NPORT-P
false
0000890453
XXXXXXXX
S000001046
C000002808
C000002807
Wilshire Mutual Funds Inc
811-07076
0000890453
5493002LR0X1H0O6US42
1299 Ocean Avenue
Suite 700
Santa Monica
90401-1085
310-451-3051
Large Company Value Portfolio
S000001046
549300R5VB4N123U8M16
2022-12-31
2022-03-31
N
209871345.960000000000
511032.080000000000
209360313.880000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
9978338.780000000000
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-P4
29429EAK7
108000.000000000000
PA
USD
103180.610000000000
0.0492837482
Long
ABS-MBS
CORP
US
N
2
2049-07-10
Variable
3.943647000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
3357.000000000000
NS
USD
795944.700000000000
0.3801793593
Long
EC
CORP
US
N
1
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBD7
54000.000000000000
PA
USD
52465.270000000000
0.0250597972
Long
DBT
CORP
US
N
2
2026-11-18
Fixed
2.900000000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBF2
69000.000000000000
PA
USD
64303.860000000000
0.0307144457
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.250000000000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E101
7911.000000000000
NS
USD
244529.010000000000
0.1167981675
Long
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
7020.000000000000
NS
USD
59248.800000000000
0.0282999194
Long
EC
CORP
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
1140.000000000000
NS
USD
102508.800000000000
0.0489628613
Long
EC
CORP
US
N
1
N
N
N
Ericsson
549300W9JLPW15XIFM52
Telefonaktiebolaget LM Ericsson
294821608
62152.000000000000
NS
USD
568069.280000000000
0.2713357033
Long
EC
CORP
SE
N
1
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
Evergy Inc
30034W106
2670.000000000000
NS
USD
182467.800000000000
0.0871549133
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
1156.000000000000
NS
USD
55060.280000000000
0.0262992919
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2020-3
30166NAE6
150000.000000000000
PA
USD
148718.450000000000
0.0710346900
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
1.320000000000
N
N
N
N
N
N
Expeditors International of Wa
984500B055A804AB6E40
Expeditors International of Washington Inc
302130109
450.000000000000
NS
USD
46422.000000000000
0.0221732568
Long
EC
CORP
US
N
1
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
470.000000000000
NS
USD
96632.000000000000
0.0461558345
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
16077.000000000000
NS
USD
1327799.430000000000
0.6342173478
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBD3
52000.000000000000
PA
USD
50870.090000000000
0.0242978667
Long
DBT
CORP
US
N
2
2026-08-16
Fixed
2.275000000000
N
N
N
N
N
N
FTI Consulting Inc
549300K17GM8EQD0FQ48
FTI Consulting Inc
302941109
123.000000000000
NS
USD
19338.060000000000
0.0092367362
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
7888.000000000000
NS
USD
468547.200000000000
0.2237994352
Long
EC
CORP
US
N
1
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BKGL8
1642335.920000000000
PA
USD
39343.640000000000
0.0187923104
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
.391015000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F62P1
598309.730000000000
PA
USD
39905.700000000000
0.0190607758
Long
ABS-MBS
USGSE
US
N
2
2030-09-25
Variable
.960227000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTBP1
289892.500000000000
PA
USD
32658.710000000000
0.0155992840
Long
ABS-MBS
USGSE
US
N
2
2030-03-25
Variable
1.690258000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FTZS9
299230.720000000000
PA
USD
32924.570000000000
0.0157262708
Long
ABS-MBS
USGSE
US
N
2
2030-04-25
Variable
1.697154000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
5563.000000000000
NS
USD
1287222.570000000000
0.6148359955
Long
EC
CORP
US
N
1
N
N
N
FEDEX 2020-1 CLASS AA
N/A
FedEx Corp 2020-1 Class AA Pass Through Trust
314353AA1
128770.760000000000
PA
USD
117366.820000000000
0.0560597268
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
1.875000000000
N
N
N
N
N
N
F5 Inc
54930015FPK9KT966303
F5 Inc
315616102
6118.000000000000
NS
USD
1278356.100000000000
0.6106009665
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Financial In
549300CAZYIH39SYQ287
Fidelity National Financial Inc
31620R303
6510.000000000000
NS
USD
317948.400000000000
0.1518666046
Long
EC
CORP
US
N
1
N
N
N
First Citizens BancShares Inc/
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
31946M103
694.000000000000
NS
USD
461926.400000000000
0.2206370402
Long
EC
CORP
US
N
1
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C100
250.000000000000
NS
USD
40525.000000000000
0.0193565816
Long
EC
CORP
US
N
1
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
Aflac Inc
001055AP7
60000.000000000000
PA
USD
60541.260000000000
0.0289172570
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
3.250000000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCE3
47000.000000000000
PA
USD
43265.850000000000
0.0206657361
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.375000000000
N
N
N
N
N
N
Aimco
549300VLRW0CEQ83RF89
Aimco CLO 11 Ltd
00140NAN0
500000.000000000000
PA
USD
494599.000000000000
0.2362429588
Long
ABS-CBDO
CORP
KY
N
2
2034-10-17
Floating
1.371290000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
20996.000000000000
NS
USD
496135.480000000000
0.2369768514
Long
EC
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
92000.000000000000
PA
USD
81580.450000000000
0.0389665302
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.250000000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
1440.000000000000
NS
USD
170438.400000000000
0.0814091252
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
980.000000000000
NS
USD
158867.800000000000
0.0758824808
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCX5
67000.000000000000
PA
USD
68304.290000000000
0.0326252329
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.800000000000
N
N
N
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
8759.000000000000
NS
USD
1440505.140000000000
0.6880507166
Long
EC
CORP
US
N
1
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339100
710.000000000000
NS
USD
174603.200000000000
0.0833984229
Long
EC
CORP
US
N
1
N
N
N
Carlyle Global Market Strategi
N/A
CARLYLE US CLO 2021-1 LTD
14316MAA9
250000.000000000000
PA
USD
247278.310000000000
0.1181113581
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
1.381290000000
N
N
N
N
N
N
Activision Blizzard Inc
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507V109
4611.000000000000
NS
USD
369387.210000000000
0.1764361178
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
2318.000000000000
NS
USD
1056127.160000000000
0.5044543259
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751Y106
290.000000000000
NS
USD
60018.400000000000
0.0286675153
Long
EC
CORP
US
N
1
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252108
1320.000000000000
NS
USD
186054.000000000000
0.0888678454
Long
EC
CORP
US
N
1
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
103000.000000000000
PA
USD
96624.200000000000
0.0461521089
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.722000000000
N
N
N
N
N
N
Carter's Inc
5299003WAQK4R3L3ZU36
Carter's Inc
146229109
2980.000000000000
NS
USD
274130.200000000000
0.1309370410
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
9047.000000000000
NS
USD
1197189.510000000000
0.5718321146
Long
EC
CORP
US
N
1
N
N
N
agilon health Inc
N/A
agilon health Inc
00857U107
998.000000000000
NS
USD
25299.300000000000
0.0120840954
Long
EC
CORP
US
N
1
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912X302
1070.000000000000
NS
USD
47775.500000000000
0.0228197499
Long
EC
CORP
US
N
1
N
N
N
Allison Transmission Holdings
529900RP7DJ882LI9T83
Allison Transmission Holdings Inc
01973R101
2850.000000000000
NS
USD
111891.000000000000
0.0534442263
Long
EC
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
760.000000000000
NS
USD
105267.600000000000
0.0502805895
Long
EC
CORP
US
N
1
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005N100
4940.000000000000
NS
USD
214791.200000000000
0.1025940380
Long
EC
CORP
US
N
1
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2V0
50000.000000000000
PA
USD
50269.050000000000
0.0240107827
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
2.850000000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
7672.000000000000
NS
USD
645905.680000000000
0.3085139051
Long
EC
CORP
US
N
1
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135U109
21605.000000000000
NS
USD
360371.400000000000
0.1721297572
Long
EC
CORP
CA
N
1
N
N
N
Chemed Corp
54930020031IDJT2IM79
Chemed Corp
16359R103
300.000000000000
NS
USD
151965.000000000000
0.0725853898
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K107
244.000000000000
NS
USD
681489.560000000000
0.3255103832
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
1020.000000000000
NS
USD
2836977.000000000000
1.3550691377
Long
EC
CORP
US
N
1
N
N
N
Chemours Co/The
549300M1BOLNXL8DOV14
Chemours Co/The
163851108
6770.000000000000
NS
USD
213119.600000000000
0.1017956059
Long
EC
CORP
US
N
1
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
10262.000000000000
NS
USD
1670961.460000000000
0.7981271278
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275R102
18530.000000000000
NS
USD
1033232.800000000000
0.4935189391
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
43617.000000000000
NS
USD
2329147.800000000000
1.1125068342
Long
EC
CORP
US
N
1
N
N
N
Altair Engineering Inc
549300FJ89HZ6GU9S994
Altair Engineering Inc
021369103
7222.000000000000
NS
USD
465096.800000000000
0.2221513674
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBJ1
48000.000000000000
PA
USD
45991.630000000000
0.0219676925
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.400000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
42000.000000000000
PA
USD
43219.760000000000
0.0206437214
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.450000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
90000.000000000000
PA
USD
85741.650000000000
0.0409541085
Long
DBT
CORP
US
N
2
2025-05-01
Variable
.981000000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610105
9715.000000000000
NS
USD
440380.950000000000
0.2103459542
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
6763.000000000000
NS
USD
419306.000000000000
0.2002796004
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
230.000000000000
NS
USD
749788.500000000000
0.3581330607
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BS4
70000.000000000000
PA
USD
62620.880000000000
0.0299105780
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.500000000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AP3
52000.000000000000
PA
USD
52813.540000000000
0.0252261467
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.850000000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
2230.000000000000
NS
USD
102267.800000000000
0.0488477487
Long
EC
CORP
US
N
1
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAS9
50000.000000000000
PA
USD
51153.750000000000
0.0244333556
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.800000000000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
Diageo PLC
G42089113
12622.000000000000
NS
640600.820000000000
0.3059800629
Long
EC
CORP
GB
N
2
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
176.000000000000
NS
USD
43834.560000000000
0.0209373779
Long
EC
CORP
US
N
1
N
N
N
Fluor Corp
CQ7WZ4NOFWT7FAE6Q943
Fluor Corp
343412102
6416.000000000000
NS
USD
184075.040000000000
0.0879226041
Long
EC
CORP
US
N
1
N
N
N
AMER AIRLINE 16-2 AA PTT
N/A
American Airlines 2016-2 Class AA Pass Through Trust
023765AA8
23699.500000000000
PA
USD
22600.150000000000
0.0107948587
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.200000000000
N
N
N
N
N
N
AMER AIRLN 15-2 AA PTT
N/A
American Airlines 2015-2 Class AA Pass Through Trust
02377BAB2
53684.010000000000
PA
USD
51752.140000000000
0.0247191739
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
3.600000000000
N
N
N
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
Fortive Corp
34959J108
1555.000000000000
NS
USD
94746.150000000000
0.0452550668
Long
EC
CORP
US
N
1
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137L105
1970.000000000000
NS
USD
77716.500000000000
0.0371209321
Long
EC
CORP
US
N
1
N
N
N
American Campus Communities In
529900MR3ZXRO3W6UX26
American Campus Communities Inc
024835100
2750.000000000000
NS
USD
153917.500000000000
0.0735179926
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
680.000000000000
NS
USD
67843.600000000000
0.0324051864
Long
EC
CORP
US
N
1
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAM7
98000.000000000000
PA
USD
97830.850000000000
0.0467284597
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.050000000000
N
N
N
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613101
5680.000000000000
NS
USD
158585.600000000000
0.0757476893
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-HART
36259DAA1
110000.000000000000
PA
USD
108351.270000000000
0.0517534904
Long
ABS-MBS
CORP
US
N
2
2031-10-15
Floating
1.490000000000
N
N
N
N
N
N
GSCG Trust
N/A
GSCG Trust 2019-600C
36260TAA3
120000.000000000000
PA
USD
117166.670000000000
0.0559641261
Long
ABS-MBS
CORP
US
N
2
2034-09-06
Fixed
2.935900000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
990.000000000000
NS
USD
185130.000000000000
0.0884265010
Long
EC
CORP
US
N
1
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CQ0
56000.000000000000
PA
USD
54971.900000000000
0.0262570776
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
2.250000000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDL2
38000.000000000000
PA
USD
35765.640000000000
0.0170832950
Long
DBT
CORP
US
N
2
2025-07-08
Fixed
1.200000000000
N
N
N
N
N
N
American International Group I
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874784
31889.000000000000
NS
USD
2001672.530000000000
0.9560897636
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DH7
77000.000000000000
PA
USD
78915.610000000000
0.0376936815
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.900000000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAE5
100000.000000000000
PA
USD
94006.200000000000
0.0449016331
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
1.010000000000
N
N
N
N
N
N
Arthur J Gallagher & Co
54930049QLLMPART6V29
Arthur J Gallagher & Co
363576109
4260.000000000000
NS
USD
743796.000000000000
0.3552707704
Long
EC
CORP
US
N
1
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550108
140.000000000000
NS
USD
33765.200000000000
0.0161277939
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
2340.000000000000
NS
USD
362021.400000000000
0.1729178722
Long
EC
CORP
US
N
1
N
N
N
AMETEK Inc
549300WZDEF9KKE40E98
AMETEK Inc
031100100
1245.000000000000
NS
USD
165809.100000000000
0.0791979611
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
140.000000000000
NS
USD
33854.800000000000
0.0161705910
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CQ1
63000.000000000000
PA
USD
63171.800000000000
0.0301737224
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.200000000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604301
25076.000000000000
NS
USD
2294454.000000000000
1.0959354987
Long
EC
CORP
US
N
1
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334104
530.000000000000
NS
USD
35891.600000000000
0.0171434592
Long
EC
CORP
US
N
1
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045V100
30184.000000000000
NS
USD
1320248.160000000000
0.6306105181
Long
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
3740.000000000000
NS
USD
222343.000000000000
0.1062011209
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DN7
92000.000000000000
PA
USD
80563.850000000000
0.0384809559
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.750000000000
N
N
N
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
37733W105
15114.000000000000
NS
USD
658365.840000000000
0.3144654437
Long
EC
CORP
GB
N
1
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
43000.000000000000
PA
USD
42146.190000000000
0.0201309356
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.650000000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
3055.000000000000
NS
USD
1008455.500000000000
0.4816841747
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWJ9
75000.000000000000
PA
USD
75052.350000000000
0.0358484130
Long
DBT
CORP
US
N
2
2023-06-05
Variable
2.908000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXS8
60000.000000000000
PA
USD
55882.740000000000
0.0266921361
Long
DBT
CORP
US
N
2
2026-02-12
Variable
.855000000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
Goodyear Tire & Rubber Co/The
382550101
10339.000000000000
NS
USD
147744.310000000000
0.0705693965
Long
EC
CORP
US
N
1
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
8273.000000000000
NS
USD
576793.560000000000
0.2755028158
Long
EC
CORP
US
N
1
N
N
N
Greystone Commercial Real Esta
N/A
Greystone CRE Notes 2021-FL3 Ltd
39809PAG0
225000.000000000000
PA
USD
218228.020000000000
0.1042356194
Long
ABS-CBDO
CORP
KY
N
2
2039-07-15
Floating
2.396570000000
N
N
N
N
N
N
HF Sinclair Corp
N/A
HF Sinclair Corp
403949100
13480.000000000000
NS
USD
537178.000000000000
0.2565806241
Long
EC
CORP
US
N
1
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAM5
20000.000000000000
PA
USD
18324.640000000000
0.0087526808
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
.900000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBX0
46000.000000000000
PA
USD
44094.630000000000
0.0210615991
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.800000000000
N
N
N
N
N
N
Highwoods Properties Inc
ZIIGTYKL9T0X3HLTDX53
Highwoods Properties Inc
431284108
1960.000000000000
NS
USD
89650.400000000000
0.0428211051
Long
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
2330.000000000000
NS
USD
178990.600000000000
0.0854940445
Long
EC
CORP
US
N
1
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
4961.000000000000
NS
USD
965311.380000000000
0.4610765823
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
935.000000000000
NS
USD
406883.950000000000
0.1943462648
Long
EC
CORP
US
N
1
N
N
N
IDEX Corp
549300U5Y5EL6PHYLF13
IDEX Corp
45167R104
3831.000000000000
NS
USD
734517.630000000000
0.3508389992
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
440.000000000000
NS
USD
67240.800000000000
0.0321172617
Long
EC
CORP
US
N
1
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834L100
525.000000000000
NS
USD
71851.500000000000
0.0343195416
Long
EC
CORP
US
N
1
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308109
1070.000000000000
NS
USD
224058.000000000000
0.1070202828
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
8446.000000000000
NS
USD
425256.100000000000
0.2031216385
Long
EC
CORP
US
N
1
N
N
N
Quidel Corp
549300X2FQ6S98OQLQ46
Quidel Corp
74838J101
460.000000000000
NS
USD
51731.600000000000
0.0247093630
Long
EC
CORP
US
N
1
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685103
2885.000000000000
NS
USD
234954.400000000000
0.1122248986
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
11977.000000000000
NS
USD
593580.120000000000
0.2835208397
Long
EC
CORP
US
N
1
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140AS9
32000.000000000000
PA
USD
32760.510000000000
0.0156479083
Long
DBT
CORP
US
N
2
2025-07-29
Fixed
3.700000000000
N
N
N
N
N
N
Interactive Brokers Group Inc
5493004DT6DCDUZNDM53
Interactive Brokers Group Inc
45841N107
4386.000000000000
NS
USD
289081.260000000000
0.1380783467
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAD6
65000.000000000000
PA
USD
66803.950000000000
0.0319086023
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.750000000000
N
N
N
N
N
N
Raymond James Financial Inc
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730109
1635.000000000000
NS
USD
179702.850000000000
0.0858342475
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513E101
5060.000000000000
NS
USD
501294.200000000000
0.2394408905
Long
EC
CORP
US
N
1
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146103
4335.000000000000
NS
USD
200060.250000000000
0.0955578669
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
623.000000000000
NS
USD
144043.830000000000
0.0688018791
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-INV3
46591LAC5
74634.650000000000
PA
USD
74508.230000000000
0.0355885166
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.500000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2020-2
46591TBG8
53787.650000000000
PA
USD
53699.560000000000
0.0256493502
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Variable
3.500000000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECG4
48000.000000000000
PA
USD
48533.760000000000
0.0231819293
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.200000000000
N
N
N
N
N
N
RBC Bearings Inc
N/A
RBC Bearings Inc
75524B104
1445.000000000000
NS
USD
280156.600000000000
0.1338155235
Long
EC
CORP
US
N
1
N
N
N
ReadyCap Commercial Mortgage T
N/A
Ready Capital Mortgage Financing 2021-FL5 LLC
75574YAE3
250000.000000000000
PA
USD
247267.900000000000
0.1181063858
Long
ABS-MBS
CORP
US
N
2
2038-04-25
Floating
2.206570000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
3214.000000000000
NS
USD
222730.200000000000
0.1063860652
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2021-7
46592NBP0
180730.170000000000
PA
USD
164979.820000000000
0.0788018593
Long
ABS-MBS
CORP
US
N
2
2051-11-25
Variable
2.500000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
9816.000000000000
NS
USD
1338117.120000000000
0.6391455454
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
100000.000000000000
PA
USD
102202.400000000000
0.0488165107
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.875000000000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313103
10550.000000000000
NS
USD
651251.500000000000
0.3110673116
Long
EC
CORP
US
N
1
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AX2
92000.000000000000
PA
USD
90045.000000000000
0.0430095840
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.250000000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
6054.000000000000
NS
USD
134762.040000000000
0.0643684744
Long
EC
CORP
US
N
1
N
N
N
Reinsurance Group of America I
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351604
540.000000000000
NS
USD
59108.400000000000
0.0282328579
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
994.000000000000
NS
USD
182249.900000000000
0.0870508343
Long
EC
CORP
US
N
1
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust 2013-C12
46639NAV3
105000.000000000000
PA
USD
105024.400000000000
0.0501644261
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
4.094597000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Trust 2015-3
46644MAS5
44536.780000000000
PA
USD
44471.230000000000
0.0212414804
Long
ABS-MBS
CORP
US
N
2
2045-05-25
Variable
3.500000000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
135.000000000000
NS
USD
17887.500000000000
0.0085438829
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
5355.000000000000
NS
USD
982535.400000000000
0.4693035570
Long
EC
CORP
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
1024.000000000000
NS
USD
604825.600000000000
0.2888921920
Long
EC
CORP
US
N
1
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M Co
88579Y101
1052.000000000000
NS
USD
156621.760000000000
0.0748096700
Long
EC
CORP
US
N
1
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBH3
48000.000000000000
PA
USD
46946.160000000000
0.0224236194
Long
DBT
CORP
US
N
2
2025-02-14
Fixed
2.000000000000
N
N
N
N
N
N
Toll Brothers Inc
529900JB6IS9MSZGVR44
Toll Brothers Inc
889478103
8235.000000000000
NS
USD
387209.700000000000
0.1849489489
Long
EC
CORP
US
N
1
N
N
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
5205.000000000000
NS
USD
537884.700000000000
0.2569181761
Long
EC
CORP
US
N
1
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
Travelers Cos Inc/The
89417E109
4869.000000000000
NS
USD
889712.370000000000
0.4249670597
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAE6
88000.000000000000
PA
USD
88012.060000000000
0.0420385594
Long
DBT
CORP
US
N
2
2023-04-25
Variable
2.776000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
38000.000000000000
PA
USD
33075.310000000000
0.0157982711
Long
DBT
CORP
US
N
2
2032-02-04
Variable
1.953000000000
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAA3
86000.000000000000
PA
USD
80198.530000000000
0.0383064624
Long
DBT
CORP
BM
N
2
2026-04-15
Fixed
2.050000000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q109
9140.000000000000
NS
USD
518238.000000000000
0.2475340194
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
2700.000000000000
NS
USD
242001.000000000000
0.1155906750
Long
EC
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
90000.000000000000
PA
USD
83779.380000000000
0.0400168391
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.578000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
99000.000000000000
PA
USD
90664.890000000000
0.0433056716
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.580000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
117000.000000000000
PA
USD
108078.750000000000
0.0516233225
Long
DBT
CORP
US
N
2
2027-09-22
Variable
1.470000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2017-2
46648HAC7
40316.260000000000
PA
USD
39857.670000000000
0.0190378345
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
3.500000000000
N
N
N
N
N
N
UGI Corp
DX6GCWD4Q1JO9CRE5I40
UGI Corp
902681105
9920.000000000000
NS
USD
359302.400000000000
0.1716191542
Long
EC
CORP
US
N
1
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973304
4493.000000000000
NS
USD
238802.950000000000
0.1140631410
Long
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
1383.000000000000
NS
USD
164065.290000000000
0.0783650382
Long
EC
CORP
US
N
1
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X108
800.000000000000
NS
USD
145464.000000000000
0.0694802168
Long
EC
CORP
US
N
1
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
3380.000000000000
NS
USD
63746.800000000000
0.0304483686
Long
EC
CORP
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
904767704
13915.000000000000
NS
USD
634106.550000000000
0.3028781044
Long
EC
CORP
GB
N
1
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAH1
37000.000000000000
PA
USD
37619.680000000000
0.0179688687
Long
DBT
CORP
US
N
2
2023-09-27
Fixed
4.200000000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
2517.000000000000
NS
USD
539518.950000000000
0.2576987682
Long
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
3640.000000000000
NS
USD
362471.200000000000
0.1731327171
Long
EC
CORP
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
121.000000000000
NS
USD
247394.180000000000
0.1181667029
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP MORGAN MORTGAGE TRUST 2018-5
46649KAA3
71373.880000000000
PA
USD
71291.160000000000
0.0340518977
Long
ABS-MBS
CORP
US
N
2
2048-10-25
Variable
3.500000000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-1
46650HAC2
15415.920000000000
PA
USD
15437.530000000000
0.0073736659
Long
ABS-MBS
CORP
US
N
2
2049-05-25
Variable
4.000000000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
930.000000000000
NS
USD
254085.300000000000
0.1213626858
Long
EC
CORP
US
N
1
N
N
N
UNITED AIR 2014-2 A PTT
N/A
United Airlines 2014-2 Class A Pass Through Trust
90932QAA4
19696.220000000000
PA
USD
19364.460000000000
0.0092493461
Long
DBT
CORP
US
N
2
2026-09-03
Fixed
3.750000000000
N
N
N
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp
192446102
11326.000000000000
NS
USD
1015602.420000000000
0.4850978684
Long
EC
CORP
US
N
1
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
24732.000000000000
NS
USD
1875427.560000000000
0.8957894289
Long
EC
CORP
US
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust 2019-3
46650QAC2
2122.140000000000
PA
USD
2123.130000000000
0.0010141034
Long
ABS-MBS
CORP
US
N
2
2049-09-25
Variable
4.000000000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-ICON
46650RAA4
90000.000000000000
PA
USD
89706.390000000000
0.0428478484
Long
ABS-MBS
CORP
US
N
2
2034-01-05
Fixed
3.883700000000
N
N
N
N
N
N
Columbia Sportswear Co
549300OTMCIEUXAH5Z60
Columbia Sportswear Co
198516106
560.000000000000
NS
USD
50696.800000000000
0.0242150955
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
21888.000000000000
NS
USD
1024796.160000000000
0.4894892165
Long
EC
CORP
US
N
1
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
710.000000000000
NS
USD
152266.600000000000
0.0727294477
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z78
29100.000000000000
PA
USD
27808.690000000000
0.0132826941
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.500000000000
N
N
N
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
008474108
1360.000000000000
NS
83222.010000000000
0.0397506139
Long
EC
CORP
CA
N
1
N
N
N
COMMONBOND STUDENT LOAN TRUST
549300O1CSZVJJTIR319
Commonbond Student Loan Trust 2018-C-GS
20267XAA1
74802.010000000000
PA
USD
74684.160000000000
0.0356725487
Long
ABS-O
CORP
US
N
2
2046-02-25
Fixed
3.870000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
8000.000000000000
PA
USD
7225.000000000000
0.0034509883
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.125000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
82000.000000000000
PA
USD
80308.750000000000
0.0383591085
Long
DBT
UST
US
N
2
2023-05-31
Fixed
.125000000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
F72027109
2693.000000000000
NS
593744.010000000000
0.2835991211
Long
EC
CORP
FR
N
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
8744.000000000000
NS
USD
1549699.120000000000
0.7402067237
Long
EC
CORP
US
N
1
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CP7
100000.000000000000
PA
USD
91444.800000000000
0.0436781921
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
.950000000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CQ5
100000.000000000000
PA
USD
89005.200000000000
0.0425129282
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.300000000000
N
N
N
N
N
N
Concentrix Corp
N/A
Concentrix Corp
20602D101
1685.000000000000
NS
USD
280653.600000000000
0.1340529133
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
5710.000000000000
NS
USD
571000.000000000000
0.2727355483
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCG4
147000.000000000000
PA
USD
140201.250000000000
0.0669664883
Long
DBT
UST
US
N
2
2024-06-15
Fixed
.250000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCY5
2000.000000000000
PA
USD
1855.940000000000
0.0008864813
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.250000000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
1574.000000000000
NS
USD
362523.680000000000
0.1731577840
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAQ1
48000.000000000000
PA
USD
48525.020000000000
0.0231777547
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.700000000000
N
N
N
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
540.000000000000
NS
USD
129308.400000000000
0.0617635681
Long
EC
CORP
US
N
1
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480100
1132.000000000000
NS
USD
414379.920000000000
0.1979266807
Long
EC
CORP
US
N
1
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836108
1720.000000000000
NS
USD
110922.800000000000
0.0529817700
Long
EC
CORP
US
N
1
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAH3
37000.000000000000
PA
USD
38214.340000000000
0.0182529054
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.417000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCZ2
177000.000000000000
PA
USD
164775.940000000000
0.0787044770
Long
DBT
UST
US
N
2
2026-09-30
Fixed
.875000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDA6
16000.000000000000
PA
USD
15557.500000000000
0.0074309690
Long
DBT
UST
US
N
2
2023-09-30
Fixed
.250000000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BM7
37000.000000000000
PA
USD
37246.980000000000
0.0177908503
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.450000000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456B101
17500.000000000000
NS
USD
330925.000000000000
0.1580648184
Long
EC
CORP
US
N
1
N
N
N
Core & Main Inc
N/A
Core & Main Inc
21874C102
2180.000000000000
NS
USD
52734.200000000000
0.0251882504
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
17851.000000000000
NS
USD
658880.410000000000
0.3147112257
Long
EC
CORP
US
N
1
N
N
N
KITE REALTY GROUP LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAA1
52000.000000000000
PA
USD
52056.630000000000
0.0248646121
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Knight-Swift Transportation Ho
N/A
Knight-Swift Transportation Holdings Inc
499049104
770.000000000000
NS
USD
38854.200000000000
0.0185585316
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
2276.000000000000
NS
USD
1310634.600000000000
0.6260186449
Long
EC
CORP
US
N
1
N
N
N
Coty Inc
549300BO9IWPF3S48F93
Coty Inc
222070203
9750.000000000000
NS
USD
87652.500000000000
0.0418668172
Long
EC
CORP
US
N
1
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B109
36907.000000000000
NS
USD
817490.050000000000
0.3904703976
Long
EC
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDH1
29000.000000000000
PA
USD
27717.660000000000
0.0132392140
Long
DBT
UST
US
N
2
2024-11-15
Fixed
.750000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDK4
265000.000000000000
PA
USD
250673.440000000000
0.1197330265
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.250000000000
N
N
N
N
N
N
News Corp
549300ITS31QK8VRBQ14
News Corp
65249B208
11560.000000000000
NS
USD
260331.200000000000
0.1243460115
Long
EC
CORP
US
N
1
N
N
N
Nexstar Media Group Inc
52990083ZRR5UT591988
Nexstar Media Group Inc
65336K103
1700.000000000000
NS
USD
320416.000000000000
0.1530452425
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
N/A
Kraft Heinz Co/The
500754106
4960.000000000000
NS
USD
195374.400000000000
0.0933196920
Long
EC
CORP
US
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
5764.000000000000
NS
USD
775603.840000000000
0.3704636402
Long
EC
CORP
US
N
1
N
N
N
Nordson Corp
14OS6Q5N55N95WM84M53
Nordson Corp
655663102
3267.000000000000
NS
USD
741870.360000000000
0.3543509972
Long
EC
CORP
US
N
1
N
N
N
Cousins Properties Inc
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
7200.000000000000
NS
USD
290088.000000000000
0.1385592114
Long
EC
CORP
US
N
1
N
N
N
Crane Co
549300X1RO9ID7AUCA83
Crane Co
224399105
400.000000000000
NS
USD
43312.000000000000
0.0206877795
Long
EC
CORP
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
1259.000000000000
NS
USD
359091.980000000000
0.1715186481
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
280.000000000000
NS
USD
125221.600000000000
0.0598115267
Long
EC
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401108
53457.000000000000
NS
USD
419637.450000000000
0.2004379160
Long
EC
CORP
CH
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
2901.000000000000
NS
USD
595024.110000000000
0.2842105550
Long
EC
CORP
US
N
1
N
N
N
Novanta Inc
N/A
Novanta Inc
67000B104
1742.000000000000
NS
USD
247869.180000000000
0.1183935844
Long
EC
CORP
US
N
1
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 4 Ltd
67098DAS2
350000.000000000000
PA
USD
347542.650000000000
0.1660021632
Long
ABS-CBDO
CORP
KY
N
2
2036-10-22
Floating
1.408860000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM 20-C9 Mortgage Trust
233063AW6
458872.470000000000
PA
USD
39904.470000000000
0.0190601883
Long
ABS-MBS
CORP
US
N
2
2053-09-15
Variable
1.711516000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
1420.000000000000
NS
USD
105804.200000000000
0.0505368940
Long
EC
CORP
US
N
1
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAF4
87000.000000000000
PA
USD
88045.650000000000
0.0420546036
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.600000000000
N
N
N
N
N
N
OHA Loan Funding Ltd
25490072LQI0R2J4XC93
OHA Loan Funding 2015-1 Ltd
67109BDC5
270000.000000000000
PA
USD
268188.030000000000
0.1280987906
Long
ABS-CBDO
CORP
KY
N
2
2037-01-19
Floating
1.359770000000
N
N
N
N
N
N
DT Midstream Inc
N/A
DT Midstream Inc
23345M107
6450.000000000000
NS
USD
349977.000000000000
0.1671649194
Long
EC
CORP
US
N
1
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAL0
58000.000000000000
PA
USD
53094.940000000000
0.0253605562
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.800000000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851102
3726.000000000000
NS
USD
1092947.580000000000
0.5220414317
Long
EC
CORP
US
N
1
N
N
N
Deephaven Residential Mortgage
N/A
Deephaven Residential Mortgage Trust 2022-2
24380XAA5
400000.000000000000
PA
USD
399490.400000000000
0.1908147693
Long
ABS-MBS
CORP
US
N
2
2067-03-25
Variable
4.300000000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199105
350.000000000000
NS
USD
145411.000000000000
0.0694549016
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
490.000000000000
NS
USD
67169.200000000000
0.0320830623
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FW1
38000.000000000000
PA
USD
36104.940000000000
0.0172453601
Long
DBT
CORP
US
N
2
2028-01-13
Fixed
2.200000000000
N
N
N
N
N
N
Discover Financial Services
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709108
1995.000000000000
NS
USD
219829.050000000000
0.1050003441
Long
EC
CORP
US
N
1
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 3 LTD
67112RAS3
250000.000000000000
PA
USD
247750.000000000000
0.1183366587
Long
ABS-CBDO
CORP
KY
N
2
2035-07-02
Floating
1.394000000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX 2021-J3 Trust
67448XAG1
400000.000000000000
PA
USD
336598.240000000000
0.1607746157
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.500000000000
N
N
N
N
N
N
Discovery Inc
5493006ZCRFWKF6B1K26
Discovery Inc
25470F302
35804.000000000000
NS
USD
894025.880000000000
0.4270273881
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
306.000000000000
NS
USD
68124.780000000000
0.0325394908
Long
EC
CORP
US
N
1
N
N
N
Octagon Investment Partners 48
N/A
Octagon Investment Partners 48 Ltd
67577UAJ4
250000.000000000000
PA
USD
247559.750000000000
0.1182457866
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
1.404000000000
N
N
N
N
N
N
Old Dominion Freight Line Inc
5299009TWK32WE417T96
Old Dominion Freight Line Inc
679580100
583.000000000000
NS
USD
174130.440000000000
0.0831726113
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
1720.000000000000
NS
USD
146148.400000000000
0.0698071174
Long
EC
CORP
US
N
1
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett Inc
25960P109
1990.000000000000
NS
USD
66505.800000000000
0.0317661923
Long
EC
CORP
US
N
1
N
N
N
Dryden Senior Loan Fund
N/A
Dryden 78 CLO Ltd
26253LAA0
250000.000000000000
PA
USD
247670.470000000000
0.1182986715
Long
ABS-CBDO
CORP
KY
N
2
2033-04-17
Floating
1.421290000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C204
1220.000000000000
NS
USD
136225.200000000000
0.0650673461
Long
EC
CORP
US
N
1
N
N
N
Old Republic International Cor
549300IV6O2YY2A1KH37
Old Republic International Corp
680223104
1410.000000000000
NS
USD
36476.700000000000
0.0174229296
Long
EC
CORP
US
N
1
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp
680665205
1200.000000000000
NS
USD
62736.000000000000
0.0299655646
Long
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
3457.000000000000
NS
USD
293430.160000000000
0.1401555789
Long
EC
CORP
US
N
1
N
N
N
OneMain Holdings Inc
549300E3VEW8SMS5XW09
OneMain Holdings Inc
68268W103
9820.000000000000
NS
USD
465566.200000000000
0.2223755741
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
16737.000000000000
NS
USD
1384652.010000000000
0.6613727236
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBV6
109000.000000000000
PA
USD
100646.460000000000
0.0480733230
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.950000000000
N
N
N
N
N
N
Organon & Co
549300AMCKY57OK2CO56
Organon & Co
68622V106
4325.000000000000
NS
USD
151072.250000000000
0.0721589719
Long
EC
CORP
US
N
1
N
N
N
OSCAR US Funding Trust
N/A
Oscar US Funding XII LLC
68785AAD7
100000.000000000000
PA
USD
95399.700000000000
0.0455672320
Long
ABS-O
CORP
JP
N
2
2028-04-10
Fixed
1.000000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAX3
94000.000000000000
PA
USD
92652.890000000000
0.0442552307
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.150000000000
N
N
N
N
N
N
EPR Properties
549300YSSXFHMPOWZ492
EPR Properties
26884U109
2860.000000000000
NS
USD
156470.600000000000
0.0747374692
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902V107
22922.000000000000
NS
USD
1763847.900000000000
0.8424939127
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
840.000000000000
NS
USD
76860.000000000000
0.0367118288
Long
EC
CORP
US
N
1
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BE9
33000.000000000000
PA
USD
36495.590000000000
0.0174319523
Long
DBT
CORP
US
N
2
2030-03-24
Fixed
4.800000000000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
2407.000000000000
NS
USD
304509.570000000000
0.1454476086
Long
EC
CORP
US
N
1
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDZ5
100000.000000000000
PA
USD
94752.920000000000
0.0452583005
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
.710000000000
N
N
N
N
N
N
PPL Corp
9N3UAJSNOUXFKQLF3V18
PPL Corp
69351T106
45913.000000000000
NS
USD
1311275.280000000000
0.6263246628
Long
EC
CORP
US
N
1
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011104
3420.000000000000
NS
USD
335331.000000000000
0.1601693243
Long
EC
CORP
US
N
1
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
Encompass Health Corp
29261A100
2200.000000000000
NS
USD
156442.000000000000
0.0747238085
Long
EC
CORP
US
N
1
N
N
N
PVH Corp
123WALMHY1GZXG2YDL90
PVH Corp
693656100
1110.000000000000
NS
USD
85037.100000000000
0.0406175834
Long
EC
CORP
US
N
1
N
N
N
PSMC Trust
N/A
PSMC 2020-3 Trust
693675AA8
39840.540000000000
PA
USD
39184.330000000000
0.0187162167
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Variable
3.000000000000
N
N
N
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
1882.000000000000
NS
USD
202729.040000000000
0.0968326022
Long
EC
CORP
US
N
1
N
N
N
PACCAR Inc
KDTEY8BWE486IKZ3CC07
PACCAR Inc
693718108
5634.000000000000
NS
USD
496186.380000000000
0.2370011636
Long
EC
CORP
US
N
1
N
N
N
PacWest Bancorp
549300YI8VMFO7G36V04
PacWest Bancorp
695263103
620.000000000000
NS
USD
26740.600000000000
0.0127725257
Long
EC
CORP
US
N
1
N
N
N
Palmer Square CLO Ltd
549300Y43K78UTRMTN21
Palmer Square CLO 2019-1 Ltd
69700GAJ1
250000.000000000000
PA
USD
248364.250000000000
0.1186300524
Long
ABS-CBDO
CORP
KY
N
2
2034-11-14
Floating
1.544860000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094104
569.000000000000
NS
USD
161459.440000000000
0.0771203658
Long
EC
CORP
US
N
1
N
N
N
Penske Automotive Group Inc
549300W7UTQ0M4C7LB15
Penske Automotive Group Inc
70959W103
540.000000000000
NS
USD
50608.800000000000
0.0241730627
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
365.000000000000
NS
USD
61093.700000000000
0.0291811274
Long
EC
CORP
US
N
1
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EL8
44000.000000000000
PA
USD
42984.000000000000
0.0205311117
Long
DBT
CORP
US
N
2
2029-07-29
Fixed
2.625000000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
27523.000000000000
NS
USD
1424865.710000000000
0.6805806142
Long
EC
CORP
US
N
1
N
N
N
Philip Morris International In
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172109
5070.000000000000
NS
USD
476275.800000000000
0.2274909658
Long
EC
CORP
US
N
1
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546104
3400.000000000000
NS
USD
293726.000000000000
0.1402968856
Long
EC
CORP
US
N
1
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AY0
47000.000000000000
PA
USD
45494.830000000000
0.0217303983
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
.900000000000
N
N
N
N
N
N
Pinnacle Financial Partners In
54930098EZ8JMSAZGS24
Pinnacle Financial Partners Inc
72346Q104
310.000000000000
NS
USD
28544.800000000000
0.0136342937
Long
EC
CORP
US
N
1
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174700
1955.000000000000
NS
USD
159801.700000000000
0.0763285539
Long
EC
CORP
PR
N
1
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AJ0
51000.000000000000
PA
USD
48274.050000000000
0.0230578800
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.800000000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
7179.000000000000
NS
USD
1185827.220000000000
0.5664049686
Long
EC
CORP
US
N
1
N
N
N
ANSYS Inc
549300VJV8H15Z5FJ571
ANSYS Inc
03662Q105
2674.000000000000
NS
USD
849396.100000000000
0.4057101770
Long
EC
CORP
US
N
1
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752103
4482.000000000000
NS
USD
2201648.040000000000
1.0516071548
Long
EC
CORP
US
N
1
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp
03676B102
14560.000000000000
NS
USD
158267.200000000000
0.0755956070
Long
EC
CORP
US
N
1
N
N
N
APA Corp
N/A
APA Corp
03743Q108
30764.000000000000
NS
USD
1271476.120000000000
0.6073147754
Long
EC
CORP
US
N
1
N
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp
03750L109
5050.000000000000
NS
USD
269973.000000000000
0.1289513734
Long
EC
CORP
US
N
1
N
N
N
Apidos CLO
635400C39IXGGYE6DH05
Apidos CLO XXIII
03765YAU8
250000.000000000000
PA
USD
247880.750000000000
0.1183991108
Long
ABS-CBDO
CORP
KY
N
2
2033-04-15
Floating
1.461290000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
453.000000000000
NS
USD
79098.330000000000
0.0377809569
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EC0
60000.000000000000
PA
USD
54455.640000000000
0.0260104883
Long
DBT
CORP
US
N
2
2028-02-08
Fixed
1.200000000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
4073.000000000000
NS
USD
536821.400000000000
0.2564102957
Long
EC
CORP
US
N
1
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
03880KAG9
225000.000000000000
PA
USD
223053.290000000000
0.1065403877
Long
ABS-CBDO
CORP
KY
N
2
2034-08-15
Floating
2.246570000000
N
N
N
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2021-FL2 Ltd
03881EAE7
250000.000000000000
PA
USD
241037.980000000000
0.1151306929
Long
ABS-CBDO
CORP
KY
N
2
2036-05-15
Floating
1.996570000000
N
N
N
N
N
N
Virtu Financial Inc
5493001OPW2K42CH3884
Virtu Financial Inc
928254101
7890.000000000000
NS
USD
293665.800000000000
0.1402681313
Long
EC
CORP
US
N
1
N
N
N
Vivint Solar Financing LLC
N/A
Vivint Solar Financing VII LLC
92855HAA3
140522.330000000000
PA
USD
127258.410000000000
0.0607843997
Long
ABS-O
CORP
US
N
2
2051-07-31
Fixed
2.210000000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
1180.000000000000
NS
USD
134366.600000000000
0.0641795943
Long
EC
CORP
US
N
1
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AH8
61000.000000000000
PA
USD
58125.380000000000
0.0277633229
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.000000000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857W308
38085.000000000000
NS
USD
632972.700000000000
0.3023365261
Long
EC
CORP
GB
N
1
N
N
N
Vontier Corp
549300VVSQLG4P5K4639
Vontier Corp
928881101
6610.000000000000
NS
USD
167827.900000000000
0.0801622317
Long
EC
CORP
US
N
1
N
N
N
Volvo Financial Equipment LLC
N/A
Volvo Financial Equipment LLC Series 2020-1
92888EAD5
100000.000000000000
PA
USD
95004.310000000000
0.0453783758
Long
ABS-O
CORP
US
N
2
2028-03-15
Fixed
.600000000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
1020.000000000000
NS
USD
67677.000000000000
0.0323256107
Long
EC
CORP
US
N
1
N
N
N
Voya High Yield Bond Fund
OTPD0VW0B2EUAT57PE57
Voya High Yield Bond Fund
92913L593
203223.427000000000
NS
USD
1540433.580000000000
0.7357810807
Long
EC
RF
US
N
1
N
N
N
Voya Emerging Markets Hard Cur
N/A
Voya Emerging Markets Hard Currency Debt Fund
92913M401
185961.254000000000
NS
USD
1560214.920000000000
0.7452295476
Long
EC
RF
US
N
1
N
N
N
Voya Investment Grade Credit F
5493007IKJE2N4RJF070
Voya Investment Grade Credit Fund
92913M708
256421.321000000000
NS
USD
2610369.050000000000
1.2468308829
Long
EC
RF
US
N
1
N
N
N
Voya Securitized Credit Fund
549300IRVV55AI1KRN67
Voya Securitized Credit Fund
92913M757
625628.442000000000
NS
USD
5987264.190000000000
2.8597894601
Long
EC
RF
US
N
1
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
6340.000000000000
NS
USD
1164658.000000000000
0.5562935871
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
430.000000000000
NS
USD
34761.200000000000
0.0166035288
Long
EC
CORP
US
N
1
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
5493000F7E2NMQ4HIO61
WFRBS Commercial Mortgage Trust 2014-C21
92939FAX7
120000.000000000000
PA
USD
117387.310000000000
0.0560695138
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
4.213000000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
6735.000000000000
NS
USD
1002976.200000000000
0.4790670120
Long
EC
CORP
US
N
1
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
400.000000000000
NS
USD
124156.000000000000
0.0593025477
Long
EC
CORP
US
N
1
N
N
N
Watsco Inc
549300F1Y3LN5BX5WN75
Watsco Inc
942622200
2209.000000000000
NS
USD
672949.760000000000
0.3214313867
Long
EC
CORP
US
N
1
N
N
N
Watts Water Technologies Inc
549300REJOO94ERQN318
Watts Water Technologies Inc
942749102
6799.000000000000
NS
USD
949072.410000000000
0.4533201123
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
51551.000000000000
NS
USD
2498161.460000000000
1.1932354388
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities 2020-RR1 Trust
949796AA4
77763.180000000000
PA
USD
76484.530000000000
0.0365324873
Long
ABS-MBS
CORP
US
N
2
2050-05-25
Variable
3.000000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
118000.000000000000
PA
USD
115488.960000000000
0.0551627755
Long
DBT
CORP
US
N
2
2025-10-30
Variable
2.406000000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAA4
100000.000000000000
PA
USD
98001.470000000000
0.0468099556
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
1.597000000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802109
1720.000000000000
NS
USD
32232.800000000000
0.0153958501
Long
EC
CORP
US
N
1
N
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
Westlake Corp
960413102
810.000000000000
NS
USD
99954.000000000000
0.0477425727
Long
EC
CORP
US
N
1
N
N
N
Westlake Automobile Receivable
N/A
Westlake Automobile Receivables Trust 2020-3
96042QAG5
150000.000000000000
PA
USD
148641.950000000000
0.0709981501
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
.780000000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
2132.000000000000
NS
USD
510528.720000000000
0.2438517169
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
490.000000000000
NS
USD
35363.300000000000
0.0168911191
Long
EC
CORP
US
N
1
N
N
N
XLIT LTD
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAC9
46000.000000000000
PA
USD
47307.960000000000
0.0225964315
Long
DBT
CORP
KY
N
2
2025-03-31
Fixed
4.450000000000
N
N
N
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
903.000000000000
NS
USD
107032.590000000000
0.0511236289
Long
EC
CORP
US
N
1
N
N
N
Zendesk Inc
549300SLI6BN94BKKO36
Zendesk Inc
98936J101
1997.000000000000
NS
USD
240219.130000000000
0.1147395729
Long
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956P102
2749.000000000000
NS
USD
351597.100000000000
0.1679387528
Long
EC
CORP
US
N
1
N
N
N
Franco-Nevada Corp
N/A
Franco-Nevada Corp
351858105
5079.000000000000
NS
808236.020000000000
0.3860502523
Long
EC
CORP
CA
N
1
N
N
N
Wheaton Precious Metals Corp
549300XSFG5ZCGVYD886
Wheaton Precious Metals Corp
962879102
9302.000000000000
NS
442350.040000000000
0.2112864811
Long
EC
CORP
CA
N
1
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
G3421J106
2467.000000000000
NS
336391.410000000000
0.1606758243
Long
EC
CORP
GB
N
2
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Jun22
N/A
-19.000000000000
NC
USD
52071.020000000000
0.0248714854
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury 5 Year Note
U.S. Treasury 5 Year Note
2022-06-30
-2231133.520000000000
USD
52071.020000000000
N
N
N
Adient PLC
5493002QLDY8O75RTR78
Adient PLC
G0084W101
4665.000000000000
NS
USD
190192.050000000000
0.0908443661
Long
EC
CORP
US
N
1
N
N
N
Allegion plc
984500560CAC2E6FB757
Allegion plc
G0176J109
770.000000000000
NS
USD
84530.600000000000
0.0403756559
Long
EC
CORP
IE
N
1
N
N
N
Amcor PLC
549300GSODGFCDQ3DI89
Amcor PLC
G0250X107
7960.000000000000
NS
USD
90186.800000000000
0.0430773141
Long
EC
CORP
GB
N
1
N
N
N
Amdocs Ltd
549300HQV672RJ7RQV66
Amdocs Ltd
G02602103
1300.000000000000
NS
USD
106873.000000000000
0.0510474015
Long
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
G0403H108
3563.000000000000
NS
USD
1160219.690000000000
0.5541736485
Long
EC
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
G0450A105
10422.000000000000
NS
USD
504633.240000000000
0.2410357678
Long
EC
CORP
BM
N
1
N
N
N
Axis Capital Holdings Ltd
N/A
Axis Capital Holdings Ltd
G0692U109
720.000000000000
NS
USD
43538.400000000000
0.0207959184
Long
EC
CORP
BM
N
1
N
N
N
Accenture PLC
N/A
Accenture PLC
G1151C101
4144.000000000000
NS
USD
1397481.120000000000
0.6675004895
Long
EC
CORP
IE
N
1
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd
G1890L107
1150.000000000000
NS
USD
59098.500000000000
0.0282281292
Long
EC
CORP
GB
N
1
N
N
N
Everest Re Group Ltd
549300N24XF2VV0B3570
Everest Re Group Ltd
G3223R108
1782.000000000000
NS
USD
537059.160000000000
0.2565238607
Long
EC
CORP
BM
N
1
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088M102
970.000000000000
NS
USD
129281.600000000000
0.0617507672
Long
EC
CORP
US
N
1
N
N
N
A O Smith Corp
549300XG4US7UJNECY36
A O Smith Corp
831865209
1550.000000000000
NS
USD
99029.500000000000
0.0473009895
Long
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
130.000000000000
NS
USD
26712.400000000000
0.0127590561
Long
EC
CORP
US
N
1
N
N
N
Snowflake Inc
254900CJNSY1K7T53Z16
Snowflake Inc
833445109
510.000000000000
NS
USD
116856.300000000000
0.0558158793
Long
EC
CORP
US
N
1
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2018-B Trust
83404RAB4
56140.460000000000
PA
USD
56238.090000000000
0.0268618674
Long
ABS-O
CORP
US
N
2
2047-08-25
Fixed
3.340000000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program 2017-C LLC
83405DAA6
54086.260000000000
PA
USD
53972.800000000000
0.0257798620
Long
ABS-O
CORP
US
N
2
2040-07-25
Floating
1.056570000000
N
N
N
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
G3421J106
765.000000000000
NS
USD
102601.800000000000
0.0490072823
Long
EC
CORP
GB
N
1
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
G3922B107
1620.000000000000
NS
USD
70486.200000000000
0.0336674123
Long
EC
CORP
US
N
1
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180101
2620.000000000000
NS
USD
179994.000000000000
0.0859733140
Long
EC
CORP
US
N
1
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417106
1660.000000000000
NS
USD
74600.400000000000
0.0356325412
Long
EC
CORP
US
N
1
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-G
63941UAA1
80358.980000000000
PA
USD
77641.150000000000
0.0370849415
Long
ABS-O
CORP
US
N
2
2069-09-16
Fixed
1.170000000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2021-A
63942BAA2
56151.480000000000
PA
USD
53670.210000000000
0.0256353313
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
.840000000000
N
N
N
N
N
N
Janus Henderson Group PLC
2138009WPYMWJN3RVF44
Janus Henderson Group PLC
G4474Y214
2930.000000000000
NS
USD
102608.600000000000
0.0490105303
Long
EC
CORP
GB
N
1
N
N
N
ICON PLC
6354008SRQGEMC4XFI67
ICON PLC
G4705A100
1695.000000000000
NS
USD
412257.900000000000
0.1969131075
Long
EC
CORP
IE
N
1
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445103
2690.000000000000
NS
USD
28836.800000000000
0.0137737661
Long
EC
CORP
US
N
1
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587107
704.000000000000
NS
USD
228363.520000000000
0.1090767948
Long
EC
CORP
US
N
1
N
N
N
Johnson Controls International
549300XQ6S1GYKGBL205
Johnson Controls International plc
G51502105
10456.000000000000
NS
USD
685599.920000000000
0.3274736779
Long
EC
CORP
US
N
1
N
N
N
Lazard Ltd
254900RIBCDJSUFG1A11
Lazard Ltd
G54050102
5260.000000000000
NS
USD
181470.000000000000
0.0866783187
Long
EC
CORP
US
N
1
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
Linde PLC
G5494J103
28.000000000000
NS
USD
8944.040000000000
0.0042720800
Long
EC
CORP
GB
N
1
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
Medtronic PLC
G5960L103
6716.000000000000
NS
USD
745140.200000000000
0.3559128214
Long
EC
CORP
IE
N
1
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program 2020-1 Trust
83407AAB8
250000.000000000000
PA
USD
249860.370000000000
0.1193446673
Long
ABS-O
CORP
US
N
2
2029-01-25
Fixed
2.250000000000
N
N
N
N
N
N
SOFI CONSUMER LOAN PROGRAM TRU
N/A
SoFi Consumer Loan Program 2021-1 Trust
83407CAB4
250000.000000000000
PA
USD
239592.200000000000
0.1144401227
Long
ABS-O
CORP
US
N
2
2030-09-25
Fixed
1.300000000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
G6095L109
2200.000000000000
NS
USD
263362.000000000000
0.1257936593
Long
EC
CORP
IE
N
1
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
G7709Q104
4045.000000000000
NS
USD
157593.200000000000
0.0752736739
Long
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
6982.000000000000
NS
USD
506264.820000000000
0.2418150845
Long
EC
CORP
US
N
1
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BS0
60000.000000000000
PA
USD
56399.400000000000
0.0269389164
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.650000000000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
4246.000000000000
NS
USD
1189007.380000000000
0.5679239575
Long
EC
CORP
US
N
1
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AB9
62000.000000000000
PA
USD
64157.290000000000
0.0306444372
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.600000000000
N
N
N
N
N
N
Pentair PLC
549300EVR9D56WPSRP15
Pentair PLC
G7S00T104
4327.000000000000
NS
USD
234566.670000000000
0.1120397012
Long
EC
CORP
GB
N
1
N
N
N
StoneCo Ltd
549300O1A9LEF0XZCR35
StoneCo Ltd
G85158106
4710.000000000000
NS
USD
55107.000000000000
0.0263216075
Long
EC
CORP
BR
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477103
6546.000000000000
NS
USD
570287.520000000000
0.2723952355
Long
EC
CORP
US
N
1
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BN9
46000.000000000000
PA
USD
41553.410000000000
0.0198477970
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.650000000000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
Trane Technologies PLC
G8994E103
3288.000000000000
NS
USD
502077.600000000000
0.2398150780
Long
EC
CORP
IE
N
1
N
N
N
N/A
N/A
GS_TRS_RUSSELL 1000 VALUE INDEX TOTAL RETURN
N/A
1.000000000000
NC
USD
2663028.620000000000
1.2719834866
N/A
DE
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Russell 1000 Value Index Total Return
RU10VATR
Y
UNREALIZED GAIN/LOSS AND INCOME/EXPENSE FROM UNDERLYING
2022-11-02
0.000000000000
USD
0.000000000000
USD
42619228.120000000000
USD
2663028.620000000000
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZQ3
60000.000000000000
PA
USD
55518.840000000000
0.0265183210
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.200000000000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
780259305
16712.000000000000
NS
USD
917990.160000000000
0.4384738172
Long
EC
CORP
GB
N
1
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp
860630102
3750.000000000000
NS
USD
254625.000000000000
0.1216204711
Long
EC
CORP
US
N
1
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121100
6510.000000000000
NS
USD
190287.300000000000
0.0908898618
Long
EC
CORP
US
N
1
N
N
N
Royal Gold Inc
5493001NGRU6SFL04184
Royal Gold Inc
780287108
4784.000000000000
NS
USD
675883.520000000000
0.3228326837
Long
EC
CORP
US
N
1
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
39000.000000000000
PA
USD
36031.980000000000
0.0172105111
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.200000000000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
Chubb Ltd
H1467J104
582.000000000000
NS
USD
124489.800000000000
0.0594619857
Long
EC
CORP
CH
N
1
N
N
N
TE Connectivity Ltd
894500ZRIX9K13RHXR17
TE Connectivity Ltd
H84989104
5573.000000000000
NS
USD
729951.540000000000
0.3486580271
Long
EC
CORP
US
N
1
N
N
N
SUMITOMO MITSUI TR BK LT
5493006GGLR4BTEL8O61
Sumitomo Mitsui Trust Bank Ltd
86563VBA6
52000.000000000000
PA
USD
50332.780000000000
0.0240412230
Long
DBT
CORP
JP
N
2
2027-03-10
Fixed
2.800000000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Helios Issuer LLC
86746CAA9
120316.530000000000
PA
USD
108871.790000000000
0.0520021144
Long
ABS-O
CORP
US
N
2
2047-06-20
Fixed
2.980000000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAJ2
39000.000000000000
PA
USD
35364.380000000000
0.0168916350
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.750000000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAK9
61000.000000000000
PA
USD
53398.180000000000
0.0255053974
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.200000000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
783549108
2690.000000000000
NS
USD
213397.700000000000
0.1019284391
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
2388.000000000000
NS
USD
979509.840000000000
0.4678584121
Long
EC
CORP
US
N
1
N
N
N
Synopsys Inc
QG7T915N9S0NY5UKNE63
Synopsys Inc
871607107
3525.000000000000
NS
USD
1174776.750000000000
0.5611267619
Long
EC
CORP
US
N
1
N
N
N
TD SYNNEX Corp
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162W100
680.000000000000
NS
USD
70182.800000000000
0.0335224946
Long
EC
CORP
US
N
1
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
N20944109
43930.000000000000
NS
USD
696729.800000000000
0.3327898144
Long
EC
CORP
GB
N
1
N
N
N
Iveco Group NV
549300ZWF2ZJDD9EOR96
Iveco Group NV
N47017103
10246.000000000000
NS
USD
66599.000000000000
0.0318107089
Long
EC
CORP
IT
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
8029.000000000000
NS
USD
279489.490000000000
0.1334968814
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
46000.000000000000
PA
USD
46353.760000000000
0.0221406623
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.750000000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
N53745100
381.000000000000
NS
USD
39174.420000000000
0.0187114832
Long
EC
CORP
US
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
N6596X109
900.000000000000
NS
USD
166572.000000000000
0.0795623568
Long
EC
CORP
NL
N
1
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Jun22
N/A
-1.000000000000
NC
USD
2576.250000000000
0.0012305341
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury 2 Year Notes
U.S. Treasury 2 Year Notes
2022-06-30
-214498.130000000000
USD
2576.250000000000
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Jun22
N/A
-10.000000000000
NC
USD
33529.800000000000
0.0160153562
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
2022-06-21
-1262279.800000000000
USD
33529.800000000000
N
N
N
N/A
N/A
US LONG BOND(CBT) Jun22
N/A
-6.000000000000
NC
USD
25292.580000000000
0.0120808856
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury Long Bonds
U.S. Treasury Long Bonds
2022-06-21
-925667.580000000000
USD
25292.580000000000
N
N
N
N/A
N/A
US 10yr Ultra Fut Jun22
N/A
-15.000000000000
NC
USD
60888.450000000000
0.0290830907
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year U.S. Ultra Treasury Notes
10 Year U.S. Ultra Treasury Notes
2022-06-21
-2092919.700000000000
USD
60888.450000000000
N
N
N
TSMC
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co Ltd
874039100
5064.000000000000
NS
USD
527972.640000000000
0.2521837259
Long
EC
CORP
TW
N
1
N
N
N
Take-Two Interactive Software
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
1226.000000000000
NS
USD
188485.240000000000
0.0900291161
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
US ULTRA BOND CBT Jun22
N/A
-6.000000000000
NC
USD
30781.030000000000
0.0147024187
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury Ultra Bonds
U.S. Treasury Ultra Bonds
2022-06-21
-1093531.030000000000
USD
30781.030000000000
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
876030107
2709.000000000000
NS
USD
100639.350000000000
0.0480699270
Long
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
2655.000000000000
NS
USD
563444.100000000000
0.2691265071
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
5468.000000000000
NS
USD
412669.960000000000
0.1971099261
Long
EC
CORP
US
N
1
N
N
N
Teladoc Health Inc
549300I2PVFBC9MFAC61
Teladoc Health Inc
87918A105
450.000000000000
NS
USD
32458.500000000000
0.0155036546
Long
EC
CORP
US
N
1
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2019-A
88165GAF7
125000.000000000000
PA
USD
125274.520000000000
0.0598368037
Long
ABS-O
CORP
US
N
2
2023-01-20
Fixed
2.680000000000
N
N
N
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
78440X887
500.000000000000
NS
USD
40590.000000000000
0.0193876286
Long
EC
CORP
US
N
1
N
N
SLM Corp
N/A
SLM Corp
78442P106
24008.000000000000
NS
USD
440786.880000000000
0.2105398448
Long
EC
CORP
US
N
1
N
N
N
SMB Private Education Loan Tru
N/A
SMB Private Education Loan Trust 2020-PTB
78449DAB2
159288.050000000000
PA
USD
152863.310000000000
0.0730144635
Long
ABS-O
CORP
US
N
2
2054-09-15
Fixed
1.600000000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust 2021-OVA
78449RAA3
140000.000000000000
PA
USD
129125.180000000000
0.0616760539
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.585400000000
N
N
N
N
N
N
SS&C Technologies Holdings Inc
529900POY8H7NPPNKK71
SS&C Technologies Holdings Inc
78467J100
1170.000000000000
NS
USD
87773.400000000000
0.0419245646
Long
EC
CORP
US
N
1
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
36000.000000000000
PA
USD
38070.000000000000
0.0181839620
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.625000000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
5723.000000000000
NS
USD
1215107.360000000000
0.5803904940
Long
EC
CORP
US
N
1
N
N
N
Sanofi
549300E9PC51EN656011
Sanofi
80105N105
8385.000000000000
NS
USD
430485.900000000000
0.2056196287
Long
EC
CORP
FR
N
1
N
N
N
Santander Consumer Auto Receiv
N/A
Santander Consumer Auto Receivables Trust 2021-A
80282YAF3
100000.000000000000
PA
USD
94500.870000000000
0.0451379100
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.030000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-3
80285WAE7
73899.360000000000
PA
USD
73778.130000000000
0.0352397876
Long
ABS-O
CORP
US
N
2
2025-03-17
Fixed
.690000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2020-3
80285WAF4
150000.000000000000
PA
USD
148803.290000000000
0.0710752135
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.120000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2019-3
80286HAG4
125000.000000000000
PA
USD
125186.180000000000
0.0597946085
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.680000000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAE4
100000.000000000000
PA
USD
97303.910000000000
0.0464767693
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
.900000000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 1/2
N/A
Scentre Group Trust 1 / Scentre Group Trust 2
80622GAD6
74000.000000000000
PA
USD
74264.110000000000
0.0354719138
Long
DBT
CORP
AU
N
2
2026-01-28
Fixed
3.625000000000
N
N
N
N
N
N
Schlumberger NV
213800ZUA17OK3QLGM62
Schlumberger NV
806857108
6950.000000000000
NS
USD
287104.500000000000
0.1371341563
Long
EC
CORP
US
N
1
N
N
N
Schneider National Inc
529900V6GZ6G6E3BLV72
Schneider National Inc
80689H102
10290.000000000000
NS
USD
262395.000000000000
0.1253317762
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
19338.000000000000
NS
USD
1630386.780000000000
0.7787468168
Long
EC
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BW4
34000.000000000000
PA
USD
34194.170000000000
0.0163326895
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.300000000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
3946.000000000000
NS
USD
264224.160000000000
0.1262054661
Long
EC
CORP
US
N
1
N
N
N
Semtech Corp
549300J7WUY317SW6O61
Semtech Corp
816850101
1514.000000000000
NS
USD
104980.760000000000
0.0501435817
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
270.000000000000
NS
USD
45392.400000000000
0.0216814730
Long
EC
CORP
US
N
1
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2013-3
81745RAB6
52319.510000000000
PA
USD
50431.970000000000
0.0240886007
Long
ABS-MBS
CORP
US
N
2
2043-03-25
Variable
2.500000000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300RES143ZXEZ6T39
Sequoia Mortgage Trust 2019-CH2
81747CAA9
5773.080000000000
PA
USD
5801.480000000000
0.0027710505
Long
ABS-MBS
CORP
US
N
2
2049-08-25
Variable
4.500000000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2021-1
81747KAG8
250000.000000000000
PA
USD
210266.650000000000
0.1004329073
Long
ABS-MBS
CORP
US
N
2
2051-03-25
Variable
2.500000000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2020-4
81748RAH0
100000.000000000000
PA
USD
93308.840000000000
0.0445685423
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Variable
2.500000000000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348106
2055.000000000000
NS
USD
512969.100000000000
0.2450173533
Long
EC
CORP
US
N
1
N
N
N
SIERRA PACIFIC POWER CO
QB888G5GSVGE1LD1WV84
Sierra Pacific Power Co
826418BM6
67000.000000000000
PA
USD
65642.380000000000
0.0313537837
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.600000000000
N
N
N
N
N
N
Silicon Laboratories Inc
4PRDF8Q9TDHRVZKZSZ47
Silicon Laboratories Inc
826919102
2642.000000000000
NS
USD
396828.400000000000
0.1895432772
Long
EC
CORP
US
N
1
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
827048109
3660.000000000000
NS
USD
169201.800000000000
0.0808184688
Long
EC
CORP
US
N
1
N
N
N
Simpson Manufacturing Co Inc
529900EJUNNL15LZ8056
Simpson Manufacturing Co Inc
829073105
2436.000000000000
NS
USD
265621.440000000000
0.1268728705
Long
EC
CORP
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
54000.000000000000
PA
USD
55012.500000000000
0.0262764700
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125000000000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA Healthcare Inc
40412C101
2445.000000000000
NS
USD
612765.900000000000
0.2926848401
Long
EC
CORP
US
N
1
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
40434L105
11400.000000000000
NS
USD
413820.000000000000
0.1976592375
Long
EC
CORP
US
N
1
N
N
N
LVMH Moet Hennessy Louis Vuitt
IOG4E947OATN0KJYSD45
LVMH Moet Hennessy Louis Vuitton SE
F58485115
602.000000000000
NS
432478.350000000000
0.2065713133
Long
EC
CORP
FR
N
2
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
18540.000000000000
NS
USD
702109.800000000000
0.3353595469
Long
EC
CORP
US
N
1
N
N
N
Harley-Davidson Inc
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc
412822108
13573.000000000000
NS
USD
534776.200000000000
0.2554334153
Long
EC
CORP
US
N
1
N
N
N
Hartford Financial Services Gr
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515104
11247.000000000000
NS
USD
807647.070000000000
0.3857689430
Long
EC
CORP
US
N
1
N
N
N
Hawaiian Electric Industries I
JJ8FWOCWCV22X7GUPJ23
Hawaiian Electric Industries Inc
419870100
740.000000000000
NS
USD
31309.400000000000
0.0149547923
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
7865.000000000000
NS
USD
841869.600000000000
0.4021151786
Long
EC
CORP
US
N
1
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
3400.000000000000
NS
USD
290700.000000000000
0.1388515305
Long
EC
CORP
US
N
1
N
N
N
Maravai LifeSciences Holdings
N/A
Maravai LifeSciences Holdings Inc
56600D107
8876.000000000000
NS
USD
313056.520000000000
0.1495300204
Long
EC
CORP
US
N
1
N
N
N
Marble Point CLO Ltd.
254900N4UCG37B1HFL93
Marble Point CLO XIV Ltd
56608KAN3
280000.000000000000
PA
USD
277780.160000000000
0.1326804278
Long
ABS-CBDO
CORP
KY
N
2
2032-01-20
Floating
1.534000000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535104
271.000000000000
NS
USD
399790.040000000000
0.1909578910
Long
EC
CORP
US
N
1
N
N
N
Marlette Funding Trust
N/A
Marlette Funding Trust 2021-1
57110NAC0
100000.000000000000
PA
USD
96890.930000000000
0.0462795112
Long
ABS-O
CORP
US
N
2
2031-06-16
Fixed
1.410000000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
5245.000000000000
NS
USD
893852.900000000000
0.4269447650
Long
EC
CORP
US
N
1
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284106
2026.000000000000
NS
USD
779787.140000000000
0.3724617744
Long
EC
CORP
US
N
1
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599106
730.000000000000
NS
USD
37230.000000000000
0.0177827399
Long
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
3051.000000000000
NS
USD
1090366.380000000000
0.5208085333
Long
EC
CORP
US
N
1
N
N
N
Mattel Inc
549300VELLG24KHTJ564
Mattel Inc
577081102
4170.000000000000
NS
USD
92615.700000000000
0.0442374671
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
2199.000000000000
NS
USD
543768.720000000000
0.2597286515
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
1425.000000000000
NS
USD
436235.250000000000
0.2083657795
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
4664.000000000000
NS
USD
382681.200000000000
0.1827859315
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
10950.000000000000
NS
USD
3375994.500000000000
1.6125283906
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
101000.000000000000
PA
USD
99996.060000000000
0.0477626624
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.400000000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
11420.000000000000
NS
USD
889503.800000000000
0.4248674372
Long
EC
CORP
US
N
1
N
N
N
Givaudan SA
213800SVRMQA1TD91D41
Givaudan SA
H3238Q102
66.000000000000
NS
273342.350000000000
0.1305607280
Long
EC
CORP
CH
N
1
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BA1
37000.000000000000
PA
USD
37545.640000000000
0.0179335039
Long
DBT
CORP
JP
N
2
2023-07-26
Fixed
3.761000000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
11455.000000000000
NS
USD
719144.900000000000
0.3434962848
Long
EC
CORP
US
N
1
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
Moody's Corp
615369105
3765.000000000000
NS
USD
1270348.650000000000
0.6067762445
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2016-BNK2
61690YBZ4
100000.000000000000
PA
USD
93917.100000000000
0.0448590749
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
3.891929000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
122000.000000000000
PA
USD
117724.750000000000
0.0562306904
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.188000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468T9
92000.000000000000
PA
USD
90954.880000000000
0.0434441840
Long
DBT
CORP
US
N
2
2023-11-10
Variable
.560000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
87000.000000000000
PA
USD
80142.750000000000
0.0382798194
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.512000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
48000.000000000000
PA
USD
42521.760000000000
0.0203103249
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.239000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
82000.000000000000
PA
USD
77880.240000000000
0.0371991418
Long
DBT
CORP
US
N
2
2025-10-21
Variable
1.164000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
120000.000000000000
PA
USD
111463.080000000000
0.0532398323
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.593000000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust 2020-2
61946PAA1
66809.580000000000
PA
USD
60824.110000000000
0.0290523590
Long
ABS-O
CORP
US
N
2
2046-08-20
Fixed
1.440000000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076307
1014.000000000000
NS
USD
245590.800000000000
0.1173053266
Long
EC
CORP
US
N
1
N
N
N
Murphy Oil Corp
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717102
11330.000000000000
NS
USD
457618.700000000000
0.2185794870
Long
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
5350.000000000000
NS
USD
205226.000000000000
0.0980252638
Long
EC
CORP
US
N
1
N
N
N
NOV Inc
549300EHF3IW1AR6U008
NOV Inc
62955J103
38595.000000000000
NS
USD
756847.950000000000
0.3615049748
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
1787.000000000000
NS
USD
318443.400000000000
0.1521030391
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
234.000000000000
NS
USD
58118.580000000000
0.0277600749
Long
EC
CORP
US
N
1
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAL5
73000.000000000000
PA
USD
66430.580000000000
0.0317302639
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
1.950000000000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807103
7140.000000000000
NS
USD
289812.600000000000
0.1384276679
Long
EC
CORP
US
N
1
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
56000.000000000000
PA
USD
53550.000000000000
0.0255779135
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.875000000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAM3
102000.000000000000
PA
USD
93202.500000000000
0.0445177495
Long
DBT
CORP
KY
N
2
2026-02-21
Fixed
2.125000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2020-BID Mortgage Trust
05493BAA6
110000.000000000000
PA
USD
109924.470000000000
0.0525049222
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
2.537000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2021-AGW Mortgage Trust
05493HAA3
200000.000000000000
PA
USD
196215.940000000000
0.0937216497
Long
ABS-MBS
CORP
US
N
2
2036-06-15
Floating
1.647000000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
78000.000000000000
PA
USD
71735.270000000000
0.0342640249
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.668000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAA5
120000.000000000000
PA
USD
116787.700000000000
0.0557831128
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
1.119000000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust 2021-C10
05551VBK8
996262.390000000000
PA
USD
88679.310000000000
0.0423572684
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Variable
1.305453000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCS5
58000.000000000000
PA
USD
58874.870000000000
0.0281213134
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
3.535000000000
N
N
N
N
N
N
Baker Hughes Co
N/A
Baker Hughes Co
05722G100
10115.000000000000
NS
USD
368287.150000000000
0.1759106791
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
16054.000000000000
NS
USD
661745.880000000000
0.3160799044
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFB0
102000.000000000000
PA
USD
104657.710000000000
0.0499892783
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.125000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFM6
39000.000000000000
PA
USD
39716.590000000000
0.0189704482
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.000000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
92000.000000000000
PA
USD
84825.380000000000
0.0405164563
Long
DBT
CORP
US
N
2
2031-04-29
Variable
2.592000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
230000.000000000000
PA
USD
213212.990000000000
0.1018402132
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.734000000000
N
N
N
N
N
N
Bank of New York Mellon Corp/T
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058100
18797.000000000000
NS
USD
932895.110000000000
0.4455930987
Long
EC
CORP
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159QE9
87000.000000000000
PA
USD
85238.950000000000
0.0407139961
Long
DBT
CORP
CA
N
2
2026-08-03
Fixed
2.700000000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813109
200.000000000000
NS
USD
15508.000000000000
0.0074073255
Long
EC
CORP
US
N
1
N
N
N
Beacon Container Finance II LL
N/A
Beacon Container Finance II LLC
07359BAA5
95858.330000000000
PA
USD
91314.100000000000
0.0436157638
Long
ABS-O
CORP
US
N
2
2046-10-22
Fixed
2.250000000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887109
360.000000000000
NS
USD
95760.000000000000
0.0457393277
Long
EC
CORP
US
N
1
N
N
N
Benefit Street Partners CLO Lt
N/A
Benefit Street Partners CLO XIX Ltd
08182RAA1
250000.000000000000
PA
USD
248517.620000000000
0.1187033089
Long
ABS-CBDO
CORP
KY
N
2
2033-01-15
Floating
1.591290000000
N
N
N
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
8212.500000000000
NS
USD
546870.380000000000
0.2612101453
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670702
7633.000000000000
NS
USD
2693762.030000000000
1.2866631598
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
180.000000000000
NS
USD
37908.000000000000
0.0181065835
Long
EC
CORP
US
N
1
N
N
N
Bio-Techne Corp
54930073RLKQ51TILZ35
Bio-Techne Corp
09073M104
538.000000000000
NS
USD
232975.520000000000
0.1112796956
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247X101
297.000000000000
NS
USD
226958.490000000000
0.1084056886
Long
EC
CORP
US
N
1
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAC4
104000.000000000000
PA
USD
92203.180000000000
0.0440404288
Long
DBT
CORP
US
N
2
2028-08-05
Fixed
1.625000000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
200000.000000000000
PA
USD
195112.000000000000
0.0931943578
Long
DBT
CORP
FR
N
2
2025-11-19
Variable
2.819000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
47000.000000000000
PA
USD
48509.920000000000
0.0231705423
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.875000000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
186.000000000000
NS
USD
436811.700000000000
0.2086411182
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
6300.000000000000
NS
USD
279027.000000000000
0.1332759752
Long
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
10708.000000000000
NS
USD
782005.240000000000
0.3735212398
Long
EC
CORP
US
N
1
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
30000.000000000000
PA
USD
30325.020000000000
0.0144846076
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.150000000000
N
N
N
N
N
N
Brookfield Renewable Corp
N/A
Brookfield Renewable Corp
11284V105
2370.000000000000
NS
USD
103806.000000000000
0.0495824629
Long
EC
CORP
US
N
1
N
N
N
Bruker Corp
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp
116794108
13685.000000000000
NS
USD
879945.500000000000
0.4203019587
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VKNG
12433YAJ6
82242.790000000000
PA
USD
80602.610000000000
0.0384994694
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
1.796570000000
N
N
N
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
3465.000000000000
NS
USD
396465.300000000000
0.1893698441
Long
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
2310.000000000000
NS
USD
211411.200000000000
0.1009795964
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
480.000000000000
NS
USD
115012.800000000000
0.0549353399
Long
EC
CORP
US
N
1
N
N
N
CLI Funding LLC
N/A
CLI Funding VIII LLC
12565KAE7
98013.330000000000
PA
USD
92412.550000000000
0.0441404334
Long
ABS-O
CORP
US
N
2
2047-01-18
Fixed
2.720000000000
N
N
N
N
N
N
CIM Trust
N/A
CIM Trust 2021-J3
12565VBG7
280829.410000000000
PA
USD
256092.300000000000
0.1223213202
Long
ABS-MBS
CORP
US
N
2
2051-06-25
Variable
2.500000000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
2594.000000000000
NS
USD
617008.840000000000
0.2947114611
Long
EC
CORP
US
N
1
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650100
14239.000000000000
NS
USD
1441129.190000000000
0.6883487913
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CL2
128000.000000000000
PA
USD
130556.800000000000
0.0623598607
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.875000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
50000.000000000000
PA
USD
48007.810000000000
0.0229307117
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.875000000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
47000.000000000000
PA
USD
45744.220000000000
0.0218495183
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.875000000000
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
3405.000000000000
NS
USD
1736447.850000000000
0.8294064036
Long
EC
CORP
US
N
1
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913Y100
790.000000000000
NS
USD
80216.600000000000
0.0383150935
Long
EC
CORP
US
N
1
N
N
N
Valvoline Inc
549300CMHPBEY6VPOT75
Valvoline Inc
92047W101
910.000000000000
NS
USD
28719.600000000000
0.0137177861
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
5180.000000000000
NS
USD
319916.800000000000
0.1528068019
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
16753.000000000000
NS
USD
853397.820000000000
0.4076215803
Long
EC
CORP
US
N
1
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
46000.000000000000
PA
USD
48406.210000000000
0.0231210056
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.329000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGM0
83000.000000000000
PA
USD
74808.480000000000
0.0357319296
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.355000000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345Y106
2897.000000000000
NS
USD
621783.110000000000
0.2969918694
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
210.000000000000
NS
USD
54803.700000000000
0.0261767376
Long
EC
CORP
US
N
1
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
Paramount Global
92556H206
9200.000000000000
NS
USD
347852.000000000000
0.1661499229
Long
EC
CORP
US
N
1
N
N
N
KREST Commercial Mortgage Secu
N/A
KREST Commercial Mortgage Securities Trust 2021-CHIP
50085PAG2
225000.000000000000
PA
USD
197761.120000000000
0.0944596979
Long
ABS-MBS
CORP
US
N
2
2044-11-05
Variable
2.926930000000
N
N
N
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ Corp
501889208
710.000000000000
NS
USD
32241.100000000000
0.0153998145
Long
EC
CORP
US
N
1
N
N
N
Laboratory Corp of America Hol
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
759.000000000000
NS
USD
200117.940000000000
0.0955854222
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
1156.000000000000
NS
USD
621477.160000000000
0.2968457338
Long
EC
CORP
US
N
1
N
N
N
Lamar Advertising Co
529900Y8WW4MKVPTB543
Lamar Advertising Co
512816109
180.000000000000
NS
USD
20912.400000000000
0.0099887126
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
2399.000000000000
NS
USD
653295.680000000000
0.3120437049
Long
EC
CORP
US
N
1
N
N
N
Laurel Road Prime Student Loan
N/A
Laurel Road Prime Student Loan Trust 2020-A
51889CAB8
138322.770000000000
PA
USD
135194.850000000000
0.0645752041
Long
ABS-O
CORP
US
N
2
2050-11-25
Fixed
1.400000000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057104
1110.000000000000
NS
USD
90098.700000000000
0.0430352335
Long
EC
CORP
US
N
1
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057302
2230.000000000000
NS
USD
152420.500000000000
0.0728029573
Long
EC
CORP
US
N
1
N
N
N
LiveRamp Holdings Inc
254900GXS75LG1X7RF88
LiveRamp Holdings Inc
53815P108
2822.000000000000
NS
USD
105514.580000000000
0.0503985584
Long
EC
CORP
US
N
1
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan 2020-2 Ltd
53948KAA7
111683.430000000000
PA
USD
105890.660000000000
0.0505781913
Long
ABS-O
CORP
US
N
2
2047-07-20
Fixed
2.750000000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424108
1940.000000000000
NS
USD
125750.800000000000
0.0600642967
Long
EC
CORP
US
N
1
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2021-FL6 Ltd
55283TAG3
225000.000000000000
PA
USD
221638.300000000000
0.1058645241
Long
ABS-CBDO
CORP
KY
N
2
2036-07-16
Floating
2.317570000000
N
N
N
N
N
N
MF1 Multifamily Housing Mortga
N/A
MF1 2021-FL7 Ltd
55284AAG3
200000.000000000000
PA
USD
195530.170000000000
0.0933940948
Long
ABS-CBDO
CORP
KY
N
2
2036-10-16
Floating
2.480570000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
38000.000000000000
PA
USD
39330.000000000000
0.0187857953
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.875000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
35000.000000000000
PA
USD
32025.000000000000
0.0152965953
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.650000000000
N
N
N
N
N
N
MSA Safety Inc
529900DVA3258XK11O39
MSA Safety Inc
553498106
2309.000000000000
NS
USD
306404.300000000000
0.1463526178
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXI Ltd
55820JBE9
250000.000000000000
PA
USD
248139.000000000000
0.1185224627
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
1.641290000000
N
N
N
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222401
14492.000000000000
NS
USD
931980.520000000000
0.4451562489
Long
EC
CORP
CA
N
1
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAE4
99000.000000000000
PA
USD
92134.350000000000
0.0440075525
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.000000000000
N
N
N
N
N
N
Manhattan Associates Inc
529900Q1GJP7KD52SW51
Manhattan Associates Inc
562750109
167.000000000000
NS
USD
23164.570000000000
0.0110644513
Long
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
2230.000000000000
NS
USD
209441.600000000000
0.1000388259
Long
EC
CORP
US
N
1
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849106
73102.000000000000
NS
USD
1835591.220000000000
0.8767617826
Long
EC
CORP
US
N
1
N
N
N
Power Integrations Inc
54930085LGXSCIHD5W31
Power Integrations Inc
739276103
1457.000000000000
NS
USD
135034.760000000000
0.0644987378
Long
EC
CORP
US
N
1
N
N
N
T Rowe Price Group Inc
549300SIV6FPS9Y7IH33
T Rowe Price Group Inc
74144T108
160.000000000000
NS
USD
24190.400000000000
0.0115544343
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
7159.000000000000
NS
USD
1093895.200000000000
0.5224940581
Long
EC
CORP
US
N
1
N
N
N
Prosperity Bancshares Inc
N/A
Prosperity Bancshares Inc
743606105
2120.000000000000
NS
USD
147085.600000000000
0.0702547667
Long
EC
CORP
US
N
1
N
N
N
Provident Funding Mortgage Tru
N/A
Provident Funding Mortgage Trust 2021-J1
74387MAK5
100000.000000000000
PA
USD
82837.750000000000
0.0395670738
Long
ABS-MBS
CORP
US
N
2
2051-10-25
Variable
2.000000000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
679.000000000000
NS
USD
265000.120000000000
0.1265760999
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
700.000000000000
NS
USD
86870.000000000000
0.0414930597
Long
EC
CORP
US
N
1
N
N
N
2022-05-20
Wilshire Mutual Funds Inc
/s/Bendukai Bouey
Wilshire Mutual Funds Inc
Chief Compliance Officer
XXXX