZB4NZ6TWM881
NuVasive Inc
670704105
538.00000000
NS
USD
26448.08000000
0.008618397239
Long
EC
CORP
US
N
1
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
2446.00000000
NS
13822.98000000
0.004504369794
Long
EC
CORP
NO
N
2
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA2 Trust
94985FAG3
11980.28000000
PA
USD
9672.99000000
0.003152049990
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
2.05357000
N
N
N
N
N
N
KBR Inc
254900OFQDXZRKRCV808
KBR Inc
48242W106
211.00000000
NS
USD
10210.29000000
0.003327135094
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
46000.00000000
PA
USD
34866.90000000
0.011361762166
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAS3
6000.00000000
PA
USD
4754.70000000
0.001549371196
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.25000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CURRENCY CONTRACT - CZK
000000000
1.00000000
NC
USD
-273.20000000
-0.00008902521
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-34350.68000000
USD
807548.40000000
CZK
2022-07-29
-273.20000000
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAL7
11000.00000000
PA
USD
9445.96000000
0.003078069772
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.80000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CM8
23000.00000000
PA
USD
20057.99000000
0.006536116256
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.70000000
N
N
N
N
N
N
Taylor Wimpey PLC
21380089BTRXTD8S3R66
Taylor Wimpey PLC
000000000
45814.00000000
NS
65259.39000000
0.021265488710
Long
EC
CORP
GB
N
2
N
N
N
PRIMERICA INC
254900621R686KJR7022
PRIMERICA INC
74164M108
169.00000000
NS
USD
20227.61000000
0.006591388796
Long
EC
CORP
US
N
1
N
N
N
CONTL AIRLINES 2012-2 A
N/A
Continental Airlines 2012-2 Class A Pass Through Trust
210795QB9
2305.10000000
PA
USD
2217.39000000
0.000722560876
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
106000.00000000
PA
USD
88650.04000000
0.028887588817
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AT0
26000.00000000
PA
USD
25328.59000000
0.008253599132
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.10000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAJ8
17000.00000000
PA
USD
14530.36000000
0.004734877333
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
4.35000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
15000.00000000
PA
USD
16636.58000000
0.005421212244
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
Michelin
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
4866.00000000
NS
132895.76000000
0.043305542449
Long
EC
CORP
FR
N
2
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAD1
18000.00000000
PA
USD
16523.83000000
0.005384471419
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
2.06100000
N
N
N
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
505.00000000
NS
11416.50000000
0.003720191866
Long
EC
CORP
SE
N
2
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
21601.00000000
NS
58532.05000000
0.019073311112
Long
EC
CORP
AU
N
2
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
7400.00000000
NS
39590.39000000
0.012900963241
Long
EC
CORP
JP
N
2
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAE9
102000.00000000
PA
USD
94354.92000000
0.030746586598
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
5202.00000000
NS
USD
807610.50000000
0.263168748128
Long
EC
CORP
US
N
1
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAD1
23000.00000000
PA
USD
22148.96000000
0.007217481787
Long
DBT
CORP
GB
N
2
2042-04-27
Fixed
4.62500000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
2297.00000000
NS
USD
1546845.74000000
0.504056667098
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
9112.00000000
NS
USD
190987.52000000
0.062235380231
Long
EC
CORP
US
N
1
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
80000.00000000
PA
USD
56195.16000000
0.018311809849
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
8531.00000000
NS
125764.59000000
0.040981772412
Long
EC
CORP
ES
N
2
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DH7
12000.00000000
PA
USD
11778.00000000
0.003837990609
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90000000
N
N
N
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HeidelbergCement AG
000000000
2397.00000000
NS
115730.77000000
0.037712142005
Long
EC
CORP
DE
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5NC2
862197.71000000
PA
USD
779899.78000000
0.254138905782
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
000000000
12159.00000000
NS
USD
515055.24000000
0.167836404712
Long
EC
CORP
US
N
1
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust
92922F4V7
21477.00000000
PA
USD
20461.78000000
0.006667695661
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
2.60357000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
5683.00000000
NS
USD
393831.90000000
0.128334448469
Long
EC
CORP
US
N
1
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
648.00000000
NS
282575.58000000
0.092080355122
Long
EC
CORP
CH
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-2061.37000000
-0.00067172004
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-07-14
0.00000000
USD
0.00000000
USD
113200.00000000
USD
-2061.37000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBW5
137000.00000000
PA
USD
121387.82000000
0.039555553856
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
1.04000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
175000.00000000
PA
USD
164808.95000000
0.053704805784
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398FXL0
214980.78000000
PA
USD
217116.66000000
0.070749847370
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Fixed
4.00000000
N
N
N
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
000000000
2900.00000000
NS
179059.72000000
0.058348575647
Long
EC
CORP
JP
N
2
N
N
N
Washington Federal Inc
N/A
Washington Federal Inc
938824109
1120.00000000
NS
USD
33622.40000000
0.010956228178
Long
EC
CORP
US
N
1
N
N
N
Mid-America Apartment Communit
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
2290.00000000
NS
USD
399994.30000000
0.130342534166
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
16000.00000000
PA
USD
16071.31000000
0.005237012809
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
11000.00000000
PA
USD
10716.93000000
0.003492229300
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
MIRAE ASSET SECURITIES (USA) INC.
25490087B4GFZLJZE912
MIRAE ASSET SECURITIES USA INC
000000000
3931006.00000000
PA
USD
3931006.00000000
1.280961463360
Long
RA
CORP
US
N
2
Repurchase
Y
1.59000000
2022-07-01
393625.43391188
USD
365134.65002571
USD
ADAS
7513991.90389436
USD
3644629.97107193
USD
AMBS
43.03638077
USD
38.59723058
USD
UST
N
N
Universal Display Corp
N/A
Universal Display Corp
91347P105
2234.00000000
NS
USD
225946.76000000
0.073627232400
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
70000.00000000
PA
USD
60293.81000000
0.019647399950
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
STIFEL FINANCIAL CORP
549300E5F07FE5GHJX84
STIFEL FINANCIAL CORP
860630102
2947.00000000
NS
USD
165090.94000000
0.053796695321
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
738.00000000
NS
USD
93541.50000000
0.030481524761
Long
EC
CORP
US
N
1
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust
92922F2N7
39697.59000000
PA
USD
38179.34000000
0.012441157107
Long
ABS-MBS
CORP
US
N
2
2045-08-25
Floating
2.64357000
N
N
N
N
N
N
Fujitsu Ltd
3538000246DHJLRTUZ24
Fujitsu Ltd
000000000
100.00000000
NS
12512.79000000
0.004077429998
Long
EC
CORP
JP
N
2
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd
000000000
2800.00000000
NS
USD
147122.97000000
0.047941635028
Long
EC
CORP
HK
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
46000.00000000
PA
USD
38062.47000000
0.012403073734
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
Adyen NV
724500973ODKK3IFQ447
Adyen NV
000000000
69.00000000
NS
99576.55000000
0.032448112062
Long
EC
CORP
NL
N
2
N
N
N
Harley-Davidson Inc
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc
412822108
2944.00000000
NS
USD
93207.04000000
0.030372537298
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
934.00000000
NS
USD
55853.20000000
0.018200378428
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
2200.00000000
PA
USD
1548.29000000
0.000504527295
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
Renaissance Home Equity Loan T
N/A
Renaissance Home Equity Loan Trust 2005-3
75970NBE6
77845.94000000
PA
USD
77536.26000000
0.025266041586
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.14000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBD5
43000.00000000
PA
USD
36768.08000000
0.011981282542
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.70000000
N
N
N
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
200.00000000
NS
12935.72000000
0.004215246382
Long
EC
CORP
JP
N
2
N
N
N
Scentre Group
N/A
Scentre Group
000000000
7214.00000000
NS
12953.10000000
0.004220909846
Long
EC
CORP
AU
N
2
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
17000.00000000
PA
USD
17599.39000000
0.005734954454
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
000000000
93165.00000000
NS
144861.61000000
0.047204746044
Long
EC
CORP
GB
N
2
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
150000.00000000
PA
USD
115790.55000000
0.037731621974
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
2700.00000000
NS
28944.77000000
0.009431971087
Long
EC
CORP
JP
N
2
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BE0
42000.00000000
PA
USD
40343.85000000
0.013146486455
Long
DBT
CORP
US
N
2
2053-05-01
Fixed
4.60000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
1575.00000000
NS
USD
52557.75000000
0.017126519865
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - MYR
000000000
1.00000000
NC
USD
-35.95000000
-0.00001171470
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-72201.29000000
USD
317909.50000000
MYR
2022-08-05
-35.95000000
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBB9
54000.00000000
PA
USD
49177.10000000
0.016024897947
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
Knight-Swift Transportation Ho
N/A
Knight-Swift Transportation Holdings Inc
499049104
979.00000000
NS
USD
45317.91000000
0.014767338515
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi Electric Corp
549300TRXM9Y6561AX39
Mitsubishi Electric Corp
000000000
8000.00000000
NS
85993.24000000
0.028021841368
Long
EC
CORP
JP
N
2
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
508.00000000
NS
USD
86288.88000000
0.028118178908
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
4215.00000000
NS
USD
472501.50000000
0.153969801338
Long
EC
CORP
US
N
1
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
4273.00000000
NS
53048.43000000
0.017286413330
Long
EC
CORP
NL
N
2
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
1674.00000000
NS
USD
62825.22000000
0.020472287691
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKQ1
21000.00000000
PA
USD
20462.14000000
0.006667812971
Long
DBT
CORP
US
N
2
2033-04-27
Fixed
4.57100000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAC5
8000.00000000
PA
USD
7933.77000000
0.002585306058
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.87500000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CF9
28000.00000000
PA
USD
26580.00000000
0.008661384820
Long
DBT
CORP
US
N
2
2037-03-03
Fixed
3.62500000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
38.00000000
NS
USD
5885.06000000
0.001917711412
Long
EC
CORP
US
N
1
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
000000000
8484.00000000
NS
84409.95000000
0.027505908938
Long
EC
CORP
AU
N
2
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
60000.00000000
PA
USD
51130.20000000
0.016661337025
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498101
3374.00000000
NS
USD
88803.68000000
0.028937654097
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
64000.00000000
PA
USD
62364.23000000
0.020322069038
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
James Hardie Industries PLC
635400NSGXKTVOO7JU45
James Hardie Industries PLC
000000000
2229.00000000
NS
48799.16000000
0.015901742048
Long
EC
CORP
IE
N
2
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
2900.00000000
NS
112399.66000000
0.036626663239
Long
EC
CORP
JP
N
2
N
N
N
Sumitomo Mitsui Financial Grou
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
7900.00000000
NS
234828.27000000
0.076521369943
Long
EC
CORP
JP
N
2
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAJ1
964786.04000000
PA
USD
34983.29000000
0.011399689125
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
1.02311900
N
N
N
N
N
N
Suzuki Motor Corp
353800D83H0V3ZV1SV24
Suzuki Motor Corp
000000000
500.00000000
NS
15718.96000000
0.005122195693
Long
EC
CORP
JP
N
2
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAF9
50000.00000000
PA
USD
49470.43000000
0.016120482748
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30000000
N
N
N
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
215.00000000
NS
USD
50884.05000000
0.016581126345
Long
EC
CORP
US
N
1
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAJ1
25000.00000000
PA
USD
22517.19000000
0.007337473576
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.00000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BW9
13000.00000000
PA
USD
13572.81000000
0.004422849153
Long
DBT
CORP
US
N
2
2036-02-23
Fixed
4.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
8257.00000000
NS
53939.05000000
0.017576631635
Long
EC
CORP
GB
N
2
N
N
N
Telstra Corp Ltd
PCTXNQGRJVR3OG33JG65
Telstra Corp Ltd
000000000
8314.00000000
NS
22113.37000000
0.007205884395
Long
EC
CORP
AU
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGR4
60000.00000000
PA
USD
56643.36000000
0.018457860739
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59300000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
6338.00000000
NS
USD
569215.78000000
0.185485211296
Long
EC
CORP
US
N
1
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
5300.00000000
NS
189192.55000000
0.061650469550
Long
EC
CORP
JP
N
2
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
21000.00000000
PA
USD
17273.53000000
0.005628769395
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
1452.00000000
NS
USD
286087.56000000
0.093224772362
Long
EC
CORP
US
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAN3
49000.00000000
PA
USD
48606.83000000
0.015839069206
Long
DBT
CORP
US
N
2
2062-06-01
Fixed
5.25000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
02343JAA8
38000.00000000
PA
USD
37621.78000000
0.012259470060
Long
DBT
CORP
US
N
2
2025-05-17
Fixed
4.00000000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
1847.00000000
NS
137137.58000000
0.044687786067
Long
EC
CORP
FR
N
2
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BX1
22000.00000000
PA
USD
21204.79000000
0.006909813627
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
4.37500000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
2286.00000000
NS
USD
616488.48000000
0.200889539595
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFZA2
373590.45000000
PA
USD
338019.89000000
0.110147492255
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Fannie Mae Connecticut Avenue Securities
30711XLT9
146366.51000000
PA
USD
146882.01000000
0.047863115566
Long
ABS-MBS
CORP
US
N
2
2029-11-25
Floating
4.47357000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DK3
7000.00000000
PA
USD
6122.37000000
0.001995041481
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4X7
286286.28000000
PA
USD
249280.86000000
0.081230905069
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
DUALDIGI AUDUSD 0.6728 USDJPY 126.25
000000000
19000.00000000
NC
USD
137.47000000
0.000044796108
N/A
DFE
CORP
GB
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
Call
Purchased
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
JPY CALL VERSUS USD PUT
000000000
0.00000000
NC
0.00000000
0.00000000
DFE
CORP
GB
US
N/A
JPY
N/A
USD
2022-08-10
1.00000000
USD
0.67280000
USD
2022-08-10
XXXX
-1287.53000000
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
253.00000000
NS
USD
59616.92000000
0.019426827912
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCE4
31000.00000000
PA
USD
23639.41000000
0.007703161284
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
3.32800000
N
N
N
N
N
N
BBCCRE Trust
N/A
BBCCRE Trust 2015-GTP
05490TAN2
2180000.00000000
PA
USD
38375.85000000
0.012505192048
Long
ABS-MBS
CORP
US
N
2
2033-08-10
Variable
0.74868700
N
N
N
N
N
N
CarMax Inc
N/A
CarMax Inc
143130102
1228.00000000
NS
USD
111109.44000000
0.036206230887
Long
EC
CORP
US
N
1
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AS9
23000.00000000
PA
USD
18372.72000000
0.005986952524
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
1.50000000
N
N
N
N
N
N
Valvoline Inc
549300CMHPBEY6VPOT75
Valvoline Inc
92047W101
220.00000000
NS
USD
6342.60000000
0.002066805844
Long
EC
CORP
US
N
1
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
95500.00000000
PA
USD
90343.27000000
0.029439346402
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBM3
38000.00000000
PA
USD
33517.99000000
0.010922205033
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.55000000
N
N
N
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
1732.00000000
NS
USD
30223.40000000
0.009848626710
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4
46645UAV9
1132968.82000000
PA
USD
22976.89000000
0.007487271868
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.72426600
N
N
N
N
N
N
Iridium Communications Inc
549300U620NVQ4J1CT96
Iridium Communications Inc
46269C102
8542.00000000
NS
USD
320837.52000000
0.104548428346
Long
EC
CORP
US
N
1
N
N
N
DBWF Mortgage Trust
N/A
DBWF Mortgage Trust
23306NAL6
130000.00000000
PA
USD
107210.69000000
0.034935780395
Long
ABS-MBS
CORP
US
N
2
2034-06-10
Variable
3.53513700
N
N
N
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
1559.00000000
NS
80312.76000000
0.026170794594
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TZ28
205.99000000
PA
USD
218.10000000
0.000071070279
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.00000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAK6
96500.00000000
PA
USD
93792.49000000
0.030563312608
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2022-1
042855AC0
600000.00000000
PA
USD
499461.72000000
0.162755085019
Long
ABS-MBS
CORP
US
N
2
2056-12-25
Fixed
3.65000000
N
N
N
N
N
N
Juniper Networks Inc
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203R104
14095.00000000
NS
USD
401707.50000000
0.130900799195
Long
EC
CORP
US
N
1
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
3161.00000000
NS
143171.41000000
0.046653975818
Long
EC
CORP
NL
N
2
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
0010EPAN8
32000.00000000
PA
USD
31802.76000000
0.010363278506
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.85000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
2466.00000000
NS
USD
103004.82000000
0.033565251480
Long
EC
CORP
US
N
1
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust 2015-2
42770UAA1
16050.90120000
PA
USD
16024.13000000
0.005221638688
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
3.99000000
N
N
N
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
000000000
1500.00000000
NS
38148.73000000
0.012431182502
Long
EC
CORP
JP
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030674
600000.00000000
PA
USD
565828.13000000
0.184381308350
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.00000000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AL8
38000.00000000
PA
USD
28763.56000000
0.009372921819
Long
DBT
CORP
US
N
2
2051-06-11
Fixed
3.85000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
10526.00000000
NS
USD
334305.76000000
0.108937202217
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
1056.00000000
NS
USD
256512.96000000
0.083587564255
Long
EC
CORP
US
N
1
N
N
N
Sumitomo Chemical Co Ltd
353800RSAU9BD8U4DM91
Sumitomo Chemical Co Ltd
000000000
29200.00000000
NS
114279.97000000
0.037239382896
Long
EC
CORP
JP
N
2
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
12000.00000000
PA
USD
12096.98000000
0.003941933744
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CURRENCY CONTRACT - THB
000000000
1.00000000
NC
USD
-394.02000000
-0.00012839574
N/A
DFE
CORP
US
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
-67528.05000000
USD
2370099.58000000
THB
2022-08-05
-394.02000000
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAJ4
18000.00000000
PA
USD
16482.50000000
0.005371003585
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
20500.00000000
PA
USD
17618.79000000
0.005741276157
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBL2
160000.00000000
PA
USD
138863.63000000
0.045250238410
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
4557.00000000
NS
32332.67000000
0.010535955497
Long
EC
CORP
DE
N
2
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
259.00000000
NS
USD
47340.02000000
0.015426265260
Long
EC
CORP
US
N
1
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBA9
4000.00000000
PA
USD
3366.78000000
0.001097102226
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.15000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2006-AR2
17307G6K9
55427.28000000
PA
USD
45149.24000000
0.014712375544
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
2.84474500
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAJ3
99500.00000000
PA
USD
81650.33000000
0.026606656464
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
2.54200000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
117.00000000
NS
USD
6753.24000000
0.002200617397
Long
EC
CORP
US
N
1
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
300.00000000
NS
102881.47000000
0.033525056528
Long
EC
CORP
JP
N
2
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
1840.00000000
NS
USD
208858.40000000
0.068058802682
Long
EC
CORP
US
N
1
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp
87724P106
9054.00000000
NS
USD
211501.44000000
0.068920066284
Long
EC
CORP
US
N
1
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas Inc
68235P108
422.00000000
NS
USD
34262.18000000
0.011164707515
Long
EC
CORP
US
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
1100.00000000
NS
24668.03000000
0.008038348404
Long
EC
CORP
LU
N
2
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BM5
40000.00000000
PA
USD
35706.14000000
0.011635237734
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
2298800.00000000
PA
USD
2273297.69000000
0.740779010674
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417WKH3
16447.45000000
PA
USD
17329.62000000
0.005647046937
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
EXELIXIS INC
254900PJQB59O2O95R37
EXELIXIS INC
30161Q104
3003.00000000
NS
USD
62522.46000000
0.020373630021
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2019-2 A PTT
N/A
United Airlines 2019-2 Class A Pass Through Trust
90932MAA3
17185.18000000
PA
USD
15132.75000000
0.004931172728
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
2.90000000
N
N
N
N
N
N
MKS INSTRUMENTS INC
549300KEQATBHAGVF505
MKS INSTRUMENTS INC
55306N104
324.00000000
NS
USD
33252.12000000
0.010835568374
Long
EC
CORP
US
N
1
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
000000000
1993.00000000
NS
200987.05000000
0.065493836866
Long
EC
CORP
FR
N
2
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
1057.00000000
NS
USD
495236.21000000
0.161378156194
Long
EC
CORP
US
N
1
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FJ8
28000.00000000
PA
USD
28007.44000000
0.009126531815
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.45000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AS9
10000.00000000
PA
USD
9815.13000000
0.003198367870
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
3.62500000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
9999.00000000
NS
228393.55000000
0.074424545785
Long
EC
CORP
FR
N
2
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AH2
30000.00000000
PA
USD
28196.24000000
0.009188054368
Long
DBT
CORP
US
N
2
2032-04-14
Fixed
4.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBE2
25000.00000000
PA
USD
24732.10000000
0.008059226317
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.75000000
N
N
N
N
N
N
Semtech Corp
549300J7WUY317SW6O61
Semtech Corp
816850101
1012.00000000
NS
USD
55629.64000000
0.018127528948
Long
EC
CORP
US
N
1
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
392.00000000
NS
USD
5985.84000000
0.001950551682
Long
EC
CORP
US
N
1
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
5033.00000000
NS
173683.59000000
0.056596704662
Long
EC
CORP
IE
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAV9
50000.00000000
PA
USD
49058.88000000
0.015986374662
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.96800000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAQ3
50000.00000000
PA
USD
43594.65000000
0.014205795325
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
705.00000000
NS
USD
169538.40000000
0.055245948991
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-J7
12667FTE5
57411.14000000
PA
USD
57624.55000000
0.018777592273
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
2.64357000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
405.00000000
NS
USD
70741.35000000
0.023051845562
Long
EC
CORP
US
N
1
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
26000.00000000
PA
USD
22718.04000000
0.007402922753
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CCP0
9006.20000000
PA
USD
9498.27000000
0.003095115560
Long
ABS-MBS
USGA
US
N
2
2032-05-16
Fixed
7.00000000
N
N
N
N
N
N
ANTARES HOLDINGS
5493008EAIGV4283RM42
Antares Holdings LP
03666HAE1
8000.00000000
PA
USD
6733.12000000
0.002194061074
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.75000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FZ6
76000.00000000
PA
USD
62089.28000000
0.020232473562
Long
DBT
CORP
US
N
2
2053-02-14
Fixed
3.50000000
N
N
N
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
5776.00000000
NS
128699.05000000
0.041937998421
Long
EC
CORP
CH
N
2
N
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AC8
32000.00000000
PA
USD
27139.43000000
0.008843681227
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Marriott Vacations Worldwide C
549300WA6BT5H4F7IO94
Marriott Vacations Worldwide Corp
57164Y107
349.00000000
NS
USD
40553.80000000
0.013214900967
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings Inc
68268W103
270.00000000
NS
USD
10092.60000000
0.003288784516
Long
EC
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
250000.00000000
PA
USD
226925.41000000
0.073946136247
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
7970.00000000
NS
USD
503544.60000000
0.164085536293
Long
EC
CORP
US
N
1
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
23000.00000000
PA
USD
23300.08000000
0.007592586878
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCK0
55000.00000000
PA
USD
51463.43000000
0.016769923679
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.96900000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
90000.00000000
PA
USD
86367.78000000
0.028143889339
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDZP9
130189.54000000
PA
USD
131515.65000000
0.042855818454
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CER8
534000.00000000
PA
USD
529223.20000000
0.172453190027
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.50000000
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
35000.00000000
PA
USD
30905.95000000
0.010071043121
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
000000000
530.00000000
NS
34703.61000000
0.011308552327
Long
EC
CORP
DE
N
2
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBN2
100000.00000000
PA
USD
64069.93000000
0.020877890110
Long
DBT
CORP
US
N
2
2051-02-04
Fixed
3.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEU1
2689000.00000000
PA
USD
2678496.09000000
0.872817357961
Long
DBT
UST
US
N
2
2025-06-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ANSU8
8933.15000000
PA
USD
9040.44000000
0.002945926628
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
90DAY EURO DOLLAR
000000000
25.00000000
NC
USD
-33991.25000000
-0.01107642200
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Long
NA
90 DAY EURO DOLLAR TIME DEPOSIT
2022-09-19
6083678.75000000
USD
-33991.25000000
N
N
N
Healthcare Realty Trust Inc
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946104
416.00000000
NS
USD
11315.20000000
0.003687182148
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCE9
40000.00000000
PA
USD
34970.28000000
0.011395449674
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FT0
20000.00000000
PA
USD
15864.94000000
0.005169764879
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
000000000
466.00000000
NS
29120.44000000
0.009489215085
Long
EC
CORP
NL
N
2
N
N
N
Tandem Diabetes Care Inc
549300JEPFOD0K4D3I05
Tandem Diabetes Care Inc
875372203
2469.00000000
NS
USD
146140.11000000
0.047621359306
Long
EC
CORP
US
N
1
N
N
N
FACEBOOK INC-A
BQ4BKCS1HXDV9HN80Z93
FACEBOOK INC
30303M102
3738.00000000
NS
USD
602752.50000000
0.196413519705
Long
EC
CORP
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
26000.00000000
PA
USD
19940.18000000
0.006497726574
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KR1
14000.00000000
PA
USD
13913.27000000
0.004533791782
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.12500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCE3
8000.00000000
PA
USD
7626.91000000
0.002485312358
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.65000000
N
N
N
N
N
N
Motel 6 Trust
N/A
Motel Trust 2021-MTL6
61977KAN6
280000.01000000
PA
USD
266343.40000000
0.086790921056
Long
ABS-MBS
CORP
US
N
2
2038-09-15
Floating
4.87400000
N
N
N
N
N
N
Southwest Gas Holdings Inc
N/A
Southwest Gas Holdings Inc
844895102
636.00000000
NS
USD
55382.88000000
0.018047119493
Long
EC
CORP
US
N
1
N
N
N
Nippon Sanso Holdings Corp
353800F1K6653B4VPY57
Nippon Sanso Holdings Corp
000000000
1400.00000000
NS
22415.67000000
0.007304392169
Long
EC
CORP
JP
N
2
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
550.00000000
NS
18092.70000000
0.005895704933
Long
EC
CORP
NL
N
2
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CE2
30000.00000000
PA
USD
20866.02000000
0.006799421703
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHG7
18000.00000000
PA
USD
17182.80000000
0.005599204028
Long
DBT
CORP
US
N
2
2029-03-05
Fixed
3.97000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
28000.00000000
PA
USD
27135.04000000
0.008842250697
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
7100.00000000
NS
147140.77000000
0.047947435353
Long
EC
CORP
JP
N
2
N
N
N
Patterson Cos Inc
YM48Q2087CUE26GWEK09
Patterson Cos Inc
703395103
529.00000000
NS
USD
16028.70000000
0.005223127873
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
1549.00000000
NS
USD
841540.72000000
0.274225282833
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
32000.00000000
PA
USD
28122.40000000
0.009163992794
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
3060.00000000
NS
USD
83017.80000000
0.027052261577
Long
EC
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBD1
31000.00000000
PA
USD
26998.63000000
0.008797800001
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.37500000
N
N
N
N
N
N
BRUNSWICK CORP/DE
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP
117043109
786.00000000
NS
USD
51388.68000000
0.016745565570
Long
EC
CORP
US
N
1
N
N
N
QBE Insurance Group Ltd
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
000000000
3080.00000000
NS
25880.86000000
0.008433562375
Long
EC
CORP
AU
N
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
6061.00000000
NS
USD
561612.26000000
0.183007520825
Long
EC
CORP
US
N
1
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AU0
44000.00000000
PA
USD
33425.29000000
0.010891997720
Long
DBT
CORP
US
N
2
2051-05-01
Fixed
3.25000000
N
N
N
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
1599.00000000
NS
179124.02000000
0.058369528508
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398CKN7
36339.70000000
PA
USD
35922.14000000
0.011705623705
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Variable
4.95793500
N
N
N
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec Inc
576323109
724.00000000
NS
USD
51881.84000000
0.016906267171
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
333000.00000000
PA
USD
279856.16000000
0.091194202258
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
954.00000000
NS
USD
311204.34000000
0.101409350881
Long
EC
CORP
US
N
1
N
N
N
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAE7
95813.35000000
PA
USD
85945.16000000
0.028006173972
Long
ABS-O
CORP
US
N
2
2047-01-18
Fixed
2.72000000
N
N
N
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
15500.00000000
NS
92570.05000000
0.030164967113
Long
EC
CORP
HK
N
2
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C17
46640UAQ5
100000.00000000
PA
USD
78728.43000000
0.025654523269
Long
ABS-MBS
CORP
US
N
2
2047-01-15
Variable
3.86700000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
944.00000000
NS
USD
144583.04000000
0.047113970951
Long
EC
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
000000000
102329.00000000
NS
191350.96000000
0.062353811145
Long
EC
CORP
GB
N
2
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
87000.00000000
PA
USD
78820.73000000
0.025684600238
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AX5
40000.00000000
PA
USD
38977.36000000
0.012701200685
Long
DBT
CORP
US
N
2
2024-11-19
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR4 Trust
94983PAF5
9840.01000000
PA
USD
9398.55000000
0.003062620703
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
2.87017000
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
72264.77000000
0.023548268694
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
5294.49000000
PA
USD
5234.62000000
0.001705758397
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174700
269.00000000
NS
USD
20694.17000000
0.006743422494
Long
EC
CORP
PR
N
1
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2020-2 Ltd
53948KAA7
71808.91000000
PA
USD
64023.95000000
0.020862907022
Long
ABS-O
CORP
US
N
2
2047-07-20
Fixed
2.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
25000.00000000
PA
USD
25994.93000000
0.008470733337
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
4823.00000000
NS
USD
373589.58000000
0.121738266258
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CURRENCY CONTRACT - RON
000000000
1.00000000
NC
USD
-151.58000000
-0.00004939400
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-20533.30000000
USD
96558.81000000
RON
2022-07-29
-151.58000000
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
30000.00000000
PA
USD
28708.12000000
0.009354856086
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
STEEL DYNAMICS INC
858119100
954.00000000
NS
USD
63107.10000000
0.020564141383
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC22
36253BAW3
974659.05000000
PA
USD
11768.23000000
0.003834806948
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
1.09606500
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
18000.00000000
PA
USD
16990.76000000
0.005536625686
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAM5
83000.00000000
PA
USD
58119.35000000
0.018938828286
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
DZ BANK AG
N/A
DZ BANK AG (NEW YORK)
000000000
1800000.00000000
PA
USD
1800000.00000000
0.586549762083
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.55000000
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
100000.00000000
PA
USD
96221.55000000
0.031354848477
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
354.00000000
NS
22116.70000000
0.007206969512
Long
EC
CORP
AU
N
2
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BE1
32000.00000000
PA
USD
30523.34000000
0.009946365452
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDL2
693400.00000000
PA
USD
629748.04000000
0.205210312796
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.50000000
N
N
N
N
N
N
STATE OF WISCONSIN INVESTMENT BOARD
VY0GIYI3352UC4XOP168
STATE OF WISCONSIN INVESTMENT BOARD
000000000
7109482.00000000
PA
USD
7109482.00000000
2.316702764243
Long
RA
CORP
US
N
2
Repurchase
N
1.55000000
2022-07-01
5792264.10952499
USD
7251682.61187875
USD
UST
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co PLC
000000000
158.00000000
NS
USD
6410.06000000
0.002088788426
Long
EC
CORP
IE
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BAPA4
563630.36000000
PA
USD
570001.36000000
0.185741201164
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
4.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
74000.00000000
PA
USD
55258.62000000
0.018006628007
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DB1
55000.00000000
PA
USD
49848.02000000
0.016243524595
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.10000000
N
N
N
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
2038.00000000
NS
USD
76995.64000000
0.025089874624
Long
EC
CORP
US
N
1
N
N
N
Dentsu Group Inc
5299007PBBE83ZLJZG91
Dentsu Group Inc
000000000
1300.00000000
NS
39192.14000000
0.012771189106
Long
EC
CORP
JP
N
2
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
235000.00000000
PA
USD
179681.00000000
0.058551026556
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
CHEVRON CORP
N/A
CHEVRON CORP
166764100
2585.00000000
NS
USD
374256.30000000
0.121955524290
Long
EC
CORP
US
N
1
N
N
N
ASGN Inc
LZBNYYCBUKY537072438
ASGN Inc
00191U102
520.00000000
NS
USD
46930.00000000
0.015292655741
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP IRS USD
000000000
-618000.00000000
NC
USD
-622.17000000
-0.00020274092
N/A
DIR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Put
Written
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
CH
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2032-07-14
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
3.07000000
USD
2022-07-12
XXXX
5905.46000000
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300EJIXF1G1X7PN20
Commonbond Student Loan Trust 2018-BGS
20268MAC0
50239.41000000
PA
USD
49267.71000000
0.016054424210
Long
ABS-O
CORP
US
N
2
2045-09-25
Fixed
3.99000000
N
N
N
N
N
N
Progyny Inc
N/A
Progyny Inc
74340E103
817.00000000
NS
USD
23733.85000000
0.007733935594
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJK6
36000.00000000
PA
USD
32265.32000000
0.010514008760
Long
DBT
CORP
US
N
2
2026-10-24
Fixed
1.19700000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DD9
70000.00000000
PA
USD
63290.50000000
0.020623904287
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
3.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CM9
38000.00000000
PA
USD
30649.28000000
0.009987404384
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.37500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-5
46653JBM2
159138.66000000
PA
USD
142097.14000000
0.046303913144
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
3.00000000
N
N
N
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
5767.00000000
NS
USD
424508.87000000
0.138330875944
Long
EC
CORP
US
N
1
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
4728.00000000
NS
54745.57000000
0.017839445032
Long
EC
CORP
FR
N
2
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE CO/THE
742718109
2663.00000000
NS
USD
382912.77000000
0.124776330079
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84J9
848000.00000000
PA
USD
66141.67000000
0.021552989334
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Fixed
1.36401000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan T
N/A
Morgan Stanley Mortgage Loan Trust 2007-13
61756HBN9
44885.74000000
PA
USD
29504.91000000
0.009614498855
Long
ABS-MBS
CORP
US
N
2
2037-10-25
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QPY8
57697.01000000
PA
USD
60571.38000000
0.019737849182
Long
ABS-MBS
USGSE
US
N
2
2041-02-25
Fixed
5.00000000
N
N
N
N
N
N
Voya Emerging Markets Local Currency Debt Fund
549300ZQOPFIB5V6CL41
Voya Emerging Markets Local Currency Debt Fund
92913M500
133430.84270000
NS
USD
712520.70000000
0.232182692813
Long
EC
RF
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
544.00000000
NS
USD
84869.44000000
0.027655638800
Long
EC
CORP
IE
N
1
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BA3
28000.00000000
PA
USD
26597.59000000
0.008667116714
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BR4
22000.00000000
PA
USD
16972.00000000
0.005530512534
Long
DBT
CORP
US
N
2
2051-05-25
Fixed
3.12500000
N
N
N
N
N
N
MIZUHO SECURITIES CO., LTD.
549300I6K0JHSVK8I066
MIZUHO BANK LTD (NEW YORK)
000000000
1820000.00000000
PA
USD
1820000.00000000
0.593066981662
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.57000000
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-C5
17291DAU7
1289430.99000000
PA
USD
40260.61000000
0.013119361787
Long
ABS-MBS
CORP
US
N
2
2051-06-10
Variable
0.68990000
N
N
N
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines 2017-2 Class AA Pass Through Trust
02376AAA7
3917.54000000
PA
USD
3608.29000000
0.001175800911
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
140000.00000000
PA
USD
113563.90000000
0.037006043625
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
25000.00000000
PA
USD
23244.77000000
0.007574563507
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAL4
150000.00000000
PA
USD
118142.25000000
0.038497949238
Long
DBT
NUSS
RO
N
2
2032-03-27
Fixed
3.62500000
N
N
N
N
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
Isuzu Motors Ltd
000000000
1100.00000000
NS
12167.53000000
0.003964923237
Long
EC
CORP
JP
N
2
N
N
N
GLAXOSMITHKLINE PLC
5493000HZTVUYLO1D793
GLAXOSMITHKLINE PLC
000000000
11876.00000000
NS
255946.88000000
0.083403100872
Long
EC
CORP
GB
N
2
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAM7
27000.00000000
PA
USD
26705.51000000
0.008702283631
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAS2
627312.83000000
PA
USD
522.77000000
0.000170350343
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
1.81649700
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AH1
54000.00000000
PA
USD
50050.14000000
0.016309387616
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAP6
16000.00000000
PA
USD
13063.50000000
0.004256884898
Long
DBT
CORP
KY
N
2
2028-02-21
Fixed
2.75000000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
22000.00000000
PA
USD
17483.93000000
0.005697330545
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFG8
1259744.62000000
PA
USD
1158158.25000000
0.377398581107
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
2674400.00000000
PA
USD
2610883.00000000
0.850784890265
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
3378.85000000
0.001101035368
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-950628.76000000
ZAR
61656.36000000
USD
2022-07-29
3378.85000000
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAM8
20000.00000000
PA
USD
17229.75000000
0.005614503201
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.37500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
120000.00000000
PA
USD
96016.81000000
0.031288131700
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
10216.00000000
NS
89775.57000000
0.029254355124
Long
EC
CORP
DE
N
2
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAF8
8000.00000000
PA
USD
7310.36000000
0.002382161065
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.20000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
10000.00000000
PA
USD
9298.80000000
0.003030116070
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BK7
12000.00000000
PA
USD
10855.09000000
0.003537250253
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.12500000
N
N
N
N
N
N
Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
000000000
9736.00000000
NS
72718.37000000
0.023696079234
Long
EC
CORP
SE
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNQS5
489280.28000000
PA
USD
442067.25000000
0.144052466840
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
60000.00000000
PA
USD
57521.32000000
0.018743953644
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
95000.00000000
PA
USD
71360.89000000
0.023253729473
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
Nexstar Media Group Inc
52990083ZRR5UT591988
Nexstar Media Group Inc
65336K103
1127.00000000
NS
USD
183565.76000000
0.059816918252
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
726.10000000
0.000236607656
N/A
DFE
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
-807548.40000000
CZK
34803.58000000
USD
2022-07-29
726.10000000
N
N
N
SMB Private Education Loan Tru
5493000RGRVHYZAIY180
SMB Private Education Loan Trust 2017-A
78448WAD7
100000.00000000
PA
USD
95640.37000000
0.031165464593
Long
ABS-O
CORP
US
N
2
2041-06-17
Fixed
3.50000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
3358.00000000
NS
USD
349870.02000000
0.114008987217
Long
EC
CORP
US
N
1
N
N
N
SCSK Corp
529900SNGFXMSUBB7864
SCSK Corp
000000000
4900.00000000
NS
83214.56000000
0.027116377983
Long
EC
CORP
JP
N
2
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BA1
25000.00000000
PA
USD
24949.79000000
0.008130162993
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
5.02300000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HN0
13000.00000000
PA
USD
9519.21000000
0.003101939089
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GJJU4
183670.28000000
PA
USD
188371.47000000
0.061382911617
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.50000000
N
N
N
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
3964.00000000
NS
141707.36000000
0.046176899051
Long
EC
CORP
GB
N
2
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDM8
70000.00000000
PA
USD
57925.00000000
0.018875497204
Long
DBT
CORP
US
N
2
N/A
Fixed
4.35000000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
1559.00000000
NS
USD
448259.27000000
0.146070204539
Long
EC
CORP
GB
N
1
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CURRENCY CONTRACT - PEN
000000000
1.00000000
NC
USD
-240.72000000
-0.00007844125
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-24865.59000000
USD
94616.97000000
PEN
2022-08-05
-240.72000000
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAG1
26000.00000000
PA
USD
22768.44000000
0.007419346147
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.20000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
963.00000000
NS
USD
116667.45000000
0.038017369466
Long
EC
CORP
US
N
1
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
11100.00000000
NS
192349.54000000
0.062679209402
Long
EC
CORP
JP
N
2
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
115000.00000000
PA
USD
85021.72000000
0.027705260909
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
STMicroelectronics NV
213800Z8NOHIKRI42W10
STMicroelectronics NV
000000000
3890.00000000
NS
123022.00000000
0.040088069350
Long
EC
CORP
CH
N
2
N
N
N
Entain PLC
213800GNI3K45LQR8L28
Entain PLC
000000000
1305.00000000
NS
19859.06000000
0.006471292732
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DKX0
36228.94000000
PA
USD
35612.99000000
0.011604883784
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 2016-C3 Mortgage Trust
23312VAS5
110000.00000000
PA
USD
85618.38000000
0.027899689121
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Variable
3.62412500
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
1804.00000000
NS
USD
99418.44000000
0.032396590182
Long
EC
CORP
US
N
1
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAC1
100000.00000000
PA
USD
93669.24000000
0.030523150242
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.94000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
38000.00000000
PA
USD
34839.16000000
0.011352722782
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AK4
200000.00000000
PA
USD
162947.02000000
0.053098075451
Long
DBT
CORP
CH
N
2
2033-02-11
Fixed
2.74600000
N
N
N
N
N
N
FIVE BELOW INC
529900AAXP5Z6BGI7418
FIVE BELOW
33829M101
57.00000000
NS
USD
6465.51000000
0.002106857417
Long
EC
CORP
US
N
1
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE (TORONTO)
000000000
1820000.00000000
PA
USD
1820000.00000000
0.593066981662
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.55000000
N
N
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
2030.00000000
NS
USD
426381.20000000
0.138940995231
Long
EC
CORP
US
N
1
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AH8
15000.00000000
PA
USD
12339.55000000
0.004020977842
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.53200000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
874.00000000
NS
USD
44355.50000000
0.014453726651
Long
EC
CORP
US
N
1
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
3023.00000000
NS
USD
184614.61000000
0.060158697540
Long
EC
CORP
US
N
1
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CB6
63000.00000000
PA
USD
62215.01000000
0.020273444063
Long
DBT
CORP
NL
N
2
2028-11-13
Fixed
3.87500000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAE3
23000.00000000
PA
USD
20311.81000000
0.006618826290
Long
DBT
CORP
US
N
2
2028-05-28
Fixed
1.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
100000.00000000
PA
USD
100060.31000000
0.032605750569
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
N/A
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK)
000000000
1820000.00000000
PA
USD
1820000.00000000
0.593066981662
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
1.56000000
N
N
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
Avient Corp
05368V106
997.00000000
NS
USD
39959.76000000
0.013021326511
Long
EC
CORP
US
N
1
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC
084670702
2962.00000000
NS
USD
808685.24000000
0.263518963956
Long
EC
CORP
US
N
1
N
N
N
Teleperformance
9695004GI61FHFFNRG61
Teleperformance
000000000
51.00000000
NS
15748.05000000
0.005131674989
Long
EC
CORP
FR
N
2
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
40000.00000000
PA
USD
37092.77000000
0.012087086343
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Dycom Industries Inc
549300F56EKTHQI3WT60
Dycom Industries Inc
267475101
194.00000000
NS
USD
18049.76000000
0.005881712463
Long
EC
CORP
US
N
1
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
6441.00000000
NS
USD
337057.53000000
0.109833896683
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
21000.00000000
PA
USD
14618.87000000
0.004763719289
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DD4
12000.00000000
PA
USD
10220.69000000
0.003330524048
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
Hirose Electric Co Ltd
N/A
Hirose Electric Co Ltd
000000000
600.00000000
NS
79668.71000000
0.025960923831
Long
EC
CORP
JP
N
2
N
N
N
II-VI Inc
549300O5C25A0MMHHU33
II-VI Inc
902104108
741.00000000
NS
USD
37753.95000000
0.012302539105
Long
EC
CORP
US
N
1
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
22000.00000000
PA
USD
15852.89000000
0.005165838254
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEJ42
159634.34000000
PA
USD
152023.87000000
0.049538647099
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
206000.00000000
PA
USD
209154.18000000
0.068155185843
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
84.00000000
NS
USD
40808.04000000
0.013297747862
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DW5
92000.00000000
PA
USD
79598.88000000
0.025938168958
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
861.00000000
NS
298945.22000000
0.097414582037
Long
EC
CORP
FR
N
2
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
267.00000000
NS
USD
35260.02000000
0.011489864634
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BJ8
30000.00000000
PA
USD
23380.85000000
0.007618906669
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599105
1153.00000000
NS
USD
67888.64000000
0.022122258688
Long
EC
CORP
US
N
1
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES INC
26875P101
2788.00000000
NS
USD
307906.72000000
0.100334785199
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAR2
25000.00000000
PA
USD
20400.50000000
0.006647726900
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.52800000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGH1
133000.00000000
PA
USD
118242.33000000
0.038530561405
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJZ9
43000.00000000
PA
USD
41375.36000000
0.013482615313
Long
DBT
CORP
US
N
2
2027-03-22
Fixed
3.05000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
18000.00000000
PA
USD
14685.08000000
0.004785294544
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAB2
30000.00000000
PA
USD
23264.37000000
0.007580950382
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
2022-08-18
Voya BALANCED PORTFOLIO INC
Tin Bui
Tin Bui
Vice President