0001752724-20-166875.txt : 20200824
0001752724-20-166875.hdr.sgml : 20200824
20200824141759
ACCESSION NUMBER: 0001752724-20-166875
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200824
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MAINSTAY VP FUNDS TRUST
CENTRAL INDEX KEY: 0000887340
IRS NUMBER: 133186036
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03833-01
FILM NUMBER: 201126817
BUSINESS ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
BUSINESS PHONE: 2125767000
MAIL ADDRESS:
STREET 1: 51 MADISON AVE
CITY: NEW YORK
STATE: NY
ZIP: 10010
FORMER COMPANY:
FORMER CONFORMED NAME: MAINSTAY VP SERIES FUND INC
DATE OF NAME CHANGE: 20010518
FORMER COMPANY:
FORMER CONFORMED NAME: NEW YORK LIFE MFA SERIES FUND INC
DATE OF NAME CHANGE: 19920929
0000887340
S000009437
MainStay VP Balanced Portfolio
C000025804
Initial Class
C000025805
Service Class
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000887340
XXXXXXXX
S000009437
C000025804
C000025805
MAINSTAY VP FUNDS TRUST
811-03833-01
0000887340
549300AG6K4RXYNOVN04
51 MADISON AVE
NEW YORK
10010
212-576-7000
MainStay VP Balanced Portfolio
S000009437
549300HCFHT3ITO8VH62
2020-12-31
2020-06-30
N
333081797.35
1299024.05
331782773.30
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
273267.50000000
0.00000000
0.00000000
5085789.60000000
USD
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
313381FD2
1050000.00000000
PA
USD
1176849.70000000
0.354704883648
Long
DBT
USGSE
US
N
2
2027-12-10
Fixed
2.50000000
N
N
N
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
14265.00000000
NS
USD
536078.70000000
0.161575206171
Long
EC
CORP
US
N
1
N
N
N
Helmerich & Payne Inc
254900NAOGHJ88RZ4C73
Helmerich & Payne Inc
423452101
1057.00000000
NS
USD
20622.07000000
0.006215533674
Long
EC
CORP
US
N
1
N
N
N
DENTSPLY SIRONA Inc
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906P109
16244.00000000
NS
USD
715710.64000000
0.215716636786
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G03U5
1275000.00000000
PA
USD
1285327.93000000
0.387400441926
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.63000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351604
6924.00000000
NS
USD
543118.56000000
0.163697034236
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
4597.00000000
NS
USD
366105.08000000
0.110344812769
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
11099.00000000
NS
USD
435635.75000000
0.131301497563
Long
EC
CORP
US
N
1
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AERV4
800000.00000000
PA
USD
907397.29000000
0.273491381416
Long
DBT
USGSE
US
N
2
2025-09-12
Fixed
3.13000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AE2
825000.00000000
PA
USD
884815.77000000
0.266685265542
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Alliance Data Systems Corp
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581108
6234.00000000
NS
USD
281278.08000000
0.084777783126
Long
EC
CORP
US
N
1
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788JAA7
400000.00000000
PA
USD
410550.41000000
0.123740725269
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
915000.00000000
PA
USD
1054177.23000000
0.317731152680
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340107
8161.00000000
NS
USD
310934.10000000
0.093716167632
Long
EC
CORP
US
N
1
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PacWest Bancorp
695263103
24485.00000000
NS
USD
482599.35000000
0.145456421742
Long
EC
CORP
US
N
1
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
125000.00000000
PA
USD
136600.11000000
0.041171549879
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.63000000
N
N
N
N
N
N
Hill-Rom Holdings Inc
JLZ01A0E2071OH26RE45
Hill-Rom Holdings Inc
431475102
5728.00000000
NS
USD
628819.84000000
0.189527573642
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
14330.00000000
NS
USD
855644.30000000
0.257892925388
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
12000.00000000
NS
USD
863160.00000000
0.260158172594
Long
EC
CORP
US
N
1
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
Global Payments Inc
37940X102
2223.00000000
NS
USD
377065.26000000
0.113648233224
Long
EC
CORP
US
N
1
N
N
N
Treman Park CLO Ltd
549300E4DX3Q8L455K94
Treman Park CLO Ltd
89473LAH7
260000.00000000
PA
USD
256926.02000000
0.077438022910
Long
ABS-CBDO
CORP
KY
N
2
2028-10-20
Floating
2.21000000
N
N
N
N
N
N
Schlumberger Ltd
213800ZUA17OK3QLGM62
Schlumberger Ltd
000000000
20779.00000000
NS
USD
382125.81000000
0.115173493246
Long
EC
CORP
CW
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
8531.00000000
NS
USD
510409.73000000
0.153838526612
Long
EC
CORP
US
N
1
N
N
N
Automatic Data Processing Inc
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015103
3021.00000000
NS
USD
449796.69000000
0.135569633566
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
1669.00000000
NS
USD
513117.36000000
0.154654611779
Long
EC
CORP
US
N
1
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAK3
725000.00000000
PA
USD
733692.90000000
0.221136526379
Long
DBT
CORP
SE
N
2
2023-06-02
Fixed
1.30000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
10963.00000000
NS
USD
384910.93000000
0.116012934056
Long
EC
CORP
US
N
1
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
5284.00000000
NS
USD
433340.84000000
0.130609807040
Long
EC
CORP
US
N
1
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAA1
200000.00000000
PA
USD
200835.58000000
0.060532250665
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431109
2974.00000000
NS
USD
504598.58000000
0.152087034230
Long
EC
CORP
US
N
1
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
000000000
10522.00000000
NS
USD
794411.00000000
0.239437084722
Long
EC
CORP
BM
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
000000000
4965.00000000
NS
USD
455290.50000000
0.137225479030
Long
EC
CORP
IE
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
4210.00000000
NS
USD
452027.70000000
0.136242064500
Long
EC
CORP
US
N
1
N
N
N
Thor Industries Inc
254900XZO1228PDSG060
Thor Industries Inc
885160101
1053.00000000
NS
USD
112176.09000000
0.033810100772
Long
EC
CORP
US
N
1
N
N
N
Seaboard Corp
87Q3KOXT29OW9W9YPT70
Seaboard Corp
811543107
19.00000000
NS
USD
55742.58000000
0.016800926535
Long
EC
CORP
US
N
1
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C Technologies Holdings Inc
78467J100
7152.00000000
NS
USD
403944.96000000
0.121749829257
Long
EC
CORP
US
N
1
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
4053.00000000
NS
USD
81830.07000000
0.024663748869
Long
EC
US
N
1
N
N
N
Xerox Holdings Corp
N/A
Xerox Holdings Corp
98421M106
33705.00000000
NS
USD
515349.45000000
0.155327368227
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
3287.00000000
NS
USD
374882.35000000
0.112990299728
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEN0
6000.00000000
PA
USD
6675.85000000
0.002012114713
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.38000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JE1
475000.00000000
PA
USD
509960.25000000
0.153703052430
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.10000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
5997.00000000
NS
USD
381109.35000000
0.114867130143
Long
EC
CORP
US
N
1
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2019-C LLC
83401CAB0
250000.00000000
PA
USD
255200.08000000
0.076917821097
Long
ABS-O
CORP
US
N
2
2048-11-16
Fixed
2.37000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
4822.00000000
NS
USD
800982.42000000
0.241417724022
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
2740.00000000
NS
USD
514161.00000000
0.154969166990
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
2857.00000000
NS
USD
264786.76000000
0.079807265870
Long
EC
CORP
US
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AP4
430000.00000000
PA
USD
447484.17000000
0.134872635353
Long
DBT
CORP
GB
N
2
2023-11-07
Fixed
2.91000000
N
N
N
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
209.00000000
NS
USD
45858.78000000
0.013821929192
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
11635.00000000
NS
USD
648767.60000000
0.195539868916
Long
EC
CORP
US
N
1
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
First American Financial Corp
31847R102
2574.00000000
NS
USD
123603.48000000
0.037254339268
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
10211.00000000
NS
USD
600611.02000000
0.181025378149
Long
EC
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
10175.00000000
NS
USD
369250.75000000
0.111292924080
Long
EC
CORP
US
N
1
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
275000.00000000
PA
USD
276804.72000000
0.083429503360
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
Rayonier Inc
HGV8VDVNL0W6SF2U9C50
Rayonier Inc
754907103
3979.00000000
NS
USD
98639.41000000
0.029730117998
Long
EC
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
1685.00000000
NS
USD
113990.25000000
0.034356892272
Long
EC
US
N
1
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAC2
175000.00000000
PA
USD
189114.26000000
0.056999421072
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
3.63000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
9260.00000000
NS
USD
511800.20000000
0.154257617087
Long
EC
CORP
US
N
1
N
N
N
Palmer Square CLO Ltd
549300UP5H2PFBIITY41
Palmer Square CLO 2014-1 Ltd
69688XAS0
250000.00000000
PA
USD
245887.50000000
0.074110990620
Long
ABS-CBDO
CORP
KY
N
2
2031-01-17
Floating
2.26000000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
Newmont Corp
651639106
22042.00000000
NS
USD
1360873.08000000
0.410169903176
Long
EC
CORP
US
N
1
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAA2
425000.00000000
PA
USD
426845.56000000
0.128652116490
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
4112.00000000
NS
USD
150581.44000000
0.045385551064
Long
EC
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
6075.00000000
NS
USD
445054.50000000
0.134140327893
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CC4
400000.00000000
PA
USD
480243.53000000
0.144746372822
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.85000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AK9
325000.00000000
PA
USD
361421.45000000
0.108933157199
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
2.85000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BY5
400000.00000000
PA
USD
418903.34000000
0.126258315292
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.24000000
N
N
N
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
6670.00000000
NS
USD
506253.00000000
0.152585679770
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
7646.00000000
NS
USD
285807.48000000
0.086142953462
Long
EC
CORP
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
325000.00000000
PA
USD
317449.61000000
0.095679955545
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
3023.00000000
NS
USD
112999.74000000
0.034058350551
Long
EC
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
27182.00000000
NS
USD
517001.64000000
0.155825341640
Long
EC
CORP
US
N
1
N
N
N
Magnetite CLO Ltd
549300BDVLRWS2SODX97
Magnetite XVIII Ltd
55953TAJ6
400000.00000000
PA
USD
394117.60000000
0.118787843045
Long
ABS-CBDO
CORP
KY
N
2
2028-11-15
Floating
1.47000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
6045.00000000
NS
USD
906991.80000000
0.273369165909
Long
EC
CORP
US
N
1
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
2473.00000000
NS
USD
234811.35000000
0.070772616572
Long
EC
US
N
1
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DL6
220000.00000000
PA
USD
231277.20000000
0.069707416602
Long
DBT
NUSS
CO
N
2
2027-04-25
Fixed
3.88000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAB5
600000.00000000
PA
USD
678580.33000000
0.204525486133
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.35000000
N
N
N
N
N
N
American National Insurance Co
549300RZTZ0HILNF3Y05
American National Insurance Co
028591105
1835.00000000
NS
USD
132248.45000000
0.039859950739
Long
EC
CORP
US
N
1
N
N
N
Schneider National Inc
529900V6GZ6G6E3BLV72
Schneider National Inc
80689H102
22389.00000000
NS
USD
552336.63000000
0.166475379208
Long
EC
CORP
US
N
1
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEP0
1300000.00000000
PA
USD
1362151.58000000
0.410555245666
Long
DBT
USGSE
US
N
2
2025-02-12
Fixed
1.50000000
N
N
N
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
14122.00000000
NS
USD
438911.76000000
0.132288893613
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAU5
275000.00000000
PA
USD
284133.33000000
0.085638361260
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
2.25000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
5942.00000000
NS
USD
437271.78000000
0.131794600319
Long
EC
CORP
US
N
1
N
N
N
PPD Inc
N/A
PPD Inc
69355F102
1096.00000000
NS
USD
29372.80000000
0.008853021423
Long
EC
CORP
US
N
1
N
N
N
Domtar Corp
XYSIJOU3HNVROZWNA008
Domtar Corp
257559203
10476.00000000
NS
USD
221148.36000000
0.066654563707
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
11266.00000000
NS
USD
525446.24000000
0.158370561187
Long
EC
CORP
US
N
1
N
N
N
Magnetite CLO Ltd
549300WG00K34O9YA435
Magnetite XXIII Ltd
55954NAA7
250000.00000000
PA
USD
245190.75000000
0.073900988758
Long
ABS-CBDO
CORP
KY
N
2
2032-10-25
Floating
2.29000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZV5
3325000.00000000
PA
USD
3327727.53000000
1.002983818870
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C8
90276VAB5
500000.00000000
PA
USD
523007.75000000
0.157635595361
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
3.71000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
5012.00000000
NS
USD
458247.16000000
0.138116622343
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
675000.00000000
PA
USD
787021.38000000
0.237209838284
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
West Pharmaceutical Services Inc
5493007NKRGM1RJQ1P16
West Pharmaceutical Services Inc
955306105
115.00000000
NS
USD
26124.55000000
0.007873992293
Long
EC
CORP
US
N
1
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFFX0
2775000.00000000
PA
USD
3307038.71000000
0.996748166611
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
3.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBU2
825000.00000000
PA
USD
897309.84000000
0.270451003551
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300E610NX15ZSSH14
Neuberger Berman Loan Advisers CLO 24 Ltd
64130HAL5
250000.00000000
PA
USD
245362.25000000
0.073952679206
Long
ABS-CBDO
CORP
KY
N
2
2030-04-19
Floating
2.16000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271V100
15409.00000000
NS
USD
437615.60000000
0.131898228364
Long
EC
CORP
US
N
1
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELB78
575000.00000000
PA
USD
575088.16000000
0.173332736440
Long
DBT
USGSE
US
N
2
2030-05-28
Fixed
1.57000000
N
N
N
N
N
N
Bluebird Bio Inc
N/A
Bluebird Bio Inc
09609G100
51.00000000
NS
USD
3113.04000000
0.000938276562
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BB3
550000.00000000
PA
USD
575131.94000000
0.173345931821
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.25000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
5388.00000000
NS
USD
826626.96000000
0.249147040329
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
5367.00000000
NS
USD
510938.40000000
0.153997868821
Long
EC
CORP
US
N
1
N
N
N
Bain Capital Credit CLO Ltd.
549300GXRBLOE2KMGY86
Bain Capital Credit Clo 2016-2 Ltd
056828AJ5
400000.00000000
PA
USD
396303.60000000
0.119446707874
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
2.36000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
20529.00000000
NS
USD
698601.87000000
0.210560018849
Long
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
49528.00000000
NS
USD
561647.52000000
0.169281700316
Long
EC
CORP
US
N
1
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AP7
925000.00000000
PA
USD
962927.58000000
0.290228323316
Long
DBT
CORP
US
N
2
2021-11-12
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP20 XCBT 20200930
000000000
28.00000000
NC
USD
-45.30000000
-0.00001365351
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUU0 Comdty
2020-09-30
6183232.83000000
USD
-45.30000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABJ3
1000000.00000000
PA
USD
1003520.00000000
0.302462960936
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
1692.00000000
NS
USD
126646.20000000
0.038171421240
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
000000000
3997.00000000
NS
USD
441028.98000000
0.132927028010
Long
EC
CORP
IE
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773100
41334.00000000
NS
USD
796919.52000000
0.240193157731
Long
EC
CORP
US
N
1
N
N
N
First Hawaiian Inc
5493002DJSH46F5OLV06
First Hawaiian Inc
32051X108
32680.00000000
NS
USD
563403.20000000
0.169810865825
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
35763.00000000
NS
USD
217439.04000000
0.065536567145
Long
EC
CORP
US
N
1
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
5264.00000000
NS
USD
563721.76000000
0.169906880454
Long
EC
CORP
US
N
1
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
29550.00000000
NS
USD
448273.50000000
0.135110541014
Long
EC
CORP
US
N
1
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X101
4763.00000000
NS
USD
234768.27000000
0.070759632172
Long
EC
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200101
3758.00000000
NS
USD
453853.66000000
0.136792412543
Long
EC
CORP
US
N
1
N
N
N
E.I. DU PONT DE NEMOURS
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours and Co
263534CN7
150000.00000000
PA
USD
154868.94000000
0.046677812250
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.70000000
N
N
N
N
N
N
Octagon Investment Partners 30 Ltd
549300CDNDWWERRAUA43
Octagon Investment Partners 30 Ltd
675920AA0
350000.00000000
PA
USD
343748.65000000
0.103606539477
Long
ABS-CBDO
CORP
KY
N
2
2030-03-17
Floating
2.46000000
N
N
N
N
N
N
VEREIT Inc
5493002H54FNIBW75H44
VEREIT Inc
92339V100
759.00000000
NS
USD
4880.37000000
0.001470953404
Long
EC
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
315.00000000
NS
USD
355357.80000000
0.107105560805
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
3045.00000000
NS
USD
514818.15000000
0.155167233331
Long
EC
CORP
US
N
1
N
N
N
Lazard Ltd
254900RIBCDJSUFG1A11
Lazard Ltd
000000000
19833.00000000
NS
USD
567818.79000000
0.171141733596
Long
EC
CORP
BM
N
1
N
N
N
CubeSmart
N/A
CubeSmart
229663109
9228.00000000
NS
USD
249063.72000000
0.075068309762
Long
EC
US
N
1
N
N
N
Benefit Street Partners CLO Ltd
5493002BNZCV0YE1MG83
Benefit Street Partners CLO IV Ltd
08180FAW1
300000.00000000
PA
USD
296840.40000000
0.089468297900
Long
ABS-CBDO
CORP
KY
N
2
2029-01-20
Floating
2.39000000
N
N
N
N
N
N
Highbridge Loan Management Ltd
549300Z5U2GIJ32SH058
HPS Loan Management 11-2017 Ltd
40436VAE1
850000.00000000
PA
USD
829064.50000000
0.249881719823
Long
ABS-CBDO
CORP
KY
N
2
2030-05-06
Floating
2.82000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875P101
8939.00000000
NS
USD
452849.74000000
0.136489829021
Long
EC
CORP
US
N
1
N
N
N
CyrusOne Inc
5493006S177ZK2ZNBU43
CyrusOne Inc
23283R100
4279.00000000
NS
USD
311297.25000000
0.093825621777
Long
EC
US
N
1
N
N
N
Dominos Pizza Master Issuer LLC
N/A
Domino's Pizza Master Issuer LLC
25755TAG5
1267500.00000000
PA
USD
1294599.15000000
0.390194806416
Long
ABS-O
CORP
US
N
2
2047-07-25
Fixed
3.08000000
N
N
N
N
N
N
Apartment Investment and Management Co
549300O8FT5GJ4RU1D57
Apartment Investment and Management Co
03748R754
6880.00000000
NS
USD
258963.20000000
0.078052033089
Long
EC
US
N
1
N
N
N
Dow Inc
5493003S21INSLK2IP73
Dow Inc
260557103
9651.00000000
NS
USD
393374.76000000
0.118563949564
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BJ4
675000.00000000
PA
USD
764503.01000000
0.230422755948
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.45000000
N
N
N
N
N
N
Bank
N/A
BANK 2017-BNK5
06541WAT9
300000.00000000
PA
USD
308321.28000000
0.092928658390
Long
ABS-MBS
CORP
US
N
2
2060-06-15
Fixed
2.99000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265V105
11676.00000000
NS
USD
464354.52000000
0.139957393019
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
6813.00000000
NS
USD
646758.09000000
0.194934198532
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
1610.00000000
NS
USD
36337.70000000
0.010952256393
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364G103
8814.00000000
NS
USD
826841.34000000
0.249211654895
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
725.00000000
NS
USD
9309.00000000
0.002805751458
Long
EC
US
N
1
N
N
N
SPDR S&P 500 ETF Trust
549300NZAMSJ8FXPQQ63
SPDR S&P 500 ETF Trust
78462F103
2548.00000000
NS
USD
785701.28000000
0.236811957470
Long
EC
RF
US
N
1
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc
50212V100
3934.00000000
NS
USD
308425.60000000
0.092960100650
Long
EC
CORP
US
N
1
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871R209
15067.00000000
NS
USD
517702.12000000
0.156036467731
Long
EC
CORP
US
N
1
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
731572AA1
150000.00000000
PA
USD
152484.26000000
0.045959064867
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
1.70000000
N
N
N
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E Corp
69331C108
20522.00000000
NS
USD
182030.14000000
0.054864252953
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
9041.00000000
NS
USD
465792.32000000
0.140390748852
Long
EC
CORP
US
N
1
N
N
N
Focus Brands Funding LLC
N/A
FOCUS Brands Funding LLC
34417MAA5
97000.00000000
PA
USD
91553.45000000
0.027594395299
Long
ABS-O
CORP
US
N
2
2047-04-30
Fixed
3.86000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
2533.00000000
NS
USD
378582.18000000
0.114105435985
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAK0
425000.00000000
PA
USD
431843.78000000
0.130158590123
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Casey's General Stores Inc
549300CAFWSI86V66Q65
Casey's General Stores Inc
147528103
1292.00000000
NS
USD
193179.84000000
0.058224795120
Long
EC
CORP
US
N
1
N
N
N
FIXED INC CLEARING CORP.REPO
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
1213777.79000000
PA
USD
1213777.79000000
0.365835084783
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2020-07-01
1183400.00000000
USD
1238191.42000000
USD
UST
N
N
N
Wind River CLO Ltd
N/A
THL Credit Wind River 2017-4 Clo Ltd
87249LAC5
250000.00000000
PA
USD
244705.00000000
0.073754582724
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
1.53000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F101
1642.00000000
NS
USD
518231.62000000
0.156196060104
Long
EC
CORP
US
N
1
N
N
N
MOHAWK INDUSTRIES INC
549300JI1115MG3Q6322
Mohawk Industries Inc
608190AL8
390000.00000000
PA
USD
424840.42000000
0.128047763232
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.63000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
1159.00000000
NS
USD
64266.55000000
0.019370068361
Long
EC
CORP
US
N
1
N
N
N
CoreSite Realty Corp
549300H0YYORITFM2B74
CoreSite Realty Corp
21870Q105
1294.00000000
NS
USD
156651.64000000
0.047215121641
Long
EC
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
8225.00000000
NS
USD
565468.75000000
0.170433426779
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
6639.00000000
NS
USD
510804.66000000
0.153957559314
Long
EC
CORP
US
N
1
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
96145DAF2
800000.00000000
PA
USD
884361.62000000
0.266548383812
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.75000000
N
N
N
N
N
N
Cabot Oil & Gas Corp
FCNMH6O7VWU7LHXMK351
Cabot Oil & Gas Corp
127097103
9214.00000000
NS
USD
158296.52000000
0.047710891805
Long
EC
CORP
US
N
1
N
N
N
iShares Intermediate Government/Credit Bond ETF
549300USOBX01WS0GK74
iShares Intermediate Government/Credit Bond ETF
464288612
54181.00000000
NS
USD
6378187.32000000
1.922398579215
Long
EC
RF
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
425000.00000000
PA
USD
473887.72000000
0.142830718812
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
4116.00000000
NS
USD
533515.92000000
0.160802779087
Long
EC
CORP
US
N
1
N
N
N
Host Hotels & Resorts Inc
N6EL63S0K3PB1YFTDI24
Host Hotels & Resorts Inc
44107P104
3477.00000000
NS
USD
37516.83000000
0.011307648563
Long
EC
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
3311.00000000
NS
USD
369209.61000000
0.111280524400
Long
EC
CORP
US
N
1
N
N
N
Toyota Auto Loan Extended Note Trust 2020-1
549300XP7ILZSI1BWP36
Toyota Auto Loan Extended Note Trust 2020-1
89237JAA4
500000.00000000
PA
USD
507493.35000000
0.152959523772
Long
ABS-O
CORP
US
N
2
2033-05-25
Fixed
1.35000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
8353.00000000
NS
USD
439451.33000000
0.132451521104
Long
EC
CORP
US
N
1
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149Y108
8045.00000000
NS
USD
419868.55000000
0.126549231542
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
8311.00000000
NS
USD
371335.48000000
0.111921265925
Long
EC
CORP
US
N
1
N
N
N
ENRGY TRANS PT/REG FIN
N/A
Energy Transfer Partners LP / Regency Energy Finance Corp
75886AAL2
1000000.00000000
PA
USD
1055173.69000000
0.318031487742
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
5.88000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELC44
650000.00000000
PA
USD
650336.23000000
0.196012657176
Long
DBT
USGSE
US
N
2
2029-06-01
Fixed
1.37000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
14189.00000000
NS
USD
518182.28000000
0.156181188928
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2018-BNK14
06035RAP1
400000.00000000
PA
USD
433587.28000000
0.130684084555
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
4.13000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
5752.00000000
NS
USD
513250.96000000
0.154694879090
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
5423.00000000
NS
USD
525976.77000000
0.158530464004
Long
EC
CORP
US
N
1
N
N
N
Apidos CLO
N/A
Apidos Clo XXV
03762YAF4
400000.00000000
PA
USD
392508.40000000
0.118302826905
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
2.31000000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AN5
375000.00000000
PA
USD
383259.88000000
0.115515304241
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.75000000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAR5
275000.00000000
PA
USD
286261.25000000
0.086279720659
Long
DBT
US
N
2
2029-11-15
Fixed
3.45000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
4611.00000000
NS
USD
368372.79000000
0.111028305157
Long
EC
CORP
US
N
1
N
N
N
Invitation Homes Inc
N/A
Invitation Homes Inc
46187W107
11441.00000000
NS
USD
314970.73000000
0.094932816091
Long
EC
US
N
1
N
N
N
Palmer Square CLO Ltd
549300PACXK2KP6J2T91
Palmer Square CLO 2015-2 Ltd
69689CAY2
750000.00000000
PA
USD
728556.75000000
0.219588480364
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
2.69000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP20 XCBT 20200921
000000000
-3.00000000
NC
USD
-11130.46000000
-0.00335474319
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USU0 Comdty
2020-09-21
-524557.04000000
USD
-11130.46000000
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
6135.00000000
NS
USD
317486.25000000
0.095690998915
Long
EC
US
N
1
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2020-ATrust
83406TAB8
200000.00000000
PA
USD
207249.66000000
0.062465467371
Long
ABS-O
CORP
US
N
2
2046-05-15
Fixed
2.54000000
N
N
N
N
N
N
Catalent Inc
N/A
Catalent Inc
148806102
4840.00000000
NS
USD
354772.00000000
0.106928999499
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZW3
4275000.00000000
PA
USD
4266650.41000000
1.285977076978
Long
DBT
UST
US
N
2
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121100
497.00000000
NS
USD
11833.57000000
0.003566661970
Long
EC
US
N
1
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AEB25
800000.00000000
PA
USD
946563.34000000
0.285296108229
Long
DBT
USGSE
US
N
2
2028-06-09
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
7303.00000000
NS
USD
373183.30000000
0.112478202616
Long
EC
CORP
US
N
1
N
N
N
Benefit Street Partners CLO Ltd
N/A
Benefit Street Partners CLO XVIII Ltd
08186PAA1
250000.00000000
PA
USD
244453.25000000
0.073678704764
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
2.56000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
7203.00000000
NS
USD
517895.70000000
0.156094813135
Long
EC
CORP
US
N
1
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
6637.00000000
NS
USD
182915.72000000
0.055131168559
Long
EC
US
N
1
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
25793.00000000
NS
USD
274437.52000000
0.082716024485
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1743.00000000
NS
USD
514097.85000000
0.154950133452
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
1257.00000000
NS
USD
455461.38000000
0.137276982608
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
2746.00000000
NS
USD
385044.12000000
0.116053077792
Long
EC
CORP
US
N
1
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAH6
875000.00000000
PA
USD
928705.15000000
0.279913613586
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
7576.00000000
NS
USD
445468.80000000
0.134265198753
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
4873.00000000
NS
USD
454797.09000000
0.137076764256
Long
EC
US
N
1
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130A2UW4
1175000.00000000
PA
USD
1297382.14000000
0.391033605239
Long
DBT
USGSE
US
N
2
2024-09-13
Fixed
2.88000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO XIII Ltd
87250AAA9
350000.00000000
PA
USD
345817.50000000
0.104230095059
Long
ABS-CBDO
CORP
KY
N
2
2032-07-15
Variable
2.52000000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
23697.00000000
NS
USD
618254.73000000
0.186343228085
Long
EC
CORP
US
N
1
N
N
N
Telephone and Data Systems Inc
N/A
Telephone and Data Systems Inc
879433829
4748.00000000
NS
USD
94390.24000000
0.028449409552
Long
EC
CORP
US
N
1
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELHN7
850000.00000000
PA
USD
928814.17000000
0.279946472434
Long
DBT
USGSE
US
N
2
2028-01-21
Fixed
2.03000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
4480.00000000
NS
USD
525190.40000000
0.158293450493
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
3758.00000000
NS
USD
449344.06000000
0.135433209967
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
600000.00000000
PA
USD
632215.23000000
0.190550951067
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BC9
300000.00000000
PA
USD
314880.72000000
0.094905686895
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203101
21359.00000000
NS
USD
702924.69000000
0.211862925554
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
2048.00000000
NS
USD
513044.48000000
0.154632645600
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
4219.00000000
NS
USD
517418.16000000
0.155950881612
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
29059.00000000
NS
USD
506498.37000000
0.152659634785
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
1959.00000000
NS
USD
515177.82000000
0.155275638598
Long
EC
CORP
US
N
1
N
N
N
Ardagh Group SA
6354006L1NWUUOPYX274
Ardagh Group SA
000000000
3304.00000000
NS
USD
42654.64000000
0.012856194906
Long
EC
CORP
LU
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
7979.00000000
NS
USD
518395.63000000
0.156245493050
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
3852.00000000
NS
USD
508656.60000000
0.153310129679
Long
EC
CORP
US
N
1
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AE8
775000.00000000
PA
USD
794761.46000000
0.239542714076
Long
DBT
US
N
2
2026-07-15
Fixed
3.30000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BJ3
400000.00000000
PA
USD
453539.64000000
0.136697766279
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.10000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
1958.00000000
NS
USD
375720.62000000
0.113242956004
Long
EC
US
N
1
N
N
N
Foot Locker Inc
549300X383CBNP6MTV94
Foot Locker Inc
344849104
3535.00000000
NS
USD
103080.60000000
0.031068701661
Long
EC
CORP
US
N
1
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BM1
100000.00000000
PA
USD
101994.64000000
0.030741391117
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
6729.00000000
NS
USD
956258.19000000
0.288218155659
Long
EC
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2020-NQM1
64830VAA1
282468.91000000
PA
USD
287250.63000000
0.086577921795
Long
ABS-MBS
CORP
US
N
2
2060-01-26
Variable
2.46000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
18884.00000000
NS
USD
614863.04000000
0.185320965848
Long
EC
CORP
US
N
1
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
2096.00000000
NS
USD
284385.28000000
0.085714299501
Long
EC
US
N
1
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AZ0
150000.00000000
PA
USD
155454.28000000
0.046854234912
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.90000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAD6
394000.00000000
PA
USD
402384.32000000
0.121279449200
Long
ABS-O
CORP
US
N
2
2048-11-25
Fixed
4.32000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
1916.00000000
NS
USD
512625.80000000
0.154506454600
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
2195.00000000
NS
USD
383795.75000000
0.115676816545
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33
61767CAR9
1000000.00000000
PA
USD
1028610.80000000
0.310025378885
Long
ABS-MBS
CORP
US
N
2
2050-05-15
Fixed
3.14000000
N
N
N
N
N
N
Leidos Holdings Inc
549300IUTGTP6EJP8124
Leidos Holdings Inc
525327102
7840.00000000
NS
USD
734372.80000000
0.221341449616
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
250000.00000000
PA
USD
288675.16000000
0.087007278023
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
ADT Inc
N/A
ADT Inc
00090Q103
13421.00000000
NS
USD
107099.58000000
0.032280030374
Long
EC
CORP
US
N
1
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798101
597.00000000
NS
USD
16411.53000000
0.004946468388
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587AF4
475000.00000000
PA
USD
504992.07000000
0.152205632913
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
4.10000000
N
N
N
N
N
N
TripAdvisor Inc
N/A
TripAdvisor Inc
896945201
14027.00000000
NS
USD
266653.27000000
0.080369835765
Long
EC
CORP
US
N
1
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397A29
425000.00000000
PA
USD
404812.50000000
0.122011307571
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.09000000
N
N
N
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
9631.00000000
NS
USD
662901.73000000
0.199799924331
Long
EC
CORP
US
N
1
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
14285.00000000
NS
USD
589399.10000000
0.177646082747
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
2071.00000000
NS
USD
191298.27000000
0.057657686111
Long
EC
US
N
1
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M101
341.00000000
NS
USD
19600.68000000
0.005907684659
Long
EC
CORP
US
N
1
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAJ1
200000.00000000
PA
USD
204858.99000000
0.061744914590
Long
DBT
CORP
NO
N
2
2026-01-22
Fixed
1.75000000
N
N
N
N
N
N
Lions Gate Entertainment Corp
5493000JSMHPHZURLM72
Lions Gate Entertainment Corp
535919500
64142.00000000
NS
USD
438089.86000000
0.132041171288
Long
EC
CORP
CA
N
1
N
N
N
Cinemark Holdings Inc
N/A
Cinemark Holdings Inc
17243V102
18561.00000000
NS
USD
214379.55000000
0.064614430661
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
4020.00000000
NS
USD
561071.40000000
0.169108056581
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WW9
975000.00000000
PA
USD
919142.25000000
0.277031336153
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.66000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
5557.00000000
NS
USD
509021.20000000
0.153420020857
Long
EC
CORP
US
N
1
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604103
56833.00000000
NS
USD
388169.39000000
0.116995040501
Long
EC
CORP
US
N
1
N
N
N
PINNACLE WEST CAPITAL
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484AH4
525000.00000000
PA
USD
531449.98000000
0.160180100586
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
1896.00000000
NS
USD
347479.92000000
0.104731151814
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
6756.00000000
NS
USD
834366.00000000
0.251479602663
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
6881.00000000
NS
USD
379349.53000000
0.114336716830
Long
EC
CORP
US
N
1
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
675000.00000000
PA
USD
719026.21000000
0.216715956301
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0X57
575000.00000000
PA
USD
575474.48000000
0.173449174071
Long
DBT
USGSE
US
N
2
2025-01-24
Fixed
2.00000000
N
N
N
N
N
N
TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME
54930043TEPI4UKGHU90
Tiaa Clo III Ltd
87272HAA8
350000.00000000
PA
USD
336901.25000000
0.101542719246
Long
ABS-CBDO
CORP
KY
N
2
2031-01-16
Floating
2.33000000
N
N
N
N
N
N
T-Mobile US Inc
549300QHIJYOHPACPG31
T-Mobile US Inc
872590104
3422.00000000
NS
USD
356401.30000000
0.107420073819
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
7201.00000000
NS
USD
364082.56000000
0.109735221144
Long
EC
CORP
US
N
1
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y106
36702.00000000
NS
USD
608886.18000000
0.183519528136
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
450000.00000000
PA
USD
477262.58000000
0.143847908453
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
451.00000000
NS
USD
13408.23000000
0.004041267684
Long
EC
US
N
1
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411105
4521.00000000
NS
USD
61033.50000000
0.018395620542
Long
EC
CORP
US
N
1
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
313382GT4
300000.00000000
PA
USD
348720.65000000
0.105105110350
Long
DBT
USGSE
US
N
2
2028-03-10
Fixed
3.00000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortgage Trust
N/A
DBJPM 17-C6 Mortgage Trust
23312JAB9
800000.00000000
PA
USD
822989.44000000
0.248050684432
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Fixed
2.92000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
9777.00000000
NS
USD
456097.05000000
0.137468574833
Long
EC
CORP
US
N
1
N
N
N
Vistra Energy Corp
549300KP43CPCUJOOG15
Vistra Energy Corp
92840M102
35032.00000000
NS
USD
652295.84000000
0.196603287600
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
12614.00000000
NS
USD
381321.22000000
0.114930988190
Long
EC
CORP
US
N
1
N
N
N
Apidos CLO
N/A
Apidos CLO XXXII
03768RAC0
500000.00000000
PA
USD
490700.50000000
0.147898124763
Long
ABS-CBDO
CORP
KY
N
2
2033-01-20
Variable
3.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
11349.00000000
NS
USD
442384.02000000
0.133335439811
Long
EC
CORP
US
N
1
N
N
N
iShares Russell 1000 Value ETF
549300KLSYN5NN4YNM90
iShares Russell 1000 Value ETF
464287598
48872.00000000
NS
USD
5503964.64000000
1.658906092458
Long
EC
RF
US
N
1
N
N
N
Vanguard Mid-Cap Value ETF
Q4QUKKUM8YYJ562GIO45
Vanguard Mid-Cap Value ETF
922908512
92803.00000000
NS
USD
8881247.10000000
2.676825867619
Long
EC
RF
US
N
1
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market Inc
85208M102
20578.00000000
NS
USD
526591.02000000
0.158715600199
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-1
81748MAA6
168448.05000000
PA
USD
173102.32000000
0.052173389919
Long
ABS-MBS
CORP
US
N
2
2050-02-25
Variable
3.50000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
6012.00000000
NS
USD
370459.44000000
0.111657225694
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
11218.00000000
NS
USD
510867.72000000
0.153976565726
Long
EC
CORP
US
N
1
N
N
N
Regatta VI Funding Ltd.
2549001NU08X5ZRD6A39
Regatta VI Funding Ltd
75887NAL3
650000.00000000
PA
USD
642146.05000000
0.193544120333
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
2.22000000
N
N
N
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
2148.00000000
NS
USD
241091.52000000
0.072665472532
Long
EC
CORP
US
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
22589.00000000
NS
USD
507348.94000000
0.152915998306
Long
EC
US
N
1
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
375000.00000000
PA
USD
369583.98000000
0.111393360277
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
6645.00000000
NS
USD
513857.85000000
0.154877796966
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
4338.00000000
NS
USD
641633.58000000
0.193389660836
Long
EC
CORP
US
N
1
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BT5
1413000.00000000
PA
USD
1463270.20000000
0.441032602580
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.89000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
000000000
3468.00000000
NS
USD
439118.16000000
0.132351102992
Long
EC
CORP
CH
N
1
N
N
N
Polaris Inc
549300QJSN8UVWN1EI78
Polaris Inc
731068102
1438.00000000
NS
USD
133086.90000000
0.040112661268
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
300000.00000000
PA
USD
338712.33000000
0.102088582427
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.63000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELB37
425000.00000000
PA
USD
425057.16000000
0.128113089107
Long
DBT
USGSE
US
N
2
2028-11-27
Fixed
1.35000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2017-H1
61691JAR5
900000.00000000
PA
USD
926376.75000000
0.279211829109
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.09000000
N
N
N
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
22599.00000000
NS
USD
692885.34000000
0.208837045126
Long
EC
CORP
US
N
1
N
N
N
Cabot Corp
K05C0SER542GQ6VLRO68
Cabot Corp
127055101
4408.00000000
NS
USD
163316.40000000
0.049223893807
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
1585.00000000
NS
USD
522225.80000000
0.157399914047
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
N/A
Kraft Heinz Co/The
500754106
13620.00000000
NS
USD
434341.80000000
0.130911498412
Long
EC
CORP
US
N
1
N
N
N
ELARA HGV TIMESHARE ISSUER
N/A
Elara HGV Timeshare Issuer 2017-A LLC
28416DAA8
85457.37000000
PA
USD
85403.28000000
0.025740721602
Long
ABS-O
CORP
US
N
2
2030-03-25
Fixed
2.69000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDJ7
325000.00000000
PA
USD
358120.75000000
0.107938319532
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.10000000
N
N
N
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
8004.00000000
NS
USD
456228.00000000
0.137508043429
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
7200.00000000
NS
USD
382536.00000000
0.115297125343
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
1382.00000000
NS
USD
25801.94000000
0.007776756985
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
885000.00000000
PA
USD
882545.51000000
0.266001004579
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.63000000
N
N
N
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
219023AF5
175000.00000000
PA
USD
176943.86000000
0.053331237857
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
4.63000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AB7
575000.00000000
PA
USD
552546.25000000
0.166538559101
Long
DBT
CORP
US
N
2
2022-11-15
Floating
1.44000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
4727.00000000
NS
USD
358164.79000000
0.107951593278
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
2159.00000000
NS
USD
516411.21000000
0.155647384842
Long
EC
CORP
US
N
1
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
000000000
5878.00000000
NS
USD
386302.16000000
0.116432253597
Long
EC
CORP
NL
N
1
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAY9
200000.00000000
PA
USD
206788.29000000
0.062326409518
Long
DBT
CORP
GB
N
2
2023-01-13
Fixed
2.10000000
N
N
N
N
N
N
Mylan NV
549300A0CD4KNFGIIS89
Mylan NV
000000000
32730.00000000
NS
USD
526298.40000000
0.158627403938
Long
EC
CORP
NL
N
1
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
22521.00000000
NS
USD
581942.64000000
0.175398690598
Long
EC
CORP
US
N
1
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGT6
600000.00000000
PA
USD
621918.67000000
0.187447547024
Long
DBT
CORP
US
N
2
2025-02-13
Fixed
1.80000000
N
N
N
N
N
N
Perrigo Co PLC
549300IFOQS6R1QLY196
Perrigo Co PLC
000000000
11799.00000000
NS
USD
652130.73000000
0.196553523112
Long
EC
CORP
IE
N
1
N
N
N
ARES CLO Ltd
549300X38KZ67Q2FQG11
Ares XLI Clo Ltd
04016DAJ4
600000.00000000
PA
USD
592566.60000000
0.178600773664
Long
ABS-CBDO
CORP
KY
N
2
2029-01-15
Floating
2.42000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2019-C
63940YAB2
300000.00000000
PA
USD
309486.99000000
0.093280005746
Long
ABS-O
CORP
US
N
2
2068-02-15
Fixed
3.13000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust 2018-A
43284BAA0
266434.71000000
PA
USD
271398.74000000
0.081800130037
Long
ABS-O
CORP
US
N
2
2032-02-25
Fixed
3.54000000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918K108
7941.00000000
NS
USD
628450.74000000
0.189416326154
Long
EC
CORP
US
N
1
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELL93
725000.00000000
PA
USD
724790.70000000
0.218453385265
Long
DBT
USGSE
US
N
2
2024-06-17
Fixed
0.71000000
N
N
N
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
16128.00000000
NS
USD
432069.12000000
0.130226508056
Long
EC
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859104
268.00000000
NS
USD
21263.12000000
0.006408747442
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
2888.00000000
NS
USD
177958.56000000
0.053637070493
Long
EC
CORP
US
N
1
N
N
N
Amdocs Ltd
N/A
Amdocs Ltd
000000000
10876.00000000
NS
USD
662130.88000000
0.199567588580
Long
EC
CORP
GG
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
3215.00000000
NS
USD
323975.55000000
0.097646887081
Long
EC
CORP
US
N
1
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBC2
1430000.00000000
PA
USD
1401408.02000000
0.422387216208
Long
DBT
CORP
JP
N
2
2024-05-25
Floating
0.99000000
N
N
N
N
N
N
Huntington Ingalls Industries Inc
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413106
2457.00000000
NS
USD
428721.93000000
0.129217658209
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
3377.00000000
NS
USD
446642.02000000
0.134618809637
Long
EC
CORP
US
N
1
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
3655.00000000
NS
USD
516634.25000000
0.155714609550
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
2089.00000000
NS
USD
372907.39000000
0.112395042783
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
4221.00000000
NS
USD
240006.06000000
0.072338312689
Long
EC
CORP
US
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
2104.00000000
NS
USD
379119.76000000
0.114267463686
Long
EC
CORP
US
N
1
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
44919P508
361.00000000
NS
USD
116747.40000000
0.035187902867
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
8641.00000000
NS
USD
441814.33000000
0.133163734091
Long
EC
CORP
US
N
1
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AC4
200000.00000000
PA
USD
203552.77000000
0.061351217236
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.80000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
7469.00000000
NS
USD
520888.06000000
0.156996716501
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
-21.00000000
NC
USD
-5779.37000000
-0.00174191382
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU0 Comdty
2020-09-21
-3301392.51000000
USD
-5779.37000000
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AY7
265000.00000000
PA
USD
266767.93000000
0.080404394521
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
4065.00000000
NS
USD
516133.05000000
0.155563546855
Long
EC
CORP
US
N
1
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
6112.00000000
NS
USD
526243.20000000
0.158610766546
Long
EC
CORP
US
N
1
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09256BAL1
300000.00000000
PA
USD
312937.10000000
0.094319875889
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
2.50000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134GVX45
575000.00000000
PA
USD
575029.79000000
0.173315143604
Long
DBT
USGSE
US
N
2
2025-06-30
Fixed
0.90000000
N
N
N
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020Y100
5990.00000000
NS
USD
151576.95000000
0.045685599795
Long
EC
CORP
US
N
1
N
N
N
iShares Russell Mid-Cap ETF
549300RVM4H7425YNW89
iShares Russell Mid-Cap ETF
464287499
14582.00000000
NS
USD
781595.20000000
0.235574376639
Long
EC
RF
US
N
1
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
7192.00000000
NS
USD
503871.52000000
0.151867896873
Long
EC
CORP
US
N
1
N
N
N
Cognizant Technology Solutions Corp
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
9370.00000000
NS
USD
532403.40000000
0.160467463305
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320102
2821.00000000
NS
USD
171798.90000000
0.051780536491
Long
EC
CORP
US
N
1
N
N
N
Highwoods Realty LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AP7
1175000.00000000
PA
USD
1241324.41000000
0.374137691855
Long
DBT
US
N
2
2027-03-01
Fixed
3.88000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
812.00000000
NS
USD
441801.08000000
0.133159740515
Long
EC
CORP
US
N
1
N
N
N
Graham Holdings Co
529900BOSCEEEMAFQJ29
Graham Holdings Co
384637104
1491.00000000
NS
USD
510920.97000000
0.153992615384
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
291.00000000
NS
USD
131383.59000000
0.039599280183
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484101
2934.00000000
NS
USD
215032.86000000
0.064811339618
Long
EC
CORP
US
N
1
N
N
N
Cirrus Logic Inc
549300NKSJEM5ZZSSV18
Cirrus Logic Inc
172755100
2054.00000000
NS
USD
126896.12000000
0.038246747634
Long
EC
CORP
US
N
1
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BL3
225000.00000000
PA
USD
231727.29000000
0.069843074640
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
2.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZU7
8925000.00000000
PA
USD
8943826.22000000
2.695687341160
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25000000
N
N
N
N
N
N
Spirit AeroSystems Holdings Inc
N/A
Spirit AeroSystems Holdings Inc
848574109
12316.00000000
NS
USD
294845.04000000
0.088866892354
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
1985.00000000
NS
USD
454902.45000000
0.137108519973
Long
EC
US
N
1
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAS9
450000.00000000
PA
USD
495911.88000000
0.149468845253
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.70000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
16755.00000000
NS
USD
428928.00000000
0.129279768124
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
16245.00000000
NS
USD
815661.45000000
0.245842013401
Long
EC
CORP
US
N
1
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
15662.00000000
NS
USD
512147.40000000
0.154362263871
Long
EC
CORP
US
N
1
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-1
24703NAB5
300000.00000000
PA
USD
305132.91000000
0.091967677213
Long
ABS-O
CORP
US
N
2
2022-06-22
Fixed
2.26000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AN4
1775000.00000000
PA
USD
1780901.59000000
0.536767346986
Long
DBT
CORP
FR
N
2
2020-10-13
Fixed
2.35000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448C104
5414.00000000
NS
USD
120299.08000000
0.036258386414
Long
EC
CORP
US
N
1
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776696106
1146.00000000
NS
USD
444945.96000000
0.134107613717
Long
EC
CORP
US
N
1
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496107
9583.00000000
NS
USD
574788.34000000
0.173242370085
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
2616.00000000
NS
USD
231175.92000000
0.069676890605
Long
EC
CORP
US
N
1
N
N
N
Sabre Corp
529900VKCYZW8GZ4WW58
Sabre Corp
78573M104
56282.00000000
NS
USD
453632.92000000
0.136725881060
Long
EC
CORP
US
N
1
N
N
N
JB Hunt Transport Services Inc
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658107
676.00000000
NS
USD
81349.84000000
0.024519006574
Long
EC
CORP
US
N
1
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
000000000
8364.00000000
NS
USD
744228.72000000
0.224312043870
Long
EC
CORP
IE
N
1
N
N
N
MGIC Investment Corp
254900S8483WM4M98R28
MGIC Investment Corp
552848103
68791.00000000
NS
USD
563398.29000000
0.169809385941
Long
EC
CORP
US
N
1
N
N
N
Gap Inc/The
T2ZG1WRWZ4BUCMQL9224
Gap Inc/The
364760108
1161.00000000
NS
USD
14651.82000000
0.004416088229
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
7258.00000000
NS
USD
447455.70000000
0.134864054438
Long
EC
CORP
US
N
1
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445103
6766.00000000
NS
USD
69013.20000000
0.020800718287
Long
EC
CORP
US
N
1
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
504.00000000
NS
USD
13154.40000000
0.003964762808
Long
EC
US
N
1
N
N
N
ELFI Graduate Loan Program
N/A
ELFI Graduate Loan Program 2019-A LLC
26857EAA6
562107.74000000
PA
USD
576092.08000000
0.173635319962
Long
ABS-O
CORP
US
N
2
2044-03-25
Fixed
2.54000000
N
N
N
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
5812.00000000
NS
USD
824606.56000000
0.248538087676
Long
EC
CORP
US
N
1
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAJ5
175000.00000000
PA
USD
183665.85000000
0.055357259261
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.00000000
N
N
N
N
N
N
SYNNEX Corp
5493004HI6PFLF46NS53
SYNNEX Corp
87162W100
5695.00000000
NS
USD
682090.15000000
0.205583352992
Long
EC
CORP
US
N
1
N
N
N
Extended Stay America Inc
549300IESZBC3BJUJW64
Extended Stay America Inc
30224P200
14376.00000000
NS
USD
160867.44000000
0.048485772302
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
4812.00000000
NS
USD
286314.00000000
0.086295619616
Long
EC
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AQ1
665000.00000000
PA
USD
673510.67000000
0.202997480339
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBB4
300000.00000000
PA
USD
298268.70000000
0.089898790414
Long
DBT
CORP
JP
N
2
2023-09-13
Floating
1.16000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
300000.00000000
PA
USD
312105.00000000
0.094069079264
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
8241.00000000
NS
USD
452760.54000000
0.136462943960
Long
EC
CORP
US
N
1
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DV3
550000.00000000
PA
USD
543468.80000000
0.163802597282
Long
DBT
CORP
US
N
2
2022-02-15
Floating
1.29000000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
125000.00000000
PA
USD
136166.08000000
0.041040732357
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
Universal Health Services Inc
549300YGMGQDO0NMJD09
Universal Health Services Inc
913903100
6540.00000000
NS
USD
607500.60000000
0.183101911518
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2020-GC46
17328RAZ2
500000.00000000
PA
USD
539323.55000000
0.162553210534
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.72000000
N
N
N
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 76 CLO Ltd
26252WAA7
250000.00000000
PA
USD
246252.75000000
0.074221077710
Long
ABS-O
CORP
KY
N
2
2032-10-20
Variable
2.47000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
6685.00000000
NS
USD
418414.15000000
0.126110872435
Long
EC
CORP
US
N
1
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793100
4085.00000000
NS
USD
315566.25000000
0.095112307025
Long
EC
CORP
US
N
1
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AJ0
545875.00000000
PA
USD
563337.54000000
0.169791075768
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
3.79000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133EK2V7
500000.00000000
PA
USD
503302.54000000
0.151696405149
Long
DBT
USGSE
US
N
2
2028-10-16
Fixed
2.44000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
18380.00000000
NS
USD
436525.00000000
0.131569519314
Long
EC
CORP
US
N
1
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
Eaton Corp PLC
000000000
5209.00000000
NS
USD
455683.32000000
0.137343875773
Long
EC
CORP
IE
N
1
N
N
N
Westcott Park Clo Ltd
549300SXZQ1LGMMQ5793
Westcott Park CLO Ltd
95753TAE5
400000.00000000
PA
USD
395552.00000000
0.119220174111
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Variable
2.35000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-3
81748AAA2
724899.97000000
PA
USD
753610.65000000
0.227139776578
Long
ABS-MBS
CORP
US
N
2
2050-04-25
Variable
3.00000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
391164AE0
330000.00000000
PA
USD
339069.72000000
0.102196300497
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
4.85000000
N
N
N
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
2051.00000000
NS
USD
185369.38000000
0.055870706654
Long
EC
US
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
4365.00000000
NS
USD
374211.45000000
0.112788089109
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
106288.00000000
NS
USD
106288.00000000
0.032035418518
Long
STIV
RF
US
N
1
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAL8
150000.00000000
PA
USD
152137.50000000
0.045854550700
Long
DBT
CORP
US
N
2
2025-06-22
Fixed
1.88000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
10676.00000000
NS
USD
448605.52000000
0.135210612515
Long
EC
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
11620.00000000
NS
USD
436331.00000000
0.131511047321
Long
EC
CORP
US
N
1
N
N
N
BAE Systems Holdings Inc
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc
05523UAP5
445000.00000000
PA
USD
492743.82000000
0.148513985551
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
3.85000000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
5378.00000000
NS
USD
521988.68000000
0.157328445599
Long
EC
CORP
US
N
1
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
425000.00000000
PA
USD
463006.26000000
0.139551024724
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
Exelixis Inc
N/A
Exelixis Inc
30161Q104
7711.00000000
NS
USD
183059.14000000
0.055174395638
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
719.00000000
NS
USD
191512.84000000
0.057722357943
Long
EC
CORP
US
N
1
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBE8
325000.00000000
PA
USD
336987.75000000
0.101568790521
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.13000000
N
N
N
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
851.00000000
NS
USD
109489.66000000
0.033000405328
Long
EC
CORP
US
N
1
N
N
N
Yum China Holdings Inc
529900DO9BYZ7VA3K502
Yum China Holdings Inc
98850P109
2727.00000000
NS
USD
131086.89000000
0.039509854202
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
3889.00000000
NS
USD
601394.96000000
0.181261659253
Long
EC
US
N
1
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2018-B2 Mortgage Trust
08161CAB7
150000.00000000
PA
USD
157147.91000000
0.047364698425
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
3.66000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
1593.00000000
NS
USD
381157.11000000
0.114881525104
Long
EC
CORP
US
N
1
N
N
N
ICU Medical Inc
5493003NRW7LS2QZRH60
ICU Medical Inc
44930G107
1761.00000000
NS
USD
324569.91000000
0.097826028389
Long
EC
CORP
US
N
1
N
N
N
Evercore Inc
529900P6KLPT95DW3W58
Evercore Inc
29977A105
9569.00000000
NS
USD
563805.48000000
0.169932113832
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
7085.00000000
NS
USD
367357.25000000
0.110722219344
Long
EC
CORP
US
N
1
N
N
N
HD Supply Holdings Inc
549300B7Z7O7RWEXS689
HD Supply Holdings Inc
40416M105
18735.00000000
NS
USD
649167.75000000
0.195660474937
Long
EC
CORP
US
N
1
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
1298.00000000
NS
USD
71987.08000000
0.021697051743
Long
EC
CORP
US
N
1
N
N
N
Octagon Investment Partners 29, Ltd.
5493003U22XL00FIHD56
Octagon Investment Partners 29 Ltd
67591JAL6
350000.00000000
PA
USD
338150.75000000
0.101919321077
Long
ABS-CBDO
CORP
KY
N
2
2033-01-24
Floating
2.20000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAL7
600000.00000000
PA
USD
701196.94000000
0.211342178204
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.38000000
N
N
N
N
N
N
HollyFrontier Corp
549300J3U2WK73C9ZK26
HollyFrontier Corp
436106108
19113.00000000
NS
USD
558099.60000000
0.168212350041
Long
EC
CORP
US
N
1
N
N
N
Regal Beloit Corp
QH78R09VCJGQKPBPYU33
Regal Beloit Corp
758750103
7025.00000000
NS
USD
613423.00000000
0.184886934875
Long
EC
CORP
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475105
3589.00000000
NS
USD
377598.69000000
0.113809010107
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
4801.00000000
NS
USD
384608.11000000
0.115921663495
Long
EC
CORP
US
N
1
N
N
N
PBF Energy Inc
2549003PBEDCSZMZIY02
PBF Energy Inc
69318G106
1336.00000000
NS
USD
13680.64000000
0.004123372610
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CP3
875000.00000000
PA
USD
965036.90000000
0.290864076637
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.30000000
N
N
N
N
N
N
MDU Resources Group Inc
N/A
MDU Resources Group Inc
552690109
22741.00000000
NS
USD
504395.38000000
0.152025789338
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Inc
0J0XRGZE3PBRFEZ7MV65
Charter Communications Inc
16119P108
992.00000000
NS
USD
505959.68000000
0.152497272527
Long
EC
CORP
US
N
1
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAN0
500000.00000000
PA
USD
515515.30000000
0.155377355753
Long
DBT
US
N
2
2025-01-15
Fixed
2.84000000
N
N
N
N
N
N
Axalta Coating Systems Ltd
529900AGLPA40GV6H619
Axalta Coating Systems Ltd
000000000
9261.00000000
NS
USD
208835.55000000
0.062943457830
Long
EC
CORP
BM
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAA4
400000.00000000
PA
USD
411200.20000000
0.123936573291
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
3.38000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CH6
240000.00000000
PA
USD
244555.94000000
0.073709655738
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.10000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
3039.00000000
NS
USD
384433.50000000
0.115869035687
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
9045.00000000
NS
USD
621301.05000000
0.187261395105
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
787000.00000000
PA
USD
938559.35000000
0.282883689428
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.02000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
2465.00000000
NS
USD
387374.75000000
0.116755534395
Long
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
6049.00000000
NS
USD
1048049.74000000
0.315884314780
Long
EC
CORP
US
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
2716.00000000
NS
USD
508788.28000000
0.153349818298
Long
EC
CORP
US
N
1
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
1865.00000000
NS
USD
261342.45000000
0.078769143858
Long
EC
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAS8
200000.00000000
PA
USD
213604.71000000
0.064380892315
Long
DBT
US
N
2
2027-04-01
Fixed
3.80000000
N
N
N
N
N
N
Sierra Receivables Funding Co LLC
N/A
Sierra Timeshare 2019-1 Receivables Funding LLC
82653EAA5
104558.88000000
PA
USD
106589.53000000
0.032126300271
Long
ABS-O
CORP
US
N
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22550L2C4
475000.00000000
PA
USD
515738.71000000
0.155444691980
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
25198.00000000
NS
USD
660187.60000000
0.198981880051
Long
EC
CORP
US
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
7542.00000000
NS
USD
964320.12000000
0.290648037693
Long
EC
CORP
US
N
1
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AK9
125000.00000000
PA
USD
123731.26000000
0.037292852419
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.45000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271109
3520.00000000
NS
USD
571120.00000000
0.172136724978
Long
EC
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-2
81748KAA0
709810.50000000
PA
USD
729800.47000000
0.219963340091
Long
ABS-MBS
CORP
US
N
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044101
31936.00000000
NS
USD
1081033.60000000
0.325825717003
Long
EC
CORP
US
N
1
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 57 Clo Ltd
26243KAC1
600000.00000000
PA
USD
583234.20000000
0.175787969399
Long
ABS-CBDO
CORP
KY
N
2
2031-05-15
Floating
1.40000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
2552.00000000
NS
USD
451270.16000000
0.136013740409
Long
EC
CORP
US
N
1
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
2691.00000000
NS
USD
245473.02000000
0.073986065508
Long
EC
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
3840.00000000
NS
USD
374860.80000000
0.112983804515
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
8339.00000000
NS
USD
372920.08000000
0.112398867575
Long
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
298.00000000
NS
USD
60619.16000000
0.018270737626
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
3685.00000000
NS
USD
235582.05000000
0.071004907113
Long
EC
CORP
US
N
1
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CC9
200000.00000000
PA
USD
215765.66000000
0.065032207023
Long
DBT
NUSS
PH
N
2
2028-02-01
Fixed
3.00000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
2437.00000000
NS
USD
380147.63000000
0.114577265787
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
1535.00000000
NS
USD
368660.95000000
0.111115157165
Long
EC
CORP
US
N
1
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
17609.00000000
NS
USD
369260.73000000
0.111295932072
Long
EC
CORP
US
N
1
N
N
N
Crane Co
549300X1RO9ID7AUCA83
Crane Co
224399105
6143.00000000
NS
USD
365262.78000000
0.110090941843
Long
EC
CORP
US
N
1
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAQ2
525000.00000000
PA
USD
573753.02000000
0.172930322540
Long
DBT
US
N
2
2026-07-15
Fixed
3.25000000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
7099.00000000
NS
USD
784652.47000000
0.236495844011
Long
EC
CORP
US
N
1
N
N
N
Zynga Inc
N/A
Zynga Inc
98986T108
37658.00000000
NS
USD
359257.32000000
0.108280884033
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
2548.00000000
NS
USD
445772.60000000
0.134356764688
Long
EC
CORP
US
N
1
N
N
N
Voya CLO Ltd
549300KSCKXTOBY0IP86
Voya CLO 2019-1 Ltd
92917NAJ7
250000.00000000
PA
USD
242403.00000000
0.073060755261
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
2.28000000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427108
10629.00000000
NS
USD
450563.31000000
0.135800694387
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBH2
450000.00000000
PA
USD
503721.30000000
0.151822620261
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CQ6
375000.00000000
PA
USD
345072.59000000
0.104005577675
Long
DBT
CORP
US
N
2
2022-08-15
Floating
1.84000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
2612.00000000
NS
USD
424554.48000000
0.127961580336
Long
EC
CORP
US
N
1
N
N
N
Ingredion Inc
PKSTQ48QDN0XSVS7YK88
Ingredion Inc
457187102
5759.00000000
NS
USD
477997.00000000
0.144069264128
Long
EC
CORP
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
308.00000000
NS
USD
28730.24000000
0.008659352537
Long
EC
CORP
US
N
1
N
N
N
Alkermes PLC
N/A
Alkermes PLC
000000000
8808.00000000
NS
USD
170919.24000000
0.051515405185
Long
EC
CORP
IE
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
1400.00000000
NS
USD
167104.00000000
0.050365484120
Long
EC
CORP
US
N
1
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International Inc
95082P105
9208.00000000
NS
USD
323292.88000000
0.097441128960
Long
EC
CORP
US
N
1
N
N
N
Cedar Funding Ltd
549300PPJP6KEORGHQ85
Cedar Funding IV CLO Ltd
150323AN3
750000.00000000
PA
USD
739750.50000000
0.222962299290
Long
ABS-CBDO
CORP
KY
N
2
2030-07-23
Floating
2.27000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-1
46650HAL2
524101.94000000
PA
USD
522816.53000000
0.157577961266
Long
ABS-MBS
CORP
US
N
2
2049-05-25
Floating
1.13000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300Z5ZNFT7IECFZ07
Neuberger Berman CLO XIV Ltd
64129JBE9
250000.00000000
PA
USD
245515.25000000
0.073998793716
Long
ABS-CBDO
CORP
KY
N
2
2030-01-28
Floating
1.92000000
N
N
N
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
4262.00000000
NS
USD
363292.88000000
0.109497209992
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
4493.00000000
NS
USD
364741.74000000
0.109933899331
Long
EC
CORP
US
N
1
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0V75
525000.00000000
PA
USD
554262.06000000
0.167055707711
Long
DBT
USGSE
US
N
2
2024-07-02
Fixed
1.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWB6
550000.00000000
PA
USD
620408.12000000
0.186992264194
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
3520.00000000
NS
USD
176316.80000000
0.053142240703
Long
EC
CORP
US
N
1
N
N
N
CoreLogic Inc/United States
54930086CD8K2UIL0516
CoreLogic Inc/United States
21871D103
11607.00000000
NS
USD
780222.54000000
0.235160654135
Long
EC
CORP
US
N
1
N
N
N
frontdoor Inc
5493008RB0JZJI3QGZ06
frontdoor Inc
35905A109
1326.00000000
NS
USD
58781.58000000
0.017716887292
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
14680.00000000
NS
USD
371404.00000000
0.111941917992
Long
EC
CORP
US
N
1
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
400000.00000000
PA
USD
483170.69000000
0.145628624775
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.63000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057302
6957.00000000
NS
USD
320648.13000000
0.096643995952
Long
EC
CORP
US
N
1
N
N
N
Galaxy CLO Ltd
54930022KENWLYJ8SJ86
Galaxy XXII CLO Ltd
36320TAL7
250000.00000000
PA
USD
246481.25000000
0.074289948073
Long
ABS-CBDO
CORP
KY
N
2
2028-07-16
Floating
2.18000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAC3
1015000.00000000
PA
USD
1056299.11000000
0.318370691610
Long
DBT
US
N
2
2027-08-15
Fixed
3.95000000
N
N
N
N
N
N
COLONY MORTGAGE CAPITAL LTD
N/A
CLNY Trust 2019-IKPR
12564NAG7
1250000.00000000
PA
USD
1093510.25000000
0.329586204589
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
1.66000000
N
N
N
N
N
N
Apidos CLO
549300HXW2GBYSKFE344
Apidos CLO XV
03764QBC5
500000.00000000
PA
USD
487022.50000000
0.146789568112
Long
ABS-CBDO
CORP
KY
N
2
2031-04-20
Floating
2.15000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BL7
350000.00000000
PA
USD
362052.99000000
0.109123504634
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.80000000
N
N
N
N
N
N
Duke Realty Corp
N/A
Duke Realty Corp
264411505
11907.00000000
NS
USD
421388.73000000
0.127007416873
Long
EC
US
N
1
N
N
N
Nu Skin Enterprises Inc
54930050DETB6CP71D38
Nu Skin Enterprises Inc
67018T105
10962.00000000
NS
USD
419077.26000000
0.126310735133
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
1355.00000000
NS
USD
525401.25000000
0.158357001110
Long
EC
CORP
US
N
1
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC Technology Co
23355L106
20304.00000000
NS
USD
335016.00000000
0.100974501077
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AN4
550000.00000000
PA
USD
576074.86000000
0.173630129819
Long
DBT
US
N
2
2022-10-15
Fixed
3.25000000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
22221.00000000
NS
USD
625298.94000000
0.188466367250
Long
EC
CORP
US
N
1
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331107
949.00000000
NS
USD
102017.50000000
0.030748281167
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
5824.00000000
NS
USD
506163.84000000
0.152558806765
Long
EC
CORP
US
N
1
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAF3
875000.00000000
PA
USD
890996.07000000
0.268548020482
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.70000000
N
N
N
N
N
N
MSC Industrial Direct Co Inc
0XVKH0LN6YGOWO2EGO17
MSC Industrial Direct Co Inc
553530106
5981.00000000
NS
USD
435476.61000000
0.131253532444
Long
EC
CORP
US
N
1
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAA9
1489000.00000000
PA
USD
1521005.53000000
0.458434148003
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
5.00000000
N
N
N
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
000000000
5234.00000000
NS
USD
1030836.30000000
0.310696149093
Long
EC
CORP
IE
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
10956.00000000
NS
USD
424873.68000000
0.128057787863
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
1140000.00000000
PA
USD
1310460.52000000
0.394975455466
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.13000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
6223.00000000
NS
USD
386012.69000000
0.116345006752
Long
EC
CORP
US
N
1
N
N
N
Acuity Brands Inc
N/A
Acuity Brands Inc
00508Y102
1993.00000000
NS
USD
190809.82000000
0.057510466291
Long
EC
CORP
US
N
1
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AJ0
1075000.00000000
PA
USD
1157128.29000000
0.348760810722
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
13541.00000000
NS
USD
523359.65000000
0.157741658734
Long
EC
CORP
US
N
1
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
MET Tower Global Funding
58989VAA2
850000.00000000
PA
USD
843512.93000000
0.254236505895
Long
DBT
CORP
US
N
2
2023-01-17
Floating
0.61000000
N
N
N
N
N
N
Kilroy Realty Corp
549300CXXI18B214UN80
Kilroy Realty Corp
49427F108
102.00000000
NS
USD
5987.40000000
0.001804614489
Long
EC
US
N
1
N
N
N
Herbalife Nutrition Ltd
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd
000000000
6550.00000000
NS
USD
294619.00000000
0.088798763440
Long
EC
CORP
KY
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
9954.00000000
NS
USD
590172.66000000
0.177879235299
Long
EC
CORP
US
N
1
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865100
2225.00000000
NS
USD
442663.75000000
0.133419751000
Long
EC
CORP
US
N
1
N
N
N
Social Professional Loan Program LLC
N/A
Sofi Professional Loan Program 2019-A LLC
78471HAA6
89796.76000000
PA
USD
90382.17000000
0.027241369134
Long
ABS-O
CORP
US
N
2
2048-06-15
Fixed
3.18000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G04Z3
650000.00000000
PA
USD
650248.01000000
0.195986067490
Long
DBT
USGSE
US
N
2
2025-06-17
Fixed
0.50000000
N
N
N
N
N
N
OGE Energy Corp
CE5OG6JPOZMDSA0LAQ19
OGE Energy Corp
670837103
15391.00000000
NS
USD
467270.76000000
0.140836353663
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
2210.00000000
NS
USD
436740.20000000
0.131634381030
Long
EC
CORP
US
N
1
N
N
N
Signature Bank/New York NY
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G104
5658.00000000
NS
USD
604953.36000000
0.182334168221
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
4190.00000000
NS
USD
501878.20000000
0.151267106187
Long
EC
CORP
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
4316.00000000
NS
USD
457107.56000000
0.137773144595
Long
EC
CORP
US
N
1
N
N
N
Benchmark Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAT8
200000.00000000
PA
USD
206512.40000000
0.062243255713
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Fixed
3.57000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust 2019-1
55389PAA7
198496.10000000
PA
USD
201910.75000000
0.060856309081
Long
ABS-O
CORP
US
N
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
3497.00000000
NS
USD
218562.50000000
0.065875180265
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
9801.00000000
NS
USD
855333.27000000
0.257799180316
Long
EC
CORP
US
N
1
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AJ0
600000.00000000
PA
USD
653657.00000000
0.197013543981
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.95000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
5702.00000000
NS
USD
467849.10000000
0.141010666511
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
11869.00000000
NS
USD
437016.58000000
0.131717682522
Long
EC
CORP
US
N
1
N
N
N
AIMCO CLO Series 2017-A
549300MMTPNJGGRMPB33
AIMCO CLO Series 2017-A
00900CAA2
250000.00000000
PA
USD
246696.50000000
0.074354824859
Long
ABS-CBDO
CORP
KY
N
2
2029-07-20
Floating
2.40000000
N
N
N
N
N
N
Curtiss-Wright Corp
TEL51ETZWP7D0ZM4X325
Curtiss-Wright Corp
231561101
1558.00000000
NS
USD
139098.24000000
0.041924491321
Long
EC
CORP
US
N
1
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C501
15579.00000000
NS
USD
319836.87000000
0.096399480545
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
3389.00000000
NS
USD
376789.02000000
0.113564973929
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
3753.00000000
NS
USD
328950.45000000
0.099146332019
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TY6
10215000.00000000
PA
USD
10566140.63000000
3.184656190828
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.63000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
1101.00000000
NS
USD
356129.46000000
0.107338140693
Long
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
9186.00000000
NS
USD
502106.76000000
0.151335994634
Long
EC
CORP
US
N
1
N
N
N
SLM Corp
4K8SLPBF5DXXGPW03H93
SLM Corp
78442P106
51239.00000000
NS
USD
360210.17000000
0.108568074953
Long
EC
CORP
US
N
1
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689AAU4
500000.00000000
PA
USD
495535.50000000
0.149355403558
Long
ABS-CBDO
CORP
KY
N
2
2029-05-21
Floating
1.59000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
1535.00000000
NS
USD
292432.85000000
0.088139853402
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
23493.00000000
NS
USD
471504.51000000
0.142112414490
Long
EC
CORP
US
N
1
N
N
N
BX Commercial Mortgage Trust 2019-XL
N/A
BX Commercial Mortgage Trust 2019-XL
056054AA7
477700.27000000
PA
USD
474064.21000000
0.142883913255
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
1.10000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AQ7
1250000.00000000
PA
USD
1323576.11000000
0.398928520861
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
2.63000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
14334.00000000
NS
USD
516454.02000000
0.155660287863
Long
EC
CORP
US
N
1
N
N
N
Qurate Retail Inc
549300PSXEKU4PHLCR04
Qurate Retail Inc
74915M100
65982.00000000
NS
USD
626829.00000000
0.188927530433
Long
EC
CORP
US
N
1
N
N
N
US Foods Holding Corp
549300UGOZSO64CFPR97
US Foods Holding Corp
912008109
10040.00000000
NS
USD
197988.80000000
0.059674225406
Long
EC
CORP
US
N
1
N
N
N
FEDERAL FARM CREDIT BANK
N/A
Federal Farm Credit Banks Funding Corp
3133ELYB4
675000.00000000
PA
USD
675100.09000000
0.203476534747
Long
DBT
USGSE
US
N
2
2026-10-30
Fixed
1.25000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
1751.00000000
NS
USD
521657.92000000
0.157228753865
Long
EC
US
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
2804.00000000
NS
USD
375988.36000000
0.113323653383
Long
EC
CORP
US
N
1
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042109
517.00000000
NS
USD
19754.57000000
0.005954067416
Long
EC
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBG4
400000.00000000
PA
USD
396829.10000000
0.119605094638
Long
DBT
CORP
US
N
2
2021-09-09
Floating
1.21000000
N
N
N
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
3655.00000000
NS
USD
419118.85000000
0.126323270443
Long
EC
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KJ9
805000.00000000
PA
USD
919347.33000000
0.277093147680
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
2586.00000000
NS
USD
454024.02000000
0.136843759392
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-WEST Trust
12655QAA3
750000.00000000
PA
USD
698314.65000000
0.210473450159
Long
ABS-MBS
CORP
US
N
2
2035-02-15
Fixed
3.04000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
695000.00000000
PA
USD
801390.91000000
0.241540843736
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
CDK Global Inc
5493000L10CYRTHIJ385
CDK Global Inc
12508E101
7174.00000000
NS
USD
297147.08000000
0.089560731874
Long
EC
CORP
US
N
1
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
3434.00000000
NS
USD
64559.20000000
0.019458273664
Long
EC
US
N
1
N
N
N
Pilgrim's Pride Corp
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147K108
23460.00000000
NS
USD
396239.40000000
0.119427357863
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
2699.00000000
NS
USD
451677.65000000
0.136136558721
Long
EC
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
1468.00000000
NS
USD
445112.28000000
0.134157742902
Long
EC
CORP
US
N
1
N
N
N
Ares CLO Ltd
549300BCHSM41VYCXI96
Ares XXIX CLO Ltd
04014WAJ4
35097.69000000
PA
USD
35081.51000000
0.010573638182
Long
ABS-CBDO
CORP
KY
N
2
2026-04-17
Floating
2.32000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
4211.00000000
NS
USD
505025.23000000
0.152215627404
Long
EC
CORP
US
N
1
N
N
N
PRA Health Sciences Inc
549300R1HR1VWWHIAK47
PRA Health Sciences Inc
69354M108
2044.00000000
NS
USD
198860.76000000
0.059937035917
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
1877.00000000
NS
USD
453220.42000000
0.136601552724
Long
EC
CORP
US
N
1
N
N
N
Republic of Poland
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AB8
50000.00000000
PA
USD
53625.00000000
0.016162683633
Long
DBT
NUSS
PL
N
2
2022-03-23
Fixed
5.00000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
304.00000000
NS
USD
431087.20000000
0.129930555378
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCW4
175000.00000000
PA
USD
187025.33000000
0.056369813338
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.20000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
1405000.00000000
PA
USD
1459259.09000000
0.439823645901
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08000000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573106
7658.00000000
NS
USD
376467.28000000
0.113468000841
Long
EC
CORP
US
N
1
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AW2
275000.00000000
PA
USD
274023.34000000
0.082591189794
Long
DBT
CORP
US
N
2
2021-09-24
Floating
1.16000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trust
N/A
CFCRE Commercial Mortgage Trust 2017-C8
12532CAX3
900000.00000000
PA
USD
922595.94000000
0.278072285315
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
2.98000000
N
N
N
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
7963.00000000
NS
USD
275519.80000000
0.083042225869
Long
EC
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
2330.00000000
NS
USD
439624.40000000
0.132503684753
Long
EC
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2L7
250000.00000000
PA
USD
256004.04000000
0.077160136270
Long
DBT
CORP
FR
N
2
2026-06-09
Fixed
2.22000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
8689.00000000
NS
USD
511086.98000000
0.154042651134
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
3919.00000000
NS
USD
368621.14000000
0.111103158350
Long
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
2100.00000000
NS
USD
384930.00000000
0.116018681793
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZX1
3650000.00000000
PA
USD
3647718.75000000
1.099429820818
Long
DBT
UST
US
N
2
2022-06-30
Fixed
0.13000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
2374.00000000
NS
USD
437931.78000000
0.131993525656
Long
EC
CORP
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
660000.00000000
PA
USD
797473.99000000
0.240360276113
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
10337.00000000
NS
USD
542175.65000000
0.163412839252
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
5299005C4HZL4UWROC14
United Therapeutics Corp
91307C102
1663.00000000
NS
USD
201223.00000000
0.060649019838
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
6518.00000000
NS
USD
778705.46000000
0.234703403149
Long
EC
CORP
US
N
1
N
N
N
COLT Funding LLC
N/A
COLT 2019-4 Mortgage Loan Trust
196860AA8
352097.86000000
PA
USD
355539.90000000
0.107160446114
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Fixed
2.58000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
3258.00000000
NS
USD
446476.32000000
0.134568867322
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
3605.00000000
NS
USD
506971.15000000
0.152802131634
Long
EC
CORP
US
N
1
N
N
N
Brighthouse Financial Inc
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922N103
11467.00000000
NS
USD
319011.94000000
0.096150844972
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
35.00000000
NC
USD
8453.68000000
0.002547956277
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYU0 Comdty
2020-09-21
4862561.95000000
USD
8453.68000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFU8
2130000.00000000
PA
USD
2452150.79000000
0.739083215686
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
35576.00000000
NS
USD
686261.04000000
0.206840467687
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L204
21083.00000000
NS
USD
565867.72000000
0.170553677145
Long
EC
CORP
US
N
1
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313103
18479.00000000
NS
USD
592806.32000000
0.178673025758
Long
EC
CORP
US
N
1
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
1215000.00000000
PA
USD
1274865.24000000
0.384246965965
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
7904.00000000
NS
USD
381763.20000000
0.115064201858
Long
EC
CORP
US
N
1
N
N
N
Huntsman Corp
5299000V56320A7RIQ67
Huntsman Corp
447011107
32501.00000000
NS
USD
584042.97000000
0.176031734315
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
10979.00000000
NS
USD
370431.46000000
0.111648792466
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
305.00000000
NS
USD
431151.05000000
0.129949799898
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
5298.00000000
NS
USD
520157.64000000
0.156776566434
Long
EC
CORP
US
N
1
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
19640.00000000
NS
USD
547661.40000000
0.165066255415
Long
EC
CORP
US
N
1
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190304
1527.00000000
NS
USD
331175.76000000
0.099817044961
Long
EC
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
15787.00000000
NS
USD
1003263.85000000
0.302385756807
Long
EC
CORP
US
N
1
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AR6
250000.00000000
PA
USD
258890.46000000
0.078030109105
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
250847EJ5
450000.00000000
PA
USD
465401.25000000
0.140272879562
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.65000000
N
N
N
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
4387.00000000
NS
USD
199564.63000000
0.060149183761
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
3163.00000000
NS
USD
457338.17000000
0.137842650916
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
1392.00000000
NS
USD
115911.84000000
0.034936063390
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
000000000
1800.00000000
NS
USD
381798.00000000
0.115074690648
Long
EC
CORP
IE
N
1
N
N
N
CD Commercial Mortgage Trust
N/A
CD 2017-CD4 Mortgage Trust
12515DAN4
600000.00000000
PA
USD
615907.98000000
0.185635912881
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.03000000
N
N
N
N
N
N
SMB Private Education Loan Trust
N/A
SMB Private Education Loan Trust 2019-B
83192CAB3
500000.00000000
PA
USD
516407.35000000
0.155646221430
Long
ABS-O
CORP
US
N
2
2037-06-15
Fixed
2.84000000
N
N
N
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B208
11469.00000000
NS
USD
137054.55000000
0.041308519015
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
820.00000000
NS
USD
159900.00000000
0.048194183926
Long
EC
CORP
US
N
1
N
N
N
AES Corp/The
2NUNNB7D43COUIRE5295
AES Corp/The
00130H105
45609.00000000
NS
USD
660874.41000000
0.199188885977
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
Johnson Controls International plc
000000000
14609.00000000
NS
USD
498751.26000000
0.150324640137
Long
EC
CORP
IE
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
517.00000000
NS
USD
23725.13000000
0.007150802244
Long
EC
US
N
1
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688106
125007.00000000
NS
USD
207511.62000000
0.062544422646
Long
EC
CORP
US
N
1
N
N
N
SVB Financial Group
549300D2KJ20JMXE7542
SVB Financial Group
78486Q101
184.00000000
NS
USD
39657.52000000
0.011952856866
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
179.00000000
NS
USD
17488.30000000
0.005271009047
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP20 XCBT 20200930
000000000
78.00000000
NC
USD
17307.31000000
0.005216458295
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVU0 Comdty
2020-09-30
9790583.35000000
USD
17307.31000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
35428.00000000
NS
USD
785084.48000000
0.236626052700
Long
EC
CORP
US
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
3530.00000000
NS
USD
94957.00000000
0.028620232164
Long
EC
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
3657.00000000
NS
USD
61437.60000000
0.018517417100
Long
EC
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
16638.00000000
NS
USD
518772.84000000
0.156359184908
Long
EC
CORP
US
N
1
N
N
N
2020-07-17
MAINSTAY VP FUNDS TRUST
Jack Benintende
Jack Benintende
Treasurer