0001752724-24-035138.txt : 20240223
0001752724-24-035138.hdr.sgml : 20240223
20240223112758
ACCESSION NUMBER: 0001752724-24-035138
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240223
DATE AS OF CHANGE: 20240223
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Voya BALANCED PORTFOLIO INC
CENTRAL INDEX KEY: 0000846799
ORGANIZATION NAME:
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05773
FILM NUMBER: 24668059
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
2023-12-31
2023-12-31
N
309412681.05
4232828.51
305179852.54
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1106993.98000000
0.00000000
546380.22000000
USD
N
Fund's Securities Portfolio
N/A
BJ's Wholesale Club Holdings I
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings Inc
05550J101
812.00000000
NS
USD
54127.92000000
0.017736400207
Long
EC
CORP
US
N
1
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAN6
28000.00000000
PA
USD
29366.61000000
0.009622722389
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
5.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KLZV2
251238.65000000
PA
USD
205835.39000000
0.067447240794
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBU0
9000.00000000
PA
USD
9973.09000000
0.003267938534
Long
DBT
CORP
US
N
2
2034-10-25
Fixed
6.47400000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
000000000
2384.00000000
NS
69249.50000000
0.022691373438
Long
EC
CORP
NO
N
2
N
N
N
JFE Holdings Inc
3538002Y11Y03NA9B530
JFE Holdings Inc
000000000
600.00000000
NS
9282.73000000
0.003041724387
Long
EC
CORP
JP
N
2
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEN9
44000.00000000
PA
USD
40427.61000000
0.013247142517
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.78900000
N
N
N
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097103
416.00000000
NS
USD
10616.32000000
0.003478709328
Long
EC
CORP
US
N
1
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBE2
66000.00000000
PA
USD
56690.42000000
0.018576069005
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAK6
95000.00000000
PA
USD
91756.43000000
0.030066345873
Long
ABS-O
CORP
US
N
2
2048-07-25
Fixed
4.32800000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
78000.00000000
PA
USD
76971.16000000
0.025221573232
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNKW8
14581.55000000
PA
USD
13390.45000000
0.004387724120
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAV0
100000.00000000
PA
USD
97240.00000000
0.031863178119
Long
DBT
CORP
N/A
N
2
2029-06-18
Fixed
4.30000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC41
17328FBB0
1098954.76000000
PA
USD
44712.84000000
0.014651307950
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Variable
1.03956200
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAH9
30000.00000000
PA
USD
26519.75000000
0.008689875750
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
Rambus Inc
2549000211GDCQSLV833
Rambus Inc
750917106
1121.00000000
NS
USD
76508.25000000
0.025069888907
Long
EC
CORP
US
N
1
N
N
N
iShares Core U.S. Aggregate Bond ETF
549300F7VSXTKBGHJE47
iShares Core U.S. Aggregate Bond ETF
464287226
58825.00000000
NS
USD
5838381.25000000
1.913095245773
Long
EC
RF
US
N
1
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
811.00000000
NS
112018.67000000
0.036705788100
Long
EC
CORP
CH
N
2
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DG2
27000.00000000
PA
USD
22824.47000000
0.007479022553
Long
DBT
CORP
US
N
2
2062-02-22
Fixed
4.40000000
N
N
N
N
N
N
Hikma Pharmaceuticals PLC
549300BNS685UXH4JI75
Hikma Pharmaceuticals PLC
000000000
3707.00000000
NS
84471.65000000
0.027679301007
Long
EC
CORP
JO
N
2
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AY4
43000.00000000
PA
USD
47960.86000000
0.015715604946
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
6.50000000
N
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
000000000
6229.00000000
NS
88171.33000000
0.028891595977
Long
EC
CORP
GB
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
6687.00000000
NS
USD
408976.92000000
0.134011769320
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
8569.00000000
NS
USD
934192.38000000
0.306112075297
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339100
167.00000000
NS
USD
52175.81000000
0.017096741336
Long
EC
CORP
US
N
1
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd
000000000
1800.00000000
NS
USD
76500.00000000
0.025067185583
Long
EC
CORP
HK
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CX1
31000.00000000
PA
USD
32155.79000000
0.010536668699
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93000000
N
N
N
N
N
N
Northwestern Energy Group Inc
254900N1WG46G1VMDM34
Northwestern Energy Group Inc
668074305
1714.00000000
NS
USD
87225.46000000
0.028581657430
Long
EC
CORP
US
N
1
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAS8
33000.00000000
PA
USD
33756.30000000
0.011061116819
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.75000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWZ8
82000.00000000
PA
USD
83376.37000000
0.027320404445
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
4.70000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCH6
29000.00000000
PA
USD
26100.43000000
0.008552474805
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
1.87800000
N
N
N
N
N
N
CoStar Group Inc
N/A
CoStar Group Inc
22160N109
657.00000000
NS
USD
57415.23000000
0.018813571578
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAX5
1049127.64000000
PA
USD
44491.20000000
0.014578681924
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
0.93138400
N
N
N
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944T105
20.00000000
NS
USD
140009.00000000
0.045877537076
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-J2
12667F6H3
68958.42000000
PA
USD
53163.36000000
0.017420337403
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
5.50000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WER8
38000.00000000
PA
USD
40521.41000000
0.013277878491
Long
DBT
CORP
US
N
2
2030-10-04
Fixed
5.85000000
N
N
N
N
N
N
J.G. Wentworth XXXIX LLC
N/A
J.G. Wentworth XXXIX LLC
46620VAA2
214970.48000000
PA
USD
181202.55000000
0.059375659465
Long
ABS-O
CORP
US
N
2
2072-09-15
Fixed
3.53000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3133THQB6
29572.11000000
PA
USD
29769.14000000
0.009754621660
Long
ABS-MBS
USGSE
US
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017BT5
51000.00000000
PA
USD
46377.23000000
0.015196687990
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISE4NWBTOSK36
Freddie Mac STACR REMIC Trust 2021-HQA4
35564KPN3
600000.00000000
PA
USD
600540.00000000
0.196782321965
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
9.08743000
N
N
N
N
N
N
Woodward Inc
YPYKXXTR8TFDH54ZMB45
Woodward Inc
980745103
844.00000000
NS
USD
114893.72000000
0.037647871916
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
5493005PJR3MYTKJFJ48
Commonbond Student Loan Trust 2018-A-GS
20269DAA3
17602.62000000
PA
USD
16326.19000000
0.005349694569
Long
ABS-O
CORP
US
N
2
2044-02-25
Fixed
3.21000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAB1
30000.00000000
PA
USD
29463.43000000
0.009654447944
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
2149.00000000
NS
USD
75043.08000000
0.024589788406
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAY4
14000.00000000
PA
USD
12877.13000000
0.004219521666
Long
DBT
CORP
N/A
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TLE3
46000.00000000
PA
USD
48478.15000000
0.015885108271
Long
DBT
CORP
US
N
2
2030-11-20
Fixed
5.55000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607LWW9
37000.00000000
PA
USD
39506.59000000
0.012945346709
Long
DBT
CORP
CA
N
2
2033-10-03
Fixed
6.09200000
N
N
N
N
N
N
Wix.com Ltd
5493008P6N29Q1AG9464
Wix.com Ltd
000000000
294.00000000
NS
USD
36167.88000000
0.011851332812
Long
EC
CORP
IL
N
1
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
1286.00000000
NS
100611.53000000
0.032967946331
Long
EC
CORP
CH
N
2
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
15027.00000000
NS
USD
252153.06000000
0.082624412424
Long
EC
CORP
US
N
1
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWR6
40000.00000000
PA
USD
40684.68000000
0.013331378091
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
4.75000000
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395PBA9
26107.55400000
PA
USD
26258.08000000
0.008604132868
Long
ABS-MBS
USGSE
US
N
2
2035-02-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31398FXL0
160020.26000000
PA
USD
157168.28000000
0.051500214936
Long
ABS-MBS
USGSE
US
N
2
2029-11-25
Fixed
4.00000000
N
N
N
N
N
N
Deckers Outdoor Corp
5493008LG4W3I6K8J118
Deckers Outdoor Corp
243537107
171.00000000
NS
USD
114301.53000000
0.037453825686
Long
EC
CORP
US
N
1
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAP4
64000.00000000
PA
USD
63869.35000000
0.020928429405
Long
DBT
CORP
US
N
2
2052-12-15
Fixed
6.87500000
N
N
N
N
N
ExlService Holdings Inc
81E3DTNF6OSH489ZOV15
ExlService Holdings Inc
302081104
1500.00000000
NS
USD
46275.00000000
0.015163189710
Long
EC
CORP
US
N
1
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451BE7
50000.00000000
PA
USD
51875.61000000
0.016998373112
Long
DBT
CORP
AU
N
2
2033-09-08
Fixed
5.25000000
N
N
N
N
N
N
Tradeweb Markets Inc
N/A
Tradeweb Markets Inc
892672106
2117.00000000
NS
USD
192392.96000000
0.063042484095
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAN1
26000.00000000
PA
USD
28499.11000000
0.009338463782
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
5.95000000
N
N
N
N
N
N
HF Sinclair Corp
N/A
HF Sinclair Corp
403949100
1453.00000000
NS
USD
80743.21000000
0.026457582087
Long
EC
CORP
US
N
1
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd
03880RAJ8
300000.00000000
PA
USD
288437.04000000
0.094513788377
Long
ABS-CBDO
CORP
KY
N
2
2036-11-15
Floating
8.37629000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
67000.00000000
PA
USD
49895.87000000
0.016349660563
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CY4
31000.00000000
PA
USD
19919.28000000
0.006527062594
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
2.77000000
N
N
N
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
000000000
2582.00000000
NS
USD
187737.22000000
0.061516911564
Long
EC
CORP
GB
N
1
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BD8
23000.00000000
PA
USD
21768.53000000
0.007133016750
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBF9
10000.00000000
PA
USD
8574.61000000
0.002809690721
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39100000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142FC2
55000.00000000
PA
USD
54908.77000000
0.017992265722
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
Celsius Holdings Inc
N/A
Celsius Holdings Inc
15118V207
561.00000000
NS
USD
30585.72000000
0.010022195025
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
64000.00000000
PA
USD
58583.98000000
0.019196542469
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-13T1
12668BZK2
15259.97000000
PA
USD
7717.50000000
0.002528836663
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Fixed
6.00000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NV3
41000.00000000
PA
USD
35638.58000000
0.011677894101
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
14973.00000000
NS
USD
511777.14000000
0.167696896023
Long
EC
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
2757.00000000
NS
191461.42000000
0.062737241140
Long
EC
CORP
FR
N
2
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACN5
50000.00000000
PA
USD
51988.66000000
0.017035416842
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
6.10000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KS9
18000.00000000
PA
USD
18151.39000000
0.005947768127
Long
DBT
CORP
US
N
2
2028-05-16
Fixed
4.65000000
N
N
N
N
N
N
GEA Group AG
549300PHUU0ZZWO8EO07
GEA Group AG
000000000
1030.00000000
NS
42821.33000000
0.014031506222
Long
EC
CORP
DE
N
2
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
200.00000000
NS
35547.97000000
0.011648203413
Long
EC
CORP
JP
N
2
N
N
N
J Sainsbury PLC
213800VGZAAJIKJ9Y484
J Sainsbury PLC
000000000
18483.00000000
NS
71259.71000000
0.023350070264
Long
EC
CORP
GB
N
2
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
16000.00000000
PA
USD
17962.24000000
0.005885788282
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
Ono Pharmaceutical Co Ltd
529900G26L4NG4GFJZ86
Ono Pharmaceutical Co Ltd
000000000
4000.00000000
NS
71158.06000000
0.023316762036
Long
EC
CORP
JP
N
2
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CL2
5000.00000000
PA
USD
4915.11000000
0.001610561758
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.87500000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
853.00000000
NS
USD
495848.90000000
0.162477599970
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
5299003QR1WT0EF88V51
Linde PLC
000000000
664.00000000
NS
USD
272711.44000000
0.089360892513
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140JBCA2
316348.29000000
PA
USD
322778.29000000
0.105766579056
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.50000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAE0
2000.00000000
PA
USD
1569.39000000
0.000514250854
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.70000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8G0
26000.00000000
PA
USD
25330.80000000
0.008300285811
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.50000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios XI Issuer LLC
86746AAA3
97136.69000000
PA
USD
95150.06000000
0.031178355716
Long
ABS-O
CORP
US
N
2
2050-05-20
Fixed
5.30000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
56357.00000000
NS
164922.49000000
0.054041080571
Long
EC
CORP
IT
N
2
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-D Trust
83401AAB4
22030.25000000
PA
USD
21354.37000000
0.006997306611
Long
ABS-O
CORP
US
N
2
2048-02-25
Fixed
3.60000000
N
N
N
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
6683.00000000
NS
21356.77000000
0.006998093033
Long
EC
CORP
GB
N
2
N
N
N
Patterson Cos Inc
YM48Q2087CUE26GWEK09
Patterson Cos Inc
703395103
2427.00000000
NS
USD
69048.15000000
0.022625395951
Long
EC
CORP
US
N
1
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
328.00000000
NS
USD
75879.52000000
0.024863869409
Long
EC
CORP
US
N
1
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BS2
42000.00000000
PA
USD
35079.17000000
0.011494589078
Long
DBT
CORP
US
N
2
2031-11-10
Fixed
2.12500000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300EJIXF1G1X7PN20
Commonbond Student Loan Trust 2018-BGS
20268MAC0
34255.19000000
PA
USD
32150.56000000
0.010534954956
Long
ABS-O
CORP
US
N
2
2045-09-25
Fixed
3.99000000
N
N
N
N
N
N
ARES CLO Ltd
N/A
ARES XLIV CLO Ltd
04016NAP8
400000.00000000
PA
USD
394697.60000000
0.129332784164
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
6.95548000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCH6
34000.00000000
PA
USD
36601.27000000
0.011993344152
Long
DBT
CORP
US
N
2
2029-11-09
Fixed
6.15000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CY6
21000.00000000
PA
USD
22233.01000000
0.007285215526
Long
DBT
CORP
US
N
2
2043-08-10
Fixed
5.40400000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2021-1
61947DAB5
57350.57000000
PA
USD
44750.71000000
0.014663717027
Long
ABS-O
CORP
US
N
2
2046-12-20
Fixed
2.05000000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
55000.00000000
PA
USD
54459.57000000
0.017845073829
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.30000000
N
N
N
N
N
N
Redeia Corp SA
5493009HMD0C90GUV498
Redeia Corp SA
000000000
5386.00000000
NS
88753.75000000
0.029082440816
Long
EC
CORP
ES
N
2
N
N
N
Recruit Holdings Co Ltd
353800R2LRSMVVC4I806
Recruit Holdings Co Ltd
000000000
500.00000000
NS
20905.57000000
0.006850245789
Long
EC
CORP
JP
N
2
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
12734.00000000
NS
USD
296320.18000000
0.097096901231
Long
EC
CORP
US
N
1
N
N
N
ITT Inc
549300KDSERHTJOXUS80
ITT Inc
45073V108
962.00000000
NS
USD
114785.84000000
0.037612522269
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31396HWV7
81949.99000000
PA
USD
82003.54000000
0.026870561512
Long
ABS-MBS
USGSE
US
N
2
2036-02-15
Fixed
5.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CP7
47000.00000000
PA
USD
49581.69000000
0.016246711435
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.65000000
N
N
N
N
N
Gentex Corp
549300S3UD8XV1MN0287
Gentex Corp
371901109
8212.00000000
NS
USD
268203.92000000
0.087883888063
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2015-GC27
17323CAJ6
400000.00000000
PA
USD
386014.60000000
0.126487576682
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.57100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137A1Z30
30062.32000000
PA
USD
30820.89000000
0.010099254503
Long
ABS-MBS
USGSE
US
N
2
2037-06-15
Fixed
5.50000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAP2
22000.00000000
PA
USD
22627.25000000
0.007414398365
Long
DBT
CORP
US
N
2
2028-08-16
Fixed
5.25000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
2000.00000000
PA
USD
1768.97000000
0.000579648356
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AV5
31000.00000000
PA
USD
30699.59000000
0.010059507449
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEWE5
16971.88000000
PA
USD
16101.41000000
0.005276039642
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
3049.00000000
NS
USD
360849.15000000
0.118241472035
Long
EC
CORP
US
N
1
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
599191AA1
18200.00000000
PA
USD
18264.96000000
0.005984982248
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAB8
70000.00000000
PA
USD
62119.74000000
0.020355124849
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.30000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAD8
70000.00000000
PA
USD
59298.22000000
0.019430581510
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378G2A5
215508.16000000
PA
USD
184844.02000000
0.060568880436
Long
ABS-MBS
USGA
US
N
2
2042-11-20
Fixed
1.75000000
N
N
N
N
N
N
Equity LifeStyle Properties In
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
160.00000000
NS
USD
11286.40000000
0.003698278213
Long
EC
CORP
US
N
1
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
Asahi Group Holdings Ltd
000000000
3100.00000000
NS
115432.80000000
0.037824515294
Long
EC
CORP
JP
N
2
N
N
Fidelity National Financial In
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
195.00000000
NS
USD
9948.90000000
0.003260012060
Long
EC
CORP
US
N
1
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
187500.00000000
PA
USD
185230.20000000
0.060695422210
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
CubeSmart
N/A
CubeSmart
229663109
1322.00000000
NS
USD
61274.70000000
0.020078225836
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
742.00000000
NS
USD
393846.18000000
0.129053794581
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-3550.98000000
-0.00116356960
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-20
0.00000000
USD
0.00000000
USD
700000.00000000
USD
-3550.98000000
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAA0
25713.33000000
PA
USD
23419.54000000
0.007674012489
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
20.00000000
NC
USD
82146.10000000
0.026917274949
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
WI TREAS. NT/BD
United States Treasury Note/Bond - When Issued
2024-03-19
2175666.40000000
USD
82146.10000000
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
Evonik Industries AG
000000000
1701.00000000
NS
34749.56000000
0.011386583914
Long
EC
CORP
DE
N
2
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
38000.00000000
PA
USD
36504.63000000
0.011961677580
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QN6Q0
732837.31000000
PA
USD
652191.25000000
0.213707177774
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.00000000
N
N
N
N
N
N
Aristocrat Leisure Ltd
529900TE2HO3OZKYKC27
Aristocrat Leisure Ltd
000000000
3549.00000000
NS
98603.69000000
0.032310026097
Long
EC
CORP
AU
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBT0
39000.00000000
PA
USD
44919.90000000
0.014719156466
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.55000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
4735.00000000
NS
51457.33000000
0.016861312950
Long
EC
CORP
SE
N
2
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAC9
16000.00000000
PA
USD
12824.08000000
0.004202138474
Long
DBT
CORP
BM
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAQ2
29000.00000000
PA
USD
30240.50000000
0.009909074844
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
6.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WDZP9
110594.86000000
PA
USD
107411.83000000
0.035196238908
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506107
3477.00000000
NS
USD
519985.35000000
0.170386526394
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-21M
05609CAN7
105000.00000000
PA
USD
100721.92000000
0.033004118444
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
7.64748000
N
N
N
N
N
N
Hancock Whitney Corp
549300GRNBWY8HIICT41
Hancock Whitney Corp
410120109
1969.00000000
NS
USD
95673.71000000
0.031349943059
Long
EC
CORP
US
N
1
N
N
N
SLM Corp
N/A
SLM Corp
78442P106
2816.00000000
NS
USD
53841.92000000
0.017642684978
Long
EC
CORP
US
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
1050.00000000
NS
USD
130294.50000000
0.042694332183
Long
EC
CORP
US
N
1
N
N
N
Teleperformance SE
9695004GI61FHFFNRG61
Teleperformance SE
000000000
218.00000000
NS
31916.72000000
0.010458331287
Long
EC
CORP
FR
N
2
N
N
N
GoDaddy Inc
549300J8H1TB0I2CB447
GoDaddy Inc
380237107
945.00000000
NS
USD
100321.20000000
0.032872812266
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-3438.19000000
-0.00112661106
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-20
0.00000000
USD
0.00000000
USD
792000.00000000
USD
-3438.19000000
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAN4
15000.00000000
PA
USD
14578.58000000
0.004777045364
Long
DBT
CORP
US
N
2
2044-03-04
Fixed
5.40000000
N
N
N
N
N
N
Dynatrace Inc
N/A
Dynatrace Inc
268150109
2644.00000000
NS
USD
144600.36000000
0.047382013850
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
28000.00000000
PA
USD
29479.74000000
0.009659792333
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556DA7
38000.00000000
PA
USD
39023.94000000
0.012787194067
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
5.00000000
N
N
N
N
N
N
Penn Entertainment Inc
N/A
Penn Entertainment Inc
707569109
4637.00000000
NS
USD
120654.74000000
0.039535617766
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2016-2 AA PTT
N/A
United Airlines 2016-2 Class AA Pass Through Trust
90932EAA1
49525.22000000
PA
USD
44343.64000000
0.014530330108
Long
DBT
CORP
US
N
2
2028-10-07
Fixed
2.87500000
N
N
N
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
558.00000000
NS
22119.36000000
0.007247975190
Long
EC
CORP
IE
N
2
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
2373.00000000
NS
USD
80943.03000000
0.026523058231
Long
EC
CORP
US
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
800.00000000
NS
18350.94000000
0.006013155798
Long
EC
CORP
JP
N
2
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F84J9
848000.00000000
PA
USD
47186.75000000
0.015461947965
Long
ABS-MBS
USGSE
US
N
2
2029-12-25
Variable
1.36401000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
1278.00000000
NS
86902.57000000
0.028475854246
Long
EC
CORP
FR
N
2
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
4175.00000000
NS
USD
210420.00000000
0.068949505758
Long
EC
CORP
US
N
1
N
N
N
RingCentral Inc
549300C8EH0H1614VE84
RingCentral Inc
76680R206
312.00000000
NS
USD
10592.40000000
0.003470871327
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
38171.99000000
PA
USD
38690.93000000
0.012678074806
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DB8
22000.00000000
PA
USD
20886.17000000
0.006843888882
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
Lear Corp
549300UPNBTXA1SYTQ33
Lear Corp
521865204
909.00000000
NS
USD
128359.89000000
0.042060407635
Long
EC
CORP
US
N
1
N
N
N
Acciona SA
54930002KP75TLLLNO21
Acciona SA
000000000
454.00000000
NS
66848.79000000
0.021904719280
Long
EC
CORP
ES
N
2
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAB9
119000.00000000
PA
USD
112287.48000000
0.036793870586
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
Wells Fargo Alternative Loan T
N/A
Wells Fargo Alternative Loan 2007-PA2 Trust
94985FAG3
9559.02000000
PA
USD
7773.96000000
0.002547337229
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Floating
5.90043000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Comm 2013-CCRE13 Mortgage Trust
12630BBF4
177000.00000000
PA
USD
160858.56000000
0.052709429754
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
4.99099600
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
4000.00000000
PA
USD
3948.34000000
0.001293774791
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
234000.00000000
PA
USD
224894.21000000
0.073692351617
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
International Bancshares Corp
549300Y16R531AU8TX77
International Bancshares Corp
459044103
1635.00000000
NS
USD
88813.20000000
0.029101921133
Long
EC
CORP
US
N
1
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
1559.00000000
NS
USD
229812.19000000
0.075303853805
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
9496.00000000
NS
USD
424281.28000000
0.139026635103
Long
EC
CORP
US
N
1
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX Resources Corp
12653C108
1530.00000000
NS
USD
30600.00000000
0.010026874233
Long
EC
CORP
US
N
1
N
N
N
Range Resources Corp
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281A109
1765.00000000
NS
USD
53726.60000000
0.017604897424
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
332.00000000
NS
USD
73003.48000000
0.023921461194
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
9512.00000000
NS
USD
560542.16000000
0.183676004603
Long
EC
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
1061.00000000
NS
USD
35161.54000000
0.011521579720
Long
EC
CORP
US
N
1
N
N
N
INTACT FINANCIAL CORP
5493009LXGE7Y4U9OY43
Intact Financial Corp
45823TAL0
30000.00000000
PA
USD
30090.61000000
0.009859959545
Long
DBT
CORP
CA
N
2
2032-09-22
Fixed
5.45900000
N
N
N
N
N
N
Yara International ASA
213800WKOUWXWFJ5Z514
Yara International ASA
000000000
686.00000000
NS
24371.27000000
0.007985871215
Long
EC
CORP
NO
N
2
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523AH3
150000.00000000
PA
USD
148858.68000000
0.048777361533
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
68277.84000000
PA
USD
66442.31000000
0.021771525691
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
WSTN Trust
N/A
WSTN Trust 2023-MAUI
92943AAA2
500000.00000000
PA
USD
509972.80000000
0.167105657780
Long
ABS-MBS
CORP
US
N
2
2037-07-05
Variable
6.29674000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AQ9
11000.00000000
PA
USD
9012.13000000
0.002953055362
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.60000000
N
N
N
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
279.00000000
NS
USD
161970.66000000
0.053073837821
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
15391.00000000
NS
USD
777553.32000000
0.254785272857
Long
EC
CORP
US
N
1
N
N
N
AGNC Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp
00123Q104
1187.00000000
NS
USD
11644.47000000
0.003815609026
Long
EC
CORP
US
N
1
N
N
N
Renaissance Home Equity Loan T
N/A
Renaissance Home Equity Loan Trust 2005-3
75970NBE6
46904.21000000
PA
USD
46283.02000000
0.015165817669
Long
ABS-MBS
CORP
US
N
2
2035-11-25
Variable
5.14000000
N
N
N
N
N
N
Cigna Group/The
549300VIWYMSIGT1U456
Cigna Group/The
125523100
669.00000000
NS
USD
200332.05000000
0.065643930401
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDR2
21000.00000000
PA
USD
20324.42000000
0.006659817098
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
Crocs Inc
549300B0J6YCXD63OG72
Crocs Inc
227046109
802.00000000
NS
USD
74914.82000000
0.024547760730
Long
EC
CORP
US
N
1
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GN8
20000.00000000
PA
USD
21231.80000000
0.006957143410
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.70000000
N
N
N
N
N
N
METROPOLITAN EDISON CO
N/A
Metropolitan Edison Co
591894CB4
12000.00000000
PA
USD
11718.46000000
0.003839853746
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACR6
38000.00000000
PA
USD
40147.95000000
0.013155504751
Long
DBT
CORP
US
N
2
2029-01-16
Fixed
6.50000000
N
N
N
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36266G107
1370.00000000
NS
USD
105928.40000000
0.034710155050
Long
EC
CORP
US
N
1
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BorgWarner Inc
099724106
4511.00000000
NS
USD
161719.35000000
0.052991489658
Long
EC
CORP
US
N
1
N
N
N
Ralph Lauren Corp
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
751212101
1358.00000000
NS
USD
195823.60000000
0.064166621213
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLH0
40000.00000000
PA
USD
40113.53000000
0.013144226155
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.28800000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBH7
6000.00000000
PA
USD
5233.27000000
0.001714815036
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300KDXV3I7WKXA522
Commonbond Student Loan Trust 2017-B-GS
20268KAA8
22373.10000000
PA
USD
20593.36000000
0.006747942181
Long
ABS-O
CORP
US
N
2
2042-09-25
Fixed
2.68000000
N
N
N
N
N
N
FED HOME LN DISCOUNT NT
2549001DPIFGXC1TOL40
Federal Home Loan Bank Discount Notes
313384RG6
5000000.00000000
PA
USD
4997111.10000000
1.637431520596
Long
DBT
USGSE
US
N
2
2024-01-02
None
0.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
175000.00000000
PA
USD
178638.60000000
0.058535515537
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.86700000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903BG1
38000.00000000
PA
USD
36075.50000000
0.011821062137
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.39300000
N
N
N
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
63.00000000
NS
USD
12252.24000000
0.004014760443
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
36000.00000000
PA
USD
32989.02000000
0.010809697863
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
Vivendi SE
000000000
5547.00000000
NS
59380.41000000
0.019457513169
Long
EC
CORP
FR
N
2
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XLVIII Ltd
55821UAE4
250000.00000000
PA
USD
250541.00000000
0.082096179651
Long
ABS-CBDO
CORP
KY
N
2
2033-04-19
Floating
7.65842000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBA0
96000.00000000
PA
USD
92019.86000000
0.030152665464
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
Evercore Inc
529900P6KLPT95DW3W58
Evercore Inc
29977A105
372.00000000
NS
USD
63630.60000000
0.020850196849
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
15000.00000000
PA
USD
15830.50000000
0.005187269037
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAS3
17000.00000000
PA
USD
13925.49000000
0.004563043688
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.25000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-H6
61769JBA8
62000.00000000
PA
USD
56891.89000000
0.018642085814
Long
ABS-MBS
CORP
US
N
2
2052-06-15
Fixed
3.41700000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAA3
120000.00000000
PA
USD
109968.00000000
0.036033833519
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.05000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAK7
42000.00000000
PA
USD
35466.20000000
0.011621409377
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
Hirose Electric Co Ltd
N/A
Hirose Electric Co Ltd
000000000
300.00000000
NS
33881.52000000
0.011102148362
Long
EC
CORP
JP
N
2
N
N
N
Brambles Ltd
N/A
Brambles Ltd
000000000
7112.00000000
NS
65920.29000000
0.021600472459
Long
EC
CORP
AU
N
2
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCE3
21000.00000000
PA
USD
19440.00000000
0.006370014218
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
439500.00000000
NC
USD
1340.91000000
0.000439383527
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
1340.91000000
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE Gas Inc
68235P108
1432.00000000
NS
USD
91247.04000000
0.029899431184
Long
EC
CORP
US
N
1
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
2000.00000000
NS
26763.50000000
0.008769746684
Long
EC
CORP
JP
N
2
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NZ4
8000.00000000
PA
USD
7595.80000000
0.002488958539
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.15000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
113000.00000000
PA
USD
96490.58000000
0.031617611450
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1336.00000000
NS
USD
703363.92000000
0.230475214581
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
6510.00000000
NS
USD
518912.10000000
0.170034848526
Long
EC
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
9059.00000000
NS
USD
301664.70000000
0.098848170182
Long
EC
CORP
US
N
1
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AW5
15000.00000000
PA
USD
14992.89000000
0.004912804654
Long
DBT
CORP
US
N
2
2026-05-18
Fixed
5.15000000
N
N
N
N
N
N
Prime Mortgage Trust
N/A
Prime Mortgage Trust 2007-1
74162FAD7
7585.72000000
PA
USD
6405.70000000
0.002098991773
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Fixed
5.50000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FBH8
42000.00000000
PA
USD
45518.26000000
0.014915224455
Long
DBT
CORP
US
N
2
2063-09-15
Fixed
5.70000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAM0
40000.00000000
PA
USD
36089.70000000
0.011825715131
Long
DBT
CORP
US
N
2
2030-02-22
Fixed
3.70000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAF8
61000.00000000
PA
USD
65943.79000000
0.021608172836
Long
DBT
CORP
US
N
2
2034-03-30
Fixed
6.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBP4
50000.00000000
PA
USD
50476.50000000
0.016539918864
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
6.05100000
N
N
N
N
N
N
SMB Private Education Loan Tru
5493000RGRVHYZAIY180
SMB Private Education Loan Trust 2017-A
78448WAD7
100000.00000000
PA
USD
94377.89000000
0.030925334426
Long
ABS-O
CORP
US
N
2
2041-06-17
Fixed
3.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
54000.00000000
PA
USD
43788.94000000
0.014348568437
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
000000000
501.00000000
NS
57072.76000000
0.018701352505
Long
EC
CORP
FR
N
2
N
N
N
ENEOS Holdings Inc
3538001KQ5SAOZSQTT44
ENEOS Holdings Inc
000000000
2300.00000000
NS
9122.34000000
0.002989168493
Long
EC
CORP
JP
N
2
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XCD0
44000.00000000
PA
USD
45555.84000000
0.014927538505
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.55000000
N
N
N
N
N
N
Core & Main Inc
N/A
Core & Main Inc
21874C102
11016.00000000
NS
USD
445156.56000000
0.145866955598
Long
EC
CORP
US
N
1
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program 2023-1S Trust
83407EAA2
37471.47000000
PA
USD
37428.64000000
0.012264453137
Long
ABS-O
CORP
US
N
2
2031-05-15
Fixed
5.81000000
N
N
N
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
000000000
1762.00000000
NS
USD
59855.14000000
0.019613070621
Long
EC
CORP
US
N
1
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830CA5
16000.00000000
PA
USD
16293.05000000
0.005338835399
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
4.75000000
N
N
N
N
N
Treasury Wine Estates Ltd
529900LVOPJGAX6ILK66
Treasury Wine Estates Ltd
000000000
5933.00000000
NS
43652.02000000
0.014303703090
Long
EC
CORP
AU
N
2
N
N
N
Brenntag SE
NNROIXVWJ7CPSR27SV97
Brenntag SE
000000000
583.00000000
NS
53581.96000000
0.017557502421
Long
EC
CORP
DE
N
2
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
000000000
44.00000000
NS
8857.45000000
0.002902370496
Long
EC
CORP
FR
N
2
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AX7
25000.00000000
PA
USD
26332.07000000
0.008628377588
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
5.70000000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
3247.00000000
NS
USD
267487.86000000
0.087649252653
Long
EC
CORP
IE
N
1
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBT5
21000.00000000
PA
USD
21251.85000000
0.006963713306
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.62500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DY3
8000.00000000
PA
USD
8213.13000000
0.002691242535
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.30000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
120000.00000000
PA
USD
95372.49000000
0.031251240606
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797103
155.00000000
NS
USD
51038.40000000
0.016724039799
Long
EC
CORP
US
N
1
N
N
N
Ashland Inc
529900E4L9R04SB8HB11
Ashland Inc
044186104
527.00000000
NS
USD
44431.37000000
0.014559077091
Long
EC
CORP
US
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
57000.00000000
PA
USD
53992.80000000
0.017692124676
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust 2021-ESH
30227FAA8
466720.03000000
PA
USD
462760.38000000
0.151635298381
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.55648000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD4 Mortgage Trust
12515DAS3
642460.12000000
PA
USD
19574.99000000
0.006414247151
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.22233900
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAR5
50000.00000000
PA
USD
51566.53000000
0.016897095129
Long
DBT
CORP
US
N
2
2029-01-12
Fixed
5.50000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
2440.00000000
NS
USD
282796.00000000
0.092665357049
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-2775.55000000
-0.00090948009
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-20
0.00000000
USD
0.00000000
USD
654000.00000000
USD
-2775.55000000
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AT5
36000.00000000
PA
USD
40063.54000000
0.013127845651
Long
DBT
CORP
US
N
2
2034-11-02
Fixed
7.96400000
N
N
N
N
N
N
Gaming and Leisure Properties
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
353.00000000
NS
USD
17420.55000000
0.005708289670
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBK9
42000.00000000
PA
USD
43117.68000000
0.014128612895
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.35000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BD4
10000.00000000
PA
USD
10153.37000000
0.003327011896
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLG2
35000.00000000
PA
USD
35238.95000000
0.011546945090
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
5.20200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377NT20
177753.89000000
PA
USD
172735.03000000
0.056601059526
Long
ABS-MBS
USGA
US
N
2
2040-12-20
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GFVW4
39041.92000000
PA
USD
39034.21000000
0.012790559296
Long
ABS-MBS
USGSE
US
N
2
2041-08-01
Fixed
4.50000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
100000.00000000
PA
USD
93548.86000000
0.030653681500
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBM4
26000.00000000
PA
USD
25882.42000000
0.008481038241
Long
DBT
CORP
US
N
2
2077-08-16
Floating
8.63782000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
3173.00000000
NS
47577.60000000
0.015590019984
Long
EC
CORP
NL
N
2
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
107659.00000000
NS
94022.85000000
0.030808996471
Long
EC
CORP
GB
N
2
N
N
N
Ares Management Corp
529900JUV61FH7B8VW38
Ares Management Corp
03990B101
2019.00000000
NS
USD
240099.48000000
0.078674748022
Long
EC
CORP
US
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAE2
69000.00000000
PA
USD
63419.91000000
0.020781158871
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.20000000
N
N
N
N
N
N
Neurocrine Biosciences Inc
549300FECER0XBN49756
Neurocrine Biosciences Inc
64125C109
2399.00000000
NS
USD
316092.24000000
0.103575723419
Long
EC
CORP
US
N
1
N
N
N
Dun & Bradstreet Holdings Inc
N/A
Dun & Bradstreet Holdings Inc
26484T106
3837.00000000
NS
USD
44892.90000000
0.014710309224
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
7844.00000000
NS
USD
737963.52000000
0.241812660258
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2017-BNK8
06650AAG2
3000000.00000000
PA
USD
19749.00000000
0.006471265988
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
0.18286500
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M9WG3
24727.08000000
PA
USD
24103.46000000
0.007898116405
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
4.00000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAT5
34000.00000000
PA
USD
34961.41000000
0.011456001996
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.45000000
N
N
N
N
N
N
Bunzl PLC
213800Q1Q9DV4L78UM09
Bunzl PLC
000000000
1154.00000000
NS
46893.34000000
0.015365804659
Long
EC
CORP
GB
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJY49
40077.49000000
PA
USD
38522.06000000
0.012622740223
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2023-V3 Mortgage Trust
08163VAC1
650000.00000000
PA
USD
681788.06000000
0.223405331094
Long
ABS-MBS
CORP
US
N
2
2056-07-15
Variable
6.36290000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAZ4
59000.00000000
PA
USD
50229.35000000
0.016458933832
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
3.90000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-C Trust
78490DAB0
22909.27000000
PA
USD
22248.53000000
0.007290301051
Long
ABS-O
CORP
US
N
2
2048-01-25
Fixed
3.59000000
N
N
N
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
535.00000000
NS
USD
337467.30000000
0.110579809640
Long
EC
CORP
US
N
1
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACH8
33000.00000000
PA
USD
33659.91000000
0.011029532165
Long
DBT
CORP
US
N
2
2028-06-26
Fixed
5.68000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
740000.00000000
NC
USD
1358.20000000
0.000445049038
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
1358.19000000
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DD6
38000.00000000
PA
USD
38543.06000000
0.012629621411
Long
DBT
CORP
US
N
2
2027-08-01
Variable
5.11300000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
6365.00000000
NS
USD
287825.30000000
0.094313336088
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
45400.00000000
PA
USD
41589.77000000
0.013627954025
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AF9
4000.00000000
PA
USD
3988.20000000
0.001306835941
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
SYSCO CORP 0%, due 0
N/A
SYSCO CORP 0%, due 0
000000000
2150000.00000000
PA
USD
2148063.97000000
0.703868211522
Long
DBT
CORP
US
N
2
2024-01-04
None
0.00000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAG1
58000.00000000
PA
USD
60749.88000000
0.019906255112
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.20000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
47000.00000000
PA
USD
42062.87000000
0.013782977365
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033G407
213.00000000
NS
USD
16096.41000000
0.005274401264
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBL3
38000.00000000
PA
USD
37653.82000000
0.012338239135
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25500000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
590.00000000
NS
171509.21000000
0.056199388187
Long
EC
CORP
CH
N
2
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
4180.27000000
0.001369772599
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-08-14
0.00000000
MXN
0.00000000
MXN
5258000.00000000
MXN
4180.27000000
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-1 Ltd
53948PAA6
62485.13000000
PA
USD
48774.97000000
0.015982368951
Long
ABS-O
CORP
US
N
2
2048-01-20
Fixed
2.29000000
N
N
N
N
N
N
CLI Funding LLC
549300NQLBWJD5AREU05
CLI Funding VI LLC
12563LAN7
66725.03000000
PA
USD
59696.30000000
0.019561022624
Long
ABS-O
CORP
US
N
2
2045-09-18
Fixed
2.08000000
N
N
N
N
N
N
Iridium Communications Inc
549300U620NVQ4J1CT96
Iridium Communications Inc
46269C102
5563.00000000
NS
USD
228973.08000000
0.075028897908
Long
EC
CORP
US
N
1
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust 2015-2
42770UAA1
11022.67120000
PA
USD
10276.71000000
0.003367427408
Long
ABS-O
CORP
US
N
2
2040-09-20
Fixed
3.99000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VME7
1713974.46000000
PA
USD
1611333.22000000
0.527994625657
Long
ABS-MBS
USGA
US
N
2
2050-05-20
Fixed
3.50000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
17000.00000000
PA
USD
12565.27000000
0.004117332745
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
5000.00000000
PA
USD
3891.73000000
0.001275225073
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BS0
36000.00000000
PA
USD
33537.37000000
0.010989378794
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.65000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AP9
24000.00000000
PA
USD
24813.40000000
0.008130746441
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A2GT4
225321.14000000
PA
USD
215327.94000000
0.070557718082
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Fixed
4.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
28000.00000000
PA
USD
26187.15000000
0.008580890836
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
85000.00000000
PA
USD
105012.23000000
0.034409948470
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
54000.00000000
PA
USD
49348.20000000
0.016170202452
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5M74
942962.63000000
PA
USD
844504.07000000
0.276723401945
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
Evolution AB
549300SUH6ZR1RF6TA88
Evolution AB
000000000
478.00000000
NS
56934.80000000
0.018656146376
Long
EC
CORP
SE
N
2
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBV0
13000.00000000
PA
USD
13311.98000000
0.004362011413
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.87500000
N
N
N
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
1543.00000000
NS
USD
316052.69000000
0.103562763848
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJL6
34000.00000000
PA
USD
34354.61000000
0.011257168425
Long
DBT
UST
US
N
2
2025-11-30
Fixed
4.87500000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BL3
15000.00000000
PA
USD
14380.58000000
0.004712165590
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752103
983.00000000
NS
USD
463543.48000000
0.151891901166
Long
EC
CORP
US
N
1
N
N
N
Capgemini SE
96950077L0TN7BAROX36
Capgemini SE
000000000
123.00000000
NS
25705.92000000
0.008423203493
Long
EC
CORP
FR
N
2
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
2298.00000000
NS
USD
149691.72000000
0.049050328438
Long
EC
CORP
US
N
1
N
N
N
Esab Corp
549300ZNV0SWBXEIWT04
Esab Corp
29605J106
427.00000000
NS
USD
36986.74000000
0.012119653277
Long
EC
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
000000000
2203.00000000
NS
18694.95000000
0.006125879491
Long
EC
CORP
GB
N
2
N
N
N
Open House Group Co Ltd
529900WQOGPBIJEHW865
Open House Group Co Ltd
000000000
300.00000000
NS
8873.74000000
0.002907708332
Long
EC
CORP
JP
N
2
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
1919.00000000
NS
USD
110611.16000000
0.036244581376
Long
EC
CORP
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8J4
77000.00000000
PA
USD
70802.58000000
0.023200279904
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F82T9
1636543.60800000
PA
USD
77506.54000000
0.025397004210
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
0.87859700
N
N
N
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
Merck KGaA
000000000
375.00000000
NS
59705.33000000
0.019563981535
Long
EC
CORP
DE
N
2
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3i Group PLC
000000000
2859.00000000
NS
87998.55000000
0.028834980182
Long
EC
CORP
GB
N
2
N
N
N
Lantheus Holdings Inc
5299005HUB5IOJGO7S39
Lantheus Holdings Inc
516544103
3294.00000000
NS
USD
204228.00000000
0.066920538266
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
2000.00000000
PA
USD
1439.33000000
0.000471633362
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
2902.00000000
NS
USD
83229.36000000
0.027272232851
Long
EC
CORP
US
N
1
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
0010EPAN8
32000.00000000
PA
USD
31104.05000000
0.010192039134
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.85000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
49000.00000000
PA
USD
43470.52000000
0.014244229964
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.06900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133KNQS5
443033.63000000
PA
USD
379362.32000000
0.124307786651
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Volvo AB
549300HGV012CNC8JD22
Volvo AB
928856301
5802.00000000
NS
150968.07000000
0.049468557227
Long
EC
CORP
SE
N
2
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
516.00000000
NS
USD
144314.88000000
0.047288469012
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
6473.37000000
0.002121165583
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-06-20
0.00000000
USD
0.00000000
USD
1233000.00000000
USD
6473.37000000
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAF3
69000.00000000
PA
USD
71363.74000000
0.023384158359
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.12500000
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCP9
24000.00000000
PA
USD
25944.52000000
0.008501386898
Long
DBT
CORP
US
N
2
2053-08-01
Fixed
5.45000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAR3
35000.00000000
PA
USD
35741.15000000
0.011711503791
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.95000000
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
96958.96000000
0.031771088160
Long
ABS-O
CORP
US
N
2
2034-11-15
Fixed
4.67000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FW3
42000.00000000
PA
USD
42913.17000000
0.014061599952
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
5.12500000
N
N
N
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
000000000
2346.00000000
NS
21921.91000000
0.007183275638
Long
EC
CORP
AU
N
2
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAH3
24000.00000000
PA
USD
20486.00000000
0.006712762926
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBB9
10000.00000000
PA
USD
8684.33000000
0.002845643291
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.55000000
N
N
N
N
N
N
Yakult Honsha Co Ltd
353800YJPSPGG7KI0S71
Yakult Honsha Co Ltd
000000000
1900.00000000
NS
42650.48000000
0.013975522841
Long
EC
CORP
JP
N
2
N
N
N
KITE REALTY GROUP LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAA1
11000.00000000
PA
USD
10405.70000000
0.003409694287
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.00000000
N
N
N
N
N
N
Lattice Semiconductor Corp
549300LRBBPZDQ2II567
Lattice Semiconductor Corp
518415104
1773.00000000
NS
USD
122319.27000000
0.040081043680
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
62954HAU2
16000.00000000
PA
USD
12243.20000000
0.004011798255
Long
DBT
CORP
N/A
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
Upstart Securitization Trust
N/A
Upstart Securitization Trust 2021-4
91682NAA1
3156.83000000
PA
USD
3146.72000000
0.001031103453
Long
ABS-O
CORP
US
N
2
2031-09-20
Fixed
0.84000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
2898.00000000
NS
43581.45000000
0.014280579021
Long
EC
CORP
NL
N
2
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111GF4
17000.00000000
PA
USD
17841.64000000
0.005846270601
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.50000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBV1
19000.00000000
PA
USD
19340.99000000
0.006337571054
Long
DBT
CORP
US
N
2
2033-09-11
Fixed
4.89300000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
52000.00000000
PA
USD
49752.46000000
0.016302668602
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CL6
51000.00000000
PA
USD
34487.55000000
0.011300729623
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.50000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CG6
67000.00000000
PA
USD
71156.53000000
0.023316260692
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
6.12300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKL2
44000.00000000
PA
USD
38661.49000000
0.012668428036
Long
DBT
CORP
US
N
2
2037-03-08
Fixed
3.84600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31398CKN7
27121.48000000
PA
USD
26170.30000000
0.008575369501
Long
ABS-MBS
USGSE
US
N
2
2033-03-15
Variable
4.99264700
N
N
N
N
N
N
Gates Industrial Corp PLC
549300S6K4FWUSB9KM27
Gates Industrial Corp PLC
000000000
4400.00000000
NS
USD
59048.00000000
0.019348590514
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFJ9
95000.00000000
PA
USD
105231.36000000
0.034481752030
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
6.62700000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
CURRENCY CONTRACT - EUR
000000000
1.00000000
NC
USD
343.15000000
0.000112441891
N/A
DFE
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
-15471.05000000
USD
14306.10000000
EUR
2024-02-02
343.15000000
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBJ9
54000.00000000
PA
USD
54930.11000000
0.017999258320
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.15000000
N
N
N
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
565.00000000
NS
USD
114005.70000000
0.037356889405
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJM4
1518000.00000000
PA
USD
1561286.71000000
0.511595604036
Long
DBT
UST
US
N
2
2030-11-30
Fixed
4.37500000
N
N
N
N
N
N
AMER AIRLINE 16-1 AA PTT
N/A
American Airlines 2016-1 Class AA Pass Through Trust
02376UAA3
2000.68000000
PA
USD
1867.81000000
0.000612035815
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.57500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36193BMR4
36209.43000000
PA
USD
35101.83000000
0.011502014208
Long
ABS-MBS
USGA
US
N
2
2046-03-20
Fixed
4.00000000
N
N
N
N
N
N
Investor AB
549300VEBQPHRZBKUX38
Investor AB
000000000
5198.00000000
NS
120540.15000000
0.039498069416
Long
EC
CORP
SE
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBW5
137000.00000000
PA
USD
125965.10000000
0.041275693317
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
1.04000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
3617AT2L6
66247.54000000
PA
USD
65215.63000000
0.021369572551
Long
ABS-MBS
USGA
US
N
2
2047-09-15
Fixed
4.50000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
1841.00000000
NS
USD
285502.28000000
0.093552139049
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DB1
40000.00000000
PA
USD
34593.70000000
0.011335512391
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.10000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
1212.00000000
NS
USD
295097.76000000
0.096696343989
Long
EC
CORP
US
N
1
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166CC6
15000.00000000
PA
USD
14936.97000000
0.004894481033
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.75000000
N
N
N
N
N
N
AREIT CRE Trust
N/A
AREIT 2021-CRE5 Trust
04002PAJ3
500000.00000000
PA
USD
470216.65000000
0.154078536340
Long
ABS-CBDO
CORP
KY
N
2
2038-11-17
Floating
8.12273000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAU6
21000.00000000
PA
USD
18918.33000000
0.006199075673
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
Renesas Electronics Corp
5299000EPC47VJQOFB81
Renesas Electronics Corp
000000000
1500.00000000
NS
26821.45000000
0.008788735487
Long
EC
CORP
JP
N
2
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
20000.00000000
PA
USD
16617.95000000
0.005445297211
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
American Airlines Group Inc
N/A
American Airlines Group Inc
02376R102
24220.00000000
NS
USD
332782.80000000
0.109044813158
Long
EC
CORP
US
N
1
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAC1
118000.00000000
PA
USD
97429.05000000
0.031925125197
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
17000.00000000
PA
USD
16658.59000000
0.005458613948
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
28000.00000000
PA
USD
22191.59000000
0.007271643201
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BH0
42000.00000000
PA
USD
44020.22000000
0.014424353257
Long
DBT
CORP
US
N
2
2033-08-21
Fixed
5.62500000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAG6
76000.00000000
PA
USD
68046.40000000
0.022297146890
Long
DBT
CORP
CA
N
2
2037-05-04
Fixed
4.58800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5NC2
767035.22000000
PA
USD
660447.98000000
0.216412706967
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
1630.00000000
NS
USD
424370.50000000
0.139055870323
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
18000.00000000
PA
USD
13395.64000000
0.004389424756
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
Cable One Inc
549300648QS85T0XSH18
Cable One Inc
12685J105
58.00000000
NS
USD
32282.22000000
0.010578096729
Long
EC
CORP
US
N
1
N
N
N
Teradata Corp
549300JU9SOUHV4U4R71
Teradata Corp
88076W103
705.00000000
NS
USD
30674.55000000
0.010051302451
Long
EC
CORP
US
N
1
N
N
N
Performance Food Group Co
549300EUK8GR9IT1YK57
Performance Food Group Co
71377A103
5989.00000000
NS
USD
414139.35000000
0.135703371816
Long
EC
CORP
US
N
1
N
N
N
DBWF Mortgage Trust
N/A
DBWF Mortgage Trust
23306NAL6
130000.00000000
PA
USD
104033.54000000
0.034089255609
Long
ABS-MBS
CORP
US
N
2
2034-06-10
Variable
3.42110000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAE3
4000.00000000
PA
USD
4039.21000000
0.001323550675
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
Ovintiv Inc
2549003MEX7YMKLGI239
Ovintiv Inc
69047Q102
898.00000000
NS
USD
39440.16000000
0.012923579217
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EL0
19000.00000000
PA
USD
13002.41000000
0.004260572869
Long
DBT
CORP
US
N
2
2061-08-05
Fixed
2.85000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508CC6
34000.00000000
PA
USD
34849.60000000
0.011419364584
Long
DBT
CORP
US
N
2
2053-03-14
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNSX1
894603.73000000
PA
USD
798086.82000000
0.261513600376
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCK9
26000.00000000
PA
USD
30546.23000000
0.010009255114
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
Enact Mortgage Insurance Corpo
N/A
Triangle Re 2021-3 Ltd
89600HAC3
300000.00000000
PA
USD
301732.44000000
0.098870366929
Long
ABS-MBS
CORP
BM
N
2
2034-02-25
Floating
8.23743000
N
N
N
N
N
N
ADT Inc
N/A
ADT Inc
00090Q103
1590.00000000
NS
USD
10843.80000000
0.003553248980
Long
EC
CORP
US
N
1
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-2CB
02149HAR1
98929.65000000
PA
USD
45703.07000000
0.014975782188
Long
ABS-MBS
CORP
US
N
2
2037-03-25
Floating
5.75000000
N
N
N
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below Inc
33829M101
1256.00000000
NS
USD
267728.96000000
0.087728255247
Long
EC
CORP
US
N
1
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories Inc
826919102
221.00000000
NS
USD
29231.67000000
0.009578505840
Long
EC
CORP
US
N
1
N
N
N
U-Haul Holding Co
5493003WIDMLDHYC6Y24
U-Haul Holding Co
023586100
871.00000000
NS
USD
62537.80000000
0.020492112922
Long
EC
CORP
US
N
1
N
N
N
Bruker Corp
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp
116794108
953.00000000
NS
USD
70026.44000000
0.022945957741
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CA2
115000.00000000
PA
USD
90457.94000000
0.029640862346
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.87500000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAP7
14000.00000000
PA
USD
10360.56000000
0.003394903010
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
61764PBV3
1395678.60000000
PA
USD
4829.40000000
0.001582476680
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Variable
0.95056400
N
N
N
N
N
N
Demant A/S
213800RM6L9LN78BVA56
Demant A/S
000000000
566.00000000
NS
24824.86000000
0.008134501604
Long
EC
CORP
DK
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4X7
261954.29000000
PA
USD
214614.56000000
0.070323960842
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
855.00000000
NS
USD
42963.75000000
0.014078173785
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
80365.85000000
0.026333930412
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.04790000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GQ4
15000.00000000
PA
USD
15180.81000000
0.004974381458
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.80000000
N
N
N
N
N
N
Starwood Property Trust Inc
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571B105
2905.00000000
NS
USD
61063.10000000
0.020008889673
Long
EC
CORP
US
N
1
N
N
N
Mitsubishi UFJ Financial Group
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
6400.00000000
NS
54925.67000000
0.017997803440
Long
EC
CORP
JP
N
2
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
21260.00000000
NS
USD
216426.80000000
0.070917787723
Long
EC
CORP
US
N
1
N
N
N
H & M Hennes & Mauritz AB
529900O5RR7R39FRDM42
H & M Hennes & Mauritz AB
000000000
1138.00000000
NS
19960.56000000
0.006540589044
Long
EC
CORP
SE
N
2
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AS3
24000.00000000
PA
USD
22212.98000000
0.007278652183
Long
DBT
CORP
US
N
2
2032-05-08
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QNH7
82186.56000000
PA
USD
82807.49000000
0.027133996333
Long
ABS-MBS
USGSE
US
N
2
2040-05-25
Fixed
5.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661ER4
23000.00000000
PA
USD
24393.94000000
0.007993299622
Long
DBT
CORP
US
N
2
2053-07-01
Fixed
5.75000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
16000.00000000
PA
USD
14293.34000000
0.004683579168
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
Seiko Epson Corp
549300NIOFQDR749W206
Seiko Epson Corp
000000000
2500.00000000
NS
37327.33000000
0.012231256319
Long
EC
CORP
JP
N
2
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
3436.00000000
NS
USD
417508.36000000
0.136807314285
Long
EC
CORP
US
N
1
N
N
N
Sonoco Products Co
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495102
889.00000000
NS
USD
49668.43000000
0.016275134019
Long
EC
CORP
US
N
1
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAN7
18000.00000000
PA
USD
17178.49000000
0.005628972508
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
10000.00000000
PA
USD
9357.42000000
0.003066198480
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AD7
30000.00000000
PA
USD
26368.92000000
0.008640452435
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
3.87500000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBR6
22000.00000000
PA
USD
21855.70000000
0.007161580234
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.80000000
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAL2
26000.00000000
PA
USD
25772.96000000
0.008445170867
Long
DBT
CORP
US
N
2
2024-03-11
Fixed
1.10000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAE2
22000.00000000
PA
USD
22195.54000000
0.007272937520
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
5.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BSSU8
284788.50000000
PA
USD
275169.83000000
0.090166447001
Long
ABS-MBS
USGSE
US
N
2
2056-11-15
Fixed
5.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
SWOP IRS USD
000000000
-1094700.00000000
NC
USD
-7100.01000000
-0.00232650023
N/A
DIR
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
Put
Written
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
FR
US
2034-05-20
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
4.05000000
USD
2024-05-16
XXXX
4759.24000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
34000.00000000
PA
USD
34631.56000000
0.011347918190
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDR7
50000.00000000
PA
USD
51379.88000000
0.016835934473
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.37500000
N
N
N
N
N
N
Washington Mutual Mortgage Pas
N/A
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust
93935FAC5
119169.06000000
PA
USD
65618.06000000
0.021501439054
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Floating
5.97180000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEE8
4000.00000000
PA
USD
3127.94000000
0.001024949705
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
256.00000000
NS
USD
31080.96000000
0.010184473103
Long
EC
CORP
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
28000.00000000
PA
USD
29164.51000000
0.009556499145
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.33900000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-2
61946PAA1
50088.54000000
PA
USD
42112.49000000
0.013799236630
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
1.44000000
N
N
N
N
N
N
BOC Hong Kong Holdings Ltd
254900JB98W77JDJMW15
BOC Hong Kong Holdings Ltd
000000000
3500.00000000
NS
9507.84000000
0.003115487448
Long
EC
CORP
HK
N
2
N
N
N
East West Bancorp Inc
N/A
East West Bancorp Inc
27579R104
1186.00000000
NS
USD
85332.70000000
0.027961446107
Long
EC
CORP
US
N
1
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
1246.00000000
NS
105503.74000000
0.034571004318
Long
EC
CORP
NL
N
2
N
N
N
Fortescue Ltd
529900VEJFORCO6I4826
Fortescue Ltd
000000000
692.00000000
NS
13644.39000000
0.004470934069
Long
EC
CORP
AU
N
2
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2021-2
262104AE2
77722.74000000
PA
USD
76754.00000000
0.025150415193
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
0.87000000
N
N
N
N
N
N
CK Hutchison Holdings Ltd
254900Z8HM1VEPOQ2G79
CK Hutchison Holdings Ltd
000000000
5000.00000000
NS
26863.02000000
0.008802356963
Long
EC
CORP
HK
N
2
N
N
N
Sika AG
549300R3N69ECGYPU434
Sika AG
000000000
219.00000000
NS
71410.69000000
0.023399542730
Long
EC
CORP
CH
N
2
N
N
N
MONONGAHELA POWER CO
N/A
Monongahela Power Co
609935AA9
35000.00000000
PA
USD
36768.54000000
0.012048154455
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.85000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
2325.00000000
NS
USD
309550.50000000
0.101432154653
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
5000.00000000
PA
USD
4740.07000000
0.001553205416
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BC7
49000.00000000
PA
USD
42103.10000000
0.013796159756
Long
DBT
CORP
US
N
2
2047-02-12
Floating
7.76633000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
38000.00000000
PA
USD
35124.35000000
0.011509393463
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
Central Japan Railway Co
353800YAR3OVUITHTG64
Central Japan Railway Co
000000000
3300.00000000
NS
83754.94000000
0.027444452608
Long
EC
CORP
JP
N
2
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
1119.00000000
NS
USD
43103.88000000
0.014124090971
Long
EC
CORP
US
N
1
N
N
N
Sunnova Sol III Issuer LLC
N/A
Sunnova Sol III Issuer LLC
86745QAA9
85676.35000000
PA
USD
70078.63000000
0.022963059132
Long
ABS-O
CORP
US
N
2
2056-04-28
Fixed
2.58000000
N
N
N
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp
017175AF7
44000.00000000
PA
USD
33348.40000000
0.010927457930
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.25000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAP9
6000.00000000
PA
USD
4818.11000000
0.001578777222
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
3.75000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
670.00000000
NS
USD
390556.40000000
0.127975813851
Long
EC
CORP
US
N
1
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education Inc
38526M106
689.00000000
NS
USD
90975.56000000
0.029810473805
Long
EC
CORP
US
N
1
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
2370.67000000
0.000776810782
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2028-08-09
0.00000000
MXN
0.00000000
MXN
5298000.00000000
MXN
2370.67000000
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
3349.00000000
NS
USD
309548.07000000
0.101431358401
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FV5
3000.00000000
PA
USD
2256.38000000
0.000739360734
Long
DBT
CORP
US
N
2
2061-05-20
Fixed
3.55000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
43000.00000000
PA
USD
44558.82000000
0.014600839350
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Voya Small Cap Growth Fund
549300LDPY03ZC4ZWD53
Voya Small Cap Growth Fund
92913L270
78677.80800000
NS
USD
3120361.87000000
1.022466537036
Long
EC
RF
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
55000.00000000
PA
USD
53071.14000000
0.017390119157
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EH2
12000.00000000
PA
USD
12254.06000000
0.004015356812
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.30000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
26000.00000000
PA
USD
18889.79000000
0.006189723811
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAJ3
98250.00000000
PA
USD
79792.14000000
0.026145939627
Long
ABS-O
CORP
US
N
2
2051-08-25
Fixed
2.54200000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
91000.00000000
PA
USD
81329.09000000
0.026649560684
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
1385.00000000
NS
USD
254202.90000000
0.083296095035
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CH0
27000.00000000
PA
USD
25605.49000000
0.008390295029
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
48082.00000000
NS
94147.69000000
0.030849903496
Long
EC
CORP
GB
N
2
N
N
N
Doximity Inc
N/A
Doximity Inc
26622P107
2968.00000000
NS
USD
83222.72000000
0.027270057085
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEX6
34000.00000000
PA
USD
34745.42000000
0.011385227337
Long
DBT
CORP
US
N
2
2063-04-15
Fixed
5.20000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BP9
92000.00000000
PA
USD
85989.43000000
0.028176640523
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TT5
459800.00000000
PA
USD
464900.91000000
0.152336697894
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAN4
81000.00000000
PA
USD
69594.11000000
0.022804293737
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
Otsuka Holdings Co Ltd
N/A
Otsuka Holdings Co Ltd
000000000
600.00000000
NS
22438.21000000
0.007352454565
Long
EC
CORP
JP
N
2
N
N
N
Veeva Systems Inc
549300YZEXPDB92M2F02
Veeva Systems Inc
922475108
163.00000000
NS
USD
31380.76000000
0.010282710257
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
15975.00000000
NS
USD
700503.75000000
0.229538006578
Long
EC
CORP
US
N
1
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAL7
45000.00000000
PA
USD
33844.98000000
0.011090175094
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YES0
37000.00000000
PA
USD
36022.69000000
0.011803757587
Long
DBT
CORP
US
N
2
2037-04-20
Fixed
5.29700000
N
N
N
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
921.00000000
NS
USD
474232.11000000
0.155394304719
Long
EC
CORP
US
N
1
N
N
N
CONCENTRIX CORP
5493000EAJN1KMPVA737
Concentrix Corp
20602DAB7
18000.00000000
PA
USD
18531.61000000
0.006072356954
Long
DBT
CORP
US
N
2
2028-08-02
Fixed
6.60000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
17000.00000000
PA
USD
12515.06000000
0.004100880151
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140K9EE5
501251.94000000
PA
USD
447660.88000000
0.146687560228
Long
ABS-MBS
USGSE
US
N
2
2050-04-01
Fixed
3.00000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CE6
13000.00000000
PA
USD
11687.79000000
0.003829803934
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.55000000
N
N
N
N
N
N
HEALTHPEAK OP LLC
N/A
Healthpeak OP LLC
42250PAE3
44000.00000000
PA
USD
44513.85000000
0.014586103777
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
5.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKG3
20000.00000000
PA
USD
19923.59000000
0.006528474876
Long
DBT
CORP
US
N
2
2025-02-04
Fixed
1.84300000
N
N
N
N
N
N
Sembcorp Industries Ltd
254900J0FF14U6TPQM96
Sembcorp Industries Ltd
000000000
17800.00000000
NS
71547.11000000
0.023444244239
Long
EC
CORP
SG
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31374TZ28
123.39000000
PA
USD
127.37000000
0.000041736044
Long
ABS-MBS
USGSE
US
N
2
2029-10-01
Fixed
7.00000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131BA9
35000.00000000
PA
USD
36072.38000000
0.011820039789
Long
DBT
CORP
US
N
2
2026-11-03
Fixed
5.85000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-4803.15000000
-0.00157387519
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-06-20
0.00000000
USD
0.00000000
USD
637000.00000000
USD
-4803.15000000
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
Siemens AG
000000000
1455.00000000
NS
272970.99000000
0.089445940722
Long
EC
CORP
DE
N
2
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4
46645UAV9
1091074.50000000
PA
USD
13817.42000000
0.004527631783
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
0.57445300
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAV1
5000.00000000
PA
USD
5345.30000000
0.001751524537
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38374UNM9
26487.19000000
PA
USD
26333.96000000
0.008628996895
Long
ABS-MBS
USGA
US
N
2
2039-05-20
Fixed
4.75000000
N
N
N
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
3400.00000000
NS
72123.96000000
0.023633263926
Long
EC
CORP
JP
N
2
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2020-PT-A
78449VAB2
50152.55000000
PA
USD
45155.47000000
0.014796347014
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.60000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
000000000
2513.00000000
NS
135317.42000000
0.044340220651
Long
EC
CORP
DE
N
2
N
N
N
Honda Motor Co Ltd
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
000000000
9100.00000000
NS
93868.48000000
0.030758413184
Long
EC
CORP
JP
N
2
N
N
N
Rockland Park CLO Ltd
N/A
Rockland Park CLO Ltd
773663AE9
250000.00000000
PA
USD
248819.00000000
0.081531922218
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
7.57743000
N
N
N
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
368.00000000
NS
USD
44513.28000000
0.014585917002
Long
EC
CORP
US
N
1
N
N
N
Experian PLC
635400RXXHHYT1JTSZ26
Experian PLC
000000000
1069.00000000
NS
43610.16000000
0.014289986588
Long
EC
CORP
IE
N
2
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
000000000
2899.00000000
NS
USD
100624.29000000
0.032972127472
Long
EC
CORP
US
N
1
N
N
N
United States Steel Corp
JNLUVFYJT1OZSIQ24U47
United States Steel Corp
912909108
397.00000000
NS
USD
19314.05000000
0.006328743473
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BT9
62000.00000000
PA
USD
71407.52000000
0.023398503998
Long
DBT
CORP
US
N
2
2053-05-20
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397SMB7
107506.93000000
PA
USD
106451.43000000
0.034881539234
Long
ABS-MBS
USGSE
US
N
2
2041-04-25
Fixed
5.00000000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AW3
29000.00000000
PA
USD
30062.82000000
0.009850853439
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJN2
176100.00000000
PA
USD
180227.34000000
0.059056106915
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.37500000
N
N
N
N
N
N
Saia Inc
549300WNPG4N9GBOYB29
Saia Inc
78709Y105
398.00000000
NS
USD
174411.56000000
0.057150417548
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBE8
3000.00000000
PA
USD
2862.43000000
0.000937948549
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
2206.00000000
NS
USD
223379.56000000
0.073196037726
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABS3
20000.00000000
PA
USD
18025.78000000
0.005906608791
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
3461.00000000
NS
92517.02000000
0.030315572679
Long
EC
CORP
DK
N
2
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
288.00000000
NS
USD
123399.36000000
0.040434962849
Long
EC
CORP
US
N
1
N
N
Amundi SA
96950010FL2T1TJKR531
Amundi SA
000000000
724.00000000
NS
49383.60000000
0.016181802169
Long
EC
CORP
FR
N
2
N
N
N
WISCONSIN PUBLIC SERVICE
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp
976843BH4
26000.00000000
PA
USD
20885.31000000
0.006843607081
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.67100000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
1763.00000000
NS
USD
75050.91000000
0.024592354107
Long
EC
CORP
US
N
1
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP Moller - Maersk A/S
000000000
20.00000000
NS
36000.48000000
0.011796479911
Long
EC
CORP
DK
N
2
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
3644.00000000
NS
USD
440741.80000000
0.144420346340
Long
EC
CORP
US
N
1
N
N
N
COLUMBIA PIPELINE HOLDCO
N/A
Columbia Pipelines Holding Co LLC
19828AAB3
16000.00000000
PA
USD
16525.90000000
0.005415134669
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.04200000
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
000000000
200000.00000000
PA
USD
174750.00000000
0.057261316088
Long
DBT
CORP
LU
N
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
ABB Ltd
5493000LKVGOO9PELI61
ABB Ltd
000000000
2288.00000000
NS
101583.00000000
0.033286273374
Long
EC
CORP
CH
N
2
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
8253.00000000
NS
USD
607668.39000000
0.199118121639
Long
EC
CORP
US
N
1
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
317.00000000
NS
84715.31000000
0.027759142451
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ENY86
28060.93000000
PA
USD
25805.72000000
0.008455905521
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.00000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
15200.00000000
NS
USD
185288.00000000
0.060714361861
Long
EC
CORP
US
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CF8
42000.00000000
PA
USD
43452.31000000
0.014238262990
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
5.68400000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
17000.00000000
PA
USD
13892.30000000
0.004552168134
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
75.00000000
NS
USD
11263.50000000
0.003690774442
Long
EC
CORP
US
N
1
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAT5
12000.00000000
PA
USD
9618.54000000
0.003151761140
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust
93362FAD5
19152.97000000
PA
USD
16986.31000000
0.005565999805
Long
ABS-MBS
CORP
US
N
2
2046-08-25
Variable
4.40676400
N
N
N
N
N
N
Donaldson Co Inc
OZE6KXY9QQPR8EJ8WL20
Donaldson Co Inc
257651109
1969.00000000
NS
USD
128674.15000000
0.042163382978
Long
EC
CORP
US
N
1
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BC5
14000.00000000
PA
USD
12041.65000000
0.003945755232
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.35000000
N
N
N
N
N
N
Halozyme Therapeutics Inc
529900242I3SV9AGM753
Halozyme Therapeutics Inc
40637H109
1333.00000000
NS
USD
49267.68000000
0.016143818010
Long
EC
CORP
US
N
1
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BV5
70000.00000000
PA
USD
73534.79000000
0.024095558533
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.20000000
N
N
N
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp
008492100
1297.00000000
NS
USD
81646.15000000
0.026753453519
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC42
36257UAN7
2042834.12000000
PA
USD
67441.51000000
0.022098939179
Long
ABS-MBS
CORP
US
N
2
2052-09-10
Variable
0.80167400
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EC8
30000.00000000
PA
USD
34791.92000000
0.011400464254
Long
DBT
CORP
US
N
2
2063-11-15
Fixed
6.40000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
926.00000000
NS
USD
654209.74000000
0.214368587754
Long
EC
CORP
US
N
1
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
Telia Co AB
000000000
13283.00000000
NS
33890.65000000
0.011105140040
Long
EC
CORP
SE
N
2
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
102000.00000000
PA
USD
102266.49000000
0.033510236389
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2019-GC43
17328HBD2
60000.00000000
PA
USD
52738.07000000
0.017280980235
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.03800000
N
N
N
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
2072.00000000
NS
USD
103247.76000000
0.033831774653
Long
EC
CORP
US
N
1
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
000000000
834.00000000
NS
112498.06000000
0.036862872520
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
2200.00000000
PA
USD
1311.41000000
0.000429717096
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NAC2
400000.00000000
PA
USD
266687.76000000
0.087387079382
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2016-LC25
95000JAV0
400000.00000000
PA
USD
381849.00000000
0.125122611083
Long
ABS-MBS
CORP
US
N
2
2059-12-15
Fixed
3.64000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WR34
574941.18000000
PA
USD
521007.39000000
0.170721423994
Long
ABS-MBS
USGA
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-2487.86000000
-0.00081521108
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-20
0.00000000
USD
0.00000000
USD
741000.00000000
USD
-2487.86000000
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
2956.00000000
NS
USD
129088.52000000
0.042299161928
Long
EC
CORP
US
N
1
N
N
N
Super Micro Computer Inc
54930022CZO1N2UGVW07
Super Micro Computer Inc
86800U104
552.00000000
NS
USD
156911.52000000
0.051416080941
Long
EC
CORP
US
N
1
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
1100.00000000
NS
136993.16000000
0.044889319809
Long
EC
CORP
JP
N
2
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
69047QAC6
17000.00000000
PA
USD
17588.45000000
0.005763306408
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.25000000
N
N
N
N
N
N
Benefit Street Partners CLO Lt
5493002BNZCV0YE1MG83
Benefit Street Partners CLO IV Ltd
08180FBL4
250000.00000000
PA
USD
249554.25000000
0.081772845724
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
7.82743000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
6643.07000000
0.002176772137
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-21
0.00000000
USD
0.00000000
USD
1852200.00000000
USD
6643.07000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
10000.00000000
PA
USD
10153.63000000
0.003327097092
Long
DBT
CORP
US
N
2
2034-07-21
Fixed
5.42400000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
35000.00000000
PA
USD
31521.14000000
0.010328709361
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
SWOP IRS USD
000000000
-5788000.00000000
NC
USD
-66739.34000000
-0.02186885518
N/A
DIR
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
Put
Written
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2025-01-26
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
3.52000000
USD
2024-01-24
XXXX
-41547.07000000
N
N
N
Japan Airlines Co Ltd
3538002MH5L1QZZ93477
Japan Airlines Co Ltd
000000000
4200.00000000
NS
82509.30000000
0.027036286738
Long
EC
CORP
JP
N
2
N
N
N
CSN RESOURCES SA
222100ZEX458NMOXZP08
CSN Resources SA
12644VAF5
200000.00000000
PA
USD
208580.00000000
0.068346582601
Long
DBT
CORP
LU
N
2
2030-12-05
Fixed
8.87500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
86788LAA8
25000.00000000
PA
USD
22778.23000000
0.007463870832
Long
DBT
CORP
US
N
2
2028-03-15
Floating
6.29624000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DB2
16000.00000000
PA
USD
16419.28000000
0.005380197894
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJP7
1000300.00000000
PA
USD
1010224.86000000
0.331026065971
Long
DBT
UST
US
N
2
2026-12-15
Fixed
4.37500000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAD0
16000.00000000
PA
USD
16327.67000000
0.005350179529
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.15000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
135000.00000000
PA
USD
114041.47000000
0.037368610362
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
22000.00000000
PA
USD
21989.45000000
0.007205406850
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAH9
73000.00000000
PA
USD
79907.03000000
0.026183586280
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.50000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AV8
70000.00000000
PA
USD
72916.40000000
0.023892927201
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.85000000
N
N
N
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
2736.00000000
NS
68472.98000000
0.022436926759
Long
EC
CORP
GB
N
2
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
4780.00000000
NS
USD
477904.40000000
0.156597624653
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEUG2
17932.80000000
PA
USD
17295.32000000
0.005667254851
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
3236.00000000
NS
USD
361234.68000000
0.118367800820
Long
EC
CORP
US
N
1
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAF9
23000.00000000
PA
USD
23577.16000000
0.007725660722
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
5.05000000
N
N
N
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
3939.00000000
NS
90706.38000000
0.029722270079
Long
EC
CORP
GB
N
2
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
4202.00000000
NS
USD
681018.14000000
0.223153047074
Long
EC
CORP
US
N
1
N
N
N
ENTERGY MISSISSIPPI LLC
54930043I78H35DVVW89
Entergy Mississippi LLC
29366WAD8
32000.00000000
PA
USD
32255.03000000
0.010569187228
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
5.00000000
N
N
N
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
375.00000000
NS
USD
55106.25000000
0.018056975105
Long
EC
CORP
US
N
1
N
N
N
Planet Fitness Inc
549300LLE5HUPF6H8G33
Planet Fitness Inc
72703H101
310.00000000
NS
USD
22630.00000000
0.007415299473
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
000000000
5400.00000000
NS
98948.09000000
0.032422877583
Long
EC
CORP
JP
N
2
N
N
N
IDAHO POWER CO
TN0LL73P2C8X3W6KM391
Idaho Power Co
45138LBJ1
37000.00000000
PA
USD
39692.90000000
0.013006395956
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
5.80000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBK0
13000.00000000
PA
USD
13100.95000000
0.004292862025
Long
DBT
CORP
US
N
2
2033-05-17
Fixed
4.50000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAJ1
45000.00000000
PA
USD
32144.19000000
0.010532867662
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.62500000
N
N
N
N
N
N
Bank Leumi Le-Israel BM
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
000000000
5469.00000000
NS
44013.57000000
0.014422174214
Long
EC
CORP
IL
N
2
N
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co
546676AZ0
17000.00000000
PA
USD
17719.60000000
0.005806281067
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
5.45000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
2828.00000000
NS
USD
421824.48000000
0.138221601619
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategi
549300VC6J79YJCFU884
Carlyle US Clo 2017-2 Ltd
14315JAS8
250000.00000000
PA
USD
249168.75000000
0.081646526769
Long
ABS-CBDO
CORP
KY
N
2
2031-07-20
Floating
7.07743000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKW8
37000.00000000
PA
USD
37514.73000000
0.012292662732
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
30000.00000000
PA
USD
21405.91000000
0.007014195013
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
7559.00000000
NS
USD
278246.79000000
0.091174691803
Long
EC
CORP
US
N
1
N
N
N
MISSISSIPPI POWER CO
LNZ0J6YZ5SC6ILIRU850
Mississippi Power Co
605417BZ6
30000.00000000
PA
USD
25633.71000000
0.008399542036
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.25000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
16000.00000000
PA
USD
16076.08000000
0.005267739618
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
Bojangles Issuer, LLC
N/A
Bojangles Issuer LLC
09748RAA6
98250.00000000
PA
USD
92110.80000000
0.030182464285
Long
ABS-O
CORP
US
N
2
2050-10-20
Fixed
3.83200000
N
N
N
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
000000000
3947.00000000
NS
79100.09000000
0.025919171708
Long
EC
CORP
SE
N
2
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna Inc
00817YAF5
16000.00000000
PA
USD
17943.16000000
0.005879536231
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.62500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-6695.82000000
-0.00219405702
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-06-20
0.00000000
USD
0.00000000
USD
926000.00000000
USD
-6695.82000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEG2
95000.00000000
PA
USD
100070.31000000
0.032790601727
Long
DBT
CORP
US
N
2
2064-05-15
Fixed
5.50000000
N
N
N
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
Avient Corp
05368V106
2175.00000000
NS
USD
90414.75000000
0.029626710035
Long
EC
CORP
US
N
1
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAC4
15000.00000000
PA
USD
13061.34000000
0.004279882794
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.62500000
N
N
N
N
N
N
Mettler-Toledo International I
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
9.00000000
NS
USD
10916.64000000
0.003577116873
Long
EC
CORP
US
N
1
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAZ3
30000.00000000
PA
USD
27035.31000000
0.008858812197
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.57300000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HL4
28000.00000000
PA
USD
21987.74000000
0.007204846524
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.30000000
N
N
N
N
N
N
Worldline SA/France
549300CJMQNCA0U4TS33
Worldline SA/France
000000000
488.00000000
NS
8486.30000000
0.002780753686
Long
EC
CORP
FR
N
2
N
N
N
MINERVA LUXEMBOURG SA
222100NM3G3RCPGZ2Z17
Minerva Luxembourg SA
603374AH2
200000.00000000
PA
USD
212522.00000000
0.069638279929
Long
DBT
CORP
LU
N
2
2033-09-13
Fixed
8.87500000
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBE2
25000.00000000
PA
USD
24686.99000000
0.008089324965
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QS6V5
3458.46000000
PA
USD
3340.19000000
0.001094498857
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBD2
23000.00000000
PA
USD
23536.03000000
0.007712183423
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.60000000
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEN2
33000.00000000
PA
USD
33792.85000000
0.011073093364
Long
DBT
CORP
US
N
2
2029-01-07
Fixed
5.80000000
N
N
N
N
N
N
Coles Group Ltd
549300OHQRG2HN8LZ793
Coles Group Ltd
000000000
1922.00000000
NS
21113.28000000
0.006918307294
Long
EC
CORP
AU
N
2
N
N
N
GSK PLC
5493000HZTVUYLO1D793
GSK PLC
000000000
3045.00000000
NS
56238.67000000
0.018428041540
Long
EC
CORP
GB
N
2
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
200000.00000000
PA
USD
197762.34000000
0.064801899061
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2006-AR4 Trust
94983PAF5
7708.24000000
PA
USD
7247.09000000
0.002374694770
Long
ABS-MBS
CORP
US
N
2
2036-04-25
Variable
4.77272700
N
N
N
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAF6
17000.00000000
PA
USD
16032.30000000
0.005253393979
Long
DBT
CORP
GB
N
2
2062-04-27
Fixed
4.95000000
N
N
N
N
N
N
Sandvik AB
5299008ZUAXN43LVZF54
Sandvik AB
000000000
1325.00000000
NS
28786.09000000
0.009432500134
Long
EC
CORP
SE
N
2
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
272.00000000
NS
USD
50956.48000000
0.016697196612
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BZ8
35000.00000000
PA
USD
30194.39000000
0.009893965721
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.10000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
3446.00000000
NS
USD
451839.52000000
0.148056798717
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
18000.00000000
PA
USD
17194.10000000
0.005634087524
Long
DBT
CORP
US
N
2
2028-07-22
Variable
3.59100000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
4176.00000000
NS
113710.95000000
0.037260307013
Long
EC
CORP
IT
N
2
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
-9.00000000
NC
USD
-2827.92000000
-0.00092664046
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
2024-03-28
-1850398.64000000
USD
-2827.92000000
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
2586.00000000
NS
USD
76235.28000000
0.024980443291
Long
EC
CORP
US
N
1
N
N
N
Lamar Advertising Co
529900Y8WW4MKVPTB543
Lamar Advertising Co
512816109
1231.00000000
NS
USD
130830.68000000
0.042870025301
Long
EC
CORP
US
N
1
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
28000.00000000
PA
USD
24259.68000000
0.007949305892
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
BBCCRE Trust
N/A
BBCCRE Trust 2015-GTP
05490TAN2
2180000.00000000
PA
USD
18197.01000000
0.005962716689
Long
ABS-MBS
CORP
US
N
2
2033-08-10
Variable
0.59660000
N
N
N
N
N
N
AMER AIRLN 15-2 AA PTT
N/A
American Airlines 2015-2 Class AA Pass Through Trust
02377BAB2
3223.53000000
PA
USD
3020.47000000
0.000989734405
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
3.60000000
N
N
N
N
N
N
Sekisui House Ltd
529900GMNDOYQSAJAE76
Sekisui House Ltd
000000000
4200.00000000
NS
93098.16000000
0.030505998094
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
35000.00000000
PA
USD
28592.34000000
0.009369012981
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
000000000
35157.00000000
NS
97926.36000000
0.032088081564
Long
EC
CORP
GB
N
2
N
N
N
Leggett & Platt Inc
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660107
384.00000000
NS
USD
10049.28000000
0.003292904140
Long
EC
CORP
US
N
1
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDM0
44000.00000000
PA
USD
37154.26000000
0.012174545498
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
4681.00000000
NS
USD
356926.25000000
0.116956033312
Long
EC
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAN9
9000.00000000
PA
USD
8967.28000000
0.002938359110
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
Repsol SA
BSYCX13Y0NOTV14V9N85
Repsol SA
000000000
6092.00000000
NS
90368.11000000
0.029611427244
Long
EC
CORP
ES
N
2
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DB8
50000.00000000
PA
USD
49828.02000000
0.016327427772
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.70000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BQ6
25000.00000000
PA
USD
20501.21000000
0.006717746872
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BAPB2
598443.36000000
PA
USD
574088.51000000
0.188114813354
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
4.25000000
N
N
N
N
N
N
Pandora A/S
5299007OWYZ6I1E46843
Pandora A/S
000000000
876.00000000
NS
121111.49000000
0.039685283609
Long
EC
CORP
DK
N
2
N
N
N
TIS Inc
35380064HYEZXBQHDF07
TIS Inc
000000000
1600.00000000
NS
35166.87000000
0.011523326231
Long
EC
CORP
JP
N
2
N
N
N
Adevinta ASA
529900W8V3YLHRSZH763
Adevinta ASA
000000000
3355.00000000
NS
37065.46000000
0.012145447902
Long
EC
CORP
NO
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCK0
23000.00000000
PA
USD
22466.47000000
0.007361714678
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
0.96900000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFW9
21000.00000000
PA
USD
22364.94000000
0.007328445771
Long
DBT
CORP
US
N
2
2053-08-14
Fixed
5.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QSYY8
3427.29000000
PA
USD
3294.18000000
0.001079422502
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Essent Group Ltd
254900QUO860OUT6ZF83
Essent Group Ltd
000000000
2097.00000000
NS
USD
110595.78000000
0.036239541725
Long
EC
CORP
US
N
1
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO Financial Group Inc
12621E103
6032.00000000
NS
USD
168292.80000000
0.055145449019
Long
EC
CORP
US
N
1
N
N
N
TripAdvisor Inc
549300XVG45PT5BART17
TripAdvisor Inc
896945201
759.00000000
NS
USD
16341.27000000
0.005354635918
Long
EC
CORP
US
N
1
N
N
N
Swire Pacific Ltd
549300KZOZHII0DGF611
Swire Pacific Ltd
000000000
1500.00000000
NS
12704.47000000
0.004162945192
Long
EC
CORP
HK
N
2
N
N
N
AGC Inc
JE4WFFEELMVPFZ0G1E77
AGC Inc
000000000
1200.00000000
NS
44477.29000000
0.014574123956
Long
EC
CORP
JP
N
2
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAP6
46000.00000000
PA
USD
47287.54000000
0.015494974391
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
N
Driven Brands Funding, LLC
N/A
DRIVEN BRANDS FUNDING LLC
26208LAD0
95250.00000000
PA
USD
92340.33000000
0.030257675672
Long
ABS-O
CORP
US
N
2
2049-04-20
Fixed
4.64100000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
43000.00000000
PA
USD
43015.82000000
0.014095235855
Long
DBT
CORP
US
N
2
2034-04-21
Fixed
5.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-LTV3
46651HAJ6
30023.34000000
PA
USD
29105.13000000
0.009537041766
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.47865500
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
400.00000000
NS
175742.59000000
0.057586563640
Long
EC
CORP
JP
N
2
N
N
N
Hermes International SCA
969500Y4IJGHJE2MTJ13
Hermes International SCA
000000000
9.00000000
NS
19129.60000000
0.006268303703
Long
EC
CORP
FR
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-7383.49000000
-0.00241938972
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-06-20
0.00000000
USD
0.00000000
USD
868000.00000000
USD
-7383.49000000
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2005-65CB
12668AZ40
35528.85000000
PA
USD
25188.24000000
0.008253572373
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Fixed
5.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust 2018-1
33850TBA5
84177.12560000
PA
USD
73135.12000000
0.023964596414
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.94046400
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
000000000
425.00000000
NS
8882.87000000
0.002910700010
Long
EC
CORP
AU
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
40000.00000000
PA
USD
35274.46000000
0.011558580852
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
Clarivate PLC
549300WDHIIODXFO0R55
Clarivate PLC
000000000
1121.00000000
NS
USD
10380.46000000
0.003401423755
Long
EC
CORP
GB
N
1
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
2984.00000000
NS
124619.38000000
0.040834733670
Long
EC
CORP
DE
N
2
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
50000.00000000
PA
USD
49495.43000000
0.016218446135
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
3241.00000000
NS
USD
351875.37000000
0.115300983033
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBZ2
19000.00000000
PA
USD
19758.08000000
0.006474241282
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.65000000
N
N
N
N
N
N
TD SECURITIES (USA) LLC
SUVUFHICNZMP2WKHG940
TD SECURITIES (USA) LLC
000000000
892414.00000000
PA
USD
892414.00000000
0.292422318371
Long
RA
CORP
US
N
2
Repurchase
Y
5.35000000
2024-01-02
473383.21502465
USD
365768.35795282
USD
1433795.21735477
USD
544493.92220334
USD
AMBS
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
32000.00000000
PA
USD
31844.38000000
0.010434627232
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
32000.00000000
PA
USD
29498.99000000
0.009666100089
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
MONONGAHELA POWER CO
N/A
Monongahela Power Co
610202BR3
20000.00000000
PA
USD
19163.16000000
0.006279300497
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.55000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2020-2 Ltd
53948KAA7
62304.97000000
PA
USD
49356.12000000
0.016172797643
Long
ABS-O
CORP
US
N
2
2047-07-20
Fixed
2.75000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AF7
15000.00000000
PA
USD
10437.77000000
0.003420202845
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.75000000
N
N
N
N
N
N
ZoomInfo Technologies Inc
2549008GSAHW4UWFEM58
ZoomInfo Technologies Inc
98980F104
2658.00000000
NS
USD
49146.42000000
0.016104084064
Long
EC
CORP
US
N
1
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
5882.00000000
NS
107727.89000000
0.035299804067
Long
EC
CORP
FR
N
2
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2021-2 Ltd
53948QAA4
105134.81000000
PA
USD
78542.82000000
0.025736567911
Long
ABS-O
CORP
US
N
2
2048-03-20
Fixed
2.22000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
69047QAB8
13000.00000000
PA
USD
13273.84000000
0.004349513865
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
5.65000000
N
N
N
N
N
N
La Francaise des Jeux SAEM
969500R4CLSQFTYYI535
La Francaise des Jeux SAEM
000000000
1700.00000000
NS
61752.03000000
0.020234635244
Long
EC
CORP
FR
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FMA1
17653.36000000
PA
USD
17310.03000000
0.005672074960
Long
ABS-MBS
USGA
US
N
2
2040-11-20
Fixed
4.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2019-B9 Mortgage Trust
08160JAG2
950096.15720000
PA
USD
37567.37000000
0.012309911577
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Variable
1.01640200
N
N
N
N
N
N
CLI Funding LLC
254900Z4P82YK31RVL27
CLI Funding VIII LLC
12565KAE7
83813.47000000
PA
USD
74152.23000000
0.024297878573
Long
ABS-O
CORP
US
N
2
2047-01-18
Fixed
2.72000000
N
N
N
N
N
N
AptarGroup Inc
VNPEQDQFAA7IY1T2PX43
AptarGroup Inc
038336103
963.00000000
NS
USD
119046.06000000
0.039008492536
Long
EC
CORP
US
N
1
N
N
N
Metso Oyj
549300R0VN9C371W0E07
Metso Oyj
000000000
2848.00000000
NS
28912.53000000
0.009473931440
Long
EC
CORP
FI
N
2
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAL7
7000.00000000
PA
USD
6164.60000000
0.002019989179
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.80000000
N
N
N
N
N
N
Wendy's Co/The
529900M0JIUCMWVKHG76
Wendy's Co/The
95058W100
17604.00000000
NS
USD
342925.92000000
0.112368466380
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCW4
57000.00000000
PA
USD
53652.75000000
0.017580698579
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.94700000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AU0
59000.00000000
PA
USD
49668.40000000
0.016275124188
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.45000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BD6
25000.00000000
PA
USD
23737.83000000
0.007778308365
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
994.00000000
NS
USD
54510.96000000
0.017861913080
Long
EC
CORP
US
N
1
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
Gartner Inc
366651107
183.00000000
NS
USD
82553.13000000
0.027050648761
Long
EC
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
5911.00000000
NS
73381.52000000
0.024045335689
Long
EC
CORP
FI
N
2
N
N
N
Wingstop Inc
549300SSH3F8HPIM3Q47
Wingstop Inc
974155103
123.00000000
NS
USD
31559.34000000
0.010341226570
Long
EC
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAB3
20000.00000000
PA
USD
18979.42000000
0.006219093377
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
3483.00000000
NS
USD
659924.01000000
0.216241014768
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
59.00000000
NS
USD
38944.72000000
0.012761235604
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAK0
57000.00000000
PA
USD
49340.03000000
0.016167525342
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
1019.00000000
NS
USD
68670.41000000
0.022501619759
Long
EC
CORP
US
N
1
N
N
N
Chase Funding Mortgage Loan As
N/A
Chase Funding Trust Series 2003-5
161546GR1
16450.35000000
PA
USD
16001.34000000
0.005243249142
Long
ABS-O
CORP
US
N
2
2033-07-25
Floating
6.07043000
N
N
N
N
N
N
First Industrial Realty Trust
N/A
First Industrial Realty Trust Inc
32054K103
2507.00000000
NS
USD
132043.69000000
0.043267499116
Long
EC
CORP
US
N
1
N
N
N
Pagaya AI Debt Selection Trust
N/A
Pagaya AI Debt Trust 2022-1
69546MAA5
23552.99000000
PA
USD
23198.97000000
0.007601737076
Long
ABS-O
CORP
US
N
2
2029-10-15
Fixed
2.03000000
N
N
N
N
N
N
Heidelberg Materials AG
LZ2C6E0W5W7LQMX5ZI37
Heidelberg Materials AG
000000000
956.00000000
NS
85454.93000000
0.028001497899
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397QPY8
48252.85000000
PA
USD
48616.75000000
0.015930524114
Long
ABS-MBS
USGSE
US
N
2
2041-02-25
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A1KE4
343778.52000000
PA
USD
338086.03000000
0.110782552382
Long
ABS-MBS
USGSE
US
N
2
2041-10-25
Fixed
4.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
284000.00000000
PA
USD
269391.55000000
0.088273045470
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WE4G1
6424.62000000
PA
USD
6095.08000000
0.001997209170
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BG8
8000.00000000
PA
USD
7783.93000000
0.002550604155
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BY4
16000.00000000
PA
USD
18705.73000000
0.006129411835
Long
DBT
CORP
US
N
2
2063-11-15
Fixed
5.90000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
14000.00000000
PA
USD
14334.91000000
0.004697200644
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451BF4
10000.00000000
PA
USD
10920.68000000
0.003578440683
Long
DBT
CORP
AU
N
2
2053-09-08
Fixed
5.50000000
N
N
N
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
400.00000000
NS
15869.51000000
0.005200051663
Long
EC
CORP
GB
N
2
N
N
N
ChampionX Corp
549300EP2909K6DYYP38
ChampionX Corp
15872M104
3549.00000000
NS
USD
103666.29000000
0.033968916734
Long
EC
CORP
US
N
1
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
2968.00000000
NS
USD
257503.68000000
0.084377680196
Long
EC
CORP
US
N
1
N
N
N
Matador Resources Co
549300CI3Q2UUK5R4G79
Matador Resources Co
576485205
1891.00000000
NS
USD
107522.26000000
0.035232424127
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
28000.00000000
PA
USD
27367.18000000
0.008967557907
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAB0
2000.00000000
PA
USD
1714.50000000
0.000561799865
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
7487.00000000
NS
102205.53000000
0.033490261283
Long
EC
CORP
DE
N
2
N
N
N
STAG Industrial Inc
549300QWYX2W6FASVQ07
STAG Industrial Inc
85254J102
294.00000000
NS
USD
11542.44000000
0.003782176281
Long
EC
CORP
US
N
1
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
13000.00000000
PA
USD
10903.50000000
0.003572811215
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
Jardine Cycle & Carriage Ltd
254900WEP6OCEXFWML09
Jardine Cycle & Carriage Ltd
000000000
1400.00000000
NS
31552.46000000
0.010338972162
Long
EC
CORP
SG
N
2
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
459.00000000
NS
USD
38184.21000000
0.012512035012
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDY5
15000.00000000
PA
USD
11367.14000000
0.003724734744
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
Voya US Stock Index Portfolio
549300XQ4RCN2I5FF728
Voya US Stock Index Portfolio
92914G734
3119739.07800000
NS
USD
55531355.59000000
18.19627184685
Long
EC
RF
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
15000.00000000
PA
USD
10253.12000000
0.003359697540
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
3579.00000000
NS
USD
517630.77000000
0.169614987913
Long
EC
CORP
US
N
1
N
N
N
Bluemountain CLO Ltd
549300NUS8PQQUZMPR50
BlueMountain CLO 2014-2 Ltd
09626QBA4
500000.00000000
PA
USD
493343.50000000
0.161656641450
Long
ABS-CBDO
CORP
KY
N
2
2030-10-20
Floating
7.07743000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
000000000
857.00000000
NS
89244.62000000
0.029243286952
Long
EC
CORP
FR
N
2
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCZ0
9000.00000000
PA
USD
8529.41000000
0.002794879782
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
4.62500000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCH6
33000.00000000
PA
USD
33570.37000000
0.011000192090
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.45000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAG1
26000.00000000
PA
USD
23150.74000000
0.007585933280
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.20000000
N
N
N
N
N
N
VOLKSWAGEN GRO 01/10/2024
N/A
VOLKSWAGEN GRO 01/10/2024
000000000
250000.00000000
PA
USD
249531.51000000
0.081765394380
Long
DBT
CORP
US
N
2
2024-01-10
None
0.00000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
1031.00000000
NS
USD
474981.70000000
0.155639927094
Long
EC
CORP
US
N
1
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
Carrefour SA
000000000
2131.00000000
NS
39028.44000000
0.012788668608
Long
EC
CORP
FR
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBR6
33000.00000000
PA
USD
30197.51000000
0.009894988069
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.18200000
N
N
N
N
N
N
NEC Corp
5493000QYMPFRTEY4K28
NEC Corp
000000000
1800.00000000
NS
106355.09000000
0.034849970964
Long
EC
CORP
JP
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
35000.00000000
PA
USD
34897.99000000
0.011435220808
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79100000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484AE1
29000.00000000
PA
USD
30189.23000000
0.009892274915
Long
DBT
CORP
US
N
2
2033-12-07
Fixed
5.30000000
N
N
N
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
7322.00000000
NS
USD
291708.48000000
0.095585759535
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
20000.00000000
PA
USD
19089.78000000
0.006255255660
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
25000.00000000
PA
USD
25639.90000000
0.008401570348
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BV3
41000.00000000
PA
USD
44650.21000000
0.014630785626
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
5.70000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT)
000000000
67.00000000
NC
USD
156316.25000000
0.051221025470
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
2024-03-28
7131504.06000000
USD
156316.25000000
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
14412.00000000
NS
USD
2189759.28000000
0.717530748433
Long
EC
CORP
US
N
1
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172DE6
28000.00000000
PA
USD
29258.13000000
0.009587176137
Long
DBT
CORP
US
N
2
2033-09-07
Fixed
5.62500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CD5
41000.00000000
PA
USD
42079.37000000
0.013788384013
Long
DBT
CORP
US
N
2
2029-05-19
Fixed
5.64300000
N
N
N
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
118.00000000
NS
USD
45864.24000000
0.015028593669
Long
EC
CORP
US
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
3633.00000000
NS
103104.41000000
0.033784802352
Long
EC
CORP
LU
N
2
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA
000000000
31.00000000
NS
128548.06000000
0.042122066358
Long
EC
CORP
CH
N
2
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
Fresenius SE & Co KGaA
000000000
826.00000000
NS
25602.27000000
0.008389239914
Long
EC
CORP
DE
N
2
N
N
N
Sonova Holding AG
5299004A0QNX7FBNHS61
Sonova Holding AG
000000000
279.00000000
NS
91246.37000000
0.029899211642
Long
EC
CORP
CH
N
2
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
25000.00000000
PA
USD
22663.48000000
0.007426270053
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNKY4
11069.71000000
PA
USD
10137.90000000
0.003321942754
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.00000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CT3
17000.00000000
PA
USD
17963.32000000
0.005886142171
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.55000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGR4
90000.00000000
PA
USD
85418.48000000
0.027989554123
Long
DBT
CORP
US
N
2
2028-07-21
Fixed
3.59300000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09256BAL1
6000.00000000
PA
USD
5144.51000000
0.001685730547
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
2.50000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
200000.00000000
PA
USD
190333.00000000
0.062367485407
Long
DBT
CORP
CL
N
2
2026-08-05
Fixed
3.75000000
N
N
N
N
N
N
Wacker Chemie AG
0NURKC5Q3CJYZPPK5046
Wacker Chemie AG
000000000
309.00000000
NS
38958.52000000
0.012765757528
Long
EC
CORP
DE
N
2
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
3000.00000000
PA
USD
3228.52000000
0.001057907320
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJV8
16000.00000000
PA
USD
14891.57000000
0.004879604559
Long
DBT
CORP
US
N
2
2027-01-13
Fixed
1.90000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAF9
11000.00000000
PA
USD
11025.99000000
0.003612948203
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
SYENSQO SA
549300060XNJ90PLNS10
SYENSQO SA
000000000
84.00000000
NS
8740.88000000
0.002864173348
Long
EC
CORP
BE
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
40000.00000000
PA
USD
36875.02000000
0.012083045356
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717102
2723.00000000
NS
USD
116163.18000000
0.038063843020
Long
EC
CORP
US
N
1
N
N
N
Advanced Drainage Systems Inc
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00790R104
1138.00000000
NS
USD
160048.32000000
0.052443933853
Long
EC
CORP
US
N
1
N
N
N
VERALTO CORP
635400FJE6GSOJUSNY27
Veralto Corp
92338CAE3
13000.00000000
PA
USD
13474.23000000
0.004415176784
Long
DBT
CORP
US
N
2
2033-09-18
Fixed
5.45000000
N
N
N
N
N
N
Julius Baer Group Ltd
5299007MF0604ZGJER92
Julius Baer Group Ltd
000000000
971.00000000
NS
54471.23000000
0.017848894527
Long
EC
CORP
CH
N
2
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
3110.00000000
NS
USD
460995.30000000
0.151056924683
Long
EC
CORP
US
N
1
N
N
N
Telefonica SA
549300EEJH4FEPDBBR25
Telefonica SA
879382109
15218.00000000
NS
59500.34000000
0.019496811308
Long
EC
CORP
ES
N
2
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica Inc
550021109
631.00000000
NS
USD
322623.99000000
0.105716018706
Long
EC
CORP
CA
N
1
N
N
N
Chemours Co/The
549300M1BOLNXL8DOV14
Chemours Co/The
163851108
2223.00000000
NS
USD
70113.42000000
0.022974458967
Long
EC
CORP
US
N
1
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBK9
38000.00000000
PA
USD
33935.23000000
0.011119747820
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WEV9
25000.00000000
PA
USD
26186.19000000
0.008580576267
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.65000000
N
N
N
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
586.00000000
NS
USD
211727.66000000
0.069377994070
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
219.00000000
NS
USD
49248.72000000
0.016137605280
Long
EC
CORP
US
N
1
N
N
N
PayPal Holdings Inc
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450Y103
5943.00000000
NS
USD
364959.63000000
0.119588376153
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-1802.04000000
-0.00059048458
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-20
0.00000000
USD
0.00000000
USD
550000.00000000
USD
-1802.04000000
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432PB5
17000.00000000
PA
USD
17563.92000000
0.005755268525
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
7.12500000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BC7
20000.00000000
PA
USD
20634.66000000
0.006761475185
Long
DBT
CORP
US
N
2
2029-08-21
Fixed
6.20800000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAR3
40000.00000000
PA
USD
41868.21000000
0.013719192027
Long
DBT
CORP
US
N
2
2063-03-22
Fixed
5.20000000
N
N
N
N
N
N
Cie de Saint-Gobain SA
NFONVGN05Z0FMN5PEC35
Cie de Saint-Gobain SA
000000000
2227.00000000
NS
164234.92000000
0.053815780639
Long
EC
CORP
FR
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QPD27
17123.24000000
PA
USD
15681.90000000
0.005138576439
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXQX9
1277435.77500000
PA
USD
86802.02000000
0.028442906462
Long
ABS-MBS
USGSE
US
N
2
2035-10-25
Variable
0.86525100
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31419EC98
12403.22000000
PA
USD
12392.06000000
0.004060576049
Long
ABS-MBS
USGSE
US
N
2
2040-11-01
Fixed
4.50000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BE4
63000.00000000
PA
USD
58100.91000000
0.019038252203
Long
DBT
CORP
US
N
2
2037-05-21
Fixed
5.64100000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
1211.00000000
NS
34842.16000000
0.011416926677
Long
EC
CORP
NL
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307NG73
6702.89000000
PA
USD
6368.04000000
0.002086651509
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISU5NYXNHD479
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
156005.57000000
PA
USD
156716.05000000
0.051352030186
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
6.98743000
N
N
N
N
N
N
Beacon Container Finance II LL
N/A
Beacon Container Finance II LLC
07359BAA5
78333.42000000
PA
USD
69588.58000000
0.022802481690
Long
ABS-O
CORP
US
N
2
2046-10-22
Fixed
2.25000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
Caesars Entertainment Inc
12769G100
222.00000000
NS
USD
10407.36000000
0.003410238229
Long
EC
CORP
US
N
1
N
N
N
NORDSON CORP
14OS6Q5N55N95WM84M53
Nordson Corp
655663AA0
17000.00000000
PA
USD
17641.81000000
0.005780791180
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.60000000
N
N
N
N
N
N
Weatherford International PLC
529900LPBDSCQDJKHQ39
Weatherford International PLC
000000000
113.00000000
NS
USD
11054.79000000
0.003622385261
Long
EC
CORP
US
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAU2
23000.00000000
PA
USD
23135.11000000
0.007580811710
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.12500000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
000000000
9300.00000000
NS
36362.30000000
0.011915039507
Long
EC
CORP
JP
N
2
N
N
N
nVent Electric PLC
N/A
nVent Electric PLC
000000000
2031.00000000
NS
USD
120011.79000000
0.039324938720
Long
EC
CORP
GB
N
1
N
N
N
Swedish Orphan Biovitrum AB
549300124Y3MQI87PT35
Swedish Orphan Biovitrum AB
000000000
357.00000000
NS
9450.58000000
0.003096724741
Long
EC
CORP
SE
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
1840.00000000
NS
USD
179087.20000000
0.058682510824
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CS6
38000.00000000
PA
USD
32150.01000000
0.010534774734
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.37500000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
925524AX8
6000.00000000
PA
USD
6094.71000000
0.001997087930
Long
DBT
CORP
US
N
2
2036-04-30
Fixed
6.87500000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2004-J7
12667FTE5
43014.65000000
PA
USD
42396.94000000
0.013892443962
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Floating
4.86667500
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2K8
18000.00000000
PA
USD
17332.12000000
0.005679313314
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
2.16400000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA46
42000.00000000
PA
USD
44594.07000000
0.014612389916
Long
DBT
CORP
US
N
2
2029-10-24
Fixed
6.48400000
N
N
N
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
453.00000000
NS
USD
97539.96000000
0.031961467701
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-1053.55000000
-0.00034522265
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-20
0.00000000
USD
0.00000000
USD
405000.00000000
USD
-1053.55000000
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-B
63942LAA0
48541.14000000
PA
USD
42258.70000000
0.013847146083
Long
ABS-O
CORP
US
N
2
2069-07-15
Fixed
0.94000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
30000.00000000
PA
USD
25345.94000000
0.008305246820
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65100000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
631.00000000
NS
USD
22810.65000000
0.007474494076
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AC8
25000.00000000
PA
USD
21165.58000000
0.006935444729
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Panasonic Holdings Corp
254900GE1G59KGWPHX32
Panasonic Holdings Corp
000000000
1500.00000000
NS
14771.37000000
0.004840217949
Long
EC
CORP
JP
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
79000.00000000
PA
USD
77749.66000000
0.025476668709
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BM5
40000.00000000
PA
USD
36788.87000000
0.012054816100
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
1.70000000
N
N
N
N
N
N
Toast Inc
549300TN1PZNLCD4I551
Toast Inc
888787108
3693.00000000
NS
USD
67434.18000000
0.022096537316
Long
EC
CORP
US
N
1
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBQ1
10000.00000000
PA
USD
8908.05000000
0.002918950882
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DH9
69000.00000000
PA
USD
70463.60000000
0.023089204419
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
5.28200000
N
N
N
N
N
N
Mazda Motor Corp
52990044YZJLICDQKK92
Mazda Motor Corp
000000000
2900.00000000
NS
30998.35000000
0.010157403820
Long
EC
CORP
JP
N
2
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
2557.00000000
NS
38172.93000000
0.012508338831
Long
EC
CORP
GB
N
2
N
N
N
Travel + Leisure Co
T4VNTWMFQ7JQB65L7T35
Travel + Leisure Co
894164102
1235.00000000
NS
USD
48276.15000000
0.015818917794
Long
EC
CORP
US
N
1
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
11000.00000000
PA
USD
10268.76000000
0.003364822387
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788NAA8
31000.00000000
PA
USD
28885.07000000
0.009464933467
Long
DBT
CORP
US
N
2
2033-07-28
Fixed
4.91600000
N
N
N
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C Technologies Holdings Inc
78467J100
8746.00000000
NS
USD
534468.06000000
0.175132157497
Long
EC
CORP
US
N
1
N
N
N
Disco Corp
N/A
Disco Corp
000000000
200.00000000
NS
49393.36000000
0.016185000283
Long
EC
CORP
JP
N
2
N
N
N
Monday.com Ltd
984500MDAFVD86E3B328
Monday.com Ltd
000000000
107.00000000
NS
USD
20095.67000000
0.006584861298
Long
EC
CORP
IL
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-C4
17326FAF4
1026041.24000000
PA
USD
29871.40000000
0.009788129770
Long
ABS-MBS
CORP
US
N
2
2050-10-12
Variable
0.98188100
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
360.00000000
NS
USD
281973.60000000
0.092395876612
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C52
95002MAY5
1005976.14000000
PA
USD
61193.93000000
0.020051759475
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Variable
1.60151200
N
N
N
N
N
N
Shockwave Medical Inc
549300LDXO56IC5Y1538
Shockwave Medical Inc
82489T104
685.00000000
NS
USD
130533.60000000
0.042772679426
Long
EC
CORP
US
N
1
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903BF3
58000.00000000
PA
USD
56126.03000000
0.018391132157
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.92400000
N
N
N
N
N
N
ALLETE Inc
549300NNLSIMY6Z8OT86
ALLETE Inc
018522300
455.00000000
NS
USD
27827.80000000
0.009118491855
Long
EC
CORP
US
N
1
N
N
N
Chocoladefabriken Lindt & Spru
529900JYJNNOKKAGK736
Chocoladefabriken Lindt & Spruengli AG
000000000
3.00000000
NS
36010.88000000
0.011799887738
Long
EC
CORP
CH
N
2
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
2680.00000000
NS
USD
215418.40000000
0.070587359619
Long
EC
CORP
US
N
1
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAH9
10000.00000000
PA
USD
9984.07000000
0.003271536412
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ITBQFEOXM0S98
Freddie Mac STACR REMIC Trust 2020-DNA6
35566CAH8
173785.26000000
PA
USD
175241.48000000
0.057422362105
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Floating
7.33743000
N
N
N
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DC6
50000.00000000
PA
USD
48950.26000000
0.016039807212
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.30000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
3268.00000000
PA
USD
3215.89000000
0.001053768777
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
Wolters Kluwer NV
000000000
1016.00000000
NS
144545.52000000
0.047364044119
Long
EC
CORP
NL
N
2
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 8 Ltd
67707GAJ8
250000.00000000
PA
USD
249145.00000000
0.081638744473
Long
ABS-CBDO
CORP
KY
N
2
2034-01-18
Floating
7.55665000
N
N
N
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FinecoBank Banca Fineco SpA
000000000
1679.00000000
NS
25259.10000000
0.008276791468
Long
EC
CORP
IT
N
2
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAY0
14000.00000000
PA
USD
15148.06000000
0.004963650081
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDK4
137800.00000000
PA
USD
127416.56000000
0.041751301384
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
1411.00000000
NS
USD
440090.90000000
0.144207062273
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31397JR97
31673.52350000
PA
USD
32509.32000000
0.010652511864
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B0WK8
35998.53000000
PA
USD
33663.63000000
0.011030751119
Long
ABS-MBS
USGSE
US
N
2
2047-10-25
Fixed
3.50000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEJ7
24000.00000000
PA
USD
23497.23000000
0.007699469609
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
SWOP IRS USD
000000000
-5788000.00000000
NC
USD
-21.96000000
-0.00000719575
N/A
DIR
CORP
US
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
Call
Written
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2025-01-26
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
3.52000000
USD
2024-01-24
XXXX
25170.31000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-9401.70000000
-0.00308070795
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-06-20
0.00000000
USD
0.00000000
USD
1447000.00000000
USD
-9401.70000000
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
3025.00000000
NS
USD
208120.00000000
0.068195851812
Long
EC
CORP
US
N
1
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
Sabra Health Care LP
78574MAA1
17000.00000000
PA
USD
13922.09000000
0.004561929591
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAB7
15000.00000000
PA
USD
13187.65000000
0.004321271502
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
9744.00000000
NS
USD
501231.36000000
0.164241300933
Long
EC
CORP
US
N
1
N
N
N
JERSEY CENTRAL PWR & LT
549300W9UGH9ZPLNPF79
Jersey Central Power & Light Co
476556DD4
8000.00000000
PA
USD
6760.50000000
0.002215251086
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3D3
73000.00000000
PA
USD
73359.67000000
0.024038175977
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.38900000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DK3
7000.00000000
PA
USD
6017.81000000
0.001971889674
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines 2020-1 Class A Pass Through Trust
247361ZW1
8888.67000000
PA
USD
7847.21000000
0.002571339469
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QNKH1
26223.05000000
PA
USD
24620.54000000
0.008067550919
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Subaru Corp
549300N244BVAEE6HH86
Subaru Corp
000000000
3500.00000000
NS
63837.94000000
0.020918137114
Long
EC
CORP
JP
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
90000.00000000
PA
USD
64581.00000000
0.021161619766
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
55000.00000000
PA
USD
53471.07000000
0.017521166471
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
Whitbread PLC
21380099VMZKRMN3EX36
Whitbread PLC
000000000
1821.00000000
NS
84780.77000000
0.027780592098
Long
EC
CORP
GB
N
2
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
39000.00000000
PA
USD
35607.31000000
0.011667647685
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AD4
26000.00000000
PA
USD
26194.35000000
0.008583250100
Long
DBT
CORP
SG
N
2
2030-05-19
Fixed
4.65000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAR0
13000.00000000
PA
USD
12302.13000000
0.004031108180
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CF5
39000.00000000
PA
USD
40474.52000000
0.013262513781
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
5.12500000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
32000.00000000
PA
USD
30012.07000000
0.009834223901
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
MISUMI Group Inc
353800SJWGE5BEK2V032
MISUMI Group Inc
000000000
1000.00000000
NS
16883.76000000
0.005532396670
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R01
20754CAB5
44370.57000000
PA
USD
44978.81000000
0.014738459837
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
7.50191000
N
N
N
N
N
N
Cochlear Ltd
5493001OLLWY8KV5UC08
Cochlear Ltd
000000000
503.00000000
NS
102333.20000000
0.033532095630
Long
EC
CORP
AU
N
2
N
N
N
Spirit Realty Capital Inc
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W300
1021.00000000
NS
USD
44607.49000000
0.014616787323
Long
EC
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
4035.00000000
NS
USD
299437.35000000
0.098118321870
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEJ42
134972.43000000
PA
USD
123441.67000000
0.040448826805
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.00000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
5088.00000000
NS
USD
336469.44000000
0.110252835237
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DS6
100000.00000000
PA
USD
103395.34000000
0.033880133023
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBS0
78000.00000000
PA
USD
75870.99000000
0.024861074336
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.87500000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKY4
30000.00000000
PA
USD
33282.80000000
0.010905962409
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.60000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BU5
22000.00000000
PA
USD
22018.28000000
0.007214853738
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
5.30000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392GB8
18000.00000000
PA
USD
19367.40000000
0.006346224968
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.85000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
2064.00000000
NS
USD
736146.24000000
0.241217181892
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
74000.00000000
PA
USD
58774.16000000
0.019258859820
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCC7
10000.00000000
PA
USD
9257.41000000
0.003033427640
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.95000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAE8
93996.95000000
PA
USD
87627.68000000
0.028713455121
Long
ABS-O
CORP
US
N
2
2048-03-15
Fixed
3.88400000
N
N
N
N
N
N
EMCOR Group Inc
529900X0SQJB2J7YDU43
EMCOR Group Inc
29084Q100
49.00000000
NS
USD
10556.07000000
0.003458966872
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AS9
10000.00000000
PA
USD
9846.95000000
0.003226605530
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
3.62500000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAH2
97000.00000000
PA
USD
87754.48000000
0.028755004391
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
3.90000000
N
N
N
N
N
N
MUFG SECURITIES AMERICAS INC.
K5HU16E3LMSVCCJJJ255
MUFG SECURITIES AMERICAS INC
000000000
1000000.00000000
PA
USD
1000000.00000000
0.327675628543
Long
RA
CORP
US
N
2
Repurchase
Y
5.35000000
2024-01-02
1839337.24000000
USD
902979.69580000
USD
AMBS
322542.00000000
USD
117020.30600000
USD
N
N
Textainer Marine Containers Li
549300Q7RHLEMSLA9Y26
Textainer Marine Containers Ltd
88315LAS7
81333.37000000
PA
USD
69930.48000000
0.022914513988
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
1.94000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
3394.00000000
NS
USD
515820.12000000
0.169021682036
Long
EC
CORP
US
N
1
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332BG6
15000.00000000
PA
USD
15949.69000000
0.005226324695
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.25000000
N
N
N
N
N
N
QBE Insurance Group Ltd
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
000000000
9636.00000000
NS
97637.59000000
0.031993458672
Long
EC
CORP
AU
N
2
N
N
N
Erie Indemnity Co
549300WA5KP94KRUFZ80
Erie Indemnity Co
29530P102
131.00000000
NS
USD
43874.52000000
0.014376610918
Long
EC
CORP
US
N
1
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks Inc
697435105
532.00000000
NS
USD
156876.16000000
0.051404494331
Long
EC
CORP
US
N
1
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAM4
19000.00000000
PA
USD
19728.40000000
0.006464515870
Long
DBT
CORP
US
N
2
2043-03-22
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ANSU8
6685.54000000
PA
USD
6507.23000000
0.002132260680
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307M2M7
2892.91000000
PA
USD
2721.51000000
0.000891772499
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8K1
8000.00000000
PA
USD
7456.58000000
0.002443339538
Long
DBT
CORP
US
N
2
2062-08-15
Fixed
4.65000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAM8
22000.00000000
PA
USD
20862.05000000
0.006835985346
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.50900000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830CB3
31000.00000000
PA
USD
32569.26000000
0.010672152741
Long
DBT
CORP
US
N
2
2055-02-15
Fixed
5.20000000
N
N
N
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
000000000
51.00000000
NS
USD
9996.00000000
0.003275445582
Long
EC
CORP
BM
N
1
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
30037DAA3
16000.00000000
PA
USD
13661.57000000
0.004476563536
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WEM9
32000.00000000
PA
USD
32930.95000000
0.010790669739
Long
DBT
CORP
US
N
2
2028-07-07
Fixed
5.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLU1
157000.00000000
PA
USD
164439.58000000
0.053882842734
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.87200000
N
N
N
N
N
N
Arroyo Mortgage Trust
N/A
Arroyo Mortgage Trust 2022-1
042855AC0
600000.00000000
PA
USD
452125.08000000
0.148150369769
Long
ABS-MBS
CORP
US
N
2
2056-12-25
Fixed
3.65000000
N
N
N
N
N
N
Sanofi SA
549300E9PC51EN656011
Sanofi SA
000000000
1371.00000000
NS
136239.78000000
0.044642455544
Long
EC
CORP
FR
N
2
N
N
N
Crown Holdings Inc
NYLWZIOY8PUNIT4JOE22
Crown Holdings Inc
228368106
420.00000000
NS
USD
38677.80000000
0.012673772425
Long
EC
CORP
US
N
1
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
1710.00000000
NS
USD
85226.40000000
0.027926614188
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
3137.00000000
NS
USD
254787.14000000
0.083487536244
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
26.00000000
NC
USD
297329.15000000
0.097427516110
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
2024-03-19
3176108.35000000
USD
297329.15000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
266000.00000000
PA
USD
230702.73000000
0.075595662059
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664100
9925.00000000
NS
USD
183116.25000000
0.060002732315
Long
EC
CORP
US
N
1
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-5
46653JBM2
136133.31000000
PA
USD
114693.50000000
0.037582264702
Long
ABS-MBS
CORP
US
N
2
2050-12-25
Variable
3.00000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271BB4
5000.00000000
PA
USD
4831.00000000
0.001583000961
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.15000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
117400.00000000
PA
USD
103055.19000000
0.033768674157
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
BBVA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
11714.00000000
NS
106764.23000000
0.034984036171
Long
EC
CORP
ES
N
2
N
N
N
Calix Inc
5299002RQRZ4SXSCSJ58
Calix Inc
13100M509
2806.00000000
NS
USD
122594.14000000
0.040171111880
Long
EC
CORP
US
N
1
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MT9
32000.00000000
PA
USD
31740.39000000
0.010400552243
Long
DBT
CORP
US
N
2
2043-04-30
Floating
8.56159000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308GZ4
17000.00000000
PA
USD
13759.29000000
0.004508583999
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.45000000
N
N
N
N
N
N
CONCENTRIX CORP
5493000EAJN1KMPVA737
Concentrix Corp
20602DAC5
59000.00000000
PA
USD
60725.68000000
0.019898325362
Long
DBT
CORP
US
N
2
2033-08-02
Fixed
6.85000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAH6
44000.00000000
PA
USD
38483.46000000
0.012610091944
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
Obic Co Ltd
N/A
Obic Co Ltd
000000000
400.00000000
NS
68822.03000000
0.022551301937
Long
EC
CORP
JP
N
2
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
677.00000000
NS
USD
321784.87000000
0.105441059533
Long
EC
RF
US
N
1
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
716564AA7
200000.00000000
PA
USD
142958.00000000
0.046843852505
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAC6
26000.00000000
PA
USD
26883.72000000
0.008809139848
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WEUR8
12344.50000000
PA
USD
11720.56000000
0.003840541864
Long
ABS-MBS
USGSE
US
N
2
2030-06-01
Fixed
2.50000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
35000.00000000
PA
USD
33344.78000000
0.010926271745
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-C5
17291DAU7
1160764.15000000
PA
USD
29291.30000000
0.009598045138
Long
ABS-MBS
CORP
US
N
2
2051-06-10
Variable
0.66589200
N
N
N
N
N
N
NNN REIT Inc
5493008JKH5SOTI0JS97
NNN REIT Inc
637417106
3364.00000000
NS
USD
144988.40000000
0.047509165101
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBC4
12000.00000000
PA
USD
11888.31000000
0.003895509451
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
5.10000000
N
N
N
N
N
BHP Group Ltd
WZE1WSENV6JSZFK0JC28
BHP Group Ltd
000000000
4135.00000000
NS
141270.60000000
0.046290932649
Long
EC
CORP
AU
N
2
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp
70438V106
1515.00000000
NS
USD
249747.75000000
0.081836250958
Long
EC
CORP
US
N
1
N
N
N
Casey's General Stores Inc
549300CAFWSI86V66Q65
Casey's General Stores Inc
147528103
38.00000000
NS
USD
10440.12000000
0.003420972883
Long
EC
CORP
US
N
1
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90278MBA4
60000.00000000
PA
USD
52687.27000000
0.017264334313
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Fixed
2.92100000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
377.00000000
NS
USD
51577.37000000
0.016900647133
Long
EC
CORP
US
N
1
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QBB3
31000.00000000
PA
USD
31223.67000000
0.010231235692
Long
DBT
CORP
N/A
N
2
2026-03-01
Fixed
5.35000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KK6
25000.00000000
PA
USD
24379.69000000
0.007988630244
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
Zaxby's Funding LLC
N/A
ZAXBY'S FUNDING LLC
98920MAA0
195500.00000000
PA
USD
170158.59000000
0.055756822930
Long
ABS-O
CORP
US
N
2
2051-07-30
Fixed
3.23800000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAC8
109000.00000000
PA
USD
85091.26000000
0.027882332104
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.70000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DC6
5000.00000000
PA
USD
4646.37000000
0.001522502210
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
DCC PLC
213800UPS1QEE4TD3T45
DCC PLC
000000000
1244.00000000
NS
91534.68000000
0.029993683802
Long
EC
CORP
IE
N
2
N
N
N
BLUE OWL CREDIT INCOME
5493003I42XBWPE05N35
Blue Owl Credit Income Corp
69120VAP6
33000.00000000
PA
USD
34053.35000000
0.011158452865
Long
DBT
CORP
US
N
2
2027-09-16
Fixed
7.75000000
N
N
N
N
N
N
Coca-Cola Consolidated Inc
57VG5X0E00X0QJU7CQ58
Coca-Cola Consolidated Inc
191098102
378.00000000
NS
USD
350935.20000000
0.114992912238
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136A0A72
37987.16000000
PA
USD
39354.76000000
0.012895595719
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Fixed
5.25000000
N
N
N
N
N
N
Next PLC
213800WQD8ECPZP9PH98
Next PLC
000000000
196.00000000
NS
20261.44000000
0.006639180087
Long
EC
CORP
GB
N
2
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
Dover Corp
260003108
293.00000000
NS
USD
45066.33000000
0.014767138008
Long
EC
CORP
US
N
1
N
N
N
Globus Medical Inc
5299003M2P4CIK0RF205
Globus Medical Inc
379577208
1299.00000000
NS
USD
69223.71000000
0.022682922684
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBP9
27000.00000000
PA
USD
22971.99000000
0.007527361262
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451BA5
27000.00000000
PA
USD
27625.42000000
0.009052176862
Long
DBT
CORP
AU
N
2
2033-02-28
Fixed
4.90000000
N
N
N
N
N
Avis Budget Group Inc
529900E95812SYWMCE44
Avis Budget Group Inc
053774105
1005.00000000
NS
USD
178146.30000000
0.058374200825
Long
EC
CORP
US
N
1
N
N
N
Prosperity Bancshares Inc
N/A
Prosperity Bancshares Inc
743606105
689.00000000
NS
USD
46665.97000000
0.015291301051
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
98805.56000000
0.032376173976
Long
ABS-O
CORP
US
N
2
2026-05-20
Fixed
4.33000000
N
N
N
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp
860630102
853.00000000
NS
USD
58984.95000000
0.019327930565
Long
EC
CORP
US
N
1
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432PA7
28000.00000000
PA
USD
29671.21000000
0.009722532386
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.80000000
N
N
N
N
N
N
BE Semiconductor Industries NV
7245007A1YFLI2GNYX06
BE Semiconductor Industries NV
000000000
480.00000000
NS
72468.33000000
0.023746105582
Long
EC
CORP
NL
N
2
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
Centrica PLC
000000000
32657.00000000
NS
58544.25000000
0.019183523916
Long
EC
CORP
GB
N
2
N
N
N
USS Co Ltd
5299000RRQD6UZXG4W72
USS Co Ltd
000000000
600.00000000
NS
12045.72000000
0.003947088872
Long
EC
CORP
JP
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEW8
20000.00000000
PA
USD
20222.66000000
0.006626472826
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.05000000
N
N
N
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
655.00000000
NS
11392.51000000
0.003733047874
Long
EC
CORP
LU
N
2
N
N
N
Navient Student Loan Trust
549300ZUZB9UCBWEBN39
Navient Private Education Refi Loan Trust 2019-A
63941BAB1
18155.64000000
PA
USD
17610.47000000
0.005770521826
Long
ABS-O
CORP
US
N
2
2043-01-15
Fixed
3.42000000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBC3
10000.00000000
PA
USD
8721.10000000
0.002857691924
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
2.80000000
N
N
N
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
2713.00000000
NS
USD
447346.57000000
0.146584568501
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2019-BNK16
065405AJ1
947819.34850000
PA
USD
36356.98000000
0.011913296273
Long
ABS-MBS
CORP
US
N
2
2052-02-15
Variable
0.94040800
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABC5
23000.00000000
PA
USD
23261.83000000
0.007622334766
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
Toyota Tsusho Corp
549300CEE2ENIUJNXB84
Toyota Tsusho Corp
000000000
1600.00000000
NS
93891.50000000
0.030765956277
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB82
967453.15000000
PA
USD
791244.10000000
0.259271407799
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Daimler Truck Holding AG
529900PW78JIYOUBSR24
Daimler Truck Holding AG
000000000
2550.00000000
NS
95788.16000000
0.031387445535
Long
EC
CORP
DE
N
2
N
N
N
PFP III
N/A
PFP 2023-10 Ltd
69380CAA6
650000.00000000
PA
USD
651492.82000000
0.213478319285
Long
ABS-CBDO
CORP
BM
N
2
2038-09-16
Floating
7.72322000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCY3
7000.00000000
PA
USD
6867.85000000
0.002250427065
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.55000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381RKW8
1184025.84000000
PA
USD
999775.67000000
0.327602121070
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
3.50000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
1252.00000000
NS
USD
475547.16000000
0.155825214555
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DK0
50000.00000000
PA
USD
48754.89000000
0.015975789225
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.20000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAL4
192500.00000000
PA
USD
176084.62000000
0.057698638535
Long
ABS-O
CORP
US
N
2
2049-10-25
Fixed
3.66800000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BU5
43000.00000000
PA
USD
45307.34000000
0.014846111112
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.40000000
N
N
N
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
6300.00000000
NS
156876.26000000
0.051404527099
Long
EC
CORP
JP
N
2
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
6545.00000000
NS
USD
467902.05000000
0.153320098330
Long
EC
CORP
US
N
1
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
Informa PLC
000000000
1135.00000000
NS
11289.15000000
0.003699179321
Long
EC
CORP
GB
N
2
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2014-C19
46641WAX5
148382.22050000
PA
USD
43.77000000
0.000014342362
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
0.55861700
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAS2
149261.33050000
PA
USD
708.69000000
0.000232220441
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
1.14370500
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc
30036FAC5
15000.00000000
PA
USD
16056.84000000
0.005261435139
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.90000000
N
N
N
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
60.00000000
NS
USD
13367.40000000
0.004380171196
Long
EC
CORP
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8R6
76000.00000000
PA
USD
83295.86000000
0.027294023280
Long
DBT
CORP
US
N
2
2063-05-15
Fixed
5.75000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
17000.00000000
PA
USD
17233.46000000
0.005646984837
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579102
334.00000000
NS
USD
43556.94000000
0.014272547691
Long
EC
CORP
US
N
1
N
N
N
DTP Commercial Mortgage Trust 2023-STE2
N/A
DTP Commercial Mortgage Trust 2023-STE2
23346GAA7
350000.00000000
PA
USD
345672.74000000
0.113268532350
Long
ABS-MBS
CORP
US
N
2
2041-01-15
Variable
6.03804000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBC1
9000.00000000
PA
USD
7623.34000000
0.002497982726
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Reinsurance Group of America I
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351604
897.00000000
NS
USD
145116.66000000
0.047551192777
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
2303.00000000
NS
USD
299390.00000000
0.098102806429
Long
EC
CORP
US
N
1
N
N
N
WillScot Mobile Mini Holdings
549300HJ4VIXF476Q166
WillScot Mobile Mini Holdings Corp
971378104
1348.00000000
NS
USD
59986.00000000
0.019655950253
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Innovations Inc
54930032LHW54PQUJD44
Fortune Brands Innovations Inc
34964C106
2672.00000000
NS
USD
203446.08000000
0.066664322138
Long
EC
CORP
US
N
1
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAW8
35000.00000000
PA
USD
36683.18000000
0.012020184063
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.95000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CR7
21000.00000000
PA
USD
21519.30000000
0.007051350153
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.05000000
N
N
N
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
1347.00000000
NS
124729.17000000
0.040870709177
Long
EC
CORP
AU
N
2
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAR9
40000.00000000
PA
USD
37051.22000000
0.012140781801
Long
DBT
CORP
US
N
2
2039-04-22
Fixed
4.45700000
N
N
N
N
N
N
Azbil Corp
N/A
Azbil Corp
000000000
300.00000000
NS
9894.63000000
0.003242229104
Long
EC
CORP
JP
N
2
N
N
N
Watts Water Technologies Inc
549300REJOO94ERQN318
Watts Water Technologies Inc
942749102
783.00000000
NS
USD
163130.22000000
0.053453797373
Long
EC
CORP
US
N
1
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
37.00000000
NS
USD
8924.40000000
0.002924308379
Long
EC
CORP
GB
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CJ7
44000.00000000
PA
USD
47614.63000000
0.015602153813
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BKQN3
115632.64000000
PA
USD
111538.60000000
0.036548480861
Long
ABS-MBS
USGSE
US
N
2
2043-09-15
Fixed
3.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AZ2
6000.00000000
PA
USD
4390.26000000
0.001438581204
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAA6
25000.00000000
PA
USD
21463.78000000
0.007033157602
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.20000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
472.00000000
NS
USD
60241.36000000
0.019739625502
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2014-GC22
36253BAW3
939338.32000000
PA
USD
1391.02000000
0.000455803352
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
0.92906600
N
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AJ4
26000.00000000
PA
USD
23366.51000000
0.007656635851
Long
DBT
CORP
LU
N
2
2030-06-26
Fixed
2.65000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RFW7
37000.00000000
PA
USD
35773.11000000
0.011721976304
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.90000000
N
N
N
N
N
N
Light & Wonder Inc
529900JXALYBOHXKFM62
Light & Wonder Inc
80874P109
117.00000000
NS
USD
9606.87000000
0.003147937165
Long
EC
CORP
US
N
1
N
N
N
Regal Rexnord Corp
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750103
634.00000000
NS
USD
93844.68000000
0.030750614504
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
86000.00000000
PA
USD
87008.72000000
0.028510637014
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.94800000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations Inc
34964CAH9
23000.00000000
PA
USD
24044.22000000
0.007878704901
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.87500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ADD4
41000.00000000
PA
USD
45008.10000000
0.014748057457
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
6.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CW0
36000.00000000
PA
USD
37003.69000000
0.012125207379
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.90000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAN3
88000.00000000
PA
USD
87322.35000000
0.028613405922
Long
DBT
CORP
US
N
2
2062-06-01
Fixed
5.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
42000.00000000
PA
USD
34838.31000000
0.011415665126
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05581KAG6
254000.00000000
PA
USD
265560.65000000
0.087017752905
Long
DBT
CORP
FR
N
2
2034-12-05
Fixed
5.89400000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEV3
15000.00000000
PA
USD
15721.25000000
0.005151470475
Long
DBT
CORP
US
N
2
2028-10-18
Fixed
6.29600000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674X106
2473.00000000
NS
USD
56087.64000000
0.018378552690
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
69000.00000000
PA
USD
66672.68000000
0.021847012325
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-2-GS
61946LAB8
23658.29000000
PA
USD
21318.44000000
0.006985533226
Long
ABS-O
CORP
US
N
2
2044-02-22
Fixed
4.74000000
N
N
N
N
N
N
Under Armour Inc
549300D4549QKWETZ406
Under Armour Inc
904311107
7021.00000000
NS
USD
61714.59000000
0.020222367068
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
1074.00000000
NS
USD
333455.52000000
0.109265247107
Long
EC
CORP
US
N
1
N
N
N
Onto Innovation Inc
254900RXZVN73CHOO062
Onto Innovation Inc
683344105
68.00000000
NS
USD
10397.20000000
0.003406909045
Long
EC
CORP
US
N
1
N
N
N
PENNSYLVANIA ELECTRIC CO
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co
708696CA5
27000.00000000
PA
USD
26981.07000000
0.008841039071
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
5.15000000
N
N
N
N
N
N
MKS Instruments Inc
549300KEQATBHAGVF505
MKS Instruments Inc
55306N104
946.00000000
NS
USD
97315.02000000
0.031887760345
Long
EC
CORP
US
N
1
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
9000.00000000
PA
USD
8056.40000000
0.002639885933
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
912797FW2
195000.00000000
PA
USD
194943.39000000
0.063878197848
Long
DBT
UST
US
N
2
2024-01-04
None
0.00000000
N
N
N
N
N
N
Industrivarden AB
549300TM1DLIQI3B3T37
Industrivarden AB
000000000
3849.00000000
NS
125838.46000000
0.041234196475
Long
EC
CORP
SE
N
2
N
N
N
PENUMBRA INC
549300RGE06P3ECANU72
PENUMBRA INC
70975L107
124.00000000
NS
USD
31190.96000000
0.010220517422
Long
EC
CORP
US
N
1
N
N
N
Japan Tobacco Inc
353800Z0ENYBQO0XRJ31
Japan Tobacco Inc
000000000
5900.00000000
NS
152368.79000000
0.049927539033
Long
EC
CORP
JP
N
2
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
Element Solutions Inc
28618M106
8752.00000000
NS
USD
202521.28000000
0.066361287717
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
536.00000000
NS
USD
65928.00000000
0.021602998838
Long
EC
CORP
US
N
1
N
N
N
Exponent Inc
529900NY3F5Q2NWPUZ42
Exponent Inc
30214U102
196.00000000
NS
USD
17255.84000000
0.005654318218
Long
EC
CORP
US
N
1
N
N
N
Builders FirstSource Inc
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008R107
207.00000000
NS
USD
34556.58000000
0.011323349071
Long
EC
CORP
US
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
7530.00000000
NS
USD
359858.70000000
0.117916925709
Long
EC
CORP
US
N
1
N
N
N
ANZ Group Holdings Ltd
9845005D9C6BAA10BK72
ANZ Group Holdings Ltd
000000000
590.00000000
NS
10424.13000000
0.003415733349
Long
EC
CORP
AU
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2016-GS4
36251XAT4
1319449.92000000
PA
USD
16333.80000000
0.005352188181
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
0.56287700
N
N
N
N
N
N
UMB Financial Corp
549300MGEH3N3CUCV828
UMB Financial Corp
902788108
1873.00000000
NS
USD
156489.15000000
0.051277680586
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WET82
8850.66000000
PA
USD
8399.91000000
0.002752445788
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
1395.00000000
NS
USD
679197.60000000
0.222556500485
Long
EC
CORP
US
N
1
N
N
N
Allegro MicroSystems Inc
N/A
Allegro MicroSystems Inc
01749D105
1817.00000000
NS
USD
55000.59000000
0.018022352898
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31393GYQ1
32697.23000000
PA
USD
33136.65000000
0.010858072616
Long
ABS-MBS
USGSE
US
N
2
2032-12-15
Fixed
5.50000000
N
N
N
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
954.00000000
NS
USD
197210.88000000
0.064621199059
Long
EC
CORP
US
N
1
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AG7
44000.00000000
PA
USD
44952.27000000
0.014729763326
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCB4
45000.00000000
PA
USD
38341.01000000
0.012563414550
Long
DBT
CORP
US
N
2
2082-03-15
Fixed
3.80000000
N
N
N
N
N
N
Astellas Pharma Inc
529900IB708DY2HBBB35
Astellas Pharma Inc
000000000
8400.00000000
NS
99903.48000000
0.032735935602
Long
EC
CORP
JP
N
2
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAG9
33000.00000000
PA
USD
32102.75000000
0.010519288784
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
4.00000000
N
N
N
N
N
N
Haleon PLC
549300PSB3WWEODCUP19
Haleon PLC
000000000
11250.00000000
NS
46060.52000000
0.015092909842
Long
EC
CORP
GB
N
2
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
418.00000000
NS
USD
178281.18000000
0.058418397714
Long
EC
CORP
US
N
1
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
475.00000000
NS
21618.59000000
0.007083885066
Long
EC
CORP
DE
N
2
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687VAB2
17000.00000000
PA
USD
17994.13000000
0.005896237857
Long
DBT
CORP
US
N
2
2033-08-14
Fixed
5.70000000
N
N
N
N
N
Pinnacle Financial Partners In
54930098EZ8JMSAZGS24
Pinnacle Financial Partners Inc
72346Q104
1083.00000000
NS
USD
94459.26000000
0.030951997392
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
200000.00000000
PA
USD
163218.75000000
0.053482806496
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EHDC3
26544.06000000
PA
USD
26495.66000000
0.008681982044
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.50000000
N
N
N
N
N
N
Skechers USA Inc
529900D2R54KZPA4XR56
Skechers USA Inc
830566105
4080.00000000
NS
USD
254347.20000000
0.083343378628
Long
EC
CORP
US
N
1
N
N
N
KENTUCKY UTILITIES CO
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BN6
17000.00000000
PA
USD
17670.82000000
0.005790297050
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
5.45000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
46000.00000000
PA
USD
46290.14000000
0.015168150719
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.16400000
N
N
N
N
N
N
Aurizon Holdings Ltd
5299005PC1O6NOWL3H48
Aurizon Holdings Ltd
000000000
20084.00000000
NS
51996.16000000
0.017037874409
Long
EC
CORP
AU
N
2
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
9806.00000000
NS
USD
241227.60000000
0.079044405452
Long
EC
CORP
US
N
1
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C9
90291JAX5
1838058.89000000
PA
USD
57975.50000000
0.018997158402
Long
ABS-MBS
CORP
US
N
2
2051-03-15
Variable
0.91256200
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31307M4H6
4730.75000000
PA
USD
4448.20000000
0.001457566730
Long
ABS-MBS
USGSE
US
N
2
2030-05-01
Fixed
2.50000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550101
1426.00000000
NS
USD
20420.32000000
0.006691241191
Long
EC
CORP
US
N
1
N
N
N
Hilton Grand Vacations Inc
549300O9K6MFD8D07574
Hilton Grand Vacations Inc
43283X105
1516.00000000
NS
USD
60912.88000000
0.019959666240
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAQ4
15000.00000000
PA
USD
16178.63000000
0.005301342754
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.87500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
56344.23000000
PA
USD
49684.61000000
0.016280435810
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
103000.00000000
PA
USD
94942.71000000
0.031110412174
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
100.00000000
NS
9463.29000000
0.003100889498
Long
EC
CORP
JP
N
2
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
5507.00000000
NS
161130.15000000
0.052798423178
Long
EC
CORP
GB
N
2
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
56000.00000000
PA
USD
54936.99000000
0.018001512728
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
2271.00000000
NS
USD
263594.97000000
0.086373647475
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJC35
160770.71000000
PA
USD
163432.89000000
0.053552974955
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
5.00000000
N
N
N
N
N
N
CyberArk Software Ltd
529900YEXNDM894PWS93
CyberArk Software Ltd
000000000
92.00000000
NS
USD
20152.60000000
0.006603515871
Long
EC
CORP
IL
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TW8
2760300.00000000
PA
USD
2961715.64000000
0.970482033905
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
Lincoln Electric Holdings Inc
BIMGBY40SIN95O01BN93
Lincoln Electric Holdings Inc
533900106
159.00000000
NS
USD
34576.14000000
0.011329758407
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
1331.00000000
NS
USD
206265.07000000
0.067588036458
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
3700.00000000
NS
USD
74444.00000000
0.024393484491
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-2709.21000000
-0.00088774208
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-20
0.00000000
USD
0.00000000
USD
1273000.00000000
USD
-2709.21000000
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAF8
40000.00000000
PA
USD
36042.27000000
0.011810173476
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F052615
1114000.00000000
PA
USD
1118873.75000000
0.366627659292
Long
ABS-MBS
USGSE
US
N
2
2054-01-15
Fixed
5.50000000
N
N
N
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol II Issuer LLC
86745PAA1
183218.09000000
PA
USD
149214.85000000
0.048894069761
Long
ABS-O
CORP
US
N
2
2055-11-01
Fixed
2.73000000
N
N
N
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
657.00000000
NS
USD
124087.59000000
0.040660479047
Long
EC
CORP
US
N
1
N
N
N
Southwest Gas Holdings Inc
254900LKF9EV0CUKNE09
Southwest Gas Holdings Inc
844895102
170.00000000
NS
USD
10769.50000000
0.003528902681
Long
EC
CORP
US
N
1
N
N
N
Inspire Medical Systems Inc
549300XQQCQ7HCJKTW25
Inspire Medical Systems Inc
457730109
394.00000000
NS
USD
80151.42000000
0.026263666927
Long
EC
CORP
US
N
1
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBK6
40000.00000000
PA
USD
41678.17000000
0.013656920551
Long
DBT
CORP
US
N
2
2054-04-15
Fixed
5.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
96000.00000000
PA
USD
90492.86000000
0.029652304779
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CU0
56000.00000000
PA
USD
62561.89000000
0.020500006628
Long
DBT
CORP
US
N
2
2064-03-15
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHLM2
91287.88000000
PA
USD
83289.49000000
0.027291935986
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
4000.00000000
PA
USD
3450.10000000
0.001130513686
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111GG2
23000.00000000
PA
USD
25347.18000000
0.008305653138
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
5.90000000
N
N
N
N
N
N
Secom Co Ltd
529900TYCL9N3E9PGE47
Secom Co Ltd
000000000
700.00000000
NS
50358.18000000
0.016501148283
Long
EC
CORP
JP
N
2
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp
422806AA7
52000.00000000
PA
USD
53128.39000000
0.017408878586
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.25000000
N
N
N
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
1574.00000000
NS
USD
126156.10000000
0.041338279362
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P4
29429EAF8
840532.90000000
PA
USD
29493.29000000
0.009664232338
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Variable
1.89195200
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2006-AR2
17307G6K9
48151.56000000
PA
USD
37403.32000000
0.012256156390
Long
ABS-MBS
CORP
US
N
2
2036-03-25
Variable
4.65069300
N
N
N
N
N
N
Dexus
N/A
Dexus
000000000
5322.00000000
NS
27813.53000000
0.009113815924
Long
EC
CORP
AU
N
2
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
1300.00000000
NS
57380.01000000
0.018802030842
Long
EC
CORP
JP
N
2
N
N
N
arbor multifamily mortgage sec
N/A
Arbor Multifamily Mortgage Securities Trust 2021-MF2
03881VAW9
500000.00000000
PA
USD
259096.30000000
0.084899542955
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.00000000
N
N
N
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043109
115.00000000
NS
USD
11126.25000000
0.003645800962
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252108
731.00000000
NS
USD
110688.02000000
0.036269766525
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCQ5
5000.00000000
PA
USD
4813.91000000
0.001577400985
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
4.40000000
N
N
N
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
842.00000000
NS
USD
229335.54000000
0.075147667216
Long
EC
CORP
US
N
1
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc
30036FAB7
43000.00000000
PA
USD
45020.97000000
0.014752274642
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.70000000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAJ2
18000.00000000
PA
USD
17050.91000000
0.005587167651
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.40000000
N
N
N
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
8979.00000000
NS
USD
439971.00000000
0.144167773966
Long
EC
CORP
US
N
1
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBE0
20000.00000000
PA
USD
20713.78000000
0.006787400881
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.80000000
N
N
N
N
N
N
iShares MSCI EAFE ETF
549300O0XO3KDQV68404
iShares MSCI EAFE ETF
464287465
1506.00000000
NS
USD
113477.10000000
0.037183680067
Long
EC
RF
US
N
1
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2017-P8
17326DAJ1
940111.40000000
PA
USD
22895.43000000
0.007502274416
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
0.86695600
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAN8
25000.00000000
PA
USD
22818.21000000
0.007476971303
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKJ3
53000.00000000
PA
USD
53444.92000000
0.017512597753
Long
DBT
CORP
US
N
2
2027-09-20
Fixed
4.55000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AQ5
38000.00000000
PA
USD
38197.55000000
0.012516406205
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBM6
29000.00000000
PA
USD
29841.44000000
0.009778312608
Long
DBT
CORP
US
N
2
2053-05-17
Fixed
5.00000000
N
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346105
246.00000000
NS
USD
42813.84000000
0.014029051932
Long
EC
CORP
US
N
1
N
N
N
H&R Block Inc
549300CE3KUCWLZBG404
H&R Block Inc
093671105
1349.00000000
NS
USD
65251.13000000
0.021381205035
Long
EC
CORP
US
N
1
N
N
N
Zions Bancorp NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701107
236.00000000
NS
USD
10353.32000000
0.003392530638
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
815.00000000
NS
USD
47392.25000000
0.015529285306
Long
EC
CORP
US
N
1
N
N
N
Exelixis Inc
254900PJQB59O2O95R37
Exelixis Inc
30161Q104
14019.00000000
NS
USD
336315.81000000
0.110202494431
Long
EC
CORP
US
N
1
N
N
N
Octagon Investment Partners 32
N/A
Octagon Investment Partners 32 Ltd
67578BAC0
250000.00000000
PA
USD
248175.25000000
0.081320981032
Long
ABS-CBDO
CORP
KY
N
2
2029-07-15
Floating
6.85548000
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
22265.20000000
0.007295763404
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.20000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAP6
1003665.00130000
PA
USD
61349.98000000
0.020102893257
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Variable
1.29027800
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAV3
20000.00000000
PA
USD
19261.94000000
0.006311668296
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.80000000
N
N
N
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
16745.00000000
NS
USD
533830.60000000
0.174923277391
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
358.00000000
NS
USD
124064.90000000
0.040653044087
Long
EC
CORP
US
N
1
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
Publicis Groupe SA
000000000
935.00000000
NS
86872.41000000
0.028465971549
Long
EC
CORP
FR
N
2
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BN9
21000.00000000
PA
USD
18705.23000000
0.006129247997
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31396QLY3
116388.29000000
PA
USD
119046.40000000
0.039008603945
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Variable
5.53957600
N
N
N
N
N
N
Pool Corp
5493005VZK1KMN6CO617
Pool Corp
73278L105
104.00000000
NS
USD
41465.84000000
0.013587345185
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola HBC AG
549300EFP3TNG7JGVE49
Coca-Cola HBC AG
000000000
1131.00000000
NS
33209.46000000
0.010881930679
Long
EC
CORP
CH
N
2
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
436.00000000
NS
67109.68000000
0.021990206575
Long
EC
CORP
DE
N
2
N
N
N
Hertz Global Holdings Inc
549300NBK3K85MH1EX16
Hertz Global Holdings Inc
42806J700
3255.00000000
NS
USD
33819.45000000
0.011081809535
Long
EC
CORP
US
N
1
N
N
Annaly Capital Management Inc
2DTL0G3FPRYUT58TI025
Annaly Capital Management Inc
035710839
2773.00000000
NS
USD
53713.01000000
0.017600444312
Long
EC
CORP
US
N
1
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107107
33.00000000
NS
USD
14768.16000000
0.004839166110
Long
EC
CORP
US
N
1
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
Smiths Group PLC
000000000
4565.00000000
NS
102463.26000000
0.033574713123
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GK2F2
69965.40000000
PA
USD
67726.23000000
0.022192234984
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AQ1
250000.00000000
PA
USD
237890.46000000
0.077950906005
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
7928.00000000
NS
USD
360010.48000000
0.117966660316
Long
EC
CORP
US
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
872.00000000
NS
USD
45518.40000000
0.014915270330
Long
EC
CORP
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-28.00000000
NC
USD
-158831.27000000
-0.05204513622
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
2024-03-19
-3145606.23000000
USD
-158831.27000000
N
N
N
Voya Small Company Fund
54930063SJ5DSISZGB11
Voya Small Company Fund
92918A824
404847.70100000
NS
USD
6080812.47000000
1.992534048165
Long
EC
RF
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
JPY CALL VERSUS USD PUT
000000000
210000.00000000
NC
USD
686.37000000
0.000224906721
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
0.01000000
USD
107.50000000
USD
2025-02-27
XXXX
-9729.63000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBV2
130000.00000000
PA
USD
125890.39000000
0.041251212670
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
Genuine Parts Co
549300D46DQVEU651W04
Genuine Parts Co
372460105
1059.00000000
NS
USD
146671.50000000
0.048060675951
Long
EC
CORP
US
N
1
N
N
N
Rexford Industrial Realty Inc
549300MSLO0DF0EMX355
Rexford Industrial Realty Inc
76169C100
169.00000000
NS
USD
9480.90000000
0.003106659866
Long
EC
CORP
US
N
1
N
N
N
EnerSys
7ZS3DE5PN30BYUJFWP05
EnerSys
29275Y102
722.00000000
NS
USD
72893.12000000
0.023885298912
Long
EC
CORP
US
N
1
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAJ0
10000.00000000
PA
USD
8944.07000000
0.002930753758
Long
DBT
CORP
US
N
2
2046-02-15
Fixed
5.05000000
N
N
N
N
N
N
Hang Lung Properties Ltd
529900CIVTNMXQT59E61
Hang Lung Properties Ltd
000000000
45000.00000000
NS
62563.98000000
0.020500691470
Long
EC
CORP
HK
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282Y5
2000000.00000000
PA
USD
1959055.30000000
0.641934676779
Long
DBT
UST
US
N
2
2024-09-30
Fixed
2.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFG8
1081466.96000000
PA
USD
947097.07000000
0.310340627704
Long
ABS-MBS
USGA
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
Bluemountain CLO Ltd
5493002GUQ80FGGGNP40
BlueMountain CLO XXX Ltd
09630QAQ4
455000.00000000
PA
USD
443996.74000000
0.145486910850
Long
ABS-CBDO
CORP
KY
N
2
2035-04-15
Floating
7.54387000
N
N
N
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
412.00000000
NS
USD
9418.32000000
0.003086153925
Long
EC
CORP
US
N
1
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBB3
6000.00000000
PA
USD
6427.41000000
0.002106105611
Long
DBT
CORP
CA
N
2
2053-03-27
Fixed
5.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132GJJU4
153421.80000000
PA
USD
153501.94000000
0.050298844672
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
4.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
23000.00000000
PA
USD
20780.26000000
0.006809184756
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Ollie's Bargain Outlet Holding
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings Inc
681116109
1654.00000000
NS
USD
125522.06000000
0.041130519906
Long
EC
CORP
US
N
1
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAT6
73000.00000000
PA
USD
59058.04000000
0.019351880377
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.25000000
N
N
N
N
N
N
Everest Group Ltd
549300N24XF2VV0B3570
Everest Group Ltd
000000000
797.00000000
NS
USD
281803.26000000
0.092340060346
Long
EC
CORP
BM
N
1
N
N
N
Reece Ltd
N/A
Reece Ltd
000000000
2108.00000000
NS
32153.37000000
0.010535875724
Long
EC
CORP
AU
N
2
N
N
N
TEGNA Inc
549300YC5EDBGX85AO10
TEGNA Inc
87901J105
3706.00000000
NS
USD
56701.80000000
0.018579797954
Long
EC
CORP
US
N
1
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CG1
13000.00000000
PA
USD
14288.41000000
0.004681963727
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.00000000
N
N
N
N
N
N
Cencora Inc
AI8GXW8LG5WK7E9UD086
Cencora Inc
03073E105
300.00000000
NS
USD
61614.00000000
0.020189406177
Long
EC
CORP
US
N
1
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
Burberry Group PLC
000000000
2596.00000000
NS
46823.84000000
0.015343031202
Long
EC
CORP
GB
N
2
N
N
N
Scout24 SE
5493007EIKM2ENQS7U66
Scout24 SE
000000000
1087.00000000
NS
76863.00000000
0.025186131836
Long
EC
CORP
DE
N
2
N
N
N
Moncler SpA
815600EBD7FB00525B20
Moncler SpA
000000000
237.00000000
NS
14591.90000000
0.004781410004
Long
EC
CORP
IT
N
2
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAJ5
14000.00000000
PA
USD
14213.15000000
0.004657302859
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
5.15000000
N
N
N
N
N
N
Commercial Metals Co
549300OQS2LO07ZJ7N73
Commercial Metals Co
201723103
1681.00000000
NS
USD
84117.24000000
0.027563169488
Long
EC
CORP
US
N
1
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
58507LBC2
47000.00000000
PA
USD
47036.69000000
0.015412776960
Long
DBT
CORP
LU
N
2
2033-03-30
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
SWOP IRS USD
000000000
912300.00000000
NC
USD
1415.84000000
0.000463936261
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Call
Purchased
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
2034-05-20
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
2.21250000
USD
2024-05-16
XXXX
-8528.23000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
10101.00000000
NS
USD
385757.19000000
0.126403229698
Long
EC
CORP
US
N
1
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451BD9
34000.00000000
PA
USD
35244.06000000
0.011548619512
Long
DBT
CORP
AU
N
2
2030-09-08
Fixed
5.25000000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAB4
78000.00000000
PA
USD
49156.61000000
0.016107423078
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
2586.00000000
NS
261213.11000000
0.085593170003
Long
EC
CORP
CH
N
2
N
N
N
Nitto Denko Corp
3538009GX5P09USH2J25
Nitto Denko Corp
000000000
1700.00000000
NS
126862.84000000
0.041569860835
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XJR54
1235240.17000000
PA
USD
1055682.50000000
0.345921426730
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XCC2
19000.00000000
PA
USD
19316.31000000
0.006329484020
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202FV94
33278.12000000
PA
USD
32477.76000000
0.010642170421
Long
ABS-MBS
USGA
US
N
2
2041-08-20
Fixed
4.50000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BS3
36000.00000000
PA
USD
36001.40000000
0.011796781373
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.25000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAJ4
31000.00000000
PA
USD
26401.71000000
0.008651196918
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
2.65000000
N
N
N
N
N
N
Ampol Ltd
5493009TD1CGVRZ27U11
Ampol Ltd
000000000
1397.00000000
NS
34429.25000000
0.011281626134
Long
EC
CORP
AU
N
2
N
N
N
NORTHERN NATURAL GAS CO
5493007M02M6CT9EXE41
Northern Natural Gas Co
665501AM4
16000.00000000
PA
USD
11291.81000000
0.003700050939
Long
DBT
CORP
US
N
2
2051-10-16
Fixed
3.40000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAP8
24000.00000000
PA
USD
20103.99000000
0.006587587559
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.40000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
20000.00000000
PA
USD
15821.20000000
0.005184221654
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CM8
23000.00000000
PA
USD
20466.95000000
0.006706520705
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.70000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust
93364FAD3
48317.08000000
PA
USD
39394.79000000
0.012908712574
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
3.76894500
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAD5
55000.00000000
PA
USD
55367.85000000
0.018142695049
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
13000.00000000
PA
USD
11721.92000000
0.003840987503
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
SIXTH STREET SPECIALTY
549300TX61566GJWCN05
Sixth Street Specialty Lending Inc
83012AAB5
25000.00000000
PA
USD
25778.94000000
0.008447130367
Long
DBT
CORP
US
N
2
2028-08-14
Fixed
6.95000000
N
N
N
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
951.00000000
NS
USD
594403.53000000
0.194771550301
Long
EC
CORP
US
N
1
N
N
N
Homebanc Mortgage Trust
N/A
HomeBanc Mortgage Trust 2004-1
43739EAB3
15031.00000000
PA
USD
14441.32000000
0.004732068608
Long
ABS-MBS
CORP
US
N
2
2029-08-25
Floating
6.33043000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AG2
32000.00000000
PA
USD
32883.75000000
0.010775203450
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
5.50000000
N
N
N
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne Inc
880770102
673.00000000
NS
USD
73033.96000000
0.023931448748
Long
EC
CORP
US
N
1
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
6500.00000000
NS
122077.70000000
0.040001887078
Long
EC
CORP
JP
N
2
N
N
N
FTI Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941109
56.00000000
NS
USD
11152.40000000
0.003654369679
Long
EC
CORP
US
N
1
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GL2
30000.00000000
PA
USD
30946.68000000
0.010140472820
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.45000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBG0
14000.00000000
PA
USD
12559.73000000
0.004115517422
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.55000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650EA4
24000.00000000
PA
USD
25496.17000000
0.008354473530
Long
DBT
CORP
US
N
2
2063-06-01
Fixed
6.00000000
N
N
N
N
N
N
Vanguard Long-Term Treasury ETF
N/A
Vanguard Long-Term Treasury ETF
92206C847
93626.00000000
NS
USD
5760807.78000000
1.887676310232
Long
EC
RF
US
N
1
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
446.00000000
NS
21616.44000000
0.007083180563
Long
EC
CORP
GB
N
2
N
N
N
CRH PLC
549300MIDJNNTH068E74
CRH PLC
000000000
716.00000000
NS
USD
49518.56000000
0.016226025272
Long
EC
CORP
IE
N
1
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AP5
19000.00000000
PA
USD
11173.56000000
0.003661303296
Long
DBT
CORP
CA
N
2
2051-06-15
Fixed
4.10000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAC1
21000.00000000
PA
USD
18930.16000000
0.006202952076
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDY9
39000.00000000
PA
USD
42298.16000000
0.013860076164
Long
DBT
CORP
US
N
2
2034-10-23
Fixed
6.25400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QMZD9
296857.98000000
PA
USD
255140.27000000
0.083603248339
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466L302
3031.00000000
NS
USD
797577.34000000
0.261346656196
Long
EC
CORP
US
N
1
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W108
1337.00000000
NS
USD
124006.75000000
0.040633989749
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128M4XA6
1710.01000000
PA
USD
1764.22000000
0.000578091897
Long
ABS-MBS
USGSE
US
N
2
2037-07-01
Fixed
5.50000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
127.00000000
NS
USD
58798.46000000
0.019266822337
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PES7
23000.00000000
PA
USD
26070.45000000
0.008542651090
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-IRON
05608JAJ2
343000.00000000
PA
USD
321867.43000000
0.105468112433
Long
ABS-MBS
CORP
US
N
2
2038-02-15
Floating
7.82648000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
259.00000000
NS
USD
104980.47000000
0.034399541492
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DZ5
7000.00000000
PA
USD
7641.92000000
0.002504070939
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
8.50000000
N
N
N
N
N
N
Chord Energy Corp
529900FA4V2YNIKZ0M71
Chord Energy Corp
674215207
352.00000000
NS
USD
58512.96000000
0.019173270945
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
2968.00000000
NS
USD
412641.04000000
0.135212412145
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
4918.00000000
NS
USD
836551.80000000
0.274117636874
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
24618.00000000
NS
USD
4739703.54000000
1.553085336581
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CQ0
48000.00000000
PA
USD
48232.28000000
0.015804542665
Long
DBT
CORP
US
N
2
2028-02-13
Fixed
4.69300000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
Industria de Diseno Textil SA
000000000
3858.00000000
NS
168339.83000000
0.055160859604
Long
EC
CORP
ES
N
2
N
N
N
Commerce Bancshares Inc/MO
N/A
Commerce Bancshares Inc/MO
200525103
1869.00000000
NS
USD
99823.29000000
0.032709659294
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZW5
512927.46000000
PA
USD
436938.61000000
0.143174133666
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CC1
16000.00000000
PA
USD
13193.74000000
0.004323267047
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.37500000
N
N
N
N
N
N
Keppel Corp Ltd
254900SQ7IPDOY6IDW33
Keppel Corp Ltd
000000000
11800.00000000
NS
63139.50000000
0.020689275348
Long
EC
CORP
SG
N
2
N
N
N
AMER AIRLINE 17-2 AA PTT
N/A
American Airlines 2017-2 Class AA Pass Through Trust
02376AAA7
51269.92000000
PA
USD
46361.27000000
0.015191458287
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.35000000
N
N
N
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187102
792.00000000
NS
USD
85955.76000000
0.028165607684
Long
EC
CORP
US
N
1
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBD4
50000.00000000
PA
USD
44104.01000000
0.014451809198
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
3355.88000000
0.001099640088
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-20
0.00000000
USD
0.00000000
USD
752000.00000000
USD
3355.88000000
N
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AB0
28000.00000000
PA
USD
26043.63000000
0.008533862829
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.00000000
N
N
N
N
N
N
Axis Capital Holdings Ltd
635400VD2NQBYAHMEM55
Axis Capital Holdings Ltd
000000000
585.00000000
NS
USD
32391.45000000
0.010613888738
Long
EC
CORP
BM
N
1
N
N
N
Voya Short Term Bond Fund
5493006MN6OC470MML96
Voya Short Term Bond Fund
92913L551
2271639.46700000
NS
USD
21194396.23000000
6.944887106275
Long
EC
RF
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
351.00000000
NS
USD
22748.31000000
0.007454066777
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDT6
19000.00000000
PA
USD
16160.19000000
0.005295300415
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust
92926UAA9
93904.87000000
PA
USD
83181.39000000
0.027256514251
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
3.91844200
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759BH2
25000.00000000
PA
USD
25535.26000000
0.008367282370
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
5.00000000
N
N
N
N
N
N
Sensata Technologies Holding P
529900MS7KFYCY9MS037
Sensata Technologies Holding PLC
000000000
2549.00000000
NS
USD
95765.93000000
0.031380161305
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBW5
25000.00000000
PA
USD
24855.75000000
0.008144623504
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp
03750L109
2402.00000000
NS
USD
83421.46000000
0.027335179339
Long
EC
CORP
US
N
1
N
N
N
DUKE ENERGY CP 01/11/24
N/A
DUKE ENERGY CP 01/11/24
000000000
850000.00000000
PA
USD
848319.71000000
0.277973694180
Long
DBT
CORP
US
N
2
2024-01-11
None
0.00000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAT7
21000.00000000
PA
USD
21105.11000000
0.006915630184
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.65000000
N
N
N
N
N
WiseTech Global Ltd
254900VE3AF301Q85K83
WiseTech Global Ltd
000000000
502.00000000
NS
25729.76000000
0.008431015280
Long
EC
CORP
AU
N
2
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2020-R02
20754WAC9
100000.00000000
PA
USD
100582.76000000
0.032958519103
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Floating
8.45191000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
Stellantis NV
000000000
1400.00000000
NS
32802.85000000
0.010748694491
Long
EC
CORP
NL
N
2
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBD1
24000.00000000
PA
USD
26628.02000000
0.008725353190
Long
DBT
CORP
US
N
2
2033-11-30
Fixed
6.40000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BP0
17000.00000000
PA
USD
15212.71000000
0.004984834311
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
5.00000000
N
N
N
N
N
N
Delivery Hero SE
529900C3EX1FZGE48X78
Delivery Hero SE
000000000
778.00000000
NS
21412.81000000
0.007016455975
Long
EC
CORP
DE
N
2
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
2588.00000000
NS
USD
545032.80000000
0.178593965317
Long
EC
CORP
US
N
1
N
N
N
Inari Medical Inc
254900K1GAHHPGQGTS83
Inari Medical Inc
45332Y109
1720.00000000
NS
USD
111662.40000000
0.036589047104
Long
EC
CORP
US
N
1
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC
05565ECF0
30000.00000000
PA
USD
30968.97000000
0.010147776710
Long
DBT
CORP
US
N
2
2033-08-11
Fixed
5.15000000
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBQ5
29000.00000000
PA
USD
30440.12000000
0.009974485453
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.20000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAD4
11000.00000000
PA
USD
10074.61000000
0.003301204164
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
1.26700000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
68000.00000000
PA
USD
65134.16000000
0.021342876817
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
Holcim AG
529900EHPFPYHV6IQO98
Holcim AG
000000000
1885.00000000
NS
148050.59000000
0.048512570134
Long
EC
CORP
CH
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140QNEN8
881100.27000000
PA
USD
730722.01000000
0.239439793917
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBR5
16000.00000000
PA
USD
16637.09000000
0.005451568922
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
5050.00000000
NS
USD
857692.00000000
0.281044765197
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QSYA0
2571.13000000
PA
USD
2478.42000000
0.000812117831
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
262.00000000
NS
USD
18853.52000000
0.006177839016
Long
EC
CORP
US
N
1
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBB5
10000.00000000
PA
USD
8955.97000000
0.002934653098
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.95000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDM8
6000.00000000
PA
USD
5350.29000000
0.001753159638
Long
DBT
CORP
US
N
2
N/A
Fixed
4.35000000
N
N
N
N
N
N
First Hawaiian Inc
5493002DJSH46F5OLV06
First Hawaiian Inc
32051X108
1353.00000000
NS
USD
30929.58000000
0.010134869567
Long
EC
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
37000.00000000
PA
USD
33714.57000000
0.011047442915
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C108
10475.00000000
NS
USD
188864.25000000
0.061886211828
Long
EC
CORP
US
N
1
N
N
N
BELL CANADA
5493000G3EFX9S7TDE29
Bell Telephone Co of Canada or Bell Canada
0778FPAL3
71000.00000000
PA
USD
72895.57000000
0.023886101717
Long
DBT
CORP
CA
N
2
2033-05-11
Fixed
5.10000000
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DL6
10000.00000000
PA
USD
10840.85000000
0.003552282337
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
424.00000000
NS
USD
45893.76000000
0.015038266654
Long
EC
CORP
US
N
1
N
N
N
Rithm Capital Corp
549300WNTHGEO5LP2G31
Rithm Capital Corp
64828T201
29613.00000000
NS
USD
316266.84000000
0.103632935584
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
4000.00000000
PA
USD
3791.99000000
0.001242542706
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
SWOP IRS USD
000000000
-912300.00000000
NC
USD
-5917.00000000
-0.00193885669
N/A
DIR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
Put
Written
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
2034-05-20
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
4.05000000
USD
2024-05-16
XXXX
4027.07000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
36000.00000000
PA
USD
30384.11000000
0.009956132341
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
Black Hills Corp
092113109
1353.00000000
NS
USD
72994.35000000
0.023918469516
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EL6X6
43219.41000000
PA
USD
44522.09000000
0.014588803824
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.50000000
N
N
N
N
N
N
iShares Core S&P Mid-Cap ETF
549300ODQWH5PC0IUZ78
iShares Core S&P Mid-Cap ETF
464287507
254.00000000
NS
USD
70396.10000000
0.023067086314
Long
EC
RF
US
N
1
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re 2022-1 Ltd
078774AC0
500000.00000000
PA
USD
507361.95000000
0.166250145865
Long
ABS-MBS
CORP
BM
N
2
2032-01-26
Floating
9.03743000
N
N
N
N
N
N
GXO Logistics Inc
5493007CNWMXN78JRN66
GXO Logistics Inc
36262G101
1336.00000000
NS
USD
81709.76000000
0.026774296966
Long
EC
CORP
US
N
1
N
N
N
NORTHWESTERN MUTUAL GLBL
635400LZXFVELZDVP257
Northwestern Mutual Global Funding
66815L2D0
43000.00000000
PA
USD
37795.97000000
0.012384818226
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
1.70000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKX6
24000.00000000
PA
USD
25468.90000000
0.008345537815
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.30000000
N
N
N
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
30927.51000000
PA
USD
30941.02000000
0.010138618176
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AH8
11000.00000000
PA
USD
9165.36000000
0.003003265098
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.53200000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DV5
47000.00000000
PA
USD
47865.32000000
0.015684298816
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.90000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CE2
35000.00000000
PA
USD
35742.78000000
0.011712037902
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.95000000
N
N
N
N
N
N
Gam Resecuritization Trust
N/A
GAM Re-REMIC Trust 2021-FRR1
364614AQ0
300000.00000000
PA
USD
216914.03000000
0.071077441120
Long
ABS-MBS
CORP
US
N
2
2050-11-29
None
0.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAR0
53000.00000000
PA
USD
51869.82000000
0.016996475870
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
HealthEquity Inc
529900LRJU1RAFQHM467
HealthEquity Inc
42226A107
446.00000000
NS
USD
29569.80000000
0.009689302800
Long
EC
CORP
US
N
1
N
N
N
Aqua Finance Trust
N/A
Aqua Finance Trust 2020-A
038413AA8
19482.06020000
PA
USD
18128.30000000
0.005940202096
Long
ABS-O
CORP
US
N
2
2046-07-17
Fixed
1.90000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAD8
31000.00000000
PA
USD
27421.70000000
0.008985422783
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.37500000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NY7
31000.00000000
PA
USD
26139.65000000
0.008565326243
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.75000000
N
N
N
N
N
N
Sempra
PBBKGKLRK5S5C0Y4T545
Sempra
816851109
2661.00000000
NS
USD
198856.53000000
0.065160438457
Long
EC
CORP
US
N
1
N
N
N
Ferrari NV
549300RIVY5EX8RCON76
Ferrari NV
000000000
123.00000000
NS
41525.55000000
0.013606910696
Long
EC
CORP
IT
N
2
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779103
2280.00000000
NS
USD
131008.80000000
0.042928390884
Long
EC
CORP
US
N
1
N
N
N
REXFORD INDUSTRIAL REALT
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAB0
117000.00000000
PA
USD
93840.93000000
0.030749385720
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.15000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAL2
97499.92000000
PA
USD
81653.29000000
0.026755793123
Long
ABS-O
CORP
US
N
2
2051-06-15
Fixed
2.77500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
8096.88000000
0.002653150243
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-06-20
0.00000000
USD
0.00000000
USD
1832200.00000000
USD
8096.88000000
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust 2021-4
36263DAC1
100000.00000000
PA
USD
96609.12000000
0.031656454119
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.94000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
000000000
174.00000000
NS
141381.17000000
0.046327163744
Long
EC
CORP
FR
N
2
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
4864.00000000
NS
USD
305410.56000000
0.100075597211
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-B
63941GAB0
108588.32000000
PA
USD
100230.59000000
0.032843121577
Long
ABS-O
CORP
US
N
2
2069-01-15
Fixed
2.12000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
4459.00000000
NS
USD
179876.06000000
0.058941001020
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XH5A1
899979.34000000
PA
USD
770977.15000000
0.252630422219
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
33000.00000000
PA
USD
30893.75000000
0.010123128949
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
GameStop Corp
549300505KLOET039L77
GameStop Corp
36467W109
698.00000000
NS
USD
12235.94000000
0.004009419330
Long
EC
CORP
US
N
1
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBW8
62000.00000000
PA
USD
63276.15000000
0.020734052223
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
4.87500000
N
N
N
N
N
N
UNITED AIR 2018-1 AA PTT
N/A
United Airlines 2018-1 Class AA Pass Through Trust
909318AA5
8355.03000000
PA
USD
7627.45000000
0.002499329472
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB Home
48666K109
1198.00000000
NS
USD
74827.08000000
0.024519010471
Long
EC
CORP
US
N
1
N
N
N
NTT
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
23400.00000000
NS
28573.38000000
0.009362800251
Long
EC
CORP
JP
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
5384.00000000
NS
176240.13000000
0.057749595372
Long
EC
CORP
GB
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCY5
219300.00000000
PA
USD
194384.61000000
0.063695099261
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
Shimadzu Corp
N/A
Shimadzu Corp
000000000
2700.00000000
NS
75284.20000000
0.024668797554
Long
EC
CORP
JP
N
2
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAF5
4000.00000000
PA
USD
4172.58000000
0.001367252774
Long
DBT
CORP
CA
N
2
2036-12-01
Fixed
5.87500000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust
92922F2N7
32370.60000000
PA
USD
30451.00000000
0.009978050564
Long
ABS-MBS
CORP
US
N
2
2045-08-25
Floating
6.49043000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML Holding NV
000000000
464.00000000
NS
350267.02000000
0.114773965936
Long
EC
CORP
NL
N
2
N
N
N
Sabra Health Care REIT Inc
549300E3BC7GU7TAZ621
Sabra Health Care REIT Inc
78573L106
2521.00000000
NS
USD
35974.67000000
0.011788022603
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACX1
41000.00000000
PA
USD
44017.32000000
0.014423402997
Long
DBT
CORP
US
N
2
2062-09-15
Fixed
5.80000000
N
N
N
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338L103
2330.00000000
NS
USD
370679.70000000
0.121462703685
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
25000.00000000
PA
USD
24516.75000000
0.008033541466
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882926AA6
51000.00000000
PA
USD
52310.24000000
0.017140790771
Long
DBT
CORP
US
N
2
2063-05-18
Fixed
5.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136B1EY6
347199.15000000
PA
USD
325938.06000000
0.106801958676
Long
ABS-MBS
USGSE
US
N
2
2047-12-25
Fixed
4.00000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CF9
28000.00000000
PA
USD
25779.60000000
0.008447346633
Long
DBT
CORP
US
N
2
2037-03-03
Fixed
3.62500000
N
N
N
N
N
N
Swire Properties Ltd
5299001L12PHYVQ92465
Swire Properties Ltd
000000000
28000.00000000
NS
56679.23000000
0.018572402315
Long
EC
CORP
HK
N
2
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FBG0
41000.00000000
PA
USD
43568.90000000
0.014276466692
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.55000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BL3
9000.00000000
PA
USD
8950.64000000
0.002932906587
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.20000000
N
N
N
N
N
N
Regeneron Pharmaceuticals Inc
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886F107
440.00000000
NS
USD
386447.60000000
0.126629460229
Long
EC
CORP
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06418JAC5
50000.00000000
PA
USD
51875.17000000
0.016998228935
Long
DBT
CORP
CA
N
2
2034-02-01
Fixed
5.65000000
N
N
N
N
N
N
Triton Container Finance LLC
N/A
Triton Container Finance VIII LLC
89680HAE2
76625.11000000
PA
USD
66876.39000000
0.021913763128
Long
ABS-O
CORP
US
N
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
45000.00000000
PA
USD
37861.97000000
0.012406444817
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496107
652.00000000
NS
USD
113780.52000000
0.037283103407
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B3WP8
550697.84000000
PA
USD
471583.94000000
0.154526563950
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCG8
44000.00000000
PA
USD
36993.46000000
0.012121855257
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L3
61691UBF5
3247587.20450000
PA
USD
90933.42000000
0.029796665554
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Variable
0.61262200
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
31397NUJ2
130557.65000000
PA
USD
127366.47000000
0.041734888112
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BDB47
543657.53000000
PA
USD
490392.19000000
0.160689569091
Long
ABS-MBS
USGSE
US
N
2
2044-08-15
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
32000.00000000
PA
USD
29005.23000000
0.009504306971
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
2985.00000000
NS
117969.54000000
0.038655743168
Long
EC
CORP
NL
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31389FJW3
798.23000000
PA
USD
823.98000000
0.000269998164
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
7.00000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AX2
25000.00000000
PA
USD
18929.22000000
0.006202644061
Long
DBT
CORP
US
N
2
2036-08-15
Fixed
2.48700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137ALY45
4854.99000000
PA
USD
4818.01000000
0.001578744455
Long
ABS-MBS
USGSE
US
N
2
2042-01-15
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAP4
43000.00000000
PA
USD
39655.19000000
0.012994039308
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.30000000
N
N
N
N
N
N
ALLEGHANY CORP
549300DCJE6AYX159479
Alleghany Corp
017175AD2
21000.00000000
PA
USD
20367.51000000
0.006673936641
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
Advantest Corp
353800EMK32PDKS9XR54
Advantest Corp
000000000
400.00000000
NS
13478.22000000
0.004416484210
Long
EC
CORP
JP
N
2
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2007-23CB
02151EAC6
22582.26000000
PA
USD
9070.92000000
0.002972319412
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Floating
5.97043000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
4300.00000000
NS
123315.60000000
0.040407516739
Long
EC
CORP
JP
N
2
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
12267.00000000
NS
USD
440630.64000000
0.144383921917
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
5202.00000000
NS
USD
2576134.44000000
0.844136471840
Long
EC
CORP
US
N
1
N
N
N
American Financial Group Inc/O
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932104
708.00000000
NS
USD
84174.12000000
0.027581807678
Long
EC
CORP
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
11176.49000000
0.003662263385
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-20
0.00000000
USD
0.00000000
USD
1187000.00000000
USD
11176.49000000
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
4900.00000000
NS
27513.77000000
0.009015591878
Long
EC
CORP
HK
N
2
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAT3
43000.00000000
PA
USD
45377.17000000
0.014868992701
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
NBN CO LTD
2549007CRZ2NT7S96A24
NBN Co Ltd
62878U2D3
200000.00000000
PA
USD
182613.01000000
0.059837832832
Long
DBT
CORP
AU
N
2
2027-01-08
Fixed
1.62500000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313103
387.00000000
NS
USD
49303.80000000
0.016155653654
Long
EC
CORP
US
N
1
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AL8
56000.00000000
PA
USD
54894.60000000
0.017987622558
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
FRETE 2021-ML08 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30318LAK3
637535.23360000
PA
USD
82939.35000000
0.027177203642
Long
ABS-MBS
USGSE
US
N
2
2037-07-25
Variable
1.86062600
N
N
N
N
N
N
L'Oreal SA
529900JI1GG6F7RKVI53
L'Oreal SA
000000000
108.00000000
NS
53837.97000000
0.017641390659
Long
EC
CORP
FR
N
2
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
1626.00000000
NS
USD
179282.76000000
0.058746591070
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
22000.00000000
PA
USD
14606.80000000
0.004786292371
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
Akzo Nobel NV
000000000
232.00000000
NS
19211.14000000
0.006295022374
Long
EC
CORP
NL
N
2
N
N
N
Kirin Holdings Co Ltd
353800GBVL72LLMTYM96
Kirin Holdings Co Ltd
497350108
700.00000000
NS
10248.09000000
0.003358049332
Long
EC
CORP
JP
N
2
N
N
ONEOK PARTNERS LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAM5
24000.00000000
PA
USD
25168.62000000
0.008247143378
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.20000000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA PLC
76720AAP1
42000.00000000
PA
USD
43737.39000000
0.014331676759
Long
DBT
CORP
GB
N
2
2053-03-09
Fixed
5.12500000
N
N
N
N
N
N
Harley-Davidson Inc
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc
412822108
804.00000000
NS
USD
29619.36000000
0.009705542405
Long
EC
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJG6
47000.00000000
PA
USD
44580.10000000
0.014607812288
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
4.96700000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDF6
19000.00000000
PA
USD
15671.75000000
0.005135250531
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2019-BNK21
06540BBE8
3560118.60000000
PA
USD
133038.07000000
0.043593333207
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Variable
0.83765100
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CG2
400000.00000000
PA
USD
380939.72000000
0.124824662188
Long
DBT
CORP
GB
N
2
2026-06-04
Fixed
2.09900000
N
N
N
N
N
N
Simpson Manufacturing Co Inc
529900EJUNNL15LZ8056
Simpson Manufacturing Co Inc
829073105
344.00000000
NS
USD
68105.12000000
0.022316388003
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ER7
12000.00000000
PA
USD
10702.05000000
0.003506800960
Long
DBT
CORP
US
N
2
2062-08-08
Fixed
4.10000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BM5
25000.00000000
PA
USD
21753.37000000
0.007128049187
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
2.12500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCD5
70000.00000000
PA
USD
63825.35000000
0.020914011678
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.30000000
N
N
N
N
N
N
Ipsen SA
549300M6SGDPB4Z94P11
Ipsen SA
000000000
665.00000000
NS
79327.23000000
0.025993599950
Long
EC
CORP
FR
N
2
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EF0
19000.00000000
PA
USD
16050.35000000
0.005259308524
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
4.45000000
N
N
N
N
N
N
Trimble Inc
549300E2MI7NSZFQWS19
Trimble Inc
896239100
417.00000000
NS
USD
22184.40000000
0.007269287213
Long
EC
CORP
US
N
1
N
N
N
Tesco PLC
2138002P5RNKC5W2JZ46
Tesco PLC
000000000
31618.00000000
NS
117135.92000000
0.038382586211
Long
EC
CORP
GB
N
2
N
N
N
Coherent Corp
549300O5C25A0MMHHU33
Coherent Corp
19247G107
970.00000000
NS
USD
42224.10000000
0.013835808507
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE4 Mortgage Trust
12624QAA1
2380000.00000000
PA
USD
25353.07000000
0.008307583147
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
0.40128300
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
55000.00000000
PA
USD
59631.88000000
0.019539913760
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
Progyny Inc
N/A
Progyny Inc
74340E103
1441.00000000
NS
USD
53576.38000000
0.017555673991
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DU1
35000.00000000
PA
USD
36763.94000000
0.012046647147
Long
DBT
CORP
US
N
2
2063-03-02
Fixed
5.75000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
986.00000000
NS
USD
107789.52000000
0.035319998716
Long
EC
CORP
US
N
1
N
N
N
Mill City Mortgage Trust
N/A
Mill City Mortgage Loan Trust 2017-2
59980AAC1
200000.00000000
PA
USD
187486.34000000
0.061434704302
Long
ABS-MBS
CORP
US
N
2
2059-07-25
Variable
3.25000000
N
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust
92922F4V7
16243.87000000
PA
USD
15137.96000000
0.004960340557
Long
ABS-MBS
CORP
US
N
2
2045-10-25
Floating
6.45043000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAV7
110000.00000000
PA
USD
102815.99000000
0.033690294147
Long
DBT
CORP
US
N
2
2034-07-08
Fixed
4.30000000
N
N
N
N
N
N
Genting Singapore Ltd
254900Y2N3AK93K1O866
Genting Singapore Ltd
000000000
109900.00000000
NS
83244.53000000
0.027277203690
Long
EC
CORP
SG
N
2
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
1554.00000000
NS
USD
227723.16000000
0.074619329587
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CX8
39000.00000000
PA
USD
40668.35000000
0.013326027148
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
5.08600000
N
N
N
N
N
N
Haemonetics Corp
549300ZEL6TXZS6F5F95
Haemonetics Corp
405024100
400.00000000
NS
USD
34204.00000000
0.011207817198
Long
EC
CORP
US
N
1
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CK0
39000.00000000
PA
USD
36555.93000000
0.011978487339
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.50000000
N
N
N
N
N
N
Bear Stearns Alt-A Trust
N/A
Bear Stearns ALT-A Trust 2005-7
07386HVR9
19250.01000000
PA
USD
15553.90000000
0.005096633958
Long
ABS-MBS
CORP
US
N
2
2035-09-25
Variable
5.38721700
N
N
N
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova PLC
000000000
1149.00000000
NS
USD
59449.26000000
0.019480073636
Long
EC
CORP
GB
N
1
N
N
N
JONES LANG LASALLE INC
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020QAB3
30000.00000000
PA
USD
31790.57000000
0.010416995006
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.87500000
N
N
N
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
3965.00000000
NS
45069.01000000
0.014768016179
Long
EC
CORP
IT
N
2
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
Cleveland-Cliffs Inc
185899101
3513.00000000
NS
USD
71735.46000000
0.023505961944
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2020-GC47
36258RBC6
1296416.60090000
PA
USD
70013.11000000
0.022941589825
Long
ABS-MBS
CORP
US
N
2
2053-05-12
Variable
1.12698400
N
N
N
N
N
N
Porsche Automobil Holding SE
52990053Z17ZYM1KFV27
Porsche Automobil Holding SE
000000000
1431.00000000
NS
73126.51000000
0.023961775127
Long
EP
CORP
DE
N
2
N
N
N
BellRing Brands Inc
549300S3BOK5CMTS8054
BellRing Brands Inc
07831C103
6766.00000000
NS
USD
375039.38000000
0.122891264570
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
23000.00000000
PA
USD
22623.52000000
0.007413176135
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515AS3
7000.00000000
PA
USD
7457.10000000
0.002443509929
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.95000000
N
N
N
N
N
N
Terna - Rete Elettrica Naziona
8156009E94ED54DE7C31
Terna - Rete Elettrica Nazionale
000000000
1520.00000000
NS
12680.82000000
0.004155195663
Long
EC
CORP
IT
N
2
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAE7
34000.00000000
PA
USD
30473.38000000
0.009985383945
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.62500000
N
N
N
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
1686.00000000
NS
USD
153611.46000000
0.050334731707
Long
EC
CORP
US
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
200000.00000000
PA
USD
193138.99000000
0.063286939944
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
000000000
1656.00000000
NS
USD
481929.12000000
0.157916427309
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
31395GJR4
23775.34000000
PA
USD
24165.21000000
0.007918350375
Long
ABS-MBS
USGSE
US
N
2
2034-09-15
Fixed
5.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
5021.00000000
NS
USD
786991.54000000
0.257877947528
Long
EC
CORP
US
N
1
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBJ2
54000.00000000
PA
USD
49974.08000000
0.016375288074
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AN0
32000.00000000
PA
USD
33422.04000000
0.010951587964
Long
DBT
CORP
US
N
2
2062-07-15
Fixed
5.25000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAE4
95250.00000000
PA
USD
92996.12000000
0.030472562073
Long
ABS-O
CORP
US
N
2
2048-11-25
Fixed
4.94000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WHS86
278348.79000000
PA
USD
261327.63000000
0.085630695416
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
Sumitomo Corp
V82KK8NH1P0JS71FJC05
Sumitomo Corp
000000000
3100.00000000
NS
67461.13000000
0.022105368175
Long
EC
CORP
JP
N
2
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-4299.09000000
-0.00140870701
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-06-20
0.00000000
USD
0.00000000
USD
550000.00000000
USD
-4299.09000000
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
14764.00000000
NS
USD
726684.08000000
0.238116662666
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
20000.00000000
PA
USD
19706.94000000
0.006457483951
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
249.00000000
NS
USD
30440.25000000
0.009974528051
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
72.00000000
NS
USD
255399.84000000
0.083688303102
Long
EC
CORP
US
N
1
N
N
N
South32 Ltd
213800LAZNPXSBKVHR17
South32 Ltd
000000000
16143.00000000
NS
36509.65000000
0.011963322511
Long
EC
CORP
AU
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3C5
21000.00000000
PA
USD
20788.85000000
0.006811999490
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.54000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust 2006-19CB
02147QAM4
72771.18000000
PA
USD
36411.73000000
0.011931236514
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Floating
5.87043000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
2021.00000000
NS
USD
156546.66000000
0.051296525211
Long
EC
CORP
US
N
1
N
N
N
AMER AIRLINE 19-1AA PTT
N/A
American Airlines 2019-1 Class AA Pass Through Trust
02377LAA2
12152.14000000
PA
USD
10654.26000000
0.003491141342
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.15000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAD2
64000.00000000
PA
USD
50391.51000000
0.016512069712
Long
DBT
CORP
US
N
2
2032-01-30
Fixed
2.00000000
N
N
N
N
N
N
DocuSign Inc
549300Q7PVDWRZ39JG09
DocuSign Inc
256163106
1183.00000000
NS
USD
70329.35000000
0.023045213966
Long
EC
CORP
US
N
1
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
7948.00000000
NS
USD
283425.68000000
0.092871687839
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CW0
52000.00000000
PA
USD
53305.32000000
0.017466854235
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
4.97700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ76
781967.34000000
PA
USD
774924.20000000
0.253923774308
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AR0
9000.00000000
PA
USD
8095.74000000
0.002652776693
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.05000000
N
N
N
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
3192.00000000
NS
330790.75000000
0.108392066922
Long
EC
CORP
DK
N
2
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CX3
14000.00000000
PA
USD
11838.99000000
0.003879348489
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAV1
54000.00000000
PA
USD
51771.14000000
0.016964140839
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
4.30000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137BAPA4
509800.99000000
PA
USD
486163.71000000
0.159303999249
Long
ABS-MBS
USGSE
US
N
2
2044-05-15
Fixed
4.25000000
N
N
N
N
N
N
Coupang Inc
549300XR4L1D80AK4W76
Coupang Inc
22266T109
16711.00000000
NS
USD
270551.09000000
0.088652998469
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
1000.00000000
PA
USD
539.18000000
0.000176676145
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637104
99.00000000
NS
USD
68955.48000000
0.022595030250
Long
EC
CORP
US
N
1
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAP5
97500.00000000
PA
USD
83818.11000000
0.027465151877
Long
ABS-O
CORP
US
N
2
2051-04-25
Fixed
3.15100000
N
N
N
N
N
N
MercadoLibre Inc
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733R102
23.00000000
NS
USD
36145.42000000
0.011843973217
Long
EC
CORP
UY
N
1
N
N
N
Bluemountain CLO Ltd
5493001GLQHON6UV2U40
BlueMountain CLO XXVIII Ltd
09630PAG8
250000.00000000
PA
USD
245598.50000000
0.080476642856
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
7.65548000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
000000000
398.00000000
NS
17461.31000000
0.005721645729
Long
EC
CORP
AT
N
2
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAX0
29000.00000000
PA
USD
29897.31000000
0.009796619846
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.35000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
Ovintiv Inc
69047QAD4
38000.00000000
PA
USD
41855.79000000
0.013715122296
Long
DBT
CORP
US
N
2
2053-07-15
Fixed
7.10000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust 2007-10
17313QAL2
24582.05000000
PA
USD
21719.46000000
0.007116937707
Long
ABS-MBS
CORP
US
N
2
2037-09-25
Variable
4.52307500
N
N
N
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
1261.00000000
NS
USD
513088.29000000
0.168126527924
Long
EC
CORP
US
N
1
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co/The
668138AE0
10000.00000000
PA
USD
7481.77000000
0.002451593687
Long
DBT
CORP
US
N
2
2051-03-30
Fixed
3.45000000
N
N
N
N
N
N
Eaton Vance CDO Ltd
5493008YP5U5LTXAO749
Eaton Vance Clo 2015-1 Ltd
27830KAU8
250000.00000000
PA
USD
247462.75000000
0.081087512147
Long
ABS-CBDO
CORP
KY
N
2
2030-01-20
Floating
6.92743000
N
N
N
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
000000000
3008.00000000
NS
53866.54000000
0.017650752351
Long
EC
CORP
NO
N
2
N
N
N
Telstra Group Ltd
894500WRW54CVN62K416
Telstra Group Ltd
000000000
29460.00000000
NS
79609.15000000
0.026085978264
Long
EC
CORP
AU
N
2
N
N
N
Sunnova Sol Issuer,LLC
N/A
Sunnova Sol Issuer LLC
86745NAA6
88154.41000000
PA
USD
77100.24000000
0.025263869602
Long
ABS-O
CORP
US
N
2
2055-02-01
Fixed
3.35000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
3803.00000000
NS
76887.76000000
0.025194245085
Long
EC
CORP
SE
N
2
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
5900.00000000
NS
USD
465864.00000000
0.152652279016
Long
EC
CORP
US
N
1
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017CW7
34000.00000000
PA
USD
31310.28000000
0.010259615678
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
1600.00000000
NS
13924.61000000
0.004562755333
Long
EC
CORP
HK
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS6
36253PAE2
816329.23000000
PA
USD
22078.89000000
0.007234714158
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
1.00971200
N
N
N
N
N
N
Southwestern Energy Co
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467109
4716.00000000
NS
USD
30889.80000000
0.010121834630
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179X2H8
305162.56000000
PA
USD
291293.86000000
0.095449898666
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Fixed
4.00000000
N
N
N
N
N
N
Hitachi Ltd
549300T6IPOCDWLKC615
Hitachi Ltd
000000000
200.00000000
NS
14385.95000000
0.004713925208
Long
EC
CORP
JP
N
2
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
802.00000000
NS
USD
55811.18000000
0.018287963486
Long
EC
CORP
US
N
1
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M102
4002.00000000
NS
USD
1416547.92000000
0.464168230048
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
000000000
721.00000000
NS
46539.08000000
0.015249722290
Long
EC
CORP
BE
N
2
N
N
N
NetApp Inc
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110D104
1809.00000000
NS
USD
159481.44000000
0.052258181093
Long
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
4198.00000000
NS
USD
1043119.04000000
0.341804687078
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDZ6
112000.00000000
PA
USD
109748.72000000
0.035961980807
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.87500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEA5
20000.00000000
PA
USD
20684.05000000
0.006777659084
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.35000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
22000.00000000
PA
USD
19649.47000000
0.006438652432
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
6.00000000
NC
USD
37138.99000000
0.012169541891
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
2024-03-19
712486.01000000
USD
37138.99000000
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VBB6
48000.00000000
PA
USD
47411.18000000
0.015535488206
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140XFZA2
331831.00000000
PA
USD
285329.33000000
0.093495467549
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAR8
16000.00000000
PA
USD
13114.28000000
0.004297229941
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.95000000
N
N
N
N
N
N
Kansai Electric Power Co Inc/T
353800PFUKP5ONPJNZ86
Kansai Electric Power Co Inc/The
000000000
1200.00000000
NS
15926.51000000
0.005218729174
Long
EC
CORP
JP
N
2
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FBE5
23000.00000000
PA
USD
23658.88000000
0.007752438374
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.30000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GP6
21000.00000000
PA
USD
21157.74000000
0.006932875753
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJJ1
1995800.00000000
PA
USD
2095901.84000000
0.686775952788
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
GPT Group/The
N/A
GPT Group/The
000000000
4254.00000000
NS
13425.47000000
0.004399199320
Long
EC
CORP
AU
N
2
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
347.00000000
NS
USD
42375.64000000
0.013885464471
Long
EC
CORP
US
N
1
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
054989AB4
28000.00000000
PA
USD
29321.56000000
0.009607960602
Long
DBT
CORP
US
N
2
2033-08-02
Fixed
6.42100000
N
N
N
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
First American Financial Corp
31847R102
1821.00000000
NS
USD
117345.24000000
0.038451175273
Long
EC
CORP
US
N
1
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
000000000
1404.00000000
NS
USD
263825.64000000
0.086449232413
Long
EC
CORP
SE
N
1
N
N
N
Concentrix Corp
5493000EAJN1KMPVA737
Concentrix Corp
20602D101
815.00000000
NS
USD
80041.15000000
0.026227534135
Long
EC
CORP
US
N
1
N
N
N
SOUTH JERSEY INDUSTRIES
549300DJYWYT5VXLFA46
South Jersey Industries Inc
838518AA6
34000.00000000
PA
USD
27353.68000000
0.008963134286
Long
DBT
CORP
US
N
2
2031-04-15
Variable
5.02000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HMU5
1346.39000000
PA
USD
1391.05000000
0.000455813183
Long
ABS-MBS
USGSE
US
N
2
2031-12-01
Fixed
6.50000000
N
N
N
N
N
N
Chubu Electric Power Co Inc
529900A76GOP0PGNHT63
Chubu Electric Power Co Inc
000000000
6100.00000000
NS
78759.24000000
0.025807483470
Long
EC
CORP
JP
N
2
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International Inc
95082P105
535.00000000
NS
USD
93025.80000000
0.030482287485
Long
EC
CORP
US
N
1
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
6000.00000000
PA
USD
5555.12000000
0.001820277437
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
054989AD0
42000.00000000
PA
USD
44942.78000000
0.014726653685
Long
DBT
CORP
US
N
2
2053-08-02
Fixed
7.08100000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BV1
12000.00000000
PA
USD
9529.97000000
0.003122738909
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CA5
15000.00000000
PA
USD
13601.92000000
0.004457017685
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2020-C Trust
83390UAF4
55718.14000000
PA
USD
50726.32000000
0.016621778789
Long
ABS-O
CORP
US
N
2
2046-02-15
Fixed
1.95000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BL3
75000.00000000
PA
USD
73016.86000000
0.023925845494
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
4.60000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBN4
34000.00000000
PA
USD
35490.55000000
0.011629388278
Long
DBT
CORP
US
N
2
2063-05-17
Fixed
5.15000000
N
N
N
N
N
Vanguard FTSE Emerging Markets ETF
N/A
Vanguard FTSE Emerging Markets ETF
922042858
217863.00000000
NS
USD
8954169.30000000
2.934063053466
Long
EC
RF
US
N
1
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233W109
1051.00000000
NS
USD
42470.91000000
0.013916682129
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180101
5921.00000000
NS
USD
297056.57000000
0.097338198287
Long
EC
CORP
US
N
1
N
N
N
Medibank Pvt Ltd
BDYVSUPTML83OLINBJ17
Medibank Pvt Ltd
000000000
18300.00000000
NS
44428.16000000
0.014558025253
Long
EC
CORP
AU
N
2
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBL8
82000.00000000
PA
USD
83003.27000000
0.027198148668
Long
DBT
CORP
US
N
2
2044-05-17
Fixed
4.90000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2007-AR7 Trust
94986KAA4
12461.23000000
PA
USD
10852.63000000
0.003556142356
Long
ABS-MBS
CORP
US
N
2
2037-12-28
Variable
5.88715100
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
68000.00000000
PA
USD
61577.78000000
0.020177537765
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
WAMU Mortgage Pass-Through Cer
N/A
WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust
93363NAH8
14056.18000000
PA
USD
12565.95000000
0.004117555564
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
3.79186800
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CCP0
5024.18000000
PA
USD
5144.26000000
0.001685648628
Long
ABS-MBS
USGA
US
N
2
2032-05-16
Fixed
7.00000000
N
N
N
N
N
N
Alcoa Corp
549300T12EZ1F6PWWU29
Alcoa Corp
013872106
1695.00000000
NS
USD
57630.00000000
0.018883946472
Long
EC
CORP
US
N
1
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAP8
22000.00000000
PA
USD
14893.98000000
0.004880394258
Long
DBT
CORP
GB
N
2
2051-09-02
Fixed
3.35000000
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
17097.35000000
0.005602384907
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137AWPM1
1115097.01000000
PA
USD
1001222.75000000
0.328076293918
Long
ABS-MBS
USGSE
US
N
2
2042-11-15
Fixed
3.00000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AH5
110000.00000000
PA
USD
111147.07000000
0.036420186023
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.34000000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
1914.00000000
NS
57018.12000000
0.018683448309
Long
EC
CORP
NL
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBK9
28000.00000000
PA
USD
20219.78000000
0.006625529120
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3133B5NE8
808604.33000000
PA
USD
696177.99000000
0.228120560451
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAL9
73000.00000000
PA
USD
67377.42000000
0.022077938448
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEG7
22000.00000000
PA
USD
22705.22000000
0.007439947234
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
5.85000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
14000.00000000
PA
USD
12560.74000000
0.004115848374
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
9486.00000000
NS
USD
486726.66000000
0.159488464244
Long
EC
CORP
US
N
1
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TopBuild Corp
89055F103
617.00000000
NS
USD
230918.42000000
0.075666338415
Long
EC
CORP
US
N
1
N
N
N
Holmen AB
52990080SH3454F0QE68
Holmen AB
000000000
273.00000000
NS
11530.65000000
0.003778312986
Long
EC
CORP
SE
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136ACSH5
43104.17000000
PA
USD
42345.77000000
0.013875676800
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Fixed
3.00000000
N
N
N
N
N
N
Daiwa House Industry Co Ltd
353800K9WXR9XRZJZI46
Daiwa House Industry Co Ltd
000000000
3500.00000000
NS
105806.38000000
0.034670172070
Long
EC
CORP
JP
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31417DKX0
31762.07000000
PA
USD
29982.44000000
0.009824514872
Long
ABS-MBS
USGSE
US
N
2
2042-10-01
Fixed
3.50000000
N
N
N
N
N
N
Shiseido Co Ltd
5299008QCD0YDT5OF506
Shiseido Co Ltd
000000000
400.00000000
NS
12056.95000000
0.003950768669
Long
EC
CORP
JP
N
2
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
000000000
1352.00000000
NS
16784.84000000
0.005499982997
Long
EC
CORP
FI
N
2
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
113.00000000
NS
5470.43000000
0.001792526588
Long
EC
CORP
GB
N
2
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
200000.00000000
PA
USD
169843.75000000
0.055653657535
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
599.00000000
NS
USD
60379.20000000
0.019784792310
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
000000000
6905.00000000
NS
55861.14000000
0.018304334160
Long
EC
CORP
GB
N
2
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661ES2
17000.00000000
PA
USD
17835.26000000
0.005844180030
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
5.85000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
SWOP IRS USD
000000000
1094700.00000000
NC
USD
1749.95000000
0.000573415966
N/A
DIR
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
Call
Purchased
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
FR
US
2034-05-20
0.00000000
USD
0.00000000
USD
0.00000000
USD
0.01000000
USD
2.22500000
USD
2024-05-16
XXXX
-10109.30000000
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
519.00000000
NS
USD
579333.75000000
0.189833550667
Long
EC
CORP
US
N
1
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBP8
17000.00000000
PA
USD
17798.67000000
0.005832190379
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.25000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2018-1
61946FAA3
30841.09000000
PA
USD
28613.38000000
0.009375907276
Long
ABS-O
CORP
US
N
2
2043-06-22
Fixed
4.01000000
N
N
N
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
Daiichi Sankyo Co Ltd
000000000
500.00000000
NS
13688.36000000
0.004485341966
Long
EC
CORP
JP
N
2
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EM6
22000.00000000
PA
USD
18438.59000000
0.006041876567
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
3.79900000
N
N
N
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
977.00000000
NS
USD
588798.82000000
0.192935023429
Long
EC
CORP
US
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
N/A
Commonbond Student Loan Trust 2020-A-GS
20267WAA3
29506.30000000
PA
USD
25610.73000000
0.008392012050
Long
ABS-O
CORP
US
N
2
2050-08-25
Fixed
1.98000000
N
N
N
N
N
N
Taylor Morrison Home Corp
5299009UDLLGLKOOJE30
Taylor Morrison Home Corp
87724P106
2525.00000000
NS
USD
134708.75000000
0.044140774326
Long
EC
CORP
US
N
1
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081102
1356.00000000
NS
USD
25601.28000000
0.008388915515
Long
EC
CORP
US
N
1
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAC1
26000.00000000
PA
USD
21098.63000000
0.006913506846
Long
DBT
CORP
US
N
2
2050-05-19
Fixed
4.95000000
N
N
N
N
N
N
Solvay SA
549300MMVL80RTBP3O28
Solvay SA
000000000
84.00000000
NS
2574.51000000
0.000843604182
Long
EC
CORP
BE
N
2
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
1465.00000000
NS
USD
30633.15000000
0.010037736680
Long
EC
CORP
US
N
1
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
783549108
1628.00000000
NS
USD
187317.68000000
0.061379438531
Long
EC
CORP
US
N
1
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries Inc
608190AM6
20000.00000000
PA
USD
20750.40000000
0.006799400362
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
5.85000000
N
N
N
N
N
AMERICAN INTERNATIONAL
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DS3
65000.00000000
PA
USD
66005.30000000
0.021628328164
Long
DBT
CORP
US
N
2
2033-03-27
Fixed
5.12500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
235000.00000000
PA
USD
195050.00000000
0.063913131347
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
Scentre Group
N/A
Scentre Group
000000000
38370.00000000
NS
78136.99000000
0.025603587310
Long
EC
CORP
AU
N
2
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio Inc
26442EAH3
11000.00000000
PA
USD
9373.03000000
0.003071313496
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.12500000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
195000.00000000
PA
USD
126459.56000000
0.041437715808
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
Chugai Pharmaceutical Co Ltd
529900T9LAII161DCN95
Chugai Pharmaceutical Co Ltd
000000000
1400.00000000
NS
52889.70000000
0.017330665691
Long
EC
CORP
JP
N
2
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304101
1688.00000000
NS
USD
105685.68000000
0.034630621622
Long
EC
CORP
US
N
1
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BN2
46000.00000000
PA
USD
50672.52000000
0.016604149840
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.90000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CK0
16000.00000000
PA
USD
14152.31000000
0.004637367074
Long
DBT
CORP
US
N
2
2062-04-13
Fixed
4.10000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3H4
114000.00000000
PA
USD
124085.10000000
0.040659663135
Long
DBT
CORP
US
N
2
2034-10-23
Fixed
6.49100000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
1876.00000000
NS
217465.70000000
0.071258209934
Long
EC
CORP
CH
N
2
N
N
N
Boston Beer Co Inc/The
529900Q02MQ0DCQNRM58
Boston Beer Co Inc/The
100557107
35.00000000
NS
USD
12095.65000000
0.003963449716
Long
EC
CORP
US
N
1
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
1600.00000000
NS
50749.61000000
0.016629410355
Long
EC
CORP
JP
N
2
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
148.00000000
NS
11280.12000000
0.003696220411
Long
EC
CORP
AU
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
35000.00000000
PA
USD
34854.12000000
0.011420845678
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
60000.00000000
PA
USD
41608.43000000
0.013634068452
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
Sumitomo Mitsui Financial Grou
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
000000000
3000.00000000
NS
145979.53000000
0.047833934247
Long
EC
CORP
JP
N
2
N
N
N
Sekisui Chemical Co Ltd
529900KQIVT7NWFNMI70
Sekisui Chemical Co Ltd
000000000
5300.00000000
NS
76229.72000000
0.024978621414
Long
EC
CORP
JP
N
2
N
N
N
Wise PLC
213800LD9XCHIC1C4V71
Wise PLC
000000000
2371.00000000
NS
26369.02000000
0.008640485202
Long
EC
CORP
GB
N
2
N
N
N
Osaka Gas Co Ltd
353800024KMNOPQRWZ02
Osaka Gas Co Ltd
000000000
5000.00000000
NS
104372.38000000
0.034200285219
Long
EC
CORP
JP
N
2
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FWHG8
782054.90000000
PA
USD
78003.84000000
0.025559957300
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Variable
1.32322400
N
N
N
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy Inc
69318G106
742.00000000
NS
USD
32618.32000000
0.010688228508
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2017-COR2 Mortgage Trust
12595EAE5
680226.34000000
PA
USD
22104.67000000
0.007243161636
Long
ABS-MBS
CORP
US
N
2
2050-09-10
Variable
1.15334400
N
N
N
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings Inc
68268W103
2188.00000000
NS
USD
107649.60000000
0.035274150342
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
18277.00000000
NS
USD
2553114.13000000
0.836593277292
Long
EC
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBZ2
18000.00000000
PA
USD
18287.17000000
0.005992259924
Long
DBT
CORP
GB
N
2
2063-02-10
Fixed
5.75000000
N
N
N
N
N
N
Arrowhead Pharmaceuticals Inc
549300O3CSB8T7OZ3D66
Arrowhead Pharmaceuticals Inc
04280A100
535.00000000
NS
USD
16371.00000000
0.005364377714
Long
EC
CORP
US
N
1
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EF8
10000.00000000
PA
USD
10394.07000000
0.003405883420
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAF6
45000.00000000
PA
USD
42448.25000000
0.013909256999
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2023-1
68269JAE1
150000.00000000
PA
USD
152145.39000000
0.049854336298
Long
ABS-O
CORP
US
N
2
2038-06-14
Fixed
5.50000000
N
N
N
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
19000.00000000
NS
110156.36000000
0.036095554501
Long
EC
CORP
HK
N
2
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
826.00000000
NS
USD
228025.56000000
0.074718418697
Long
EC
CORP
US
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2016-CR28 Mortgage Trust
12593YBH5
1279765.38000000
PA
USD
13592.58000000
0.004453957195
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
0.66509100
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
21000.00000000
PA
USD
18233.08000000
0.005974535949
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SWOP IRS USD
000000000
925000.00000000
NC
USD
-680.02000000
-0.00022282598
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
-680.03000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAU4
35000.00000000
PA
USD
38032.58000000
0.012462349556
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.55000000
N
N
N
N
N
N
RIO TINTO FIN USA PLC
2138006TSNBEUA761G16
Rio Tinto Finance USA PLC
76720AAN6
9000.00000000
PA
USD
9352.76000000
0.003064671511
Long
DBT
CORP
GB
N
2
2033-03-09
Fixed
5.00000000
N
N
N
N
N
N
New Fortress Energy Inc
254900EICTYTCHA5X705
New Fortress Energy Inc
644393100
1526.00000000
NS
USD
57575.98000000
0.018866245435
Long
EC
CORP
US
N
1
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
12740.00000000
NS
USD
4790749.60000000
1.569811886376
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
5414.00000000
NS
USD
438588.14000000
0.143714644446
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137B2BP4
211581.97000000
PA
USD
201264.58000000
0.065949497755
Long
ABS-MBS
USGSE
US
N
2
2033-04-15
Fixed
3.00000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AS4
49000.00000000
PA
USD
41083.96000000
0.013462212416
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.50000000
N
N
N
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
7725.00000000
NS
USD
149015.25000000
0.048828665706
Long
EC
CORP
US
N
1
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
4943.00000000
NS
58751.37000000
0.019251392092
Long
EC
CORP
DE
N
2
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
2537.00000000
NS
USD
226985.39000000
0.074377580338
Long
EC
CORP
US
N
1
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
284.00000000
NS
12946.13000000
0.004242131284
Long
EC
CORP
IT
N
2
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
1014.00000000
NS
39924.14000000
0.013082167668
Long
EC
CORP
ES
N
2
N
N
N
MARS INC
54930073HKEO6GZBSS03
Mars Inc
571676AN5
75000.00000000
PA
USD
53850.08000000
0.017645358811
Long
DBT
CORP
US
N
2
2040-07-16
Fixed
2.37500000
N
N
N
N
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co/The
631005BJ3
13000.00000000
PA
USD
11846.94000000
0.003881953510
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
3.39500000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
1489.00000000
NS
USD
888337.40000000
0.291086515904
Long
EC
CORP
US
N
1
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
000000000
622.00000000
NS
75721.60000000
0.024812122874
Long
EC
CORP
FR
N
2
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
258.00000000
NS
USD
75555.30000000
0.024757630417
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
601.00000000
NS
USD
275143.81000000
0.090157920881
Long
EC
CORP
US
N
1
N
N
N
Assured Guaranty Ltd
549300BBOQUJEPH87M14
Assured Guaranty Ltd
000000000
269.00000000
NS
USD
20129.27000000
0.006595871199
Long
EC
CORP
BM
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
5332.00000000
NS
174123.86000000
0.057056145270
Long
EC
CORP
FR
N
2
N
N
N
F5 Inc
54930015FPK9KT966303
F5 Inc
315616102
1372.00000000
NS
USD
245560.56000000
0.080464210843
Long
EC
CORP
US
N
1
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
28622HAA9
20000.00000000
PA
USD
19964.67000000
0.006541935790
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
4.90000000
N
N
N
N
N
N
Xero Ltd
254900UG5D8YST164N14
Xero Ltd
000000000
891.00000000
NS
67973.05000000
0.022273111882
Long
EC
CORP
NZ
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust 2018-RIVR
36255WAL9
100000.00000000
PA
USD
13727.54000000
0.004498180297
Long
ABS-MBS
CORP
US
N
2
2035-07-15
Floating
7.75900000
N
N
N
N
N
N
Schneider National Inc
529900V6GZ6G6E3BLV72
Schneider National Inc
80689H102
1226.00000000
NS
USD
31201.70000000
0.010224036659
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
18000.00000000
PA
USD
16714.85000000
0.005477048979
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
054989AC2
30000.00000000
PA
USD
31889.61000000
0.010449448000
Long
DBT
CORP
US
N
2
2043-08-02
Fixed
7.07900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3132QS2P2
4408.50000000
PA
USD
4257.73000000
0.001395154353
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WED9
44000.00000000
PA
USD
44397.59000000
0.014548008209
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
4.70000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBY5
93000.00000000
PA
USD
85581.81000000
0.028043073383
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.87500000
N
N
N
N
N
N
Voya VACS Series HYB Fund
549300IKJ54WGTW8EU42
Voya VACS Series HYB Fund
92913L262
395290.99900000
NS
USD
4071497.29000000
1.334130433615
Long
EC
RF
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EB0
24000.00000000
PA
USD
27489.12000000
0.009007514674
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.25000000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAK8
56000.00000000
PA
USD
57748.45000000
0.018922759651
Long
DBT
CORP
US
N
2
2033-03-22
Fixed
4.90000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO 2021-1 Ltd
69701WAE6
250000.00000000
PA
USD
245785.25000000
0.080537836280
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
7.37743000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FE3
4000.00000000
PA
USD
3271.78000000
0.001072082567
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.95000000
N
N
N
N
N
N
BlueScope Steel Ltd
529900H6UQI16XACWC95
BlueScope Steel Ltd
000000000
2558.00000000
NS
40780.82000000
0.013362880826
Long
EC
CORP
AU
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJR3
826600.00000000
PA
USD
822919.05000000
0.269650516949
Long
DBT
UST
US
N
2
2028-12-31
Fixed
3.75000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BY7
40000.00000000
PA
USD
42830.12000000
0.014034386491
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.95000000
N
N
N
N
N
N
BP PLC
213800LH1BZH3DI6G760
BP PLC
000000000
31781.00000000
NS
188399.84000000
0.061734035989
Long
EC
CORP
GB
N
2
N
N
N
AerCap Holdings NV
549300SZYINBBLJQU475
AerCap Holdings NV
000000000
622.00000000
NS
USD
46227.04000000
0.015147474387
Long
EC
CORP
IE
N
1
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DE6
16000.00000000
PA
USD
15959.32000000
0.005229480212
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
4.99000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
26000.00000000
PA
USD
24775.99000000
0.008118488096
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
000000000
617.00000000
NS
111992.17000000
0.036697104696
Long
EC
CORP
ES
N
2
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACA1
143000.00000000
PA
USD
129103.52000000
0.042304077063
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
2024-02-21
Voya BALANCED PORTFOLIO INC
Dorothy Roman
Dorothy Roman
Vice President, Fund Administration